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Financial Derivatives - Derivative Gain/(Loss) (Details) (USD $)
In Thousands, unless otherwise specified
3 Months Ended 6 Months Ended
Jun. 30, 2012
Jun. 30, 2011
Jun. 30, 2012
Jun. 30, 2011
Derivative Instruments, Gain (Loss) [Line Items]        
Losses on financial derivatives $ (31,292) $ (17,806) $ (24,892) $ (13,801)
Not Designated as Hedging Instrument
       
Derivative Instruments, Gain (Loss) [Line Items]        
Losses on financial derivatives (31,292) (17,806) (24,892) (13,801)
Interest Rate Swap | Non-Interest Income | Not Designated as Hedging Instrument
       
Derivative Instruments, Gain (Loss) [Line Items]        
Losses on financial derivatives (30,187) (16,451) (23,882) (11,721)
Agency Forwards | Non-Interest Income | Not Designated as Hedging Instrument
       
Derivative Instruments, Gain (Loss) [Line Items]        
Losses on financial derivatives (809) (1,153) (605) (2,001)
Treasury Futures | Non-Interest Income | Not Designated as Hedging Instrument
       
Derivative Instruments, Gain (Loss) [Line Items]        
Losses on financial derivatives (295) (211) (329) (26)
Credit Default Swaps | Non-Interest Income | Not Designated as Hedging Instrument
       
Derivative Instruments, Gain (Loss) [Line Items]        
Losses on financial derivatives $ (1) $ 9 $ (76) $ (53)