XML 76 R74.htm IDEA: XBRL DOCUMENT v2.3.0.15
Loan Sales And Securitizations (Schedule Of Sensitivity Of Fair Value Of Retained Or Purchased MSR Immediate 10 Percent And 20 Percent Adverse Changes In Assumptions) (Details) (USD $)
In Thousands, unless otherwise specified
9 Months Ended
Sep. 30, 2011
Dec. 31, 2010
Sep. 30, 2010
Dec. 31, 2009
Sep. 30, 2011
First Liens [Member]
Sep. 30, 2010
First Liens [Member]
Sep. 30, 2011
Second Liens [Member]
Sep. 30, 2010
Second Liens [Member]
Sep. 30, 2011
HELOC [Member]
Sep. 30, 2010
HELOC [Member]
Sensitivity Analysis of Fair Value of Interests Continued to be Held by Transferor, Servicing Assets or Liabilities, Impact of Adverse Change in Assumption [Line Items]          
Fair value of retained interests$ 150,803$ 207,319$ 191,943$ 302,611$ 147,431$ 188,397$ 241$ 250$ 3,131$ 3,296
Weighted average life (in years)    3.73.72.92.52.72.4
Annual prepayment rate    23.00%23.20%26.00%30.00%28.80%32.10%
Annual prepayment rate, Impact on fair value of 10% adverse change    (8,262)(11,238)(16)(22)(216)(262)
Annual prepayment rate, Impact on fair value of 20% adverse change    (15,744)(21,442)(30)(43)(415)(500)
Annual discount rate on servicing cash flows    11.70%11.60%14.00%14.00%18.00%18.00%
Annual discount rate on servicing cash flows, Impact on fair value of 10% adverse change    (3,898)(4,924)(7)(7)(96)(96)
Annual discount rate on servicing cash flows, Impact on fair value of 20% adverse change    (7,573)(9,563)(13)(13)(186)(185)
Annual cost to service (per loan)    12211750505050
Annual cost to service (per loan), Impact on fair value of 10% adverse change    (3,401)(4,773)(5)(5)(50)(53)
Annual cost to service (per loan), Impact on fair value of 20% adverse change    (6,782)(9,521)(11)(11)(100)(106)
Annual earnings on escrow    1.40%1.60%    
Annual earnings on escrow, Impact on fair value of 10% adverse change    (1,195)(1,706)    
Annual earnings on escrow, Impact on fair value of 20% adverse change    $ (2,390)$ (3,412)    
Sensitivity analysis of fair value of interests continued to be held by transferor servicing assets or liabilities impact of 10% percent adverse change in other assumption percent10.00%         
Sensitivity analysis of fair value of interests continued to be held by transferor servicing assets or liabilities impact of 20% percent adverse change in other assumption percent20.00%