Investment Securities (Credit Impairment Assessment Assumptions - Non-Agency Residential Mortgage-Backed and Asset-Backed Securities) (Details)	Jun. 30, 2013
Prime [Member] | Minimum [Member]
Long-term prepayment rate (annual CPR)	7.00%
Remaining collateral expected to default	1.00%
Loss Severity	25.00%
Prime [Member] | Maximum [Member]
Long-term prepayment rate (annual CPR)	20.00%
Remaining collateral expected to default	45.00%
Loss Severity	71.00%
Prime [Member] | Weighted Average [Member]
Long-term prepayment rate (annual CPR)	14.00%
Remaining collateral expected to default	18.00%
Loss Severity	43.00%
Alt [Member] | Minimum [Member]
Long-term prepayment rate (annual CPR)	5.00%
Remaining collateral expected to default	7.00%
Loss Severity	30.00%
Alt [Member] | Maximum [Member]
Long-term prepayment rate (annual CPR)	12.00%
Remaining collateral expected to default	57.00%
Loss Severity	85.00%
Alt [Member] | Weighted Average [Member]
Long-term prepayment rate (annual CPR)	6.00%
Remaining collateral expected to default	33.00%
Loss Severity	56.00%
Option ARM [Member] | Minimum [Member]
Long-term prepayment rate (annual CPR)	3.00%
Remaining collateral expected to default	16.00%
Loss Severity	40.00%
Option ARM [Member] | Maximum [Member]
Long-term prepayment rate (annual CPR)	6.00%
Remaining collateral expected to default	69.00%
Loss Severity	70.00%
Option ARM [Member] | Weighted Average [Member]
Long-term prepayment rate (annual CPR)	3.00%
Remaining collateral expected to default	48.00%
Loss Severity	59.00%