Investment Securities (Summary Of Significant Inputs Used To Estimate Credit Loss On Non-Agency Collateralized Mortgage Obligations) (Details)	Dec. 31, 2011	Dec. 31, 2010
Maximum [Member]
Constant prepayment rate	20.00%	20.00%
Collateral default rate	60.00%	15.00%
Loss severity	50.00%	55.00%
Minimum [Member]
Constant prepayment rate	10.00%	5.00%
Collateral default rate	5.00%	5.00%
Loss severity	27.50%	25.00%
Weighted Average [Member]
Constant prepayment rate	14.00%	14.90%
Collateral default rate	22.60%	10.60%
Loss severity	32.50%	37.90%