Investment Securities (Credit Impairment Assessment Assumptions - Non-Agency Residential Mortgage-Backed and Asset-Backed Securities) (Details)	6 Months Ended
	Jun. 30, 2012
Prime [Member]
Minimum long-term prepayment rate (annual CPR)	7.00%	[1]
Maximum long-term prepayment rate (annual CPR)	20.00%	[1]
Minimum remaining collateral expected to default	1.00%	[1]
Maximum remaining collateral expected to default	49.00%	[1]
Minimum loss severity	25.00%	[1]
Maximum loss severity	70.00%	[1]
Weighted-average long-term prepayment rate (annual CPR)	14.00%	[1],[2]
Weighted-average remaining collateral expected to default	20.00%	[1],[2]
Weighted-average loss severity	48.00%	[1],[2]
Alt [Member]
Minimum long-term prepayment rate (annual CPR)	5.00%	[1]
Maximum long-term prepayment rate (annual CPR)	12.00%	[1]
Minimum remaining collateral expected to default	3.00%	[1]
Maximum remaining collateral expected to default	62.00%	[1]
Minimum loss severity	30.00%	[1]
Maximum loss severity	83.00%	[1]
Weighted-average long-term prepayment rate (annual CPR)	6.00%	[1],[2]
Weighted-average remaining collateral expected to default	34.00%	[1],[2]
Weighted-average loss severity	62.00%	[1],[2]
Option ARM [Member]
Minimum long-term prepayment rate (annual CPR)	3.00%	[1]
Maximum long-term prepayment rate (annual CPR)	6.00%	[1]
Minimum remaining collateral expected to default	15.00%	[1]
Maximum remaining collateral expected to default	74.00%	[1]
Minimum loss severity	40.00%	[1]
Maximum loss severity	75.00%	[1]
Weighted-average long-term prepayment rate (annual CPR)	3.00%	[1],[2]
Weighted-average remaining collateral expected to default	55.00%	[1],[2]
Weighted-average loss severity	61.00%	[1],[2]

[1] Collateralized by first-lien and second-lien non-agency residential mortgage loans.

[2] Calculated by weighting the relevant assumption for each individual security by the current outstanding cost basis of the security.