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NOTE 18 DERIVATIVE FINANCIAL INSTRUMENTS (Detail) (USD $)
In Millions, unless otherwise specified
 0 Months Ended 1 Months Ended 3 Months Ended 12 Months Ended
Mar. 05, 2012
Sep. 30, 2012
Mar. 31, 2013
Mar. 31, 2012
Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Abstract]          
Description of derivative risk management policy     Match Funded LiabilitiesWe entered into interest rate swaps in order to hedge against the effects of changes in interest rates on our borrowings under our advance funding facilities. These interest rate swap agreements require us to pay a fixed rate and receive a variable interest rate based on one-month LIBOR. At the time that we entered into the agreements, these swaps were designated as hedges for accounting purposes. We also purchased interest rate caps to minimize future interest rate exposure from increases in one-month LIBOR interest rates, as required by the certain of our advance financing arrangements. Loans Held for Sale, at Fair ValueThe mortgage loans held for sale which we carry at fair value are subject to interest rate and price risk from the loan funding date until the date the loan is sold into the secondary market. Generally, the fair value of a loan will decline in value when interest rates increase and will rise in value when interest rates decrease. To mitigate this risk, we enter into forward trades to provide an economic hedge against those changes in fair value on mortgage loans held for sale. Forward trades are primarily used to fix the forward sales price that will be realized upon the sale of mortgage loans into the secondary market. IRLCsIRLCs represent an agreement to purchase loans from a third-party originator or an agreement to extend credit to a mortgage applicant, whereby the interest rate is set prior to funding. The loan commitment binds us (subject to the loan approval process) to fund the loan at the specified rate, regardless of whether interest rates have changed between the commitment date and the loan funding date. As such, outstanding IRLCs are subject to interest rate risk and related price risk during the period from the date of the commitment through the loan funding date or expiration date. The borrower is not obligated to obtain the loan, thus we are subject to fallout risk related to IRLCs, which is realized if approved borrowers choose not to close on the loans within the terms of the IRLCs. Our interest rate exposure on these derivative loan commitments is hedged with derivatives, including forward contracts. We enter into forward contracts with respect to fixed rate loan commitments. MSRs, at Fair ValueThe MSRs which we measure at fair value are subject to interest rate risk as the mortgage loans underlying the MSRs permit the borrowers to prepay the loans. Therefore, the fair value of these MSRs generally tends to diminish in periods of declining interest rates (as prepayments increase) and increase in periods of rising interest rates (as prepayments decrease). Although the level of interest rates is a key driver of prepayment activity, there are other factors that influence prepayments, including home prices, underwriting standards and product characteristics. Effective April 1, 2013, we terminated our hedging program for fair value MSRs. Prior to their termination, we used economic hedges including interest rate swaps, U.S. Treasury futures and forward contracts to minimize the effects of loss in value of these MSRs associated with increased prepayment activity that generally results from declining interest rates. We may enter into economic hedges related to our MSRs in the future.MSR PurchaseIn March 2013, we entered into an interest rate swap to hedge the impact on cash flows of changes in the purchase price to be paid for MSRs acquired from Ally Bank. This purchase was forecasted to occur in stages with the purchase price subject to adjustment based on changes in the 10-year swap rate between the date of the MSR purchase agreement and the date of each closing. We entered into an interest rate swap with a notional amount sufficient to yield changes in the fair value of the interest rate swap in response to changes in the swap rate that were essentially equal to and offsetting to changes in the purchase price of the MSRs. We designated the swap as a hedge for accounting purposes. We completed the transaction in April and terminated the swap agreement. See Note 25 - Subsequent Events for additional information regarding this transaction.    
Deferred losses in accumulated other comprehensive income     $ 6.2    
Amount of write-off of remaining unamortized deferred losses in AOCL   2.3      
Amount of write-off of deferred losses in AOCL 6.0        
Payments to counterparties     5.3    
Deferred unrealized losses, before taxes     16.1   9.9
Other comprehensive income (loss), tax     6.1   3.6
Gain recognized from the termination of foreign exchange forward contracts       3.4  
Losses recognized on cash flow hedge     6.9    
Losses reclassified to Other, net     $ 0.7