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Derivatives (Narrative) (Details) (USD $)
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3 Months Ended | 9 Months Ended | |||
|---|---|---|---|---|---|
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Sep. 30, 2012
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Sep. 30, 2011
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Sep. 30, 2012
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Sep. 30, 2011
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Dec. 31, 2011
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| Derivatives, Fair Value [Line Items] | |||||
| Credit default swap, notional value | $ 33,100,000 | $ 33,100,000 | $ 33,100,000 | ||
| Credit default swap, exposure to loss, maximum per reference entity | 20,000,000 | 20,000,000 | |||
| Credit default swap, fair value | 15,600,000 | 15,600,000 | 29,300,000 | ||
| Gain (loss) on derivative instrument recognized in earnings | $ 1,500,000 | $ (3,300,000) | $ 13,700,000 | $ (2,700,000) | |
| Weighted average expected default rate | 3.00% | 3.00% | 9.00% | ||
| Weighted average expected recovery rate | 39.00% | 39.00% | 39.00% | ||
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Minimum [Member]
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| Derivatives, Fair Value [Line Items] | |||||
| Expected default rate | 1.00% | 1.00% | 2.00% | ||
| Credit derivative expected recovery rate | 20.00% | 20.00% | 19.00% | ||
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Maximum [Member]
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| Derivatives, Fair Value [Line Items] | |||||
| Expected default rate | 33.00% | 33.00% | 37.00% | ||
| Credit derivative expected recovery rate | 40.00% | 40.00% | 52.00% | ||