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FAIR VALUE MEASUREMENTS (DETAILS) (Income Approach [Member], Level 3 [Member], CLO Equity Tranched Securities [Member])
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12 Months Ended | |
|---|---|---|
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Dec. 31, 2011
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Dec. 31, 2010
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| CLO - equity tranched securities significant valuation inputs [Line Items] | ||
| Loss severity rate | 53.50% | 65.00% |
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Minimum [Member]
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| CLO - equity tranched securities significant valuation inputs [Line Items] | ||
| Default rates | 4.00% | 3.80% |
| Collateral spreads | 2.60% | 2.40% |
| Estimated maturity dates (years) | 2.5 | 1.5 |
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Maximum [Member]
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| CLO - equity tranched securities significant valuation inputs [Line Items] | ||
| Default rates | 5.00% | 5.00% |
| Collateral spreads | 4.20% | 4.20% |
| Estimated maturity dates (years) | 5.2 | 10.5 |