Note 22 - Fair Value (Detail) - Characteristics of CDOs and Unobservable Inputs Significant to the Valuation of CDOs (USD $) In Thousands, unless otherwise specified								12 Months Ended
	Dec. 31, 2012		Dec. 31, 2011		Dec. 31, 2010		Dec. 31, 2009	Dec. 31, 2012 No 1 [Member]		Dec. 31, 2012 No 2 [Member]		Dec. 31, 2012 No 3 [Member]		Dec. 31, 2012 No 4 [Member]		Dec. 31, 2012 No 5 [Member]		Dec. 31, 2012 No 6 [Member]
								1	[1]	2	[1]	3	[1]	4	[1]	5	[1]	6	[1]
Characteristics:
Class (2)								C-1	[1],[2]	C-1	[1],[2]	C-1	[1],[2]	B1	[1],[2]	C	[1],[2]	C	[1],[2]
Original par (in Dollars)								$ 17,500	[1]	$ 15,000	[1]	$ 15,000	[1]	$ 15,000	[1]	$ 10,000	[1]	$ 6,500	[1]
Amortized cost (in Dollars)								7,140	[1]	5,598	[1]	12,377	[1]	13,922	[1]	1,317	[1]	6,179	[1]
Fair value (in Dollars)	$ 12,129	[3]	$ 13,394	[3]	$ 14,858	[3]	$ 11,728	$ 2,823	[1]	$ 267	[1]	$ 3,101	[1]	$ 4,057	[1]	$ 394	[1]	$ 1,487	[1]
Lowest credit rating (Moody’s)								Ca	[1]	Ca	[1]	Ca	[1]	Ca	[1]	C	[1]	Ca	[1]
Number of underlying Issuers								46	[1]	56	[1]	61	[1]	61	[1]	56	[1]	78	[1]
Percent of Issuers currently performing								76.10%	[1]	76.80%	[1]	77.00%	[1]	50.80%	[1]	60.70%	[1]	65.40%	[1]
Current deferral and default percent (3)								17.60%	[1],[4]	17.60%	[1],[4]	11.80%	[1],[4]	38.90%	[1],[4]	41.10%	[1],[4]	29.40%	[1],[4]
Expected future deferral and default percent (4)								18.60%	[1],[5]	17.50%	[1],[5]	15.50%	[1],[5]	30.90%	[1],[5]	28.50%	[1],[5]	16.10%	[1],[5]
Excess subordination percent (5)								0.00%	[1],[6]	0.00%	[1],[6]	0.30%	[1],[6]	0.00%	[1],[6]	0.00%	[1],[6]	2.30%	[1],[6]
Discount rate risk adjustment (6)								14.50%	[1],[7]	15.50%	[1],[7]	14.50%	[1],[7]	13.50%	[1],[7]	14.50%	[1],[7]	13.00%	[1],[7]
Significant unobservable inputs, weighted average of Issuers:
Probability of prepayment								17.90%	[1]	5.70%	[1]	4.50%	[1]	9.00%	[1]	10.30%	[1]	3.00%	[1]
Probability of default								22.00%	[1]	28.00%	[1]	22.20%	[1]	29.50%	[1]	40.10%	[1]	31.00%	[1]
Loss given default								88.00%	[1]	90.20%	[1]	89.70%	[1]	92.60%	[1]	92.60%	[1]	94.80%	[1]
Probability of deferral cure								44.80%	[1]	30.70%	[1]	26.30%	[1]	51.10%	[1]	45.80%	[1]	41.40%	[1]

[1] The Company has a seventh CDO, but no information is reported for that CDO since the security had an amortized cost and fair value of zero as of December 31, 2012.

[2] Class refers to the Company's tranche within the security. In a structured investment, a tranche is one of a number of related securities offered as part of the same transaction and relates to the order in which investors receive principal and interest payments.

[3] There were no purchases, sales, issuances, or settlements of CDOs during the periods presented.

[4] Represents actual deferrals and defaults, net of recoveries, as a percent of the original collateral.

[5] Represents expected future net deferrals and defaults, net of recoveries, as a percent of the remaining performing collateral. The probability of future defaults is derived for each Issuer based on a credit analysis. The associated assumed loss given default is based on historical default and recovery information provided by a nationally recognized credit rating agency and is assumed to be 90% for banks, 85% for insurance companies, and 100% for Issuers that have already defaulted.

[6] Represents additional defaults that the CDO can absorb before the security experiences any credit impairment. The excess subordination percentage is calculated by dividing the amount of potential additional loss that can be absorbed (before the receipt of all expected future principal and interest payments is affected) by the total balance of performing collateral.

[7] Cash flows are discounted at LIBOR plus this adjustment to reflect the higher risk inherent in these securities given the current market environment.