Investment Securities - Summary of Ranges Used in Valuation of Non-Agency Mortgage-Backed Securities Other Than Temporarily Impaired (Detail)	3 Months Ended
Mar. 31, 2014
Prime Minimum [Member]
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	20.00%
Lifetime probability of default rates	5.00%
Lifetime loss severity rates	45.00%
Prime Maximum [Member]
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	20.00%
Lifetime probability of default rates	5.00%
Lifetime loss severity rates	45.00%
Prime Average [Member]
Principal Valuation Assumptions Debt Securities Other Than Temporarily Impaired [Line Items]
Estimated lifetime prepayment rates	20.00%
Lifetime probability of default rates	5.00%
Lifetime loss severity rates	45.00%

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Loss, including interest and principal, incurred on a defaulted security, expressed as a percentage of the original principal balance, used as an input to measure fair value.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher FASB

-Name Accounting Standards Codification

-Topic 820

-SubTopic 10

-Section 50

-Paragraph 2

-Subparagraph (bbb)

-URI http://asc.fasb.org/extlink&oid=25499696&loc=d3e19207-110258

+ Details

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- Definition

Rate at which loans or a loan portfolio are expected to prepay principal balances, used as an input to measure fair value.

+ References

+ Details

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- Definition

Percentage of likelihood a loan will not be repaid and instead default, used as an input to measure fair value.

+ References

+ Details

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