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Derivative Instruments (Details) (USD $) In Thousands, unless otherwise specified | Jun. 30, 2012 | Dec. 31, 2011
--- | --- | ---
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | $ 211,617 | $ 190,653
Consolidated Entity excluding Variable Interest Entities VIE [Member] |  |
Fair Values of Derivative Instruments |  |
Derivative Asset, Fair Value | 393,348 | 448,566
Fair value of derivative liabilities | 654,473 | 687,867
Credit Derivatives [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | (211,617) | (190,653)
Derivatives Assets [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Derivative Asset, Fair Value | 393,348 | 442,511
Derivatives Assets [Member] | Interest Rate Swap [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Derivative Assets, Fair Value | 392,766 | 411,652
Derivative Liabilities, Fair Value | 259,852 | 242,500
Derivatives Assets [Member] | Call Option [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] |  |
Fair Values of Derivative Instruments |  |
Derivative Assets, Fair Value |  | 6,055
Derivatives Liability [Member] | Variable Interest Entity, Primary Beneficiary [Member] |  |
Fair Values of Derivative Instruments |  |
Derivative Asset, Fair Value |  | 27,779
Fair value of derivative liabilities | 2,063,809 | 2,114,831
Derivatives Liability [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 654,473 | 687,867
Derivatives Liability [Member] | Interest Rate Swap [Member] | Variable Interest Entity, Primary Beneficiary [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 1,978,737 | 2,023,974
Derivatives Liability [Member] | Interest Rate Swap [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 180,713 | 251,303
Derivative Asset, Fair Value | 582 | 30,859
Derivatives Liability [Member] | Credit Derivatives [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 211,617 | 190,653
Derivatives Liability [Member] | Currency Swap [Member] | Variable Interest Entity, Primary Beneficiary [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 85,072 | 90,857
Derivative Asset, Fair Value |  | 27,779
Derivatives Liability [Member] | Currency Swap [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 570 | 2,423
Derivatives Liability [Member] | Futures Contracts [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | 1,541 | 627
Derivatives Liability [Member] | Other contracts [Member] | Consolidated Entity excluding Variable Interest Entities VIE [Member] | Derivatives held for trading [Member] |  |
Fair Values of Derivative Instruments |  |
Fair value of derivative liabilities | $ 180 | $ 361

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