|
Commercial Mortgage Residual Interests Commercial Mortgage Residual Interests (Details) (USD $)
In Thousands, unless otherwise specified |
3 Months Ended | 9 Months Ended | 12 Months Ended | ||||||
|---|---|---|---|---|---|---|---|---|---|
|
Sep. 30, 2012
|
Sep. 30, 2011
|
Sep. 30, 2012
securitizations
|
Sep. 30, 2011
|
Dec. 31, 2011
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| Mortgage Loans on Real Estate [Line Items] | |||||||||
| Number of securitizations | 7 | ||||||||
| Discount rate | 25.00% | 25.00% | |||||||
| Loss severity of loans in foreclosure | 20.00% | 20.00% | |||||||
| LIBOR | Forward 3-month curve | Forward 3-month curve | |||||||
| Prime | Forward curve | Forward curve | |||||||
| Unrealized gains | $ 213 | $ 599 | |||||||
| Other than temporary valuation impairment | $ 0 | $ 0 | $ 2,718 | $ 396 | |||||
|
Maximum [Member]
|
|||||||||
| Mortgage Loans on Real Estate [Line Items] | |||||||||
| Average life equivalent CPR speeds range | 20.42% | [1] | 18.57% | [1] | |||||
| Foreclosures frequency curve default model | 3.90% | 4.70% | |||||||
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Minimum [Member]
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|||||||||
| Mortgage Loans on Real Estate [Line Items] | |||||||||
| Average life equivalent CPR speeds range | 0.80% | [1] | 2.18% | [1] | |||||
| Foreclosures frequency curve default model | 0.10% | 0.20% | |||||||
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