XML 15 R86.htm IDEA: XBRL DOCUMENT v2.4.0.8
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 $)
6 Months Ended
Jun. 30, 2013
Dec. 31, 2012
Jun. 30, 2012
Dec. 31, 2011
Jun. 30, 2013
First Liens [Member]
Jun. 30, 2012
First Liens [Member]
Jun. 30, 2013
Second Liens [Member]
Jun. 30, 2012
Second Liens [Member]
Jun. 30, 2013
Home Equity [Member]
Jun. 30, 2012
Home Equity [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 $ 113,853,000 $ 114,311,000 $ 129,291,000 $ 144,069,000 $ 111,076,000 $ 126,085,000 $ 172,000 $ 215,000 $ 2,605,000 $ 2,991,000
Weighted average life (in years)         4 years 4 months 3 years 11 months 3 years 5 months 2 years 11 months 3 years 4 months 2 years 10 months
Annual prepayment rate         19.10% 21.40% 30.40% 26.00% 30.30% 26.60%
Annual prepayment rate, Impact on fair value of 10% adverse change         (5,008,000) (6,698,000) (11,000) (14,000) (139,000) (179,000)
Annual prepayment rate, Impact on fair value of 20% adverse change         (9,593,000) (12,792,000) (21,000) (26,000) (268,000) (344,000)
Annual discount rate on servicing cash flows         11.70% 11.80% 14.00% 14.00% 18.00% 18.00%
Annual discount rate on servicing cash flows, Impact on fair value of 10% adverse change         (3,198,000) (3,486,000) (5,000) (6,000) (80,000) (93,000)
Annual discount rate on servicing cash flows, Impact on fair value of 20% adverse change         (6,200,000) (6,765,000) (9,000) (11,000) (155,000) (181,000)
Annual cost to service (per loan)         118 [1] 116 [1] 50 [1] 50 [1] 50 [1] 50 [1]
Annual cost to service (per loan), Impact on fair value of 10% adverse change         (2,530,000) (3,014,000) (4,000) (5,000) (40,000) (46,000)
Annual cost to service (per loan), Impact on fair value of 20% adverse change         (5,043,000) (6,007,000) (8,000) (10,000) (81,000) (91,000)
Annual earnings on escrow         1.40% 1.40% 0.00% 0.00% 0.00% 0.00%
Annual earnings on escrow, Impact on fair value of 10% adverse change         (1,064,000) (824,000) 0 0 0 0
Annual earnings on escrow, Impact on fair value of 20% adverse change         $ (2,128,000) $ (1,648,000) $ 0 $ 0 $ 0 $ 0
[1] Amounts represent market participant based assumptions.