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NOTE 18 DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGING ACTIVITIES (Detail) - (Table 1) (USD $)
In Thousands, unless otherwise specified
 6 Months Ended
Jun. 30, 2013
Dec. 31, 2012
Jun. 30, 2013
Interest Rate Lock Commitments (IRLCs)
Jun. 30, 2013
U.S. Treasury futures
Jun. 30, 2013
Forward MBS trades
Jun. 30, 2013
Interest rate caps
Jun. 30, 2013
Interest rate swaps
Derivative [Roll Forward]              
Notional balance at December 31, 2012     $ 1,112,519 $ 109,000 $ 1,638,979 $ 1,025,000 $ 1,495,955
Additions     2,803,364 85,000 6,443,459    1,280,000
Amortization     (228,319)    (33,372) (24,000)   
Maturities     (2,826,503)    (3,094,020)    (295,604)
Terminations     (207,842) (194,000) (4,100,120) (126,000) (2,480,351)
Notional balance at June 30, 2013     653,219    854,926 875,000   
Fair value of net derivative assets (liabilities) at 30-Jun-13 18,857 [1] 10,795 [1] (7,064)    18,681 176   
Fair value of net derivative assets (liabilities) at 31-Dec-12 $ 18,857 [1] $ 10,795 [1] $ 5,781 $ (1,258) $ (1,719) $ 168 $ (10,836)
Maturity     Jul. 2013 - Oct 2013   Jul. 2013 - Sep. 2013 Aug. 2015 - May 2016  
[1] See Note 18 - Derivative Financial Instruments and Hedging Activities for additional information.