Investment Securities (Pooled Trust Preferred Collateralized Debt Obligations) (Details) (USD $) In Thousands, unless otherwise specified	9 Months Ended		12 Months Ended	9 Months Ended				9 Months Ended
	Sep. 30, 2014	Sep. 30, 2013	Dec. 31, 2013	Sep. 30, 2014 Alesco Preferred Funding IX [Member] entity		Sep. 30, 2014 Pooled Trust Preferred Securities [Member]	Dec. 31, 2011 Pooled Trust Preferred Securities [Member]	Sep. 30, 2014 Pooled Trust Preferred Securities [Member] Preferred Term Securities XIII [Member] entity		Sep. 30, 2014 Pooled Trust Preferred Securities [Member] Preferred Term Securities XVIII [Member] entity		Sep. 30, 2014 Pooled Trust Preferred Securities [Member] Preferred Term Securities XXVII [Member] entity		Sep. 30, 2014 Pooled Trust Preferred Securities [Member] U.S. Capital Funding I [Member] entity		Sep. 30, 2014 Minimum [Member] Alesco Preferred Funding IX [Member]	Sep. 30, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Preferred Term Securities XIII [Member]	Sep. 30, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Preferred Term Securities XVIII [Member]	Sep. 30, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] Preferred Term Securities XXVII [Member]	Sep. 30, 2014 Minimum [Member] Pooled Trust Preferred Securities [Member] U.S. Capital Funding I [Member]
Class				B+				Caa1		Ca		Caa3		B3		B2	Ca	Ca	C	Caa1
Original Par				$ 1,000		$ 7,000	$ 7,000	$ 1,000		$ 1,000		$ 1,000		$ 3,000
Book Value				909		6,194		767		917		710		2,891
Fair Value	264,056		264,348	559		3,734		423		430		386		1,936
Unrealized gain (loss)	(4,417)		(8,155)	(350)		(2,460)		(344)		(487)		(324)		(955)
Realized losses YTD	$ 436	$ 835
Number of Banks / Insurance Cos. Currently Performing				41				44		52		33		28
Total Number of Banks and Insurance Cos. In Issuance (Unique)				52				61		72		46		33
Actual Deferrals/Defaults (as a % of original collateral)				14.69%				25.75%		22.51%		22.62%		9.44%
Total Projected Defaults (as a % of performing collateral)				15.78%	[1]			20.21%	[1]	10.03%	[1]	16.29%	[1]	8.60%	[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.