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Securities (Details 4)
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Jun. 30, 2011
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Weighted average [Member]
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| Significant assumptions used in the valuation of non-agency residential MBS | |
| Prepayment speed | 8.20% |
| Loss severity | 49.60% |
| Life default rate | 51.80% |
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10th Percentile [Member]
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| Significant assumptions used in the valuation of non-agency residential MBS | |
| Prepayment speed | 3.00% |
| Loss severity | 17.30% |
| Life default rate | 2.20% |
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90th Percentile [Member]
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| Significant assumptions used in the valuation of non-agency residential MBS | |
| Prepayment speed | 16.00% |
| Loss severity | 62.10% |
| Life default rate | 99.10% |
| X | ||||||||||
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- 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 | ||||||||||
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- Definition
Represents the severity of the impairment of non-agency residential mortgage backed securities.
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| X | ||||||||||
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- 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 | ||||||||||
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- Definition
Valuation of non agency residential Mbs.
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