Investment Securities (Pooled Trust Preferred Collateralized Debt Obligations) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		12 Months Ended	3 Months Ended		3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Mar. 31, 2014 Pooled Trust Preferred Securities [Member]	Dec. 31, 2011 Pooled Trust Preferred Securities [Member]	Mar. 31, 2014 Pooled Trust Preferred Securities [Member] Alesco Preferred Funding IX [Member] entity		Mar. 31, 2014 Pooled Trust Preferred Securities [Member] Preferred Term Securities XIII [Member] entity		Mar. 31, 2014 Pooled Trust Preferred Securities [Member] Preferred Term Securities XVIII [Member] entity		Mar. 31, 2014 Pooled Trust Preferred Securities [Member] Preferred Term Securities XXVII [Member] entity		Mar. 31, 2014 Pooled Trust Preferred Securities [Member] U.S. Capital Funding I [Member] entity		Mar. 31, 2014 Pooled Trust Preferred Securities [Member] U.S. Capital Funding III [Member] entity		Mar. 31, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Alesco Preferred Funding IX [Member]	Mar. 31, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Preferred Term Securities XIII [Member]	Mar. 31, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Preferred Term Securities XVIII [Member]	Mar. 31, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Preferred Term Securities XXVII [Member]	Mar. 31, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] U.S. Capital Funding I [Member]	Mar. 31, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] U.S. Capital Funding III [Member]
Class						B+		Ca		Ca		C		Caa1		Ca		B2	Ca	Ca	C	Caa1	Ca
Original Par				$ 8,000	$ 10,300	$ 1,000		$ 1,000		$ 1,000		$ 1,000		$ 3,000		$ 1,000
Book Value				6,702		908		777		917		710		2,890		500
Fair Value	269,106		264,348	4,043		559		427		435		390		1,936		296
Unrealized gain (loss)	(5,860)		(8,155)	(2,659)		(349)		(350)		(482)		(320)		(954)		(204)
Realized losses YTD	$ 150	$ 339
Number of Banks / Insurance Cos. Currently Performing						41		44		52		33		28		29
Total Number of Banks and Insurance Cos. In Issuance (Unique)						52		61		72		46		33		37
Actual Deferrals/Defaults (as a % of original collateral)						14.69%		25.75%		22.51%		22.62%		9.44%		18.01%
Total Projected Defaults (as a % of performing collateral)						15.78%	[1]	20.21%	[1]	10.03%	[1]	16.29%	[1]	8.60%	[1]	11.61%	[1]
Excess subordination (after taking into account best estimate of future deferrals/defaults)						54.50%	[2]	4.36%	[2]	6.43%	[2]	10.02%	[2]	8.90%	[2]

[1] A 10% recovery is applied to all projected defaults by depository institutions. A 15% recovery is applied to all projected defaults by insurance companies. No recovery is applied to current defaults.

[2] Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. Excess subordinated percentage is calculated by (a) determining what percentage of defaults a deal can experience before the bond has credit impairment, and (b) subtracting from this default breakage percentage both total current and expected future default percentages.