Flagstar Bancorp (FBC) 10-Q 30 Oct 13 2013 Q3 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	9 Months Ended
	Sep. 30, 2013	Oct. 28, 2013
Document and Entity Information [Abstract]
Entity Registrant Name	FLAGSTAR BANCORP INC
Entity Central Index Key	1033012
Document Type	10-Q
Document Period End Date	30-Sep-13
Amendment Flag	FALSE
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q3
Current Fiscal Year End Date	-19
Entity Well-known Seasoned Issuer	No
Entity Voluntary Filers	No
Entity Current Reporting Status	Yes
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		56,123,009

Consolidated_Statements_of_Fin

Consolidated Statements of Financial Condition (Unaudited) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Cash and cash equivalents
Cash and cash items (includes $460 and $0 of consolidated VIEs, respectively)	$68,228	[1]	$38,070	[1]
Interest-earning deposits	2,482,882		914,723
Total cash and cash equivalents	2,551,110		952,793
Trading securities	50,053		170,086
Investment securities available-for-sale	495,423		184,445
Loans held-for-sale (includes $1,826,060 and $2,865,696 measured at fair value, respectively)	1,879,290	[2]	3,939,720	[2]
Loans repurchased with government guarantees	1,231,765		1,841,342
Loans held-for-investment, net
Loans held-for-investment	4,013,507	[1],[2],[3]	5,438,101	[1],[2]
Less: allowance for loan losses	-207,000		-305,000
Total loans held-for-investment, net	3,806,507		5,133,101
Mortgage servicing rights	797,029		710,791
Repossessed assets, net	66,530		120,732
Federal Home Loan Bank stock	301,737		301,737
Premises and equipment, net	229,117		219,059
Other assets	399,254		508,206
Total assets	11,807,815		14,082,012
Deposits
Non-interest bearing	1,002,472		1,309,649
Interest bearing	5,646,813		6,984,646
Total deposits	6,649,285		8,294,295
Federal Home Loan Bank advances	2,907,598		3,180,000
Long-term debt (includes $112,954 and $0 of consolidated VIEs at fair value, respectively)	360,389	[1],[2]	247,435	[1],[2]
Representation and warranty reserve	174,000		193,000
Other liabilities ($28,470 and $19,100 measured at fair value and $136 and $0 of consolidated VIEs, respectively)	444,188	[1],[2]	1,007,920	[1],[2]
Total liabilities	10,535,460		12,922,650
Commitments and contingencies – Notes 8 and 19	0		0
Stockholders’ Equity
Preferred stock $0.01 par value, liquidation value $1,000 per share, 25,000,000 shares authorized; 266,657 issued and outstanding, respectively	264,726		260,390
Common stock $0.01 par value, 70,000,000 shares authorized; 56,114,572 and 55,863,053 shares issued and outstanding, respectively	561		559
Additional paid in capital	1,478,391		1,476,569
Accumulated other comprehensive income (loss)	4,429		-1,658
Accumulated deficit	-475,752		-576,498
Total stockholders’ equity	1,272,355		1,159,362
Total liabilities and stockholders’ equity	$11,807,815		$14,082,012
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[3]	Includes $3.5 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at September 30, 2013 and December 31, 2012, respectively.

Consolidated_Statements_of_Fin1

Consolidated Statements of Financial Condition (Parenthetical) (Unaudited) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, except Share data, unless otherwise specified
Assets
Cash and cash items	$68,228	[1]	$38,070	[1]
Loans held-for-sale, fair value	1,826,060	[2]	2,865,696
Loans held-for-investment, fair value	250,297		20,219
Liabilities and Stockholders’ Equity
Long-term debt, fair value	112,954		0
Other liabilities, fair value	28,470		19,100
Stockholders' Equity
Preferred stock, par value per share	$0.01		$0.01
Preferred stock, liquidation value per share	$1,000		$1,000
Preferred stock, shares authorized	25,000,000		25,000,000
Preferred stock, shares issued	266,657		266,657
Preferred stock, shares outstanding	266,657		266,657
Common stock, par value per share	$0.01		$0.01
Common stock, shares authorized	70,000,000		70,000,000
Common stock, shares issued	56,114,572		55,863,053
Common stock, shares outstanding	56,114,572		55,863,053
Variable Interest Entity, Primary Beneficiary [Member]
Assets
Cash and cash items	460		0
Loans held-for-investment, fair value	161,762		0
Liabilities and Stockholders’ Equity
Long-term debt, fair value	112,954		0
Other liabilities, fair value	$136		$0
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Consolidated_Statements_of_Ope

Consolidated Statements of Operations (Unaudited) (USD $)	3 Months Ended				9 Months Ended
In Thousands, except Share data, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Interest Income
Loans	$75,633		$114,158		$249,312		$343,677
Investment securities available-for-sale or trading	1,465		4,912		5,397		20,333
Interest-earning deposits and other	1,709		672		4,145		1,546
Total interest income	78,807		119,742		258,854		365,556
Interest Expense
Deposits	10,023		17,819		35,680		55,126
Federal Home Loan Bank advances	24,434		27,091		72,766		81,870
Other	1,665		1,753		4,960		5,270
Total interest expense	36,122		46,663		113,406		142,266
Net interest income	42,685		73,079		145,448		223,290
Provision for loan losses	4,053		52,595		56,030		225,696
Net interest income (expense) after provision for loan losses	38,632		20,484		89,418		-2,406
Non-Interest Income
Loan fees and charges	20,876		37,359		84,152		102,116
Deposit fees and charges	5,410		5,255		15,749		15,216
Loan administration	30,434		11,099		86,947		74,997
Gain (loss) on trading securities	13		237		85		-2,023
Net gain on loan sales	75,073		334,427		357,404		751,945
Net transactions costs on sales of mortgage servicing rights	-1,763		-1,332		-10,246		-4,631
Net gain on investment securities available-for-sale	0		2,616		0		2,946
Other than temporary impairment losses on securities classified as available-for-sale	0		0		-8,789		2,810
Loss recognized in other comprehensive income before taxes	0		0		0		-5,002
Net impairment losses recognized in earnings	0		0		-8,789		-2,192
Representation and warranty reserve – change in estimate	-5,205		-124,492		-51,541		-231,058
Other non-interest income	9,458		8,568		65,437		28,132
Total non-interest income	134,296		273,737		539,198		735,448
Non-Interest Expense
Compensation and benefits	61,552		67,386		209,696		198,776
Commissions	12,099		19,888		44,962		53,193
Occupancy and equipment	18,644		18,833		60,218		54,490
Asset resolution	16,295		12,487		48,661		70,108
Federal insurance premiums	7,910		12,643		26,941		37,071
Loss on extinguishment of debt	0		-15,246		0		-15,246
Loan processing expense	10,890		15,662		43,390		37,480
Legal and professional expense	19,593		57,209		64,822		87,110
Other non-interest expense	11,453		14,137		30,732		38,261
Total non-interest expense	158,436		233,491		529,422		591,735
Income before federal income taxes	14,492		60,730		99,194		141,307
Provision (benefit) for federal income taxes	220		-20,380		-5,888		-19,880
Net income	14,272		81,110		105,082		161,187
Preferred stock dividend/accretion (1)	-1,449	[1]	-1,417	[1]	-4,336	[1]	-4,241	[1]
Net income applicable to Common Stock	$12,823		$79,693		$100,746		$156,946
Income per share
Basic (in dollars per share)	$0.16		$1.37		$1.61		$2.63
Diluted (in dollars per share)	$0.16		$1.36		$1.59		$2.61
Weighted average shares outstanding
Basic (in shares)	56,096,376		55,801,692		56,041,844		55,735,095
Diluted (in shares)	56,541,089		56,233,165		56,458,898		56,083,757
[1]	The preferred stock dividend/accretion for the three and nine months ended September 30, 2013 and 2012, respectively, represents only the accretion. On January 27, 2012, the Company elected to defer payment of dividends and interest on the preferred stock.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Comprehensive Income (Loss)
Net income	$14,272	$81,110	$105,082	$161,187
Investment securities available-for-sale
Unrealized gains on investment securities available-for-sale	3,441	12,180	6,087	26,411
Reclassification of gain on sale of investment securities available-for-sale	0	-2,616	0	-2,946
Subsequent decreases in the fair value of investment securities available-for-sale previously written down as impaired	0	0	-2,681	0
Additions for the amount related to the credit loss for which an other-than-temporary impairment was not previously recognized	0	0	8,789	2,192
Total investment securities available-for-sale, before tax	3,441	9,564	12,195	25,657
Deferred tax benefit related to other comprehensive income resulting from the dissolution and sales on investments securities available-for-sale	0	-19,880	-6,108	-19,880
Other comprehensive income, net of tax	3,441	-10,316	6,087	5,777
Comprehensive income	$17,713	$70,794	$111,169	$166,964

Consolidated_Statements_of_Sto

Consolidated Statements of Stockholders' Equity (Unaudited) (USD $)	Total	Preferred Stock	Common Stock	Additional Paid in Capital	Accumulated Other Comprehensive Income (Loss)	Retained Earnings (Accumulated Deficit)
In Thousands, unless otherwise specified
Beginning balance at Dec. 31, 2011	$1,079,716	$254,732	$556	$1,471,463	($7,819)	($639,216)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	161,187	0				161,187
Total other comprehensive income	5,777				5,777
Restricted stock issued			1	-1
Accretion of preferred stock	0	4,241				-4,241
Stock-based compensation	3,919		1	3,918
Ending balance at Sep. 30, 2012	1,250,599	258,973	558	1,475,380	-2,042	-482,270
Beginning balance at Dec. 31, 2012	1,159,362	260,390	559	1,476,569	-1,658	-576,498
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	105,082	0				105,082
Total other comprehensive income	6,087				6,087
Restricted stock issued	0		1	-1
Accretion of preferred stock	0	4,336				-4,336
Stock-based compensation	1,824		1	1,823
Ending balance at Sep. 30, 2013	$1,272,355	$264,726	$561	$1,478,391	$4,429	($475,752)

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012
Operating Activities
Net income	$105,082,000	$161,187,000
Adjustments to reconcile net income to net cash used in operating activities:
Provision for loan losses	56,030,000	225,696,000
Depreciation and amortization	17,200,000	14,774,000
Loss on fair value of mortgage servicing rights	3,236,000	165,897,000
Net gain on loan sales	-357,404,000	-751,945,000
Net transactions costs on sales of mortgage servicing rights	10,246,000	4,631,000
Net gain on investment securities	-85,000	-923,000
Other than temporary impairment losses on securities classified as available-for-sale	8,789,000	2,192,000
Net (gain) loss on transferors' interest	-45,534,000	1,771,000
Proceeds from sales of loans held-for-sale	35,038,925,000	38,985,990,000
Origination and repurchase of mortgage loans held-for-sale, net of principal repayments	-32,445,369,000	-39,789,896,000
Net change in:
Decrease (increase) in repurchase of mortgage loans with government guarantees, net of claims received	609,577,000	-31,895,000
Decrease (increase) in accrued interest receivable	42,680,000	-1,258,000
Proceeds from sales of trading securities	120,122,000	141,220,000
Increase in other assets	-13,141,000	-222,898,000
Decrease in payable for mortgage repurchase option	-56,978,000	-25,828,000
Representation and warranty reserve - change in estimate	51,541,000	231,058,000
Net charge-offs in representation and warranty reserve	-85,129,000	-166,183,000
(Decrease) increase in other liabilities	-233,460,000	171,707,000
Net cash provided by (used in) operating activities	2,826,328,000	-884,703,000
Investing Activities
Proceeds received from the sale of investment securities available-for-sale	0	234,212,000
Repayment of investment securities available-for-sale	45,769,000	54,074,000
Purchase of investment securities available-for-sale	-436,585,000	0
Net change from sales of loans held-for-investment	-471,249,000	-248,640,000
Principal repayments net of origination of portfolio loans	1,551,144,000	156,320,000
Proceeds received from the disposition of repossessed assets	83,139,000	91,580,000
Acquisitions of premises and equipment, net of proceeds	-27,067,000	-22,387,000
Proceeds received from the sale of mortgage servicing rights	222,804,000	24,712,000
Net cash provided by investing activities	967,955,000	289,871,000
Financing Activities
Net (decrease) increase in deposit accounts	-1,645,010,000	1,799,181,000
Net decrease in Federal Home Loan Bank advances	-272,402,000	-865,000,000
Payment on long-term debt	-7,026,000	-25,000
Net disbursement of payments of loans serviced for others	-282,968,000	-94,013,000
Net receipt of escrow payments	11,440,000	27,028,000
Net cash (used in) provided by financing activities	-2,195,966,000	867,171,000
Net increase in cash and cash equivalents	1,598,317,000	272,339,000
Beginning cash and cash equivalents	952,793,000	731,058,000
Ending cash and cash equivalents	2,551,110,000	1,003,397,000
Supplemental disclosure of cash flow information
Loans held-for-investment transferred to repossessed assets	167,898,000	328,384,000
Interest paid on deposits and other borrowings	109,342,000	138,466,000
Federal income taxes paid	5,300,000	225,000
Reclassification of loans originated for investment to loans held-for-sale	542,822,000	288,428,000
Reclassification of mortgage loans originated held-for-sale then to loans held-for-investment	53,208,000	39,788,000
Mortgage servicing rights resulting from sale or securitization of loans	323,216,000	370,013,000
Reconsolidation of HELOC's of variable interest entities (VIEs)	170,507,000	0
Reconsolidation of long-term debt of VIEs	119,980,000	0
Mortgage loans originated held-for-sale [Member]
Supplemental disclosure of cash flow information
Reclassification of mortgage loans originated held-for-sale then to loans held-for-investment	53,208,000	39,788,000
Investment securities available-for-sale [Member]
Supplemental disclosure of cash flow information
Reclassification of mortgage loans originated held-for-sale then to loans held-for-investment	$73,283,000	$0

Nature_of_Business

Nature of Business	9 Months Ended
	Sep. 30, 2013
Nature of Business [Abstract]
Nature of Business	Nature of Business
	Flagstar Bancorp, Inc. ("Flagstar" or the "Company"), the holding company for Flagstar Bank, FSB (the "Bank") is a Michigan-based savings and loan holding company founded in 1993. The Company's business is primarily conducted through its principal subsidiary, the Bank, a federally chartered stock savings bank founded in 1987. At September 30, 2013, the Company's total assets were $11.8 billion. The Company has the largest bank headquartered in Michigan, one of the ten largest savings banks in the United States.
	In preparing these consolidated financial statements, subsequent events were evaluated through the time the financial statements were issued. The consolidated financial statements are considered issued when they are widely distributed to all stockholders and other financial statement users, or filed with the U.S. Securities and Exchange Commission ("SEC"). All material subsequent events have been either recognized in the Consolidated Financial Statements or disclosed in the Notes to the Consolidated Financial Statements.
	The primary business of the Company is conducted through the Mortgage Banking segment, in which the Company originates or purchases residential first mortgage loans throughout the country and sells them into securitization pools, primarily to Fannie Mae and Freddie Mac (collectively, government sponsored enterprises or the "GSEs") or as whole loans and generally retains the right to service the mortgage loans that it sells. These mortgage servicing rights ("MSRs") are sold by the Company in transactions separate from the sale of the underlying mortgages. The Company has, from time to time, retained certain loan originations in the held-for-investment portfolio. Mortgage loans are originated through home lending centers, national call centers, the Internet, unaffiliated banks and mortgage brokerage companies. As of September 30, 2013, the Company operated 45 home loan centers in 19 states.
	The Company also offers a range of products and services to consumers and businesses through the Community Banking segment. As of September 30, 2013, the Company operated 111 banking centers in Michigan. The Company offers consumer products including deposit accounts, standard and jumbo home mortgage loans, home equity lines of credit ("HELOC") and personal loans, including auto and boat loans. The Company offers commercial loans and treasury management services. Commercial products offered include deposit and sweep accounts, telephone banking, term loans and lines of credit, lease financing, government banking products and treasury management services including remote deposit and merchant services.
	The Bank is subject to regulation, examination and supervision by the Office of the Comptroller of the Currency ("OCC") of the U.S. Department of the Treasury ("U.S. Treasury"). The Bank is also subject to regulation, examination and supervision by the Federal Deposit Insurance Corporation ("FDIC") and the Consumer Financial Protection Bureau (the "CFPB"). The Bank's deposits are insured by the FDIC through the Deposit Insurance Fund. The Company is subject to regulation, examination and supervision by the Board of Governors of the Federal Reserve ("Federal Reserve"). The Bank is also a member of the Federal Home Loan Bank ("FHLB") of Indianapolis.

Basis_of_Presentation_Accounti

Basis of Presentation, Accounting Policies and Recent Developments	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]
Basis of Presentation and Accounting Policies and Recent Developments	Basis of Presentation, Accounting Policies and Recent Developments
	The accompanying unaudited consolidated financial statements have been prepared pursuant to the rules and regulations of the SEC for interim financial information. Accordingly, they do not include all of the information and footnotes required by accounting principles generally accepted in the United States of America ("U.S. GAAP") for complete financial statements. These interim financial statements include all adjustments, consisting of normal recurring accruals that management believes are necessary for a fair presentation of the results of operations, financial position and cash flows. The results of operations for the three and nine months ended September 30, 2013, are not necessarily indicative of the results that may be expected for any other interim period or for the full year ending December 31, 2013. In addition, certain prior period amounts have been reclassified to conform to the current period presentation. These consolidated financial statements should be read in conjunction with the consolidated financial statements and footnotes thereto included in the Company's Annual Report on Form 10-K for the year ended December 31, 2012, which are available on the Company’s Investor Relations web page, at www.flagstar.com, and on the SEC website, at www.sec.gov.
	Variable Interest Entities
	The accompanying unaudited consolidated financial statements include variable interest entities ("VIEs") in which the Company has determined to have a controlling financial interest. The Company consolidates a VIE if it has: (i) a variable interest in the entity; (ii) the power to direct activities of the VIE that most significantly impact the entity's economic performance; and (iii) the obligation to absorb losses of the entity or the right to receive benefits from the entity that could potentially be significant to the VIE (i.e., the Company is considered to be the primary beneficiary). Variable interests can include equity interests, subordinated debt, derivative contracts, leases, service agreements, guarantees, standby letters of credit, loan commitments, and other contracts, agreements and financial instruments.
	A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. On a quarterly basis, the Company will reassesses whether it has a controlling financial interest in and is the primary beneficiary of a VIE. The quarterly reassessment process considers whether the Company has acquired or divested the power to direct the activities of the VIE through changes in governing documents or other circumstances.
	The reassessment also considers whether the Company has acquired or disposed of a financial interest that could be significant to the VIE, or whether an interest in the VIE has become significant or is no longer significant. The consolidation status of the VIEs with which the Company is involved may change as a result of such reassessments. Changes in consolidation status are applied prospectively, with assets and liabilities of a newly consolidated VIE initially recorded at fair value. A gain or loss may be recognized upon deconsolidation of a VIE depending on the carrying amounts of deconsolidated assets and liabilities compared to the fair value of retained interests and ongoing contractual arrangements. The Company primarily uses VIEs for its securitization activities, in which the Company transfers whole loans or debt securities into a trust or other vehicle such that the assets are legally isolated from the creditors of the Company. Assets held in a trust can only be used to settle obligations of the trust. The creditors of these trusts typically have no recourse to the Company except in accordance with the Company's obligations under standard representations and warranties. When the Company is the servicer of whole loans held in a securitization trust, including home equity loans, the Company has the power to direct the most significant activities of the trust. The Company does not have the power to direct the most significant activities of a residential mortgage agency trust unless the Company holds substantially all of the issued securities and has the unilateral right to liquidate the trust. The Company consolidates a whole-loan securitization trust if it has the power to direct the most significant activities and also holds securities issued by the trust or has other contractual arrangements, other than standard representations and warranties, which could potentially be significant to the trust.
	As a result of the settlement agreement with Assured Guaranty Municipal Corp., formerly known as Financial Security Assurance Inc. ("Assured"), the Company reconsolidated the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts assets and liabilities at June 30, 2013. The Company became the primary beneficiary of the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts because the Company obtained the power to direct the activities that most significantly impact the economic performance of the trusts (power to select or remove the servicer) and the obligation to absorb expected losses and receive residual returns (support of the guarantor and holder of residual interests in trusts), which is reflected in the Consolidated Financial Statements as a VIE. See Note 8 for information on VIEs.
	Recently Issued Accounting Pronouncements
	From time to time, new accounting pronouncements are issued by the Financial Accounting Standards Board ("FASB") or other standard setting bodies that are adopted by the Company as of the specified effective date. Unless otherwise discussed, the impact of recently issued standards that are not yet effective will not have a material impact on the Consolidated Financial Statements or the Notes thereto or results of operations upon adoption.
	In February 2013, the FASB issued Accounting Standards Update ("ASU") No. 2013-04, "Liabilities (Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date." The guidance requires an entity to measure obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, as the sum of (a) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (b) any additional amount the reporting entity expects to pay on behalf of its co-obligors. The guidance also requires an entity to disclose the nature and amount of the obligation as well as other information about those obligations. This guidance is effective retrospectively, for annual and interim periods, beginning after December 15, 2013. The adoption of the guidance is not expected to have a material impact on the Consolidated Financial Statements or the Notes thereto.
	In July 2013, the FASB issued ASU No. 2013-11, "Income Taxes (Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists." The guidance requires an unrecognized tax benefit, or a portion of an unrecognized tax benefit, to be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. To the extent a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. This guidance is effective prospectively, for annual and interim periods, beginning after December 15, 2013. The adoption of the guidance is not expected to have a material impact on the Consolidated Financial Statements or the Notes thereto.
	Recent Developments
	Preferred Stock and Warrant
	On December 18, 2012, the U.S. Treasury announced its intention to auction, during 2013, the preferred stock of a number of institutions, including the Company, that the U.S. Treasury purchased in 2009 under the Troubled Asset Relief Program ("TARP") Capital Purchase Program. The auction of the Company's Fixed Rate Cumulative Perpetual Preferred Stock, Series C (the “Series C Preferred Stock”), closed on March 28, 2013. The U.S. Treasury also auctioned the warrant to purchase up to approximately 645,138 shares of the Company's common stock, par value $0.01 per share (the "Common Stock") at an exercise price of $62.00 per share (the "Warrant"). That auction closed on June 5, 2013. As a result of the auctions, the Series C Preferred Stock and the Warrant, which previously was acquired under the TARP Capital Purchase Program, are now held by third party investors unaffiliated with the U.S. government.
	Commercial Loan Sales
	Effective December 31, 2012, the Bank entered into a definitive Transaction Purchase and Sale Agreement (the "CIT Agreement") with CIT Bank, the wholly-owned U.S. commercial bank subsidiary of CIT Group Inc. ("CIT"). Under the terms of the CIT Agreement, CIT acquired $1.3 billion in commercial loan commitments, $784.3 million of which was outstanding at December 31, 2012 for a purchase price of $779.2 million. The Company recognized a gain of $1.0 million recorded in "net gain on sale of assets" on the Consolidated Statement of Operations. The loans sold consist primarily of asset-based loans, equipment leases and commercial real estate loans. The sale resulted in a reversal of $12.6 million to the allowance for loan loss associated with such loans and which the reversal was recognized at December 31, 2012.
	Effective February 5, 2013, the Bank entered into a definitive Asset and Portfolio Purchase and Sale Agreement (the "Customers Agreement") with Customers Bank ("Customers") located in Wyomissing, Pennsylvania. Under the terms of the Customers Agreement, Customers acquired $187.6 million in commercial loan commitments, $150.9 million of which were outstanding at December 31, 2012. The loans sold consist primarily of commercial and industrial loans. The transaction settled on March 28, 2013 for a purchase price of $148.5 million.
	Litigation Settlements
	In 2009 and 2010, the Bank received repurchase demands from Assured with respect to HELOCs that were sold by the Bank in connection with the two non-agency HELOC securitizations. On February 5, 2013, the U.S. District Court for the Southern District of New York (the "Court") issued a decision in the lawsuit filed by Assured. The Court found in favor of Assured on its claims for breach of contract against the Bank in the amount of $89.2 million plus contractual interest and attorneys' fees and costs. On April 1, 2013, the Court issued a final judgment against the Company for a total of $106.5 million, consisting of $90.7 million in damages plus $15.9 million in pre-judgment interest. The Bank filed a notice of appeal later that month. The Court subsequently issued a memorandum order, in which the court reserved the decision regarding attorneys' fees until after the appeal. On June 21, 2013, the Bank entered into an agreement with Assured (the "Assured Settlement Agreement") to settle the litigation and the Bank's pending appeal. Pursuant to the terms of the Assured Settlement Agreement, Assured's judgment against the Bank has been deemed fully satisfied, the Bank's appeal has been dismissed, and, among other consideration and transaction provisions, the Bank has paid Assured $105.0 million. In addition, the Bank has assumed responsibility for future payments due by Assured to noteholders in the Flagstar non-agency HELOC securitization trust (the "FSTAR 2005-1") and Flagstar non-agency HELOC securitization trust (the "FSTAR 2006-2"), (collectively the "HELOC securitization trusts"), and will receive future reimbursements for claims paid to which Assured would otherwise have been entitled. As a result, the Bank recorded a $49.1 million gain during the second quarter 2013, arising from the reconsolidation of the assets and liabilities of the HELOC securitization trusts at fair value and the reversal of related reserves for pending and threatened litigation. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts assets and liabilities at June 30, 2013. The Company subsequently became the primary beneficiary of the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts, which is reflected in the Consolidated Financial Statements as a VIE.
	In May 2010, the Bank received repurchase demands from MBIA Insurance Corporation ("MBIA") with respect to closed-end, fixed and adjustable second mortgage loans that were sold by the Bank in connection with its two non-agency second mortgage loan securitizations. On January 11, 2013, MBIA filed a lawsuit against the Bank in the U.S. District Court for the Southern District of New York, alleging a breach of various loan level representations and warranties and seeking relief for breach of contract, as well as full indemnification and reimbursement of amounts that it has paid and will pay under the respective insurance policies, plus interest and costs. In the litigation, MBIA alleged damages to date of $165.0 million and unspecified future damages. In March 2013, the Bank filed a motion to dismiss, and MBIA filed a motion for partial summary judgment on the basis of collateral estoppel. On May 2, 2013, the Bank entered into an agreement with MBIA (the "MBIA Settlement Agreement") to settle the litigation. Pursuant to the terms of the MBIA Settlement Agreement, MBIA dismissed its lawsuit against the Bank and in exchange, among other consideration and transaction provisions, the Bank paid MBIA $110.0 million. Following the MBIA Settlement Agreement, the Flagstar non-agency second mortgage securitization trust (the "FSTAR 2006-1") which was recorded as available-for-sale investment securities, was dissolved and the Company then transferred the loans associated with the securitization to its loans held-for-investment portfolio at fair value, approximately $73.3 million of second mortgage loans, and dissolved the FSTAR 2006-1 mortgage securitization trust. As a result, the Company recognized a $4.9 million loss during the second quarter 2013. In addition, the MBIA Settlement Agreement also noted that MBIA will be required to satisfy all of its obligation under the Flagstar non-agency second mortgage securitization trust (the "FSTAR 2007-1") insurance policy and related FSTAR 2007-1 obligations without further recourse to the Company.
	For further information, see Notes 8 and 19.

Fair_Value_Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]
Fair Value Measurements	Fair Value Measurements
	The Company utilizes fair value measurements to record certain assets and liabilities at fair value and to determine fair value disclosures. Fair value is defined as the price that would be received to sell an asset or paid to transfer a liability, in either case through an orderly transaction between market participants at the measurement date. The determination of fair values of financial instruments often requires the use of estimates. In cases where quoted market values in an active market are not available, the Company uses present value techniques and other valuation methods to estimate the fair values of its financial instruments. These valuation models rely on market-based parameters when available, such as interest rate yield curves, credit spreads or unobservable inputs. Unobservable inputs may be based on management's judgment, assumptions and estimates related to credit quality, the Company's future earnings, interest rates and other relevant inputs. These valuation methods require considerable judgment and the resulting estimates of fair value can be significantly affected by the assumptions made and methods used.
	Valuation Hierarchy
	U.S. GAAP establishes a three-level valuation hierarchy for disclosure of fair value measurements that is based on the transparency of the inputs used in the valuation process. The three levels of the hierarchy, highest ranking to lowest, are as follows.
	Level 1 - Quoted prices (unadjusted) for identical assets or liabilities in active markets in which the Company can participate as of the measurement date;
	Level 2 - Quoted prices for similar instruments in active markets, and other inputs that are observable for the asset or liability, either directly or indirectly, for substantially the full term of the financial instrument; and
	Level 3 - Unobservable inputs that reflect the Company's own assumptions about the expectations that market participants would use in pricing an asset or liability.
	A financial instrument's categorization within the valuation hierarchy is based upon the lowest level of input within the valuation hierarchy that is significant to the overall fair value measurement. Transfers between levels of the fair value hierarchy are recognized at the end of the reporting period.
	The following is a description of the valuation methodologies used for instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy.
	Assets
	Trading securities. These securities are comprised of U.S. government sponsored agency securities, U.S. Treasury bonds and non-investment grade residual securities that arose from securitization trusts of the Company. The U.S. government sponsored agency securities and U.S. Treasury bonds trade in an active, open market with readily observable prices and are therefore classified within the Level 1 valuation hierarchy. The non-investment grade residual securities do not trade in an active, open market with readily observable prices and are therefore classified within the Level 3 valuation hierarchy. Under Level 3, the fair value of residual securities is determined by discounting estimated net future cash flows using expected prepayment rates and discount rates that approximate current market rates. Estimated net future cash flows include assumptions related to expected credit losses on these securities. The Company maintains a model that evaluates the default rate and severity of loss on the residual securities collateral, considering such factors as loss experience, delinquencies, loan-to-value ratios, borrower credit scores and property type.
	Investment securities available-for-sale. These securities are comprised of U.S. government sponsored agencies and non-agency collateralized mortgage obligations ("CMOs") and municipal obligations.
	•	U.S. government sponsored agencies are classified within Level 1 of the valuation hierarchy due to the quoted prices for these securities being available in an active market.
	•	The quoted market prices are not available for municipal obligations and the fair values are estimated using pricing models, quoted prices of securities with similar characteristics, or discounted cash flows and those securities are classified within Level 2 of the valuation hierarchy.
	•	Non-agency CMOs are classified within Level 2 of the valuation hierarchy and were previously classified within Level 3. Non-agency CMOs were transferred from Level 3 to Level 2 during the first quarter 2012 due to increased market liquidity and an increase in the number of available pricing models. The non-agency CMOs are valued based on pricing provided by external pricing services. Previously, the markets were illiquid and fair values were based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement, which was the reason for a Level 3 classification. As of September 30, 2012, the Company sold the remaining securities in non-agency collateralized mortgage obligation securities that were related to the investments arising out of strategies to fully utilize available balance sheet leverage capacity.
	•	The Company determined the fair value of the mortgage securitization, FSTAR 2006-1 mortgage securitization trust, using a discounted estimated net future cash flow model and therefore classified it within the Level 3 valuation hierarchy as the model utilizes significant inputs which are unobservable. As of June 30, 2013, following the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization, which was recorded as available-for-sale investment securities, was collapsed and the Company then transferred the loans associated with the securitization to its loan held-for-investment portfolio at fair value and dissolved the FSTAR 2006-1 mortgage securitization trust.
	Loans held-for-sale. The Company generally estimates the fair value of loans held-for-sale based on quoted market prices for securities backed by similar types of loans. Where quoted market prices were available, such market prices were utilized as estimates for fair values. Otherwise, the fair value of loans was computed by discounting cash flows using observable inputs inclusive of interest rates, prepayment speeds and loss assumptions for similar collateral. These measurements are classified as Level 2.
	Loans held-for-investment. Loans held-for-investment are generally recorded at amortized cost. The Company does not record these loans at fair value on a recurring basis. However, from time to time, a loan becomes impaired when it is probable that payment of interest and principal will not be made in accordance with the contractual terms of the loan agreement. Once a loan is identified as impaired, the fair value of the impaired loan is estimated using one of several methods, including collateral value, market value of similar debt, or discounted cash flows. The fair value of the underlying collateral is determined, where possible, using market prices derived from appraisals or broker price opinions which are considered to be Level 3. Fair value may also be measured using the present value of expected cash flows discounted at the loan's effective interest rate. The Company records the impaired loans as a non-recurring Level 3 valuation.
	Loans held-for-investment on a recurring basis are loans that were previously recorded as loans held-for-sale but subsequently transferred to the held-for-investment category. As the Company selected the fair value option for the held-for-sale loans, they continue to be reported at fair value and measured consistent with the Level 2 methodology for loans held-for-sale.
	As of June 30, 2013, the HELOC securitizations have been reconsolidated such that the HELOC loans associated with the FSTAR 2005-1 and FSTAR 2006-2 securitization trusts have been recorded in the Consolidated Financial Statement as loans held-for-investment, as a result of the Assured Settlement Agreement. These loans are recorded at fair value using the present value of expected cash flows discounted at market rates typical of assets with similar risk profiles. The Company records these loans as a recurring Level 3 valuation. Included in loans held-for-investment prior to June 30, 2013 was transferors' interest on the HELOC securitization trusts. The Company determined the fair value of transferors' interest based on the claims due to the note insurer and continuing credit losses on the loans underlying the securitizations, which were considered to be Level 3.
	Also, included in loans held-for-investment are the second mortgage loans associated with the previous FSTAR 2006-1 mortgage securitization trust. The loans are valued using a discounted estimated net future cash flow model and therefore classified within the Level 3 valuation hierarchy as the model utilizes significant inputs which are unobservable. As of June 30, 2013, following the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization, which was recorded as available-for-sale investment securities, was collapsed and the Company then transferred the second mortgage loans associated with the mortgage securitization to its loans held-for-investment portfolio at fair value and dissolved the FSTAR 2006-1 mortgage securitization trust. The Company records these loans as a recurring Level 3 valuation. See Note 8 - Private-Label Securitization and Variable Interest Entities for additional information.
	Repossessed assets. Loans on which the underlying collateral has been repossessed are adjusted upon transfer to repossessed assets to fair value less costs to sell. Subsequently, repossessed assets are carried at the lower of carrying value or fair value, less anticipated marketing and selling costs. Fair value is generally based upon third-party appraisals or internal estimates and considered a Level 3 classification.
	MSRs. Although there are MSR sales transacting, the current market for MSRs is not sufficiently liquid to provide participants with quoted market prices for all tranches of MSRs. Therefore, the Company uses an option-adjusted spread valuation approach to determine the fair value of MSRs. This approach consists of projecting servicing cash flows under multiple interest rate scenarios and discounting these cash flows using risk-adjusted discount rates. The key assumptions used in the valuation of MSRs include mortgage prepayment speeds and discount rates. Management obtains third-party valuations of the MSR portfolio on a quarterly basis from independent valuation experts to assess the reasonableness of the fair value calculated by its internal valuation model. In certain circumstances, based on the probability of the completion of a sale of MSRs pursuant to a bona-fide purchase offer, the Company considers the bid price of that offer and identifiable transaction costs in comparison to the calculated fair value and may adjust the estimate of fair value to reflect the terms of the pending transaction. Due to the nature of the valuation inputs, MSRs are classified within Level 3 of the valuation hierarchy. See Note 9 - Mortgage Servicing Rights, for the key assumptions used in the residential MSR valuation process.
	Derivative financial instruments. Certain classes of derivative contracts are listed on an exchange and are actively traded, and they are therefore classified within Level 1 of the valuation hierarchy. These include U.S. Treasury futures and U.S. Treasury options. The Company's forward loan sale commitments and interest rate swaps are valued based on quoted prices for similar assets in an active market with inputs that are observable and are classified within Level 2 of the valuation hierarchy. Rate lock commitments are valued using internal models with significant unobservable market parameters and therefore are classified within Level 3 of the valuation hierarchy. The Company assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and determined that the credit valuation adjustments were not significant to the overall valuation of its derivatives. The derivatives are reported in either "other assets" or "other liabilities" on the Consolidated Statements of Financial Condition.
	Liabilities
	Warrants. Warrant liabilities are valued using a binomial lattice model and are classified within Level 2 of the valuation hierarchy. Significant observable inputs include expected volatility, a risk free rate and an expected life. Warrant liabilities are reported in "other liabilities" on the Consolidated Statements of Financial Condition.
	Long-term debt. As of June 30, 2013, following the Assured Settlement Agreement, the Company reconsolidated the debt associated with the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts at fair value. The fair value of the debt is estimated using quantitative models which incorporate observable and, in some instances, unobservable inputs including security prices, interest rate yield curves, option volatility, currency, commodity or equity rates and correlations between these inputs. The Company also considers the impact of its own credit spreads in determining the discount rate used to value these liabilities. The credit spread is determined by reference to observable spreads in the secondary bond markets, which are considered to be Level 3. The Company records this debt as a recurring Level 3 valuation.
	DOJ litigation settlement. On February 24, 2012, the Company announced that the Bank had entered into an agreement (the "DOJ Agreement") with the U.S. Department of Justice ("DOJ") relating to certain underwriting practices associated with loans insured by the Federal Housing Administration ("FHA") of the Department of Housing and Urban Development ("HUD"). The Bank and the DOJ entered into the DOJ Agreement pursuant to which the Bank agreed to comply with all applicable HUD and FHA rules related to the continued participation in the direct endorsement lender program, make an initial payment of $15.0 million within 30 business days of the effective date of the DOJ Agreement, make payments of approximately $118.0 million contingent upon the occurrence of certain future events (the "Additional Payments"), and complete a monitoring period by an independent third party chosen by the Bank and approved by HUD. The Company made the initial payment of $15.0 million on April 3, 2012.
	The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. As of September 30, 2013, the Bank has accrued $28.5 million, which represents the fair value of the Additional Payments. The signed DOJ Agreement establishes a legally enforceable contract with a stipulated payment plan that meets the definition of a financial liability. The Company made the fair value election as of December 31, 2011, the date the Company first recognized the financial instrument in its financial statements.
	At September 30, 2013 and December 31, 2012, the cash flows were discounted using a 12.1 percent and 14.9 percent, respectively, discount rate that is inclusive of the risk free rate based on the expected duration of the liability and an adjustment for non-performance risk that represents the Company's credit risk. The model assumes 12 quarters of sustained profitability prior to reversing the valuation allowance associated with the deferred tax asset. The decrease in the discounted cash flow rate is primarily due to the adjustments for non-performance risk that represents the Company's credit risk.
	The liability is classified within Level 3 of the valuation hierarchy given the projections of earnings and growth rate assumptions are unobservable inputs. The litigation settlement is included in other liabilities on the Consolidated Financial Statements and changes in the fair value of the litigation settlement will be recorded each quarter in other non-interest expense on the Consolidated Statements of Operations. See Note 19 - Legal Proceedings, Contingencies and Commitments, for further information on the DOJ litigation settlement.
	Assets and liabilities measured at fair value on a recurring basis
	The following tables present the financial instruments carried at fair value as of September 30, 2013 and December 31, 2012, by caption on the Consolidated Statement of Financial Condition and by level in the valuation hierarchy.
		Level 1				Level 2				Level 3				Total  Fair
														Value
	September 30, 2013	(Dollars in thousands)
	Trading securities
	U.S. Treasury bonds	$	50,053			$	—			$	—			$	50,053
	Investment securities available-for-sale
	U.S. government sponsored agencies	474,681				—				—				474,681
	Municipal obligations	—				20,742				—				20,742
	Loans held-for-sale
	Residential first mortgage loans	—				1,826,060				—				1,826,060
	Loans held-for-investment
	Residential first mortgage loans	—				19,276				—				19,276
	Second mortgage loans	—				—				69,259				69,259
	HELOC loans	—				—				161,762				161,762
	Mortgage servicing rights	—				—				797,029				797,029
	Derivative assets
	U.S. Treasury futures	929				—				—				929
	Forward agency and loan sales	2,495				—				—				2,495
	Rate lock commitments	—				—				64,195				64,195
	Interest rate swaps	—				1,411				—				1,411
	Total derivative assets	3,424				1,411				64,195				69,030
	Total assets at fair value	$	528,158			$	1,867,489			$	1,092,245			$	3,487,892
	Derivative liabilities
	Agency forwards	—				(69,807		)		—				(69,807		)
	Interest rate swaps	—				(1,411		)		—				(1,411		)
	Total derivative liabilities	—				(71,218		)		—				(71,218		)
	Warrant liabilities	—				(8,232		)		—				(8,232		)
	Long-term debt	—				—				(112,954		)		(112,954		)
	DOJ litigation	—				—				(28,470		)		(28,470		)
	Total liabilities at fair value	$	—			$	(79,450	)		$	(141,424	)		$	(220,874	)
		Level 1				Level 2				Level 3				Total  Fair
Value
December 31, 2012	(Dollars in thousands)
Trading securities
U.S. Treasury bonds	$	170,086			$	—			$	—			$	170,086
Investment securities available-for-sale
Mortgage securitization	—				—				91,117				91,117
U.S. government sponsored agencies	79,717				—				—				79,717
Municipal obligations	—				13,611				—				13,611
Loans held-for-sale
Residential first mortgage loans	—				2,865,696				—				2,865,696
Loans held-for-investment
Residential first mortgage loans	—				20,219				—				20,219
Transferors' interest	—				—				7,103				7,103
Mortgage servicing rights	—				—				710,791				710,791
Derivative assets
U.S. Treasury futures	2,203				—				—				2,203
Rate lock commitments	—				—				86,200				86,200
Agency forwards	3,618				—				—				3,618
Interest rate swaps	—				5,813				—				5,813
Total derivative assets	5,821				5,813				86,200				97,834
Total assets at fair value	$	255,624			$	2,905,339			$	895,211			$	4,056,174
Derivative liabilities
Forward agency and loan sales	$	—			$	(14,021	)		$	—			$	(14,021	)
Interest rate swaps	—				(5,813		)		—				(5,813		)
Total derivative liabilities	—				(19,834		)		—				(19,834		)
Warrant liabilities	—				(11,346		)		—				(11,346		)
DOJ litigation	—				—				(19,100		)		(19,100		)
Total liabilities at fair value	$	—			$	(31,180	)		$	(19,100	)		$	(50,280	)
A determination to classify a financial instrument within Level 3 of the valuation hierarchy is based upon the significance of the unobservable inputs to the overall fair value measurement. However, Level 3 financial instruments typically include, in addition to the unobservable or Level 3 inputs, observable inputs (that is, inputs that are actively quoted and can be validated to external sources). Also, the Company manages the risk associated with the observable components of Level 3 financial instruments using securities and derivative positions that are classified within Level 1 or Level 2 of the valuation hierarchy; these Level 1 and Level 2 risk management instruments are not included below, and therefore the gains and losses in the tables do not reflect the effect of the Company's risk management activities related to such Level 3 instruments. If the market for an instrument becomes more liquid or active and pricing models become available which allow for readily observable inputs, the Company will transfer the instruments from Level 3 to Level 2 valuation hierarchy.
Non-agency CMOs were transferred from Level 3 to Level 2 during the nine months ended September 30, 2012 due to increased market liquidity and an increase in the number of available pricing models. The non-agency CMOs were valued based on pricing provided by external pricing services and were subsequently sold during the third quarter 2012.
Transferor's interest was transferred into Level 3 during the nine months ended September 30, 2012 due to the assumptions utilized in the valuation of the claims to the note insurer and continuing credit losses on the loans underlying the securitization. Transferor's interest was valued based on pricing of the loans underlying the securitization and were now classified within Level 3 of the valuation hierarchy. As of June 30, 2013, following the Assured Settlement Agreement, the transferor's interest has been reversed and the assets and liabilities of the FSTAR 2005-1 HELOC securitization trust have been recorded on the Consolidated Financial Statements.
The Company had no transfers of assets or liabilities recorded at fair value between the fair value Levels for the three and nine months ended September 30, 2013, respectively.
Fair value measurements using significant unobservable inputs
The tables below include a roll forward of the Consolidated Statement of Financial Condition amounts for the three and nine months ended September 30, 2013 and 2012 (including the change in fair value) for financial instruments classified by the Company within Level 3 of the valuation hierarchy.
				Recorded in Earnings						Recorded in OCI
Three Months Ended September 30, 2013	Balance at			Total Unrealized Gains / (Losses)			Total Realized Gains / (Losses)			Total Unrealized Gains / (Losses)			Purchases			Sales			Settlements			Transfers In (Out)		Balance at			Unrealized Gains / (Losses) Held at End of Period (4)
	Beginning of																							End of
	Period																							Period
Assets	(Dollars in thousands)
Loans held-for-investment
Second mortgage loans	$	73,327		$	1,548		$	265		$	—		$	—		$	—		$	(5,881	)	$	—	$	69,259		$	14,192
HELOC loans	170,507			526			2,750			—			96			—			(12,118		)	—		161,761			16,020
Mortgage servicing rights	729,019			169			—			—			86,109			—			(18,268		)	—		797,029			(67		)
Derivative financial instruments
Rate lock commitments	$	(23,746	)	$	32,390		—			—			$	75,433		$	(16,804	)	$	(3,078	)	—		64,195			37,441
Totals	$	949,107		$	34,633		$	3,015		$	—		$	161,638		$	(16,804	)	$	(39,345	)	$	—	$	1,092,244		$	67,586
Liabilities
Long-term debt	$	(119,980	)	$	—		$	(5,139	)	$	—		$	—		$	—		$	12,165		$	—	$	(112,954	)	$	—
DOJ litigation	(23,270		)	—			(5,200		)	—			—			—			—			—		(28,470		)	—
Totals	$	(143,250	)	$	—		$	(10,339	)	$	—		$	—		$	—		$	12,165		$	—	$	(141,424	)	$	—
Three Months Ended September 30, 2012
Investment securities available-for-sale (1)(2)(3)
Non-agency CMOs	$	204,326		$	—		$	—		$	—		$	—		$	(204,326	)	$	—		$	—	$	—		$	—
Mortgage securitization	100,306			—			—			400			—			(4,598		)	—			—		96,108			—
Loans held-for-investment
Transferors' interest	7,660			75			(118		)	—			—			—			—			—		7,617			75
Mortgage servicing rights	638,865			(28,762		)	—			—			131,837			(9,589		)	(45,552		)	—		686,799			44,141
Derivative financial instruments
Rate lock commitments	132,388			255,947			—			—			287,537			(344,909		)	(100,913		)	—		230,050			85,980
Totals	$	1,083,545		$	227,260		$	(118	)	$	400		$	419,374		$	(563,422	)	$	(146,465	)	$	—	$	1,020,574		$	130,196
Liabilities
DOJ litigation	$	(19,100	)	$	—		$	—		$	—		$	—		$	—		$	—		$	—	$	(19,100	)	$	—
				Recorded in Earnings						Recorded in OCI
Nine Months Ended	Balance at			Total Unrealized Gains / (Losses)			Total Realized Gains / (Losses)			Total Unrealized Gains / (Losses)			Purchases			Sales			Settlements			Transfers In (Out)		Balance at			Changes In Unrealized Held at End of Period (4)
30-Sep-13	Beginning of																							End of
	Period																							Period
Assets	(Dollars in thousands)
Investment securities available-for-sale (1)(2)(3)
Mortgage securitization	$	91,117		$	—		$	(8,789	)	$	871		$	—		$	(73,327	)	$	(9,872	)	$	—	$	—		$	—
Loans held-for-investment
Second mortgage loans	—			1,548			(6,951		)	—			80,543			—			(5,881		)	—		$	69,259		14,192
HELOC loans	—			526			2,750			—			170,603			—			(12,118		)	—		$	161,761		16,020
Transferor's interest	7,103			(174		)	45,708			—			—			(52,637		)	—			—		—			—
Mortgage servicing rights	710,791			84,161			—			—			323,216			(233,742		)	(87,397		)	—		797,029			63,507
Derivative financial instruments
Rate lock commitments	86,200			—			(134,162		)	—			313,521			(167,292		)	(34,072		)	—		64,195			(8,686		)
Totals	$	895,211		$	86,061		$	(101,444	)	$	871		$	887,883		$	(526,998	)	$	(149,340	)	$	—	$	1,092,244		$	85,033
Liabilities
Long-term debt	$	—		$	—		$	(5,139	)	$	—		$	(119,980	)	$	—		$	12,165		$	—	$	(112,954	)	$	—
DOJ litigation	(19,100		)	—			(9,370		)	—			—			—			—			—		(28,470		)	—
Totals	$	(19,100	)	$	—		$	(14,509	)	$	—		$	(119,980	)	$	—		$	12,165		$	—	$	(141,424	)	$	—
Nine Months Ended
30-Sep-12
Investment securities available-for-sale (1)(2)(3)
Non-agency CMOs	$	254,928		$	(2,192	)	$	330		$	17,160		$	—		$	(249,246	)	$	(20,980	)	$	—	$	—		$	—
Mortgage securitization	110,328			—			—			2,091			—			(16,311		)	—			—		96,108			—
Loans held-for-investment
Transferor's interest	9,594			(1,578		)	(118		)	—			—			—			(281		)	—		7,617			(1,578		)
Mortgage servicing rights	510,475			(64,348		)	—			—			370,012			(27,791		)	(101,549		)	—		686,799			(33,032		)
Derivative financial instruments
Rate lock commitments	70,965			490,712			—			—			673,989			(753,822		)	(251,794		)	—		230,050			92,462
Totals	$	956,290		$	422,594		$	212		$	19,251		$	1,044,001		$	(1,047,170	)	$	(374,604	)	$	—	$	1,020,574		$	57,852
Liabilities
DOJ litigation	$	(18,300	)	$	—		$	(800	)	$	—		$	—		$	—		$	—		$	—	$	(19,100	)	$	—
-1	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in non-interest income.
-2	U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect for any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.
-3	Management had anticipated that the non-agency CMOs would be classified under Level 2 of the valuation hierarchy. However, due to illiquidity in the markets, the fair value of these securities has been determined using internal models and therefore is classified within Level 3 of the valuation hierarchy and pricing information from third parties.
-4	This reflects the amount of total gains (losses) for the period which are included in earnings, which are attributable to the change in unrealized gains (losses) relating to assets still held at the end of the period.
The following tables present the quantitative information about recurring Level 3 fair value financial instruments and the fair value measurements as of September 30, 2013 and December 31, 2012.
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
September 30, 2013	(Dollars in thousands)
Assets
FSTAR 2006-1	$	69,259		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
second mortgage loans					Prepay rate - 12 month historical average	8.8% - 13.2% (11.0%)
					CDR rate - 12 month historical average	4.3% - 6.4% (5.4%)
FSTAR 2005-1 HELOC loans	$	81,325		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	11.6% - 17.4% (14.5%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2 HELOC loans	$	80,437		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 3 month historical average	15.2% - 22.8% (19.0%)
					Cumulative loss rate	39.7% - 59.6% (49.7%)
					Loss severity	80.0% - 120.0% (100.0%)
Mortgage servicing rights	$	797,029		Discounted cash flows	Option adjusted spread	5.2% - 7.8% (6.5%)
					Constant prepayment rate	9.8% - 14.7% (12.3%)
					Weighted average cost to service per loan	59.9% - 89.9% (74.9%)
Rate lock commitments	$	64,195		Mark-to-Market	Origination pull-through rate	64.5% - 96.7% (80.6%)
Liabilities
FSTAR 2005-1 Long-term debt	$	(58,609	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	11.6% - 17.4% (14.5%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2 Long-term debt	$	(54,345	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 3 month historical average	15.2% - 22.8% (19.0%)
					Cumulative loss rate	39.7% - 59.6% (49.7%)
					Loss severity	80.0% - 120.0% (100.0%)
DOJ litigation settlement	$	(28,470	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
					MSR growth rate	0.9% - 1.4% (1.2%)
					Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
					Peer group ROA	0.5% - 0.8% (0.7%)
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
December 31, 2012	(Dollars in thousands)
Assets
FSTAR 2006-1 mortgage securitization	$	91,117		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
					Prepay rate - 12 month historical average	7.6% - 11.3% (9.4%)
					CDR rate - 12 month historical average	5.3% - 8.0% (6.7%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2005-1 transferors' interest	$	7,103		Discounted cash flows	Discount rate	4.6% - 6.9% (5.7%)
					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	11.4% - 17.2% (14.3%)
					Loss severity	80.0% - 120.0% (100.0%)
Mortgage servicing rights	$	710,791		Discounted cash flows	Option adjusted spread	4.9% - 7.4% (6.1%)
					Constant prepayment rate	14.0% - 20.3% (17.3%)
					Weighted average cost to service per loan	58.6% - 87.9% (73.3%)
Rate lock commitments	$	86,200		Mark-to-Market	Origination pull-through rate	62.8% - 94.2% (78.5%)
Liabilities
DOJ litigation settlement	$	(19,100	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
					MSR growth rate	0.9% - 1.4% (1.2%)
					Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
					Peer group ROA	0.5% - 0.8% (0.7%)
The significant unobservable inputs used in the fair value measurement of the FSTAR 2006-1 mortgage securitization trust are discount rates, prepayment rates and default rates. While loss severity (in the event of default) is an unobservable input, the sensitivity of the fair value to this input is zero because of the insurer coverage on the FSTAR 2006-1 mortgage securitization trust. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases in both prepay rates and default rates in isolation result in a higher fair value; however, generally a change in the assumption used for the probability of default is accompanied by a directionally opposite change in the assumption used for prepayment rates, which would offset a portion of the fair value change.
The significant unobservable inputs used in the fair value measurement of the second mortgage loans associated with the FSTAR 2006-1 mortgage securitization trust are discount rates, prepayment rates and default rates. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases in both prepay rates and default rates in isolation result in a higher fair value; however, generally a change in the assumption used for the probability of default is accompanied by a directionally opposite change in the assumption used for prepayment rates, which would offset a portion of the fair value change.
The significant unobservable inputs used in the fair value measurement of the HELOC loans are discount rates, prepayment rates, loss rates and loss severity. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases in both prepay rates and loss rates in isolation result in a lower fair value; however, generally a change in the assumption used for the loss rate is accompanied by a directionally opposite change in the assumption used for prepayment rates, which would offset a portion of the fair value change. Significant increases (decreases) in the loss severity rate in isolation would result in a significantly lower (higher) fair value measurement.
The significant unobservable inputs previously used in the fair value measurement of the transferors' interest are discount rates, prepayment rates, loss rates and loss severity. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases in both prepay rates and loss rates in isolation result in a lower fair value; however, generally a change in the assumption used for the loss rate is accompanied by a directionally opposite change in the assumption used for prepayment rates, which would offset a portion of the fair value change. Significant increases (decreases) in the loss severity rate in isolation would result in a significantly lower (higher) fair value measurement.
The significant unobservable inputs used in the fair value measurement of the MSRs are option adjusted spreads, prepayment rates, and cost to service. Significant increases (decreases) in all the assumptions in isolation would result in a significantly lower (higher) fair value measurement.
The significant unobservable input used in the fair value measurement of the rate lock commitments is the pull through rate. The pull through rate is a statistical analysis of the Company's actual rate lock fallout history to determine the sensitivity of the residential mortgage loan pipeline compared to interest rate changes and other deterministic values. New market prices are applied based on updated loan characteristics and new fall out ratios (i.e., the inverse of the pull through rate) are applied accordingly. Significant increases (decreases) in the pull through rate in isolation would result in a significantly higher (lower) fair value measurement. Generally, a change in the assumption utilized for the probability of default is accompanied by a directionally similar change in the assumption utilized for the loss severity and a directionally opposite change in assumption utilized for prepayment rates.
The significant unobservable inputs used in the fair value measurement of the long-term debt are discount rates, prepayment rates, loss rates and loss severity. Significant increases (decreases) in the discount rate in isolation would result in a significantly lower (higher) fair value measurement. Increases in both prepay rates and loss rates in isolation result in a lower fair value; however, generally a change in the assumption used for the loss rate is accompanied by a directionally opposite change in the assumption used for prepayment rates, which would offset a portion of the fair value change. Significant increases (decreases) in the loss severity rate in isolation would result in a significantly lower (higher) fair value measurement.
The significant unobservable inputs used in the fair value measurement of the DOJ litigation settlement are future balance sheet and growth rate assumptions for overall asset growth, MSR growth, peer group return on assets, and return on assets improvement. The current assumptions are based on management's approved, strategic performance targets beyond the current strategic modeling horizon (2013). The Bank's target asset growth rate post 2013 is based off of growth in the balance sheet post TARP repayment. Significant increases (decreases) in the bank's growth rate in isolation would result in a significantly lower (higher) fair value measurement. Significant increases (decreases) in the bank's MSR growth rate in isolation would result in a marginally lower (higher) fair value measurement. Significant increases (decreases) in the peer group's return on assets improvement in isolation would result in a marginally higher (lower) fair value measurement. Significant increases (decreases) in the bank's return on assets improvement in isolation would result in a marginally higher (lower) fair value measurement.
The Company also has assets that under certain conditions are subject to measurement at fair value on a non-recurring basis. These assets are measured at the lower of cost or market and had a fair value below cost at the end of the period as summarized below.
Assets Measured at Fair Value on a Non-recurring Basis
		Level 3
September 30, 2013
Impaired loans held-for-investment (1)
Residential first mortgage loans		$	55,935
Commercial real estate loans		11,005
Repossessed assets (2)		66,530
Totals		$	133,470
December 31, 2012
Impaired loans held-for-investment (1)
Residential first mortgage loans		$	147,036
Commercial real estate loans		73,810
Repossessed assets (2)		120,732
Totals		$	341,578
-1	The Company recorded $41.4 million and $122.1 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to $26.7 million and $116.6 million in fair value losses on impaired loans during the three and nine months ended September 30, 2012, respectively.
-2	The Company recorded $3.9 million and $6.3 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.5 million and $15.1 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to a gain of $0.9 million and a loss of $8.9 million related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.2 million and $6.6 million on sales of repossessed assets during the three and nine months ended September 30, 2012, respectively.
The following tables present the quantitative information about non-recurring Level 3 fair value financial instruments and the fair value measurements as of September 30, 2013 and December 31, 2012.
	Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
September 30, 2013	(Dollars in thousands)
Impaired loans held-for-investment
Residential mortgage loans	$	55,935		Fair value of collateral	Loss severity discount	0% - 100% (46.4%)
Commercial real estate loans	$	11,005		Fair value of collateral	Loss severity discount	0% - 100% (38.2%)
Repossessed assets	$	66,530		Fair value of collateral	Loss severity discount	0% - 100% (47.1%)
	Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
December 31, 2012	(Dollars in thousands)
Impaired loans held-for-investment
Residential mortgage loans	$	147,036		Fair value of collateral	Loss severity discount	0% - 100% (46.6%)
Commercial real estate loans	$	73,810		Fair value of collateral	Loss severity discount	0% - 100% (41.6%)
Repossessed assets	$	120,732		Fair value of collateral	Loss severity discount	0% - 100% (44.0%)
The Company has certain impaired residential and commercial real estate loans that are measured at fair value on a nonrecurring basis. Such amounts are generally based on the fair value of the underlying collateral supporting the loan. Appraisals or other third party price opinions are generally obtained to support the fair value of the collateral and incorporate measures such as recent sales prices for comparable properties. In cases where the carrying value exceeds the fair value of the collateral less cost to sell, an impairment charge is recognized.
Repossessed assets are measured and reported at fair value through a charge-off to the allowance for loan losses based upon the fair value of the repossessed asset. The fair value of repossessed assets, upon initial recognition, are estimated using Level 3 inputs based on customized discounting criteria. The significant unobservable inputs used in the Level 3 fair value measurements of the Company's impaired loans and repossessed assets included in the table above primarily relate to internal valuations or analysis.
Fair Value of Financial Instruments
The accounting guidance for financial instruments requires disclosures of the estimated fair value of certain financial instruments and the methods and significant assumptions used to estimate their fair values. Certain financial instruments and all non-financial instruments are excluded from the scope of this guidance. Accordingly, the fair value disclosures required by this guidance are only indicative of the value of individual financial instruments as of the dates indicated and should not be considered an indication of the fair value of the Company.
The following table presents the carrying amount and estimated fair value of certain financial instruments.
	30-Sep-13
					Estimated Fair Value
	Carrying				Total				Level 1				Level 2				Level 3
	Value
	(Dollars in thousands)
Financial Instruments
Assets
Cash and cash equivalents	$	2,551,110			$	2,551,110			$	2,551,110			$	—			$	—
Trading securities	50,053				50,053				50,053				—				—
Investment securities available-for-sale	495,423				495,423				474,681				20,742				—
Loans held-for-sale	1,879,290				1,879,595				—				1,879,595				—
Loans repurchased with government guarantees	1,231,765				1,165,620				—				1,165,620				—
Loans held-for-investment, net	3,806,507				3,632,209				—				19,276				3,612,933
Accrued interest receivable	49,312				49,312				—				49,312				—
Repossessed assets	66,530				66,530				—				—				66,530
Federal Home Loan Bank stock	301,737				301,737				301,737				—				—
Mortgage servicing rights	797,029				797,029				—				—				797,029
Customer initiated derivative interest rate swaps	1,411				1,411				—				1,411				—
Liabilities
Retail deposits
Demand deposits and savings accounts	(3,931,479		)		(3,814,340		)		—				(3,814,340		)		—
Certificates of deposit	(1,436,279		)		(1,446,906		)		—				(1,446,906		)		—
Government deposits	(555,954		)		(550,815		)		—				(550,815		)		—
Wholesale deposits	(55,881		)		(56,117		)		—				(56,117		)		—
Company controlled deposits	(669,692		)		(660,032		)		—				(660,032		)		—
Federal Home Loan Bank advances	(2,907,598		)		(3,091,378		)		(3,091,378		)		—				—
Long-term debt	(360,389		)		(205,031		)		—				(92,077		)		(112,954		)
Accrued interest payable	(17,483		)		(17,483		)		—				(17,483		)		—
Warrant liabilities	(8,232		)		(8,232		)		—				(8,232		)		—
DOJ litigation settlement	(28,470		)		(28,470		)		—				—				(28,470		)
Customer initiated derivative interest rate swaps	(1,411		)		(1,411		)		—				(1,411		)		—
Derivative Financial Instruments
Forward agency and loan sales	(69,807		)		(69,807		)		—				(69,807		)		—
Rate lock commitments	64,195				64,195				—				—				64,195
U.S. Treasury and agency futures/forwards	3,424				3,424				3,424				—				—
	31-Dec-12
					Estimated Fair Value
	Carrying				Total				Level 1				Level 2				Level 3
	Value
	(Dollars in thousands)
Financial Instruments
Assets
Cash and cash equivalents	$	952,793			$	952,793			$	952,793			$	—			$	—
Trading securities	170,086				170,086				170,086				—				—
Investment securities available-for-sale	184,445				184,445				79,717				13,611				91,117
Loans held-for-sale	3,939,720				3,945,133				—				3,945,133				—
Loans repurchased with government guarantees	1,841,342				1,704,317				—				1,704,317				—
Loans held-for-investment, net	5,133,101				5,119,704				—				20,219				5,099,485
Accrued interest receivable	91,992				91,992				—				91,992				—
Repossessed assets	120,732				120,732				—				—				120,732
Federal Home Loan Bank stock	301,737				301,737				301,737				—				—
Mortgage servicing rights	710,791				710,791				—				—				710,791
Customer initiated derivative interest rate swaps	5,813				5,813				—				5,813				—
Liabilities
Retail deposits
Demand deposits and savings accounts	(3,192,006		)		(3,121,643		)		—				(3,121,643		)		—
Certificates of deposit	(3,175,481		)		(3,199,242		)		—				(3,199,242		)		—
Government accounts	(819,078		)		(816,258		)		—				(816,258		)		—
Wholesale deposits	(99,338		)		(101,729		)		—				(101,729		)		—
Company controlled deposits	(1,008,392		)		(1,005,780		)		—				(1,005,780		)		—
Federal Home Loan Bank advances	(3,180,000		)		(3,422,567		)		(3,422,567		)		—				—
Long-term debt	(247,435		)		(78,220		)		—				(78,220		)		—
Accrued interest payable	(13,420		)		(13,420		)		—				(13,420		)		—
Warrant liabilities	(11,346		)		(11,346		)		—				(11,346		)		—
DOJ litigation settlement	(19,100		)		(19,100		)		—				—				(19,100		)
Customer initiated derivative interest rate swaps	(5,813		)		(5,813		)		—				(5,813		)		—
Derivative Financial Instruments
Forward agency and loan sales	(14,021		)		(14,021		)		—				(14,021		)		—
Rate lock commitments	86,200				86,200				—				—				86,200
U.S. Treasury and agency futures/forwards	5,821				5,821				5,821				—				—
The methods and assumptions used by the Company in estimating fair value of financial instruments that were not previously disclosed, are as follows:
Cash and cash equivalents. Due to their short-term nature, the carrying amount of cash and cash equivalents approximates fair value.
Loans repurchased with government guarantees. The fair value of loans is estimated by using internally developed discounted cash flow models using market interest rate inputs as well as management’s best estimate of spreads for similar collateral.
Loans held-for-investment. The fair value of loans is estimated by using internally developed discounted cash flow models using market interest rate inputs as well as management’s best estimate of spreads for similar collateral.
Federal Home Loan Bank stock. No secondary market exists for Federal Home Loan Bank stock. The stock is bought and sold at par by the Federal Home Loan Bank. Management believes that the recorded value is the fair value.
Accrued interest receivable. The carrying amount is considered a reasonable estimate of fair value.
Deposit accounts. The fair value of demand deposits and savings accounts approximates the carrying amount. The fair value of fixed-maturity certificates of deposit is estimated using the rates currently offered for certificates of deposit with similar remaining maturities.
Federal Home Loan Bank advances. Rates currently available to the Company for debt with similar terms and remaining maturities are used to estimate the fair value of the existing debt.
Long-term debt. The fair value of the long-term debt is estimated based on a discounted cash flow model that incorporates the Company’s current borrowing rates for similar types of borrowing arrangements.
Accrued interest payable. The carrying amount is considered a reasonable estimate of fair value.
Fair Value Option
The Company elected to measure at fair value certain financial assets and financial liabilities. The Company elected fair value option for the following items to mitigate a divergence between accounting losses and economic exposure.
The Company elected the fair value option for held-for-sale loans, originated post 2009, and the litigation settlement liability to better reflect the management of these financial instruments on a fair value basis. Loan held-for-investment include loans that were originated as loans held-for-sale and later transferred to loans held-for-investment at fair value. Interest income on loans held-for-sale is accrued on the principal outstanding primarily using the "simple-interest" method. Interest expense on the litigation settlement will be included in the overall change in fair value of the liability each quarter. Direct loan origination cost and fees on loans held-for-sale are recognized in income at origination.
As of June 30, 2013, following the MBIA Settlement Agreement, the Company dissolved the FSTAR 2006-1 mortgage securitization trust and transferred the second mortgage loans, underlying the collapsed FSTAR 2006-1 mortgage securitization which were carried at fair value in available-for-sale investment securities. The change in fair value relating to the loans is recorded in other non-interest income.
As of June 30, 2013, following the Assured Settlement Agreement, the Company elected the fair value option for the assets and liabilities of reconsolidated VIEs related to the HELOC securitization trusts. This option is generally elected for newly consolidated VIEs for which predominantly all of the Company's interests, prior to consolidation, are carried at fair value with changes in fair value recorded to earnings. The change in fair value relating to the assets and liabilities of these transactions is recorded in other non-interest income. Accordingly, such an election allows the Company to continue fair value accounting through earnings for those interests and eliminate income statement mismatch otherwise caused by differences in the measurement basis of the consolidated VIEs assets and liabilities.
The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. The signed DOJ Agreement establishes a legally enforceable contract with a stipulated payment plan that meets the definition of a financial liability. The Company made the fair value election as of December 31, 2011, the date the Company first recognized the financial instrument in its financial statements.
The following table reflects the change in fair value included in earnings (and the account recorded in) for the assets and liabilities for which the fair value option has been elected.
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013				2012
Assets		(Dollars in thousands)
Loans held-for-sale
	Net gain on loan sales	$	63,394			$	273,270			$	131,701			$	571,248
Loans held-for-investment
	Interest income on loans	$	—			$	(324	)		$	(779	)		$	(705	)
	Other non-interest income	1,811				—				38,638				—
Liabilities
Long-term debt
	Other non-interest income	$	(1,884	)		$	—			$	(1,884	)		$	—
DOJ Agreement liability
	Legal and professional expense	$	5,200			$	—			$	9,370			$	800
The following table reflects the difference between the aggregate fair value and aggregate remaining contractual principal balance outstanding as of September 30, 2013 and December 31, 2012 for assets and liabilities for which the fair value option has been elected.
		September 30, 2013										December 31, 2012
		(Dollars in thousands)
		Unpaid Principal Balance			Fair Value			Fair Value Over / (Under) Unpaid Principal Balance			Unpaid Principal Balance				Fair Value			Fair Value Over / (Under) Unpaid Principal Balance
Assets
	Nonaccrual loans
	Loans held-for-sale	$	—		$	—		$	—			$	222		$	240		$	18
Loans held-for-investment		2,983			3,192			209				2,021			2,064			43
Total non-accrual loans		$	2,983		$	3,192		209				$	2,243		$	2,304		$	61
Other performing loans
Loans held-for-sale		$	1,737,030		$	1,826,060		$	89,030			$	2,734,756		$	2,865,456		$	130,700
Loans held-for-investment		278,035			247,105			(30,930		)		17,589			18,155			566
Total other performing loans		$	2,015,065		$	2,073,165		$	58,100			$	2,752,345		$	2,883,611		$	131,266
Total loans
Loans held-for-sale		$	1,737,030		$	1,826,060		$	89,030			$	2,734,978		$	2,865,696		$	130,718
Loans held-for-investment		281,018			250,297			(30,721		)		19,610			20,219			609
Total loans		$	2,018,048		$	2,076,357		$	58,309			$	2,754,588		$	2,885,915		$	131,327
Liabilities
Long-term debt		$	(124,674	)	$	(112,954	)	$	(11,720	)		$	—		$	—		$	—
DOJ litigation settlement		N/A (1)			(28,470		)	N/A (1)				N/A (1)			(19,100		)	N/A (1)
-1	Remaining principal outstanding is not applicable to the litigation settlement because it does not obligate the Company to return a stated amount of principal at maturity, but instead return an amount based upon performance on the underlying terms in the DOJ Agreement.

Investment_Securities

Investment Securities	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Investment Securities
	As of September 30, 2013 and December 31, 2012, investment securities were comprised of the following.
			Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gains				Losses
			(Dollars in thousands)
	September 30, 2013
	Trading securities
	U.S. Treasury bonds		$	49,999		$	54			$	—			$	50,053
	Available-for-sale securities
	U.S. government sponsored agencies		$	470,252		$	4,944			$	(515	)		$	474,681
	Municipal obligations		20,742			—				—				20,742
	Total available-for-sale securities		$	490,994		$	4,944			$	(515	)		$	495,423
	December 31, 2012
	Trading securities
	U.S. Treasury bonds		$	169,991		$	95			$	—			$	170,086
	Available-for-sale securities
	Mortgage securitization		$	101,272		$	—			$	(10,155	)		$	91,117
	U.S. government sponsored agencies		77,328			2,389				—				79,717
	Municipal obligations		13,611			—				—				13,611
	Total available-for-sale securities		$	192,211		$	2,389			$	(10,155	)		$	184,445
	Trading securities
	Trading securities are comprised of AAA-rated U.S. Treasury bonds. U.S. Treasury bonds held in trading are distinguished from available-for-sale based upon the intent of the Company to use them as an economic offset against changes in the valuation of the MSR portfolio; however, these securities do not qualify as an accounting hedge.
	For U.S. Treasury bonds held, the Company had an unrealized gain of $0.1 million and an unrealized loss of $0.1 million during the three and nine months ended September 30, 2013, respectively, compared to an unrealized gain of $0.2 million and an unrealized loss of $21.5 million during the three and nine months ended September 30, 2012, respectively.
	The Company had no sales during the three months ended September 30, 2013 and sold $120.0 million of U.S. Treasury bonds, which resulted in a realized gain of $0.1 million for the nine months ended September 30, 2013, compared to no sales during the three months ended September 30, 2012 and $290.0 million in sales of U.S. Treasury bonds, which resulted in a realized gain of $19.5 million during the nine months ended September 30, 2012.
	The Company purchased no trading securities during the three and nine months ended September 30, 2013, compared to no purchases during the three months ended September 30, 2012 and $170.0 million during nine months ended September 30, 2012.
	The Company has pledged certain trading securities, primarily U.S. Treasury bonds, to collateralize servicing related exposures with Fannie Mae. At September 30, 2013 and December 31, 2012, the Company pledged $43.6 million and $55.9 million, respectively, of trading securities.
	Available-for-sale securities
	At September 30, 2013 and December 31, 2012, the Company had $495.4 million and $184.4 million, respectively, in investment securities available-for-sale which were comprised of U.S. government sponsored agencies, mortgage securitization and municipal obligations. Securities available-for-sale are carried at fair value, with unrealized gains and losses reported as a component of other comprehensive loss to the extent they are temporary in nature or "other-than-temporary impairments" ("OTTI"). As of June 30, 2013, the FSTAR 2006-1 mortgage securitization trust was dissolved and the Company transferred the second mortgage loans associated with the FSTAR 2006-1 mortgage securitization into its loans held-for-investment portfolio.
	The Company purchased $416.6 million and $436.6 million of U.S. government sponsored agencies and municipal obligations during the three and nine months ended September 30, 2013, compared to no purchases during the three and nine months ended September 30, 2012.
	The Company has pledged available-for-sale securities, primarily U.S. government sponsored agencies, to collateralize lines of credit and/or borrowings with the Federal Home Loan Bank of Indianapolis. At September 30, 2013, the Company pledged $426.1 million of available-for-sale securities, compared to none at December 31, 2012.
	The following table summarizes by duration the unrealized loss positions on investment securities available-for-sale.
		Unrealized Loss Position with										Unrealized Loss Position with
		Duration 12 Months and Over										Duration Under 12 Months
		Fair Value			Number of			Unrealized				Fair				Number of	Unrealized
					Securities			Loss				Value				Securities	Loss
	Type of Security	(Dollars in thousands)
	December 31, 2012
	Mortgage securitization	$	91,117		1			$	(10,155	)		$	—			—	$	—
	The credit losses in the portfolio reflect the economic conditions present in the United States over the course of the last several years and the forecasted effect of changes in such conditions, including changes in the forecast level of home prices. The continued decline in the delinquency rates of the mortgages in the underlying securitization suggest a stabilization of expected future defaults and reflect the recent improvements in the housing market.
	At September 30, 2013, the Company had no OTTI. During the nine months ended September 30, 2013, the Company recognized a loss of $8.8 million of additional OTTI on the FSTAR 2006-1 mortgage securitization, which was dissolved at June 30, 2013 as a result of the MBIA Settlement Agreement. The second mortgage loans associated with the FSTAR 2006-1 mortgage securitization were transferred into loans held-for-investment portfolio at June 30, 2013 also a result of the MBIA Settlement Agreement and the Company recognized a tax benefit of $6.1 million during the second quarter 2013 representing the recognition of the residual tax effect associated with the previously unrealized losses on the mortgage securitization recorded in other comprehensive income (loss). During the three and nine months ended September 30, 2012, the Company recognized zero and $2.2 million, respectively, of OTTI on CMOs, representing seven securities that had losses prior to September 30, 2012. All OTTI due to credit losses has been recognized in current operations. At December 31, 2012, the cumulative amount of OTTI due to credit losses totaled $2.8 million on one mortgage securitization in the available-for-sale portfolio, of which a $5.0 million net loss was recognized in other comprehensive income. The following table shows the activity for OTTI credit loss.
		Three Months Ended September 30,							Nine Months Ended September 30,
		2013			2012				2013				2012
		(Dollars in thousands)
	Beginning balance of amount related to credit losses on non-agency CMOs and mortgage securitization	$	—		$	(50,821	)		$	(2,793	)		$	(59,376	)
	Reductions for increases in cash flows expected to be collected that are recognized over the remaining life of the non-agency CMOs and mortgage securitization	—			1,080				389				6,680
	Reductions for non-agency CMOs sold during the period (realized)	—			46,948				11,193				52,095
	Additions for the amount related to the credit loss for which an OTTI impairment was not previously recognized	—			—				(8,789		)		(2,192		)
	Ending balance of amount related to credit losses on non-agency CMOs and mortgage securitization	$	—		$	(2,793	)		$	—			$	(2,793	)
	Gains (losses) on sales for available-for-sale securities are reported in "net gain on securities available-for-sale" in the Consolidated Statements of Operations. During the three and nine months ended September 30, 2013, there were no sales of U.S. government sponsored agencies, compared to $215.5 million and $253.7 million, respectively, of sales of non-agency CMOs and U.S. government sponsored agencies resulting in a gain of $2.6 million and $2.9 million, respectively, for the three and nine months ended September 30, 2012.

Loans_HeldforSale

Loans Held-for-Sale	9 Months Ended
	Sep. 30, 2013
Receivables Held-for-sale [Abstract]
Loans Held-for-sale	Loans Held-for-Sale
	The loans held-for-sale are summarized as follows.
		September 30, 2013			December 31, 2012
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	1,879,290		$	3,012,039
	Commercial loans
	Commercial real estate	—			280,399
	Commercial and industrial	—			488,361
	Commercial lease financing	—			158,921
	Total commercial loans	—			927,681
	Total loans held-for-sale	$	1,879,290		$	3,939,720
	The decrease in the loans held-for-sale was primarily due to the agreements to sell the Northeast-based commercial loan portfolio, through which the Company sold $909.3 million of commercial loans and a decline in mortgage loan originations during the nine months ended September 30, 2013.
	At September 30, 2013 and December 31, 2012, $1.8 billion and $2.9 billion of loans held-for-sale were recorded at fair value, respectively, under the fair value option. Such loans will be reported at fair value with any adjustments in fair value recorded through the income statement. The Company estimates the fair value of mortgage loans based on quoted market prices for securities backed by similar types of loans for which quoted market prices were available. The fair values of loans were estimated by discounting estimated cash flows using management’s best estimate of market interest rates for similar collateral.
	At September 30, 2013 and December 31, 2012, $0.1 billion and $1.1 billion of loans held-for-sale were recorded at lower of cost or market ("LOCOM") based on a decision to sell the loans. The LOCOM loans were transferred into the held-for-sale portfolio from the held-for-investment portfolio. At the time of the transfer, any amount by which cost exceeded fair value was recorded as a valuation allowance.
	The following table sets forth the activity related to residential first mortgage loans held-for-sale.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
		(Dollars in thousands)
	Balance at beginning of period	$	2,331,458		$	2,459,482		$	3,939,720		$	1,800,885
	Net loan originations	7,804,233			15,214,247			31,591,435			40,075,076
	Net loans sold, servicing retained	(8,420,997		)	(14,345,659		)	(32,932,561		)	(38,423,599		)
	Net loans sold, servicing released	(40,430		)	(82,771		)	(228,683		)	(435,124		)
	Other loan sales	(109,549		)	—			(1,258,400		)	—
	Loan amortization and prepayments	139,530			26,916			296,530			(13,942		)
	Loans transferred from (to) other loan portfolios	175,045			(20,279		)	471,249			248,640
	Balance at end of period	$	1,879,290		$	3,251,936		$	1,879,290		$	3,251,936
	The Company has pledged certain loans held-for-sale to collateralize lines of credit and/or borrowings with the Federal Home Loan Bank of Indianapolis. At September 30, 2013 and December 31, 2012, the Company pledged $1.5 billion and $2.4 billion, respectively, of loans held-for-sale.

Loans_Repurchased_with_Governm

Loans Repurchased with Government Guarantees Loans Repurchased with Government Guarantees	9 Months Ended
	Sep. 30, 2013
Notes [Abstract]
Loans Repurchased with Government Guarantees	Note 6 – Loans Repurchased with Government Guarantees
	Pursuant to Ginnie Mae servicing guidelines, the Company has the unilateral option to repurchase certain delinquent loans (loans past due 90 days or more) securitized in Ginnie Mae pools, if the loans meet defined delinquent loan criteria. As a result of this unilateral option, once the delinquency criteria have been met, and regardless of whether the repurchase option has been exercised, the Company must treat the loans as having been repurchased and recognize the loans as loans held-for-sale on the Consolidated Statement of Financial Condition and also recognize a corresponding liability for a similar amount recorded in other liabilities on the Consolidated Statement of Financial Condition. If the loans are actually repurchased, the Company transfers the loans to loans repurchased with government guarantees and eliminates the corresponding liability. At September 30, 2013, the amount of such loans actually repurchased totaled $1.2 billion and were classified as loans repurchased with government guarantees, and those loans which the Company had not yet repurchased but had the unilateral right to repurchase totaled $15.4 million and were classified as loans held-for-sale. At December 31, 2012, the amount of such loans actually repurchased totaled $1.8 billion and were classified as loans repurchased with government guarantees, and those loans which the Company had not yet repurchased but had the unilateral right to repurchase totaled $72.4 million and were classified as loans held-for-sale.
	Substantially all of these loans continue to be insured or guaranteed by the FHA, and the Company's management believes that the reimbursement process is proceeding appropriately. These repurchased loans earn interest at a statutory rate, which varies and is based upon the 10-year U.S. Treasury note rate at the time the underlying loan becomes delinquent.
	The Company has pledged certain loans repurchased with government guarantees to collateralize lines of credit and/or borrowings with the Federal Home Loan Bank of Indianapolis. At September 30, 2013 and December 31, 2012, the Company pledged $0.7 billion and $1.5 billion, respectively, of loans repurchased with government guarantees.
	During the three and nine months ended September 30, 2013, the Company participated in a HUD-coordinated market auction of loans repurchased with government guarantees, which resulted in the conveyance in an accelerated fashion of $121.7 million and $263.4 million of unpaid principal balance, respectively, of loans to HUD. During the three months ended September 30, 2012, the Company participated in a HUD-coordinated market auction, which resulted in the conveyance in an accelerated fashion of $302.4 million unpaid principal balance of loans to HUD within prescribed time frames. As a result, the Company recognized a reduction in otherwise expected curtailments of debenture interest income previously provided for, resulting in a benefit of $7.8 million that was applied against asset resolution expense during the three months ended September 30, 2012.

Loans_HeldforInvestment

Loans Held-for-Investment	9 Months Ended
	Sep. 30, 2013
Receivables [Abstract]
Loans Held-for-Investment	Loans Held-for-Investment
	Loans held-for-investment are summarized as follows.
		September 30,				December 31,
		2013				2012
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	2,478,599			$	3,009,251
	Second mortgage	174,383				114,885
	Warehouse lending	390,348				1,347,727
	HELOC	307,552				179,447
	Other	39,043				49,611
	Total consumer loans	3,389,925				4,700,921
	Commercial loans
	Commercial real estate	420,879				640,315
	Commercial and industrial	187,639				90,565
	Commercial lease financing	15,064				6,300
	Total commercial loans	623,582				737,180
	Total loans held-for-investment	4,013,507				5,438,101
	Less allowance for loan losses	(207,000		)		(305,000		)
	Loans held-for-investment, net	$	3,806,507			$	5,133,101
	At September 30, 2013 and December 31, 2012, the loans held-for-investment include $250.3 million and $20.2 million of loans accounted for under the fair value option. During the second quarter 2013, the Company settled a separate litigation with each MBIA and Assured, which resulted in the Company reconsolidating $170.5 million of loans associated with the HELOC securitization trusts and transferring $73.3 million of second mortgage loans associated with the collapse of the FSTAR 2006-1 mortgage securitization at June 30, 2013.
	During the three and nine months ended September 30, 2013, the Company transferred $7.2 million and $53.2 million in loans held-for-sale to loans held-for-investment. During the three and nine months ended September 30, 2012, the Company transferred $21.3 million and $39.8 million, respectively, in loans held-for-sale to loans held-for-investment. The loans transferred were carried at fair value, and will continue to be reported at fair value while classified as held-for-investment.
	The Company has pledged certain loans held-for-investment to collateralize lines of credit and/or borrowings with the Federal Reserve Bank of Chicago and the Federal Home Loan Bank of Indianapolis. At September 30, 2013 and December 31, 2012, the Company pledged $2.5 billion and $3.3 billion, respectively, of loans held-for-investment.
	The Company’s commercial leasing activities consist primarily of equipment leases. Generally, lessees are responsible for all maintenance, taxes, and insurance on leased properties. The following table lists the components of the net investment in financing leases.
		September 30,				December 31,
		2013				2012
		(Dollars in thousands)
	Total minimum lease payment to be received	$	14,941			$	5,634
	Estimated residual values of lease properties	1,319				913
	Unearned income	(1,300		)		(346		)
	Net deferred fees and other	104				99
	Net investment in commercial financing leases	$	15,064			$	6,300
	The allowance for loan losses by class of loan is summarized in the following tables.
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial Lease		Total
		First				Mortgage				Lending							Consumer			Real Estate			and Industrial			Financing
		Mortgage
		(Dollars in thousands)
	Three Months Ended September 30, 2013
	Beginning balance allowance for loan losses	$	177,334			$	18,839			$	721			$	14,868		$	1,780		$	27,322		$	2,136		$	—	$	243,000
	Charge-offs	(34,666		)		(1,534		)		(45		)		(872		)	(1,341		)	(8,419		)	(302		)	—		(47,179		)
	Recoveries	2,256				348				—				143			470			3,860			49			—		7,126
	Provision	1,653				1,042				(268		)		(5,032		)	1,221			3,729			1,612			96		4,053
	Ending balance allowance for loan losses	$	146,577			$	18,695			$	408			$	9,107		$	2,130		$	26,492		$	3,495		$	96	$	207,000
	Three Months Ended September 30, 2012
	Beginning balance allowance for loan losses	$	175,716			$	20,083			$	1,556			$	17,853		$	2,585		$	58,407		$	8,508		$	2,292	$	287,000
	Charge-offs	(23,999		)		(3,990		)		—				(1,483		)	(892		)	(15,532		)	(12		)	—		(45,908		)
	Recoveries	5,899				428				—				44			448			4,461			33			—		11,313
	Provision	47,236				2,367				(518		)		1,142			88			1,499			348			433		52,595
	Ending balance allowance for loan losses	$	204,852			$	18,888			$	1,038			$	17,556		$	2,229		$	48,835		$	8,877		$	2,725	$	305,000
	Nine Months Ended
	30-Sep-13
	Beginning balance allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94	$	305,000
	Charge-offs (1)	(123,456		)		(5,522		)		(45		)		(3,745		)	(2,627		)	(42,931		)	(302		)	—		(178,628		)
	Recoveries	14,296				825				—				705			844			7,862			66			—		24,598
	Provision	36,507				3,191				(446		)		(6,201		)	1,873			20,251			853			2		56,030
	Ending balance allowance for loan losses	$	146,577			$	18,695			$	408			$	9,107		$	2,130		$	26,492		$	3,495		$	96	$	207,000
	Nine Months Ended
	30-Sep-12
	Beginning balance allowance for loan losses	$	179,218			$	16,666			$	1,250			$	14,845		$	2,434		$	96,984		$	5,425		$	1,178	$	318,000
	Charge-offs	(142,001		)		(13,330		)		—				(12,159		)	(2,810		)	(91,842		)	(1,616		)	—		(263,758		)
	Recoveries	13,031				1,716				—				394			1,055			8,797			69			—		25,062
	Provision	154,604				13,836				(212		)		14,476			1,550			34,896			4,999			1,547		225,696
	Ending balance allowance for loan losses	$	204,852			$	18,888			$	1,038			$	17,556		$	2,229		$	48,835		$	8,877		$	2,725	$	305,000
	-1	Includes charge-offs of $26.8 million and $65.1 million related to the sale of residential first mortgage non-performing and TDR loans, during the three and nine months ended September 30, 2013, respectively.
	Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial		Total
	First				Mortgage				Lending							Consumer			Real Estate			and  Industrial			Lease
	Mortgage																								Financing
	(Dollars in thousands)
September 30, 2013
Loans held-for-investment
Individually evaluated	$	413,370			$	22,423			$	—			$	541		$	—		$	15,989		$	4,439		$	—	$	456,762
Collectively evaluated (1)	2,045,953				82,701				390,348				145,249			39,043			404,890			183,200			15,064		3,306,448
Total loans	$	2,459,323			$	105,124			$	390,348			$	145,790		$	39,043		$	420,879		$	187,639		$	15,064	$	3,763,210
Allowance for loan losses
Individually evaluated	$	81,087			$	8,571			$	—			$	540		$	—		$	1,161		$	88		$	—	$	91,447
Collectively evaluated	65,490				10,124				408				8,567			2,130			25,331			3,407			96		115,553
Total allowance for loan losses	$	146,577			$	18,695			$	408			$	9,107		$	2,130		$	26,492		$	3,495		$	96	$	207,000
December 31, 2012
Loans held-for-investment
Individually evaluated	$	805,787			$	16,949			$	—			$	734		$	—		$	95,322		$	41		$	—	$	918,833
Collectively evaluated (1)	2,203,464				97,936				1,347,727				178,713			49,611			544,993			90,524			6,300		4,519,268
Total loans	$	3,009,251			$	114,885			$	1,347,727			$	179,447		$	49,611		$	640,315		$	90,565		$	6,300	$	5,438,101
Allowance for loan losses
Individually evaluated	$	150,545			$	7,028			$	—			$	3,074		$	—		$	2,538		$	10		$	—	$	163,195
Collectively evaluated	68,685				13,173				899				15,274			2,040			38,772			2,868			94		141,805
Total allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94	$	305,000
-1	Excludes loans carried under the fair value option.
A specific reserve is established on a loan when it is probable all amounts due will not be collected pursuant to the contractual terms of the loan and the recorded investment in the loan exceeds its fair value. Fair value is measured using either the present value of the expected future cash flows discounted at the loan's effective interest rate, the observable market price of the loan, or the fair value of the collateral if the loan is collateral dependent, reduced by estimated disposal costs.
A general reserve for losses inherent on non-impaired loans is calculated using the Company's loss history by specific product, or if the product is not sufficiently seasoned, peer loss data. The loss history is normally a one to two year rolling average updated periodically as new data becomes available. In addition to the loss history, the Company will also include a qualitative adjustment that considers economic risks, industry and geographic concentrations and other factors not adequately captured in the Company's loss methodology.
The Company's procedure is to recognize losses through charge-offs when there is a high likelihood of loss after considering the borrower's financial condition, underlying collateral and guarantees, and the finalization of collection activities. Upon recognition of the loss the corresponding reserve will be released and the loan re-evaluated for any additional reserves.
Non-performing commercial and commercial real estate loans are considered to be impaired and typically have an reserve allocated based on the underlying collateral's appraised value, less management's estimates of costs to sell. In estimating the fair value of collateral, the Company utilizes outside fee-based appraisers to evaluate various factors such as occupancy and rental rates in its real estate markets and the level of obsolescence that may exist on assets acquired from commercial business loans. Appraisals are updated at least annually but may be obtained more frequently if changes to the property or market conditions warrant.
Impaired residential loans include loan modifications considered to be troubled debt restructurings ("TDRs") and certain non-performing loans that have been charged down to collateral value. Fair value of non-performing residential mortgage loans, including re-defaulted TDRs and certain other severely past due loans, is based on the underlying collateral's value obtained through appraisals or broker's price opinions, updated at least semi-annually, less management's estimates of cost to sell. The allowance allocated to TDRs performing under the terms of their modification is typically based on the present value of the expected future cash flows discounted at the loan's effective interest rate as these loans are not considered to be collateral dependent.
For those loans not individually evaluated for impairment, management has sub-divided the commercial and consumer loans into homogeneous portfolios.
	30-59 Days				60-89 Days				90 Days or				Total			Current			Total
	Past Due				Past Due				Greater Past				Past Due						Investment
									Due										Loans
	(Dollars in thousands)
September 30, 2013
Consumer loans
Residential first mortgage	$	46,862			$	14,201			$	115,832			$	176,895		$	2,301,704		$	2,478,599
Second mortgage	1,010				646				1,906				3,562			170,821			174,383
Warehouse lending	—				—				—				—			390,348			390,348
HELOC	2,804				3,353				5,387				11,544			296,008			307,552
Other	500				44				164				708			38,335			39,043
Total consumer loans	51,176				18,244				123,289				192,709			3,197,216			3,389,925
Commercial loans
Commercial real estate	—				208				11,076				11,284			409,595			420,879
Commercial and industrial	—				—				—				—			187,639			187,639
Commercial lease financing	—				—				4,439				4,439			10,625			15,064
Total commercial loans	—				208				15,515				15,723			607,859			623,582
Total loans (1)	$	51,176			$	18,452			$	138,804			$	208,432		$	3,805,075		$	4,013,507
December 31, 2012
Consumer loans
Residential first mortgage	$	62,445			$	16,693			$	306,486			$	385,624		$	2,623,627		$	3,009,251
Second mortgage	1,171				727				3,724				5,622			109,263			114,885
Warehouse lending	—				—				—				—			1,347,727			1,347,727
HELOC	2,484				910				3,025				6,419			173,028			179,447
Other	587				248				183				1,018			48,593			49,611
Total consumer loans	66,687				18,578				313,418				398,683			4,302,238			4,700,921
Commercial loans
Commercial real estate	6,979				6,990				86,367				100,336			539,979			640,315
Commercial and industrial	—				—				41				41			90,524			90,565
Commercial lease financing	—				—				—				—			6,300			6,300
Total commercial loans	6,979				6,990				86,408				100,377			636,803			737,180
Total loans	$	73,666			$	25,568			$	399,826			$	499,060		$	4,939,041		$	5,438,101
-1	Includes $3.5 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at September 30, 2013 and December 31, 2012, respectively.
Loans on which interest accruals have been discontinued totaled approximately $141.9 million and $401.7 million at September 30, 2013 and December 31, 2012, respectively, and $398.9 million at September 30, 2012. Interest on these loans is recognized as income when collected. Interest that would have been accrued on such loans totaled approximately $2.3 million and $6.2 million during the three and nine months ended September 30, 2013, respectively, compared to $5.5 million and $14.5 million during the three and nine months ended September 30, 2012. At September 30, 2013 and December 31, 2012, the Company had no loans 90 days past due and still accruing.
Troubled Debt Restructuring
The Company may modify certain loans in both consumer and commercial loan portfolios to retain customers or to maximize collection of the outstanding loan balance. The Company has maintained several programs designed to assist borrowers by extending payment dates or reducing the borrower's contractual payments. All loan modifications are made on a case-by-case basis. The Company's standards relating to loan modifications consider, among other factors, minimum verified income requirements, cash flow analysis, and collateral valuations. Each potential loan modification is individually reviewed and the terms of the loan are modified to meet a borrower's specific circumstances at a point in time. All loan modifications, including those classified as TDRs, are reviewed and approved. Loan modification programs for borrowers have resulted in a significant increase in restructured loans. These loans are classified as TDRs and are included in non-accrual loans if the loan was non-performing prior to the restructuring. TDRs result in those instances in which a borrower demonstrates financial difficulty and for which a concession has been granted, which includes reductions of interest rate, extensions of amortization period, principal and/or interest forgiveness and other actions intended to minimize the economic loss and to avoid foreclosure or repossession of collateral. These loans will continue on non-accrual status until the borrower has established a willingness and ability to make the restructured payments for at least six months, after which they will begin to accrue interest.
The following table provides a summary of TDRs outstanding by type and performing status.
	TDRs
	Performing				Non-performing				Total
30-Sep-13	(Dollars in thousands)
Consumer loans (1)
Residential first mortgage	$	338,247			$	38,811			$	377,058
Second mortgage	29,155				1,185				30,340
HELOC	20,269				2,461				22,730
Other consumer	—				—				—
Total consumer loans	387,671				42,457				430,128
Commercial loans (2)
Commercial real estate	268				2,284				2,552
Total TDRs	$	387,939			$	44,741			$	432,680
31-Dec-12
Consumer loans (1)
Residential first mortgage	$	573,941			$	140,773			$	714,714
Second mortgage	14,534				2,415				16,949
Total consumer loans	588,475				143,188				731,663
Commercial loans (2)
Commercial real estate	1,287				2,056				3,343
Total TDRs	$	589,762			$	145,244			$	735,006
-1	The allowance for loan losses on consumer TDR loans totaled $85.5 million and $159.0 million at September 30, 2013 and December 31, 2012, respectively.
-2	The allowance for loan losses on commercial TDR loans totaled $0.1 million and $0.3 million at September 30, 2013 and December 31, 2012, respectively.
TDRs returned to performing, or accrual, status totaled $5.1 million and $39.0 million during the three and nine months ended September 30, 2013, respectively, and are excluded from non-performing loans, compared to $34.3 million and $95.4 million during the three and nine months ended September 30, 2012. TDRs that have demonstrated a period of at least six months of consecutive performance under the modified terms, are returned to performing or accrual status and are excluded from non-performing loans. Although these TDRs have returned to performing status, they will still continue to be classified as impaired until repaid in full, or foreclosed and sold, and included as such in the tables within "repossessed assets." At September 30, 2013 and December 31, 2012, remaining commitments to lend additional funds to debtors whose terms have been modified in a commercial or consumer TDR were immaterial.
Some loan modifications classified as TDRs may not ultimately result in the full collection of principal and interest, as modified, but may give rise to potential incremental losses. Such losses are factored into the Company's allowance for loan losses estimate. Management evaluates loans for impairment both collectively and individually depending on the risk characteristics underlying the loan and the availability of data. Management continues to review this process for operational efficiency purposes which will allow for periodic review and updates of impairment data of TDRs grouped by similar risk characteristics. The Company measures impairment using the discounted cash flow method for performing TDRs and measures impairment based on collateral values for re-defaulted TDRs.
The following table presents the number of accounts, pre-modification unpaid principal balance, and post-modification unpaid principal balance that were new TDRs during the three and nine months ended September 30, 2013 and 2012. In addition, the table presents the number of accounts and unpaid principal balance of loans that have subsequently defaulted during the three and nine months ended September 30, 2013 and 2012 that had been modified in a TDR, during the 12 months preceding each quarterly period. TDRs are considered subsequently defaulted when greater than 90 days past due for both consumer and commercial loan portfolios.
	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
Three Months Ended September 30, 2013	(Dollars in thousands)
Residential first mortgages	36			$	8,426			$	8,536			$	548
Second mortgages	122			3,240				3,218				169
HELOC (2)	11			127				127				(5		)
Commercial real estate	4			2,482				2,482				—
Total TDR loans	173			$	14,275			$	14,363			$	712
TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
	(Dollars in thousands)
Residential first mortgages	4							$	1,077			$	—
Second mortgages	15							274				134
Commercial real estate	12							34				—
Total TDR loans	31							$	1,385			$	134
	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
Three Months Ended September 30, 2012	(Dollars in thousands)
Residential first mortgages	156			$	47,297			$	52,865			$	5,236
Second mortgages	46			2,802				1,929				(25		)
Total TDR loans	202			$	50,099			$	54,794			$	5,211
TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
	(Dollars in thousands)
Residential first mortgages	23							$	7,973			$	2,652
Second mortgages	9							562				119
Total TDR loans	32							$	8,535			$	2,771
Nine Months Ended September 30, 2013	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
New TDRs	(Dollars in thousands)
Residential first mortgages	300			$	81,154			$	71,327			$	2,372
Second mortgages (3)	466			18,549				16,285				510
HELOC (2) (3)	301			27,223				22,865				(6		)
Commercial real estate	4			2,482				2,482				—
Total TDR loans	1,071			$	129,408			$	112,959			$	2,876
TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
	(Dollars in thousands)
Residential first mortgages	24							$	5,970			$	1,083
Second mortgages	29							896				502
Commercial real estate	19							165				—
Total TDR loans	72							$	7,031			$	1,585
Nine Months Ended September 30, 2012	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
New TDRs	(Dollars in thousands)
Residential first mortgages	692			$	228,213			$	237,064			$	28,559
Second mortgages	194			12,010				8,336				(181		)
Other consumer	19			779				637				9
Total TDR loans	905			$	241,002			$	246,037			$	28,387
TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
	(Dollars in thousands)
Residential first mortgages	48							$	14,434			$	4,055
Second mortgages	14							855				375
Total TDR loans	62							$	15,289			$	4,430
-1	Post-modification balances include past due amounts that are capitalized at modification date.
-2	HELOC post-modification unpaid principal balance reflects write downs.
-3	New TDRs during the nine months ended September 30, 2013, include 463 loans for a total of $30.8 million of post modification unpaid principal balance second mortgage and HELOC loans that were reconsolidated as a result of the litigation settlements with MBIA and Assured.
-4	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
The following table presents impaired loans with no related allowance and with an allowance recorded.
	September 30, 2013												December 31, 2012
	Recorded				Unpaid				Related				Recorded			Unpaid			Related
	Investment				Principal				Allowance				Investment			Principal			Allowance
					Balance											Balance
	(Dollars in thousands)
With no related allowance recorded
Consumer loans
Residential first mortgage loans	$	84,182			$	139,499			$	—			$	231,750		$	360,575		$	—
Second mortgage	1				3,473				—				1,170			4,545			—
HELOC	1				1,690				—				—			2,506			—
Commercial loans
Commercial real estate	7,582				12,572				—				79,782			109,483			—
	$	91,766			$	157,234			$	—			$	312,702		$	477,109		$	—
With an allowance recorded
Consumer loans
Residential first mortgage	$	329,188			$	329,076			$	81,086			$	574,037		$	573,610		$	150,545
Second mortgage	22,423				22,423				8,571				15,779			15,779			7,028
HELOC	540				540				540				734			734			3,074
Commercial loans
Commercial real estate	3,968				6,633				1,161				15,540			22,917			2,538
Commercial and industrial	—				—				—				41			97			10
Commercial lease financing	4,439				4,439				88				—			—			—
	$	360,558			$	363,111			$	91,446			$	606,131		$	613,137		$	163,195
Total
Consumer loans
Residential first mortgage	$	413,370			$	468,575			$	81,086			$	805,787		$	934,185		$	150,545
Second mortgage	22,424				25,896				8,571				16,949			20,324			7,028
HELOC	541				2,230				540				734			3,240			3,074
Commercial loans
Commercial real estate	11,550				19,205				1,161				95,322			132,400			2,538
Commercial and industrial	—				—				—				41			97			10
Commercial lease financing	4,439				4,439				88				—			—			—
Total impaired loans	$	452,324			$	520,345			$	91,446			$	918,833		$	1,090,246		$	163,195
	Three Months Ended September 30,															Nine Months Ended September 30, 2013
	2013								2012							2013						2012
	Average Recorded Investment				Interest Income Recognized				Average Recorded Investment				Interest Income Recognized			Average Recorded Investment			Interest Income Recognized			Average Recorded Investment			Interest Income Recognized
	(Dollars in thousands)
Consumer loans
Residential first mortgage	$	500,264			$	3,858			$	773,690			$	26,754		$	664,074		$	4,554		$	750,966		$	28,468
Second mortgage	21,856				302				16,916				331			20,357			195			15,745			303
Warehouse lending	27				—				224				—			13			—			265			—
HELOC	607				1				219				—			778			110			571			—
Other consumer	—				—				42				—			—			—			22			—
Commercial loans
Commercial real estate	34,897				9				150,125				337			36,860			647			170,410			590
Commercial and industrial	168				—				84				1			94			—			689			1
Commercial lease financing	4,822				—				—				—			3,521			—			—			—
Total impaired loans	$	562,641			$	4,170			$	941,300			$	27,423		$	725,697		$	5,506		$	938,668		$	29,362
The Company utilizes an internal risk rating system which is applied to all commercial and commercial real estate credits. Management conducts periodic examinations which serve as an independent verification of the accuracy of the ratings assigned. Loan grades are based on different factors within the borrowing relationship: entity sales, debt service coverage, debt/total net worth, liquidity, balance sheet and income statement trends, management experience, business stability, financing structure of the deal, and financial reporting requirements. The underlying collateral is also rated based on the specific type of collateral and corresponding LTV. The combination of the borrower and collateral risk ratings result in the final rating for the borrowing relationship. Descriptions of the Company's internal risk ratings as they relate to credit quality follow the ratings used by the U.S. bank regulatory agencies as listed below.
Pass. Pass assets are not impaired nor do they have any known deficiencies that could impact the quality of the asset.
Special mention. Assets identified as special mention possess credit deficiencies or potential weaknesses deserving management's close attention. Special mention assets have a potential weakness or pose an unwarranted financial risk that, if not corrected, could weaken the assets and increase risk in the future.
Substandard. Assets identified as substandard are inadequately protected by the current net worth and paying capacity of the obligor or of the collateral pledged, if any. Assets so classified must have a well-defined weakness or weaknesses. They are characterized by the distinct possibility that the Company will sustain some loss if the deficiencies are not corrected. For HELOC loans and other consumer loans, the Company evaluates credit quality based on the aging and status of payment activity and includes all non-performing loans.
Doubtful. Assets identified as doubtful have all the weaknesses inherent in those classified as substandard, with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of current existing facts, conditions and values, highly questionable and improbable. The possibility of a loss on a doubtful asset is high. However, due to important and reasonably specific pending factors, which may work to strengthen (or weaken) the asset, its classification as an estimated loss is deferred until its more exact status can be determined.
Commercial Credit Exposure	30-Sep-13
	Commercial Real Estate				Commercial and				Commercial Lease				Total
					Industrial				Financing				Commercial
	(Dollars in thousands)
Grade
Pass	$	279,492			$	171,432			$	10,625			$	461,549
Watch	34,938				6,109				—				41,047
Special mention	8,707				9,601				—				18,308
Substandard	97,742				497				4,439				102,678
Total loans	$	420,879			$	187,639			$	15,064			$	623,582
Consumer Credit Exposure	30-Sep-13
	Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
	Mortgage				Mortgage														Consumer
	(Dollars in thousands)
Grade
Pass	$	2,012,524			$	142,927			$	250,598			$	278,596		$	38,835		$	2,723,480
Watch	350,244				29,550				118,750				23,570			44			522,158
Special Mention	—				—				21,000				—			—			21,000
Substandard	115,831				1,906				—				5,386			164			123,287
Total loans	$	2,478,599			$	174,383			$	390,348			$	307,552		$	39,043		$	3,389,925
Commercial Credit Exposure	31-Dec-12
	Commercial  Real				Commercial and				Commercial Lease Financing				Total
	Estate				Industrial								Commercial
	(Dollars in thousands)
Grade
Pass	$	277,037			$	82,184			$	6,300			365,521
Watch	181,722				695				—				182,417
Special mention	49,215				947				—				50,162
Substandard	132,341				6,739				—				139,080
Total loans	$	640,315			$	90,565			$	6,300			$	737,180
Consumer Credit Exposure	31-Dec-12
	Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
	Mortgage				Mortgage														Consumer
	(Dollars in thousands)
Grade
Pass	$	2,118,961			$	95,969			$	1,081,579			$	175,512		$	49,180		$	3,521,201
Watch	583,804				15,192				266,148				910			248			866,302
Substandard	306,486				3,724				—				3,025			183			313,418
Total loans	$	3,009,251			$	114,885			$	1,347,727			$	179,447		$	49,611		$	4,700,921

PrivateLabel_Securitization_an

Private-Label Securitization and Variable Interest Entities	9 Months Ended
	Sep. 30, 2013
Disclosure of Transfer of Securitizations or Asset-backed Financing Financial Assets Accounted for as Sale [Abstract]
Private-Label Securitization and Variable Interest Entities	Private-Label Securitization and Variable Interest Entities
	The Company previously participated in four private-label securitizations of financial assets involving two HELOC loan transactions and two second mortgage loan transactions. The private-label securitizations have been reconsolidated or dissolved as a result of the settlement agreements with MBIA and Assured. See Note 19 - Legal Proceedings, Contingencies and Commitments, for further information on the settlement agreements.
	In December 2005, the Company completed the $600.0 million FSTAR 2005-1 HELOC securitization trust. As a result of this securitization, the Company recorded assets of $26.1 million in residual interests. The offered securities in the FSTAR 2005-1 HELOC securitization trust were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2005-1 HELOC securitization trust's assets and liabilities, of approximately $85.2 million of HELOC loans and $62.1 million of long-term debt at June 30, 2013. As a result, the Company recognized $16.6 million of a net fair value adjustment during the second quarter of 2013 and the Company eliminated the residual interests. The Company subsequently became the primary beneficiary of the FSTAR 2005-1 HELOC securitization trust, which is reflected in the Consolidated Financial Statements as a VIE. The Company elected the fair value option for the assets and liabilities associated with the FSTAR 2005-1 HELOC securitization trust. At September 30, 2013, the Company has a fair value of HELOC loans of $81.3 million and long-term debt of $58.6 million recorded as a VIE associated with the FSTAR 2005-1 HELOC securitization trust.
	In December 2006, the Company completed the $302.2 million FSTAR 2006-2 HELOC securitization trust. As a result of this securitization, the Company recorded assets of $11.2 million in residual interests. The offered securities in the 2006-2 HELOC securitization trust were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2006-2 HELOC securitization trust's assets and liabilities, of approximately $85.3 million of HELOC loans and $57.9 million of long-term debt at June 30, 2013. As a result, the Company recognized $27.5 million of a net fair value adjustment during second quarter 2013 and eliminated the residual interests. The Company subsequently became the primary beneficiary of the FSTAR 2006-2 HELOC securitization trust, which is reflected in the Consolidated Financial Statements as a VIE. The Company elected the fair value option for the assets and liabilities associated with the FSTAR 2006-2 HELOC securitization trust. At September 30, 2013, the Company has a fair value of HELOC loan of $80.4 million and long-term debt of $54.3 million recorded as a VIE associated with the FSTAR 2006-2 HELOC securitization trust.
	In April 2006, the Company completed the $400.0 million FSTAR 2006-1 mortgage securitization trust involving fixed second mortgage loans that the Company held at the time in its investment securities portfolio. The offered securities in the FSTAR 2006-1 mortgage securitization trust were insured by MBIA. Due to the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization trust was collapsed and the Company transferred the loans associated with the FSTAR 2006-1 mortgage securitization trust, approximately $73.3 million of second mortgage loans to its loans held-for-investment portfolio at June 30, 2013. As a result, the Company recognized a $4.9 million loss during the second quarter 2013. The Company elected the fair value option for the assets associated with the FSTAR 2006-1 mortgage securitization trust. At September 30, 2013, the Company recorded a fair value of $69.3 million of second mortgage loans associated with the FSTAR 2006-1 mortgage securitization trust.
	In March 2007, the Company completed the $620.9 million FSTAR 2007-1 mortgage securitization trust transaction involving closed-ended, fixed and adjustable rate second mortgage loans and recorded $22.6 million in residual interests and servicing assets. The financial assets were derecognized by the Company upon transfer to the FSTAR 2007-1 mortgage securitization trust, which then issued and sold mortgage-backed securities to third party investors. The Company relinquished control over the loans at the time the financial assets were transferred to the FSTAR 2007-1 mortgage securitization trust and the Company recognized a gain on the sale of the transferred assets. In June 2007, the Company completed a secondary closing for $98.2 million and recorded an additional $4.2 million in residual interests. The offered securities in the FSTAR 2007-1 mortgage securitization trust were insured by MBIA. In accordance with the MBIA Settlement Agreement, MBIA will be required to satisfy all of its obligation under the FSTAR 2007-1 insurance policy and related FSTAR 2007-1 obligations without further recourse to the Company.
	The Company previously acted as the principal underwriter of the beneficial interests that were sold to investors. The financial assets were derecognized when they were transferred to the securitization trusts, which then issued and sold mortgage-backed securities to third party investors. The Company relinquished control over the loans at the time the financial assets were transferred to the securitization trusts. The Company has not engaged in any private-label securitization activity except for these four securitizations completed from 2005 to 2007. As a result of the settlement agreement with Assured, the Company became the primary beneficiary of the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts because the Company obtained the power to direct the activities that most significantly impact the economic performance of the trusts (power to select or remove the servicer) and the obligation to absorb expected losses and receive residual returns (support of the guarantor and holder of residual interests in trusts).
	Consolidated VIEs
	Consolidated VIEs at September 30, 2013 consisted of the HELOC securitization trusts formed in 2005 and 2006. The Company has determined the trusts are VIEs and has concluded that the Company is the primary beneficiary of these trusts because it has the power to direct the activities of the entity that most significantly affect the entity's economic performance and has either the obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE. The change in the consolidated VIE was a result of the Assured Settlement Agreement as of June 30, 2013. Under the terms of the Assured Settlement Agreement, Assured terminated its pending lawsuit against the Company and will not pursue any related claims at any time in the future. In exchange, the Company paid Assured $105.0 million and assumed responsibility for future claims associated with the two HELOC securitization trusts, including the right to receive from Assured all future reimbursements for claims paid to which Assured would have been entitled. Upon effecting the settlement, the Company reversed the transferor's interest, as this interest would represent an equity interest in the trust which would be reversed upon consolidation of the trusts. As a result, the Company recognized $49.1 million of income, arising from its deemed receipt of the net fair value of the assets in the two HELOC securitization trusts and the reversal of its related reserves for pending and threatened litigation during the second quarter 2013.
	The beneficial owners of the trusts can look only to the assets of the HELOC securitization trusts for satisfaction of the debt issued by the HELOC securitization trusts and have no recourse against the assets of the Company.
	The following table provides a summary of the classifications of consolidated VIE assets and liabilities included in the Consolidated Financial Statements.
		2005-1			2006-2			Total
	30-Sep-13	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	460		$	—		$	460
	Loans held-for-investment	81,325			80,437			161,762
	Liabilities
	Long-term debt	$	58,609		$	54,345		$	112,954
	Other liabilities	136			—			136
	The economic performance of the VIEs is most significantly impacted by the performance of the underlying loans. The principal risks to which the entities were exposed include credit risk and interest rate risk. Credit risk was managed through credit enhancement in the form of reserve accounts, over collateralization, excess interest on the loans, the subordination of certain classes of asset-backed securities to other classes, and in the case of the home equity transaction, an insurance policy with a third party guaranteeing payment of accrued and unpaid interest and principal on the securities. Interest rate risk was managed by interest rate swaps between the VIEs and third parties.
	Unconsolidated VIEs
	The following table provides a summary of the unconsolidated VIE (the FSTAR 2007-1 mortgage securitization trust) with which the Company has a significant continuing involvement, but is not the primary beneficiary. The following table sets forth certain characteristics of each of the fixed rate second mortgage underlying the FSTAR 2007-1 mortgage securitization trust at its inception and the current characteristics as of and for the three months ended September 30, 2013.
		2007-1 at			2007-1
		Inception			Current Levels
		(Dollars in thousands)
	FSTAR 2007-1 mortgage securitization trust
	Number of loans	12,416			4,360
	Aggregate principal balance	$	622,100		$	175,815
	Average principal balance	$	50		$	40
	Weighted average fully indexed interest rate	8.22		%	7.11		%
	Weighted average original term	194 months			194 months
	Weighted average remaining term	185 months			109 months
	Weighted average original credit score	726			713
	Transferors' Interests
	Under the terms of the HELOC securitizations, the trusts purchased, and were initially obligated to pay, for any subsequent additional draws on the lines of credit transferred to the trusts. Upon entering a rapid amortization period, the Company became obligated to fund the purchase of those additional balances as they arise in exchange for a beneficial interest in the trust, which is known as the transferors' interest. The Company must continue to fund the required purchase of additional draws by the trust as long as the securitization remains active. As a result of the Assured Settlement Agreement, the Company has reconsolidated the assets and liabilities associated with the HELOC securitization trusts and therefore, the related interests have been reversed as of June 30, 2013. See Note 19 - Legal Proceedings, Contingencies and Commitments, for further information on the Assured Settlement Agreement.
	FSTAR 2005-1 HELOC Securitization. At September 30, 2013 and December 31, 2012, outstanding claims due to the note insurer were zero and $16.8 million, respectively, and based on the Company’s internal model, the Company believed that because of the claims due to the note insurer and continuing credit losses on the loans underlying the securitization, the fair value/carrying amount of the transferors' interest was zero and $7.1 million, respectively. The Company previously recorded a liability to reflect the expected liability arising from losses on future draws associated with this securitization. As a result of the Assured Settlement Agreement, the Company reconsolidated the assets and liabilities associated with the FSTAR 2005-1 HELOC securitization trust and reversed the transferors' interests as of June 30, 2013.
	FSTAR 2006-2 HELOC Securitization. At September 30, 2013 and December 31, 2012, outstanding claims due to the note insurer were zero and $88.7 million, respectively, and based on the Company’s internal model, the Company believed that because of the claims due to the note insurer and continuing credit losses on the loans underlying the securitization, there was no carrying amount of the transferors' interest. The Company recorded a liability of $7.6 million to reflect the expected liability arising from losses on future draws associated with this securitization. As a result of the Assured Settlement Agreement, the Company reconsolidated the assets and liabilities associated with the FSTAR 2006-2 HELOC securitization trust and reversed the transferors' interests as of June 30, 2013.
	Unfunded Commitments
	The table below identifies separately for each HELOC securitization trust: (i) the notional amount of the total unfunded commitment under the Company's contractual arrangements, (ii) unfunded commitments that have been frozen or suspended because the borrowers do not currently meet the contractual requirements under their HELOC with the Company, and (iii) the amount currently fundable because the underlying borrowers' lines of credit are still active. As of June 30, 2013, the Company no longer has any unfunded commitments related to the HELOC securitization trusts.
		FSTAR 2005-1			FSTAR 2006-2			Total
	31-Dec-12
	Notional amount of unfunded commitments (1)	$	30,767		$	27,447		$	58,214
	Less: Frozen or suspended unfunded commitments	27,825			26,958			54,783
	Unfunded commitments still active	2,942			489			3,431
	-1	The Company’s total potential funding obligation is dependent on both (a) borrower behavior (for example, the amount of additional draws requested) and (b) the contractual draw period (remaining term) available to the borrowers. Because borrowers can make principal payments and restore the amounts available for draws and then borrow additional amounts as long as their lines of credit remain active, the funding obligation has no specific limitation and it is not possible to define the maximum funding obligation.
	Credit Risk on Securitization
	With respect to the issuance of private-label securitizations, the Company retains certain limited credit exposure in that it retains non-investment grade residual securities in addition to customary representations and warranties, which is no longer a credit risk as of June 30, 2013. To the extent that actual credit losses exceed the assumptions, the value of the Company’s residual interest in the securitization trusts and unreimbursed draws will be diminished. Following the Assured Settlement Agreement, the Company now has credit exposure associated with non-performing loans in securitization trusts on HELOCs. The value of the Company’s transferors' interests previously reflected the Company’s credit loss assumptions as applied to the underlying collateral pool and as of June 30, 2013 the transferors' interests has been reversed. The assets and liabilities of the HELOC securitization trusts are reflected in the Consolidated Financial Statements as a VIE. The servicing related to second mortgage and HELOC loans underlying the private-label securitizations are currently serviced by a third party servicer.
	The following table summarizes the Company's balance of retained assets with credit exposure, which includes transferors' interests that were included as unreimbursed HELOC draws which are included in loans held-for-investment at December 31, 2012.
		31-Dec-12
		Amount of			Balance of
		Loans Serviced			Retained Assets
					With Credit
					Exposure
		(Dollars in thousands)
	Private-label securitization	$	—		$	7,103

Mortgage_Servicing_Rights

Mortgage Servicing Rights	9 Months Ended
	Sep. 30, 2013
Transfers and Servicing [Abstract]
Mortgage Servicing Rights	Mortgage Servicing Rights
	The Company recognizes MSR assets, at fair value, related to residential first mortgage loans sold when it retains the obligation to service these loans. MSRs are subject to changes in value from, among other things, changes in interest rates, prepayments of the underlying loans and changes in credit quality of the underlying portfolio. The Company subsequently measures its servicing assets for residential first MSRs, at fair value, as elected, each reporting date with any changes in fair value recorded in earnings in the period in which the changes occur. As such, the Company currently hedges certain risks of fair value changes of MSRs using derivative instruments that are intended to change in value inversely to part or all of the changes in the components underlying the fair value of MSRs.
	The table summarizes activity related to the MSRs as follows.
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013			2012
		(Dollars in thousands)
	Balance at beginning of period	$	729,019			$	638,865			$	710,791		$	510,475
	Additions from loans sold with servicing retained	86,109				131,837				323,216			370,012
	Reductions from bulk sales (1)	—				(9,589		)		(233,742		)	(27,791		)
	Changes in fair value due to (2)
	Decrease in MSR value (3)	(18,268		)		(45,552		)		(87,397		)	(101,549		)
	All other changes in valuation inputs or assumptions (4)	169				(28,762		)		84,161			(64,348		)
	Fair value of MSRs at end of period	$	797,029			$	686,799			$	797,029		$	686,799
	Unpaid principal balance of residential first mortgage loans serviced for others (period end)	$	74,200,317			$	82,414,799			$	74,200,317		$	82,414,799
	-1	Includes bulk sales related to underlying serviced loans totaling zero and $23.4 billion for the three and nine months ended September 30, 2013, respectively, compared to $1.2 billion and $3.6 billion for the three and nine months ended September 30, 2012, respectively.
	-2	Changes in fair value are included within loan administration income on the Consolidated Statements of Operations.
	(3)    Represents decrease in MSR value associated with loans that were paid-off during the period.
	-4	Represents estimated MSR value change resulting primarily from market-driven changes in interest rates.
	The fair value of residential MSRs is estimated using a valuation model that calculates the present value of estimated future net servicing cash flows, taking into consideration expected mortgage loan prepayment rates, discount rates, servicing costs, and other economic factors, which are determined based on current market conditions. The Company periodically obtains third-party valuations of its residential MSRs to assess the reasonableness of the fair value calculated by the valuation model. In certain circumstances, based on the probability of the completion of a sale of MSRs pursuant to a bona-fide purchase offer, the Company considers the bid price of that offer and identifiable transaction costs in comparison to the calculated fair value and may adjust the estimate of fair value to reflect the terms of the pending transaction.
	The key economic assumptions used in determining the fair value of those MSRs capitalized during the three and nine months ended September 30, 2013 and 2012 periods were as follows.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
	Weighted-average life (in years)	6.2			5.4			5.8			5.9
	Weighted-average constant prepayment rate	13	%		17.3	%		14	%		15.7	%
	Weighted-average discount rate	8.7	%		7.2	%		8.1	%		7.1	%
	The key economic assumptions reflected in the overall fair value of the entire portfolio of MSRs were as follows.
		September 30,			December 31,
		2013			2012
	Weighted-average life (in years)	6.4			5.3
	Weighted-average constant prepayment rate	12.3	%		17.3	%
	Weighted-average discount rate	8.5	%		7	%
	Contractual servicing fees. Contractual servicing fees, including late fees and ancillary income, for each type of loan serviced are presented below. Contractual servicing fees are included within loan administration income on the Consolidated Statements of Operations.
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013			2012
		(Dollars in thousands)
	Residential first mortgage	$	52,483			$	53,433			$	157,329		$	152,369
	Other	75				203				347			509
	Total	$	52,558			$	53,636			$	157,676		$	152,878

Derivative_Financial_Instrumen

Derivative Financial Instruments	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	Derivative Financial Instruments
	The Company recognizes all derivative instruments on the Consolidated Statements of Financial Condition at fair value. Derivative instruments are contracts between two or more parties that have a notional amount and an underlying variable, require a small or no net investment, and allow for the net settlement of positions. A derivative's notional amount serves as the basis for the payment provision of the contract, and takes the form of units, such as shares or dollars. A derivative's underlying variable is a specified interest rate, security price, commodity price, foreign exchange rate, index, or other variable. The interaction between the notional amount and the underlying variable determines the number of units to be exchanged between the parties and influences the fair value of the derivative contract. Generally, these instruments help the Company manage exposure to interest rate risk, mitigate the credit risk inherent in the loan portfolio, hedge against changes in foreign currency exchange rates, and meet client financing and hedging needs. The following derivative financial instruments were identified and recorded at fair value as of September 30, 2013 and December 31, 2012:
	•	Fannie Mae, Freddie Mac, Ginnie Mae and other forward loan sale contracts;
	•	Rate lock commitments;
	•	Interest rate swaps; and
	•	U.S. Treasury and euro dollar futures and options.
	Derivative assets and liabilities are recorded at fair value on the balance sheet, after taking into account the effects of bilateral collateral and master netting agreements. Gross positive fair values are netted with gross negative fair values by counterparty pursuant to a valid master netting agreement. In addition, payables and receivables in respect of collateral received from or paid to a given counterparty are included in this netting. These agreements allow the Company to settle all derivative contracts held with a single counterparty on a net basis, and to offset net derivative positions with related collateral, where applicable. As a result, the Company could have derivative contracts with negative fair values included in derivative assets on the balance sheet and contracts with positive fair values included in derivative liabilities.
	On January 1, 2013, the Company adopted the update to FASB ASC Topic 210, "Balance Sheet: Disclosures about Offsetting Assets and Liabilities," and applied the provisions retrospectively. Under the amended guidance, an entity is required to disclose information about offsetting and related arrangements to enable users of financial statements to understand the effect of those arrangements on its financial position. The guidance applies to derivatives accounted for in accordance with FASB ASC Topic 815, "Derivatives and Hedging," including bifurcated embedded derivatives, repurchase agreements and reverse repurchase agreements, and securities borrowing and securities lending transactions that are either offset or subject to an enforceable master netting arrangement or similar agreement. The adoption of the guidance did not have a material impact on the Consolidated Financial Statements or the Notes thereto.
	Derivatives Not Designated in Hedge Relationships
	Like other financial services institutions, the Company originates loans and extends credit, both of which expose the Company to interest rate risk. The Company actively manages the overall loan portfolio and the associated interest rate risk in a manner consistent with asset quality objectives. This objective is accomplished primarily through the use of an investment-grade diversified dealer-traded basket of swaps. These transactions may generate fee income, and diversify and reduce overall portfolio interest rate risk volatility. Although the Company utilizes swaps for risk management purposes, they are not treated as hedging instruments.
	The Company hedges the risk of overall changes in fair value of loans held-for-sale and rate lock commitments generally by selling forward contracts on securities of GSEs. The forward contracts used to economically hedge the loan commitments are accounted for as non-designated hedges and naturally offset rate lock commitment mark-to-market gains and losses recognized as a component of gain on loan sale. The Company recognized pre-tax losses of $130.0 million and $77.8 million for the three and nine months ended September 30, 2013, respectively, compared to pre-tax gains of $5.8 million and $64.0 million for the three and nine months ended September 30, 2012, respectively, on hedging activity relating to loan commitments and loans held-for-sale. Additionally, the Company hedges the risk of overall changes in fair value of MSRs through the use of various derivatives including purchases of forward contracts on securities of Fannie Mae and Freddie Mac, the purchase/sale of U.S. Treasury futures contracts and the purchase/sale of euro dollar future contracts. These derivatives are accounted for as non-designated hedges against changes in the fair value of MSRs and recognized as a component of loan administration. The Company recognized a loss of $4.0 million and a loss of $67.5 million for the three and nine months ended September 30, 2013, respectively, compared to a gain of $31.8 million and a gain of $88.0 million for the three and nine months ended September 30, 2012, respectively, on MSR fair value hedging activities. The Company does not apply hedge accounting to any derivatives.
	The Company uses a combination of derivatives (U.S. Treasury futures, euro dollar futures, swap futures, and "to be announced" forwards) and certain trading securities to hedge the MSRs. For accounting purposes, these hedges represent economic hedges of the MSR asset with both the hedges and the MSR asset carried at fair value on the balance sheet. Certain hedging strategies that the Company uses to manage its investment in MSRs may be ineffective to fully offset changes in the fair value of such asset due to changes in interest rates and market liquidity. As both the hedges and the MSR asset are carried at fair value on the balance sheet, any hedge ineffectiveness is recognized in current period earnings.
	The Company writes and purchases interest rate swaps to accommodate the needs of customers requesting such services. Customer-initiated trading derivatives are used primarily to provide derivative products to customers enabling them to manage interest rate risk exposure. Customer-initiated trading derivatives are tailored to meet the needs of the counterparties involved and, therefore, contain a greater degree of credit risk and liquidity risk than exchange-traded contracts, which have standardized terms and readily available price information. The Company mitigates most of the inherent market risk of customer-initiated interest rate swap contracts by taking offsetting positions. Market risk from unfavorable movements in interest rates is generally economically hedged by concurrently entering into offsetting derivative contracts. The offsetting derivative contracts have nearly identical notional values, terms and indices. These limits are established annually and reviewed quarterly. Interest rate swaps are agreements in which two parties exchange fixed cash payments for variable payments based on a designated market rate or index, or variable payments based on two different rates or indices, applied to a specified notional amount until a stated maturity. The Company's swap agreements are structured such that variable payments are primarily based on LIBOR (one-month, three-month or six-month) or prime. These instruments are principally negotiated over-the-counter and are subject to credit risk, market risk and liquidity risk.
	The Company had the following derivative financial instruments.
		Notional Amount		Fair Value		Expiration Dates
		(Dollars in thousands)
	September 30, 2013
	Assets (1)
	U.S. Treasury and euro dollar futures	$	5,139,600	$	929	2013
	Mortgage backed securities forwards	$	100,000	$	2,495	2013
	Rate lock commitments	2,755,914		64,195		2013
	Interest rate swaps	77,276		1,411		Various
	Total derivative assets	$	8,072,790	$	69,030
	Liabilities (2)
	Forward agency and loan sales	4,346,181		69,807		2013
	Interest rate swaps	77,276		1,411		Various
	Total derivative liabilities	$	4,423,457	$	71,218
	December 31, 2012
	Assets (1)
	U.S. Treasury and euro dollar futures	$	11,778,600	$	2,203	2013
	Mortgage backed securities forwards	1,275,000		3,619		2013
	Rate lock commitments	5,149,891		86,200		2013
	Interest rate swaps	101,246		5,954		Various
	Total derivative assets	$	18,304,737	$	97,976
	Liabilities (2)
	Forward agency and loan sales	$	7,385,430	$	14,021	2013
	Interest rate swaps	101,246		5,954		Various
	Total derivative liabilities	$	7,486,676	$	19,975
	-1	Asset derivatives are included in "other assets" on the Consolidated Statements of Financial Condition.
	-2	Liability derivatives are included in "other liabilities" on the Consolidated Statements of Financial Condition.
	Customer initiated derivatives. Fee income on customer-initiated trading derivatives are earned from entering into various transactions at the request of the customer, primarily interest rate swap contracts. Fair values of customer-initiated derivative financial instruments represent the net unrealized gains or losses on such contracts and are recorded in the Consolidated Statement of Financial Condition in "other assets" and "other liabilities." Changes in fair value are recognized in "other non-interest income" on the Consolidated Statements of Income. There were no net gains (losses) recognized in income on customer-initiated derivative instruments as a component of other non-interest income for the three and nine months ended September 30, 2013 and 2012, respectively.
	The Company enters into legally enforceable master netting agreements which reduce risk by permitting the closeout and netting of transactions with the same counterparty upon the occurrence of certain events. A master netting agreement allows two counterparties, who have multiple derivative contracts with each other, the ability to net settle amounts under all contracts, including any related collateral posted, through a single payment and in a single currency. The rights of offset associated with the derivative assets and liabilities are subject to the provisions of collateral agreements, certain of which as applicable to the Company are unilateral and/or contain restrictions on minimum collateral.
	Collateral agreements require the counterparty to post, on a daily basis, collateral (typically cash or investment securities) equal to the Company’s net derivative receivable. For highly-rated counterparties, the agreements may include minimum dollar posting thresholds, but allow for the Company to call for immediate, full collateral coverage when credit-rating thresholds are triggered by counterparties. The Company’s collateral agreements contain provisions that require collateralization of the Company’s net liability derivative positions. Required collateral coverage is based on certain net liability thresholds. Under circumstances which constitute default under the agreements, the counterparties to the derivatives could request immediate full collateral coverage for derivatives in net liability positions. The Company's collateral agreements in which the collateral is restricted include provisions requiring unilateral funding of coverage for derivatives in net liability positions, as well as minimum collateral positions.
	The following tables present the derivatives subject to a master netting arrangement, including the cash pledged as collateral.
		September 30, 2013
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments			Cash Collateral		Net Amount
		(Dollars in thousands)
	Assets
	U.S. Treasury and euro dollar futures	$	8,004	$	1,980	$	6,024	$	—		$	5,095	$	929
	Mortgage backed securities forwards	79,905		—		79,905		—			77,410		2,495
	Forward agency and loan sales	1,088		1,088		—		—			—		—
	Rate lock commitments	65,700		1,505		64,195		—			—		64,195
	Interest rate swaps	3,649		—		3,649		—			2,238		1,411
	Total derivative assets	$	158,346	$	4,573	$	153,773	$	—		$	84,743	$	69,030
	Liabilities
	U.S. Treasury and euro dollar futures	$	1,980	$	1,980	$	—	$	—		$	—	$	—
	Forward agency and loan sales	70,895		1,088		69,807		—			—		69,807
	Rate lock commitments	1,505		1,505		—		—			—		—
	Interest rate swaps	1,411		—		1,411		—			—		1,411
	Total derivative liabilities	$	75,791	$	4,573	$	71,218	$	—		$	—	$	71,218
		December 31, 2012
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments			Cash Collateral		Net Amount
	(Dollars in thousands)
Assets
U.S. Treasury and euro dollar futures	$	36,801	$	5,076	$	31,725	$	15,006		$	14,516	$	2,203
Mortgage backed securities forwards	42,194		—		42,194		(4		)	38,579		3,619
Forward agency and loan sales	3,401		3,401		—		—			—		—
Rate lock commitments	86,286		86		86,200		—			—		86,200
Interest rate swaps	14,164		—		14,164		—			8,210		5,954
Total derivative assets	$	182,846	$	8,563	$	174,283	$	15,002		$	61,305	$	97,976
Liabilities
U.S. Treasury and euro dollar futures	$	5,076	$	5,076	$	—	$	—		$	—	$	—
Forward agency and loan sales	17,422		3,401		14,021		—			—		14,021
Rate lock commitments	86		86		—		—			—		—
Interest rate swaps	5,954		—		5,954		—			—		5,954
Total derivative liabilities	$	28,538	$	8,563	$	19,975	$	—		$	—	$	19,975
The Company pledged a total of $84.7 million and $76.3 million of investment securities and cash collateral to counterparties at September 30, 2013 and December 31, 2012, respectively, for derivative activities. The Company pledged $84.7 million and $61.3 million in cash collateral to counterparties at September 30, 2013 and December 31, 2012, respectively, and zero and $15.0 million in U.S. Treasury bonds at September 30, 2013 and December 31, 2012, respectively. The total collateral pledged is included in assets on the Consolidated Statements of Financial Condition.
Counterparty credit risk. The Bank is exposed to credit loss in the event of non-performance by the counterparties to its various derivative financial instruments. The Company manages this risk by selecting only well-established, financially strong counterparties, spreading the credit risk among such counterparties, and by placing contractual limits on the amount of unsecured credit risk from any single counterparty.

Federal_Home_Loan_Bank_Advance

Federal Home Loan Bank Advances	9 Months Ended
	Sep. 30, 2013
Advances from Federal Home Loan Banks [Abstract]
Federal Home Loan Bank Advances	Federal Home Loan Bank Advances
	The portfolio of Federal Home Loan Bank advances includes floating rate short-term daily adjustable advances and long-term fixed rate advances. The following is a breakdown of the advances outstanding.
		September 30, 2013						December 31, 2012
		Amount			Rate			Amount				Rate
		(Dollars in thousands)
	Short-term floating rate daily adjustable advances	$	7,598		0.45	%		$	280,000			0.5	%
	Long-term fixed rate term advances	2,900,000			3.3	%		2,900,000				3.3	%
	Total	$	2,907,598		3.29	%		$	3,180,000			3.8	%
		Three Months Ended September 30,							Nine Months Ended September 30,
		2013			2012				2013				2012
		(Dollars in thousands)
	Maximum outstanding at any month end	$	2,907,598		$	3,400,000			$	2,907,598			$	3,703,000
	Average outstanding balance	2,900,519			3,561,532				2,968,308				3,884,049
	Average remaining borrowing capacity	461,899			1,138,447				801,969				849,789
	Weighted-average interest rate	3.34		%	3.03		%		3.28		%		2.82		%
	The following outlines the Company’s FHLB advance final maturity dates.
		30-Sep-13			31-Dec-12
		(Dollars in thousands)
	2013	$	7,598		$	280,000
	2014	250,000			250,000
	2015	750,000			750,000
	2016	1,650,000			1,650,000
	2017	250,000			250,000
	Total	$	2,907,598		$	3,180,000
	At September 30, 2013, the Company had the authority and approval from the Federal Home Loan Bank to utilize a line of credit of up to $7.0 billion and the Company may access that line to the extent that collateral is provided. At September 30, 2013, the Company had $2.9 billion of advances outstanding and an additional $0.4 billion of collateralized borrowing capacity available at the FHLB. The advances are collateralized by non-delinquent single-family residential first mortgage loans, loans repurchased with government guarantees, certain other loans and investment securities.

LongTerm_Debt

Long-Term Debt	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]
Long-Term Debt	Long-Term Debt
	The Company sponsored nine trust subsidiaries which issued trust preferred securities to third party investors and loaned the proceeds to the Company in the form of junior subordinated notes included in long-term debt. The following table presents the outstanding balance on each junior subordinated note and related interest rates of the long-term debt as of the dates indicated.
		September 30, 2013				December 31, 2012
		(Dollars in thousands)
	Junior Subordinated Notes
	Floating 3 Month LIBOR (1)
	Plus 3.25%, matures 2032	$	25,774	3.5	%	$	25,774	3.56	%
	Plus 3.25%, matures 2033	25,774		3.52	%	25,774		3.59	%
	Plus 3.25%, matures 2033	25,780		3.5	%	25,780		3.56	%
	Plus 2.00%, matures 2035	25,774		2.27	%	25,774		2.34	%
	Plus 2.00%, matures 2035	25,774		2.27	%	25,774		2.34	%
	Plus 1.75%, matures 2035	51,547		2	%	51,547		2.06	%
	Plus 1.50%, matures 2035	25,774		1.77	%	25,774		1.84	%
	Plus 1.45%, matures 2037	25,774		1.7	%	25,774		1.76	%
	Plus 2.50%, matures 2037	15,464		2.75	%	15,464		2.81	%
	Subtotal	$	247,435			$	247,435
	Notes associated with consolidated VIEs
	HELOC securitizations
	Plus 0.23% (2), matures 2018	58,609				—
	Plus 0.16% (3), matures 2019	54,345				—
	Total long-term debt	$	360,389			$	247,435
	-1	The securities are currently callable by the Company.
	-2	The Notes will accrue interest at a rate equal to the least of (i) one-month LIBOR plus 0.23 percent (ii) the net weighted average coupon, and (iii) 16.00 percent.
	-3	The interest rate for the notes may adjust monthly and will be subject to (i) a cap based on the weighted average of the loan rates on the mortgage loans, minus the rates at which certain fees and expenses of the issuing entity are calculated and minus any required spread and adjusted for actual days and (ii) a fixed cap of 16.00 percent.
	At September 30, 2013 and December 31, 2012 the three-month LIBOR interest rate was 0.25 percent and 0.31 percent, respectively. At September 30, 2013, the one month LIBOR interest rate was 0.18 percent.
	Trust Preferred Securities
	The trust preferred securities outstanding mature 30 years from issuance and are callable by the Company. Interest on all junior subordinated notes related to trust preferred securities is payable quarterly. Under the terms of the related indentures, the Company may defer interest payments for up to 20 consecutive quarters without default or penalty. In January 2012, the Company exercised its contractual rights to defer its interest payments with respect to trust preferred securities. The payments are periodically evaluated and will be reinstated when appropriate, subject to the provisions of the Company's Supervisory Agreement.
	Notes Associated with Consolidated VIEs
	As previously discussed in Note 8 - Private-Label Securitization and Variable Interest Entities, the Company determined it was the primary beneficiary of VIEs associated with HELOC securitizations and such VIEs are therefore consolidated in the Consolidated Financial Statements. As of June 30, 2013, following the Assured Settlement Agreement, the Company reconsolidated the assets and liabilities associated with the HELOC securitization trusts, the proceeds of which were used by the trust to repay outstanding debt.
	The final legal maturities of the long-term debt associated with the VIEs are June 2018 and June 2019, respectively, however these debt agreements have contractual provisions that allow for the debt to be paid off based on the cash flows of the collateral. As of September 30, 2013, the Company's cash flow analysis indicated that the notes are estimated to be paid off by July 2015 for FSTAR 2005-1 (0.23 percent) and April 2016 for FSTAR 2006-2 (0.16 percent). The estimated maturity dates may change going forward as the inputs used (prepayments, defaults, etc.) for the cash flow analysis will likely change. The debt pays interest based on a spread over the 30-day LIBOR interest rate.

Representation_and_Warranty_Re

Representation and Warranty Reserve	9 Months Ended
	Sep. 30, 2013
Representation and Warranty Reserve Disclosures [Abstract]
Representation and Warranty Reserve	Representation and Warranty Reserve
	The following table shows the activity in the representation and warranty reserve.
			Three Months Ended September 30,						Nine Months Ended September 30,
			2013			2012			2013			2012
			(Dollars in thousands)
	Balance, beginning of period,		$	185,000		$	161,000		$	193,000		$	120,000
	Provision
		Charged to gain on sale for current loan sales	3,719			6,432			14,588			17,126
		Charged to representation and warranty reserve - change in estimate	5,205			124,492			51,541			231,058
		Total	8,924			130,924			66,129			248,184
	Charge-offs, net		(19,924		)	(89,924		)	(85,129		)	(166,184		)
	Balance, end of period		$	174,000		$	202,000		$	174,000		$	202,000
	The liability for representation and warranty reserve reflects management's best estimate of probable losses with respect to the Bank's representation and warranty on the mortgage loans it originates and sells into the secondary market. At the time a loan is sold, an estimate of the fair value of such loss associated with the mortgage loans is recorded in representation and warranty reserve in the Consolidated Statements of Financial Condition and charged against the net gain on loan sales in the Consolidated Statement of Operations at the time of the sale. The Company recognizes changes afterwards in the liability when additional relevant information becomes available. Changes in the estimate are recorded in representation and warranty reserve - change in estimate on the Consolidated Statement of Operations. Charge-offs are recorded in representation and warranty reserve on the Consolidated Statements of Financial Condition.
	The Company routinely obtains information from the GSEs regarding the historical trends of demand requests, and occasionally obtains information on anticipated future loan reviews and potential repurchase demand projections. The Company believes this information provides helpful but limited insight in anticipating GSE behavior, thus helping to better estimate future repurchase requests and validate representation and warranty assumptions. Estimating the balance of the representation and warranty reserve involves using assumptions regarding future repurchase request volumes, expected loss severity on these requests and claims appeal success rates. To assess the sensitivity of the representation and warranty reserve model to adverse changes, management periodically runs a sensitivity analysis using its reserve model by assuming hypothetical increases in the level of repurchase volume.
	Reserve levels are a function of expected losses based on actual pending and expected claims and repurchase requests, historical experience and loan volume. To the extent actual outcomes differ from management estimates, additional provisions could be required that could adversely affect operations or financial position in future periods.
	During the third quarter of 2013, the Company made enhancements to the assumptions of the repurchase and make-whole put-back mix based on recent behavior of the GSEs. In addition, the Company made enhancements to the loss severity rate assumptions for post 2008 vintages by taking into account Housing Price Index ("HPI") data as published by the Federal Housing Finance Agency to update LTVs along with leveraging data from the most recent 12 month of repossessed asset sales. The enhancements resulted in a net decrease in the representation and warranty reserve of $11.0 million.

Stockholders_Equity

Stockholders' Equity	9 Months Ended
	Sep. 30, 2013
Stockholders' Equity Note [Abstract]
Stockholders' Equity	Stockholders’ Equity
	Preferred Stock
	Preferred stock with a par value of $0.01 and a liquidation value of $1,000 and additional paid in capital attributable to preferred stock at September 30, 2013 is summarized as follows.
		Rate			Earliest		Shares	Preferred			Additional
					Redemption Date		Outstanding	Shares			Paid in
											Capital
		(Dollars in thousands)
	Series C Preferred Stock	5	%		January 31, 2012		266,657	$	3		$	264,723
	On December 18, 2012, the U.S. Treasury announced its intention to auction the Series C Preferred Stock issued and outstanding under the TARP Capital Purchase Program during 2013. On March 15, 2013, the U.S. Treasury announced that it had priced auctions for the preferred stock of several institutions, including the Company, which it had purchased in early 2009 through the TARP Capital Purchase Program. The auction closed on March 28, 2013. The U.S. Treasury also auctioned the Warrant, which closed on June 5, 2013, to purchase up to approximately 645,138 shares of Common Stock at an exercise price of $62.00 per share. The Series C Preferred Stock and Warrants are now held by unrelated third party investors and are no longer held by the U.S. government under the TARP Capital Purchase Program.
	Accumulated Other Comprehensive Income (Loss)
	The following table sets forth the components in accumulated other comprehensive income (loss) for each type of available-for-sale security.
		Pre-tax Amount				Income Tax (Expense) Benefit (1)		After-Tax Amount
		(Dollars in thousands)
	Accumulated other comprehensive income (loss)
	30-Sep-13
	Net unrealized gain on securities available-for-sale,
	U.S. government sponsored agencies	$	4,429			$	—	$	4,429
	Total net unrealized gain on securities available-for-sale	$	4,429			$	—	$	4,429
	31-Dec-12
	Net unrealized gain (loss) on securities available-for-sale,
	U.S. government sponsored agencies	$	2,389			$	—	$	2,389
	FSTAR 2006-1 securitization trust	(10,155		)		6,108		(4,047		)
	Total net unrealized gain (loss) on securities available-for-sale	$	(7,766	)		$	6,108	$	(1,658	)
	-1	The income tax benefit reflects the amount which existed at the time the Company established the valuation allowance for deferred securities that were held at the date disposed or matured.
	As of June 30, 2013, following the MBIA settlement, the Company collapsed the FSTAR 2006-1 mortgage securitization trust and transferred the loans associated with the mortgage securitization to its loans held-for-investment portfolio. The Company also recognized a tax benefit of $6.1 million during the second quarter 2013, representing the recognition of the residual tax effect associated with the previously unrealized losses on the FSTAR 2006-1 mortgage securitization trust recorded in other comprehensive income (loss).

Earnings_Per_Share

Earnings Per Share	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]
Earnings Per Share	Earnings Per Share
	Basic earnings per share, excluding dilution, is computed by dividing earnings available to common stockholders by the weighted average number of shares of Common Stock outstanding during the period. Diluted earnings per share reflects the potential dilution that could occur if securities or other contracts to issue Common Stock were exercised and converted into Common Stock or resulted in the issuance of Common Stock that could then share in the earnings of the Company.
	The following table sets forth the computation of basic and diluted earnings per share of Common Stock.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
		(Dollars in thousands, except per share data)
	Net income	$	14,272		$	81,110		$	105,082		$	161,187
	Less: preferred stock dividend/accretion	(1,449		)	(1,417		)	(4,336		)	(4,241		)
	Net income from continuing operations	12,823			79,693			100,746			156,946
	Deferred cumulative preferred stock dividends	(3,613		)	(3,481		)	(10,707		)	(10,294		)
	Net income applicable to Common Stock	$	9,210		$	76,212		$	90,039		$	146,652
	Weighted average shares
	Weighted average common shares outstanding	56,096			55,802			56,042			55,735
	Effect of dilutive securities
	Warrants	235			—			223			—
	Stock-based awards	210			431			194			349
	Weighted average diluted common shares	56,541			56,233			56,459			56,084
	Earnings per common share
	Net income applicable to Common Stock	$	0.16		$	1.37		$	1.61		$	2.63
	Effect of dilutive securities
	Warrants	—			—			(0.01		)	—
	Stock-based awards	—			(0.01		)	(0.01		)	(0.02		)
	Diluted earnings per share	$	0.16		$	1.36		$	1.59		$	2.61

StockBased_Compensation

Stock-Based Compensation	9 Months Ended
	Sep. 30, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Stock-Based Compensation	Stock‑Based Compensation
	Stock-Based Compensation
	During the three and nine months ended September 30, 2013, the Company recorded stock-based compensation expense of $1.1 million and $3.8 million, respectively, compared to $1.8 million and $5.3 million for the three and nine months ended September 30, 2012.
	Incentive Compensation Plans
	The Incentive Compensation Plans are administered by the compensation committee of the Company's board of directors. Each year, the compensation committee decides which employees of the Company will be eligible to participate in the plans. The Company had a reduction in expense of $2.1 million and a $14.0 million expense for the three and nine months ended September 30, 2013, respectively, compared to expenses of $8.4 million and $22.0 million for the three and nine months ended September 30, 2012, respectively.

Income_Taxes

Income Taxes	9 Months Ended
	Sep. 30, 2013
Income Tax Disclosure [Abstract]
Income Taxes	Income Taxes
	During 2009, the Company established a valuation allowance for its deferred tax assets, primarily due to significant cumulative pre-tax losses, economic uncertainties existing at that time and uncertainty regarding the amount of future taxable income that the Company could forecast.
	Management assesses the valuation allowance recorded against the deferred tax assets at each reporting period. The decision regarding the appropriateness of the allowance is subject to considerable judgment and requires an evaluation of all the positive and negative evidence existing at the end of such period. If based on such evidence it is more likely than not that all or a portion of the deferred tax asset will not be realized in future periods, a valuation allowance is required. At September 30, 2013, the Company continues to be in a three year cumulative loss position, which represents significant negative evidence and outweighs the existing positive evidence. As a result the Company continues to have a full valuation allowance established against its net deferred tax assets of $300.3 million and $341.9 million at September 30, 2013 and December 31, 2012, respectively. The Company will continue to regularly assess the realizability of its deferred tax assets. Changes in historical earnings performance and future earnings projections, among other factors, may cause the Company to adjust its valuation allowance, which will impact the Company's income tax expense in the period it determines that these factors have changes.
	The Company recognizes interest and penalties related to unrecognized tax benefits in income tax expense.
	The Company's effective tax rate differs from the statutory federal tax rate. The following is a summary of such differences.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
		(Dollars in thousands)
	Provision at statutory federal income tax rate (35%)	$	5,072		$	21,256		$	34,718		$	49,458
	Increases (decreases) resulting from
	Valuation allowance	(7,267		)	(21,155		)	(37,994		)	(50,613		)
	Residual tax effect associated with other comprehensive income	—			(19,880		)	(6,108		)	(19,880		)
	DOJ litigation settlement	1,820			—			3,280			280
	Other	595			(601		)	216			875
	Provision (benefit) at effective federal income tax rate	$	220		$	(20,380	)	$	(5,888	)	$	(19,880	)
	During the three months ended September 30, 2013, the net provision for federal income taxes as a percentage of pre-tax income was 1.5 percent, compared to a benefit of 33.6 percent for the three months ended September 30, 2012. During the nine months ended September 30, 2013, the net benefit for federal income taxes as a percentage of pre-tax income was 5.9 percent, compared to a benefit of 14.1 percent for the nine months ended September 30, 2012.

Regulatory_Matters_Regulatory_

Regulatory Matters Regulatory Capital Requirements	9 Months Ended
	Sep. 30, 2013
Regulatory Capital Requirements [Abstract]
Regulatory Capital Requirements	Note 18 — Regulatory Matters
	Regulatory Capital
	The Bank is subject to various regulatory capital requirements administered by the U.S. bank regulatory agencies. Failure to meet minimum capital requirements can initiate certain mandatory, and possibly additional discretionary actions by regulators that, if undertaken, could have a direct material effect on the Consolidated Financial Statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Bank must meet specific capital guidelines that involve quantitative measures of the Bank’s assets, liabilities, and certain off-balance-sheet items as calculated under regulatory accounting practices. The Bank’s capital amounts and classification are also subject to qualitative judgments by regulators about components, risk weightings, and other factors.
	Quantitative measures that have been established by regulation to ensure capital adequacy require the Bank to maintain minimum capital amounts and ratios (set forth in the table below). The Bank’s primary regulatory agency, the OCC, requires that the Bank maintain minimum ratios of tangible capital (as defined in the regulations) of 1.5 percent, Tier 1 capital to adjusted tangible assets and Tier 1 capital to risk-weighted assets of 4.0 percent, and total risk-based capital to risk-weighted assets of 8.0 percent. The Bank is also subject to prompt corrective action capital requirement regulations set forth by the FDIC. The FDIC requires the Bank to maintain minimum ratios of Tier 1 capital to adjusted tangible assets of 5.0 percent, Tier 1 capital to risk-weighted assets of 6.0 percent, and total risk-based capital to risk-weighted assets of 10.0 percent.
	To be categorized as "well capitalized," the Bank must maintain minimum total risk-based, Tier 1 risk-based, and Tier 1 leverage ratios as set forth in the table below, as of the date of filing of its quarterly report with the OCC. The Bank is considered “well capitalized” at both September 30, 2013 and December 31, 2012. There are no conditions or events since that notification that management believes have changed the Bank’s category.
		Actual				For Capital Adequacy Purposes				Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount		Ratio		Amount		Ratio
		(Dollars in thousands)
	30-Sep-13
	Tangible capital (to tangible assets)	$	1,402,423	11.98	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,402,423		11.98	%	$	468,345	4	%	$	585,432	5	%
	Tier 1 capital (to risk weighted assets)	1,402,423		26.57	%	211,130		4	%	316,695		6	%
	Total capital (to risk weighted assets)	1,470,060		27.85	%	422,260		8	%	527,825		10	%
	31-Dec-12
	Tangible capital (to tangible assets)	$	1,295,841	9.26	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,295,841		9.26	%	$	559,985	4	%	$	699,982	5	%
	Tier 1 capital (to risk weighted assets)	1,295,841		15.9	%	325,956		4	%	488,926		6	%
	Total capital (to risk weighted assets)	1,400,126		17.18	%	651,902		8	%	814,877		10	%
	N/A - Not applicable.
	Consent Order
	Effective October 23, 2012, the Bank's board of directors executed a Stipulation and Consent (the "Stipulation"), accepting the issuance of a Consent Order (the "Consent Order") by the OCC. The Consent Order replaces the supervisory agreement entered into between the Bank and the Office of Thrift Supervision (the "OTS") on January 27, 2010, which the OCC terminated simultaneous with issuance of the Consent Order. The Company is still subject to the Supervisory Agreement with the Federal Reserve (discussed below).
	Under the Consent Order, the Bank is required to adopt or review and revise various plans, policies and procedures related to, among other things, regulatory capital, enterprise risk management and liquidity. Specifically, under the terms of the Consent Order, the Bank's board of directors has agreed to, among other things, which include but not limited to the following:
	•	Review, revise, and forward to the OCC a written capital plan for the Bank covering at least a three-year period and establishing projections for the Bank's overall risk profile, earnings performance, growth expectations, balance sheet mix, off-balance sheet activities, liability and funding structure, capital and liquidity adequacy, as well as a contingency capital funding process and plan that identifies alternative capital sources should the primary sources not be available;
	•	Adopt and forward to the OCC a comprehensive written liquidity risk management policy that systematically requires the Bank to reduce liquidity risk; and
	•	Develop, adopt, and forward to the OCC a written enterprise risk management program that is designed to ensure that the Bank effectively identifies, monitors, and controls its enterprise-wide risks, including by developing risk limits for each line of business.
	Each of the plans, policies and procedures referenced above in the Consent Order, as well as any subsequent amendments or changes thereto, must be submitted to the OCC for a determination that the OCC has no supervisory objection to them. Upon receiving a determination of no supervisory objection from the OCC, the Bank must implement and adhere to the respective plan, policy or procedure. The foregoing summary of the Consent Order does not purport to be a complete description of all of the terms of the Consent Order, and is qualified in its entirety by reference to the copy of the Consent Order filed with the SEC as an exhibit to the Company's Current Report on Form 8-K filed on October 24, 2012.
	The Bank intends to address the banking issues identified by the OCC in the manner required for compliance by the OCC. There can be no assurance that the OCC will not provide substantive comments on the capital plan or other submissions that the Bank makes pursuant to the Consent Order that will have a material impact on the Company. The Company believes that the actions taken, or to be taken, to address the banking issues set forth in the Consent Order should, over time, improve its enterprise risk management practices and risk profile. For further information regarding the risks related to the Consent Order, please also refer to the section captioned "FORWARD-LOOKING STATEMENTS" below and the risk factors previously disclosed in Item 1A to Part I of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2012.
	Supervisory Agreement
	The Company is subject to the Supervisory Agreement, which will remain in effect until terminated, modified, or suspended in writing by the Federal Reserve. The failure to comply with the Supervisory Agreement could result in the initiation of further enforcement action by the Federal Reserve, including the imposition of further operating restrictions, and could result in additional enforcement actions against the Company. The Company has taken actions which it believes are appropriate to comply with, and intends to maintain compliance with, all of the requirements of the Supervisory Agreement.
	Pursuant to the Supervisory Agreement, the Company submitted a capital plan to the OTS, predecessor in interest to the Federal Reserve. In addition, the Company agreed to request prior non-objection of the Federal Reserve to pay dividends or other capital distributions; purchase, repurchase or redeem certain securities; and incur, issue, renew, roll over or increase any debt and enter into certain affiliate transactions. The Company also agreed to comply with restrictions on the payment of severance and indemnification payments, director and management changes and employment contracts and compensation arrangements. A complete description of all of the terms of the Supervisory Agreement and is qualified in its entirety by reference to the copy of the Supervisory Agreement filed with the SEC as an exhibit to the Company's Current Report on Form 8-K filed on January 28, 2010. For further information regarding the risks related to the Supervisory Agreement, please also refer to the section captioned "FORWARD-LOOKING STATEMENTS" below and the risk factors previously disclosed in Item 1A to Part I of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2012.
	Regulatory Developments
	Among the recent legislative and regulatory developments affecting the banking industry are evolving regulatory capital standards for banking organizations. These evolving standards include the so-called "Basel III" initiatives that are part of the effort by international banking supervisors to improve the ability of the banking sector to absorb shocks in periods of financial and economic stress and changes by the U.S. bank regulatory agencies to reduce the use of credit ratings in the rules governing regulatory capital.
	In December 2010, the Basel Committee released its final framework for strengthening international capital and liquidity regulation, now officially identified by the Basel Committee as "Basel III." Basel III, when implemented by the U.S. bank regulatory agencies and fully phased-in, will require U.S. banks to maintain substantially more capital, with a greater emphasis on common equity.
	In June 2012, the U.S. banking regulators adopted final market risk capital rules to implement the enhancements to the market risk framework adopted by the Basel Committee (commonly referred to as "Basel II.5"). The final rules were effective January 1, 2013 and, among other things, establish new stressed Value at Risk ("VaR") and incremental risk charges for covered trading positions and replace references to credit ratings in the market risk rules with alternative methodologies for assessing credit risk.
	In August 2012, the U.S. bank regulatory agencies requested comment on three sets of proposed rules that implement the Basel III capital framework. The first of the three rules addressed minimum capital requirements, regulatory capital, and additional capital “buffer standards to enhance the resilience of banking organizations to withstand periods of financial stress. The second set of rules proposed revisions to the methodologies for calculating risk-weighted assets incorporating aspects of the Basel II standardized approach and established alternative standards of creditworthiness in place of credit ratings. The final proposal included proposed changes to the U.S. bank regulatory agencies current advanced approaches risk-based capital rule.
	In July 2013, the U.S. bank regulatory agencies adopted an interim final rule ("the rule") that revises the risk-based and leverage capital requirements for banking organizations. The rule consolidates three separate notices of proposed rulemaking published in the Federal Register in August 2012, with selected changes. The rule implements a revised definition of regulatory capital, a new common equity tier 1 minimum capital requirement, and a higher minimum tier 1 capital requirement and requires new deductions from capital for investments in unconsolidated financial institutions, mortgage servicing assets and deferred tax assets that exceed specified thresholds. The rule incorporates these new requirements into the U.S. bank regulatory agencies prompt corrective action framework. In addition, the rule establishes limits on a banking organization's capital distributions and certain discretionary bonus payments if the banking organization does not hold a specified amount of common equity tier 1 capital in addition to the amount necessary to meet its minimum risk-based capital requirements. Further, the rule amends the methodologies for determining risk-weighted assets for all banking organizations. The rule also adopts changes to the U.S. bank regulatory agencies regulatory capital requirements that meet the requirements of section 171 and section 939A of the Dodd-Frank Wall Street Reform and Consumer Protection Act. The rule codifies the U.S. bank regulatory agencies regulatory capital rules, which have previously resided in various appendices to their respective regulations, into a harmonized integrated regulatory framework. In addition, the OCC is amending the market risk capital rule (market risk rule) to apply to Federal savings associations, and the Federal Reserve is amending the advanced approaches and market risk rules to apply to top-tier savings and loan holding companies domiciled in the United States, except for certain savings and loan holding companies that are substantially engaged in insurance underwriting or commercial activities. The mandatory compliance date is January 1, 2014 for advanced approaches banking organizations that are not savings and loan holding companies and January 1, 2015 for all other covered banking organizations with transitional provisions applicable to capital adjustments and deductions through December 31, 2017. Once fully phased in, the Basel III capital rules will significantly reduce the allowable amount of the fair value of MSRs and deferred tax assets included in Tier 1 capital.
	In October 2013, the OCC and Federal Reserve published a final rule that replaces their existing risk-based and leverage capital rules. The final rule is consistent with the interim final rule.
		Actual				For Capital Adequacy Purposes				Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount		Ratio		Amount		Ratio
		(Dollars in thousands)
	30-Sep-13
	Tangible capital (to tangible assets)	$	1,402,423	11.98	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,402,423		11.98	%	$	468,345	4	%	$	585,432	5	%
	Tier 1 capital (to risk weighted assets)	1,402,423		26.57	%	211,130		4	%	316,695		6	%
	Total capital (to risk weighted assets)	1,470,060		27.85	%	422,260		8	%	527,825		10	%
	31-Dec-12
	Tangible capital (to tangible assets)	$	1,295,841	9.26	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,295,841		9.26	%	$	559,985	4	%	$	699,982	5	%
	Tier 1 capital (to risk weighted assets)	1,295,841		15.9	%	325,956		4	%	488,926		6	%
	Total capital (to risk weighted assets)	1,400,126		17.18	%	651,902		8	%	814,877		10	%

Legal_Proceedings_Contingencie

Legal Proceedings, Contingencies and Commitments	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]
Legal Proceedings, Contingencies and Commitments	Legal Proceedings, Contingencies and Commitments
	Legal Proceedings
	The Company and certain subsidiaries are subject to various pending or threatened legal proceedings arising out of the normal course of business or operations. Although there can be no assurance as to the ultimate outcome of these proceedings, the Company, together with its subsidiaries, believes it has meritorious defenses to the claims presently asserted against the Company, including the matters described below. With respect to such legal proceedings, the Company intends to continue to defend itself vigorously, litigating or settling cases according to management's judgment as to the best interests of the Company and its stockholders.
	On at least a quarterly basis, the Company assesses the liabilities and loss contingencies in connection with pending or threatened legal proceedings utilizing the latest information available. The Company establishes reserves for legal claims and regulatory matters when the Company believes it is probable that a loss may be incurred and the amount of such loss can be reasonably estimated. Once established, accrued reserves are adjusted from time to time, as appropriate, in light of additional information.
	Resolutions of legal claims are inherently dependent on the specific facts and circumstances of each specific case; therefore the actual costs of resolving these claims may be substantially higher or lower than the amounts reserved. Based on current knowledge, and after consultation with legal counsel, management believes that current reserves are adequate and the amount of any incremental liability that may arise is not expected to have a material adverse effect on the Consolidated Financial Statements. Certain legal claims considered by the Company in its analysis of the sufficiency of its related reserves include the following.
	DOJ Litigation Settlement
	In February 2012, the Company announced that the Bank had entered into the DOJ Agreement for $133.0 million relating to certain underwriting practices associated with loans insured by FHA. Pursuant to the DOJ Agreement, the Bank agreed to:
	•	Comply with all applicable HUD and FHA rules related to the continued participation in the direct endorsement lender program;
	•	Make an initial payment of $15.0 million within 30 business days of the effective date of the DOJ Agreement (which was paid on April 3, 2012);
	•	Make the Additional Payments of approximately $118.0 million, the payment of which is contingent only upon the occurrence of certain future events; and
	•	Complete a monitoring period by an independent third party chosen by the Bank and approved by HUD.
	Subject to the Bank's full compliance with the terms of the DOJ Agreement, the government agreed to:
	•	Immediately release the Bank and all of the current and former officers, directors, employees, affiliates and assigns from any civil or administrative claim it has or may have under various federal laws, the common law or equitable theories of fraud or mistake of fact in connection with the mortgage loans the Bank endorsed for FHA insurance during the period January 1, 2002 to the date of the DOJ Agreement (the "Covered Period");
	•	Not refuse to pay any insurance claim or seek indemnification or other relief in connection with the mortgage loans the Bank endorsed for FHA insurance during the Covered Period but for which no claims have yet been paid on the basis of the conduct alleged in the complaint or referenced in the DOJ Agreement; and
	•	Not seek indemnification or other relief in connection with the mortgage loans the Bank endorsed for FHA insurance during the Covered Period and for which HUD has paid insurance claims on the basis of the conduct alleged in the complaint or referenced in the DOJ Agreement.
	The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. As of September 30, 2013, the Bank has accrued $28.5 million, which represents the fair value of the Additional Payments. See Note 3 - Fair Value Measurements, for further information on the fair value of the DOJ litigation settlement. Other than as set forth above, the DOJ Agreement does not have any effect on FHA insured loans in the Company's portfolio, including loans classified as loans repurchased with government guarantees as discussed in Note 6 - Loans Repurchased with Government Guarantees. The Company believes that such loans retain FHA insurance, and the Company continues to process such loans for insurance claims in the normal course and to receive payments thereon from the FHA. Based on the experience subsequent to the Bank's agreement with the DOJ, the Company believes that such claims are not subject to denial or dispute other than in the normal course of processing insurance claims.
	Mortgage-Related Litigation, Regulatory and Other Matters
	Regulatory Matters
	From time to time, governmental agencies conduct investigations or examinations of various mortgage related practices of the Bank. Ongoing investigations relate to whether the Bank has properly complied with laws or regulations relating to mortgage origination or servicing practices and to whether its practices with regard to servicing residential first mortgage loans are adequate. The Bank is cooperating with such agencies and providing information as requested. In addition, the Bank has routinely been named in civil actions throughout the country by borrowers and former borrowers relating to the origination, purchase, sale and servicing of mortgage loans.
	Repurchase Demands and Indemnification Claims
	In the normal course of its operations, the Bank receives repurchase and indemnification demands from counterparties involved with the purchase of residential first mortgages for alleged breaches of representations and warranties. The Bank establishes a representation and warranty reserve in connection with the estimated potential liability for such potential demands.
	In 2009 and 2010, the Bank received repurchase demands from Assured with respect to HELOCs that were sold by the Bank in connection with the HELOC securitizations. Assured is the note insurer of the HELOC securitizations. In April 2011, Assured filed a lawsuit against the Bank in the U.S. District Court for the Southern District of New York, alleging a breach of various loan level representations and warranties and seeking relief for breach of contract, as well as full indemnification and reimbursement of amounts that it had paid under the insurance policies, plus interest and costs. Assured sought $111.0 million in damages. In March 2012, the Court dismissed Assured's claims for indemnification and reimbursement, but allowed the case to proceed on the breach of contract claims related to the Bank's repurchase obligations. The Court issued a memorandum opinion in September 2012, supporting and explaining the Court's March decision. In February 2013, following a bench trial, the Court issued a decision in favor of Assured and awarded it $89.2 million, plus contractual interest and attorneys' fees and costs. On April 1, 2013, the Court issued a final judgment against the Company for a total of $106.5 million, consisting of $90.7 million in damages plus $15.9 million in pre-judgment interest. The Bank filed a notice of appeal later that month. The Court subsequently issued a memorandum order, in which the Court reserved the decision regarding the amount of attorneys' fees to which Assured is entitled until after the appeals process concludes. On June 21, 2013, the Bank entered into an agreement with Assured to settle this lawsuit and the Bank's pending appeal. Pursuant to the terms of the Assured Settlement Agreement, Assured's judgment against the Bank has been deemed fully satisfied, the Bank's appeal has been dismissed, and, among other consideration and transaction provisions, the Bank has paid Assured $105.0 million during the second quarter 2013. In addition, the Bank has assumed responsibility for future payments due by Assured to noteholders in the HELOC securitization trust, and will receive future reimbursements for claims paid to which Assured would otherwise have been entitled. As a result, the Bank recorded a $49.1 million gain during the second quarter 2013, arising from the reconsolidation of the net fair value of the assets and liabilities in the HELOC securitization trusts on the Consolidated Financial Statements and the reversal of related reserves for pending and threatened litigation.
	Also in May 2010, the Bank received repurchase demands from MBIA with respect to closed-end, fixed and adjustable second mortgage loans that were sold by the Bank in connection with its non-agency second mortgage loan securitizations. MBIA is the note insurer of each of the two second mortgage loan securitizations. On January 11, 2013, MBIA filed a complaint against the Bank in the U.S. District Court for the Southern District of New York, alleging a breach of various loan level representations and warranties and seeking relief for breach of contract, as well as full indemnification and reimbursement of amounts that it has paid and will pay under the respective insurance policies, plus interest and costs. MBIA alleged damages to date of $165.0 million and unspecified future damages. In March 2013, the Bank filed a motion to dismiss, and MBIA filed a motion for partial summary judgment on the basis of collateral estoppel. On May 2, 2013, the Bank entered into an agreement with MBIA to settle the lawsuit. Pursuant to the terms of the MBIA Settlement Agreement, MBIA has dismissed the lawsuit against the Bank and in exchange, among other consideration and transaction provisions, the Bank has paid MBIA $110.0 million. As a result of the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization, which was recorded as available-for-sale investment securities, was collapsed and the Company then transferred the loans associated with the securitization to its loans held-for-investment portfolio at fair value and dissolved the FSTAR 2006-1 mortgage securitization trust. As a result, the Company recognized a $4.9 million loss during the second quarter 2013.
	Other Matters
	In May 2012, the Bank and its subsidiary, Flagstar Reinsurance Company, were named as defendants in a putative class action lawsuit filed in the U.S. District Court for the Eastern District of Pennsylvania, alleging a violation of Section 2607 of the Real Estate Settlement Procedures Act ("RESPA"). Section 2607(a) of RESPA generally prohibits anyone from "accept[ing] any fee, kickback or thing of value pursuant to any agreement or understanding, oral or otherwise, that business related incident to or part of a real estate settlement service involving a federally related mortgage loan shall be referred to any person." Section 2607(b) of RESPA also prohibits anyone from "accept[ing] any portion, split, or percentage of any charge made or received for the rendering of a real estate settlement service in connection with a federally related mortgage loan other than for services actually performed." The lawsuit specifically alleges that the Bank and Flagstar Reinsurance Company violated Section 2607 of RESPA through a captive reinsurance arrangement involving (i) allegedly illegal payments to Flagstar Reinsurance Company for the referral of private mortgage insurance business from the Bank to private mortgage insurers to Flagstar Reinsurance Company and (ii) Flagstar Reinsurance Company's purported receipt of an unlawful split of private mortgage insurance premiums. In January 2013, the plaintiffs filed a First Amended Complaint identifying new plaintiffs. On June 27, 2013, the court denied the Bank's and Flagstar Reinsurance's motion to dismiss the First Amended Complaint based upon the statute of limitations and equitable tolling. The parties are in the process of completing limited discovery. At the conclusion of the limited discovery, the Court said it would entertain dispositive motions, and the Company intends to re-file a motion to dismiss the First Amended Complaint.
	On August 15, 2013, shareholder Kenneth Taylor filed a derivative action in the Circuit Court of Oakland County, Michigan against several current and former members of the Company's Board of Directors and executive officers, including Joseph Campanelli, Michael Tierney, Paul Borja, Todd McGowan, Daniel Landers, Matthew Kerin, Walter Carter, Gregory Eng, Jay Hansen, David Matlin, James Ovenden, Mark Patterson, Michael Shonka, and David Treadwell. The lawsuit requests unspecified monetary damages and purports to seek to remedy defendants’ alleged breaches of fiduciary duties and unjust enrichment from 2011 to present, focusing on the events leading up to the Company's February 24, 2012 settlement with the U.S. Department of Justice, as well as the settlement itself. Defendants’ Answer or responsive pleading is currently due on November 27, 2013. On October 23, 2013, shareholder Joel Rosenfeld filed a second derivative action in the same court. Focusing on the February 24, 2012 settlement with the DOJ and the Company's prior litigation with Assured Guaranty, the Rosenfeld action alleges very similar claims to those alleged in the Taylor action. It also names the same defendants and seeks similar damages. It is the Company’s understanding a motion will be made to consolidate the two actions.
	Litigation Accruals and Other Possible Contingent Liabilities
	When establishing an accrual for contingent liabilities, the Company determines a range of potential losses for each matter that is probable to result in a loss and where the amount of the loss can be reasonably estimated. The Company then records the amount it considers to be the best estimate within the range. As of September 30, 2013, the Company's total accrual for contingent liabilities was $31.7 million, which includes the accruals for the DOJ Agreement and pending cases. There may be further losses that could arise, the occurrence of which is not probable (but is reasonably possible), or the amount of which is not reasonably estimable; in either case, such losses are not included in the accrual for contingent liabilities. It is possible that the ultimate resolution of those matters, or one or more other unexpected future developments, could result in a loss or losses that, individually or in the aggregate, may be material to the Company's results of operations, or cash flows, for the relevant period(s).
	Contingencies and Commitments
	A summary of the contractual amount of significant commitments is as follows.
		September 30, 2013		December 31, 2012
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	2,755,914	$	5,149,891
	HELOC	64,193		53,276
	Other	7,467		7,042
	Standby and commercial letters of credit	7,503		66,005
	Commitments to extend credit are agreements to lend funds or provide liquidity subject to specific contractual conditions. Since many of these commitments expire without being drawn upon, the total commitment amounts do not necessarily represent future cash flow requirements. The Company sold $63.0 million of Northeast-based commercial letters of credit, during the first quarter 2013, related to the sale of commercial loans associated with the CIT Agreement.
	The Company enters into forward contracts for the future delivery or purchase of agency and loan sale contracts. These contracts are considered to be derivative instruments under U.S. GAAP. Changes to the fair value of these forward loan sales as a result of changes in interest rates are recorded on the Consolidated Statements of Financial Condition as an other asset. Further discussion on derivative instruments is included in Note 10 - Derivative Financial Instruments.
	The Company has unfunded commitments under its contractual arrangement with the HELOC securitization trusts to fund future advances on the underlying HELOC. Refer to further discussion of this issue as presented in Note 8 – Private-label Securitization and Variable Interest Entities.
	Standby and commercial letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. Standby letters of credit generally are contingent upon the failure of the customer to perform according to the terms of the underlying contract with the third party, while commercial letters of credit are issued specifically to facilitate commerce and typically result in the commitment being drawn on when the underlying transaction is consummated between the customer and the third party.
	For information regarding the representation and warranty reserve, see Note 13 - Representation and Warranty Reserve.

Segment_Information

Segment Information	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]
Segment Information	Segment Information
	The Company's operations are conducted through three operating segments: Mortgage Banking, Community Banking and Other, which includes the remaining reported activities. Operating segments are defined as components of an enterprise that engage in business activity from which revenues are earned and expenses incurred for which discrete financial information is available that is evaluated regularly by executive management in deciding how to allocate resources and in assessing performance. The operating segments have been determined based on the products and services offered and reflect the manner in which financial information is currently evaluated by management. Each segment operates under the same banking charter, but is reported on a segmented basis for this report. Each of the operating segments is complementary to each other and because of the interrelationships of the segments, the information presented is not indicative of how the segments would perform if they operated as independent entities. Certain prior period amounts have been reclassified to conform to current year presentation.
	In late 2012, the Company reorganized the way its operations are managed. The segments are based on an internally-aligned segment leadership structure, which is how the results are monitored and performance assessed. The three operating segments are organized in a combination of the business model and the services provide a competitive advantage that supports revenue and earnings. The business model emphasizes the delivery of a complete set of mortgage and banking products and services, and is distinguished by local delivery, customer service and product pricing.
	Revenues are comprised of net interest income (before the provision for loan losses) and non-interest income. Non-interest expenses are fully allocated to each operating segment. Allocation methodologies are subject to periodic adjustment as the internal management accounting system is revised and the business or product lines within the segments change. Also, because the development and application of these methodologies is a dynamic process, the financial results presented may be periodically revised.
	The Mortgage Banking segment originates, acquires, sells and services mortgage loans. The origination and acquisition of mortgage loans comprises the majority of the lending activity. Mortgage loans are originated through home lending centers, national call centers, the Internet and unaffiliated banks and mortgage banking and brokerage companies, where the net interest income and the gains from sales associated with these loans are recognized in the Mortgage Banking segment. Also, the Mortgage Banking segment service mortgage loans for others and sells MSRs into the secondary market.
	The Community Banking segment originates loans, deposits and fee based services to consumer, business and mortgage lending customers through its Branch Banking, Business and Commercial Banking, Government Banking, and Warehouse Lending groups. Products offered through these teams include checking accounts, savings accounts, money market accounts, certificates of deposit, investment and insurance services consumer loans, commercial loans and warehouse lines of credit. Other financial services available to consumer and commercial customers include lines of credit, revolving credit, customized treasury management solutions, equipment leasing, inventory and accounts receivable lending and capital markets services such as interest rate risk protection products.
	The Other segment includes the funding revenue associated with stockholders' equity, the impact of interest rate risk management, the impact of balance sheet funding activities, changes or credits of an unusual or infrequent nature that are not reflective of the normal operations of the operating segments and miscellaneous other expenses of a corporate nature. In addition, the Other segment includes revenue and expenses related to treasury and corporate assets, liabilities and equity not directly assigned or allocated to the Community Banking or Mortgage Banking operating segments.
	The following table presents financial information by business segment for the periods indicated.
		Three Months Ended September 30, 2013
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	40,150		$	25,489		$	(22,954	)	$	42,685
	Net gain on loan sales	74,968			105			—			75,073
	Representation and warranty reserve - change in estimate	(5,205		)	—			—			(5,205		)
	Other non-interest income	52,837			9,340			2,251			64,428
	Total net interest income and non-interest income	162,750			34,934			(20,703		)	176,981
	Provision for loan losses	2,290			(6,343		)	—			(4,053		)
	Asset resolution	(14,091		)	(2,204		)	—			(16,295		)
	Depreciation and amortization expense	(1,792		)	(1,024		)	(2,742		)	(5,558		)
	Other non-interest expense	(96,173		)	(36,278		)	(4,132		)	(136,583		)
	Total non-interest expense	(109,766		)	(45,849		)	(6,874		)	(162,489		)
	Income (loss) before federal income taxes	$	52,984		$	(10,915	)	$	(27,577	)	$	14,492
	Benefit for federal income taxes	—			—			(220		)	(220		)
	Net income (loss)	$	52,984		$	(10,915	)	$	(27,797	)	$	14,272
	Average balances
	Loans held-for-sale	$	2,145,245		$	11,721		$	—		$	2,156,966
	Loans held-for-investment	2,902,511			981,358			166,751			4,050,620
	Total assets	7,381,508			1,327,466			3,630,545			12,339,519
	Interest-bearing deposits	—			5,887,049			19,949			5,906,998
		Three Months Ended September 30, 2012
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	49,054		$	40,385		$	(16,360	)	$	73,079
	Net gain on loan sales	334,248			179			—			334,427
	Representation and warranty reserve - change in estimate	(124,492		)	—			—			(124,492		)
	Other non-interest income	46,595			11,164			6,043			63,802
	Total net interest income and non-interest income	305,405			51,728			(10,317		)	346,816
	Provision for loan losses	(50,785		)	(1,810		)	—			(52,595		)
	Asset resolution	(12,853		)	366			—			(12,487		)
	Depreciation and amortization expense	(1,630		)	(917		)	(2,705		)	(5,252		)
	Other non-interest expense	(148,968		)	(46,258		)	(20,526		)	(215,752		)
	Total non-interest expense	(214,236		)	(48,619		)	(23,231		)	(286,086		)
	Income (loss) before federal income taxes	$	91,169		$	3,109		$	(33,548	)	$	60,730
	Provision for federal income taxes	—			—			20,380			20,380
	Net income (loss)	$	91,169		$	3,109		$	(13,168	)	$	81,110
	Average balances
	Loans held-for-sale	$	3,301,860		$	—		$	—		$	3,301,860
	Loans held-for-investment	3,387,490			3,138,425			7,654			6,533,569
	Total assets	9,683,973			3,279,824			2,193,328			15,157,125
	Interest-bearing deposits	—			6,655,728			271,914			6,927,642
		Nine Months Ended September 30, 2013
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	125,904		$	84,412		$	(64,868	)	$	145,448
	Net gain on loan sales	357,009			395			—			357,404
	Representation and warranty reserve - change in estimate	(51,541		)	—			—			(51,541		)
	Other non-interest income	159,908			29,427			44,000			233,335
	Total net interest income and non-interest income	591,280			114,234			(20,868		)	684,646
	Provision for loan losses	(33,471		)	(22,559		)	—			(56,030		)
	Asset resolution	(47,208		)	(1,461		)	8			(48,661		)
	Depreciation and amortization expense	(5,270		)	(2,961		)	(7,709		)	(15,940		)
	Other non-interest expense	(321,323		)	(130,375		)	(13,123		)	(464,821		)
	Total non-interest expense	(407,272		)	(157,356		)	(20,824		)	(585,452		)
	Income (loss) before federal income taxes	184,008			(43,122		)	(41,692		)	99,194
Benefit for federal income taxes	—			—			5,888			5,888
Net income (loss)	$	184,008		$	(43,122	)	$	(35,804	)	$	105,082
Average balances
Loans held-for-sale	$	2,575,561		$	220,251		$	—		$	2,795,812
Loans held-for-investment	3,102,363			1,299,410			61,419			4,463,192
Total assets	8,238,110			1,743,516			3,011,096			12,992,722
Interest-bearing deposits	—			6,436,520			21,309			6,457,829
	Nine Months Ended September 30, 2012
	Mortgage Banking			Community Banking			Other			Total
Summary of Operations	(Dollars in thousands)
Net interest income (loss)	$	145,026		$	113,413		$	(35,149	)	$	223,290
Net gain on loan sales	751,426			519			—			751,945
Representation and warranty reserve - change in estimate	(231,058		)	—			—			(231,058		)
Other non-interest income	168,330			31,043			15,188			214,561
Total net interest income and non-interest income	833,724			144,975			(19,961		)	958,738
Provision for loan losses	(181,123		)	(44,573		)	—			(225,696		)
Asset resolution	(63,974		)	(6,134		)	—			(70,108		)
Depreciation and amortization expense	(4,607		)	(2,816		)	(7,351		)	(14,774		)
Other non-interest expense	(330,655		)	(138,112		)	(38,086		)	(506,853		)
Total non-interest expense	(580,359		)	(191,635		)	(45,437		)	(817,431		)
Income (loss) before federal income taxes	253,365			(46,660		)	(65,398		)	141,307
Provision for federal income taxes	—			—			19,880			19,880
Net income (loss)	$	253,365		$	(46,660	)	$	(45,518	)	$	161,187
Average balances
Loans held-for-sale	$	2,892,439		$	—		$	—		$	2,892,439
Loans held-for-investment	3,635,764			2,939,249			8,627			6,583,640
Total assets	9,553,388			3,054,209			2,020,599			14,628,196
Interest-bearing deposits	—			6,532,189			278,532			6,810,721

Basis_of_Presentation_Accounti1

Basis of Presentation, Accounting Policies and Recent Developments (Policies)	9 Months Ended
	Sep. 30, 2013
Accounting Policies [Abstract]
Variable Interest Entities	Variable Interest Entities
	The accompanying unaudited consolidated financial statements include variable interest entities ("VIEs") in which the Company has determined to have a controlling financial interest. The Company consolidates a VIE if it has: (i) a variable interest in the entity; (ii) the power to direct activities of the VIE that most significantly impact the entity's economic performance; and (iii) the obligation to absorb losses of the entity or the right to receive benefits from the entity that could potentially be significant to the VIE (i.e., the Company is considered to be the primary beneficiary). Variable interests can include equity interests, subordinated debt, derivative contracts, leases, service agreements, guarantees, standby letters of credit, loan commitments, and other contracts, agreements and financial instruments.
	A VIE is an entity that lacks equity investors or whose equity investors do not have a controlling financial interest in the entity through their equity investments. The entity that has a controlling financial interest in a VIE is referred to as the primary beneficiary and consolidates the VIE. On a quarterly basis, the Company will reassesses whether it has a controlling financial interest in and is the primary beneficiary of a VIE. The quarterly reassessment process considers whether the Company has acquired or divested the power to direct the activities of the VIE through changes in governing documents or other circumstances.
	The reassessment also considers whether the Company has acquired or disposed of a financial interest that could be significant to the VIE, or whether an interest in the VIE has become significant or is no longer significant. The consolidation status of the VIEs with which the Company is involved may change as a result of such reassessments. Changes in consolidation status are applied prospectively, with assets and liabilities of a newly consolidated VIE initially recorded at fair value. A gain or loss may be recognized upon deconsolidation of a VIE depending on the carrying amounts of deconsolidated assets and liabilities compared to the fair value of retained interests and ongoing contractual arrangements. The Company primarily uses VIEs for its securitization activities, in which the Company transfers whole loans or debt securities into a trust or other vehicle such that the assets are legally isolated from the creditors of the Company. Assets held in a trust can only be used to settle obligations of the trust. The creditors of these trusts typically have no recourse to the Company except in accordance with the Company's obligations under standard representations and warranties. When the Company is the servicer of whole loans held in a securitization trust, including home equity loans, the Company has the power to direct the most significant activities of the trust. The Company does not have the power to direct the most significant activities of a residential mortgage agency trust unless the Company holds substantially all of the issued securities and has the unilateral right to liquidate the trust. The Company consolidates a whole-loan securitization trust if it has the power to direct the most significant activities and also holds securities issued by the trust or has other contractual arrangements, other than standard representations and warranties, which could potentially be significant to the trust.
Recently Adopted Accounting Standards	Recently Issued Accounting Pronouncements
	From time to time, new accounting pronouncements are issued by the Financial Accounting Standards Board ("FASB") or other standard setting bodies that are adopted by the Company as of the specified effective date. Unless otherwise discussed, the impact of recently issued standards that are not yet effective will not have a material impact on the Consolidated Financial Statements or the Notes thereto or results of operations upon adoption.
	In February 2013, the FASB issued Accounting Standards Update ("ASU") No. 2013-04, "Liabilities (Topic 405): Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation Is Fixed at the Reporting Date." The guidance requires an entity to measure obligations resulting from joint and several liability arrangements for which the total amount of the obligation within the scope of this guidance is fixed at the reporting date, as the sum of (a) the amount the reporting entity agreed to pay on the basis of its arrangement among its co-obligors and (b) any additional amount the reporting entity expects to pay on behalf of its co-obligors. The guidance also requires an entity to disclose the nature and amount of the obligation as well as other information about those obligations. This guidance is effective retrospectively, for annual and interim periods, beginning after December 15, 2013. The adoption of the guidance is not expected to have a material impact on the Consolidated Financial Statements or the Notes thereto.
	In July 2013, the FASB issued ASU No. 2013-11, "Income Taxes (Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists." The guidance requires an unrecognized tax benefit, or a portion of an unrecognized tax benefit, to be presented in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward. To the extent a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. This guidance is effective prospectively, for annual and interim periods, beginning after December 15, 2013. The adoption of the guidance is not expected to have a material impact on the Consolidated Financial Statements or the Notes thereto.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2013
Fair Value Disclosures [Abstract]
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	The following tables present the financial instruments carried at fair value as of September 30, 2013 and December 31, 2012, by caption on the Consolidated Statement of Financial Condition and by level in the valuation hierarchy.
		Level 1				Level 2				Level 3				Total  Fair
														Value
	September 30, 2013	(Dollars in thousands)
	Trading securities
	U.S. Treasury bonds	$	50,053			$	—			$	—			$	50,053
	Investment securities available-for-sale
	U.S. government sponsored agencies	474,681				—				—				474,681
	Municipal obligations	—				20,742				—				20,742
	Loans held-for-sale
	Residential first mortgage loans	—				1,826,060				—				1,826,060
	Loans held-for-investment
	Residential first mortgage loans	—				19,276				—				19,276
	Second mortgage loans	—				—				69,259				69,259
	HELOC loans	—				—				161,762				161,762
	Mortgage servicing rights	—				—				797,029				797,029
	Derivative assets
	U.S. Treasury futures	929				—				—				929
	Forward agency and loan sales	2,495				—				—				2,495
	Rate lock commitments	—				—				64,195				64,195
	Interest rate swaps	—				1,411				—				1,411
	Total derivative assets	3,424				1,411				64,195				69,030
	Total assets at fair value	$	528,158			$	1,867,489			$	1,092,245			$	3,487,892
	Derivative liabilities
	Agency forwards	—				(69,807		)		—				(69,807		)
	Interest rate swaps	—				(1,411		)		—				(1,411		)
	Total derivative liabilities	—				(71,218		)		—				(71,218		)
	Warrant liabilities	—				(8,232		)		—				(8,232		)
	Long-term debt	—				—				(112,954		)		(112,954		)
	DOJ litigation	—				—				(28,470		)		(28,470		)
	Total liabilities at fair value	$	—			$	(79,450	)		$	(141,424	)		$	(220,874	)
		Level 1				Level 2				Level 3				Total  Fair
														Value
	December 31, 2012	(Dollars in thousands)
	Trading securities
	U.S. Treasury bonds	$	170,086			$	—			$	—			$	170,086
	Investment securities available-for-sale
	Mortgage securitization	—				—				91,117				91,117
	U.S. government sponsored agencies	79,717				—				—				79,717
	Municipal obligations	—				13,611				—				13,611
	Loans held-for-sale
	Residential first mortgage loans	—				2,865,696				—				2,865,696
	Loans held-for-investment
	Residential first mortgage loans	—				20,219				—				20,219
	Transferors' interest	—				—				7,103				7,103
	Mortgage servicing rights	—				—				710,791				710,791
	Derivative assets
	U.S. Treasury futures	2,203				—				—				2,203
	Rate lock commitments	—				—				86,200				86,200
	Agency forwards	3,618				—				—				3,618
	Interest rate swaps	—				5,813				—				5,813
	Total derivative assets	5,821				5,813				86,200				97,834
	Total assets at fair value	$	255,624			$	2,905,339			$	895,211			$	4,056,174
	Derivative liabilities
	Forward agency and loan sales	$	—			$	(14,021	)		$	—			$	(14,021	)
	Interest rate swaps	—				(5,813		)		—				(5,813		)
	Total derivative liabilities	—				(19,834		)		—				(19,834		)
	Warrant liabilities	—				(11,346		)		—				(11,346		)
	DOJ litigation	—				—				(19,100		)		(19,100		)
	Total liabilities at fair value	$	—			$	(31,180	)		$	(19,100	)		$	(50,280	)
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation	The tables below include a roll forward of the Consolidated Statement of Financial Condition amounts for the three and nine months ended September 30, 2013 and 2012 (including the change in fair value) for financial instruments classified by the Company within Level 3 of the valuation hierarchy.
					Recorded in Earnings						Recorded in OCI
	Three Months Ended September 30, 2013	Balance at			Total Unrealized Gains / (Losses)			Total Realized Gains / (Losses)			Total Unrealized Gains / (Losses)			Purchases			Sales			Settlements			Transfers In (Out)		Balance at			Unrealized Gains / (Losses) Held at End of Period (4)
		Beginning of																							End of
		Period																							Period
	Assets	(Dollars in thousands)
	Loans held-for-investment
	Second mortgage loans	$	73,327		$	1,548		$	265		$	—		$	—		$	—		$	(5,881	)	$	—	$	69,259		$	14,192
	HELOC loans	170,507			526			2,750			—			96			—			(12,118		)	—		161,761			16,020
	Mortgage servicing rights	729,019			169			—			—			86,109			—			(18,268		)	—		797,029			(67		)
	Derivative financial instruments
	Rate lock commitments	$	(23,746	)	$	32,390		—			—			$	75,433		$	(16,804	)	$	(3,078	)	—		64,195			37,441
	Totals	$	949,107		$	34,633		$	3,015		$	—		$	161,638		$	(16,804	)	$	(39,345	)	$	—	$	1,092,244		$	67,586
	Liabilities
	Long-term debt	$	(119,980	)	$	—		$	(5,139	)	$	—		$	—		$	—		$	12,165		$	—	$	(112,954	)	$	—
	DOJ litigation	(23,270		)	—			(5,200		)	—			—			—			—			—		(28,470		)	—
	Totals	$	(143,250	)	$	—		$	(10,339	)	$	—		$	—		$	—		$	12,165		$	—	$	(141,424	)	$	—
	Three Months Ended September 30, 2012
	Investment securities available-for-sale (1)(2)(3)
	Non-agency CMOs	$	204,326		$	—		$	—		$	—		$	—		$	(204,326	)	$	—		$	—	$	—		$	—
	Mortgage securitization	100,306			—			—			400			—			(4,598		)	—			—		96,108			—
	Loans held-for-investment
	Transferors' interest	7,660			75			(118		)	—			—			—			—			—		7,617			75
	Mortgage servicing rights	638,865			(28,762		)	—			—			131,837			(9,589		)	(45,552		)	—		686,799			44,141
	Derivative financial instruments
	Rate lock commitments	132,388			255,947			—			—			287,537			(344,909		)	(100,913		)	—		230,050			85,980
	Totals	$	1,083,545		$	227,260		$	(118	)	$	400		$	419,374		$	(563,422	)	$	(146,465	)	$	—	$	1,020,574		$	130,196
	Liabilities
	DOJ litigation	$	(19,100	)	$	—		$	—		$	—		$	—		$	—		$	—		$	—	$	(19,100	)	$	—
					Recorded in Earnings						Recorded in OCI
	Nine Months Ended	Balance at			Total Unrealized Gains / (Losses)			Total Realized Gains / (Losses)			Total Unrealized Gains / (Losses)			Purchases			Sales			Settlements			Transfers In (Out)		Balance at			Changes In Unrealized Held at End of Period (4)
	30-Sep-13	Beginning of																							End of
		Period																							Period
	Assets	(Dollars in thousands)
	Investment securities available-for-sale (1)(2)(3)
	Mortgage securitization	$	91,117		$	—		$	(8,789	)	$	871		$	—		$	(73,327	)	$	(9,872	)	$	—	$	—		$	—
	Loans held-for-investment
	Second mortgage loans	—			1,548			(6,951		)	—			80,543			—			(5,881		)	—		$	69,259		14,192
	HELOC loans	—			526			2,750			—			170,603			—			(12,118		)	—		$	161,761		16,020
	Transferor's interest	7,103			(174		)	45,708			—			—			(52,637		)	—			—		—			—
	Mortgage servicing rights	710,791			84,161			—			—			323,216			(233,742		)	(87,397		)	—		797,029			63,507
	Derivative financial instruments
	Rate lock commitments	86,200			—			(134,162		)	—			313,521			(167,292		)	(34,072		)	—		64,195			(8,686		)
	Totals	$	895,211		$	86,061		$	(101,444	)	$	871		$	887,883		$	(526,998	)	$	(149,340	)	$	—	$	1,092,244		$	85,033
	Liabilities
	Long-term debt	$	—		$	—		$	(5,139	)	$	—		$	(119,980	)	$	—		$	12,165		$	—	$	(112,954	)	$	—
	DOJ litigation	(19,100		)	—			(9,370		)	—			—			—			—			—		(28,470		)	—
	Totals	$	(19,100	)	$	—		$	(14,509	)	$	—		$	(119,980	)	$	—		$	12,165		$	—	$	(141,424	)	$	—
	Nine Months Ended
	30-Sep-12
	Investment securities available-for-sale (1)(2)(3)
	Non-agency CMOs	$	254,928		$	(2,192	)	$	330		$	17,160		$	—		$	(249,246	)	$	(20,980	)	$	—	$	—		$	—
	Mortgage securitization	110,328			—			—			2,091			—			(16,311		)	—			—		96,108			—
	Loans held-for-investment
	Transferor's interest	9,594			(1,578		)	(118		)	—			—			—			(281		)	—		7,617			(1,578		)
	Mortgage servicing rights	510,475			(64,348		)	—			—			370,012			(27,791		)	(101,549		)	—		686,799			(33,032		)
	Derivative financial instruments
	Rate lock commitments	70,965			490,712			—			—			673,989			(753,822		)	(251,794		)	—		230,050			92,462
	Totals	$	956,290		$	422,594		$	212		$	19,251		$	1,044,001		$	(1,047,170	)	$	(374,604	)	$	—	$	1,020,574		$	57,852
	Liabilities
	DOJ litigation	$	(18,300	)	$	—		$	(800	)	$	—		$	—		$	—		$	—		$	—	$	(19,100	)	$	—
	-1	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in non-interest income.
	-2	U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect for any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.
	-3	Management had anticipated that the non-agency CMOs would be classified under Level 2 of the valuation hierarchy. However, due to illiquidity in the markets, the fair value of these securities has been determined using internal models and therefore is classified within Level 3 of the valuation hierarchy and pricing information from third parties.
-4	This reflects the amount of total gains (losses) for the period which are included in earnings, which are attributable to the change in unrealized gains (losses) relating to assets still held at the end of the period.
Fair Value Inputs, Assets and Liabilities Measured on Recurring Basis, Quantitative Information	The following tables present the quantitative information about recurring Level 3 fair value financial instruments and the fair value measurements as of September 30, 2013 and December 31, 2012.
		Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
	September 30, 2013	(Dollars in thousands)
	Assets
	FSTAR 2006-1	$	69,259		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
	second mortgage loans					Prepay rate - 12 month historical average	8.8% - 13.2% (11.0%)
						CDR rate - 12 month historical average	4.3% - 6.4% (5.4%)
	FSTAR 2005-1 HELOC loans	$	81,325		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
						Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
						Cumulative loss rate	11.6% - 17.4% (14.5%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2 HELOC loans	$	80,437		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
						Prepay rate - 3 month historical average	15.2% - 22.8% (19.0%)
						Cumulative loss rate	39.7% - 59.6% (49.7%)
						Loss severity	80.0% - 120.0% (100.0%)
	Mortgage servicing rights	$	797,029		Discounted cash flows	Option adjusted spread	5.2% - 7.8% (6.5%)
						Constant prepayment rate	9.8% - 14.7% (12.3%)
						Weighted average cost to service per loan	59.9% - 89.9% (74.9%)
	Rate lock commitments	$	64,195		Mark-to-Market	Origination pull-through rate	64.5% - 96.7% (80.6%)
	Liabilities
	FSTAR 2005-1 Long-term debt	$	(58,609	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
						Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
						Cumulative loss rate	11.6% - 17.4% (14.5%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2 Long-term debt	$	(54,345	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
						Prepay rate - 3 month historical average	15.2% - 22.8% (19.0%)
						Cumulative loss rate	39.7% - 59.6% (49.7%)
						Loss severity	80.0% - 120.0% (100.0%)
	DOJ litigation settlement	$	(28,470	)	Discounted cash flows	Asset growth rate	4.4% - 6.6% (5.5%)
						MSR growth rate	0.9% - 1.4% (1.2%)
						Return on assets (ROA) improvement	0.02% - 0.04% (0.03%)
						Peer group ROA	0.5% - 0.8% (0.7%)
Fair Value Measurements, Nonrecurring	Assets Measured at Fair Value on a Non-recurring Basis
			Level 3
	September 30, 2013
	Impaired loans held-for-investment (1)
	Residential first mortgage loans		$	55,935
	Commercial real estate loans		11,005
	Repossessed assets (2)		66,530
	Totals		$	133,470
	December 31, 2012
	Impaired loans held-for-investment (1)
	Residential first mortgage loans		$	147,036
	Commercial real estate loans		73,810
	Repossessed assets (2)		120,732
	Totals		$	341,578
	-1	The Company recorded $41.4 million and $122.1 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to $26.7 million and $116.6 million in fair value losses on impaired loans during the three and nine months ended September 30, 2012, respectively.
	-2	The Company recorded $3.9 million and $6.3 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.5 million and $15.1 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to a gain of $0.9 million and a loss of $8.9 million related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.2 million and $6.6 million on sales of repossessed assets during the three and nine months ended September 30, 2012, respectively.
Fair Value, Assets and Liabilities Measured on Nonrecurring Basis, Valuation Techniques	The following tables present the quantitative information about non-recurring Level 3 fair value financial instruments and the fair value measurements as of September 30, 2013 and December 31, 2012.
		Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
	September 30, 2013	(Dollars in thousands)
	Impaired loans held-for-investment
	Residential mortgage loans	$	55,935		Fair value of collateral	Loss severity discount	0% - 100% (46.4%)
	Commercial real estate loans	$	11,005		Fair value of collateral	Loss severity discount	0% - 100% (38.2%)
	Repossessed assets	$	66,530		Fair value of collateral	Loss severity discount	0% - 100% (47.1%)
		Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
	December 31, 2012	(Dollars in thousands)
	Impaired loans held-for-investment
	Residential mortgage loans	$	147,036		Fair value of collateral	Loss severity discount	0% - 100% (46.6%)
	Commercial real estate loans	$	73,810		Fair value of collateral	Loss severity discount	0% - 100% (41.6%)
	Repossessed assets	$	120,732		Fair value of collateral	Loss severity discount	0% - 100% (44.0%)
Fair Value, by Balance Sheet Grouping	The following table presents the carrying amount and estimated fair value of certain financial instruments.
		30-Sep-13
						Estimated Fair Value
		Carrying				Total				Level 1				Level 2				Level 3
		Value
		(Dollars in thousands)
	Financial Instruments
	Assets
	Cash and cash equivalents	$	2,551,110			$	2,551,110			$	2,551,110			$	—			$	—
	Trading securities	50,053				50,053				50,053				—				—
	Investment securities available-for-sale	495,423				495,423				474,681				20,742				—
	Loans held-for-sale	1,879,290				1,879,595				—				1,879,595				—
	Loans repurchased with government guarantees	1,231,765				1,165,620				—				1,165,620				—
	Loans held-for-investment, net	3,806,507				3,632,209				—				19,276				3,612,933
	Accrued interest receivable	49,312				49,312				—				49,312				—
	Repossessed assets	66,530				66,530				—				—				66,530
	Federal Home Loan Bank stock	301,737				301,737				301,737				—				—
	Mortgage servicing rights	797,029				797,029				—				—				797,029
	Customer initiated derivative interest rate swaps	1,411				1,411				—				1,411				—
	Liabilities
	Retail deposits
	Demand deposits and savings accounts	(3,931,479		)		(3,814,340		)		—				(3,814,340		)		—
	Certificates of deposit	(1,436,279		)		(1,446,906		)		—				(1,446,906		)		—
	Government deposits	(555,954		)		(550,815		)		—				(550,815		)		—
	Wholesale deposits	(55,881		)		(56,117		)		—				(56,117		)		—
	Company controlled deposits	(669,692		)		(660,032		)		—				(660,032		)		—
	Federal Home Loan Bank advances	(2,907,598		)		(3,091,378		)		(3,091,378		)		—				—
	Long-term debt	(360,389		)		(205,031		)		—				(92,077		)		(112,954		)
	Accrued interest payable	(17,483		)		(17,483		)		—				(17,483		)		—
	Warrant liabilities	(8,232		)		(8,232		)		—				(8,232		)		—
	DOJ litigation settlement	(28,470		)		(28,470		)		—				—				(28,470		)
	Customer initiated derivative interest rate swaps	(1,411		)		(1,411		)		—				(1,411		)		—
	Derivative Financial Instruments
	Forward agency and loan sales	(69,807		)		(69,807		)		—				(69,807		)		—
	Rate lock commitments	64,195				64,195				—				—				64,195
	U.S. Treasury and agency futures/forwards	3,424				3,424				3,424				—				—
		31-Dec-12
						Estimated Fair Value
		Carrying				Total				Level 1				Level 2				Level 3
		Value
		(Dollars in thousands)
	Financial Instruments
	Assets
	Cash and cash equivalents	$	952,793			$	952,793			$	952,793			$	—			$	—
	Trading securities	170,086				170,086				170,086				—				—
	Investment securities available-for-sale	184,445				184,445				79,717				13,611				91,117
	Loans held-for-sale	3,939,720				3,945,133				—				3,945,133				—
	Loans repurchased with government guarantees	1,841,342				1,704,317				—				1,704,317				—
	Loans held-for-investment, net	5,133,101				5,119,704				—				20,219				5,099,485
	Accrued interest receivable	91,992				91,992				—				91,992				—
	Repossessed assets	120,732				120,732				—				—				120,732
	Federal Home Loan Bank stock	301,737				301,737				301,737				—				—
	Mortgage servicing rights	710,791				710,791				—				—				710,791
	Customer initiated derivative interest rate swaps	5,813				5,813				—				5,813				—
	Liabilities
	Retail deposits
	Demand deposits and savings accounts	(3,192,006		)		(3,121,643		)		—				(3,121,643		)		—
	Certificates of deposit	(3,175,481		)		(3,199,242		)		—				(3,199,242		)		—
	Government accounts	(819,078		)		(816,258		)		—				(816,258		)		—
	Wholesale deposits	(99,338		)		(101,729		)		—				(101,729		)		—
	Company controlled deposits	(1,008,392		)		(1,005,780		)		—				(1,005,780		)		—
	Federal Home Loan Bank advances	(3,180,000		)		(3,422,567		)		(3,422,567		)		—				—
	Long-term debt	(247,435		)		(78,220		)		—				(78,220		)		—
	Accrued interest payable	(13,420		)		(13,420		)		—				(13,420		)		—
Warrant liabilities	(11,346		)		(11,346		)		—				(11,346		)		—
DOJ litigation settlement	(19,100		)		(19,100		)		—				—				(19,100		)
Customer initiated derivative interest rate swaps	(5,813		)		(5,813		)		—				(5,813		)		—
Derivative Financial Instruments
Forward agency and loan sales	(14,021		)		(14,021		)		—				(14,021		)		—
Rate lock commitments	86,200				86,200				—				—				86,200
U.S. Treasury and agency futures/forwards	5,821				5,821				5,821				—				—
Fair Value, Option, Quantitative Disclosures	The following table reflects the difference between the aggregate fair value and aggregate remaining contractual principal balance outstanding as of September 30, 2013 and December 31, 2012 for assets and liabilities for which the fair value option has been elected.
			September 30, 2013										December 31, 2012
			(Dollars in thousands)
			Unpaid Principal Balance			Fair Value			Fair Value Over / (Under) Unpaid Principal Balance			Unpaid Principal Balance				Fair Value			Fair Value Over / (Under) Unpaid Principal Balance
	Assets
		Nonaccrual loans
		Loans held-for-sale	$	—		$	—		$	—			$	222		$	240		$	18
	Loans held-for-investment		2,983			3,192			209				2,021			2,064			43
	Total non-accrual loans		$	2,983		$	3,192		209				$	2,243		$	2,304		$	61
	Other performing loans
	Loans held-for-sale		$	1,737,030		$	1,826,060		$	89,030			$	2,734,756		$	2,865,456		$	130,700
	Loans held-for-investment		278,035			247,105			(30,930		)		17,589			18,155			566
	Total other performing loans		$	2,015,065		$	2,073,165		$	58,100			$	2,752,345		$	2,883,611		$	131,266
	Total loans
	Loans held-for-sale		$	1,737,030		$	1,826,060		$	89,030			$	2,734,978		$	2,865,696		$	130,718
	Loans held-for-investment		281,018			250,297			(30,721		)		19,610			20,219			609
	Total loans		$	2,018,048		$	2,076,357		$	58,309			$	2,754,588		$	2,885,915		$	131,327
	Liabilities
	Long-term debt		$	(124,674	)	$	(112,954	)	$	(11,720	)		$	—		$	—		$	—
	DOJ litigation settlement		N/A (1)			(28,470		)	N/A (1)				N/A (1)			(19,100		)	N/A (1)

Investment_Securities_Tables

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2013
Investments, Debt and Equity Securities [Abstract]
Schedule of Trading and Available-for-sale Securities	As of September 30, 2013 and December 31, 2012, investment securities were comprised of the following.
			Amortized			Gross				Gross				Fair Value
			Cost			Unrealized				Unrealized
						Gains				Losses
			(Dollars in thousands)
	September 30, 2013
	Trading securities
	U.S. Treasury bonds		$	49,999		$	54			$	—			$	50,053
	Available-for-sale securities
	U.S. government sponsored agencies		$	470,252		$	4,944			$	(515	)		$	474,681
	Municipal obligations		20,742			—				—				20,742
	Total available-for-sale securities		$	490,994		$	4,944			$	(515	)		$	495,423
	December 31, 2012
	Trading securities
	U.S. Treasury bonds		$	169,991		$	95			$	—			$	170,086
	Available-for-sale securities
	Mortgage securitization		$	101,272		$	—			$	(10,155	)		$	91,117
	U.S. government sponsored agencies		77,328			2,389				—				79,717
	Municipal obligations		13,611			—				—				13,611
	Total available-for-sale securities		$	192,211		$	2,389			$	(10,155	)		$	184,445
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value	The following table summarizes by duration the unrealized loss positions on investment securities available-for-sale.
		Unrealized Loss Position with										Unrealized Loss Position with
		Duration 12 Months and Over										Duration Under 12 Months
		Fair Value			Number of			Unrealized				Fair				Number of	Unrealized
					Securities			Loss				Value				Securities	Loss
	Type of Security	(Dollars in thousands)
	December 31, 2012
	Mortgage securitization	$	91,117		1			$	(10,155	)		$	—			—	$	—
Other than Temporary Impairment, Credit Losses Recognized in Earnings	The following table shows the activity for OTTI credit loss.
		Three Months Ended September 30,							Nine Months Ended September 30,
		2013			2012				2013				2012
		(Dollars in thousands)
	Beginning balance of amount related to credit losses on non-agency CMOs and mortgage securitization	$	—		$	(50,821	)		$	(2,793	)		$	(59,376	)
	Reductions for increases in cash flows expected to be collected that are recognized over the remaining life of the non-agency CMOs and mortgage securitization	—			1,080				389				6,680
	Reductions for non-agency CMOs sold during the period (realized)	—			46,948				11,193				52,095
	Additions for the amount related to the credit loss for which an OTTI impairment was not previously recognized	—			—				(8,789		)		(2,192		)
	Ending balance of amount related to credit losses on non-agency CMOs and mortgage securitization	$	—		$	(2,793	)		$	—			$	(2,793	)

Loans_HeldforSale_Loans_Heldfo

Loans Held-for-Sale Loans Held-for-Sale (Tables)	9 Months Ended
	Sep. 30, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of Loans Held for Sale	The loans held-for-sale are summarized as follows.
		September 30, 2013			December 31, 2012
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	1,879,290		$	3,012,039
	Commercial loans
	Commercial real estate	—			280,399
	Commercial and industrial	—			488,361
	Commercial lease financing	—			158,921
	Total commercial loans	—			927,681
	Total loans held-for-sale	$	1,879,290		$	3,939,720
Residential First Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Schedule of Loans Held for Sale	The following table sets forth the activity related to residential first mortgage loans held-for-sale.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
		(Dollars in thousands)
	Balance at beginning of period	$	2,331,458		$	2,459,482		$	3,939,720		$	1,800,885
	Net loan originations	7,804,233			15,214,247			31,591,435			40,075,076
	Net loans sold, servicing retained	(8,420,997		)	(14,345,659		)	(32,932,561		)	(38,423,599		)
	Net loans sold, servicing released	(40,430		)	(82,771		)	(228,683		)	(435,124		)
	Other loan sales	(109,549		)	—			(1,258,400		)	—
	Loan amortization and prepayments	139,530			26,916			296,530			(13,942		)
	Loans transferred from (to) other loan portfolios	175,045			(20,279		)	471,249			248,640
	Balance at end of period	$	1,879,290		$	3,251,936		$	1,879,290		$	3,251,936

Loans_HeldforInvestment_Tables

Loans Held-for-Investment (Tables)	9 Months Ended
	Sep. 30, 2013
Receivables [Abstract]
Schedule of Loans Held-for-investment	Loans held-for-investment are summarized as follows.
		September 30,				December 31,
		2013				2012
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	2,478,599			$	3,009,251
	Second mortgage	174,383				114,885
	Warehouse lending	390,348				1,347,727
	HELOC	307,552				179,447
	Other	39,043				49,611
	Total consumer loans	3,389,925				4,700,921
	Commercial loans
	Commercial real estate	420,879				640,315
	Commercial and industrial	187,639				90,565
	Commercial lease financing	15,064				6,300
	Total commercial loans	623,582				737,180
	Total loans held-for-investment	4,013,507				5,438,101
	Less allowance for loan losses	(207,000		)		(305,000		)
	Loans held-for-investment, net	$	3,806,507			$	5,133,101
Components of Net Investment in Commercial Lease Financing Receivables	The following table lists the components of the net investment in financing leases.
		September 30,				December 31,
		2013				2012
		(Dollars in thousands)
	Total minimum lease payment to be received	$	14,941			$	5,634
	Estimated residual values of lease properties	1,319				913
	Unearned income	(1,300		)		(346		)
	Net deferred fees and other	104				99
	Net investment in commercial financing leases	$	15,064			$	6,300
Allowance for Loan Losses	The allowance for loan losses by class of loan is summarized in the following tables.
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial Lease		Total
		First				Mortgage				Lending							Consumer			Real Estate			and Industrial			Financing
		Mortgage
		(Dollars in thousands)
	Three Months Ended September 30, 2013
	Beginning balance allowance for loan losses	$	177,334			$	18,839			$	721			$	14,868		$	1,780		$	27,322		$	2,136		$	—	$	243,000
	Charge-offs	(34,666		)		(1,534		)		(45		)		(872		)	(1,341		)	(8,419		)	(302		)	—		(47,179		)
	Recoveries	2,256				348				—				143			470			3,860			49			—		7,126
	Provision	1,653				1,042				(268		)		(5,032		)	1,221			3,729			1,612			96		4,053
	Ending balance allowance for loan losses	$	146,577			$	18,695			$	408			$	9,107		$	2,130		$	26,492		$	3,495		$	96	$	207,000
	Three Months Ended September 30, 2012
	Beginning balance allowance for loan losses	$	175,716			$	20,083			$	1,556			$	17,853		$	2,585		$	58,407		$	8,508		$	2,292	$	287,000
	Charge-offs	(23,999		)		(3,990		)		—				(1,483		)	(892		)	(15,532		)	(12		)	—		(45,908		)
	Recoveries	5,899				428				—				44			448			4,461			33			—		11,313
	Provision	47,236				2,367				(518		)		1,142			88			1,499			348			433		52,595
	Ending balance allowance for loan losses	$	204,852			$	18,888			$	1,038			$	17,556		$	2,229		$	48,835		$	8,877		$	2,725	$	305,000
	Nine Months Ended
	30-Sep-13
	Beginning balance allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94	$	305,000
	Charge-offs (1)	(123,456		)		(5,522		)		(45		)		(3,745		)	(2,627		)	(42,931		)	(302		)	—		(178,628		)
	Recoveries	14,296				825				—				705			844			7,862			66			—		24,598
	Provision	36,507				3,191				(446		)		(6,201		)	1,873			20,251			853			2		56,030
	Ending balance allowance for loan losses	$	146,577			$	18,695			$	408			$	9,107		$	2,130		$	26,492		$	3,495		$	96	$	207,000
	Nine Months Ended
	30-Sep-12
	Beginning balance allowance for loan losses	$	179,218			$	16,666			$	1,250			$	14,845		$	2,434		$	96,984		$	5,425		$	1,178	$	318,000
	Charge-offs	(142,001		)		(13,330		)		—				(12,159		)	(2,810		)	(91,842		)	(1,616		)	—		(263,758		)
	Recoveries	13,031				1,716				—				394			1,055			8,797			69			—		25,062
	Provision	154,604				13,836				(212		)		14,476			1,550			34,896			4,999			1,547		225,696
	Ending balance allowance for loan losses	$	204,852			$	18,888			$	1,038			$	17,556		$	2,229		$	48,835		$	8,877		$	2,725	$	305,000
	-1	Includes charge-offs of $26.8 million and $65.1 million related to the sale of residential first mortgage non-performing and TDR loans, during the three and nine months ended September 30, 2013, respectively.
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial		Total
		First				Mortgage				Lending							Consumer			Real Estate			and  Industrial			Lease
		Mortgage																								Financing
		(Dollars in thousands)
	September 30, 2013
	Loans held-for-investment
	Individually evaluated	$	413,370			$	22,423			$	—			$	541		$	—		$	15,989		$	4,439		$	—	$	456,762
	Collectively evaluated (1)	2,045,953				82,701				390,348				145,249			39,043			404,890			183,200			15,064		3,306,448
	Total loans	$	2,459,323			$	105,124			$	390,348			$	145,790		$	39,043		$	420,879		$	187,639		$	15,064	$	3,763,210
	Allowance for loan losses
	Individually evaluated	$	81,087			$	8,571			$	—			$	540		$	—		$	1,161		$	88		$	—	$	91,447
	Collectively evaluated	65,490				10,124				408				8,567			2,130			25,331			3,407			96		115,553
	Total allowance for loan losses	$	146,577			$	18,695			$	408			$	9,107		$	2,130		$	26,492		$	3,495		$	96	$	207,000
	December 31, 2012
	Loans held-for-investment
	Individually evaluated	$	805,787			$	16,949			$	—			$	734		$	—		$	95,322		$	41		$	—	$	918,833
	Collectively evaluated (1)	2,203,464				97,936				1,347,727				178,713			49,611			544,993			90,524			6,300		4,519,268
	Total loans	$	3,009,251			$	114,885			$	1,347,727			$	179,447		$	49,611		$	640,315		$	90,565		$	6,300	$	5,438,101
	Allowance for loan losses
	Individually evaluated	$	150,545			$	7,028			$	—			$	3,074		$	—		$	2,538		$	10		$	—	$	163,195
	Collectively evaluated	68,685				13,173				899				15,274			2,040			38,772			2,868			94		141,805
	Total allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94	$	305,000
Past Due Loans
		30-59 Days				60-89 Days				90 Days or				Total			Current			Total
		Past Due				Past Due				Greater Past				Past Due						Investment
										Due										Loans
		(Dollars in thousands)
	September 30, 2013
	Consumer loans
	Residential first mortgage	$	46,862			$	14,201			$	115,832			$	176,895		$	2,301,704		$	2,478,599
	Second mortgage	1,010				646				1,906				3,562			170,821			174,383
	Warehouse lending	—				—				—				—			390,348			390,348
	HELOC	2,804				3,353				5,387				11,544			296,008			307,552
	Other	500				44				164				708			38,335			39,043
	Total consumer loans	51,176				18,244				123,289				192,709			3,197,216			3,389,925
	Commercial loans
	Commercial real estate	—				208				11,076				11,284			409,595			420,879
	Commercial and industrial	—				—				—				—			187,639			187,639
	Commercial lease financing	—				—				4,439				4,439			10,625			15,064
	Total commercial loans	—				208				15,515				15,723			607,859			623,582
	Total loans (1)	$	51,176			$	18,452			$	138,804			$	208,432		$	3,805,075		$	4,013,507
	December 31, 2012
	Consumer loans
	Residential first mortgage	$	62,445			$	16,693			$	306,486			$	385,624		$	2,623,627		$	3,009,251
	Second mortgage	1,171				727				3,724				5,622			109,263			114,885
	Warehouse lending	—				—				—				—			1,347,727			1,347,727
	HELOC	2,484				910				3,025				6,419			173,028			179,447
	Other	587				248				183				1,018			48,593			49,611
	Total consumer loans	66,687				18,578				313,418				398,683			4,302,238			4,700,921
	Commercial loans
	Commercial real estate	6,979				6,990				86,367				100,336			539,979			640,315
	Commercial and industrial	—				—				41				41			90,524			90,565
	Commercial lease financing	—				—				—				—			6,300			6,300
	Total commercial loans	6,979				6,990				86,408				100,377			636,803			737,180
	Total loans	$	73,666			$	25,568			$	399,826			$	499,060		$	4,939,041		$	5,438,101
	-1	Includes $3.5 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at September 30, 2013 and December 31, 2012, respectively.
Troubled Debt Restructurings	The following table presents the number of accounts, pre-modification unpaid principal balance, and post-modification unpaid principal balance that were new TDRs during the three and nine months ended September 30, 2013 and 2012. In addition, the table presents the number of accounts and unpaid principal balance of loans that have subsequently defaulted during the three and nine months ended September 30, 2013 and 2012 that had been modified in a TDR, during the 12 months preceding each quarterly period. TDRs are considered subsequently defaulted when greater than 90 days past due for both consumer and commercial loan portfolios.
		Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
	Three Months Ended September 30, 2013	(Dollars in thousands)
	Residential first mortgages	36			$	8,426			$	8,536			$	548
	Second mortgages	122			3,240				3,218				169
	HELOC (2)	11			127				127				(5		)
	Commercial real estate	4			2,482				2,482				—
	Total TDR loans	173			$	14,275			$	14,363			$	712
	TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
		(Dollars in thousands)
	Residential first mortgages	4							$	1,077			$	—
	Second mortgages	15							274				134
	Commercial real estate	12							34				—
	Total TDR loans	31							$	1,385			$	134
		Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
	Three Months Ended September 30, 2012	(Dollars in thousands)
	Residential first mortgages	156			$	47,297			$	52,865			$	5,236
	Second mortgages	46			2,802				1,929				(25		)
	Total TDR loans	202			$	50,099			$	54,794			$	5,211
	TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
		(Dollars in thousands)
	Residential first mortgages	23							$	7,973			$	2,652
	Second mortgages	9							562				119
	Total TDR loans	32							$	8,535			$	2,771
	Nine Months Ended September 30, 2013	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
	New TDRs	(Dollars in thousands)
	Residential first mortgages	300			$	81,154			$	71,327			$	2,372
	Second mortgages (3)	466			18,549				16,285				510
	HELOC (2) (3)	301			27,223				22,865				(6		)
	Commercial real estate	4			2,482				2,482				—
	Total TDR loans	1,071			$	129,408			$	112,959			$	2,876
	TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
		(Dollars in thousands)
	Residential first mortgages	24							$	5,970			$	1,083
	Second mortgages	29							896				502
	Commercial real estate	19							165				—
	Total TDR loans	72							$	7,031			$	1,585
	Nine Months Ended September 30, 2012	Number of Accounts			Pre-Modification Unpaid Principal Balance				Post-Modification Unpaid Principal Balance (1)				Increase (Decrease) in Allowance at Modification
	New TDRs	(Dollars in thousands)
	Residential first mortgages	692			$	228,213			$	237,064			$	28,559
	Second mortgages	194			12,010				8,336				(181		)
	Other consumer	19			779				637				9
	Total TDR loans	905			$	241,002			$	246,037			$	28,387
	TDRs that subsequently defaulted in previous 12 months (4)	Number of Accounts							Unpaid Principal Balance				Increase in Allowance at Subsequent Default
		(Dollars in thousands)
	Residential first mortgages	48							$	14,434			$	4,055
	Second mortgages	14							855				375
	Total TDR loans	62							$	15,289			$	4,430
	-1	Post-modification balances include past due amounts that are capitalized at modification date.
	-2	HELOC post-modification unpaid principal balance reflects write downs.
	-3	New TDRs during the nine months ended September 30, 2013, include 463 loans for a total of $30.8 million of post modification unpaid principal balance second mortgage and HELOC loans that were reconsolidated as a result of the litigation settlements with MBIA and Assured.
	-4	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
	The following table provides a summary of TDRs outstanding by type and performing status.
		TDRs
		Performing				Non-performing				Total
	30-Sep-13	(Dollars in thousands)
	Consumer loans (1)
	Residential first mortgage	$	338,247			$	38,811			$	377,058
	Second mortgage	29,155				1,185				30,340
	HELOC	20,269				2,461				22,730
	Other consumer	—				—				—
	Total consumer loans	387,671				42,457				430,128
	Commercial loans (2)
	Commercial real estate	268				2,284				2,552
Total TDRs	$	387,939			$	44,741			$	432,680
31-Dec-12
Consumer loans (1)
Residential first mortgage	$	573,941			$	140,773			$	714,714
Second mortgage	14,534				2,415				16,949
Total consumer loans	588,475				143,188				731,663
Commercial loans (2)
Commercial real estate	1,287				2,056				3,343
Total TDRs	$	589,762			$	145,244			$	735,006
-1	The allowance for loan losses on consumer TDR loans totaled $85.5 million and $159.0 million at September 30, 2013 and December 31, 2012, respectively.
-2	The allowance for loan losses on commercial TDR loans totaled $0.1 million and $0.3 million at September 30, 2013 and December 31, 2012, respectively.
Impaired Loans	The following table presents impaired loans with no related allowance and with an allowance recorded.
		September 30, 2013												December 31, 2012
		Recorded				Unpaid				Related				Recorded			Unpaid			Related
		Investment				Principal				Allowance				Investment			Principal			Allowance
						Balance											Balance
		(Dollars in thousands)
	With no related allowance recorded
	Consumer loans
	Residential first mortgage loans	$	84,182			$	139,499			$	—			$	231,750		$	360,575		$	—
	Second mortgage	1				3,473				—				1,170			4,545			—
	HELOC	1				1,690				—				—			2,506			—
	Commercial loans
	Commercial real estate	7,582				12,572				—				79,782			109,483			—
		$	91,766			$	157,234			$	—			$	312,702		$	477,109		$	—
	With an allowance recorded
	Consumer loans
	Residential first mortgage	$	329,188			$	329,076			$	81,086			$	574,037		$	573,610		$	150,545
	Second mortgage	22,423				22,423				8,571				15,779			15,779			7,028
	HELOC	540				540				540				734			734			3,074
	Commercial loans
	Commercial real estate	3,968				6,633				1,161				15,540			22,917			2,538
	Commercial and industrial	—				—				—				41			97			10
	Commercial lease financing	4,439				4,439				88				—			—			—
		$	360,558			$	363,111			$	91,446			$	606,131		$	613,137		$	163,195
	Total
	Consumer loans
	Residential first mortgage	$	413,370			$	468,575			$	81,086			$	805,787		$	934,185		$	150,545
	Second mortgage	22,424				25,896				8,571				16,949			20,324			7,028
	HELOC	541				2,230				540				734			3,240			3,074
	Commercial loans
	Commercial real estate	11,550				19,205				1,161				95,322			132,400			2,538
	Commercial and industrial	—				—				—				41			97			10
	Commercial lease financing	4,439				4,439				88				—			—			—
	Total impaired loans	$	452,324			$	520,345			$	91,446			$	918,833		$	1,090,246		$	163,195
Loan Credit Quality Indicators
	Commercial Credit Exposure	30-Sep-13
		Commercial Real Estate				Commercial and				Commercial Lease				Total
						Industrial				Financing				Commercial
		(Dollars in thousands)
	Grade
	Pass	$	279,492			$	171,432			$	10,625			$	461,549
	Watch	34,938				6,109				—				41,047
	Special mention	8,707				9,601				—				18,308
	Substandard	97,742				497				4,439				102,678
	Total loans	$	420,879			$	187,639			$	15,064			$	623,582
	Consumer Credit Exposure	30-Sep-13
		Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
		Mortgage				Mortgage														Consumer
		(Dollars in thousands)
	Grade
	Pass	$	2,012,524			$	142,927			$	250,598			$	278,596		$	38,835		$	2,723,480
	Watch	350,244				29,550				118,750				23,570			44			522,158
	Special Mention	—				—				21,000				—			—			21,000
	Substandard	115,831				1,906				—				5,386			164			123,287
	Total loans	$	2,478,599			$	174,383			$	390,348			$	307,552		$	39,043		$	3,389,925
	Commercial Credit Exposure	31-Dec-12
		Commercial  Real				Commercial and				Commercial Lease Financing				Total
		Estate				Industrial								Commercial
		(Dollars in thousands)
	Grade
	Pass	$	277,037			$	82,184			$	6,300			365,521
	Watch	181,722				695				—				182,417
	Special mention	49,215				947				—				50,162
	Substandard	132,341				6,739				—				139,080
	Total loans	$	640,315			$	90,565			$	6,300			$	737,180
	Consumer Credit Exposure	31-Dec-12
		Residential First				Second				Warehouse				HELOC			Other  Consumer			Total
		Mortgage				Mortgage														Consumer
		(Dollars in thousands)
	Grade
	Pass	$	2,118,961			$	95,969			$	1,081,579			$	175,512		$	49,180		$	3,521,201
	Watch	583,804				15,192				266,148				910			248			866,302
	Substandard	306,486				3,724				—				3,025			183			313,418
	Total loans	$	3,009,251			$	114,885			$	1,347,727			$	179,447		$	49,611		$	4,700,921

PrivateLabel_Securitization_an1

Private-Label Securitization and Variable Interest Entities (Tables)	9 Months Ended
	Sep. 30, 2013
Variable Interest Entity [Line Items]
Private label Securitization and Variable Interest Entity Activity [Text Block]	Private-Label Securitization and Variable Interest Entities
	The Company previously participated in four private-label securitizations of financial assets involving two HELOC loan transactions and two second mortgage loan transactions. The private-label securitizations have been reconsolidated or dissolved as a result of the settlement agreements with MBIA and Assured. See Note 19 - Legal Proceedings, Contingencies and Commitments, for further information on the settlement agreements.
	In December 2005, the Company completed the $600.0 million FSTAR 2005-1 HELOC securitization trust. As a result of this securitization, the Company recorded assets of $26.1 million in residual interests. The offered securities in the FSTAR 2005-1 HELOC securitization trust were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2005-1 HELOC securitization trust's assets and liabilities, of approximately $85.2 million of HELOC loans and $62.1 million of long-term debt at June 30, 2013. As a result, the Company recognized $16.6 million of a net fair value adjustment during the second quarter of 2013 and the Company eliminated the residual interests. The Company subsequently became the primary beneficiary of the FSTAR 2005-1 HELOC securitization trust, which is reflected in the Consolidated Financial Statements as a VIE. The Company elected the fair value option for the assets and liabilities associated with the FSTAR 2005-1 HELOC securitization trust. At September 30, 2013, the Company has a fair value of HELOC loans of $81.3 million and long-term debt of $58.6 million recorded as a VIE associated with the FSTAR 2005-1 HELOC securitization trust.
	In December 2006, the Company completed the $302.2 million FSTAR 2006-2 HELOC securitization trust. As a result of this securitization, the Company recorded assets of $11.2 million in residual interests. The offered securities in the 2006-2 HELOC securitization trust were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2006-2 HELOC securitization trust's assets and liabilities, of approximately $85.3 million of HELOC loans and $57.9 million of long-term debt at June 30, 2013. As a result, the Company recognized $27.5 million of a net fair value adjustment during second quarter 2013 and eliminated the residual interests. The Company subsequently became the primary beneficiary of the FSTAR 2006-2 HELOC securitization trust, which is reflected in the Consolidated Financial Statements as a VIE. The Company elected the fair value option for the assets and liabilities associated with the FSTAR 2006-2 HELOC securitization trust. At September 30, 2013, the Company has a fair value of HELOC loan of $80.4 million and long-term debt of $54.3 million recorded as a VIE associated with the FSTAR 2006-2 HELOC securitization trust.
	In April 2006, the Company completed the $400.0 million FSTAR 2006-1 mortgage securitization trust involving fixed second mortgage loans that the Company held at the time in its investment securities portfolio. The offered securities in the FSTAR 2006-1 mortgage securitization trust were insured by MBIA. Due to the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization trust was collapsed and the Company transferred the loans associated with the FSTAR 2006-1 mortgage securitization trust, approximately $73.3 million of second mortgage loans to its loans held-for-investment portfolio at June 30, 2013. As a result, the Company recognized a $4.9 million loss during the second quarter 2013. The Company elected the fair value option for the assets associated with the FSTAR 2006-1 mortgage securitization trust. At September 30, 2013, the Company recorded a fair value of $69.3 million of second mortgage loans associated with the FSTAR 2006-1 mortgage securitization trust.
	In March 2007, the Company completed the $620.9 million FSTAR 2007-1 mortgage securitization trust transaction involving closed-ended, fixed and adjustable rate second mortgage loans and recorded $22.6 million in residual interests and servicing assets. The financial assets were derecognized by the Company upon transfer to the FSTAR 2007-1 mortgage securitization trust, which then issued and sold mortgage-backed securities to third party investors. The Company relinquished control over the loans at the time the financial assets were transferred to the FSTAR 2007-1 mortgage securitization trust and the Company recognized a gain on the sale of the transferred assets. In June 2007, the Company completed a secondary closing for $98.2 million and recorded an additional $4.2 million in residual interests. The offered securities in the FSTAR 2007-1 mortgage securitization trust were insured by MBIA. In accordance with the MBIA Settlement Agreement, MBIA will be required to satisfy all of its obligation under the FSTAR 2007-1 insurance policy and related FSTAR 2007-1 obligations without further recourse to the Company.
	The Company previously acted as the principal underwriter of the beneficial interests that were sold to investors. The financial assets were derecognized when they were transferred to the securitization trusts, which then issued and sold mortgage-backed securities to third party investors. The Company relinquished control over the loans at the time the financial assets were transferred to the securitization trusts. The Company has not engaged in any private-label securitization activity except for these four securitizations completed from 2005 to 2007. As a result of the settlement agreement with Assured, the Company became the primary beneficiary of the FSTAR 2005-1 and FSTAR 2006-2 HELOC securitization trusts because the Company obtained the power to direct the activities that most significantly impact the economic performance of the trusts (power to select or remove the servicer) and the obligation to absorb expected losses and receive residual returns (support of the guarantor and holder of residual interests in trusts).
	Consolidated VIEs
	Consolidated VIEs at September 30, 2013 consisted of the HELOC securitization trusts formed in 2005 and 2006. The Company has determined the trusts are VIEs and has concluded that the Company is the primary beneficiary of these trusts because it has the power to direct the activities of the entity that most significantly affect the entity's economic performance and has either the obligation to absorb losses of the entity that could potentially be significant to the VIE or the right to receive benefits from the entity that could potentially be significant to the VIE. The change in the consolidated VIE was a result of the Assured Settlement Agreement as of June 30, 2013. Under the terms of the Assured Settlement Agreement, Assured terminated its pending lawsuit against the Company and will not pursue any related claims at any time in the future. In exchange, the Company paid Assured $105.0 million and assumed responsibility for future claims associated with the two HELOC securitization trusts, including the right to receive from Assured all future reimbursements for claims paid to which Assured would have been entitled. Upon effecting the settlement, the Company reversed the transferor's interest, as this interest would represent an equity interest in the trust which would be reversed upon consolidation of the trusts. As a result, the Company recognized $49.1 million of income, arising from its deemed receipt of the net fair value of the assets in the two HELOC securitization trusts and the reversal of its related reserves for pending and threatened litigation during the second quarter 2013.
	The beneficial owners of the trusts can look only to the assets of the HELOC securitization trusts for satisfaction of the debt issued by the HELOC securitization trusts and have no recourse against the assets of the Company.
	The following table provides a summary of the classifications of consolidated VIE assets and liabilities included in the Consolidated Financial Statements.
		2005-1			2006-2			Total
	30-Sep-13	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	460		$	—		$	460
	Loans held-for-investment	81,325			80,437			161,762
	Liabilities
	Long-term debt	$	58,609		$	54,345		$	112,954
	Other liabilities	136			—			136
	The economic performance of the VIEs is most significantly impacted by the performance of the underlying loans. The principal risks to which the entities were exposed include credit risk and interest rate risk. Credit risk was managed through credit enhancement in the form of reserve accounts, over collateralization, excess interest on the loans, the subordination of certain classes of asset-backed securities to other classes, and in the case of the home equity transaction, an insurance policy with a third party guaranteeing payment of accrued and unpaid interest and principal on the securities. Interest rate risk was managed by interest rate swaps between the VIEs and third parties.
	Unconsolidated VIEs
	The following table provides a summary of the unconsolidated VIE (the FSTAR 2007-1 mortgage securitization trust) with which the Company has a significant continuing involvement, but is not the primary beneficiary. The following table sets forth certain characteristics of each of the fixed rate second mortgage underlying the FSTAR 2007-1 mortgage securitization trust at its inception and the current characteristics as of and for the three months ended September 30, 2013.
		2007-1 at			2007-1
		Inception			Current Levels
		(Dollars in thousands)
	FSTAR 2007-1 mortgage securitization trust
	Number of loans	12,416			4,360
	Aggregate principal balance	$	622,100		$	175,815
	Average principal balance	$	50		$	40
	Weighted average fully indexed interest rate	8.22		%	7.11		%
	Weighted average original term	194 months			194 months
	Weighted average remaining term	185 months			109 months
	Weighted average original credit score	726			713
	Transferors' Interests
	Under the terms of the HELOC securitizations, the trusts purchased, and were initially obligated to pay, for any subsequent additional draws on the lines of credit transferred to the trusts. Upon entering a rapid amortization period, the Company became obligated to fund the purchase of those additional balances as they arise in exchange for a beneficial interest in the trust, which is known as the transferors' interest. The Company must continue to fund the required purchase of additional draws by the trust as long as the securitization remains active. As a result of the Assured Settlement Agreement, the Company has reconsolidated the assets and liabilities associated with the HELOC securitization trusts and therefore, the related interests have been reversed as of June 30, 2013. See Note 19 - Legal Proceedings, Contingencies and Commitments, for further information on the Assured Settlement Agreement.
	FSTAR 2005-1 HELOC Securitization. At September 30, 2013 and December 31, 2012, outstanding claims due to the note insurer were zero and $16.8 million, respectively, and based on the Company’s internal model, the Company believed that because of the claims due to the note insurer and continuing credit losses on the loans underlying the securitization, the fair value/carrying amount of the transferors' interest was zero and $7.1 million, respectively. The Company previously recorded a liability to reflect the expected liability arising from losses on future draws associated with this securitization. As a result of the Assured Settlement Agreement, the Company reconsolidated the assets and liabilities associated with the FSTAR 2005-1 HELOC securitization trust and reversed the transferors' interests as of June 30, 2013.
	FSTAR 2006-2 HELOC Securitization. At September 30, 2013 and December 31, 2012, outstanding claims due to the note insurer were zero and $88.7 million, respectively, and based on the Company’s internal model, the Company believed that because of the claims due to the note insurer and continuing credit losses on the loans underlying the securitization, there was no carrying amount of the transferors' interest. The Company recorded a liability of $7.6 million to reflect the expected liability arising from losses on future draws associated with this securitization. As a result of the Assured Settlement Agreement, the Company reconsolidated the assets and liabilities associated with the FSTAR 2006-2 HELOC securitization trust and reversed the transferors' interests as of June 30, 2013.
	Unfunded Commitments
	The table below identifies separately for each HELOC securitization trust: (i) the notional amount of the total unfunded commitment under the Company's contractual arrangements, (ii) unfunded commitments that have been frozen or suspended because the borrowers do not currently meet the contractual requirements under their HELOC with the Company, and (iii) the amount currently fundable because the underlying borrowers' lines of credit are still active. As of June 30, 2013, the Company no longer has any unfunded commitments related to the HELOC securitization trusts.
		FSTAR 2005-1			FSTAR 2006-2			Total
	31-Dec-12
	Notional amount of unfunded commitments (1)	$	30,767		$	27,447		$	58,214
	Less: Frozen or suspended unfunded commitments	27,825			26,958			54,783
	Unfunded commitments still active	2,942			489			3,431
	-1	The Company’s total potential funding obligation is dependent on both (a) borrower behavior (for example, the amount of additional draws requested) and (b) the contractual draw period (remaining term) available to the borrowers. Because borrowers can make principal payments and restore the amounts available for draws and then borrow additional amounts as long as their lines of credit remain active, the funding obligation has no specific limitation and it is not possible to define the maximum funding obligation.
	Credit Risk on Securitization
	With respect to the issuance of private-label securitizations, the Company retains certain limited credit exposure in that it retains non-investment grade residual securities in addition to customary representations and warranties, which is no longer a credit risk as of June 30, 2013. To the extent that actual credit losses exceed the assumptions, the value of the Company’s residual interest in the securitization trusts and unreimbursed draws will be diminished. Following the Assured Settlement Agreement, the Company now has credit exposure associated with non-performing loans in securitization trusts on HELOCs. The value of the Company’s transferors' interests previously reflected the Company’s credit loss assumptions as applied to the underlying collateral pool and as of June 30, 2013 the transferors' interests has been reversed. The assets and liabilities of the HELOC securitization trusts are reflected in the Consolidated Financial Statements as a VIE. The servicing related to second mortgage and HELOC loans underlying the private-label securitizations are currently serviced by a third party servicer.
	The following table summarizes the Company's balance of retained assets with credit exposure, which includes transferors' interests that were included as unreimbursed HELOC draws which are included in loans held-for-investment at December 31, 2012.
		31-Dec-12
		Amount of			Balance of
		Loans Serviced			Retained Assets
					With Credit
					Exposure
		(Dollars in thousands)
	Private-label securitization	$	—		$	7,103
Schedule of Unfunded Commitments in Securitizations	The table below identifies separately for each HELOC securitization trust: (i) the notional amount of the total unfunded commitment under the Company's contractual arrangements, (ii) unfunded commitments that have been frozen or suspended because the borrowers do not currently meet the contractual requirements under their HELOC with the Company, and (iii) the amount currently fundable because the underlying borrowers' lines of credit are still active. As of June 30, 2013, the Company no longer has any unfunded commitments related to the HELOC securitization trusts.
		FSTAR 2005-1			FSTAR 2006-2			Total
	31-Dec-12
	Notional amount of unfunded commitments (1)	$	30,767		$	27,447		$	58,214
	Less: Frozen or suspended unfunded commitments	27,825			26,958			54,783
	Unfunded commitments still active	2,942			489			3,431
	-1	The Company’s total potential funding obligation is dependent on both (a) borrower behavior (for example, the amount of additional draws requested) and (b) the contractual draw period (remaining term) available to the borrowers. Because borrowers can make principal payments and restore the amounts available for draws and then borrow additional amounts as long as their lines of credit remain active, the funding obligation has no specific limitation and it is not possible to define the maximum funding obligation.
Schedule of Retained Assets in Securitizations with Credit Exposure	The following table summarizes the Company's balance of retained assets with credit exposure, which includes transferors' interests that were included as unreimbursed HELOC draws which are included in loans held-for-investment at December 31, 2012.
		31-Dec-12
		Amount of			Balance of
		Loans Serviced			Retained Assets
					With Credit
					Exposure
		(Dollars in thousands)
	Private-label securitization	$	—		$	7,103
Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Summary of Classifications of Consolidated VIEs	The following table provides a summary of the classifications of consolidated VIE assets and liabilities included in the Consolidated Financial Statements.
		2005-1			2006-2			Total
	30-Sep-13	(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items	$	460		$	—		$	460
	Loans held-for-investment	81,325			80,437			161,762
	Liabilities
	Long-term debt	$	58,609		$	54,345		$	112,954
	Other liabilities	136			—			136
Variable Interest Entity, Not Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Summary of Classifications of Consolidated VIEs	The following table provides a summary of the unconsolidated VIE (the FSTAR 2007-1 mortgage securitization trust) with which the Company has a significant continuing involvement, but is not the primary beneficiary. The following table sets forth certain characteristics of each of the fixed rate second mortgage underlying the FSTAR 2007-1 mortgage securitization trust at its inception and the current characteristics as of and for the three months ended September 30, 2013.
		2007-1 at			2007-1
		Inception			Current Levels
		(Dollars in thousands)
	FSTAR 2007-1 mortgage securitization trust
	Number of loans	12,416			4,360
	Aggregate principal balance	$	622,100		$	175,815
	Average principal balance	$	50		$	40
	Weighted average fully indexed interest rate	8.22		%	7.11		%
	Weighted average original term	194 months			194 months
	Weighted average remaining term	185 months			109 months
	Weighted average original credit score	726			713

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	9 Months Ended
	Sep. 30, 2013
Transfers and Servicing [Abstract]
Schedule of Servicing Assets at Fair Value	The table summarizes activity related to the MSRs as follows.
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013			2012
		(Dollars in thousands)
	Balance at beginning of period	$	729,019			$	638,865			$	710,791		$	510,475
	Additions from loans sold with servicing retained	86,109				131,837				323,216			370,012
	Reductions from bulk sales (1)	—				(9,589		)		(233,742		)	(27,791		)
	Changes in fair value due to (2)
	Decrease in MSR value (3)	(18,268		)		(45,552		)		(87,397		)	(101,549		)
	All other changes in valuation inputs or assumptions (4)	169				(28,762		)		84,161			(64,348		)
	Fair value of MSRs at end of period	$	797,029			$	686,799			$	797,029		$	686,799
	Unpaid principal balance of residential first mortgage loans serviced for others (period end)	$	74,200,317			$	82,414,799			$	74,200,317		$	82,414,799
	-1	Includes bulk sales related to underlying serviced loans totaling zero and $23.4 billion for the three and nine months ended September 30, 2013, respectively, compared to $1.2 billion and $3.6 billion for the three and nine months ended September 30, 2012, respectively.
	-2	Changes in fair value are included within loan administration income on the Consolidated Statements of Operations.
	(3)    Represents decrease in MSR value associated with loans that were paid-off during the period.
	-4	Represents estimated MSR value change resulting primarily from market-driven changes in interest rates.
Schedule of Fair Value Assumptions, Servicing Assets Capitalized during Period [Table Text Block]	The key economic assumptions used in determining the fair value of those MSRs capitalized during the three and nine months ended September 30, 2013 and 2012 periods were as follows.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
	Weighted-average life (in years)	6.2			5.4			5.8			5.9
	Weighted-average constant prepayment rate	13	%		17.3	%		14	%		15.7	%
	Weighted-average discount rate	8.7	%		7.2	%		8.1	%		7.1	%
Schedule of Fair Value Assumptions, Servicing Assets	The key economic assumptions reflected in the overall fair value of the entire portfolio of MSRs were as follows.
		September 30,			December 31,
		2013			2012
	Weighted-average life (in years)	6.4			5.3
	Weighted-average constant prepayment rate	12.3	%		17.3	%
	Weighted-average discount rate	8.5	%		7	%
Schedule of Servicing Assets at Fair Value, Servicing Fees	Contractual servicing fees. Contractual servicing fees, including late fees and ancillary income, for each type of loan serviced are presented below. Contractual servicing fees are included within loan administration income on the Consolidated Statements of Operations.
		Three Months Ended September 30,								Nine Months Ended September 30,
		2013				2012				2013			2012
		(Dollars in thousands)
	Residential first mortgage	$	52,483			$	53,433			$	157,329		$	152,369
	Other	75				203				347			509
	Total	$	52,558			$	53,636			$	157,676		$	152,878

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Financial Instruments	The Company had the following derivative financial instruments.
		Notional Amount		Fair Value		Expiration Dates
		(Dollars in thousands)
	September 30, 2013
	Assets (1)
	U.S. Treasury and euro dollar futures	$	5,139,600	$	929	2013
	Mortgage backed securities forwards	$	100,000	$	2,495	2013
	Rate lock commitments	2,755,914		64,195		2013
	Interest rate swaps	77,276		1,411		Various
	Total derivative assets	$	8,072,790	$	69,030
	Liabilities (2)
	Forward agency and loan sales	4,346,181		69,807		2013
	Interest rate swaps	77,276		1,411		Various
	Total derivative liabilities	$	4,423,457	$	71,218
	December 31, 2012
	Assets (1)
	U.S. Treasury and euro dollar futures	$	11,778,600	$	2,203	2013
	Mortgage backed securities forwards	1,275,000		3,619		2013
	Rate lock commitments	5,149,891		86,200		2013
	Interest rate swaps	101,246		5,954		Various
	Total derivative assets	$	18,304,737	$	97,976
	Liabilities (2)
	Forward agency and loan sales	$	7,385,430	$	14,021	2013
	Interest rate swaps	101,246		5,954		Various
	Total derivative liabilities	$	7,486,676	$	19,975
	-1	Asset derivatives are included in "other assets" on the Consolidated Statements of Financial Condition.
	-2	Liability derivatives are included in "other liabilities" on the Consolidated Statements of Financial Condition.
Offsetting of Derivatives	The following tables present the derivatives subject to a master netting arrangement, including the cash pledged as collateral.
		September 30, 2013
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments			Cash Collateral		Net Amount
		(Dollars in thousands)
	Assets
	U.S. Treasury and euro dollar futures	$	8,004	$	1,980	$	6,024	$	—		$	5,095	$	929
	Mortgage backed securities forwards	79,905		—		79,905		—			77,410		2,495
	Forward agency and loan sales	1,088		1,088		—		—			—		—
	Rate lock commitments	65,700		1,505		64,195		—			—		64,195
	Interest rate swaps	3,649		—		3,649		—			2,238		1,411
	Total derivative assets	$	158,346	$	4,573	$	153,773	$	—		$	84,743	$	69,030
	Liabilities
	U.S. Treasury and euro dollar futures	$	1,980	$	1,980	$	—	$	—		$	—	$	—
	Forward agency and loan sales	70,895		1,088		69,807		—			—		69,807
	Rate lock commitments	1,505		1,505		—		—			—		—
	Interest rate swaps	1,411		—		1,411		—			—		1,411
	Total derivative liabilities	$	75,791	$	4,573	$	71,218	$	—		$	—	$	71,218
		December 31, 2012
								Gross Amounts Not Offset in the Statement of Financial Position
	Economic Undesignated Hedges	Gross Amount		Gross Amounts Offset in the Statement of Financial Position		Net Amount Presented in the Statement of Financial Position		Financial Instruments			Cash Collateral		Net Amount
		(Dollars in thousands)
	Assets
	U.S. Treasury and euro dollar futures	$	36,801	$	5,076	$	31,725	$	15,006		$	14,516	$	2,203
	Mortgage backed securities forwards	42,194		—		42,194		(4		)	38,579		3,619
	Forward agency and loan sales	3,401		3,401		—		—			—		—
	Rate lock commitments	86,286		86		86,200		—			—		86,200
	Interest rate swaps	14,164		—		14,164		—			8,210		5,954
	Total derivative assets	$	182,846	$	8,563	$	174,283	$	15,002		$	61,305	$	97,976
	Liabilities
	U.S. Treasury and euro dollar futures	$	5,076	$	5,076	$	—	$	—		$	—	$	—
	Forward agency and loan sales	17,422		3,401		14,021		—			—		14,021
	Rate lock commitments	86		86		—		—			—		—
	Interest rate swaps	5,954		—		5,954		—			—		5,954
	Total derivative liabilities	$	28,538	$	8,563	$	19,975	$	—		$	—	$	19,975

Federal_Home_Loan_Bank_Advance1

Federal Home Loan Bank Advances (Tables)	9 Months Ended
	Sep. 30, 2013
Advances from Federal Home Loan Banks [Abstract]
Schedule of FHLB Advances, by Interest Rate Type	The following is a breakdown of the advances outstanding.
		September 30, 2013						December 31, 2012
		Amount			Rate			Amount				Rate
		(Dollars in thousands)
	Short-term floating rate daily adjustable advances	$	7,598		0.45	%		$	280,000			0.5	%
	Long-term fixed rate term advances	2,900,000			3.3	%		2,900,000				3.3	%
	Total	$	2,907,598		3.29	%		$	3,180,000			3.8	%
Schedule of FHLB Advances, Disclosures
		Three Months Ended September 30,							Nine Months Ended September 30,
		2013			2012				2013				2012
		(Dollars in thousands)
	Maximum outstanding at any month end	$	2,907,598		$	3,400,000			$	2,907,598			$	3,703,000
	Average outstanding balance	2,900,519			3,561,532				2,968,308				3,884,049
	Average remaining borrowing capacity	461,899			1,138,447				801,969				849,789
	Weighted-average interest rate	3.34		%	3.03		%		3.28		%		2.82		%
FHLB Advances, Fiscal Year Maturity Schedule	The following outlines the Company’s FHLB advance final maturity dates.
		30-Sep-13			31-Dec-12
		(Dollars in thousands)
	2013	$	7,598		$	280,000
	2014	250,000			250,000
	2015	750,000			750,000
	2016	1,650,000			1,650,000
	2017	250,000			250,000
	Total	$	2,907,598		$	3,180,000

LongTerm_Debt_Tables

Long-Term Debt (Tables)	9 Months Ended
	Sep. 30, 2013
Debt Disclosure [Abstract]
Schedule of Long-term Debt Instruments	The following table presents the outstanding balance on each junior subordinated note and related interest rates of the long-term debt as of the dates indicated.
		September 30, 2013				December 31, 2012
		(Dollars in thousands)
	Junior Subordinated Notes
	Floating 3 Month LIBOR (1)
	Plus 3.25%, matures 2032	$	25,774	3.5	%	$	25,774	3.56	%
	Plus 3.25%, matures 2033	25,774		3.52	%	25,774		3.59	%
	Plus 3.25%, matures 2033	25,780		3.5	%	25,780		3.56	%
	Plus 2.00%, matures 2035	25,774		2.27	%	25,774		2.34	%
	Plus 2.00%, matures 2035	25,774		2.27	%	25,774		2.34	%
	Plus 1.75%, matures 2035	51,547		2	%	51,547		2.06	%
	Plus 1.50%, matures 2035	25,774		1.77	%	25,774		1.84	%
	Plus 1.45%, matures 2037	25,774		1.7	%	25,774		1.76	%
	Plus 2.50%, matures 2037	15,464		2.75	%	15,464		2.81	%
	Subtotal	$	247,435			$	247,435
	Notes associated with consolidated VIEs
	HELOC securitizations
	Plus 0.23% (2), matures 2018	58,609				—
	Plus 0.16% (3), matures 2019	54,345				—
	Total long-term debt	$	360,389			$	247,435
	-1	The securities are currently callable by the Company.
	-2	The Notes will accrue interest at a rate equal to the least of (i) one-month LIBOR plus 0.23 percent (ii) the net weighted average coupon, and (iii) 16.00 percent.
	-3	The interest rate for the notes may adjust monthly and will be subject to (i) a cap based on the weighted average of the loan rates on the mortgage loans, minus the rates at which certain fees and expenses of the issuing entity are calculated and minus any required spread and adjusted for actual days and (ii) a fixed cap of 16.00 percent.

Representation_and_Warranty_Re1

Representation and Warranty Reserve (Tables)	9 Months Ended
	Sep. 30, 2013
Representation and Warranty Reserve Disclosures [Abstract]
Schedule of Representation and Warranty Reserve Activity	The following table shows the activity in the representation and warranty reserve.
			Three Months Ended September 30,						Nine Months Ended September 30,
			2013			2012			2013			2012
			(Dollars in thousands)
	Balance, beginning of period,		$	185,000		$	161,000		$	193,000		$	120,000
	Provision
		Charged to gain on sale for current loan sales	3,719			6,432			14,588			17,126
		Charged to representation and warranty reserve - change in estimate	5,205			124,492			51,541			231,058
		Total	8,924			130,924			66,129			248,184
	Charge-offs, net		(19,924		)	(89,924		)	(85,129		)	(166,184		)
	Balance, end of period		$	174,000		$	202,000		$	174,000		$	202,000

Stockholders_Equity_Tables

Stockholders' Equity (Tables)	9 Months Ended
	Sep. 30, 2013
Stockholders' Equity Note [Abstract]
Schedule of Stock by Class	Preferred stock with a par value of $0.01 and a liquidation value of $1,000 and additional paid in capital attributable to preferred stock at September 30, 2013 is summarized as follows.
		Rate			Earliest		Shares	Preferred			Additional
					Redemption Date		Outstanding	Shares			Paid in
											Capital
		(Dollars in thousands)
	Series C Preferred Stock	5	%		January 31, 2012		266,657	$	3		$	264,723
Schedule of Accumulated Other Comprehensive Income (Loss)	The following table sets forth the components in accumulated other comprehensive income (loss) for each type of available-for-sale security.
		Pre-tax Amount				Income Tax (Expense) Benefit (1)		After-Tax Amount
		(Dollars in thousands)
	Accumulated other comprehensive income (loss)
	30-Sep-13
	Net unrealized gain on securities available-for-sale,
	U.S. government sponsored agencies	$	4,429			$	—	$	4,429
	Total net unrealized gain on securities available-for-sale	$	4,429			$	—	$	4,429
	31-Dec-12
	Net unrealized gain (loss) on securities available-for-sale,
	U.S. government sponsored agencies	$	2,389			$	—	$	2,389
	FSTAR 2006-1 securitization trust	(10,155		)		6,108		(4,047		)
	Total net unrealized gain (loss) on securities available-for-sale	$	(7,766	)		$	6,108	$	(1,658	)
	-1	The income tax benefit reflects the amount which existed at the time the Company established the valuation allowance for deferred securities that were held at the date disposed or matured.

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	9 Months Ended
	Sep. 30, 2013
Earnings Per Share [Abstract]
Schedule of Earnings Per Share, Basic and Diluted	The following table sets forth the computation of basic and diluted earnings per share of Common Stock.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
		(Dollars in thousands, except per share data)
	Net income	$	14,272		$	81,110		$	105,082		$	161,187
	Less: preferred stock dividend/accretion	(1,449		)	(1,417		)	(4,336		)	(4,241		)
	Net income from continuing operations	12,823			79,693			100,746			156,946
	Deferred cumulative preferred stock dividends	(3,613		)	(3,481		)	(10,707		)	(10,294		)
	Net income applicable to Common Stock	$	9,210		$	76,212		$	90,039		$	146,652
	Weighted average shares
	Weighted average common shares outstanding	56,096			55,802			56,042			55,735
	Effect of dilutive securities
	Warrants	235			—			223			—
	Stock-based awards	210			431			194			349
	Weighted average diluted common shares	56,541			56,233			56,459			56,084
	Earnings per common share
	Net income applicable to Common Stock	$	0.16		$	1.37		$	1.61		$	2.63
	Effect of dilutive securities
	Warrants	—			—			(0.01		)	—
	Stock-based awards	—			(0.01		)	(0.01		)	(0.02		)
	Diluted earnings per share	$	0.16		$	1.36		$	1.59		$	2.61

Income_Taxes_Tables

Income Taxes (Tables)	9 Months Ended
	Sep. 30, 2013
Income Tax Disclosure [Abstract]
Schedule of Effective Income Tax Rate Reconciliation	The Company's effective tax rate differs from the statutory federal tax rate. The following is a summary of such differences.
		Three Months Ended September 30,						Nine Months Ended September 30,
		2013			2012			2013			2012
		(Dollars in thousands)
	Provision at statutory federal income tax rate (35%)	$	5,072		$	21,256		$	34,718		$	49,458
	Increases (decreases) resulting from
	Valuation allowance	(7,267		)	(21,155		)	(37,994		)	(50,613		)
	Residual tax effect associated with other comprehensive income	—			(19,880		)	(6,108		)	(19,880		)
	DOJ litigation settlement	1,820			—			3,280			280
	Other	595			(601		)	216			875
	Provision (benefit) at effective federal income tax rate	$	220		$	(20,380	)	$	(5,888	)	$	(19,880	)

Regulatory_Matters_Tables

Regulatory Matters (Tables)	9 Months Ended
	Sep. 30, 2013
Regulated Operations [Abstract]
Regulatory Capital Requirements	Note 18 — Regulatory Matters
	Regulatory Capital
	The Bank is subject to various regulatory capital requirements administered by the U.S. bank regulatory agencies. Failure to meet minimum capital requirements can initiate certain mandatory, and possibly additional discretionary actions by regulators that, if undertaken, could have a direct material effect on the Consolidated Financial Statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Bank must meet specific capital guidelines that involve quantitative measures of the Bank’s assets, liabilities, and certain off-balance-sheet items as calculated under regulatory accounting practices. The Bank’s capital amounts and classification are also subject to qualitative judgments by regulators about components, risk weightings, and other factors.
	Quantitative measures that have been established by regulation to ensure capital adequacy require the Bank to maintain minimum capital amounts and ratios (set forth in the table below). The Bank’s primary regulatory agency, the OCC, requires that the Bank maintain minimum ratios of tangible capital (as defined in the regulations) of 1.5 percent, Tier 1 capital to adjusted tangible assets and Tier 1 capital to risk-weighted assets of 4.0 percent, and total risk-based capital to risk-weighted assets of 8.0 percent. The Bank is also subject to prompt corrective action capital requirement regulations set forth by the FDIC. The FDIC requires the Bank to maintain minimum ratios of Tier 1 capital to adjusted tangible assets of 5.0 percent, Tier 1 capital to risk-weighted assets of 6.0 percent, and total risk-based capital to risk-weighted assets of 10.0 percent.
	To be categorized as "well capitalized," the Bank must maintain minimum total risk-based, Tier 1 risk-based, and Tier 1 leverage ratios as set forth in the table below, as of the date of filing of its quarterly report with the OCC. The Bank is considered “well capitalized” at both September 30, 2013 and December 31, 2012. There are no conditions or events since that notification that management believes have changed the Bank’s category.
		Actual				For Capital Adequacy Purposes				Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount		Ratio		Amount		Ratio
		(Dollars in thousands)
	30-Sep-13
	Tangible capital (to tangible assets)	$	1,402,423	11.98	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,402,423		11.98	%	$	468,345	4	%	$	585,432	5	%
	Tier 1 capital (to risk weighted assets)	1,402,423		26.57	%	211,130		4	%	316,695		6	%
	Total capital (to risk weighted assets)	1,470,060		27.85	%	422,260		8	%	527,825		10	%
	31-Dec-12
	Tangible capital (to tangible assets)	$	1,295,841	9.26	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,295,841		9.26	%	$	559,985	4	%	$	699,982	5	%
	Tier 1 capital (to risk weighted assets)	1,295,841		15.9	%	325,956		4	%	488,926		6	%
	Total capital (to risk weighted assets)	1,400,126		17.18	%	651,902		8	%	814,877		10	%
	N/A - Not applicable.
	Consent Order
	Effective October 23, 2012, the Bank's board of directors executed a Stipulation and Consent (the "Stipulation"), accepting the issuance of a Consent Order (the "Consent Order") by the OCC. The Consent Order replaces the supervisory agreement entered into between the Bank and the Office of Thrift Supervision (the "OTS") on January 27, 2010, which the OCC terminated simultaneous with issuance of the Consent Order. The Company is still subject to the Supervisory Agreement with the Federal Reserve (discussed below).
	Under the Consent Order, the Bank is required to adopt or review and revise various plans, policies and procedures related to, among other things, regulatory capital, enterprise risk management and liquidity. Specifically, under the terms of the Consent Order, the Bank's board of directors has agreed to, among other things, which include but not limited to the following:
	•	Review, revise, and forward to the OCC a written capital plan for the Bank covering at least a three-year period and establishing projections for the Bank's overall risk profile, earnings performance, growth expectations, balance sheet mix, off-balance sheet activities, liability and funding structure, capital and liquidity adequacy, as well as a contingency capital funding process and plan that identifies alternative capital sources should the primary sources not be available;
	•	Adopt and forward to the OCC a comprehensive written liquidity risk management policy that systematically requires the Bank to reduce liquidity risk; and
	•	Develop, adopt, and forward to the OCC a written enterprise risk management program that is designed to ensure that the Bank effectively identifies, monitors, and controls its enterprise-wide risks, including by developing risk limits for each line of business.
	Each of the plans, policies and procedures referenced above in the Consent Order, as well as any subsequent amendments or changes thereto, must be submitted to the OCC for a determination that the OCC has no supervisory objection to them. Upon receiving a determination of no supervisory objection from the OCC, the Bank must implement and adhere to the respective plan, policy or procedure. The foregoing summary of the Consent Order does not purport to be a complete description of all of the terms of the Consent Order, and is qualified in its entirety by reference to the copy of the Consent Order filed with the SEC as an exhibit to the Company's Current Report on Form 8-K filed on October 24, 2012.
	The Bank intends to address the banking issues identified by the OCC in the manner required for compliance by the OCC. There can be no assurance that the OCC will not provide substantive comments on the capital plan or other submissions that the Bank makes pursuant to the Consent Order that will have a material impact on the Company. The Company believes that the actions taken, or to be taken, to address the banking issues set forth in the Consent Order should, over time, improve its enterprise risk management practices and risk profile. For further information regarding the risks related to the Consent Order, please also refer to the section captioned "FORWARD-LOOKING STATEMENTS" below and the risk factors previously disclosed in Item 1A to Part I of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2012.
	Supervisory Agreement
	The Company is subject to the Supervisory Agreement, which will remain in effect until terminated, modified, or suspended in writing by the Federal Reserve. The failure to comply with the Supervisory Agreement could result in the initiation of further enforcement action by the Federal Reserve, including the imposition of further operating restrictions, and could result in additional enforcement actions against the Company. The Company has taken actions which it believes are appropriate to comply with, and intends to maintain compliance with, all of the requirements of the Supervisory Agreement.
	Pursuant to the Supervisory Agreement, the Company submitted a capital plan to the OTS, predecessor in interest to the Federal Reserve. In addition, the Company agreed to request prior non-objection of the Federal Reserve to pay dividends or other capital distributions; purchase, repurchase or redeem certain securities; and incur, issue, renew, roll over or increase any debt and enter into certain affiliate transactions. The Company also agreed to comply with restrictions on the payment of severance and indemnification payments, director and management changes and employment contracts and compensation arrangements. A complete description of all of the terms of the Supervisory Agreement and is qualified in its entirety by reference to the copy of the Supervisory Agreement filed with the SEC as an exhibit to the Company's Current Report on Form 8-K filed on January 28, 2010. For further information regarding the risks related to the Supervisory Agreement, please also refer to the section captioned "FORWARD-LOOKING STATEMENTS" below and the risk factors previously disclosed in Item 1A to Part I of the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2012.
	Regulatory Developments
	Among the recent legislative and regulatory developments affecting the banking industry are evolving regulatory capital standards for banking organizations. These evolving standards include the so-called "Basel III" initiatives that are part of the effort by international banking supervisors to improve the ability of the banking sector to absorb shocks in periods of financial and economic stress and changes by the U.S. bank regulatory agencies to reduce the use of credit ratings in the rules governing regulatory capital.
	In December 2010, the Basel Committee released its final framework for strengthening international capital and liquidity regulation, now officially identified by the Basel Committee as "Basel III." Basel III, when implemented by the U.S. bank regulatory agencies and fully phased-in, will require U.S. banks to maintain substantially more capital, with a greater emphasis on common equity.
	In June 2012, the U.S. banking regulators adopted final market risk capital rules to implement the enhancements to the market risk framework adopted by the Basel Committee (commonly referred to as "Basel II.5"). The final rules were effective January 1, 2013 and, among other things, establish new stressed Value at Risk ("VaR") and incremental risk charges for covered trading positions and replace references to credit ratings in the market risk rules with alternative methodologies for assessing credit risk.
	In August 2012, the U.S. bank regulatory agencies requested comment on three sets of proposed rules that implement the Basel III capital framework. The first of the three rules addressed minimum capital requirements, regulatory capital, and additional capital “buffer standards to enhance the resilience of banking organizations to withstand periods of financial stress. The second set of rules proposed revisions to the methodologies for calculating risk-weighted assets incorporating aspects of the Basel II standardized approach and established alternative standards of creditworthiness in place of credit ratings. The final proposal included proposed changes to the U.S. bank regulatory agencies current advanced approaches risk-based capital rule.
	In July 2013, the U.S. bank regulatory agencies adopted an interim final rule ("the rule") that revises the risk-based and leverage capital requirements for banking organizations. The rule consolidates three separate notices of proposed rulemaking published in the Federal Register in August 2012, with selected changes. The rule implements a revised definition of regulatory capital, a new common equity tier 1 minimum capital requirement, and a higher minimum tier 1 capital requirement and requires new deductions from capital for investments in unconsolidated financial institutions, mortgage servicing assets and deferred tax assets that exceed specified thresholds. The rule incorporates these new requirements into the U.S. bank regulatory agencies prompt corrective action framework. In addition, the rule establishes limits on a banking organization's capital distributions and certain discretionary bonus payments if the banking organization does not hold a specified amount of common equity tier 1 capital in addition to the amount necessary to meet its minimum risk-based capital requirements. Further, the rule amends the methodologies for determining risk-weighted assets for all banking organizations. The rule also adopts changes to the U.S. bank regulatory agencies regulatory capital requirements that meet the requirements of section 171 and section 939A of the Dodd-Frank Wall Street Reform and Consumer Protection Act. The rule codifies the U.S. bank regulatory agencies regulatory capital rules, which have previously resided in various appendices to their respective regulations, into a harmonized integrated regulatory framework. In addition, the OCC is amending the market risk capital rule (market risk rule) to apply to Federal savings associations, and the Federal Reserve is amending the advanced approaches and market risk rules to apply to top-tier savings and loan holding companies domiciled in the United States, except for certain savings and loan holding companies that are substantially engaged in insurance underwriting or commercial activities. The mandatory compliance date is January 1, 2014 for advanced approaches banking organizations that are not savings and loan holding companies and January 1, 2015 for all other covered banking organizations with transitional provisions applicable to capital adjustments and deductions through December 31, 2017. Once fully phased in, the Basel III capital rules will significantly reduce the allowable amount of the fair value of MSRs and deferred tax assets included in Tier 1 capital.
	In October 2013, the OCC and Federal Reserve published a final rule that replaces their existing risk-based and leverage capital rules. The final rule is consistent with the interim final rule.
		Actual				For Capital Adequacy Purposes				Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount		Ratio		Amount		Ratio
		(Dollars in thousands)
	30-Sep-13
	Tangible capital (to tangible assets)	$	1,402,423	11.98	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,402,423		11.98	%	$	468,345	4	%	$	585,432	5	%
	Tier 1 capital (to risk weighted assets)	1,402,423		26.57	%	211,130		4	%	316,695		6	%
	Total capital (to risk weighted assets)	1,470,060		27.85	%	422,260		8	%	527,825		10	%
	31-Dec-12
	Tangible capital (to tangible assets)	$	1,295,841	9.26	%	N/A		N/A		N/A		N/A
	Tier 1 capital (to adjusted tangible assets)	1,295,841		9.26	%	$	559,985	4	%	$	699,982	5	%
	Tier 1 capital (to risk weighted assets)	1,295,841		15.9	%	325,956		4	%	488,926		6	%
	Total capital (to risk weighted assets)	1,400,126		17.18	%	651,902		8	%	814,877		10	%

Legal_Proceedings_Contingencie1

Legal Proceedings, Contingencies and Commitments (Tables)	9 Months Ended
	Sep. 30, 2013
Commitments and Contingencies Disclosure [Abstract]
Commitments Disclosure [Text Block]	A summary of the contractual amount of significant commitments is as follows.
		September 30, 2013		December 31, 2012
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	2,755,914	$	5,149,891
	HELOC	64,193		53,276
	Other	7,467		7,042
	Standby and commercial letters of credit	7,503		66,005
Schedule of Significant Commitments	Legal Proceedings, Contingencies and Commitments
	Legal Proceedings
	The Company and certain subsidiaries are subject to various pending or threatened legal proceedings arising out of the normal course of business or operations. Although there can be no assurance as to the ultimate outcome of these proceedings, the Company, together with its subsidiaries, believes it has meritorious defenses to the claims presently asserted against the Company, including the matters described below. With respect to such legal proceedings, the Company intends to continue to defend itself vigorously, litigating or settling cases according to management's judgment as to the best interests of the Company and its stockholders.
	On at least a quarterly basis, the Company assesses the liabilities and loss contingencies in connection with pending or threatened legal proceedings utilizing the latest information available. The Company establishes reserves for legal claims and regulatory matters when the Company believes it is probable that a loss may be incurred and the amount of such loss can be reasonably estimated. Once established, accrued reserves are adjusted from time to time, as appropriate, in light of additional information.
	Resolutions of legal claims are inherently dependent on the specific facts and circumstances of each specific case; therefore the actual costs of resolving these claims may be substantially higher or lower than the amounts reserved. Based on current knowledge, and after consultation with legal counsel, management believes that current reserves are adequate and the amount of any incremental liability that may arise is not expected to have a material adverse effect on the Consolidated Financial Statements. Certain legal claims considered by the Company in its analysis of the sufficiency of its related reserves include the following.
	DOJ Litigation Settlement
	In February 2012, the Company announced that the Bank had entered into the DOJ Agreement for $133.0 million relating to certain underwriting practices associated with loans insured by FHA. Pursuant to the DOJ Agreement, the Bank agreed to:
	•	Comply with all applicable HUD and FHA rules related to the continued participation in the direct endorsement lender program;
	•	Make an initial payment of $15.0 million within 30 business days of the effective date of the DOJ Agreement (which was paid on April 3, 2012);
	•	Make the Additional Payments of approximately $118.0 million, the payment of which is contingent only upon the occurrence of certain future events; and
	•	Complete a monitoring period by an independent third party chosen by the Bank and approved by HUD.
	Subject to the Bank's full compliance with the terms of the DOJ Agreement, the government agreed to:
	•	Immediately release the Bank and all of the current and former officers, directors, employees, affiliates and assigns from any civil or administrative claim it has or may have under various federal laws, the common law or equitable theories of fraud or mistake of fact in connection with the mortgage loans the Bank endorsed for FHA insurance during the period January 1, 2002 to the date of the DOJ Agreement (the "Covered Period");
	•	Not refuse to pay any insurance claim or seek indemnification or other relief in connection with the mortgage loans the Bank endorsed for FHA insurance during the Covered Period but for which no claims have yet been paid on the basis of the conduct alleged in the complaint or referenced in the DOJ Agreement; and
	•	Not seek indemnification or other relief in connection with the mortgage loans the Bank endorsed for FHA insurance during the Covered Period and for which HUD has paid insurance claims on the basis of the conduct alleged in the complaint or referenced in the DOJ Agreement.
	The Company elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. As of September 30, 2013, the Bank has accrued $28.5 million, which represents the fair value of the Additional Payments. See Note 3 - Fair Value Measurements, for further information on the fair value of the DOJ litigation settlement. Other than as set forth above, the DOJ Agreement does not have any effect on FHA insured loans in the Company's portfolio, including loans classified as loans repurchased with government guarantees as discussed in Note 6 - Loans Repurchased with Government Guarantees. The Company believes that such loans retain FHA insurance, and the Company continues to process such loans for insurance claims in the normal course and to receive payments thereon from the FHA. Based on the experience subsequent to the Bank's agreement with the DOJ, the Company believes that such claims are not subject to denial or dispute other than in the normal course of processing insurance claims.
	Mortgage-Related Litigation, Regulatory and Other Matters
	Regulatory Matters
	From time to time, governmental agencies conduct investigations or examinations of various mortgage related practices of the Bank. Ongoing investigations relate to whether the Bank has properly complied with laws or regulations relating to mortgage origination or servicing practices and to whether its practices with regard to servicing residential first mortgage loans are adequate. The Bank is cooperating with such agencies and providing information as requested. In addition, the Bank has routinely been named in civil actions throughout the country by borrowers and former borrowers relating to the origination, purchase, sale and servicing of mortgage loans.
	Repurchase Demands and Indemnification Claims
	In the normal course of its operations, the Bank receives repurchase and indemnification demands from counterparties involved with the purchase of residential first mortgages for alleged breaches of representations and warranties. The Bank establishes a representation and warranty reserve in connection with the estimated potential liability for such potential demands.
	In 2009 and 2010, the Bank received repurchase demands from Assured with respect to HELOCs that were sold by the Bank in connection with the HELOC securitizations. Assured is the note insurer of the HELOC securitizations. In April 2011, Assured filed a lawsuit against the Bank in the U.S. District Court for the Southern District of New York, alleging a breach of various loan level representations and warranties and seeking relief for breach of contract, as well as full indemnification and reimbursement of amounts that it had paid under the insurance policies, plus interest and costs. Assured sought $111.0 million in damages. In March 2012, the Court dismissed Assured's claims for indemnification and reimbursement, but allowed the case to proceed on the breach of contract claims related to the Bank's repurchase obligations. The Court issued a memorandum opinion in September 2012, supporting and explaining the Court's March decision. In February 2013, following a bench trial, the Court issued a decision in favor of Assured and awarded it $89.2 million, plus contractual interest and attorneys' fees and costs. On April 1, 2013, the Court issued a final judgment against the Company for a total of $106.5 million, consisting of $90.7 million in damages plus $15.9 million in pre-judgment interest. The Bank filed a notice of appeal later that month. The Court subsequently issued a memorandum order, in which the Court reserved the decision regarding the amount of attorneys' fees to which Assured is entitled until after the appeals process concludes. On June 21, 2013, the Bank entered into an agreement with Assured to settle this lawsuit and the Bank's pending appeal. Pursuant to the terms of the Assured Settlement Agreement, Assured's judgment against the Bank has been deemed fully satisfied, the Bank's appeal has been dismissed, and, among other consideration and transaction provisions, the Bank has paid Assured $105.0 million during the second quarter 2013. In addition, the Bank has assumed responsibility for future payments due by Assured to noteholders in the HELOC securitization trust, and will receive future reimbursements for claims paid to which Assured would otherwise have been entitled. As a result, the Bank recorded a $49.1 million gain during the second quarter 2013, arising from the reconsolidation of the net fair value of the assets and liabilities in the HELOC securitization trusts on the Consolidated Financial Statements and the reversal of related reserves for pending and threatened litigation.
	Also in May 2010, the Bank received repurchase demands from MBIA with respect to closed-end, fixed and adjustable second mortgage loans that were sold by the Bank in connection with its non-agency second mortgage loan securitizations. MBIA is the note insurer of each of the two second mortgage loan securitizations. On January 11, 2013, MBIA filed a complaint against the Bank in the U.S. District Court for the Southern District of New York, alleging a breach of various loan level representations and warranties and seeking relief for breach of contract, as well as full indemnification and reimbursement of amounts that it has paid and will pay under the respective insurance policies, plus interest and costs. MBIA alleged damages to date of $165.0 million and unspecified future damages. In March 2013, the Bank filed a motion to dismiss, and MBIA filed a motion for partial summary judgment on the basis of collateral estoppel. On May 2, 2013, the Bank entered into an agreement with MBIA to settle the lawsuit. Pursuant to the terms of the MBIA Settlement Agreement, MBIA has dismissed the lawsuit against the Bank and in exchange, among other consideration and transaction provisions, the Bank has paid MBIA $110.0 million. As a result of the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization, which was recorded as available-for-sale investment securities, was collapsed and the Company then transferred the loans associated with the securitization to its loans held-for-investment portfolio at fair value and dissolved the FSTAR 2006-1 mortgage securitization trust. As a result, the Company recognized a $4.9 million loss during the second quarter 2013.
	Other Matters
	In May 2012, the Bank and its subsidiary, Flagstar Reinsurance Company, were named as defendants in a putative class action lawsuit filed in the U.S. District Court for the Eastern District of Pennsylvania, alleging a violation of Section 2607 of the Real Estate Settlement Procedures Act ("RESPA"). Section 2607(a) of RESPA generally prohibits anyone from "accept[ing] any fee, kickback or thing of value pursuant to any agreement or understanding, oral or otherwise, that business related incident to or part of a real estate settlement service involving a federally related mortgage loan shall be referred to any person." Section 2607(b) of RESPA also prohibits anyone from "accept[ing] any portion, split, or percentage of any charge made or received for the rendering of a real estate settlement service in connection with a federally related mortgage loan other than for services actually performed." The lawsuit specifically alleges that the Bank and Flagstar Reinsurance Company violated Section 2607 of RESPA through a captive reinsurance arrangement involving (i) allegedly illegal payments to Flagstar Reinsurance Company for the referral of private mortgage insurance business from the Bank to private mortgage insurers to Flagstar Reinsurance Company and (ii) Flagstar Reinsurance Company's purported receipt of an unlawful split of private mortgage insurance premiums. In January 2013, the plaintiffs filed a First Amended Complaint identifying new plaintiffs. On June 27, 2013, the court denied the Bank's and Flagstar Reinsurance's motion to dismiss the First Amended Complaint based upon the statute of limitations and equitable tolling. The parties are in the process of completing limited discovery. At the conclusion of the limited discovery, the Court said it would entertain dispositive motions, and the Company intends to re-file a motion to dismiss the First Amended Complaint.
	On August 15, 2013, shareholder Kenneth Taylor filed a derivative action in the Circuit Court of Oakland County, Michigan against several current and former members of the Company's Board of Directors and executive officers, including Joseph Campanelli, Michael Tierney, Paul Borja, Todd McGowan, Daniel Landers, Matthew Kerin, Walter Carter, Gregory Eng, Jay Hansen, David Matlin, James Ovenden, Mark Patterson, Michael Shonka, and David Treadwell. The lawsuit requests unspecified monetary damages and purports to seek to remedy defendants’ alleged breaches of fiduciary duties and unjust enrichment from 2011 to present, focusing on the events leading up to the Company's February 24, 2012 settlement with the U.S. Department of Justice, as well as the settlement itself. Defendants’ Answer or responsive pleading is currently due on November 27, 2013. On October 23, 2013, shareholder Joel Rosenfeld filed a second derivative action in the same court. Focusing on the February 24, 2012 settlement with the DOJ and the Company's prior litigation with Assured Guaranty, the Rosenfeld action alleges very similar claims to those alleged in the Taylor action. It also names the same defendants and seeks similar damages. It is the Company’s understanding a motion will be made to consolidate the two actions.
	Litigation Accruals and Other Possible Contingent Liabilities
	When establishing an accrual for contingent liabilities, the Company determines a range of potential losses for each matter that is probable to result in a loss and where the amount of the loss can be reasonably estimated. The Company then records the amount it considers to be the best estimate within the range. As of September 30, 2013, the Company's total accrual for contingent liabilities was $31.7 million, which includes the accruals for the DOJ Agreement and pending cases. There may be further losses that could arise, the occurrence of which is not probable (but is reasonably possible), or the amount of which is not reasonably estimable; in either case, such losses are not included in the accrual for contingent liabilities. It is possible that the ultimate resolution of those matters, or one or more other unexpected future developments, could result in a loss or losses that, individually or in the aggregate, may be material to the Company's results of operations, or cash flows, for the relevant period(s).
	Contingencies and Commitments
	A summary of the contractual amount of significant commitments is as follows.
		September 30, 2013		December 31, 2012
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	2,755,914	$	5,149,891
	HELOC	64,193		53,276
	Other	7,467		7,042
	Standby and commercial letters of credit	7,503		66,005
	Commitments to extend credit are agreements to lend funds or provide liquidity subject to specific contractual conditions. Since many of these commitments expire without being drawn upon, the total commitment amounts do not necessarily represent future cash flow requirements. The Company sold $63.0 million of Northeast-based commercial letters of credit, during the first quarter 2013, related to the sale of commercial loans associated with the CIT Agreement.
	The Company enters into forward contracts for the future delivery or purchase of agency and loan sale contracts. These contracts are considered to be derivative instruments under U.S. GAAP. Changes to the fair value of these forward loan sales as a result of changes in interest rates are recorded on the Consolidated Statements of Financial Condition as an other asset. Further discussion on derivative instruments is included in Note 10 - Derivative Financial Instruments.
	The Company has unfunded commitments under its contractual arrangement with the HELOC securitization trusts to fund future advances on the underlying HELOC. Refer to further discussion of this issue as presented in Note 8 – Private-label Securitization and Variable Interest Entities.
	Standby and commercial letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. Standby letters of credit generally are contingent upon the failure of the customer to perform according to the terms of the underlying contract with the third party, while commercial letters of credit are issued specifically to facilitate commerce and typically result in the commitment being drawn on when the underlying transaction is consummated between the customer and the third party.
	For information regarding the representation and warranty reserve, see Note 13 - Representation and Warranty Reserve.

Segment_Information_Tables

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2013
Segment Reporting [Abstract]
Schedule of Segment Reporting Information, by Segment	The following table presents financial information by business segment for the periods indicated.
		Three Months Ended September 30, 2013
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	40,150		$	25,489		$	(22,954	)	$	42,685
	Net gain on loan sales	74,968			105			—			75,073
	Representation and warranty reserve - change in estimate	(5,205		)	—			—			(5,205		)
	Other non-interest income	52,837			9,340			2,251			64,428
	Total net interest income and non-interest income	162,750			34,934			(20,703		)	176,981
	Provision for loan losses	2,290			(6,343		)	—			(4,053		)
	Asset resolution	(14,091		)	(2,204		)	—			(16,295		)
	Depreciation and amortization expense	(1,792		)	(1,024		)	(2,742		)	(5,558		)
	Other non-interest expense	(96,173		)	(36,278		)	(4,132		)	(136,583		)
	Total non-interest expense	(109,766		)	(45,849		)	(6,874		)	(162,489		)
	Income (loss) before federal income taxes	$	52,984		$	(10,915	)	$	(27,577	)	$	14,492
	Benefit for federal income taxes	—			—			(220		)	(220		)
	Net income (loss)	$	52,984		$	(10,915	)	$	(27,797	)	$	14,272
	Average balances
	Loans held-for-sale	$	2,145,245		$	11,721		$	—		$	2,156,966
	Loans held-for-investment	2,902,511			981,358			166,751			4,050,620
	Total assets	7,381,508			1,327,466			3,630,545			12,339,519
	Interest-bearing deposits	—			5,887,049			19,949			5,906,998
		Three Months Ended September 30, 2012
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	49,054		$	40,385		$	(16,360	)	$	73,079
	Net gain on loan sales	334,248			179			—			334,427
	Representation and warranty reserve - change in estimate	(124,492		)	—			—			(124,492		)
	Other non-interest income	46,595			11,164			6,043			63,802
	Total net interest income and non-interest income	305,405			51,728			(10,317		)	346,816
	Provision for loan losses	(50,785		)	(1,810		)	—			(52,595		)
	Asset resolution	(12,853		)	366			—			(12,487		)
	Depreciation and amortization expense	(1,630		)	(917		)	(2,705		)	(5,252		)
	Other non-interest expense	(148,968		)	(46,258		)	(20,526		)	(215,752		)
	Total non-interest expense	(214,236		)	(48,619		)	(23,231		)	(286,086		)
	Income (loss) before federal income taxes	$	91,169		$	3,109		$	(33,548	)	$	60,730
	Provision for federal income taxes	—			—			20,380			20,380
	Net income (loss)	$	91,169		$	3,109		$	(13,168	)	$	81,110
	Average balances
	Loans held-for-sale	$	3,301,860		$	—		$	—		$	3,301,860
	Loans held-for-investment	3,387,490			3,138,425			7,654			6,533,569
	Total assets	9,683,973			3,279,824			2,193,328			15,157,125
	Interest-bearing deposits	—			6,655,728			271,914			6,927,642

Nature_of_Business_Details

Nature of Business (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Branch Information [Line Items]
Assets	$11,807,815	$14,082,012
Home loan center [Member]
Branch Information [Line Items]
Number of centers/offices	45
Number of states in which home loan centers operated	19
Michigan [Member] | Banking center [Member]
Branch Information [Line Items]
Number of centers/offices	111

Basis_of_Presentation_Accounti2

Basis of Presentation, Accounting Policies and Recent Developments Preferred Stock and Warrant (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Jun. 05, 2013
			Common Stock
Class of Stock [Line Items]
Class of Warrant or Right, Number of Securities Called by Warrants or Rights			645,138
Common stock, par value per share	$0.01	$0.01
Exercise price of warrants (per share)			62

Basis_of_Presentation_Accounti3

Basis of Presentation, Accounting Policies and Recent Developments Commerical Loan Sale (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2012	Mar. 28, 2013	Dec. 31, 2012
	CIT Group [Member]	Customers Bank [Member]	Customers Bank [Member]
	Commercial loans [Member]	Commercial and industrial [Member]	Commercial and industrial [Member]
Value of Loan Commitments Sold	$1,300		$187.60
Amount of Outstanding Loan Commitments Sold	784.3		150.9
Loan Commitments Sold, Purchase Price	779.2	148.5
Gains (Losses) on Sales of Assets	1
Allowance for Loan and Lease Losses, Loans Sold	$12.60

Basis_of_Presentation_Accounti4

Basis of Presentation, Accounting Policies and Recent Developments Litigation Settlement (Details) (USD $)

6 Months Ended

1 Months Ended

3 Months Ended

0 Months Ended

1 Months Ended

3 Months Ended

9 Months Ended

Jun. 30, 2013

31-May-10

Apr. 30, 2011

Sep. 30, 2013

Jun. 30, 2013

Jun. 30, 2013

Apr. 02, 2013

Feb. 05, 2013

Apr. 02, 2013

Apr. 02, 2013

Feb. 28, 2013

Jun. 30, 2013

Sep. 30, 2013

Non-agency second mortgage loan securitization [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

MBIA Litigation [Member]

Guarantee Obligations [Member]

Guarantee Obligations [Member]

Pre-Judgment Interest [Member]

Guarantee Obligations and Pre-Judgment Interest [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

securitization

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

Loss contingency, damages awarded

$90,700,000

$89,200,000

$15,900,000

$106,500,000

$89,200,000

Payments for legal settlements

105,000,000

105,000,000

110,000,000

110,000,000

Gain (loss) related to litigation settlement

49,100,000

Number of securitizations

2

Loss contingency, damages sought

111,000,000

165,000,000

Recharacterization of available-for-sale securities to loans held-for-investment

73,283,000

73,300,000

Loss on transfer of available-for-sale securities to loans held-for-investment

($4,900,000)

Fair_Value_Measurements_Litiga

Fair Value Measurements (Litigation Settlement) (Details) (USD $)	1 Months Ended	9 Months Ended	1 Months Ended	9 Months Ended	12 Months Ended	0 Months Ended		1 Months Ended	0 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Feb. 29, 2012	Sep. 30, 2013	Feb. 29, 2012	Sep. 30, 2013	Dec. 31, 2012	Apr. 03, 2012	Feb. 24, 2012	Feb. 29, 2012	Feb. 24, 2012	Feb. 29, 2012
			DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	Initial payment [Member]	Initial payment [Member]	Initial payment [Member]	Additional payments [Member]	Additional payments [Member]
				quarters		DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]
Loss Contingency, Settlement [Abstract]
Litigation settlement payment amount			$133			$15	$15	$15	$118	$118
DOJ litigation settlement liability				$28.50
Maximum number of days payment is due pursuant to DOJ settlement	30 days	30 days
Discount rate				12.10%	14.90%
Period of profitability assumption				12

Fair_Value_Measurements_Assets

Fair Value Measurements (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Dec. 31, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

In Thousands, unless otherwise specified

DOJ Agreement [Member]

DOJ Agreement [Member]

U.S. Treasury bonds [Member]

U.S. Treasury bonds [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Non-agency collateralized mortgage obligations [Member]

Non-agency collateralized mortgage obligations [Member]

Non-agency collateralized mortgage obligations [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Maximum [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Weighted Average [Member]

Reported Value Measurement [Member]

Reported Value Measurement [Member]

Reported Value Measurement [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 2 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Total fair value [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Discounted Cash Flow Method [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Transferor's Interest [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Transferor's Interest [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Transferor's Interest [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Recurring [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Transferor's Interest [Member]

U.S. Treasury bonds [Member]

U.S. Treasury bonds [Member]

Non-agency collateralized mortgage obligations [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

HELOC loans [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Transferor's Interest [Member]

U.S. Treasury bonds [Member]

U.S. Treasury bonds [Member]

Non-agency collateralized mortgage obligations [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

HELOC loans [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

Transferor's Interest [Member]

U.S. Treasury bonds [Member]

U.S. Treasury bonds [Member]

Non-agency collateralized mortgage obligations [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

HELOC loans [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Interest Rate Lock Commitments [Member]

Interest Rate Lock Commitments [Member]

Agency forwards [Member]

Agency forwards [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

First Mortgage [Member]

First Mortgage [Member]

Second mortgage [Member]

U.S. Treasury bonds [Member]

U.S. Treasury bonds [Member]

Non-agency collateralized mortgage obligations [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

HELOC loans [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market Method [Member]

Mark-to-market Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Transferor's Interest [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Assets and Liabilities Measured at Fair Value on Recurring Basis [Line Items]

Fair Value, Assets and Liabilities, Transfers Between Fair Value Levels

$0

$0

$0

$0

$0

$0

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value

1,092,244

1,092,244

949,107

895,211

1,020,574

1,083,545

956,290

797,029

729,019

710,791

686,799

638,865

510,475

0

7,103

7,617

7,660

9,594

0

[1],[2],[3]

91,117

[1],[2],[3]

96,108

[1],[2],[3]

100,306

[1],[2],[3]

110,328

[1],[2],[3]

64,195

-23,746

86,200

230,050

132,388

70,965

0

[1],[2],[3]

204,326

[1],[2],[3]

254,928

[1],[2],[3]

Fair Value Inputs, Discount Rate

12.10%

14.90%

5.20%

4.90%

4.60%

7.20%

7.80%

7.40%

6.90%

10.80%

6.50%

6.10%

5.70%

9.00%

Fair Value Inputs, Prepayment Rate

9.80%

14.00%

9.60%

7.60%

14.70%

20.30%

14.40%

11.30%

12.30%

17.30%

12.00%

9.40%

Sensitify of Fair Value to Loss Severity Input

0.00%

Assets, Fair Value Disclosure [Abstract]

Securities classified as trading

50,053

170,086

50,053

170,086

50,053

170,086

0

0

0

0

50,053

170,086

50,053

170,086

Securities classified as available-for-sale

495,423

184,445

91,117

474,681

79,717

20,742

13,611

0

0

474,681

79,717

0

13,611

0

0

0

20,742

0

91,117

0

0

0

13,611

91,117

474,681

79,717

20,742

91,117

495,423

184,445

Loans held-for-sale

1,826,060

[4]

2,865,696

0

0

1,826,060

2,865,696

0

0

1,826,060

2,865,696

1,879,290

3,939,720

Loans held-for-investment

250,297

20,219

0

0

0

0

0

19,276

20,219

0

0

0

0

0

69,259

7,103

161,762

19,276

20,219

69,259

161,762

7,103

3,806,507

5,133,101

7,103

Residential mortgage servicing rights

797,029

710,791

0

0

0

0

797,029

797,029

710,791

797,029

710,791

797,029

710,791

797,029

710,791

Derivative assets

3,424

5,821

929

2,203

0

0

2,495

3,618

0

0

1,411

5,813

0

0

0

0

0

0

1,411

5,813

64,195

64,195

86,200

0

0

64,195

86,200

0

0

0

0

69,030

97,834

929

2,203

64,195

86,200

2,495

3,618

1,411

5,813

64,195

86,200

Assets at fair value

2,076,357

2,885,915

528,158

255,624

1,867,489

2,905,339

1,092,245

1,092,245

895,211

3,487,892

4,056,174

Liabilities, Fair Value Disclosure [Abstract]

Derivative liabilities

0

0

0

0

0

0

-71,218

-19,834

-69,807

-14,021

-1,411

-5,813

0

0

0

0

0

0

0

-71,218

-19,834

-69,807

-14,021

-1,411

-5,813

Warrant liabilities

0

0

8,232

11,346

0

0

0

8,232

11,346

8,232

11,346

Long-term debt, fair value

112,954

0

0

0

-112,954

-112,954

-112,954

0

-360,389

-247,435

DOJ litigation

0

0

0

0

-28,470

-28,470

-19,100

-28,470

-19,100

Total liabilities at fair value

$0

$0

($79,450)

($31,180)

($141,424)

($141,424)

($19,100)

($220,874)

($50,280)

Fair Value Inputs, Probability of Default

11.40%

5.30%

17.20%

8.00%

14.30%

6.70%

Fair Value Inputs, Loss Severity

80.00%

80.00%

120.00%

120.00%

100.00%

100.00%

Fair Value Inputs, Weighted Average Cost to Service per Loan

59.90%

58.60%

89.90%

87.90%

74.90%

73.30%

Fair Value Inputs, Pull-through Rate

64.50%

62.80%

96.70%

94.20%

80.60%

78.50%

Fair Value Inputs, Asset Growth Rate

4.40%

4.40%

6.60%

6.60%

5.50%

5.50%

Fair Value Inputs, Mortgage Servicing Right Growth Rate

0.90%

0.90%

1.40%

1.40%

1.20%

1.20%

Fair Value Inputs, Return on Assets Improvement Rate

0.02%

0.02%

0.04%

0.04%

0.03%

0.03%

Fair Value Inputs, Peer Group Return on Assets

0.50%

0.50%

0.80%

0.80%

0.70%

0.70%

[1]

U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect for any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.

[2]

Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in non-interest income.

[3]

Management had anticipated that the non-agency CMOs would be classified under Level 2 of the valuation hierarchy. However, due to illiquidity in the markets, the fair value of these securities has been determined using internal models and therefore is classified within Level 3 of the valuation hierarchy and pricing information from third parties.

[4]

Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Measurements Using Significant Unobservable Inputs) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2012		Sep. 30, 2012		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2013		Sep. 30, 2013		Sep. 30, 2013		Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2012	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2012	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2012	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
			Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		FSTAR 2005-1 Long-term debt [Member]	FSTAR 2006-2 Long-term debt [Member]	Litigation settlement [Member]		Litigation settlement [Member]	Litigation settlement [Member]		Litigation settlement [Member]	Long-term debt [Member]		Long-term debt [Member]		FSTAR 2006-1 Second Mortgage Trust [Member]		FSTAR 2006-1 Second Mortgage Trust [Member]		FSTAR 2006-1 Second Mortgage Trust [Member]		Non-agency collateralized mortgage obligations [Member]		Non-agency collateralized mortgage obligations [Member]		Transferor's Interest [Member]		Transferor's Interest [Member]		Transferor's Interest [Member]		HELOC loans [Member]		HELOC loans [Member]		Second mortgage [Member]		Second mortgage [Member]		FSTAR 2005-1 HELOC loans [Domain]	FSTAR 2006-2 HELOC loans [Member]	Residential Mortgage Servicing Rights [Member]		Residential Mortgage Servicing Rights [Member]		Residential Mortgage Servicing Rights [Member]		Residential Mortgage Servicing Rights [Member]		Rate lock commitments [Member]		Rate lock commitments [Member]		Rate lock commitments [Member]		Rate lock commitments [Member]		Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Minimum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Maximum [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Weighted Average [Member]	Provision for Loan, Lease, and Other Losses [Member]	Provision for Loan, Lease, and Other Losses [Member]	Provision for Loan, Lease, and Other Losses [Member]	Provision for Loan, Lease, and Other Losses [Member]
			Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Level 3 [Member]	Level 3 [Member]	Level 3 [Member]		Level 3 [Member]	Level 3 [Member]		Level 3 [Member]	Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]	Level 3 [Member]	Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Level 3 [Member]		Litigation settlement [Member]	Litigation settlement [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Mark-to-market Method [Member]	Mark-to-market Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Mark-to-market Method [Member]	Mark-to-market Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Discounted Cash Flow Method [Member]	Mark-to-market Method [Member]	Mark-to-market Method [Member]	Nonrecurring [Member]	Nonrecurring [Member]	Nonrecurring [Member]	Nonrecurring [Member]
											Recurring [Member]	Recurring [Member]	Recurring [Member]		Recurring [Member]	Recurring [Member]		Recurring [Member]	Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]	Recurring [Member]	Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Recurring [Member]		Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	FSTAR 2005-1 Long-term debt [Member]	FSTAR 2006-2 Long-term debt [Member]	Litigation settlement [Member]	Litigation settlement [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]	Transferor's Interest [Member]	Second mortgage [Member]	FSTAR 2005-1 HELOC loans [Domain]	FSTAR 2006-2 HELOC loans [Member]	Residential Mortgage Servicing Rights [Member]	Residential Mortgage Servicing Rights [Member]	Rate lock commitments [Member]	Rate lock commitments [Member]	FSTAR 2005-1 Long-term debt [Member]	FSTAR 2006-2 Long-term debt [Member]	Litigation settlement [Member]	Litigation settlement [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]	Transferor's Interest [Member]	Second mortgage [Member]	FSTAR 2005-1 HELOC loans [Domain]	FSTAR 2006-2 HELOC loans [Member]	Residential Mortgage Servicing Rights [Member]	Residential Mortgage Servicing Rights [Member]	Rate lock commitments [Member]	Rate lock commitments [Member]	FSTAR 2005-1 Long-term debt [Member]	FSTAR 2006-2 Long-term debt [Member]	Litigation settlement [Member]	Litigation settlement [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]	Transferor's Interest [Member]	Second mortgage [Member]	FSTAR 2005-1 HELOC loans [Domain]	FSTAR 2006-2 HELOC loans [Member]	Residential Mortgage Servicing Rights [Member]	Residential Mortgage Servicing Rights [Member]	Rate lock commitments [Member]	Rate lock commitments [Member]
																																																																	Recurring [Member]	Recurring [Member]	Recurring [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]	Level 3 [Member]
																																																																				Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]	Recurring [Member]
Assets and Liabilities, Unobservable Input Reconciliation [Line Items]
Fair Value Gain (Loss) on Loans and Leases																																																																																																											($41,400,000)	($26,700,000)	($122,100,000)	($116,600,000)
Fair Value Inputs, Discount Rate																																																																				5.60%	7.20%			7.20%	4.60%	7.20%	5.60%	7.20%	5.20%	4.90%			8.40%	10.80%			10.80%	6.90%	10.80%	8.40%	10.80%	7.80%	7.40%			7.00%	9.00%			9.00%	5.70%	9.00%	7.00%	9.00%	6.50%	6.10%
Investment securities available-for-sale	495,423,000	184,445,000																																																																	91,117,000
Assets, Unobservable Input Reconciliation [Roll Forward]
Balance at beginning of period			949,107,000		1,083,545,000		895,211,000		956,290,000														100,306,000	[1],[2],[3]	91,117,000	[1],[2],[3]	110,328,000	[1],[2],[3]	204,326,000	[1],[2],[3]	254,928,000	[1],[2],[3]	7,660,000		7,103,000		9,594,000		170,507,000		0		73,327,000		0		81,325,000	80,437,000	729,019,000		638,865,000		710,791,000		510,475,000		-23,746,000		132,388,000		86,200,000		70,965,000
Total unrealized gains/(losses) recorded in earnings			34,633,000		227,260,000		86,061,000		422,594,000														0	[1],[2],[3]	0	[1],[2]	0	[1],[2],[3]	0	[1],[2],[3]	-2,192,000	[1],[2],[3]	75,000		-174,000		-1,578,000		526,000		526,000		1,548,000		1,548,000				169,000		-28,762,000		84,161,000		-64,348,000		32,390,000		255,947,000		0		490,712,000
Total unrealized gains/(losses) recorded in OCI			0		400,000		871,000		19,251,000														400,000	[1],[2],[3]	871,000	[1],[2],[3]	2,091,000	[1],[2],[3]	0	[1],[2],[3]	17,160,000	[1],[2],[3]	0		0		0		0		0		0		0				0		0		0		0		0		0		0		0
Total realized gains/(losses) recorded in earnings			3,015,000		-118,000		-101,444,000		212,000														0	[1],[2],[3]	-8,789,000	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	330,000	[1],[2],[3]	-118,000		45,708,000		-118,000		2,750,000		2,750,000		265,000		-6,951,000				0		0		0		0		0		0		-134,162,000		0
Purchases			161,638,000		419,374,000		887,883,000		1,044,001,000														0	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	0		0		0		96,000		170,603,000		0		80,543,000				86,109,000		131,837,000		323,216,000		370,012,000		75,433,000		287,537,000		313,521,000		673,989,000
Sales			-16,804,000		-563,422,000		-526,998,000		-1,047,170,000														-4,598,000	[1],[2],[3]	-73,327,000	[1],[2],[3]	-16,311,000	[1],[2],[3]	-204,326,000	[1],[2],[3]	-249,246,000	[1],[2],[3]	0		-52,637,000		0		0		0		0		0				0		-9,589,000		-233,742,000		-27,791,000		-16,804,000		-344,909,000		-167,292,000		-753,822,000
Settlements			-39,345,000		-146,465,000		-149,340,000		-374,604,000														0	[1],[2],[3]	-9,872,000	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	-20,980,000	[1],[2],[3]	0		0		-281,000		-12,118,000		-12,118,000		-5,881,000		-5,881,000				-18,268,000		-45,552,000		-87,397,000		-101,549,000		-3,078,000		-100,913,000		-34,072,000		-251,794,000
Transfers in (out)			0		0		0		0														0	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	0		0		0		0		0		0		0				0		0		0		0		0		0		0		0
Balance at end of period			1,092,244,000		1,020,574,000		1,092,244,000		1,020,574,000														96,108,000	[1],[2],[3]	0	[1],[2],[3]	96,108,000	[1],[2],[3]	0	[1],[2],[3]	0	[1],[2],[3]	7,617,000		0		7,617,000		161,761,000		161,761,000		69,259,000		69,259,000		81,325,000	80,437,000	797,029,000		686,799,000		797,029,000		686,799,000		64,195,000		230,050,000		64,195,000		230,050,000
Changes in unrealized held at end of period			67,586,000	[4]	130,196,000	[4]	85,033,000	[4]	57,852,000	[4]													0	[1],[2],[3],[4]	0	[1],[2],[3],[4]	0	[1],[2],[3],[4]	0	[1],[2],[3],[4]	0	[1],[2],[3],[4]	75,000	[4]	0	[4]	-1,578,000	[4]	16,020,000	[4]	16,020,000	[4]	14,192,000	[4]	14,192,000	[4]			-67,000	[4]	44,141,000	[4]	63,507,000	[4]	-33,032,000	[4]	37,441,000	[4]	85,980,000	[4]	-8,686,000	[4]	92,462,000	[4]
Liabilities, Unobservable Input Reconciliation [Roll Forward]
Balance at beginning of period			-143,250,000				-19,100,000				-58,609,000	-54,345,000	-23,270,000		-19,100,000	-19,100,000		-18,300,000	-119,980,000		0																																												-28,470,000	-19,100,000
Total unrealized gains/(losses) recorded in earnings			0				0						0		0	0		0	0		0
Total realized gains/(losses) recorded in earnings			-10,339,000				-14,509,000						-5,200,000		0	-9,370,000		-800,000	-5,139,000		-5,139,000
Total unrealized gains/(losses) recorded in OCI			0				0						0		0	0		0	0		0
Purchases			0				-119,980,000						0		0	0		0	0		-119,980,000
Sales			0				0						0		0	0		0	0		0
Settlements			-12,165,000				-12,165,000						0		0	0		0	-12,165,000		-12,165,000
Transfer in (out)			0				0						0		0	0		0	0		0
Balance at end of period			-141,424,000				-141,424,000				-58,609,000	-54,345,000	-28,470,000		-19,100,000	-28,470,000		-19,100,000	-112,954,000		-112,954,000																																												-28,470,000	-19,100,000
Changes in unrealized held at end of period			$0	[4]			$0	[4]					$0	[4]	$0	$0	[4]	$0	$0	[4]	$0	[4]
Fair Value Inputs, Prepayment Rate																																																																				9.60%	15.20%			7.60%	9.60%	8.80%	9.60%	15.20%	9.80%	14.00%			14.40%	22.80%			11.30%	14.40%	13.20%	14.40%	22.80%	14.70%	20.30%			12.00%	19.00%			9.40%	12.00%	11.00%	12.00%	19.00%	12.30%	17.30%
Fair Value Inputs, Probability of Default																																																																				11.60%	39.70%			5.30%	11.40%	4.30%	11.60%	39.70%					17.40%	59.60%			8.00%	17.20%	6.40%	17.40%	59.60%					14.50%	49.70%			6.70%	14.30%	5.40%	14.50%	49.70%
Fair Value Inputs, Loss Severity																																																																				80.00%	80.00%			80.00%	80.00%		80.00%	80.00%					120.00%	120.00%			120.00%	120.00%		120.00%	120.00%					100.00%	100.00%			100.00%	100.00%		100.00%	100.00%
Fair Value Inputs, Weighted Average Cost to Service per Loan																																																																													59.90%	58.60%												89.90%	87.90%												74.90%	73.30%
Fair Value Inputs, Pull-through Rate																																																																															64.50%	62.80%												96.70%	94.20%												80.60%	78.50%
Fair Value Inputs, Asset Growth Rate																																																																						4.40%	4.40%												6.60%	6.60%												5.50%	5.50%
Fair Value Inputs, Mortgage Servicing Right Growth Rate																																																																						0.90%	0.90%												1.40%	1.40%												1.20%	1.20%
Fair Value Inputs, Return on Assets Improvement Rate																																																																						0.02%	0.02%												0.04%	0.04%												0.03%	0.03%
Fair Value Inputs, Peer Group Return on Assets																																																																						0.50%	0.50%												0.80%	0.80%												0.70%	0.70%
[1]	U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect for any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.
[2]	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in non-interest income.
[3]	Management had anticipated that the non-agency CMOs would be classified under Level 2 of the valuation hierarchy. However, due to illiquidity in the markets, the fair value of these securities has been determined using internal models and therefore is classified within Level 3 of the valuation hierarchy and pricing information from third parties.
[4]	This reflects the amount of total gains (losses) for the period which are included in earnings, which are attributable to the change in unrealized gains (losses) relating to assets still held at the end of the period.

Fair_Value_Measurements_Level_

Fair Value Measurements (Level 3 Quantitative Information) (Details) (USD $)

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Discounted Cash Flow Method [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Mark-to-market [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

Recurring [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2005-1 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

FSTAR 2006-2 Long-term debt [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

FSTAR 2006-1 Second Mortgage Trust [Member]

Second mortgage [Member]

Second mortgage [Member]

Second mortgage [Member]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2005-1 HELOC loans [Domain]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Residential Mortgage Servicing Rights [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Upper range [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Lower range [Member]

Lower range [Member]

Upper range [Member]

Upper range [Member]

Weighted Average [Member]

Weighted Average [Member]

Fair Value Inputs, Assets and Liabilities, Quantitative Information [Line Items]

Fair Value, Assets and Liabilities, Transfers Between Fair Value Levels

$0

Securities classified as available-for-sale

495,423,000

184,445,000

91,117,000

Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value

1,092,244,000

949,107,000

895,211,000

1,020,574,000

1,083,545,000

956,290,000

0

[1],[2],[3]

91,117,000

[1],[2],[3]

96,108,000

[1],[2],[3]

100,306,000

[1],[2],[3]

110,328,000

[1],[2],[3]

69,259,000

73,327,000

0

81,325,000

80,437,000

0

7,103,000

7,617,000

7,660,000

9,594,000

797,029,000

729,019,000

710,791,000

686,799,000

638,865,000

510,475,000

64,195,000

-23,746,000

86,200,000

230,050,000

132,388,000

70,965,000

Loans held-for-investment

250,297,000

20,219,000

7,103,000

Residential mortgage servicing rights

797,029,000

710,791,000

797,029,000

710,791,000

797,029,000

710,791,000

Derivative assets

64,195,000

86,200,000

64,195,000

86,200,000

Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value

($141,424,000)

($143,250,000)

($19,100,000)

($58,609,000)

($54,345,000)

($28,470,000)

($23,270,000)

($19,100,000)

($19,100,000)

($19,100,000)

($18,300,000)

($28,470,000)

($19,100,000)

Fair Value Inputs [Abstract]

Discount rate

5.60%

8.40%

7.00%

7.20%

10.80%

9.00%

7.20%

10.80%

9.00%

7.20%

10.80%

9.00%

5.60%

8.40%

7.00%

7.20%

10.80%

9.00%

4.60%

6.90%

5.70%

5.20%

4.90%

7.80%

7.40%

6.50%

6.10%

Prepay rate

9.60%

14.40%

12.00%

15.20%

22.80%

19.00%

7.60%

11.30%

9.40%

8.80%

13.20%

11.00%

9.60%

14.40%

12.00%

15.20%

22.80%

19.00%

9.60%

14.40%

12.00%

9.80%

14.00%

14.70%

20.30%

12.30%

17.30%

CDR rate

11.60%

17.40%

14.50%

39.70%

59.60%

49.70%

5.30%

8.00%

6.70%

4.30%

6.40%

5.40%

11.60%

17.40%

14.50%

39.70%

59.60%

49.70%

11.40%

17.20%

14.30%

Loss severity

80.00%

120.00%

100.00%

80.00%

120.00%

100.00%

80.00%

120.00%

100.00%

80.00%

120.00%

100.00%

80.00%

120.00%

100.00%

80.00%

120.00%

100.00%

Weighted average cost to service per loan

59.90%

58.60%

89.90%

87.90%

74.90%

73.30%

Origination pull-through rate

64.50%

62.80%

96.70%

94.20%

80.60%

78.50%

Asset growth rate

4.40%

4.40%

6.60%

6.60%

5.50%

5.50%

MSR growth rate

0.90%

0.90%

1.40%

1.40%

1.20%

1.20%

Return on assets (ROA) improvement rate

0.02%

0.02%

0.04%

0.04%

0.03%

0.03%

Fair Value Inputs, Peer Group Return on Assets

0.50%

0.50%

0.80%

0.80%

0.70%

0.70%

[1]

U.S. government agency investment securities available-for-sale are valued predominantly using quoted broker/dealer prices with adjustments to reflect for any assumptions a willing market participant would include in its valuation. Non-agency CMOs investment securities available-for-sale are valued using internal valuation models and pricing information from third parties.

[2]

Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in non-interest income.

[3]

Management had anticipated that the non-agency CMOs would be classified under Level 2 of the valuation hierarchy. However, due to illiquidity in the markets, the fair value of these securities has been determined using internal models and therefore is classified within Level 3 of the valuation hierarchy and pricing information from third parties.

Fair_Value_Measurements_Assets1

Fair Value Measurements (Assets Measured at Fair Value on a Non-recurring Basis) (Details) (USD $)

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

3 Months Ended

9 Months Ended

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Dec. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Mar. 31, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

First Mortgage [Member]

First Mortgage [Member]

Commercial real estate loans [Member]

Commercial real estate loans [Member]

Provision for loan losses [Member]

Provision for loan losses [Member]

Provision for loan losses [Member]

Provision for loan losses [Member]

Level 3 [Member]

Level 3 [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Nonrecurring [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Level 3 [Member]

Assets and Liabilities Measured at Fair Value on Non-recurring Basis [Line Items]

Impaired loans held-for-investment

$55,935,000

[1]

$147,036,000

[1]

$11,005,000

[1]

$73,810,000

[1]

Real Estate Acquired Through Foreclosure

66,530,000

[2]

120,732,000

[2]

Assets at fair value

2,076,357,000

2,076,357,000

2,885,915,000

133,470,000

341,578,000

Fair value losses on loans

41,400,000

26,700,000

122,100,000

116,600,000

Fair value losses on repossessed assets

3,900,000

900,000

6,300,000

-8,900,000

Gain (loss) on sale of repossessed assets

$75,073,000

$334,427,000

$357,404,000

$751,945,000

$4,500,000

$4,200,000

$15,100,000

$6,600,000

[1]

The Company recorded $41.4 million and $122.1 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to $26.7 million and $116.6 million in fair value losses on impaired loans during the three and nine months ended September 30, 2012, respectively.

[2]

The Company recorded $3.9 million and $6.3 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.5 million and $15.1 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to a gain of $0.9 million and a loss of $8.9 million related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.2 million and $6.6 million on sales of repossessed assets during the three and nine months ended September 30, 2012, respectively.

Fair_Value_Measurements_Assets2

Fair Value Measurements (Assets Measured on a Nonrecurring Basis, Level 3 Quantitative Information) (Details) (Nonrecurring [Member], Level 3 [Member], USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Repossessed assets	66,530	[1]	120,732	[1]
Fair value of underlying collateral [Member] | Commercial real estate loans [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Impaired loans held-for-investment	11,005		73,810
Fair value of underlying collateral [Member] | Commercial real estate loans [Member] | Lower range [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	0.00%		0.00%
Fair value of underlying collateral [Member] | Commercial real estate loans [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	100.00%		100.00%
Fair value of underlying collateral [Member] | Commercial real estate loans [Member] | Weighted Average [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	38.20%		41.60%
Fair value of underlying collateral [Member] | First Mortgage [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Impaired loans held-for-investment	55,935		147,036
Fair value of underlying collateral [Member] | First Mortgage [Member] | Lower range [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	0.00%		0.00%
Fair value of underlying collateral [Member] | First Mortgage [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	100.00%		100.00%
Fair value of underlying collateral [Member] | First Mortgage [Member] | Weighted Average [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	46.40%		46.60%
Fair value of underlying collateral [Member] | Foreclosed Assets [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Repossessed assets	66,530	[2]	120,732	[2]
Fair value of underlying collateral [Member] | Foreclosed Assets [Member] | Lower range [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	0.00%		0.00%
Fair value of underlying collateral [Member] | Foreclosed Assets [Member] | Maximum [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	100.00%		100.00%
Fair value of underlying collateral [Member] | Foreclosed Assets [Member] | Weighted Average [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Loss severity	47.10%		44.00%
[1]	The Company recorded $3.9 million and $6.3 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.5 million and $15.1 million on sales of repossessed assets (both write-downs and net gains/losses are included in asset resolution expense on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to a gain of $0.9 million and a loss of $8.9 million related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net gains of $4.2 million and $6.6 million on sales of repossessed assets during the three and nine months ended September 30, 2012, respectively.
[2]	The Company recorded $41.4 million and $122.1 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the three and nine months ended September 30, 2013, respectively, compared to $26.7 million and $116.6 million in fair value losses on impaired loans during the three and nine months ended September 30, 2012, respectively.

Fair_Value_Measurements_Fair_V1

Fair Value Measurements (Fair Value of Financial Instruments) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Carrying and Fair Values of Financial Instruments [Abstract]
Trading securities	$50,053		$170,086
Securities classified as available-for-sale	495,423		184,445
Loans held-for-sale	1,826,060	[1]	2,865,696
Loans held-for-investment	250,297		20,219
Mortgage servicing rights	797,029		710,791
Long-term debt, fair value	112,954		0
Carrying Value [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Cash and cash equivalents	2,551,110		952,793
Trading securities	50,053		170,086
Securities classified as available-for-sale	495,423		184,445
Loans held-for-sale	1,879,290		3,939,720
Loans repurchased with government guarantees	1,231,765		1,841,342
Loans held-for-investment	3,806,507		5,133,101
Accrued interest receivable	49,312		91,992
Repossessed assets	66,530		120,732
FHLB stock	301,737		301,737
Mortgage servicing rights	797,029		710,791
FHLB advances	-2,907,598		-3,180,000
Long-term debt, fair value	-360,389		-247,435
Accrued interest payable	-17,483		-13,420
Warrant liabilities	8,232		11,346
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-28,470		-19,100
Carrying Value [Member] | Demand deposits and savings accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-3,931,479		-3,192,006
Carrying Value [Member] | Certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-1,436,279		-3,175,481
Carrying Value [Member] | Government accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-555,954		-819,078
Carrying Value [Member] | National certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-55,881		-99,338
Carrying Value [Member] | Company controlled deposits [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-669,692		-1,008,392
Carrying Value [Member] | Customer initiated derivative interest-rate swaps [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	1,411		5,813
Derivative liabilities	-1,411		-5,813
Carrying Value [Member] | Forward delivery contracts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative liabilities	-69,807		-14,021
Carrying Value [Member] | Other
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	64,195		86,200
Carrying Value [Member] | U.S. Treasury and agency futures / forwards [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	3,424		5,821
Estimated fair value [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Cash and cash equivalents	2,551,110		952,793
Trading securities	50,053		170,086
Securities classified as available-for-sale	495,423		184,445
Loans held-for-sale	1,879,595		3,945,133
Loans repurchased with government guarantees	1,165,620		1,704,317
Loans held-for-investment	3,632,209		5,119,704
Accrued interest receivable	49,312		91,992
Repossessed assets	66,530		120,732
FHLB stock	301,737		301,737
Mortgage servicing rights	797,029		710,791
FHLB advances	-3,091,378		-3,422,567
Long-term debt, fair value	-205,031		-78,220
Accrued interest payable	-17,483		-13,420
Warrant liabilities	8,232		11,346
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-28,470		-19,100
Estimated fair value [Member] | Demand deposits and savings accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-3,814,340		-3,121,643
Estimated fair value [Member] | Certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-1,446,906		-3,199,242
Estimated fair value [Member] | Government accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-550,815		-816,258
Estimated fair value [Member] | National certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-56,117		-101,729
Estimated fair value [Member] | Company controlled deposits [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-660,032		-1,005,780
Estimated fair value [Member] | Customer initiated derivative interest-rate swaps [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	1,411		5,813
Derivative liabilities	-1,411		-5,813
Estimated fair value [Member] | Forward delivery contracts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative liabilities	-69,807		-14,021
Estimated fair value [Member] | Other
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	64,195		86,200
Estimated fair value [Member] | U.S. Treasury and agency futures / forwards [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	3,424		5,821
Estimated fair value [Member] | Level 1 [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Cash and cash equivalents	2,551,110		952,793
Trading securities	50,053		170,086
Securities classified as available-for-sale	474,681		79,717
Loans held-for-sale	0		0
Loans repurchased with government guarantees	0		0
Loans held-for-investment	0		0
Accrued interest receivable	0		0
Repossessed assets	0		0
FHLB stock	301,737		301,737
Mortgage servicing rights	0		0
FHLB advances	-3,091,378		-3,422,567
Long-term debt, fair value	0		0
Accrued interest payable	0		0
Warrant liabilities	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	0		0
Estimated fair value [Member] | Level 1 [Member] | Demand deposits and savings accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Government accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | National certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Company controlled deposits [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 1 [Member] | Customer initiated derivative interest-rate swaps [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	0		0
Derivative liabilities	0		0
Estimated fair value [Member] | Level 1 [Member] | Forward delivery contracts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative liabilities	0		0
Estimated fair value [Member] | Level 1 [Member] | Other
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	0		0
Estimated fair value [Member] | Level 1 [Member] | U.S. Treasury and agency futures / forwards [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	3,424		5,821
Estimated fair value [Member] | Level 2 [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Cash and cash equivalents	0		0
Trading securities	0		0
Securities classified as available-for-sale	20,742		13,611
Loans held-for-sale	1,879,595		3,945,133
Loans repurchased with government guarantees	1,165,620		1,704,317
Loans held-for-investment	19,276		20,219
Accrued interest receivable	49,312		91,992
Repossessed assets	0		0
FHLB stock	0		0
Mortgage servicing rights	0		0
FHLB advances	0		0
Long-term debt, fair value	-92,077		-78,220
Accrued interest payable	-17,483		-13,420
Warrant liabilities	8,232		11,346
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	0		0
Estimated fair value [Member] | Level 2 [Member] | Demand deposits and savings accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-3,814,340		-3,121,643
Estimated fair value [Member] | Level 2 [Member] | Certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-1,446,906		-3,199,242
Estimated fair value [Member] | Level 2 [Member] | Government accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-550,815		-816,258
Estimated fair value [Member] | Level 2 [Member] | National certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-56,117		-101,729
Estimated fair value [Member] | Level 2 [Member] | Company controlled deposits [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	-660,032		-1,005,780
Estimated fair value [Member] | Level 2 [Member] | Customer initiated derivative interest-rate swaps [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	1,411		5,813
Derivative liabilities	-1,411		-5,813
Estimated fair value [Member] | Level 2 [Member] | Forward delivery contracts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative liabilities	-69,807		-14,021
Estimated fair value [Member] | Level 2 [Member] | Other
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	0		0
Estimated fair value [Member] | Level 2 [Member] | U.S. Treasury and agency futures / forwards [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	0		0
Estimated fair value [Member] | Level 3 [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Cash and cash equivalents	0		0
Trading securities	0		0
Securities classified as available-for-sale	0		91,117
Loans held-for-sale	0		0
Loans repurchased with government guarantees	0		0
Loans held-for-investment	3,612,933		5,099,485
Accrued interest receivable	0		0
Repossessed assets	66,530		120,732
FHLB stock	0		0
Mortgage servicing rights	797,029		710,791
FHLB advances	0		0
Long-term debt, fair value	-112,954		0
Accrued interest payable	0		0
Warrant liabilities	0		0
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-28,470		-19,100
Estimated fair value [Member] | Level 3 [Member] | Demand deposits and savings accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Government accounts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | National certificates of deposit [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Company controlled deposits [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Deposits	0		0
Estimated fair value [Member] | Level 3 [Member] | Customer initiated derivative interest-rate swaps [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	0		0
Derivative liabilities	0		0
Estimated fair value [Member] | Level 3 [Member] | Forward delivery contracts [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative liabilities	0		0
Estimated fair value [Member] | Level 3 [Member] | Other
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	64,195		86,200
Estimated fair value [Member] | Level 3 [Member] | U.S. Treasury and agency futures / forwards [Member]
Carrying and Fair Values of Financial Instruments [Abstract]
Derivative assets	$0		$0
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Fair_Value_Measurements_Fair_V2

Fair Value Measurements (Fair Value Option Disclosures) (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	$2,018,048,000			$2,018,048,000			$2,754,588,000
Assets at fair value	2,076,357,000			2,076,357,000			2,885,915,000
Assets, fair value over/(under) UPB, assets	58,309,000			58,309,000			131,327,000
Long-term debt, fair value	112,954,000			112,954,000			0
Loans held-for-sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	1,737,030,000			1,737,030,000			2,734,978,000
Assets at fair value	1,826,060,000			1,826,060,000			2,865,696,000
Assets, fair value over/(under) UPB, assets	89,030,000			89,030,000			130,718,000
Loans held-for-sale [Member] | Gain (loss) on loan sales [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value, gain (loss)	63,394,000		273,270,000	131,701,000		571,248,000
Loans held-for-investment [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	281,018,000			281,018,000			19,610,000
Assets at fair value	250,297,000			250,297,000			20,219,000
Assets, fair value over/(under) UPB, assets	-30,721,000			-30,721,000			609,000
Loans held-for-investment [Member] | Interest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value, gain (loss)	0		-324,000	-779,000		-705,000
Loans held-for-investment [Member] | Other non-interest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value, gain (loss)	1,811,000		0	38,638,000		0
Long-term debt [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Fair Value, Option, Contractual Principal Outstanding, Liabilities	-124,674,000			-124,674,000			0
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	-11,720,000			-11,720,000			0
Long-term debt [Member] | Other non-interest income [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value, gain (loss)	-1,884,000		0	-1,884,000		0
Litigation settlement [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Changes in fair value, gain (loss)	5,200,000		0	9,370,000		800,000
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-28,470,000			-28,470,000			-19,100,000
DOJ litigation settlement liability		[1]			[1]			[1]
DOJ litigation settlement, Aggregate Differences, Fair Value		[1]			[1]			[1]
Nonperforming Financing Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	2,983,000			2,983,000			2,243,000
Assets at fair value	3,192,000			3,192,000			2,304,000
Assets, fair value over/(under) UPB, assets	209,000			209,000			61,000
Nonperforming Financing Receivable [Member] | Loans held-for-sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	0			0			222,000
Assets at fair value	0			0			240,000
Assets, fair value over/(under) UPB, assets	0			0			18,000
Nonperforming Financing Receivable [Member] | Loans held-for-investment [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	2,983,000			2,983,000			2,021,000
Assets at fair value	3,192,000			3,192,000			2,064,000
Assets, fair value over/(under) UPB, assets	209,000			209,000			43,000
Performing Financing Receivable [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	2,015,065,000			2,015,065,000			2,752,345,000
Assets at fair value	2,073,165,000			2,073,165,000			2,883,611,000
Assets, fair value over/(under) UPB, assets	58,100,000			58,100,000			131,266,000
Performing Financing Receivable [Member] | Loans held-for-sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	1,737,030,000			1,737,030,000			2,734,756,000
Assets at fair value	1,826,060,000			1,826,060,000			2,865,456,000
Assets, fair value over/(under) UPB, assets	89,030,000			89,030,000			130,700,000
Performing Financing Receivable [Member] | Loans held-for-investment [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets, unpaid principal balance (UPB)	278,035,000			278,035,000			17,589,000
Assets at fair value	247,105,000			247,105,000			18,155,000
Assets, fair value over/(under) UPB, assets	-30,930,000			-30,930,000			566,000
Carrying (Reported) Amount, Fair Value Disclosure [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Long-term debt, fair value	-360,389,000			-360,389,000			-247,435,000
Fair Value, Measurement with Unobservable Inputs Reconciliations, Recurring Basis, Liability Value	-28,470,000			-28,470,000			-19,100,000
Estimated fair value [Member] | Fair Value, Measurements, Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Assets at fair value	3,487,892,000			3,487,892,000			4,056,174,000
Long-term debt, fair value	($112,954,000)			($112,954,000)			$0
[1]	Remaining principal outstanding is not applicable to the litigation settlement because it does not obligate the Company to return a stated amount of principal at maturity, but instead return an amount based upon performance on the underlying terms in the DOJ Agreement.

Investment_Securities_Details

Investment Securities (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Dec. 31, 2012
			Mortgage Backed Securities Issued by Private Enterprises and U S Government Sponsored Enterprises [Member]	Mortgage Backed Securities Issued by Private Enterprises and U S Government Sponsored Enterprises [Member]	U.S. Treasury bonds [Member]	U.S. Treasury bonds [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]	U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	Municipal obligations [Member]	Municipal obligations [Member]
Schedule of Trading and Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost Sold			$0	$0
Trading securities, amortized cost					49,999,000	169,991,000
Trading securities, gross unrealized gains					54,000	95,000
Trading securities, gross unrealized losses					0	0
Trading securities, fair value	50,053,000	170,086,000			50,053,000	170,086,000
Available-for-sale securities, amortized cost	490,994,000	192,211,000					101,272,000	470,252,000	77,328,000	20,742,000	13,611,000
Available-for-sale securities, gross unrealized gains	4,944,000	2,389,000					0	4,944,000	2,389,000	0	0
Available-for-sale securities, gross unrealized losses	-515,000	-10,155,000					-10,155,000	-515,000	0	0	0
Available-for-sale securities, fair value	$495,423,000	$184,445,000					$91,117,000	$474,681,000	$79,717,000	$20,742,000	$13,611,000

Investment_Securities_Trading_

Investment Securities (Trading) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Schedule of Trading Securities [Line Items]
Trading Securities, Realized Gain (Loss)	$13,000	$237,000	$85,000	($2,023,000)
Trading Securities Pledged as Collateral	43,600,000		43,600,000		55,900,000
Mortgage Backed Securities Issued by Private Enterprises and U S Government Sponsored Enterprises [Member]
Schedule of Trading Securities [Line Items]
Available-for-sale Securities, Amortized Cost Sold	0		0
U.S. Treasury bonds [Member]
Schedule of Trading Securities [Line Items]
Trading Securities, Change in Unrealized Holding Gain (Loss)	100,000	200,000	-100,000	-21,500,000
Proceeds from Sale of Trading Securities Held-for-investment	0	0	120,000,000	290,000,000
Trading Securities, Realized Gain (Loss)			100,000	19,500,000
Trading Securities [Member]
Schedule of Trading Securities [Line Items]
Payment to Acquire Trading Securities	$0	$0	$0	$170,000,000

Investment_Securities_Availabl

Investment Securities (Available-for-sale Securities, Unrealized Losses) (Details) (USD $)	3 Months Ended		9 Months Ended			3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
						U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]
										securities
Schedule of Available-for-sale Securities [Line Items]
Trading Securities, Realized Gain (Loss)	$13,000	$237,000	$85,000	($2,023,000)
Investment securities available-for-sale	495,423,000		495,423,000		184,445,000					91,117,000
Purchase of investment securities available-for-sale			436,585,000	0		416,585,000	0	436,585,000	0
Unrealized loss position with duration 12 months and over, fair value										91,117,000
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions, Greater than or Equal to One Year										1
Unrealized loss position with duration 12 months and over, unrealized losses										-10,155,000
Unrealized loss position with duration under 12 months, fair value										0
Available-for-sale, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions, Less than One Year										0
Unrealized loss position with duration under 12 months, unrealized losses										0
Available-for-sale Securities Pledged as Collateral	$426,100,000		$426,100,000		$0

Investment_Securities_Availabl1

Investment Securities (Available-for-sale Securities, OTTI Credit Loss Activity) (Details) (USD $)	3 Months Ended		9 Months Ended		3 Months Ended	9 Months Ended		3 Months Ended		9 Months Ended			12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012	Dec. 31, 2012
					Mortgage Backed Securities Issued by Private Enterprises and U S Government Sponsored Enterprises [Member]	Mortgage Backed Securities Issued by Private Enterprises and U S Government Sponsored Enterprises [Member]	Mortgage Backed Securities Issued by Private Enterprises and U S Government Sponsored Enterprises [Member]	Non-agency CMOs [Member]	Non-agency CMOs [Member]	Non-agency CMOs [Member]	Non-agency CMOs [Member]	Non-agency CMOs [Member]	FSTAR 2006-1 Second Mortgage Trust [Member]
									securities			securities
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Benefit for federal income taxes	($220,000)	$20,380,000	$5,888,000	$19,880,000				($6,100,000)
Available-for-sale Securities, Amortized Cost Sold					0	0
Available-for-sale Securities, Sold at Par							253,700,000
Number of securities with OTTI recognized in earnings									7
Number of securities with OTTI recognized in earnings at period end												1
OTTI recognized in other comprehensive income													-5,000,000
OTTI Credit Loss Activity [Roll Forward]
Beginning balance of amount related to credit losses on non-agency CMOs and mortgage securitization								0	-50,821,000	-2,793,000	-59,376,000
Reductions for increases in cash flows expected to be collected that are recognized over the remaining life of the non-agency CMOs and mortgage securitization								0	1,080,000	389,000	6,680,000
Reductions for non-agency CMOs sold during the period (realized)								0	46,948,000	11,193,000	52,095,000
Additions for the amount related to the credit loss for which an OTTI impairment was not previously recognized								0	0	-8,789,000	-2,192,000
Ending balance of amount related to credit losses on non-agency CMOs and mortgage securitization								0	-2,793,000	0	-2,793,000
Available-for-sale securities, gross realized gain (loss)											$2,900,000

Investment_Securities_Availabl2

Investment Securities (Available-for-sale Securities, Gain (Loss) on Sale) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Schedule of Available-for-sale Securities [Line Items]
Income Tax Expense (Benefit)	$220,000	($20,380,000)	($5,888,000)	($19,880,000)
Non-agency CMOs and U.S. government sponsored agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost Sold	0		0
Available-for-sale Securities, Sold at Par				253,700,000
Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Sold at Par		215,500,000
Available-for-sale securities, gross realized gain (loss)		2,600,000
Income Tax Expense (Benefit)		-19,900,000
Mortgage-backed Securities, Issued by Private Enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, gross realized gain (loss)				2,900,000
Income Tax Expense (Benefit)	$6,100,000

Loans_HeldforSale_Details

Loans Held-for-Sale (Details) (USD $)

9 Months Ended

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Jun. 30, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Dec. 31, 2011

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Residential First Mortgage [Member]

Residential First Mortgage [Member]

Residential First Mortgage [Member]

Residential First Mortgage [Member]

Residential First Mortgage [Member]

Residential First Mortgage [Member]

Loans held-for-sale [Member]

Loans held-for-sale [Member]

Consumer loans [Member]

Consumer loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Commercial loans [Member]

Residential First Mortgage [Member]

Residential First Mortgage [Member]

Commercial real estate loans [Member]

Commercial real estate loans [Member]

Commercial and industrial [Member]

Commercial and industrial [Member]

Commercial Lease Financing [Member]

Commercial Lease Financing [Member]

Accounts, Notes, Loans and Financing Receivable [Line Items]

Loans held-for-sale

$1,879,290,000

[1]

$3,939,720,000

[1]

$1,879,290,000

$2,331,458,000

$3,939,720,000

$3,251,936,000

$2,459,482,000

$1,800,885,000

$1,879,290,000

$3,012,039,000

$0

$927,681,000

$0

$280,399,000

$0

$488,361,000

$0

$158,921,000

Loans Receivables, Held for Sale, sold

909,300,000

Loans held-for-sale, fair value

1,826,060,000

[1]

2,865,696,000

Loans Held-for-sale, Other

100,000,000

1,100,000,000

Loans Pledged as Collateral

$1,500,000,000

$2,400,000,000

[1]

Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_HeldforSale_Residential_

Loans Held-for-Sale Residential First Mortgage (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012		Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
In Thousands, unless otherwise specified					First Mortgage [Member]	First Mortgage [Member]	First Mortgage [Member]	First Mortgage [Member]
Loans Receivable Held-for-sale, Net, Reconciliation to Cash Flow [Roll Forward]
Balance at beginning of period	$1,879,290	[1]	$3,939,720	[1]	$2,331,458	$2,459,482	$3,939,720	$1,800,885
Net loan originations					7,804,233	15,214,247	31,591,435	40,075,076
Net loans sold, servicing retained					-8,420,997	-14,345,659	-32,932,561	-38,423,599
Net loans sold, servicing released					-40,430	-82,771	-228,683	-435,124
Other loan sales					-109,549	0	-1,258,400	0
Loan amortization and prepayments					139,530	26,916	296,530	-13,942
Loans transferred from (to) other loan portfolios					175,045	-20,279	471,249	248,640
Balance at end of period	$1,879,290	[1]	$3,939,720	[1]	$1,879,290	$3,251,936	$1,879,290	$3,251,936
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_Repurchased_with_Governm1

Loans Repurchased with Government Guarantees (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans repurchased with government guarantees	$1,231,765,000			$1,231,765,000		$1,841,342,000
Loans held-for-sale	1,879,290,000	[1]		1,879,290,000	[1]	3,939,720,000	[1]
U.S. treasury note, term				10 years
Loans repurchased with government guarantees, principal amount participated in auction	121,700,000		302,400,000	263,400,000
Loans Repurchased with Government Guarantees, Reduction in Curtailments of Debenture Interest Income			7,800,000
Loans Repurchased with Government Guarantees [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Pledged financial instruments, not separately reported, loans receivable pledged as collateral	700,000,000			700,000,000		1,500,000,000
Unilateral Right to Repurchase, but Not Yet Repurchased [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-sale	$15,400,000			$15,400,000		$72,400,000
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

Loans_HeldforInvestment_Detail

Loans Held-for-Investment (Details) (USD $)	3 Months Ended			6 Months Ended	9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Jun. 30, 2013	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, fair value	$250,297,000				$250,297,000			$20,219,000
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	4,013,507,000	[1],[2],[3]			4,013,507,000	[1],[2],[3]		5,438,101,000	[1],[2]
Less allowance for loan losses	-207,000,000				-207,000,000			-305,000,000
Loans held-for-investment, net	3,806,507,000				3,806,507,000			5,133,101,000
Reconsolidation of HELOC's of variable interest entities (VIEs)					170,507,000		0
Recharacterization of available-for-sale securities to loans held-for-investment				73,283,000
Transfer of loans held-for-sale to loan held-for-investment	7,200,000		21,300,000		53,208,000		39,788,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	4,013,507,000	[1],[2],[3]			4,013,507,000	[1],[2],[3]		5,438,101,000	[1],[2]
Consumer loans [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	3,389,925,000				3,389,925,000			4,700,921,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	3,389,925,000				3,389,925,000			4,700,921,000
Commercial loans [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	623,582,000				623,582,000			737,180,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	623,582,000				623,582,000			737,180,000
First Mortgage [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	2,478,599,000				2,478,599,000			3,009,251,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	2,478,599,000				2,478,599,000			3,009,251,000
Second mortgage [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	174,383,000				174,383,000			114,885,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	174,383,000				174,383,000			114,885,000
HELOC loans [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	307,552,000				307,552,000			179,447,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	307,552,000				307,552,000			179,447,000
Warehouse lending [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	390,348,000				390,348,000			1,347,727,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	390,348,000				390,348,000			1,347,727,000
Other consumer [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	39,043,000				39,043,000			49,611,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	39,043,000				39,043,000			49,611,000
Commercial real estate loans [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	420,879,000				420,879,000			640,315,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	420,879,000				420,879,000			640,315,000
Commercial and industrial [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	187,639,000				187,639,000			90,565,000
Leases Receivable, Gross [Abstract]
Loans held-for-investment	187,639,000				187,639,000			90,565,000
Commercial Lease Financing [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans held-for-investment	15,064,000				15,064,000			6,300,000
Leases Receivable, Gross [Abstract]
Capital Leases, Net Investment in Sales Type Leases, Minimum Payments to be Received	14,941,000				14,941,000			5,634,000
Estimated residual values of lease properties	1,319,000				1,319,000			913,000
Capital Leases, Net Investment in Sales Type Leases, Deferred Income	1,300,000				1,300,000
Unearned income								-346,000
Net deferred fees and other	104,000				104,000			99,000
Loans held-for-investment	15,064,000				15,064,000			6,300,000
Loans held-for-investment [Member]
Loans and Leases Receivable, Net Amount [Abstract]
Loans Pledged as Collateral	$2,500,000,000				$2,500,000,000			$3,300,000,000
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[2]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[3]	Includes $3.5 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at September 30, 2013 and December 31, 2012, respectively.

Loans_HeldforInvestment_Allowa

Loans Held-for-Investment (Allowance for Loan Losses Rollforward) (Details) (USD $)	3 Months Ended			9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	$243,000		$287,000	$305,000		$318,000
Charge-offs	-47,179	[1]	-45,908	-178,628	[1]	-263,758
Recoveries	7,126		11,313	24,598		25,062
Provision	4,053		52,595	56,030		225,696
Ending balance allowance for loan losses	207,000		305,000	207,000		305,000
Residential First Mortgage [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	177,334		175,716	219,230		179,218
Charge-offs	-34,666	[1]	-23,999	-123,456	[1]	-142,001
Recoveries	2,256		5,899	14,296		13,031
Provision	1,653		47,236	36,507		154,604
Ending balance allowance for loan losses	146,577		204,852	146,577		204,852
Residential First Mortgage [Member] | Nonperforming [Member]
Allowance for Loan Losses [Roll Forward]
Charge-offs	-26,800			-65,100
Second mortgage [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	18,839		20,083	20,201		16,666
Charge-offs	-1,534	[1]	-3,990	-5,522	[1]	-13,330
Recoveries	348		428	825		1,716
Provision	1,042		2,367	3,191		13,836
Ending balance allowance for loan losses	18,695		18,888	18,695		18,888
Warehouse lending [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	721		1,556	899		1,250
Charge-offs	-45	[1]	0	-45	[1]	0
Recoveries	0		0	0		0
Provision	-268		-518	-446		-212
Ending balance allowance for loan losses	408		1,038	408		1,038
HELOC [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	14,868		17,853	18,348		14,845
Charge-offs	-872	[1]	-1,483	-3,745	[1]	-12,159
Recoveries	143		44	705		394
Provision	-5,032		1,142	-6,201		14,476
Ending balance allowance for loan losses	9,107		17,556	9,107		17,556
Other consumer [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	1,780		2,585	2,040		2,434
Charge-offs	-1,341	[1]	-892	-2,627	[1]	-2,810
Recoveries	470		448	844		1,055
Provision	1,221		88	1,873		1,550
Ending balance allowance for loan losses	2,130		2,229	2,130		2,229
Commercial real estate loans [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	27,322		58,407	41,310		96,984
Charge-offs	-8,419	[1]	-15,532	-42,931	[1]	-91,842
Recoveries	3,860		4,461	7,862		8,797
Provision	3,729		1,499	20,251		34,896
Ending balance allowance for loan losses	26,492		48,835	26,492		48,835
Commercial and industrial [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	2,136		8,508	2,878		5,425
Charge-offs	-302	[1]	-12	-302	[1]	-1,616
Recoveries	49		33	66		69
Provision	1,612		348	853		4,999
Ending balance allowance for loan losses	3,495		8,877	3,495		8,877
Commercial Lease Financing [Member]
Allowance for Loan Losses [Roll Forward]
Beginning balance allowance for loan losses	0		2,292	94		1,178
Charge-offs	0	[1]	0	0	[1]	0
Recoveries	0		0	0		0
Provision	96		433	2		1,547
Ending balance allowance for loan losses	$96		$2,725	$96		$2,725
[1]	Includes charge-offs of $26.8 million and $65.1 million related to the sale of residential first mortgage non-performing and TDR loans, during the three and nine months ended September 30, 2013, respectively.

Loans_HeldforInvestment_Allowa1

Loans Held-for-Investment (Allowance Additional Disclosure) (Details) (USD $)	Sep. 30, 2013	Jun. 30, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Dec. 31, 2011
In Thousands, unless otherwise specified
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	$456,762		$918,833
Loans held-for-investment, collectively evaluated	3,306,448		4,519,268
Total loans held-for-investment	3,763,210		5,438,101
Allowance for loan losses, individually evaluated	91,447		163,195
Allowance for loan losses, collectively evaluated	115,553		141,805
Total allowance for loan losses	207,000	243,000	305,000	305,000	287,000	318,000
First Mortgage [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	413,370		805,787
Loans held-for-investment, collectively evaluated	2,045,953		2,203,464
Total loans held-for-investment	2,459,323		3,009,251
Allowance for loan losses, individually evaluated	81,087		150,545
Allowance for loan losses, collectively evaluated	65,490		68,685
Total allowance for loan losses	146,577	177,334	219,230	204,852	175,716	179,218
Second mortgage [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	22,423		16,949
Loans held-for-investment, collectively evaluated	82,701		97,936
Total loans held-for-investment	105,124		114,885
Allowance for loan losses, individually evaluated	8,571		7,028
Allowance for loan losses, collectively evaluated	10,124		13,173
Total allowance for loan losses	18,695	18,839	20,201	18,888	20,083	16,666
Warehouse lending [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	0		0
Loans held-for-investment, collectively evaluated	390,348		1,347,727
Total loans held-for-investment	390,348		1,347,727
Allowance for loan losses, individually evaluated	0		0
Allowance for loan losses, collectively evaluated	408		899
Total allowance for loan losses	408	721	899	1,038	1,556	1,250
HELOC loans [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	541		734
Loans held-for-investment, collectively evaluated	145,249		178,713
Total loans held-for-investment	145,790		179,447
Allowance for loan losses, individually evaluated	540		3,074
Allowance for loan losses, collectively evaluated	8,567		15,274
Total allowance for loan losses	9,107	14,868	18,348	17,556	17,853	14,845
Other consumer [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	0		0
Loans held-for-investment, collectively evaluated	39,043		49,611
Total loans held-for-investment	39,043		49,611
Allowance for loan losses, individually evaluated	0		0
Allowance for loan losses, collectively evaluated	2,130		2,040
Total allowance for loan losses	2,130	1,780	2,040	2,229	2,585	2,434
Commercial real estate loans [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	15,989		95,322
Loans held-for-investment, collectively evaluated	404,890		544,993
Total loans held-for-investment	420,879		640,315
Allowance for loan losses, individually evaluated	1,161		2,538
Allowance for loan losses, collectively evaluated	25,331		38,772
Total allowance for loan losses	26,492	27,322	41,310	48,835	58,407	96,984
Commercial and industrial [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	4,439		41
Loans held-for-investment, collectively evaluated	183,200		90,524
Total loans held-for-investment	187,639		90,565
Allowance for loan losses, individually evaluated	88		10
Allowance for loan losses, collectively evaluated	3,407		2,868
Total allowance for loan losses	3,495	2,136	2,878	8,877	8,508	5,425
Commercial Lease Financing [Member]
Allowance for Loan Losses [Line Items]
Loans held-for-investment, individually evaluated	0		0
Loans held-for-investment, collectively evaluated	15,064		6,300
Total loans held-for-investment	15,064		6,300
Allowance for loan losses, individually evaluated	0		0
Allowance for loan losses, collectively evaluated	96		94
Total allowance for loan losses	$96	$0	$94	$2,725	$2,292	$1,178

Loans_HeldforInvestment_Past_D

Loans Held-for-Investment (Past Due Loans) (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Loans, Aging [Abstract]
30 - 59 Days Past Due	$51,176,000	[1]		$51,176,000	[1]		$73,666,000
60 - 89 Days Past Due	18,452,000	[1]		18,452,000	[1]		25,568,000
90 Days or Greater Past Due	138,804,000	[1]		138,804,000	[1]		399,826,000
Total Past Due	208,432,000	[1]		208,432,000	[1]		499,060,000
Current	3,805,075,000	[1]		3,805,075,000	[1]		4,939,041,000
Loans held-for-investment	4,013,507,000	[1],[2],[3]		4,013,507,000	[1],[2],[3]		5,438,101,000	[2],[3]
90 Days and Still Accruing	0			0
Loans greater than 90 days past due accounted for under the fair value option	3,500,000			3,500,000			1,100,000
Nonaccrual status	141,900,000		398,900,000	141,900,000		398,900,000	401,700,000
Accrued interest on nonaccrual loans	2,300,000		5,500,000	6,200,000		14,500,000
Consumer loans [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	51,176,000			51,176,000			66,687,000
60 - 89 Days Past Due	18,244,000			18,244,000			18,578,000
90 Days or Greater Past Due	123,289,000			123,289,000			313,418,000
Total Past Due	192,709,000			192,709,000			398,683,000
Current	3,197,216,000			3,197,216,000			4,302,238,000
Loans held-for-investment	3,389,925,000			3,389,925,000			4,700,921,000
Commercial loans [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	0			0			6,979,000
60 - 89 Days Past Due	208,000			208,000			6,990,000
90 Days or Greater Past Due	15,515,000			15,515,000			86,408,000
Total Past Due	15,723,000			15,723,000			100,377,000
Current	607,859,000			607,859,000			636,803,000
Loans held-for-investment	623,582,000			623,582,000			737,180,000
Residential First Mortgage [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	46,862,000			46,862,000			62,445,000
60 - 89 Days Past Due	14,201,000			14,201,000			16,693,000
90 Days or Greater Past Due	115,832,000			115,832,000			306,486,000
Total Past Due	176,895,000			176,895,000			385,624,000
Current	2,301,704,000			2,301,704,000			2,623,627,000
Loans held-for-investment	2,478,599,000			2,478,599,000			3,009,251,000
Second mortgage [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	1,010,000			1,010,000			1,171,000
60 - 89 Days Past Due	646,000			646,000			727,000
90 Days or Greater Past Due	1,906,000			1,906,000			3,724,000
Total Past Due	3,562,000			3,562,000			5,622,000
Current	170,821,000			170,821,000			109,263,000
Loans held-for-investment	174,383,000			174,383,000			114,885,000
Warehouse lending [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	0			0			0
60 - 89 Days Past Due	0			0			0
90 Days or Greater Past Due	0			0			0
Total Past Due	0			0			0
Current	390,348,000			390,348,000			1,347,727,000
Loans held-for-investment	390,348,000			390,348,000			1,347,727,000
HELOC [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	2,804,000			2,804,000			2,484,000
60 - 89 Days Past Due	3,353,000			3,353,000			910,000
90 Days or Greater Past Due	5,387,000			5,387,000			3,025,000
Total Past Due	11,544,000			11,544,000			6,419,000
Current	296,008,000			296,008,000			173,028,000
Loans held-for-investment	307,552,000			307,552,000			179,447,000
Other consumer [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	500,000			500,000			587,000
60 - 89 Days Past Due	44,000			44,000			248,000
90 Days or Greater Past Due	164,000			164,000			183,000
Total Past Due	708,000			708,000			1,018,000
Current	38,335,000			38,335,000			48,593,000
Loans held-for-investment	39,043,000			39,043,000			49,611,000
Commercial real estate loans [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	0			0			6,979,000
60 - 89 Days Past Due	208,000			208,000			6,990,000
90 Days or Greater Past Due	11,076,000			11,076,000			86,367,000
Total Past Due	11,284,000			11,284,000			100,336,000
Current	409,595,000			409,595,000			539,979,000
Loans held-for-investment	420,879,000			420,879,000			640,315,000
Commercial and industrial [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	0			0			0
60 - 89 Days Past Due	0			0			0
90 Days or Greater Past Due	0			0			41,000
Total Past Due	0			0			41,000
Current	187,639,000			187,639,000			90,524,000
Loans held-for-investment	187,639,000			187,639,000			90,565,000
Commercial Lease Financing [Member]
Loans, Aging [Abstract]
30 - 59 Days Past Due	0			0			0
60 - 89 Days Past Due	0			0			0
90 Days or Greater Past Due	4,439,000			4,439,000			0
Total Past Due	4,439,000			4,439,000			0
Current	10,625,000			10,625,000			6,300,000
Loans held-for-investment	$15,064,000			$15,064,000			$6,300,000
[1]	Includes $3.5 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at September 30, 2013 and December 31, 2012, respectively.
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[3]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").

Loans_HeldforInvestment_Troubl

Loans Held-for-Investment (Troubled Debt Restructurings) (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Troubled Debt Restructurings [Line Items]
TDR Balance	$432,680,000			$432,680,000			$735,006,000
TDRs returned to performing (accrual) status	5,100,000		34,300,000	39,000,000		95,400,000
Financing receivable modifications, minimum period in repayment to be considered for returning to accrual status				6 months
Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	387,939,000			387,939,000			589,762,000
Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	44,741,000			44,741,000			145,244,000
Consumer loans [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	430,128,000	[1]		430,128,000	[1]		731,663,000	[1]
Allowance for loan losses on TDR loans	85,500,000			85,500,000			159,000,000
Consumer loans [Member] | Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	387,671,000	[1]		387,671,000	[1]		588,475,000	[1]
Consumer loans [Member] | Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	42,457,000	[1]		42,457,000	[1]		143,188,000	[1]
Consumer loans [Member] | First Mortgage [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	377,058,000	[1]		377,058,000	[1]		714,714,000	[1]
Consumer loans [Member] | First Mortgage [Member] | Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	338,247,000	[1]		338,247,000	[1]		573,941,000	[1]
Consumer loans [Member] | First Mortgage [Member] | Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	38,811,000	[1]		38,811,000	[1]		140,773,000	[1]
Consumer loans [Member] | Second mortgage [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	30,340,000	[1]		30,340,000	[1]		16,949,000	[1]
Consumer loans [Member] | Second mortgage [Member] | Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	29,155,000	[1]		29,155,000	[1]		14,534,000	[1]
Consumer loans [Member] | Second mortgage [Member] | Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	1,185,000	[1]		1,185,000	[1]		2,415,000	[1]
Consumer loans [Member] | HELOC loans [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	22,730,000	[1]		22,730,000	[1]
Consumer loans [Member] | HELOC loans [Member] | Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	20,269,000	[1]		20,269,000	[1]
Consumer loans [Member] | HELOC loans [Member] | Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	2,461,000	[1]		2,461,000	[1]
Consumer loans [Member] | Other consumer [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	0	[1]		0	[1]
Consumer loans [Member] | Other consumer [Member] | Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	0	[1]		0	[1]
Consumer loans [Member] | Other consumer [Member] | Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	0	[1]		0	[1]
Commercial loans [Member]
Troubled Debt Restructurings [Line Items]
Allowance for loan losses on TDR loans	100,000			100,000			300,000
Commercial loans [Member] | Commercial real estate loans [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	2,552,000	[2]		2,552,000	[2]		3,343,000	[2]
Commercial loans [Member] | Commercial real estate loans [Member] | Performing Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	268,000	[2]		268,000	[2]		1,287,000	[2]
Commercial loans [Member] | Commercial real estate loans [Member] | Nonperforming Financing Receivable [Member]
Troubled Debt Restructurings [Line Items]
TDR Balance	$2,284,000	[2]		$2,284,000	[2]		$2,056,000	[2]
[1]	The allowance for loan losses on consumer TDR loans totaled $85.5 million and $159.0 million at September 30, 2013 and December 31, 2012, respectively.
[2]	The allowance for loan losses on commercial TDR loans totaled $0.1 million and $0.3 million at September 30, 2013 and December 31, 2012, respectively.

Loans_HeldforInvestment_Troubl1

Loans Held-for-Investment (Troubled Debt Restructuring Detail) (Details) (USD $)	3 Months Ended				9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
	loans		loans		loans		loans
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts	173		202		1,071		905
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	$14,275,000		$50,099,000		$129,408,000		$241,002,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	14,363,000	[1]	54,794,000	[1]	112,959,000	[1]	246,037,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	712,000		5,211,000		2,876,000		28,387,000
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	31	[2],[3]	32	[3]	72	[3]	62	[3]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	1,385,000	[2],[3]	8,535,000	[3]	7,031,000	[3]	15,289,000	[3]
Allowance for Loan and Lease Losses Write-offs, Net	134,000		2,771,000		1,585,000		4,430,000
Residential First Mortgage [Member]
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts	36		156		300		692
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	8,426,000		47,297,000		81,154,000		228,213,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	8,536,000	[1]	52,865,000	[1]	71,327,000	[1]	237,064,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	548,000		5,236,000		2,372,000		28,559,000
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	4	[2],[3]	23	[3]	24	[3]	48	[3]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	1,077,000	[2],[3]	7,973,000	[3]	5,970,000	[3]	14,434,000	[3]
Allowance for Loan and Lease Losses Write-offs, Net	0		2,652,000		1,083,000		4,055,000
Second mortgage [Member]
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts	122	[4]	46		466		194
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	3,240,000	[4]	2,802,000		18,549,000		12,010,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	3,218,000	[1],[4]	1,929,000	[1]	16,285,000	[1]	8,336,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	169,000	[4]	-25,000		510,000		-181,000
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	15	[2],[3]	9	[3]	29	[3]	14	[3]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	274,000	[2],[3]	562,000	[3]	896,000	[3]	855,000	[3]
Allowance for Loan and Lease Losses Write-offs, Net	134,000		119,000		502,000		375,000
Other consumer [Member]
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts					301		19
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance					27,223,000		779,000
Financing Receivable, Modifications, Post-Modification Recorded Investment					22,865,000	[1]	637,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net					-6,000		9,000
HELOC loans [Member]
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts	11	[2],[4]
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	127,000	[2],[4]
Financing Receivable, Modifications, Post-Modification Recorded Investment	127,000	[1],[2],[4]
Allowance for Loan and Lease Losses, Adjustments, Net	-5,000	[2],[4]
Second Mortgage and HELOC Loans [Member]
Troubled Debt Restructurings [Line Items]
New TDRs, number of accounts					463
New TDRs, post-modification unpaid principal balance					30,800,000	[1]
Second Mortgage and HELOC Loans [Member] | Reconsolidated as a Result of Litigation Settlements [Member]
Troubled Debt Restructurings [Line Items]
New TDRs, number of accounts	463
New TDRs, post-modification unpaid principal balance	30,800,000	[1]
Commercial real estate loans [Member]
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts					4
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance					2,482,000
Financing Receivable, Modifications, Post-Modification Recorded Investment					2,482,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net					0
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	12				19
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	34,000				165,000
Allowance for Loan and Lease Losses Write-offs, Net	0				0
Commercial Real Estate Portfolio Segment [Member]
Troubled Debt Restructurings [Line Items]
Financing Receivable, Modifications, Number of Contracts	4	[2],[4]
Financing Receivable, Modifications, Pre-Modification Unpaid Principal Balance	2,482,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	2,482,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	$0
[1]	Post-modification balances include past due amounts that are capitalized at modification date.
[2]	HELOC post-modification unpaid principal balance reflects write downs.
[3]	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
[4]	New TDRs during the nine months ended September 30, 2013, include 463 loans for a total of $30.8 million of post modification unpaid principal balance second mortgage and HELOC loans that were reconsolidated as a result of the litigation settlements with MBIA and Assured.

Loans_HeldforInvestment_Impair

Loans Held-for-Investment (Impaired Loans) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Impaired Loans [Line Items]
With no related allowance recorded, recorded investment	$91,766		$91,766		$312,702
With no related allowance recorded, unpaid principal balance	157,234		157,234		477,109
With an allowance recorded, recorded investment	360,558		360,558		606,131
With an allowance recorded, unpaid principal balance	363,111		363,111		613,137
With an allowance recorded, related allowance	91,446		91,446		163,195
Total recorded investment	452,324		452,324		918,833
Total unpaid principal balance	520,345		520,345		1,090,246
Total related allowance	91,446		91,446		163,195
Average recorded investment	562,641	941,300	725,697	938,668
Interest income recognized	4,170	27,423	5,506	29,362
Residential First Mortgage [Member]
Impaired Loans [Line Items]
With no related allowance recorded, recorded investment	84,182		84,182		231,750
With no related allowance recorded, unpaid principal balance	139,499		139,499		360,575
With an allowance recorded, recorded investment	329,188		329,188		574,037
With an allowance recorded, unpaid principal balance	329,076		329,076		573,610
With an allowance recorded, related allowance	81,086		81,086		150,545
Total recorded investment	413,370		413,370		805,787
Total unpaid principal balance	468,575		468,575		934,185
Total related allowance	81,086		81,086		150,545
Average recorded investment	500,264	773,690	664,074	750,966
Interest income recognized	3,858	26,754	4,554	28,468
Second mortgage [Member]
Impaired Loans [Line Items]
With no related allowance recorded, recorded investment	1		1		1,170
With no related allowance recorded, unpaid principal balance	3,473		3,473		4,545
With an allowance recorded, recorded investment	22,423		22,423		15,779
With an allowance recorded, unpaid principal balance	22,423		22,423		15,779
With an allowance recorded, related allowance	8,571		8,571		7,028
Total recorded investment	22,424		22,424		16,949
Total unpaid principal balance	25,896		25,896		20,324
Total related allowance	8,571		8,571		7,028
Average recorded investment	21,856	16,916	20,357	15,745
Interest income recognized	302	331	195	303
Warehouse lending [Member]
Impaired Loans [Line Items]
Average recorded investment	27	224	13	265
Interest income recognized	0	0	0	0
HELOC [Member]
Impaired Loans [Line Items]
With no related allowance recorded, recorded investment	1		1		0
With no related allowance recorded, unpaid principal balance	1,690		1,690		2,506
With an allowance recorded, recorded investment	540		540		734
With an allowance recorded, unpaid principal balance	540		540		734
With an allowance recorded, related allowance	540		540		3,074
Total recorded investment	541		541		734
Total unpaid principal balance	2,230		2,230		3,240
Total related allowance	540		540		3,074
Average recorded investment	607	219	778	571
Interest income recognized	1	0	110	0
Other consumer [Member]
Impaired Loans [Line Items]
Average recorded investment	0	42	0	22
Interest income recognized	0	0	0	0
Commercial real estate loans [Member]
Impaired Loans [Line Items]
With no related allowance recorded, recorded investment	7,582		7,582		79,782
With no related allowance recorded, unpaid principal balance	12,572		12,572		109,483
With an allowance recorded, recorded investment	3,968		3,968		15,540
With an allowance recorded, unpaid principal balance	6,633		6,633		22,917
With an allowance recorded, related allowance	1,161		1,161		2,538
Total recorded investment	11,550		11,550		95,322
Total unpaid principal balance	19,205		19,205		132,400
Total related allowance	1,161		1,161		2,538
Average recorded investment	34,897	150,125	36,860	170,410
Interest income recognized	9	337	647	590
Commercial and industrial [Member]
Impaired Loans [Line Items]
With an allowance recorded, recorded investment	0		0		41
With an allowance recorded, unpaid principal balance	0		0		97
With an allowance recorded, related allowance	0		0		10
Total recorded investment	0		0		41
Total unpaid principal balance	0		0		97
Total related allowance	0		0		10
Average recorded investment	168	84	94	689
Interest income recognized	0	1	0	1
Commercial Lease Financing [Member]
Impaired Loans [Line Items]
With an allowance recorded, recorded investment	4,439		4,439		0
With an allowance recorded, unpaid principal balance	4,439		4,439		0
With an allowance recorded, related allowance	88		88		0
Total recorded investment	4,439		4,439		0
Total unpaid principal balance	4,439		4,439		0
Total related allowance	88		88		0
Average recorded investment	4,822	0	3,521	0
Interest income recognized	$0	$0	$0	$0

Loans_HeldforInvestment_Credit

Loans Held-for-Investment (Credit Quality Indicators) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Loans held-for-investment [Line Items]
Loans held-for-investment	$3,763,210		$5,438,101
Loans held-for-investment	4,013,507	[1],[2],[3]	5,438,101	[1],[2]
Commercial loans [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	623,582		737,180
Commercial loans [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	461,549		365,521
Commercial loans [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	41,047		182,417
Commercial loans [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	18,308		50,162
Commercial loans [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	102,678		139,080
Consumer loans [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	3,389,925		4,700,921
Consumer loans [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	2,723,480		3,521,201
Consumer loans [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	522,158		866,302
Consumer loans [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	21,000
Consumer loans [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	123,287		313,418
Residential First Mortgage [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	2,459,323		3,009,251
Loans held-for-investment	2,478,599		3,009,251
Residential First Mortgage [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	2,012,524		2,118,961
Residential First Mortgage [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	350,244		583,804
Residential First Mortgage [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0
Residential First Mortgage [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	115,831		306,486
Second mortgage [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	105,124		114,885
Loans held-for-investment	174,383		114,885
Second mortgage [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	142,927		95,969
Second mortgage [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	29,550		15,192
Second mortgage [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0
Second mortgage [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	1,906		3,724
Warehouse lending [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	390,348		1,347,727
Loans held-for-investment	390,348		1,347,727
Warehouse lending [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	250,598		1,081,579
Warehouse lending [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	118,750		266,148
Warehouse lending [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	21,000
Warehouse lending [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0		0
HELOC [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	145,790		179,447
Loans held-for-investment	307,552		179,447
HELOC [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	278,596		175,512
HELOC [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	23,570		910
HELOC [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0
HELOC [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	5,386		3,025
Other consumer [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	39,043		49,611
Loans held-for-investment	39,043		49,611
Other consumer [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	38,835		49,180
Other consumer [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	44		248
Other consumer [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0
Other consumer [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	164		183
Commercial real estate loans [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	420,879		640,315
Loans held-for-investment	420,879		640,315
Commercial real estate loans [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	279,492		277,037
Commercial real estate loans [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	34,938		181,722
Commercial real estate loans [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	8,707		49,215
Commercial real estate loans [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	97,742		132,341
Commercial and industrial [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	187,639		90,565
Loans held-for-investment	187,639		90,565
Commercial and industrial [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	171,432		82,184
Commercial and industrial [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	6,109		695
Commercial and industrial [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	9,601		947
Commercial and industrial [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	497		6,739
Commercial Lease Financing [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	15,064		6,300
Loans held-for-investment	15,064		6,300
Commercial Lease Financing [Member] | Pass [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	10,625		6,300
Commercial Lease Financing [Member] | Watch [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0		0
Commercial Lease Financing [Member] | Special Mention [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	0		0
Commercial Lease Financing [Member] | Substandard [Member]
Loans held-for-investment [Line Items]
Loans held-for-investment	$4,439		$0
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[2]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[3]	Includes $3.5 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at September 30, 2013 and December 31, 2012, respectively.

PrivateLabel_Securitization_an2

Private-Label Securitization and Variable Interest Entities (Details) (USD $)

6 Months Ended

9 Months Ended

6 Months Ended

6 Months Ended

6 Months Ended

Jun. 30, 2013

Sep. 30, 2013

Sep. 30, 2012

Sep. 30, 2013

Sep. 30, 2013

Jun. 30, 2013

Sep. 30, 2013

Dec. 31, 2005

Jun. 30, 2013

Sep. 30, 2013

Dec. 31, 2006

Sep. 30, 2013

Dec. 31, 2007

Jun. 30, 2013

Sep. 30, 2013

Apr. 30, 2006

Mar. 31, 2007

Jun. 30, 2007

Private Label Residential Mortgage Backed Securities [Member]

HELOC loans [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2005-1 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

FSTAR 2006-2 HELOC Securitization [Member]

Second mortgage [Member]

Second mortgage [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2007-1 Mortgage Securitization [Member]

FSTAR 2007-1 Mortgage Securitization [Member]

securitizations

securitizations

securitizations

Private-label Securitizations [Line Items]

Number of securitizations

4

2

2

Aggregate principal balance

$600,000,000

$302,200,000

$175,815,000

$622,100,000

$400,000,000

$620,900,000

$98,200,000

Residual interests retained

26,100,000

11,200,000

22,600,000

4,200,000

Reconsolidation of HELOC's of variable interest entities (VIEs)

170,507,000

0

85,200,000

85,300,000

Reconsolidation of long-term debt of VIEs

119,980,000

0

62,100,000

57,900,000

Fair value adjustment as a result of reconsolidation

16,600,000

27,500,000

Fair value of HELOC loans

81,300,000

80,400,000

Fair value of long-term debt

58,600,000

54,300,000

69,300,000

Recharacterization of available-for-sale securities to loans held-for-investment

73,283,000

73,300,000

Loss on transfer of available-for-sale securities to loans held-for-investment

($4,900,000)

PrivateLabel_Securitization_an3

Private-Label Securitization and Variable Interest Entities (Variable Interest Entities) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012		Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Sep. 30, 2013	Jun. 30, 2013
					Variable Interest Entity, Primary Beneficiary [Member]	Variable Interest Entity, Primary Beneficiary [Member]	HELOC Securitizations [Member]	HELOC Securitizations [Member]	HELOC Securitizations [Member]	Assured Litigation [Member]	Assured Litigation [Member]
							Variable Interest Entity, Primary Beneficiary [Member]	FSTAR 2005-1 HELOC Securitization [Member]	FSTAR 2006-2 HELOC Securitization [Member]
								Variable Interest Entity, Primary Beneficiary [Member]	Variable Interest Entity, Primary Beneficiary [Member]
Variable Interest Entity [Line Items]
Payments for legal settlements										$105,000,000	$105,000,000
Gain (loss) related to litigation settlement										49,100,000	49,100,000
Beneficial Interest Liability	0
Assets
Cash and cash items	68,228,000	[1]	38,070,000	[1]	460,000	0	460,000	460,000	0
Total loans held-for-investment, net	3,806,507,000		5,133,101,000				161,762,000	81,325,000	80,437,000
Liabilities
Long-term debt	360,389,000	[1],[2]	247,435,000	[1],[2]			112,954,000	58,609,000	54,345,000
Other liabilities	$444,188,000	[1],[2]	$1,007,920,000	[1],[2]			$136,000	$136,000	$0
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[2]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.

PrivateLabel_Securitization_an4

Private-Label Securitization and Variable Interest Entities (Unconsolidated VIEs) (Details) (Second mortgage [Member], USD $)	3 Months Ended	6 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Dec. 31, 2007
	points	loans
	loans	points
Second mortgage [Member]
Servicing Assets at Fair Value [Line Items]
Number of loans	4,360,000	12,416,000
Aggregate principal balance	$175,815	$622,100
Average principal balance	$40	$50
Weighted average fully indexed interest rate	7.00%	8.00%
Weighted average original term	194 months	194 months
Weighted average remaining term	109 months	185 months
Weighted average original credit score	713	726

PrivateLabel_Securitization_an5

Private-Label Securitization and Variable Interest Entities (Transferor's Interest) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Dec. 31, 2009
FSTAR 2005-1 HELOC Securitization [Member]
Transferor's Interests in Securitizations [Abstract]
Outstanding claims due to the note insurer	$0	$16,800,000
Fair value of transferor's interests	0	7,100,000
FSTAR 2006-2 HELOC Securitization [Member]
Transferor's Interests in Securitizations [Abstract]
Outstanding claims due to the note insurer	0	88,700,000
Transferor's interest reserve	$0		($7,600,000)

PrivateLabel_Securitization_an6

Private-Label Securitization and Variable Interest Entities (Unfunded Commitments) (Details) (USD $)	Dec. 31, 2012
In Thousands, unless otherwise specified
Unfunded Commitments [Abstract]
Notional amount of unfunded commitments	$58,214	[1]
Less: Frozen or suspended unfunded commitments	54,783
Unfunded commitments still acitve	3,431
FSTAR 2005-1 HELOC Securitization [Member]
Unfunded Commitments [Abstract]
Notional amount of unfunded commitments	30,767	[1]
Less: Frozen or suspended unfunded commitments	27,825
Unfunded commitments still acitve	2,942
FSTAR 2006-2 HELOC Securitization [Member]
Unfunded Commitments [Abstract]
Notional amount of unfunded commitments	27,447	[1]
Less: Frozen or suspended unfunded commitments	26,958
Unfunded commitments still acitve	$489
[1]	The Company’s total potential funding obligation is dependent on both (a) borrower behavior (for example, the amount of additional draws requested) and (b) the contractual draw period (remaining term) available to the borrowers. Because borrowers can make principal payments and restore the amounts available for draws and then borrow additional amounts as long as their lines of credit remain active, the funding obligation has no specific limitation and it is not possible to define the maximum funding obligation.

PrivateLabel_Securitization_an7

Private-Label Securitization and Variable Interest Entities (Credit Risk on Securitizations) (Details) (Consumer loans [Member], USD $)	Dec. 31, 2012
In Thousands, unless otherwise specified
Consumer loans [Member]
Qualitative and Quantitative Information, Transferor's Continuing Involvement [Line Items]
Amount of loans serviced	$0
Balance of retained assets with credit exposure	$7,103

Mortgage_Servicing_Rights_Deta

Mortgage Servicing Rights (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
			First Mortgage [Member]		First Mortgage [Member]		First Mortgage [Member]		First Mortgage [Member]
Servicing Asset at Fair Value [Roll Forward]
Balance at beginning of period	$797,029,000	$710,791,000	$729,019,000		$638,865,000		$710,791,000		$510,475,000
Additions from loans sold with servicing retained			86,109,000		131,837,000		323,216,000		370,012,000
Reductions from bulk sales			0	[1]	-9,589,000	[1]	-233,742,000	[1]	-27,791,000	[1]
Changes in Fair Value Due to Changes in Valuation Inputs or Assumptions [Abstract]
Decrease in MSR value			-18,268,000	[2],[3]	-45,552,000	[2],[3]	-87,397,000	[2],[3]	-101,549,000	[2],[3]
All other changes in valuation inputs or assumptions			169,000	[3],[4]	-28,762,000	[3],[4]	84,161,000	[3],[4]	-64,348,000	[3],[4]
Fair value of MSRs at end of period	797,029,000	710,791,000	797,029,000		686,799,000		797,029,000		686,799,000
Unpaid principal balance of loans serviced for others			74,200,317,000		82,414,799,000		74,200,317,000		82,414,799,000
Underlying serviced loans sold in bulk sales			$0		$1,200,000,000		$23,400,000,000		$3,600,000,000
[1]	Includes bulk sales related to underlying serviced loans totaling zero and $23.4 billion for the three and nine months ended September 30, 2013, respectively, compared to $1.2 billion and $3.6 billion for the three and nine months ended September 30, 2012, respectively.
[2]	Represents decrease in MSR value associated with loans that were paid-off during the period.
[3]	Changes in fair value are included within loan administration income on the Consolidated Statements of Operations.
[4]	Represents estimated MSR value change resulting primarily from market-driven changes in interest rates.

Mortgage_Servicing_Rights_Fair

Mortgage Servicing Rights (Fair Value Assumptions) (Details)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Servicing Assets at Fair Value, Assumptions [Abstract]
MSRs capitalized during the period, weighted-average life, years	6 years 2 months 12 days	5 years 4 months 24 days	5 years 9 months 18 days	5 years 10 months 24 days
MSRs capitalized during the period, weighted-average constant prepayment speed	13.00%	17.30%	14.00%	15.70%
MSRs capitalized during the period, weighted-average discount rate	8.70%	7.20%	8.10%	7.10%
MSRs at period end, weighted-average life, years			6 years 4 months 24 days		5 years 3 months 18 days
MSRs at period end, weighted-average constant prepayment rate	12.30%		12.30%		17.30%
MSRs at period end, weighted-average discount rate	8.50%		8.50%		7.00%

Mortgage_Servicing_Rights_Cont

Mortgage Servicing Rights (Contractual Servicing Fees) (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]
Contractual servicing fees	$52,558	$53,636	$157,676	$152,878
First Mortgage [Member]
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]
Contractual servicing fees	52,483	53,433	157,329	152,369
Other [Member]
Contractual Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]
Contractual servicing fees	$75	$203	$347	$509

Derivative_Financial_Instrumen2

Derivative Financial Instruments (General) (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Loan commitments and loans held-for-sale [Member]
Derivative [Line Items]
Pre-tax gain (loss) on hedging activity relating to loan commitments and loans held-for-sale	($130)	$5.80	($77.80)	$64
Residential Mortgage Servicing Rights [Member]
Derivative [Line Items]
Gain (loss) on MSR fair value hedging activities.	($4)	$31.80	($67.50)	$88

Derivative_Financial_Instrumen3

Derivative Financial Instruments (Details) (USD $)	3 Months Ended			9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012	Sep. 30, 2013		Sep. 30, 2012	Dec. 31, 2012
Derivative [Line Items]
Derivative asset, Fair Value	$69,030,000			$69,030,000			$97,976,000
Derivative liability, Fair Value	71,218,000			71,218,000			19,975,000
Net gain (loss) on derivatives	0		0	0		0
U.S. Treasury and euro dollar futures [Member]
Derivative [Line Items]
Derivative asset, Fair Value	929,000			929,000			2,203,000
Derivative liability, Fair Value	0			0			0
Mortgage Backed Securities, Other [Member]
Derivative [Line Items]
Derivative asset, Fair Value	2,495,000			2,495,000			3,619,000
Rate lock commitments [Member]
Derivative [Line Items]
Derivative asset, Fair Value	64,195,000			64,195,000			86,200,000
Derivative liability, Fair Value	0			0			0
Forward agency and loan sales [Member]
Derivative [Line Items]
Derivative asset, Fair Value	0			0			0
Derivative liability, Fair Value	69,807,000			69,807,000			14,021,000
Interest rate swaps [Member]
Derivative [Line Items]
Derivative asset, Fair Value	1,411,000			1,411,000			5,954,000
Derivative liability, Fair Value	1,411,000			1,411,000			5,954,000
Other assets [Member]
Derivative [Line Items]
Derivative asset, Notional Amount	8,072,790,000	[1]		8,072,790,000	[1]		18,304,737,000	[1]
Other assets [Member] | U.S. Treasury and euro dollar futures [Member]
Derivative [Line Items]
Derivative asset, Notional Amount	5,139,600,000	[1]		5,139,600,000	[1]		11,778,600,000	[1]
Other assets [Member] | Mortgage Backed Securities, Other [Member]
Derivative [Line Items]
Derivative asset, Notional Amount	100,000,000			100,000,000			1,275,000,000
Other assets [Member] | Rate lock commitments [Member]
Derivative [Line Items]
Derivative asset, Notional Amount	2,755,914,000	[1]		2,755,914,000	[1]		5,149,891,000	[1]
Other assets [Member] | Interest rate swaps [Member]
Derivative [Line Items]
Derivative asset, Notional Amount	77,276,000	[1]		77,276,000	[1]		101,246,000	[1]
Other liabilities [Member]
Derivative [Line Items]
Derivative liability, Notional Amount	4,423,457,000	[2]		4,423,457,000	[2]		7,486,676,000	[2]
Other liabilities [Member] | Forward agency and loan sales [Member]
Derivative [Line Items]
Derivative liability, Notional Amount	4,346,181,000	[1]		4,346,181,000	[1]		7,385,430,000	[1]
Other liabilities [Member] | Interest rate swaps [Member]
Derivative [Line Items]
Derivative liability, Notional Amount	$77,276,000	[2]		$77,276,000	[2]		$101,246,000	[2]
[1]	Asset derivatives are included in "other assets" on the Consolidated Statements of Financial Condition.
[2]	Liability derivatives are included in "other liabilities" on the Consolidated Statements of Financial Condition.

Derivative_Financial_Instrumen4

Derivative Financial Instruments (Master Netting Schedule) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	$158,346	$182,846
Derivative liabilities, fair value	75,791	28,538
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,573	8,563
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,573	8,563
Derivative Asset, Fair Value of Collateral	0	15,002
Derivative Liability, Fair Value of Collateral	0	0
Cash collateral posted with counterparties	84,743	61,305
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative asset, Fair Value	69,030	97,976
Derivative liability, Fair Value	71,218	19,975
U.S. Treasury and euro dollar futures [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	8,004	36,801
Derivative liabilities, fair value	1,980	5,076
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,980	5,076
Derivative Liability, Fair Value, Amount Offset Against Collateral	1,980	5,076
Derivative Asset, Fair Value of Collateral	0	15,006
Derivative Liability, Fair Value of Collateral	0	0
Cash collateral posted with counterparties	5,095	14,516
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative asset, Fair Value	929	2,203
Derivative liability, Fair Value	0	0
Mortgage Backed Securities, Other [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	79,905	42,194
Derivative Asset, Fair Value, Amount Offset Against Collateral	0	0
Derivative Asset, Fair Value of Collateral	0	-4
Cash collateral posted with counterparties	77,410	38,579
Derivative asset, Fair Value	2,495	3,619
Forward agency and loan sales [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	1,088	3,401
Derivative liabilities, fair value	70,895	17,422
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,088	3,401
Derivative Liability, Fair Value, Amount Offset Against Collateral	1,088	3,401
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Cash collateral posted with counterparties	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative asset, Fair Value	0	0
Derivative liability, Fair Value	69,807	14,021
Rate lock commitments [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	65,700	86,286
Derivative liabilities, fair value	1,505	86
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,505	86
Derivative Liability, Fair Value, Amount Offset Against Collateral	1,505	86
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Cash collateral posted with counterparties	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative asset, Fair Value	64,195	86,200
Derivative liability, Fair Value	0	0
Interest rate swaps [Member]
Derivative [Line Items]
Derivative Asset, Fair Value, Gross Asset	3,649	14,164
Derivative liabilities, fair value	1,411	5,954
Derivative Asset, Fair Value, Amount Offset Against Collateral	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Derivative Asset, Fair Value of Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Cash collateral posted with counterparties	2,238	8,210
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative asset, Fair Value	1,411	5,954
Derivative liability, Fair Value	1,411	5,954
Other assets [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	153,773	174,283
Other assets [Member] | U.S. Treasury and euro dollar futures [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	6,024	31,725
Other assets [Member] | Mortgage Backed Securities, Other [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	79,905	42,194
Other assets [Member] | Forward agency and loan sales [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Other assets [Member] | Rate lock commitments [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	64,195	86,200
Other assets [Member] | Interest rate swaps [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	3,649	14,164
Other liabilities [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	71,218	19,975
Other liabilities [Member] | U.S. Treasury and euro dollar futures [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Other liabilities [Member] | Forward agency and loan sales [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	69,807	14,021
Other liabilities [Member] | Rate lock commitments [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Other liabilities [Member] | Interest rate swaps [Member]
Derivative [Line Items]
Derivative, Fair Value, Amount Offset Against Collateral, Net	$1,411	$5,954

Derivative_Financial_Instrumen5

Derivative Financial Instruments (Counterparty Credit Risk) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative, Collateral, Right to Reclaim Cash	$0	$0
Investment securities and cash collateral posted with counterparties	84,700,000	76,300,000
Cash collateral posted with counterparties	84,743,000	61,305,000
Derivative Asset, Fair Value of Collateral	$0	$15,002,000

Federal_Home_Loan_Bank_Advance2

Federal Home Loan Bank Advances (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Federal Home Loan Bank, Advances [Line Items]
Federal Home Loan Bank advances	$2,907,598	$3,180,000
Weighted average interest rate	3.29%	3.80%
Adjustable rate [Member]
Federal Home Loan Bank, Advances [Line Items]
Short-term adjustable advances	7,598	280,000
Weighted average interest rate	0.45%	0.50%
Fixed rate [Member]
Federal Home Loan Bank, Advances [Line Items]
Long-term fixed rate term advances	$2,900,000	$2,900,000
Weighted average interest rate	3.30%	3.30%

Federal_Home_Loan_Bank_Advance3

Federal Home Loan Bank Advances (Disclosures) (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Advances from Federal Home Loan Banks [Abstract]
Maximum outstanding at any month end	$2,907,598,000	$3,400,000,000	$2,907,598,000	$3,703,000,000
Average balance	2,900,519,000	3,561,532,000	2,968,308,000	3,884,049,000
Average remaining borrowing capacity	461,899,000	1,138,447,000	801,969,000	849,789,000
Average interest rate	3.34%	3.03%	3.28%	2.82%
Maximum amount available	7,000,000,000		7,000,000,000
Federal Home Loan Bank advances	2,907,598,000		2,907,598,000		3,180,000,000
Available collateral amount	$400,000,000		$400,000,000

Federal_Home_Loan_Bank_Advance4

Federal Home Loan Bank Advances (Maturity) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Federal Home Loan Banks [Abstract]
2013	$7,598	$280,000
2014	250,000	250,000
2015	750,000	750,000
2016	1,650,000	1,650,000
2017	250,000	250,000
Federal Home Loan Bank advances	$2,907,598	$3,180,000

LongTerm_Debt_Details

Long-Term Debt (Details) (USD $)	9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
	subsidiary
Debt Instrument [Line Items]
Number of trust subsidiaries	9
Junior subordinated notes	$247,435		$247,435
Long-term debt	360,389	[1],[2]	247,435	[1],[2]
Trust Preferred Securities [Abstract]
Maturity period of trust preferred securities (in years)	30 years
One Month LIBOR [Member]
Trust Preferred Securities [Abstract]
Variable interest rate period	30
Three Month LIBOR [Member]
Debt Instrument [Line Items]
Interest rate	0.25%		0.31%
One Month LIBOR [Member]
Debt Instrument [Line Items]
Interest rate	0.18%
Junior subordinated notes [Member]
Trust Preferred Securities [Abstract]
Maximum period for interest payment deferment on junior subordinated notes, quarters	20
3ML plus 3.25% maturing 2032 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	3.25%
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	3.50%	[3]	3.56%	[3]
3ML plus 3.25% maturing 2033 A [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	3.25%
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	3.52%	[3]	3.59%	[3]
3ML plus 3.25% maturing 2033 B [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	3.25%
Junior subordinated notes	25,780	[3]	25,780	[3]
Interest rate	3.50%	[3]	3.56%	[3]
3ML plus 2.00% maturing 2035 A [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	2.00%
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	2.27%	[3]	2.34%	[3]
3ML plus 2.00% maturing 2035 B [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	2.00%
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	2.27%	[3]	2.34%	[3]
3ML plus 1.75% maturing 2035 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	1.75%
Junior subordinated notes	51,547	[3]	51,547	[3]
Interest rate	2.00%	[3]	2.06%	[3]
3ML plus 1.50% maturing 2035 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	1.50%
Junior subordinated notes	25,774	[3]	25,774	[3]
Interest rate	1.77%	[3]	1.84%	[3]
3ML plus 1.45% maturing 2037 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	1.45%
Junior subordinated notes	25,774		25,774
Interest rate	1.70%		1.76%
3ML plus 2.50% maturing 2037 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	2.50%
Junior subordinated notes	15,464	[3]	15,464	[3]
Interest rate	2.75%	[3]	2.81%	[3]
3ML plus 0.23% maturing 2018 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	0.23%
3ML plus 0.23% maturing 2018 [Member] | Rate Option 3 [Member] | One Month LIBOR [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	0.23%
Interest rate	16.00%	[3]
3ML plus 0.23% maturing 2018 [Member] | Rate Fixed Cap [Member]
Debt Instrument [Line Items]
Interest rate	16.00%	[3]
3ML plus 0.23% maturing 2018 [Member] | HELOC Securitizations [Member]
Debt Instrument [Line Items]
Long-term debt	58,609	[4]	0	[4]
3ML plus 0.16% maturing 2019 [Member]
Debt Instrument [Line Items]
Basis spread on variable rate debt	0.16%
3ML plus 0.16% maturing 2019 [Member] | HELOC Securitizations [Member]
Debt Instrument [Line Items]
Long-term debt	$54,345	[5]	$0	[5]
[1]	Amounts represent the assets and liabilities for which the Company has elected the fair value option.
[2]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").
[3]	The securities are currently callable by the Company.
[4]	The Notes will accrue interest at a rate equal to the least of (i) one-month LIBOR plus 0.23 percent (ii) the net weighted average coupon, and (iii) 16.00 percent.
[5]	The interest rate for the notes may adjust monthly and will be subject to (i) a cap based on the weighted average of the loan rates on the mortgage loans, minus the rates at which certain fees and expenses of the issuing entity are calculated and minus any required spread and adjusted for actual days and (ii) a fixed cap of 16.00 percent.

Representation_and_Warranty_Re2

Representation and Warranty Reserve (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Representation and Warranty Reserve Disclosures [Abstract]
Decrease in representation and warranty reserve	$11,000
Representation and Warranty Reserve [Roll Forward]
Balance, beginning of period	185,000	161,000	193,000	120,000
Provision, charged to gain on sale for current loan sales	3,719	6,432	14,588	17,126
Representation and warranty reserve - change in estimate	5,205	124,492	51,541	231,058
Total provision	8,924	130,924	66,129	248,184
Charge-offs, net	-19,924	-89,924	-85,129	-166,184
Balance, end of period	$174,000	$202,000	$174,000	$202,000

Stockholders_Equity_Preferred_

Stockholders' Equity (Preferred Stock) (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013	Jun. 05, 2013
In Thousands, except Share data, unless otherwise specified			Series C Preferred Stock [Member]	Common Stock [Member]
Class of Stock [Line Items]
Preferred stock, par value per share	$0.01	$0.01
Preferred stock, liquidation value per share	$1,000	$1,000
Class of Warrant or Right, Number of Securities Called by Warrants or Rights				645,138
Preferred stock, dividend rate per annum			5.00%
Preferred stock, shares outstanding	266,657	266,657	266,657
Preferred stock, value			$3
Preferred stock, additional paid in capital			$264,723
Exercise price of warrants (per share)				62

Stockholders_Equity_Accumulate

Stockholders' Equity (Accumulated Other Comprehensive Income) (Details) (USD $)	Sep. 30, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Accumulated Other Comprehensive Income (Loss) [Line Items]
Pre-tax amount	$4,429		($7,766)
Income tax (expense) benefit	0	[1]	6,108	[1]
After-tax amount	4,429		-1,658
U.S. government sponsored agencies [Member]
Schedule of Accumulated Other Comprehensive Income (Loss) [Line Items]
Pre-tax amount	4,429		2,389
Income tax (expense) benefit	0	[1]	0	[1]
After-tax amount	4,429		2,389
FSTAR 2006-1 Second Mortgage Trust [Member]
Schedule of Accumulated Other Comprehensive Income (Loss) [Line Items]
Pre-tax amount			-10,155
Income tax (expense) benefit			6,108
After-tax amount			($4,047)
[1]	The income tax benefit reflects the amount which existed at the time the Company established the valuation allowance for deferred securities that were held at the date disposed or matured.

Earnings_Per_Share_Details

Earnings Per Share (Details) (USD $)	3 Months Ended				9 Months Ended
In Thousands, except Share data, unless otherwise specified	Sep. 30, 2013		Sep. 30, 2012		Sep. 30, 2013		Sep. 30, 2012
Earnings Per Share [Abstract]
Net income	$14,272		$81,110		$105,082		$161,187
Less: preferred stock dividend/accretion	-1,449	[1]	-1,417	[1]	-4,336	[1]	-4,241	[1]
Income (Loss) from Continuing Operations Attributable to Parent	12,823		79,693		100,746		156,946
Deferred cumulative preferred stock dividends	-3,613		-3,481		-10,707		-10,294
Net income applicable to Common Stock	$9,210		$76,212		$90,039		$146,652
Weighted average shares
Weighted average common shares outstanding	56,096,376		55,801,692		56,041,844		55,735,095
Effect of dilutive securities
Warrants	235,000		0		223,000		0
Stock-based awards	210,000		431,000		194,000		349,000
Weighted average diluted common shares	56,541,089		56,233,165		56,458,898		56,083,757
Earnings per common share
Net income applicable to Common Stock	$0.16		$1.37		$1.61		$2.63
Effect of dilutive securities
Incremental Common Shares Attributable to Call Options and Warrants, Per Share	$0		$0		($0.01)		$0
Incremental Common Shares Attributable to Share-based Payment Arrangements, Per Share	$0		($0.01)		($0.01)		($0.02)
Diluted earnings per share	$0.16		$1.36		$1.59		$2.61
[1]	The preferred stock dividend/accretion for the three and nine months ended September 30, 2013 and 2012, respectively, represents only the accretion. On January 27, 2012, the Company elected to defer payment of dividends and interest on the preferred stock.

StockBased_Compensation_Detail

Stock-Based Compensation (Details) (USD $)	3 Months Ended		9 Months Ended
In Millions, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock-based compensation expense	$1.10	$1.80	$3.80	$5.30
Deferred Bonus [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock-based compensation expense	($2.10)	$8.40	$14	$22

Income_Taxes_Details

Income Taxes (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
Income Tax Disclosure [Abstract]
Cumulative loss position (in years)			3 years
Deferred tax assets, net	$300,300,000		$300,300,000		$341,900,000
Effective Income Tax Rate Reconciliation, Percent [Abstract]
Provision at statutory federal income tax rate (35%)	5,072,000	21,256,000	34,718,000	49,458,000
Federal statutory income tax rate	35.00%	35.00%	35.00%	35.00%
Increases (decreases) resulting from
Valuation allowance	-7,267,000	-21,155,000	-37,994,000	-50,613,000
Residual tax effect associated with other comprehensive income	0	-19,880,000	-6,108,000	-19,880,000
DOJ litigation settlement	1,820,000	0	3,280,000	280,000
Other	595,000	-601,000	216,000	875,000
Provision (benefit) at effective federal income tax rate	$220,000	($20,380,000)	($5,888,000)	($19,880,000)
Net tax provision (benefit) as a percentage of pretax income	1.50%	-33.60%	-5.90%	-14.10%

Regulatory_Matters_Details

Regulatory Matters (Details) (USD $)	Sep. 30, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Regulatory Capital Requirements [Abstract]
Tangible Capital Required for Capital Adequacy to Tangible Assets	1.50%
Tangible Capital	$1,402,423	$1,295,841
Tangible Capital to Tangible Assets	11.98%	9.26%
Tier One Leverage Capital	1,402,423	1,295,841
Tier One Leverage Capital to Average Assets	11.98%	9.26%
Tier One Leverage Capital Required for Capital Adequacy	468,345	559,985
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	4.00%
Tier One Leverage Capital Required to be Well Capitalized	585,432	699,982
Tier One Leverage Capital Required to be Well Capitalized to Average Assets	5.00%	5.00%
Tier One Risk Based Capital	1,402,423	1,295,841
Tier One Risk Based Capital to Risk Weighted Assets	26.57%	15.90%
Tier One Risk Based Capital Required for Capital Adequacy	211,130	325,956
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.00%	4.00%
Tier One Risk Based Capital Required to be Well Capitalized	316,695	488,926
Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	6.00%	6.00%
Capital	1,470,060	1,400,126
Capital to Risk Weighted Assets	27.85%	17.18%
Capital Required for Capital Adequacy	422,260	651,902
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	8.00%
Capital Required to be Well Capitalized	$527,825	$814,877
Capital Required to be Well Capitalized to Risk Weighted Assets	10.00%	10.00%

Legal_Proceedings_Contingencie2

Legal Proceedings, Contingencies and Commitments (Details) (USD $)

1 Months Ended

9 Months Ended

1 Months Ended

1 Months Ended

3 Months Ended

0 Months Ended

1 Months Ended

0 Months Ended

1 Months Ended

1 Months Ended

3 Months Ended

9 Months Ended

0 Months Ended

3 Months Ended

Feb. 29, 2012

Sep. 30, 2013

Feb. 29, 2012

Sep. 30, 2013

Apr. 30, 2011

Sep. 30, 2013

Jun. 30, 2013

Jun. 30, 2013

Apr. 03, 2012

Feb. 24, 2012

Feb. 29, 2012

Feb. 24, 2012

Feb. 29, 2012

Sep. 30, 2013

Mar. 31, 2013

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Sep. 30, 2013

Dec. 31, 2012

Feb. 28, 2013

Jun. 30, 2013

Sep. 30, 2013

Apr. 02, 2013

Apr. 02, 2013

Feb. 05, 2013

Apr. 02, 2013

Mar. 31, 2013

DOJ Agreement [Member]

DOJ Agreement [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

MBIA Litigation [Member]

Initial payment [Member]

Initial payment [Member]

Initial payment [Member]

Additional payments [Member]

Additional payments [Member]

Second mortgage [Member]

Second mortgage [Member]

Mortgage loans (interest-rate lock commitments)

Mortgage loans (interest-rate lock commitments)

HELOC [Member]

HELOC [Member]

Other [Member]

Other [Member]

Standby and commercial letters of credit [Member]

Standby and commercial letters of credit [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Guarantee Obligations and Pre-Judgment Interest [Member]

Guarantee Obligations [Member]

Guarantee Obligations [Member]

Pre-Judgment Interest [Member]

CIT Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

securitizations

MBIA Litigation [Member]

securitizations

Assured Litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Assured Litigation [Member]

Standby and commercial letters of credit [Member]

securitizations

Loss Contingencies [Line Items]

Litigation settlement payment amount

$133,000,000

$15,000,000

$15,000,000

$15,000,000

$118,000,000

$118,000,000

DOJ litigation settlement liability

28,500,000

Maximum number of days payment is due pursuant to DOJ settlement

30 days

30 days

Loss Contingency, Information about Litigation Matters [Abstract]

Loss contingency, damages sought

111,000,000

165,000,000

Loss contingency, damages awarded

89,200,000

106,500,000

90,700,000

89,200,000

15,900,000

Payments for legal settlements

105,000,000

105,000,000

110,000,000

110,000,000

Gain related to litigation settlement

49,100,000

49,100,000

Number of securitizations

2

2

2

Loss on transfer of available-for-sale securities to loans held-for-investment

-4,900,000

Loss Contingency, Estimate [Abstract]

Accrued reserve for contingent liabilities

31,700,000

Commitments to extend credit

2,755,914,000

5,149,891,000

64,193,000

53,276,000

7,467,000

7,042,000

7,503,000

66,005,000

Proceeds from sale of commercial letters of credit

$63,000,000

Segment_Information_Details

Segment Information (Details) (USD $)	3 Months Ended		9 Months Ended
In Thousands, unless otherwise specified	Sep. 30, 2013	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2012
			segments
Segment Reporting Information [Line Items]
Number of operating segments			3
Net interest income (loss)	$42,685	$73,079	$145,448	$223,290
Net gain on loan sales	75,073	334,427	357,404	751,945
Representation and warranty reserve - change in estimate	-5,205	-124,492	-51,541	-231,058
Noninterest Income, Other Operating Income	9,458	8,568	65,437	28,132
Other Noninterest Income	64,428	63,802	233,335	214,561
Total net interest income and non-interest income	176,981	346,816	684,646	958,738
Provision for loan losses	-4,053	-52,595	-56,030	-225,696
Asset resolution	-16,295	-12,487	-48,661	-70,108
Depreciation and amortization expense	-5,558	-5,252	-15,940	-14,774
Other non-interest expense	-136,583	-215,752	-464,821	-506,853
Total non-interest expense	-162,489	-286,086	-585,452	-817,431
Income (loss) before federal income taxes	14,492	60,730	99,194	141,307
Benefit for federal income taxes	-220	20,380	5,888	19,880
Net income	14,272	81,110	105,082	161,187
Average total assets	11,807,815		11,807,815		14,082,012
Quarter to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale	2,156,966	3,301,860
Average loans held-for-investment	4,050,620	6,533,569
Average total assets	12,339,519	15,157,125	12,339,519	15,157,125
Average interest-bearing deposits	5,906,998	6,927,642
Year to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale			2,795,812	2,892,439
Average loans held-for-investment			4,463,192	6,583,640
Average total assets	12,992,722	14,628,196	12,992,722	14,628,196
Average interest-bearing deposits			6,457,829	6,810,721
Mortgage Banking
Segment Reporting Information [Line Items]
Net interest income (loss)	40,150	49,054	125,904	145,026
Net gain on loan sales	74,968	334,248	357,009	751,426
Representation and warranty reserve - change in estimate	-5,205	-124,492	-51,541	-231,058
Noninterest Income, Other Operating Income	52,837	46,595
Other Noninterest Income			159,908	168,330
Total net interest income and non-interest income	162,750	305,405	591,280	833,724
Provision for loan losses	2,290	-50,785	-33,471	-181,123
Asset resolution	-14,091	-12,853	-47,208	-63,974
Depreciation and amortization expense	-1,792	-1,630	-5,270	-4,607
Other non-interest expense	-96,173	-148,968	-321,323	-330,655
Total non-interest expense	-109,766	-214,236	-407,272	-580,359
Income (loss) before federal income taxes	52,984	91,169	184,008	253,365
Benefit for federal income taxes	0	0	0	0
Net income	52,984	91,169	184,008	253,365
Mortgage Banking | Quarter to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale	2,145,245	3,301,860
Average loans held-for-investment	2,902,511	3,387,490
Average total assets	7,381,508	9,683,973	7,381,508	9,683,973
Average interest-bearing deposits	0	0
Mortgage Banking | Year to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale			2,575,561	2,892,439
Average loans held-for-investment			3,102,363	3,635,764
Average total assets	8,238,110	9,553,388	8,238,110	9,553,388
Average interest-bearing deposits			0	0
Community Banking
Segment Reporting Information [Line Items]
Net interest income (loss)	25,489	40,385	84,412	113,413
Net gain on loan sales	105	179	395	519
Representation and warranty reserve - change in estimate	0	0	0	0
Noninterest Income, Other Operating Income	9,340	11,164
Other Noninterest Income			29,427	31,043
Total net interest income and non-interest income	34,934	51,728	114,234	144,975
Provision for loan losses	-6,343	-1,810	-22,559	-44,573
Asset resolution	-2,204	366	-1,461	-6,134
Depreciation and amortization expense	-1,024	-917	-2,961	-2,816
Other non-interest expense	-36,278	-46,258	-130,375	-138,112
Total non-interest expense	-45,849	-48,619	-157,356	-191,635
Income (loss) before federal income taxes	-10,915	3,109	-43,122	-46,660
Benefit for federal income taxes	0	0	0	0
Net income	-10,915	3,109	-43,122	-46,660
Community Banking | Quarter to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale	11,721	0
Average loans held-for-investment	981,358	3,138,425
Average total assets	1,327,466	3,279,824	1,327,466	3,279,824
Average interest-bearing deposits	5,887,049	6,655,728
Community Banking | Year to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale			220,251	0
Average loans held-for-investment			1,299,410	2,939,249
Average total assets	1,743,516	3,054,209	1,743,516	3,054,209
Average interest-bearing deposits			6,436,520	6,532,189
Other
Segment Reporting Information [Line Items]
Net interest income (loss)	-22,954	-16,360	-64,868	-35,149
Net gain on loan sales	0	0	0	0
Representation and warranty reserve - change in estimate	0	0	0	0
Noninterest Income, Other Operating Income	2,251	6,043
Other Noninterest Income			44,000	15,188
Total net interest income and non-interest income	-20,703	-10,317	-20,868	-19,961
Provision for loan losses	0	0	0	0
Asset resolution	0	0	8	0
Depreciation and amortization expense	-2,742	-2,705	-7,709	-7,351
Other non-interest expense	-4,132	-20,526	-13,123	-38,086
Total non-interest expense	-6,874	-23,231	-20,824	-45,437
Income (loss) before federal income taxes	-27,577	-33,548	-41,692	-65,398
Benefit for federal income taxes	-220	20,380	5,888	19,880
Net income	-27,797	-13,168	-35,804	-45,518
Other | Quarter to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale	0	0
Average loans held-for-investment	166,751	7,654
Average total assets	3,630,545	2,193,328	3,630,545	2,193,328
Average interest-bearing deposits	19,949	271,914
Other | Year to Date [Member]
Segment Reporting Information [Line Items]
Average loans held-for-sale			0	0
Average loans held-for-investment			61,419	8,627
Average total assets	3,011,096	2,020,599	3,011,096	2,020,599
Average interest-bearing deposits			$21,309	$278,532