XML 54 R40.htm IDEA: XBRL DOCUMENT v2.4.0.6
FAIR VALUE (Details 4) (Discount cash flow)
9 Months Ended
Sep. 30, 2012
Derivative Payable | Low end of range
 
Quantitative unobservable assumptions  
Credit Risk Adjustment 0.30%
Derivative Payable | High end of range
 
Quantitative unobservable assumptions  
Credit Risk Adjustment 1.96%
Trust Preferred Securities
 
Quantitative unobservable assumptions  
Constant prepayment rate for year 1-5 0.00%
Constant prepayment rate, thereafter 1.00%
Constant default rate for year 1-5 1.20%
Constant default rate, thereafter 0.75%
Recovery rate, existing deferral/defaults 0.00%
Recovery rate, future deferral 15.00%
Recovery period, future deferral 60 months