Securities (Details 4) |
Sep. 30, 2011 |
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Weighted average [Member] |
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| Significant assumptions used in the valuation of non-agency residential MBS | ||||||
| Annual prepayment speed | 9.70% | |||||
| Loss severity | 49.50% | |||||
| Life default rate | 51.60% | |||||
10th Percentile [Member] |
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| Significant assumptions used in the valuation of non-agency residential MBS | ||||||
| Annual prepayment speed | 3.00% | [1],[2] | ||||
| Loss severity | 16.40% | [1],[2] | ||||
| Life default rate | 1.80% | [1],[2] | ||||
90th Percentile [Member] |
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| Significant assumptions used in the valuation of non-agency residential MBS | ||||||
| Annual prepayment speed | 20.70% | [1],[2] | ||||
| Loss severity | 62.00% | [1],[2] | ||||
| Life default rate | 99.10% | [1],[2] | ||||
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| X | ||||||||||
- Definition Represents the life default rate on mortgage backed securities. This is a significant assumption used in the valuation of non-agency residential mortgage backed securities.
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| X | ||||||||||
- Definition Represents the severity of the impairment of non-agency residential mortgage backed securities.
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| X | ||||||||||
- Definition Represents the annual constant prepayment speed. This is a significant assumption used in the valuation of non-agency residential mortgage backed securities.
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| X | ||||||||||
- Definition Valuation of non agency residential Mbs.
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