Securities (Details 4)	3 Months Ended
	Jun. 30, 2013 bank_insurancecompany
Trust Preferred Security A [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	C1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	56
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	33.08%
Total Projected Defaults/Losses (as a % of Performing Collateral)	20.64%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch & Moody's)	[2]
Trust Preferred Security B [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	D
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	56
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	33.08%
Total Projected Defaults/Losses (as a % of Performing Collateral)	20.64%
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]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	C1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	47
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	29.29%
Total Projected Defaults/Losses (as a % of Performing Collateral)	15.20%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (Fitch & Moody's)	[2]
Trust Preferred Security D [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	D
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	47
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	29.29%
Total Projected Defaults/Losses (as a % of Performing Collateral)	15.20%
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]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	C1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	46
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	26.86%
Total Projected Defaults/Losses (as a % of Performing Collateral)	16.73%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	0.66%	[1]
Lowest credit Ratings to date	C (Fitch & Moody's)	[2]
Trust Preferred Security F [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	B
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	32
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	25.08%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.83%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	30.90%	[1]
Lowest credit Ratings to date	CC (Fitch)	[2]
Trust Preferred Security G [Member] | Pooled Trust Preferred Securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	A1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)	32
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	25.08%
Total Projected Defaults/Losses (as a % of Performing Collateral)	18.83%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)	55.89%	[1]
Lowest credit Ratings to date	CCC+ (S&P)	[2]
Private Mortgage Backed-Securities-One [Member] | Private mortgage-backed securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	2A1
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	6.53%
Total Projected Defaults/Losses (as a % of Performing Collateral)	13.12%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	D (Fitch)	[2]
Private Mortgage-Backed Securities-Two [Member] | Private mortgage-backed securities [Member]
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Class	A19
Summary of percentage of pertinent information
Number of Performing Banks and Insurance Cos. in Issuances (Unique)
Current Deferrals/Defaults/Losses (As a % of Original Collateral)	4.18%
Total Projected Defaults/Losses (as a % of Performing Collateral)	7.32%
Excess Subordination (After Taking into Account Best Estimate of Future Deferrals/Defaults/Losses)		[1]
Lowest credit Ratings to date	C (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.