Securities (Details 5)	Sep. 30, 2012 bank_insurancecompany
Trust Preferred Security A [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	C1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	56
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	33.25%
Total Projected Defaults/Losses (as a % of Performing Collateral)	20.88%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security B [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	D
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	56
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	33.25%
Total Projected Defaults/Losses (as a % of Performing Collateral)	20.88%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security C [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	C1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	48
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	31.00%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.89%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.71%	[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security D [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	D
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	48
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	31.00%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.89%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security E [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	C1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	47
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	27.54%
Total Projected Defaults/Losses (as a % of Performing Collateral)	16.93%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	2.54%	[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Trust Preferred Security F [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	B
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	34
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	26.61%
Total Projected Defaults/Losses (as a % of Performing Collateral)	22.84%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	28.51%	[1]
Lowest credit Ratings to date	CC (Fitch)	[2]
Trust Preferred Security G [Member] | POOLED TRUST PREFERRED SECURITIES [Member]
Summary of percentage of pertinent information
Class	A1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	34
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	26.61%
Total Projected Defaults/Losses (as a % of Performing Collateral)	22.84%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	52.56%	[1]
Lowest credit Ratings to date	CCC+ (S&P)	[2]
Private Mortgage Backed-Securities-One [Member] | PRIVATE MORTGAGE-BACKED SECURITIES [Member]
Summary of percentage of pertinent information
Class	2A1
Number of Performing Banks and Insurance Cos. in Issuances (Unique)
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	5.59%
Total Projected Defaults/Losses (as a % of Performing Collateral)	13.49%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch)	[2]
Private Mortgage-Backed Securities-Two [Member] | PRIVATE MORTGAGE-BACKED SECURITIES [Member]
Summary of percentage of pertinent information
Class	A19
Number of Performing Banks and Insurance Cos. in Issuances (Unique)
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	3.42%
Total Projected Defaults/Losses (as a % of Performing Collateral)	6.44%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	CC (Fitch)	[2]

[1] Excess subordination represents the additional default/losses in excess of both current and projected defaults/losses that the security can absorb before the security experiences any credit impairment.

[2] The Company reviewed credit ratings provided by S&P, Moody’s and Fitch in its evaluation of issuers.