Investments (Additional Information Of Trust Preferred Securities With Credit Rating Below Investment Grade) (Details) (USD $)			12 Months Ended		3 Months Ended
	Mar. 31, 2013	Dec. 31, 2012	Dec. 31, 2012 P3 [Member]	Dec. 31, 2012 P4 [Member]	Mar. 31, 2013 Available-for-sale Securities [Member] P1 [Member] item		Mar. 31, 2013 Available-for-sale Securities [Member] P2 [Member] item		Mar. 31, 2013 Available-for-sale Securities [Member] P3 [Member] item		Mar. 31, 2013 Available-for-sale Securities [Member] P4 [Member] item		Mar. 31, 2013 Available-for-sale Securities [Member] P5 [Member] item		Mar. 31, 2013 Available-for-sale Securities [Member] S1 [Member] item		Mar. 31, 2013 Available-for-sale Securities [Member] S2 [Member] item		Mar. 31, 2013 Held-to-maturity Securities [Member] P6 [Member] item		Mar. 31, 2013 Held-to-maturity Securities [Member] P7 [Member] item		Mar. 31, 2013 Held-to-maturity Securities [Member] S3 [Member] item	Mar. 31, 2013 Held-to-maturity Securities [Member] S4 [Member] item
Schedule of Investments [Line Items]
Type					Pooled		Pooled		Pooled		Pooled	[1]	Pooled	[2]	Single		Single		Pooled		Pooled		Single	Single
Class					Mezz		Mezz		Mezz		Mezz	[1]	Mezz	[2]					Mezz		Mezz
Original Cost					$ 1,087,000		$ 3,944,000		$ 2,962,000		$ 4,060,000	[1]	$ 6,046,000	[2]	$ 261,000		$ 1,000,000		$ 2,102,000		$ 5,237,000		$ 4,000,000	$ 3,360,000
Available-for-sale Securities, Amortized Cost	341,332,000	370,315,000			425,000		1,197,000		1,419,000		400,000	[1]	826,000	[2]	235,000		1,000,000
Securities available-for-sale, Estimated Fair Value	348,146,000	377,122,000			225,000		1,041,000		299,000		168,000	[1]	477,000	[2]	232,000		1,034,000
Held-to-maturity, Amortized Cost	8,383,000	13,454,000																	211,000		1,082,000		4,000,000	3,091,000
Held-to-maturity Securities, Fair Value	8,921,000	13,861,000																	451,000		1,388,000		4,000,000	3,083,000
Difference					(200,000)	[3]	(156,000)	[3]	(1,120,000)	[3]	(232,000)	[1],[3]	(349,000)	[2],[3]	(3,000)	[3]	34,000	[3]	240,000	[3]	306,000	[3]		(8,000)	[3]
Lowest Credit Rating					Ca		Ca		Caa3		Ca	[1]	Ca	[2]	NR		Ba3		Ca		Ca		NR	NR
# of issuers currently performing					9		10		22		9	[1]	10	[2]	1		1		9		10		1	1
Actual deferrals/defaults (as a % of original dollar)					19.50%		25.90%		24.50%		19.20%	[1]	26.00%	[2]					19.50%		25.90%
Expected deferrals/defaults (as a % of remaining of performing collateral)					14.20%		6.40%	[4]	8.20%	[4]	8.20%	[1],[4]	21.00%	[2],[5]					14.20%		6.40%	[4]
Excess Subordination as a Percentage of Current Performing Collateral					25.90%	[6]	11.50%	[6]	12.20%	[6]	20.20%	[1],[6]	15.60%	[2],[6]					25.90%	[6]	11.50%	[6]
Other-than-temporary impairment losses			$ 11,000	$ 565,000

[1] No other-than-temporary impairment losses were recognized during the three months ended March 31, 2013. Other-than-temporary impairment losses of $11,000 were recognized during the year ended December 31, 2012.

[2] No other-than-temporary impairment losses were recognized during the three months ended March 31, 2013. Other-than-temporary impairment losses of $565,000 were recognized during the year ended December 31, 2012.

[3] The differences noted consist of unrealized losses recorded at March 31, 2013 and noncredit other-than-temporary impairment losses recorded subsequent to April 1, 2009 that have not been reclassified as credit losses.

[4] Performing collateral is defined as total collateral minus all collateral that has been called, is currently deferring, or currently in default. This model for this security assumes that all collateral that is currently deferring will default with a zero recovery rate. The underlying issuers can cure, thus this bond could recover at a higher percentage upon default than zero.

[5] Performing collateral is defined as total collateral minus all collateral that has been called, is currently deferring, or currently in default. The model for this security assumes that one of the banks that are currently deferring will cure. If additional underlying issuers cure, this bond could recover at a higher percentage.

[6] Excess subordination is defined as the additional defaults/deferrals necessary in the next reporting period to deplete the entire credit enhancement (excess interest and over-collateralization) beneath our tranche within each pool to the point that would cause a "break in yield." This amount assumes that all currently performing collateral continues to perform. A break in yield means that our security would not be expected to receive all the contractual cash flows (principal and interest) by maturity. The "percent of current performing collateral" is the ratio of the "excess subordination amount" to current performing collateral—a higher percent means there is more excess subordination to absorb additional defaults/deferrals, and the better our security is protected from loss.