Investment Securities (Credit Impairment Assessment Assumptions - Non-Agency Residential Mortgage-Backed and Asset-Backed Securities) (Details)	Sep. 30, 2014
Prime [Member] | Minimum [Member]
Long-term prepayment rate (annual CPR)	7.00%
Remaining collateral expected to default	1.00%
Loss Severity	20.00%
Prime [Member] | Maximum [Member]
Long-term prepayment rate (annual CPR)	20.00%
Remaining collateral expected to default	34.00%
Loss Severity	95.00%
Prime [Member] | Weighted Average [Member]
Long-term prepayment rate (annual CPR)	13.00%
Remaining collateral expected to default	13.00%
Loss Severity	41.00%
Alt [Member] | Minimum [Member]
Long-term prepayment rate (annual CPR)	5.00%
Remaining collateral expected to default	6.00%
Loss Severity	30.00%
Alt [Member] | Maximum [Member]
Long-term prepayment rate (annual CPR)	12.00%
Remaining collateral expected to default	53.00%
Loss Severity	82.00%
Alt [Member] | Weighted Average [Member]
Long-term prepayment rate (annual CPR)	6.00%
Remaining collateral expected to default	27.00%
Loss Severity	59.00%
Option ARM [Member] | Minimum [Member]
Long-term prepayment rate (annual CPR)	3.00%
Remaining collateral expected to default	11.00%
Loss Severity	45.00%
Option ARM [Member] | Maximum [Member]
Long-term prepayment rate (annual CPR)	6.00%
Remaining collateral expected to default	56.00%
Loss Severity	71.00%
Option ARM [Member] | Weighted Average [Member]
Long-term prepayment rate (annual CPR)	3.00%
Remaining collateral expected to default	37.00%
Loss Severity	61.00%