Flagstar Bancorp (FBC) 10-K 5 Mar 14 2013 FY Annual report Financial data

Document_and_Entity_Informatio

Document and Entity Information (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013	Mar. 03, 2014	Jun. 30, 2013
Document Information [Line Items]	'	'	'
Entity Registrant Name	'FLAGSTAR BANCORP INC	'	'
Entity Central Index Key	'0001033012	'	'
Document Type	'10-K	'	'
Document Period End Date	31-Dec-13	'	'
Amendment Flag	'false	'	'
Document Fiscal Year Focus	'2013	'	'
Document Fiscal Period Focus	'FY	'	'
Current Fiscal Year End Date	'--12-31	'	'
Entity Well-known Seasoned Issuer	'No	'	'
Entity Voluntary Filers	'No	'	'
Entity Current Reporting Status	'Yes	'	'
Entity Filer Category	'Accelerated Filer	'	'
Entity Public Float	'	'	$277.70
Entity Public Float - per share	'	'	$13.96
Entity Common Stock, Shares Outstanding	'	56,221,056	'

Consolidated_Statements_of_Fin

Consolidated Statements of Financial Condition (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Assets	'		'
Cash and cash items (includes $1,129 and $0 of consolidated VIEs, respectively) (1)	$55,913	[1]	$38,070	[1]
Interest-earning deposits	224,592		914,723
Total cash and cash equivalents	280,505		952,793
Trading securities	0		170,086
Investment securities available-for-sale	1,045,548		184,445
Loans held-for-sale includes ($1,140,507 and $2,865,696 measured at fair value, respectively)	1,480,418		3,939,720
Loans repurchased with government guarantees	1,273,690		1,841,342
Loans held-for-investment ($238,322 and $20,219 measured at fair value which includes $155,012 and $0 of consolidated VIEs, respectively) (1)(2)	4,055,756	[1],[2]	5,438,101	[1],[2]
Less: allowance for loan losses	-207,000		-305,000
Total loans held-for-investment, net	3,848,756		5,133,101
Mortgage servicing rights	284,678		710,791
Repossessed assets, net	36,636		120,732
Federal Home Loan Bank stock	209,737		301,737
Premises and equipment, net	231,350		219,059
Deferred Tax Assets, Net	414,681		0
Other assets	301,302		508,206
Total assets	9,407,301		14,082,012
Liabilities	'		'
Noninterest bearing	930,060		1,309,649
Interest bearing	5,210,266		6,984,646
Total deposits	6,140,326		8,294,295
Federal Home Loan Bank advances	988,000		3,180,000
Long-term debt (includes $105,813 and $0 of consolidated VIEs at fair value, respectively) (1)(2)	353,248	[1],[2]	247,435	[1],[2]
Representation and warranty reserve	54,000		193,000
Other liabilities ($93,000 and $19,100 measured at fair value and $136 and $0 of consolidated VIEs, respectively) (1)(2)	445,853	[1],[2]	1,007,920	[1],[2]
Total liabilities	7,981,427		12,922,650
Stockholders’ Equity	'		'
Preferred stock $0.01 par value, liquidation value $1,000 per share, 25,000,000 shares authorized; 266,657 issued and outstanding	266,174		260,390
Common stock $0.01 par value, 70,000,000 shares authorized; 56,138,074 and 55,863,053 shares issued and outstanding, respectively	561		559
Additional paid in capital	1,479,265		1,476,569
Accumulated other comprehensive loss	-4,831		-1,658
Accumulated deficit	-315,295		-576,498
Total stockholders’ equity	1,425,874		1,159,362
Total liabilities and stockholders’ equity	$9,407,301		$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.

Consolidated_Statements_of_Fin1

Consolidated Statements of Financial Condition (Parenthetical) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Thousands, except Share data, unless otherwise specified
Assets	'		'
Cash and cash items	$55,913	[1]	$38,070	[1]
Loans held-for-sale, fair value	1,140,507		2,865,696
Loans held-for-investment, fair value	238,322		20,219
Liabilities and Stockholders' Equity	'		'
Long-term debt, fair value	105,813		0
Other liabilities, fair value	93,000		19,100
Stockholders' Equity	'		'
Preferred stock, par value	$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	$0.01		$0.01
Common stock, shares authorized	70,000,000		70,000,000
Common stock, shares issued	56,138,074		55,863,053
Common stock, shares outstanding	56,138,074		55,863,053
Variable Interest Entity, Primary Beneficiary [Member]	'		'
Assets	'		'
Cash and cash items	1,129		0
Loans held-for-investment, fair value	155,012		0
Liabilities and Stockholders' Equity	'		'
Other liabilities, fair value	136		0
Variable Interest Entity, Primary Beneficiary [Member]	'		'
Liabilities and Stockholders' Equity	'		'
Long-term debt, fair value	$105,813		$0
[1]	Amounts represent the assets and liabilities of consolidated variable interest entities ("VIEs").

Consolidated_Statements_of_Ope

Consolidated Statements of Operations (USD $)	12 Months Ended
In Thousands, except Share data, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Interest Income	'		'		'
Loans	$313,477		$456,141		$427,022
Investment securities available-for-sale or trading	11,912		22,609		35,602
Interest-earning deposits and other	5,298		2,220		2,785
Total interest income	330,687		480,970		465,409
Interest Expense	'		'		'
Deposits	42,392		70,143		95,546
Federal Home Loan Bank Advances	95,024		106,625		117,963
Other	6,620		6,971		6,527
Total interest expense	144,036		183,739		220,036
Net interest income	186,651		297,231		245,373
Provision for loan losses	70,142		276,047		176,931
Net interest income after provision for loan losses	116,509		21,184		68,442
Noninterest Income	'		'		'
Loan fees and charges	103,501		142,908		77,843
Deposit fees and charges	20,942		20,370		29,629
Loan administration	115,872		100,007		94,604
Gain (loss) on trading securities	65		-2,011		21,088
Net gain on loan sales	402,193		990,898		300,789
Net transaction costs on sales of mortgage servicing rights	-19,228		-12,319		-7,903
Net gain on investment securities available-for-sale	1,023		2,636		0
Net gain on sale of assets	2,172		0		22,676
Total other-than-temporary impairment (loss) gain	-8,789		2,810		-30,456
(Loss) gain recognized in other comprehensive income before taxes	0		-5,002		6,417
Net impairment losses recognized in earnings	-8,789		-2,192		-24,039
Representation and warranty reserve — change in estimate	-36,116		-256,289		-150,055
Other noninterest income	70,708		37,234		20,884
Total noninterest income	652,343		1,021,242		385,516
Noninterest Expense	'		'		'
Compensation and benefits	279,268		270,859		224,708
Commissions	54,407		75,345		39,348
Occupancy and equipment	80,042		73,674		70,117
Asset resolution	52,033		91,349		128,313
Federal insurance premiums	34,873		49,273		41,581
Loss on extinguishment of debt	177,556		15,246		0
Loan processing expense	52,223		56,070		30,293
Legal and professional expense	144,054		300,523		65,534
Other noninterest expense	43,659		57,356		34,786
Total noninterest expense	918,115		989,695		634,680
(Loss) income before income taxes	-149,263		52,731		-180,722
(Benefit) provision for income taxes	-416,250		-15,645		1,056
Net Income (Loss)	266,987		68,376		-181,778
Preferred stock dividend/accretion	-5,784	[1]	-5,658	[1]	-17,165	[1]
Net income (loss) applicable to common stock	$261,203		$62,718		($198,943)
Income (loss) per share	'		'		'
Basic (per share)	$4.40	[2]	$0.88	[2]	($3.62)	[2]
Diluted (per share)	$4.37	[2]	$0.87	[2]	($3.62)	[2]
Weighted average shares outstanding	'		'		'
Basic (in shares)	56,063,282	[2]	55,762,196	[2]	55,434,296	[2]
Diluted (in shares)	56,518,181	[2]	56,193,515	[2]	55,434,296	[2]
[1]	The preferred stock dividend/accretion for the years ended December 31, 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.
[2]	Restated for a one-for-ten stock split announced September 27, 2012 and began trading on October 11, 2012.

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Loss) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Statement of Comprehensive Income [Abstract]	'	'	'
Net income (loss)	$266,987	$68,376	($181,778)
Investment securities available-for-sale	'	'	'
Unrealized gains (losses) on investment securities available-for-sale	2,061	26,485	-15,693
Reclassification of loss on sale of investment securities available-for-sale	-1,023	-2,636	0
Subsequent decreases in the fair value of investment securities available-for-sale previously written down as impaired	-2,681	0	0
Additions for the amount related to the credit loss for which an other-than-temporary impairment was not previously recognized	8,789	2,192	24,039
Total investment securities available-for-sale, before tax	7,146	26,041	8,346
Deferred tax benefit related to other comprehensive income resulting from unrealized gains and losses on investment securities available-for-sale	-4,211	0	0
Deferred tax benefit related to other comprehensive income resulting from the dissolution and sales of investments securities available-for-sale	-6,108	-19,880	0
Other comprehensive (loss) income, net of tax	-3,173	6,161	8,346
Comprehensive income (loss)	$263,814	$74,537	($173,432)

Consolidated_Statements_of_Sto

Consolidated Statements of Stockholders' Equity (USD $)

Total

Common Stock

Preferred Stock

Common Stock

Additional Paid in Capital

Accumulated Other Comprehensive Income (Loss)

Retained Earnings (Accumulated Deficit)

In Thousands, unless otherwise specified

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

USD ($)

Beginning Balance at Dec. 31, 2010

$1,259,663

'

$249,196

$553

$1,466,353

($16,165)

($440,274)

Increase (Decrease) in Stockholders' Equity [Roll Forward]

'

'

'

'

'

'

'

Net income (loss)

-181,778

'

'

'

'

'

-181,778

Total other comprehensive income

8,346

'

'

'

'

8,346

'

Restricted stock issued

0

'

'

1

[1]

-1

[1]

'

'

Dividends on preferred stock

-11,628

'

'

'

'

'

-11,628

Preferred Stock, Accretion of Redemption Discount

0

'

5,536

'

'

'

-5,536

Stock-based compensation

[1]

5,113

'

'

2

5,111

'

'

Ending 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 (loss)

68,376

'

'

'

'

'

68,376

Total other comprehensive income

6,161

'

'

'

'

6,161

'

Restricted stock issued

0

'

'

1

[1]

-1

[1]

'

'

Preferred Stock, Accretion of Redemption Discount

0

'

5,658

[2]

'

'

'

-5,658

[2]

Stock-based compensation

[1]

5,109

'

'

2

5,107

'

'

Ending 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 (loss)

266,987

'

'

'

'

'

266,987

Total other comprehensive income

-3,173

'

'

'

'

-3,173

'

Restricted stock issued

0

'

'

1

-1

'

'

Preferred Stock, Accretion of Redemption Discount

0

'

5,784

[2]

'

'

'

-5,784

[2]

Stock-based compensation

2,698

'

'

1

2,697

'

'

Ending Balance at Dec. 31, 2013

$1,425,874

'

$266,174

$561

$1,479,265

($4,831)

($315,295)

[1]

(1)Restated for a one-for-ten stock split announced September 27, 2012 and began trading on October 11, 2012.

[2]

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Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Operating Activities	'	'	'
Net income (loss)	$266,987,000	$68,376,000	($181,778,000)
Adjustments to reconcile net income (loss) to net cash used in operating activities:	'	'	'
Provision for loan losses	70,142,000	276,047,000	176,931,000
Depreciation and amortization	23,229,000	20,206,000	15,879,000
Loss on fair value of mortgage servicing rights	4,664,000	195,821,000	235,820,000
Stock-based compensation expense	2,698,000	5,109,000	5,113,000
Net gain on sale of Indiana and Georgia retail bank franchises	0	0	-21,379,000
Net gain on the sale of assets	-26,998,000	-11,142,000	-6,000,000
Net gain on loan sales	-402,193,000	-990,898,000	-300,789,000
Net transaction costs on sales of mortgage servicing rights	-19,228,000	-12,319,000	-7,903,000
Net gain on investment securities	-1,088,000	-625,000	-21,088,000
Other than temporary impairment losses on investment securities available-for-sale	8,789,000	2,192,000	24,039,000
Net (gain) loss on transferors' interest	-45,534,000	2,552,000	5,673,000
Proceeds from sales of loans held-for-sale	39,055,510,000	56,925,075,000	28,115,255,000
Origination and repurchase of mortgage loans held-for-sale, net of principal repayments	-39,208,909,000	-57,426,828,000	-27,169,191,000
Decrease (increase) in repurchased loans with government guarantees, net of claims received	567,652,000	57,925,000	-224,515,000
Decrease (increase) in accrued interest receivable	43,833,000	13,208,000	-21,307,000
Purchase of trading securities	0	-170,000,000	-131,746,000
Proceeds from sales of trading securities	170,154,000	311,220,000	0
(Increase) decrease in other assets	-303,560,000	38,322,000	-75,813,000
(Decrease) increase in payable for mortgage repurchase option	51,615,000	44,850,000	-5,190,000
Net charge-offs in representation and warranty reserve	-192,722,000	-207,699,000	-118,448,000
Representation and warranty reserve - change in estimate	36,116,000	256,289,000	150,055,000
(Decrease) increase in other liabilities	-232,321,000	277,566,000	121,865,000
Net cash (used in) provided by operating activities	-195,938,000	-389,815,000	591,669,000
Investing Activities	'	'	'
Proceeds received from the sale of investment securities available-for-sale	3,285,735,000	233,902,000	0
Repayment of investment securities available-for-sale	65,405,000	88,645,000	118,643,000
Purchase of investment securities available-for-sale	-1,057,389,000	-20,000,000	-140,901,000
Net change from sales of loans held-for-investment	-749,025,000	-1,158,461,000	-70,971,000
Principal repayments net of origination of loans held-for-investment	1,507,854,000	1,228,948,000	-988,200,000
Redemption of Federal Home Loan Bank stock	92,000,000	0	35,453,000
Proceeds from the disposition of repossessed assets	117,310,000	85,362,000	119,633,000
Acquisitions of premises and equipment, net of proceeds	-35,979,000	-34,673,000	13,439,000
Proceeds from the sale of mortgage servicing rights	936,064,000	128,119,000	80,392,000
Net proceeds from sale of Indiana and Georgia retail bank franchises	0	0	-651,649,000
Net cash provided by (used in) investing activities	4,161,975,000	551,842,000	-1,484,161,000
Financing Activities	'	'	'
Net (decrease) increase in deposit accounts	-2,153,969,000	604,307,000	364,065,000
Net (decrease) increase in Federal Home Loan Bank advances	-2,192,000,000	-773,000,000	227,917,000
Payment on long-term debt	-14,167,000	-1,150,000	-25,000
Net (disbursement) receipt of payments of loans serviced for others	278,382,000	-216,108,000	-81,913,000
Net receipt of escrow payments	193,000	13,443,000	7,774,000
Dividends paid to preferred stockholders	0	0	-11,628,000
Net cash (used in) provided by financing activities	-4,638,325,000	59,708,000	670,016,000
Net (decrease) increase in cash and cash equivalents	-672,288,000	221,735,000	-222,476,000
Beginning cash and cash equivalents	952,793,000	731,058,000	953,534,000
Ending cash and cash equivalents	280,505,000	952,793,000	731,058,000
Supplemental disclosure of cash flow information	'	'	'
Loans held-for-investment transferred to repossessed assets	175,415,000	369,267,000	211,519,000
Interest paid on deposits and other borrowings	142,818,000	179,043,000	224,278,000
Income taxes paid	8,915,000	2,930,000	931,000
Reclassification of loans originated for investment to loans held-for-sale	831,739,000	1,220,231,000	87,704,000
Reclassification of mortgage loans originated held-for-sale then to loans held-for-investment	64,289,000	61,770,000	16,733,000
Mortgage servicing rights resulting from sale or securitization of loans	541,039,000	535,875,000	254,824,000
Reconsolidation of HELOC securitization trusts assets to variable interest entities (VIEs)	170,507,000	0	0
Reconsolidation of HELOC securitization trusts long-term debt to VIEs	119,980,000	0	0
Available-for-sale Securities [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	$0

Nature_of_Business

Nature of Business	12 Months Ended
	Dec. 31, 2013
Organization, Consolidation and Presentation of Financial Statements [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 December 31, 2013, the Company's total assets were $9.4 billion. The Company has the largest bank headquartered in Michigan and one of the top ten largest savings banks in the United States.
	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, Federal Home Loan Mortgage Corporation ("Freddie Mac") and Government National Mortgage Association ("Ginnie Mae") (collectively, the "Agencies") 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 loan centers, national call centers, the Internet, unaffiliated banks and mortgage brokerage companies. As of December 31, 2013, the Company operated 39 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 December 31, 2013, the Company operated 111 bank branches in Michigan. The Company offers consumer products including deposit accounts, commercial loans and personal loans, including auto and boat loans. The Company offers 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.

Recent_Developments

Recent Developments	12 Months Ended
	Dec. 31, 2013
Recent Developments [Abstract]	'
Recent Developments	'
	Recent Developments and Significant Transactions
	Reversal of Valuation Allowance on DTA
	During the fourth quarter 2013, the Company reversed 100 percent of the valuation allowance on its federal net deferred tax asset ("DTA") and a portion of its state DTA, which had been previously established as of September 30, 2009. As a result during the year ended December 31, 2013, net income was increased by $355.8 million, or $6.29 per diluted share, reflected as a tax benefit on the income statement.
	DOJ Settlement Liability
	In February 2012, the Bank entered into the DOJ settlement. As part of the settlement, the Bank agreed to make payments totaling $118.0 million, contingent upon the occurrence of certain future events, including the reversal of the valuation allowance on the DTA. As a result of the fourth quarter 2013 reversal of the DTA valuation allowance and the consideration of other criteria precedent to the payment of the remaining amount of the liability, the Company had an additional increase in the fair value liability associated with its DOJ Settlement. The total fair value of the DOJ settlement liability was increased to $93.0 million at December 31, 2013, as compared to $19.1 million at December 31, 2012. See Note 3 of the Notes to the Consolidated Financial Statements, herein, for details on the DOJ litigation settlement.
	Settlements with Fannie Mae and Freddie Mac
	During the fourth quarter 2013, the Company announced that the Bank had entered into settlement agreements with Fannie Mae and Federal Home Loan Mortgage Corporation ("Freddie Mac") to resolve substantially all of the repurchase requests and obligations associated with loans originated and subsequently sold to Fannie Mae and Freddie Mac between January 1, 2000 and December 31, 2008. The Fannie Mae total resolution amount was $121.5 million, and after paid claim credits and other adjustments, the Company paid $93.5 million to Fannie Mae. The Freddie Mac total resolution amount was $10.8 million, and after paid claim credits and other adjustments, the Company paid $8.9 million to Freddie Mac. As a result of these settlements, the Company released approximately $24.9 million of previously recognized accruals.
	Prepayment of Federal Home Loan Advances
	The Company prepaid $2.9 billion in higher cost long-term Federal Home Loan Bank advances during the fourth quarter 2013, which resulted in a loss on extinguishment of debt of $177.6 million.
	Organizational Restructuring
	On January 16, 2014, the Company completed an organizational restructuring to reduce expenses in light of the current operating environment and consistent with its previously communicated strategy of optimizing its cost structure across all business lines. As part of this restructuring initiative, the Company has reduced full-time equivalents by approximately 350 during the first quarter 2014, which did not impact the full year 2013 financial results. Including the restructuring completed in the first quarter 2014, the Company has reduced staffing levels across the organization by approximately 600 full-time equivalents from its September 30, 2013 level.
	Sale of Mortgage Servicing Rights
	On December 18, 2013, the Company entered into a definitive agreement to sell $40.7 billion unpaid principal balance of its MSR portfolio to Matrix Financial Services Corporation ("Matrix"), a wholly owned subsidiary of Two Harbors Investment Corp. Covered under the agreement are certain mortgage loans serviced for both Fannie Mae and Ginnie Mae, originated primarily after 2010. Simultaneously, the Company entered into an agreement with Matrix to subservice the residential mortgage loans sold to Matrix. As a result, the Company will receive subservicing income and retain a portion of the ancillary fees to be paid as the subservicer of the loans.
	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 "TARP Warrant"). That auction closed on June 5, 2013. As a result of the auctions, the Series C Preferred Stock and the TARP Warrant are now held by third party investors unaffiliated with the U.S. government.
	Commercial Loan Sales
	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.
	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.
	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 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 collapsed 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.

Summary_of_Significant_Account

Summary of Significant Accounting Policies	12 Months Ended
	Dec. 31, 2013
Accounting Policies [Abstract]	'
Summary of Significant Accounting Policies	'
	Summary of Significant Accounting Policies
	The following significant accounting policies of the Company, which are applied in the preparation of the accompanying consolidated financial statements, conform to accounting principles generally accepted in the U.S. GAAP.
	Basis of Presentation
	The accompanying consolidated financial statements have been prepared pursuant to the rules and regulations of the SEC. Certain prior period amounts have been reclassified to conform to the current period presentation. The Company has evaluated the Consolidated Financial Statements for subsequent events through the filing of this Form 10-K.
	Use of Estimates
	The preparation of Consolidated Financial Statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. The Company has made significant estimates in a variety of areas, including but not limited to, valuation of certain financial instruments: inclusive of the DOJ litigation settlement, other litigation accruals, the allowance for loan losses, the representation and warranty reserve, loans held-for-investment and held-for-sale and MSRs. Actual results could materially differ from those estimates.
	Variable Interest Entities
	The accompanying 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).
	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 probable 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 10 of the Notes to the Consolidated Financial Statements, herein, for information on VIEs.
	Determination of Fair Value
	Fair value is based upon quoted market prices, where available. If listed prices or quotes are not available, fair value is based upon internally developed discounted cash flow models that use primarily market-based or independently-sourced market parameters, including interest rate yield curves and option volatilities. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value. These adjustments include amounts to reflect counterparty credit quality, creditworthiness, liquidity and unobservable parameters that are applied consistently over time.
	The methods described above may produce a fair value estimate that may not be indicative or reflective of future fair values. Furthermore, while the Company believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in different estimates of fair values of the same financial instruments at the reporting date.
	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.
	In January 2014, the FASB issued ASU No. 2014-04, "Receivables—Troubled Debt Restructurings by Creditors (Topic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure." The guidance amends the guidance in the FASB Accounting Standards Codification Topic 310-40, "Receivables – Troubled Debt Restructurings by Creditors," in efforts to reduce diversity in practice through clarifying when an in substance repossession or foreclosure occurs. Essentially, the guidance addresses when a creditor should be considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan so that the loan should be derecognized and the real estate property recognized in the financial statements. This guidance is effective prospectively, for annual and interim periods, beginning after December 15, 2014. The adoption of the guidance is not expected to have a material impact on the consolidated financial statements or the Notes thereto.
	Cash and Cash Equivalents
	Cash on hand, cash items in the process of collection, and amounts due from correspondent banks and the Federal Reserve Bank are included in cash and cash equivalents. Short-term investments that have a maturity at the date of acquisition of three months or less and are readily convertible to cash are considered cash equivalents.
	The Company has pledged cash to collateralize the relationship with VISA and the servicing related exposures with Fannie Mae. At December 31, 2013 and 2012, the Company pledged $2.3 million and $9.8 million, respectively, of cash. The cash pledged was restricted and is included in interest-earning deposits on the Consolidated Statements of Financial Condition.
	Securities
	Investments in debt securities and certain equity securities are accounted for under ASC Topic 320, "Investments — Debt and Equity Securities" as either available-for-sale or trading.
	Securities in the trading category are recorded at fair value in the Company’s Consolidated Statements of Financial Condition, with unrealized and realized gains or losses included as a component of "gain on trading securities" in the Consolidated Statements of Operations. As of December 31, 2013, the Company had no trading securities.
	The Company measures available-for-sale securities at fair value in the Consolidated Statements of Financial Condition, with unrealized gains and losses, net of tax, included in "other comprehensive income (loss)" in shareholders’ equity. The Company recognizes realized gains and losses on available-for-sale securities when securities are sold. The cost of securities sold is based on the specific identification method. Any gains or losses realized upon the sale of a security are reported in "net gain on securities available-for-sale" in the Consolidated Statements of Operations.
	The Company evaluates available-for-sale securities for OTTI on a quarterly basis. An OTTI is considered to have occurred when the fair value of a debt security is below its amortized cost and the Company intends to sell or it is more likely than not that the Company will be required to sell the security before recovery when a credit loss exists. At December 31, 2013, the Company had no OTTI on the available-for-sale investment securities held.
	Any security for which there has been an OTTI is written down to its estimated fair value through a charge to earnings for the amount representing the credit loss on the security and a charge recognized in other comprehensive income (loss) related to all other factors. Realized securities gains and declines in value judged to be other-than-temporary representing credit losses are included in "net impairment losses recognized in earnings" in the Consolidated Statements of Operations.
	Investment transactions are recorded on the trade date rather than on the settlement date, which may be later. Interest earned on securities, including the amortization of premiums and the accretion of discounts using the effective interest method over the period of maturity, is included in interest income. For a discussion of valuation of securities, see Note 5 of the Notes to the Consolidated Financial Statements, herein.
	Loans Held-for-Sale
	When the Company holds loans that it intends to sell, the Company classifies the loans as held-for-sale. Loans originated for sale prior to January 1, 2009 are accounted for at the lower of cost or fair value. For loans originated after January 1, 2009 that the Company intends to sell, the Company has elected the fair value option. Because these loans are recorded at their fair value, deferral of loan origination fees and direct origination costs associated with these loans is no longer permitted. The Company estimates the fair value of mortgage loans based on quoted market prices for securities backed by similar types of loans. Otherwise, the fair value of loans is estimated using discounted cash flows based upon management’s best estimate of market interest rates for loans with similar collateral.
	Gains or losses recognized upon the sale of loans are determined using the specific identification method. At December 31, 2013 and 2012, the Company had an insignificant amount of loans that had been originated prior to the fair value election and accounted for at lower of cost or fair value.
	Loans Held-for-Investment
	The Company classifies loans that it has the intent and ability to hold for the foreseeable future or until maturity as held-for-investment. Held-for-investment loans are reported at their outstanding principal balance adjusted for any deferred and unamortized cost basis adjustments, including purchase premiums, discounts and other cost basis adjustments. The Company recognizes interest income on held-for-investment loans using the interest method, including the amortization of any deferred cost basis adjustments, unless the Company believes that the ultimate collection of contractual principal or interest payments in full is not reasonably assured.
	When loans originally designated as held-for-sale or loans originally designated as held-for-investment are reclassified, cash flows associated with the loans will be classified in the Consolidated Cash Flow Statements as operating or investing, as appropriate, in accordance with the initial classification of the loans rather than their current classification. The Company elected to carry its mortgage loans held-for-sale at fair value via the fair value option. As a result, any subsequent transfers of loans held-for-sale to loans held-for-investment is carried at fair value with any changes in fair value reported in the Company’s Consolidated Statements of Operations.
	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 via the fair value option using the present value of expected cash flows discounted at market rates typical of assets with similar risk profiles. Interest income on the loans is accrued on the principal outstanding primarily using the interest method. The change in fair value relating to the loans is recorded in other noninterest 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.
	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 recorded in the Consolidated Financial Statement as loans held-for-investment at fair value via the fair value option. Interest income on the loans is accrued on the principal outstanding utilize the interest method. The change in fair value relating to the loans is recorded in other noninterest income. See Note 10 of the Notes to the Consolidated Financial Statements, herein.
	Loan Modifications (Troubled Debt Restructurings)
	The Company may modify certain loans in both consumer and commercial loan portfolio segments to retain customers or to maximize collection of the 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 reviewed individually 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. These loans are classified as TDRs and are included in non-accrual loans if the loan was nonperforming 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.
	Consumer loan modifications.  The Company modifies loans under company-developed programs based upon the Company’s commitment to help eligible homeowners and borrowers avoid foreclosure, where appropriate. The Company’s modification programs typically reduce the interest rate and/or extend the term. Substantially all modifications are classified as TDRs and have a term greater than six months. The company-developed modification programs involve a contractual change to original loan terms.
	For consumer loan programs (e.g., residential first mortgages, second mortgages, warehouse, HELOC, and other consumer), the Company enters into a modification when the borrower has indicated a hardship, including illness or death in the family, or a loss of employment. Other modifications occur when it is confirmed that the borrower does not possess the income necessary to continue making loan payments at the current amount, but the Company’s expectation is that payments at lower amounts can be made. The primary concession given to consumer loan borrowers includes a reduced interest rate and/or an extension of the amortization period or maturity date. Consumer loans identified as TDRs involve borrowers unable to refinance their mortgages through the Company’s normal mortgage origination channels or through other independent sources. Most, but not all, of the loans may be past due.
	Impaired residential first mortgage loans include loan modifications considered to be TDRs and certain nonperforming loans that have been charged down to collateral value. Fair value of nonperforming residential first mortgage loans, including redefaulted 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.
	Once such a loan has been modified and designated as a TDR, it is assessed for impairment. In accordance with applicable accounting guidance specific to impaired loans, consumer TDRs are measured primarily based on the net present value of the estimated cash flows discounted at a loan’s original effective interest rate. Alternatively, consumer TDRs that are considered to be dependent solely on the collateral for repayment (i.e. re-defaulted under modified terms) are measured based on the estimated fair value of the collateral net of costs to sell. If the carrying value of a TDR exceeds the value of the discounted cash flows or discounted collateral value, an allowance for loan losses is established for the shortfall. Once a loan is deemed to be a TDR, the loan continues to be classified as a TDR until contractually repaid or charged-off. Nonperforming TDRs are those that are greater than 90 days past due or loans recently modified and have not performed for six consecutive months.
	The Company identifies certain loans within the consumer portfolio that meet the definition of collateral dependent as defined by regulatory guidance as the borrowers have not reaffirmed their debt discharged in a Chapter 7 bankruptcy filing. The bankruptcy court’s discharge of the borrower’s debt is considered a concession when the discharged debt is not reaffirmed, and as such, the loans are classified as TDRs, placed on nonperforming status, and written down to collateral value, less anticipated selling costs. Such loans are treated as non-accrual loans for the remaining term regardless of payment status.
	Commercial loan modifications.  Modifications of terms for commercial loans are based on individual facts and circumstances. Commercial loan modifications may involve a reduction of the interest rate and/or an extension of the term of the loan. The Company also engages in other loss mitigation activities with troubled borrowers, which include repayment plans, forbearance arrangements, and the capitalization only of past due amounts. Repayment plans and forbearance arrangements are informal agreements with the borrower that do not result in the legal modification of the loan. For all of these activities, the Company considers the deferral or capitalization of three or fewer missed payments to represent only an insignificant delay, and thus not a TDR. If the Company defers or capitalizes more than three missed payments, the delay is no longer considered insignificant, and the restructuring is accounted for as a TDR.
	The Company measures impairment of a loan restructured as a TDR individually based on the excess of the recorded investment in the loan over the fair value of the underlying property, adjusted for the estimated costs to sell the property, for loans that are collateral dependent. For those that are not collateral dependent, the impairment is measured based on the excess of the recorded investment in the loan over the present value of the expected future cash inflows discounted at the loan’s original effective interest rate. Costs incurred to complete a TDR are expensed as incurred. However, when foreclosure is probable on an individually impaired loan, the Company measures impairment based on the difference between a recorded investment in the loan and the fair value of the underlying property, adjusted for the estimated costs to sell the property and estimated insurance or other proceeds the Company expects to receive.
	The allowance for loan losses related to TDRs is primarily driven by updated risk ratings assigned to commercial loans and borrower past due history in both the commercial and consumer loan portfolios. As such, the provision for loan losses is impacted primarily by changes in borrower payment performance rather than the TDR classification. TDRs can be classified as either performing or nonperforming loans. Nonperforming TDRs are included in non-accrual loans, while performing TDRs are excluded from non-accrual loans because it is probable that all contractual principal and interest due under the restructured terms will be collected.
	In instances where the Company substantiates that collection of outstanding balances in full is probable, the note is considered for return to performing status upon the borrower sustaining sufficient cash flows for a six months month period of time. This six months month period could extend before or after the restructure date. If a charge-off was taken as part of the restructuring, any interest or principal payments received on that note are applied to first reduce the Bank’s outstanding book balance and then to recoveries of charged-off principal, unpaid interest, and/or fees and expenses.
	Impaired Loans
	Loans are considered impaired if it is probable that payment of interest and principal will not be made in accordance with the contractual terms of the loan agreement. Generally, for any loan deemed impaired the loan is evaluated on at least a quarterly basis for impairment. The Company performs an individual evaluation to determine the necessity of a specific reserve in accordance with the provisions of accounting guidance within ASC Topic 310, "Receivables." An allowance to be established as a component of the allowance for loan losses when it is probable that 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. If the fair value less the costs to sell are less than the carrying value of the loan, an impairment is recorded, otherwise no allowance is recored. In estimating the fair value of collateral, outside fee-based appraisers are typically utilized to evaluate various factors such as occupancy and rental rates in the Company’s real estate markets and the level of obsolescence that may exist on assets representing collateral for commercial business loans. For residential mortgages, broker price opinions (BPOs) less management's estimates of cost to sell are used to estimate the fair value of the collateral. Performing troubled debt restructured loans are evaluated at the present value of expected future cash flows discounted at the loan’s effective interest rate. The calculated valuation allowance is included in the allowance for loan losses in the Consolidated Statements of Financial Condition. At December 31, 2013 and 2012, the majority of impaired loans were evaluated based on discounted cash flows and the remainder were based on the fair value of the underlying collateral.
	Determining the loans fair value requires significant judgment and utilization of estimates, and the eventual outcome may differ significantly from those estimates. When a loan in any class within the consumer and commercial loan portfolios has been determined to be impaired, the amount of the impairment is measured using the present value of expected future cash flows discounted at the loan’s effective interest rate or, as a practical expedient, the observable market price of the loan, or the fair value of the collateral if the loan is collateral dependent. When the present value of expected future cash flows is used, the effective interest rate is the original contractual interest rate of the loan adjusted for any premium or discount. When the contractual interest rate is variable, the effective interest rate of the loan changes over time. A reserve is established as a component of the allowance for loan losses when a loan has been determined to be impaired. Subsequent to the initial measurement of impairment, if there is a significant change to the impaired loan’s expected future cash flows, or if actual cash flows are significantly different from the cash flows previously estimated, the Company recalculates the impairment and appropriately adjusts the reserve. Similarly, if the Company measures impairment based on the observable market price of an impaired loan or the fair value of the collateral of an impaired collateral dependent loan, the Company will adjust the reserve if there is a significant change in either of those bases. Those impaired loans not requiring a reserve represent loans for which expected discounted cash flows or the fair value of the collateral less estimated selling costs exceeded the recorded investments in such loans. At December 31, 2013 and 2012, the majority of impaired loans were evaluated based on discounted cash flows rather than based on the fair value of the underlying collateral.
	When a loan within any class is impaired, the accrual of interest income is discontinued unless the receipt of principal and interest is no longer in doubt. Cash receipts received on nonperforming impaired loans within any class are applied entirely against principal until the loan has been collected in full, after which time any additional cash receipts are recognized as interest income. Cash receipts received on accruing impaired loans within any class are applied in the same manner as accruing loans that are not considered impaired.
	For impaired loans that are collateral dependent, the estimated fair value of the collateral may deviate significantly from the net proceeds received when the collateral is sold.
	Past Due Loans
	For all classes within the consumer and commercial loan portfolio, loans are placed on non-accrual status when any portion of principal or interest is 90 days past due (or nonperforming), or earlier when we become aware of information indicating that collection of principal and interest is in doubt. When a loan is placed on non-accrual status, the accrued interest revenue is reversed. Loans return to accrual status when principal and interest become current and are anticipated to be fully collectible.
	For all classes within the consumer and commercial loan portfolio, interest income on impaired loans is first applied against the principal balance unless the receipt of principal and interest as they become contractually due is not in doubt, such as in a troubled debt restructuring ("TDR"). TDRs of impaired loans that continue to perform under the restructured terms will continue on non-accrual status until the borrower has established a willingness and ability to make the restructured payment for at least six months, after which they will begin to accrue interest.
	In January 2012, regulatory guidance was published addressing specific risks and required actions associated with junior-lien loans. As a result of this guidance, any junior-lien loan associated with a nonperforming first-lien loan is also placed on nonperforming status regardless of the performance of the junior lien loan.
	Nonperforming commercial loans are considered to be impaired. An allowance is established if the underlying collateral's appraised value, less management's estimates of costs to sell are less than the carrying value of the loan. 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 the 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.
	Allowance for Loan Losses
	The consumer portfolio segment includes residential first mortgages, second mortgages, warehouse lending, HELOC and other consumer loans. The commercial portfolio segment includes commercial real estate, commercial and industrial and commercial lease financing loans. The allowance for loan losses represents management's estimate of probable losses in the Company's loans held-for-investment portfolio, excluding loans carried under the fair value option, as of the date of the consolidated financial statements. The allowance provides for probable losses that have been identified with specific customer relationships, individually evaluated and for probable losses believed to be inherent in the loan portfolio but that have not been specifically identified, collectively evaluated. The Company establishes an estimate for the allowance for loan losses at a level that management determines to be appropriate. Management utilizes the FICO score and loan-to-value ("LTV") segmentations in determining the related allowance for loan losses.
	Consumer loans.  For consumer loans that have not been identified for evaluation for impairment, the allowance for loan losses is determined based on a collective basis utilizing forecasted losses that represent management’s best estimate of inherent loss. Loans are pooled by loan types with similar risk characteristics. As appropriate, to achieve greater accuracy, the Company may further stratify selected portfolios by sub-product, origination channel, vintage, loss type, geographic location and other predictive characteristics. Models designed for each pool are utilized to develop the loss estimates. The assumptions utilized for these pools include; historic past due and default, loss severity, home price trends, unemployment trends, and other key economic variables that may influence the frequency and severity of losses in the pool. We utilize a historica loss model for each pool.
	The Company also utilizes a process and framework surrounding the qualitative factors to align the factors with regulatory guidance and changes in the mortgage environment. Management implements a qualitative factor matrix related to each loan class in the consumer portfolio, which includes the following factors: changes in lending policies and procedures, changes in economic and business conditions, changes in the nature and volume of the portfolio, changes in lending management, changes in credit quality statistics, changes in the quality of the loan review system, changes in the value of underlying collateral for collateral-dependent loans, changes in concentrations of credit, and other external factor changes. These factors are used to reflect changes in the collectability of the portfolio not captured by the historical loss rates. As such, the qualitative factors supplement actual loss experience to estimate the loss within the loan portfolios based upon market and other indicators. Qualitative factors are analyzed to determine a quantitative impact of each factor which adjusts the historical loss rate. Adjusted historical loss rates are then used in the calculation of the allowance for loan losses. To allow the Company the appropriate amount of time to analyze portfolio statistics and allow for the appropriate validation of the reasonableness of the new qualitative factors, management uses a historical look back period for loss rates which lag a quarter.
	Loans secured by real estate are charged-off to the estimated fair value of the collateral when a loss is confirmed. All other consumer loans are charged-off at 120 days past due. A loan may be charged-off if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure or receipt of an asset valuation indicating a collateral deficiency and the asset is the sole source of repayment.
Commercial loans. Commercial loans are assessed for estimated losses by grouping the portfolio into two segments based on underwriting and origination characteristics: legacy and new. For both segments, management observes historical losses over a relevant period. These loss estimates are adjusted as appropriate based on additional analysis of long-term average loss experience compared to previously forecasted losses, external loss data or other risks identified from current economic conditions and credit quality trends.
The commercial loan portfolio is segmented into commercial "legacy" loans (loans originated prior to January 1, 2011) and commercial "new" loans (loans originated on or after January 1, 2011) while still retaining the segmentation by product type. The loss rates attributed to the "legacy" portfolio are based on historical losses of this segment. Due to the brief period of time that loans in the "new" portfolio are outstanding, and thus the absence of a sufficient loss history for that portfolio, the Company had used loss data from a third party data aggregation firm (adjusting for the qualitative factors) as a proxy for estimating an allowance for loan losses on the "new" portfolio. The Company separately identifies a population of commercial banks with similar size balance sheets (and loan portfolios) to serve as the Company's peer group. The Company utilizes this peer group's publicly available historical loss data (adjusted for the qualitative factors) as a proxy for loss rates used to determine the allowance for loan losses on the "new" commercial portfolio.
Commercial loans are either charged-off or written down to net realizable value if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure, or receipt of an asset valuation indicating a collateral deficiency and that asset is the sole source of repayment.
Management uses a strategic focus that improves loss mitigation processes so that the Company can continue the rate of loan modifications and other loss mitigation activities. Due to the emphasis on loss mitigation activities, management utilizes practices relating to TDRs to capture the necessary data to perform the impairment analysis on a loan level basis.
Potential losses that may not be reflected in our model assumptions are captured through the qualitative factor adjustments discussed above. Management reviews these models on an ongoing basis and updates them as appropriate to reflect then-current industry conditions, heightened access to enhanced loss data and based upon continuous back testing of the allowance for loan losses model.
Loan Sales and Securitizations
The Company’s recognition of gain or loss on the sale or securitization of loans is accounted for in accordance with accounting guidance within ASC Topic 860, "Transfers and Servicing." This accounting guidance requires that a transfer of financial assets in which it surrenders control over the assets be accounted for as a sale to the extent that consideration other than beneficial interests in the transferred assets is received in exchange. The carrying value of the assets sold is allocated between the assets sold and the retained interests, other than the mortgage servicing rights, based on their relative fair values. Retained mortgage servicing rights are recorded at fair value.
In assessing whether control has been surrendered, the Company considers whether the transferee would be a consolidated affiliate, the existence and extent of any continuing involvement in the transferred financial assets and the impact of all arrangements or agreements made contemporaneously with, or in contemplation of, the transfer, even if they were not entered into at the time of transfer. Control is generally considered to have been surrendered when (i) the transferred assets have been legally isolated from the Company and the consolidated affiliates, even in bankruptcy or other receivership, (ii) the transferee (or, if the transferee is an entity whose sole purpose is to engage in securitization or asset-backed financing that is constrained from pledging or exchanging the assets it receives, each third-party holder of its beneficial interests) has the right to pledge or exchange the assets (or beneficial interests) it received without any constraints that provide more than a trivial benefit, and (iii) neither the Company nor the consolidated affiliates and agents have (a) both the right and obligation under any agreement to repurchase or redeem the transferred assets before their maturity, (b) the unilateral ability to cause the holder to return specific financial assets that also provides a more-than-trivial benefit (other than through a cleanup call) and (c) an agreement that permits the transferee to require the Company to repurchase the transferred assets at a price so favorable that it is probable that it will require the Company to repurchase them.
If the sale criteria are met, the transferred financial assets are removed from the Consolidated Statements of Financial Condition and a gain or loss on sale is recognized. For certain transfers, such as in connection with complex transactions or where the Company has continuing involvement such as servicing responsibilities, generally a legal opinion is obtained as to whether the transfer results in a "true sale" by law.
The Bank is not eligible to become a debtor under the bankruptcy code. Instead, the insolvency of the Bank is generally governed by the relevant provisions of the Federal Deposit Insurance Act and the FDIC’s regulations. However, the "true sale" legal analysis with respect to the Bank is similar to the "true sale" analysis that would be done if the Bank were subject to the bankruptcy code.
The securitization process involves the sale of loans to a wholly-owned bankruptcy remote special purpose entity which then sells the loans to a separate, transaction-specific trust in exchange for considerations generated by the sale of the securities issued by the securitization trust. The securitization trust issues and sells debt securities to third party investors that are secured by payments on the loans. The Bank has no obligation to provide credit support to either the third party investors or the securitization trust. Neither the third party investors nor the securitization trust generally have recourse to the Bank’s assets or the Bank and to repurchase these securities other than through enforcement of the standard representations and warranties. The Bank does make certain representations and warranties concerning the loans, such as lien status, and if it is found to have breached a representation and warranty, it may be required to repurchase the loan from the securitization trust.
Repossessed Assets
Repossessed assets include one-to-four family residential property, commercial property and one-to-four family homes under construction that were acquired through foreclosure or acceptance of a deed-in-lieu of foreclosure. Repossessed assets are initially recorded at estimated fair value, less estimated costs to sell. Losses arising from the initial acquisition of such properties are charged against the allowance for loan losses at the time of transfer. Subsequent valuation adjustments to reflect fair value, as well as gains and losses on disposal of these properties, are charged to "asset resolution" within noninterest expense in the Consolidated Statements of Operations as incurred.
Loans Repurchased with Government Guarantees
The Company sells a majority of the mortgage loans it produces on a whole loan basis or by securitizing the loans into mortgage-backed securities. When the Company sells or securitizes mortgage loans, it makes customary representations and warranties to the purchasers about various characteristics of each loan such as the manner of origination, the nature and extent of underwriting standards applied and the types of documentation being provided. When a loan that the Company has sold or securitized fails to perform according to its contractual terms, the purchaser will typically review the loan file to determine whether defects in the origination process occurred and if such defects constitute a violation of the Company’s representations and warranties. If there are no such defects, the Company has no liability to the purchaser for losses it may incur on such loan. If a defect is identified, the Company may be required to either repurchase the loan or indemnify the purchaser for losses it sustains on the loan. Loans that are repurchased and that are performing according to their terms are included within the Company’s loans held-for-investment portfolio. Repurchased assets are loans that the Company has reacquired because of representation and warranties issues related to loan sales or securitizations and that are nonperforming at the time of repurchase. To the extent the Company later forecloses on the loan, the underlying property is transferred to repossessed assets for disposal. The estimated fair value of the repurchased assets is included within "other assets" in the Consolidated Statements of Financial Condition.
Federal Home Loan Bank Stock
The Bank owns stock in the Federal Home Loan Bank of Indianapolis. No market quotes exists for the stock. The stock is redeemable at par and is carried at cost. The investment is required to permit the Bank to obtain membership in and to borrow from the Federal Home Loan Bank.
Premises and Equipment
Premises and equipment are carried at cost less accumulated depreciation. Land is carried at historical cost. Depreciation is calculated on the straight-line method over the estimated useful lives of the assets.
Repairs and maintenance costs are expensed in the period they are incurred, unless they are covered by a maintenance contract, which is expensed equally over the stated term of the contract. Repairs and maintenance costs are included as part of occupancy and equipment expenses.
Mortgage Servicing Rights
Accounting guidance codified within ASC Topic 860, "Transfers and Services," requires an entity to recognize a servicing asset or liability each time it undertakes an obligation to service a financial asset by entering into a servicing contract. It requires all separately recognized servicing assets and servicing liabilities to be initially measured at fair value and permits an entity to choose either an amortization or fair value measurement method for each class of separately recognized servicing assets and servicing liabilities for subsequent valuations. The Company purchases and originates mortgage loans for sale to the secondary market and sells the loans on either a servicing-retained or servicing-released basis. MSRs are recognized as assets at the time a loan is sold on a servicing-retained basis.
The Company accounts for its residential class of MSRs at fair value. 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 specialists to assess the reasonableness of the fair value calculated by its internal valuation model. Changes in these underlying assumptions could cause the fair value of MSRs to change significantly in the future. 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 Company periodically sells a certain portion of its MSRs. At the time of the sale, the Company records a gain or loss on such sale based on the selling price of the MSRs less the carrying value and transaction costs. The MSRs are sold in separate transactions from the sale of the underlying loans.
Servicing fee income, which is included on the Consolidated Statements of Operations as loan administration income, is recorded for fees earned, net of third party subservicing costs, for servicing loans. The fees are based on a contractual percentage of the outstanding principal; or a fixed amount per loan and are recorded as income when earned. Late fees and ancillary fees are also included on the Consolidated Statements of Operations as loan administration income.
The Company periodically sells a certain portion of its MSRs, which qualify as a sale transaction. A transfer of servicing rights related to loans previously sold qualifies as a sale at the date on which title passes, if substantially all risks and rewards of ownership have irrevocably passed to the transferee and any protection provisions retained by the transferor are minor and can be reasonably estimated. In addition, if a sale is recognized and only minor protection provisions exist, a liability should be accrued for the estimated obligation associated with those provisions. As MSRs are not considered financial assets for accounting purposes, the accounting model used to determine if the transfer of an MSR asset qualifies as a sale is based on a risks and rewards approach. Upon completion of a sale, including those sales completed during 2013, 2012 and 2011, we accounted for the transactions as sales and derecognized the mortgage servicing rights from the Consolidated Statement of Financial Condition. During the year ended December 31, 2013, the Company sold certain mortgage loans serviced for both Fannie Mae and Ginnie Mae and simultaneously entered into an agreement to subservice the residential mortgage loans sold.
Financial Instruments and Derivatives
In seeking to protect its financial assets and liabilities from the effects of changes in market interest rates, the Company has devised and implemented an asset/liability management strategy that seeks, on an economic basis, to mitigate significant fluctuations in the financial position and results of operations.. The Company generally hedges its pipeline of loans held-for-sale with forward commitments to sell Fannie Mae or Freddie Mac securities. Further, the Company occasionally enters into swap agreements to hedge the cash flows on certain liabilities. The Company does not elect to apply or does not qualify for hedge accounting and therefore accounts for the derivatives as economic undesignated derivatives.
The Company recognizes all derivatives as either assets or liabilities in the Consolidated Statement of Financial Condition at their fair value on a trade date basis. The Company reports derivatives in a gain position in "other assets" and derivatives in a loss position in "other liabilities" in the Consolidated Statement of Financial Condition. Changes in the fair value of the derivatives and realized gains and losses are recognized immediately in noninterest income.
The Company also enters into various derivative agreements with customers desiring protection from possible adverse future fluctuations in interest rates. As an intermediary, the Company generally maintains a portfolio of matched offsetting derivative agreements. In accordance with the applicable accounting guidance, the Company takes into account the impact of bilateral collateral and master netting agreements that allow all derivative contracts held to settle with a single counterparty on a net basis, and to offset the net derivative position with the related collateral when recognizing derivative assets and 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.
Additional information regarding the accounting for derivatives is provided in Note 16 of the Notes to the Consolidated Financial Statements, herein.
Trust Preferred Securities
As of December 31, 2013, the Company sponsored nine trusts, of which 100 percent of the common equity was owned by the Company. Each of the trusts has issued trust preferred securities to third party investors and loaned the proceeds to the Company in the form of junior subordinated notes, which are included in long-term debt in the Consolidated Financial Statements of Condition. The notes held by each trust are the sole assets of that trust. Distributions on the trust preferred securities of each trust are payable quarterly at a rate equal to the interest being earned by the trust on the notes held by these trusts.
The trust preferred securities are subject to mandatory redemption upon repayment of the notes. The Company has entered into agreements which, taken collectively, fully and unconditionally guarantee the trust preferred securities subject to the terms of each of the guarantees. The securities are not subject to a sinking fund requirement and one trust was convertible into Common Stock. 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. These payments will be periodically evaluated and reinstated when appropriate, subject to provisions of the Consent Order and Supervisory Agreement.
The trusts are variable interest entities ("VIEs") under U.S. GAAP. The Company’s investment in the common stock of these trusts is included in "other assets" in the Company’s Consolidated Statements of Financial Condition. The capital raised through the sale of the junior subordinated notes is part of the trust preferred securities.
Income Taxes
Deferred taxes are recognized for the future tax consequences attributable to differences between the financial statement carrying amounts of existing assets and liabilities and their respective tax bases. Deferred tax assets and liabilities are measured using enacted tax rates that will apply to taxable income in the years in which those temporary differences are expected to be recovered or settled. The effect on deferred tax assets and liabilities of a change in tax rates is recognized as income or expense in the period that includes the enactment date.
The Company is subject to the income tax laws of the U.S., its states and municipalities. These tax laws are complex and subject to different interpretations by the taxpayer and the relevant governmental taxing authorities. The Company adopted accounting guidance related to uncertainty in income taxes. The guidance prescribes a comprehensive model for how companies should recognize, measure, present, and disclose in their financial statements uncertain tax positions taken or expected to be taken on a tax return. Under the guidance, tax positions shall initially be recognized in the financial statements when it is more likely than not the position will be sustained upon examination by the tax authorities. Such tax positions shall initially and subsequently be measured as the largest amount of tax benefit that is greater than 50 percent likely of being realized upon ultimate settlement with the tax authority assuming full knowledge of the position and all relevant facts. The guidance also revises disclosure requirements to include an annual tabular roll forward of unrecognized tax benefits. In establishing a provision for income tax expense, the Company must make judgments and interpretations about the application of these inherently complex tax laws within the framework of existing U.S. GAAP. The Company recognizes interest and penalties related to uncertain tax positions in "other taxes" in the Consolidated Statements of Operations.
The Company is required to establish a valuation allowance for deferred tax assets ("DTA") and record a charge to income or shareholders’ equity if the Company determines, based on available evidence at the time the determination is made, that it is more likely than not that some portion or all of the deferred tax assets will not be realized. In evaluating the need for a valuation allowance, the Company estimates future taxable income based on management approved business plans, future capital requirements and ongoing tax planning strategies. This evaluation process involves significant management judgment about assumptions that are subject to change from period to period. The recognition of deferred tax assets requires management to make significant judgments about future earnings, the periods in which items will impact taxable income, future corporate tax rates, and the application of inherently complex tax laws. The use of different estimates can result in changes in the amounts of deferred tax items recognized, which can result in equity and earnings volatility because such changes are reported in current period earnings. On September 30, 2009, the Company established a valuation allowance equal to 100 percent of its net deferred tax asset and maintained such an allowance through September 30, 2013.
At December 31, 2013, the deferred tax assets were primarily the result of U.S. net operating loss carryforwards. During the year ended December 31, 2013, the Company recorded a valuation allowance release of $355.8 million on the basis of management’s reassessment of the amount of its deferred tax assets that are more likely than not to be realized.
The Company regularly evaluates the need for deferred tax asset valuation allowances based on a more likely than not standard as defined by generally accepted accounting principles. The ability to realize deferred tax assets depends on the ability to generate sufficient taxable income within the carryback or carryforward periods provided for in the tax law for each applicable tax jurisdiction. The Company considers the following possible sources of taxable income when assessing the realization of deferred tax assets:
•	future reversals of existing taxable temporary differences;
•	future taxable income exclusive of reversing termporary differences and carryforwards;
•	taxable income in prior carryback years; and
•	tax planning strategies.
The assessment regarding whether a valuation allowance is required or should be adjusted also considers all available positive and negative evidence factors, including but not limited to:
•	nature, frequency and severity of recent losses;
•	duration of statutory carryforward periods;
•	historical experience with tax attributes expiring unused; and
•	near- and medium-term financial outlook.
As indicated by applicable accounting standards, it is inherently difficult to conclude a valuation allowance is not required when there is significant objective and verifiable negative evidence, such as cumulative losses in recent years. The Company utilizes a rolling three years of actual and current year anticipated results as the primary measure of cumulative losses.
The evaluation of deferred tax assets requires judgment in assessing the likely future tax consequences of events that have been recognized in the financial statements or tax returns and future profitability. The Company's accounting for deferred taxes represents management's best estimate of those future events. Changes in the current estimates, due to unanticipated events or otherwise, could have a material effect on the Company's financial condition and results of operations.
Over the past year, culminating in the fourth quarter 2013, the Company has taken significant actions to transform its business and reduce uncertainty. These actions included the following:
-1	the retirement of higher cost long-term Federal Home Loan Bank advances;
-2	the related loss on extinguishment of debt as a result of the prepayment of the higher cost long-term Federal Home Loan Bank advances;
-3	the payment of litigation settlement costs incurred in connection with Assured and MBIA litigation settlements;
-4	the sale of mortgage servicing rights while retaining the subservicing; and
-5	the settlements reached with Fannie Mae and Freddie Mac.
When evaluating whether the Company has overcome the significant negative evidence attributable to actual cumulative losses in recent years, the Company adjusted those losses for items that the Company believes are not indicative of its ability to generate taxable income in future years. The Company reflects adjusted cumulative income after applying those items that are not indicative of its ability to generate taxable income in future years. The Company considers this objectively verifiable evidence that its current earnings model is capable of generating future taxable income sufficient to utilize substantially all of the net operating loss carryforwards as of December 31, 2013. The Company believes that this evidence is sufficient to overcome the unadjusted cumulative losses in recent years.
Other positive evidence considered in connection with the Company's decision to release its federal deferred tax asset valuation allowance include the historic ability to utilize deferred tax assets before they expire, as well as its detailed forecasts projecting the complete realization of all federal deferred tax assets before expiration under the most conservative and stressed earnings scenarios. In order to realize the deferred tax assets, the Company needs to generate approximately $1.1 billion of pre-tax income over the next 20 years. The Company believes that it is more likely than not that this level of pre-tax income will be achievable even under stressed scenarios.
The Company also considered actions taken during the year ended December 31, 2013, which create more certainty regarding its future taxable income including settlements reached with Fannie Mae, Freddie Mac, MBIA and Assured litigation settlements, prepayment of higher cost long-term Federal Home Loan Bank advances and the sale of mortgage servicing rights while retaining the subservicing. The Company has a history of utilizing 100 percent of deferred tax assets before they expire. Forecasts of taxable earnings project a complete realization of all federal deferred tax assets before they expire, including under stressed forecast scenarios. The unprecedented mortgage market conditions have been managed by the Company to minimize the impact should similar volatility recur in the future through cost containment, employee reductions, etc. which give further support to the reliability of forecasted taxable earnings.
Upon considering all of the available positive and negative evidence, and the extent to which that evidence was objectively verifiable, the Company determined that the positive evidence outweighed the negative evidence and the deferred tax assets are more likely than not realizable, as of and for the year ended December 31, 2013. As a result, the valuation allowance has been reversed in the amount of $355.8 million, or $6.29 per diluted share, during the year ended December 31, 2013 that benefited income tax expense. A partial valuation allowance will remain against state deferred tax assets due to loss carryover limitations.
Representation and Warranty Reserve
The Company sells or securitizes most of the residential first mortgage loans that it originates into the secondary mortgage market. When the Company sells mortgage loans, it makes customary representations and warranties to the purchasers about various characteristics of each loan, such as the manner of origination, the nature and extent of underwriting standards applied and the types of documentation being provided. Typically, these representations and warranties are in place for the life of the loan. If a defect in the origination process is identified, the Company may be required to either repurchase the loan or indemnify the purchaser for losses it sustains on the loan. If there are no such defects, the Company has no liability to the purchaser for losses it may incur on such loan. The Company maintains a representation and warranty reserve to account for the probable losses inherent in loans it might be required to repurchase (or the indemnity payments it may have to make to purchasers). The representation and warranty reserve takes into account both the estimate of probable losses inherent in loans sold during the current accounting period as well as adjustments to the Company’s previous estimates of probable losses inherent in loans sold. In each case, these estimates are based on the Company’s most recent data regarding loan repurchases and indemnifications, and actual credit losses on repurchased and indemnified loans, among other factors. Increases to the representation and warranty reserve for current loan sales reduce the Company’s net gain on loan sales. Adjustments to the Company’s previous estimates are recorded as an increase or decrease to representation and warranty reserve — change in estimate in the Consolidated Statements of Operations.
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 its current or 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.
As of December 31, 2013, the Bank has accrued $93.0 million, which represents the fair value of the Additional Payments. See Note 4 of the Notes to the Consolidated Financial Statements, herein, 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 portfolio, including loans classified as loans repurchased with government guarantees as discussed in Note 7 of the Notes to the Consolidated Financial Statements, herein. The Company believes that such loans retain FHA insurance, and the Bank continues to process such loans for insurance claims in the normal course and receive payments thereon from the FHA. Based on the experience subsequent to the Bank's agreement with the DOJ, the Company believes such claims are not subject to denial or dispute other than in the normal course of insurance claim processing.
Advertising Costs
Advertising costs are expensed in the period they are incurred and are included as part of "general and administrative" expenses in the Consolidated Statements of Operations. Advertising expenses totaled $8.9 million, $11.9 million, and $7.7 million for the years ended December 31, 2013, 2012 and 2011, respectively.
Stock-Based Compensation
The Company utilizes accounting guidance within ASC Topic 718, "Compensation-Stock Compensation," to account for its stock-based compensation. This accounting guidance requires all share-based payments to employees, including grants of employee stock options, to be recognized as expense in the Consolidated Statements of Operations based on their fair values. The amount of compensation is measured at the fair value of the options when granted and this cost is expensed over the requisite service period, which is normally the vesting period of the options.
Guarantees
The Company makes guarantees in the normal course of business in connection with certain issuances of standby letters of credit, among other transactions. The Company accounts for these guarantees in accordance with accounting guidance within ASC Topic 460, "Guarantees" and ASC Topic 450, "Contingencies." ASC Topic 460 generally requires the use of fair value for the initial measurement of guarantees, but does not prescribe a subsequent measurement method. At each reporting date the Company evaluates the recognition of a loss contingency under ASC Topic 450. The loss contingency is measured as the probable and reasonably estimable amount, if any, that exceeds the value of the remaining guarantee.

Fair_Value_Measurements

Fair Value Measurements	12 Months Ended
	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'
Fair Value Accounting	'
	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 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 assumptions that market participants would use in pricing and 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 by the Company 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. Treasury bonds. The U.S. Treasury bonds trade in an active, open market with readily observable prices and are therefore classified within the Level 1 valuation hierarchy.
	Investment securities available-for-sale. These securities are comprised of U.S. government sponsored agencies, non-agency collateralized mortgage obligations ("CMOs"), mortgage securitization and municipal obligations.
	The Company measures fair value using prices obtained from pricing services. A review is performed on the security prices received from the pricing services, which includes discussion and analysis of the inputs used by the pricing services to value our securities. Where possible, fair values are generated using market inputs including quoted prices (the closing price in an exchange markets), bid prices (the price at which a buyer stands ready to purchase) and other market information. For fixed income securities that are not actively traded, the pricing services use alternative methods to determine fair value for the securities, including; quotes for similar fixed-income securities, matrix pricing, discounted cash flow using benchmark curves or other factors to determine fair value. U.S. government sponsored agencies are classified within Level 1 of the valuation hierarchy and all other debt securities are classified as Level 2 of the valuation hierarchy.
	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.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 mortgage 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 at fair value, as a result of the Assured Settlement Agreement. These loans are recorded at fair value via fair value option 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 recorded at fair value 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 via fair value option and dissolved the FSTAR 2006-1 mortgage securitization trust. The Company records these loans as a recurring Level 3 valuation. See Note 11 of the Notes to the Consolidated Financial Statements, herein, for additional information.
	Repossessed assets. Loans on which the underlying collateral has been repossessed are adjusted to fair value less costs to sell upon transfer to repossessed assets. 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 fair value estimates based on repossessed asset experience and considered a Level 3 classification.
	MSRs. The current market for MSRs is not sufficiently liquid to provide participants with quoted market prices. 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 14 of the Notes to the Consolidated Financial Statements, herein, for the key assumptions used in the 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.
	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 has elected the fair value option to account for the liability representing the obligation to make Additional Payments under the DOJ Agreement. As of December 31, 2013, the Bank has accrued $93.0 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.
	At December 31, 2013 and 2012, the cash flows are discounted using a 9.9 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 nonperformance risk that represents the Company's credit risk. The model assumes that at December 31, 2013, the Company will have met substantially all of the stipulations required for the commencement of payments to the DOJ. The decrease in the discounted cash flow rate is primarily due to the adjustments for nonperformance 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 noninterest expense on the Consolidated Statements of Operations. See Note 28 of the Notes to the Consolidated Financial Statements, herein, 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 December 31, 2013 and 2012, by caption on the Consolidated Statements of Financial Condition and by the valuation hierarchy (as described above).
	December 31, 2013	Level 1				Level 2				Level 3			Total  Fair Value
		(Dollars in thousands)
	Investment securities available-for-sale
	U.S. government sponsored agencies	$	1,028,248			$	—			$	—		$	1,028,248
	Municipal obligations	—				17,300				—			17,300
	Loans held-for-sale
	Residential first mortgage loans	—				1,140,507				—			1,140,507
	Loans held-for-investment
	Residential first mortgage loans	—				18,625				—			18,625
	Second mortgage loans	—				—				64,685			64,685
	HELOC loans	—				—				155,012			155,012
	Mortgage servicing rights	—				—				284,678			284,678
	Derivative assets
	U.S. Treasury futures	1,221				—				—			1,221
	Forward agency and loan sales	—				19,847				—			19,847
	Rate lock commitments	—				—				10,329			10,329
	Interest rate swaps	—				1,797				—			1,797
	Total derivative assets	1,221				21,644				10,329			33,194
	Total assets at fair value	$	1,029,469			$	1,198,076			$	514,704		$	2,742,249
	Derivative liabilities
	Agency forwards	$	(1,665	)		$	—			$	—		$	(1,665	)
	Interest rate swaps	—				(1,797		)		—			(1,797		)
	Total derivative liabilities	(1,665		)		(1,797		)		—			(3,462		)
	Warrant liabilities	—				(10,802		)		—			(10,802		)
	Long-term debt	—				—				(105,813		)	(105,813		)
	Litigation settlement	—				—				(93,000		)	(93,000		)
	Total liabilities at fair value	$	(1,665	)		$	(12,599	)		$	(198,813	)	$	(213,077	)
	December 31, 2012	Level 1				Level 2				Level 3			Total Fair Value
		(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
Agency forwards	3,618				—				—			3,618
Rate lock commitments	—				—				86,200			86,200
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		)
Litigation settlement	—				—				(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 the Level 3 rollforward table 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. The Company had no transfers of assets or liabilities recorded at fair value between fair value Levels during the year ended December 31, 2013.
Interest rate swap derivatives were transferred from Level 1 to Level 2 during the fourth quarter 2011 because the derivatives are not actively being traded on a listed exchange. The interest rate swap derivatives are valued based on quoted prices for similar assets in an active market with inputs that are observable and are now classified within Level 2 of the valuation hierarchy.
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 were valued based on pricing provided by external pricing services. During the third quarter 2012, the Company sold the remaining non-agency CMOs and seasoned agency securities that were transferred to a Level 2.
The Company reclassified the December 31, 2011 nonrecurring hierarchy disclosures for impaired loans and repossessed assets from Level 2 to Level 3 to reflect that the appraised values, broker price opinions or internal estimates contain unobservable inputs. The impact of the transfer did not have a material effect on the Company's Consolidated Financial Statements or the Notes thereto and was limited to disclosure.
Fair Value Measurements Using Significant Unobservable Inputs
The tables below include a roll forward of the Consolidated Statements of Financial Condition amounts for the years ended December 31, 2013, 2012 and 2011 (including the change in fair value) for financial instruments classified by the Company within Level 3 of the valuation hierarchy.
Year Ended December 31, 2013	Balance at			Recorded						Recorded		Purchases			Sales			Settlements			Balance at End of Year			Changes In Unrealized Held at End of Year (3)
	Beginning			in  Earnings						in OCI
	of Year			Total			Total			Total
				Unrealized			Realized			Unrealized
				Gains/			Gains/			Gains/
				(Losses)			(Losses)			(Losses)
	(Dollars in thousands)
Assets
Investment securities available-for-sale (1)
Mortgage securitization	$	91,117		$	—		$	(8,789	)	$	871	$	—		$	(73,327	)	$	(9,872	)	$	—		$	—
Loans held-for-investment
Second mortgage loans	—			817			(6,362		)	—		80,543			—			(10,313		)	64,685			14,277
HELOC loans	—			(7,769		)	10,816			—		170,727			—			(18,762		)	155,012			15,073
Transferors' interest	7,103			(174		)	45,708			—		—			(52,637		)	—			—			—
Mortgage servicing rights	710,791			105,971			—			—		541,039			(973,803		)	(99,320		)	284,678			18,828
Derivative financial instruments
Rate lock commitments	86,200			—			(149,585		)	—		376,749			(241,264		)	(61,771		)	10,329			(17,534		)
Totals	$	895,211		$	98,845		$	(108,212	)	$	871	$	1,169,058		$	(1,341,031	)	$	(200,038	)	$	514,704		$	30,644
Liabilities
Long-term debt	$	—		$	—		$	(6,168	)	$	—	$	(119,980	)	$	—		$	20,335		$	(105,813	)	$	—
Litigation settlement	(19,100		)	—			(73,900		)	—		—			—			—			(93,000		)	—
Totals	$	(19,100	)	$	—		$	(80,068	)	$	—	$	(119,980	)	$	—		$	20,335		$	(198,813	)	$	—
Year Ended December 31, 2012
Assets
Investment securities available-for-sale (1)(2)
Non-agency CMOs	$	254,928		$	(2,192	)	$	330		$	17,160	$	—		$	(249,246	)	$	(20,980	)	$	—		$	—
Mortgage securitization	110,328			—			—			2,768		—			(21,979		)	—			91,117			2,768
Loans held-for-investment
Transferors' interest	9,594			61			(2,552		)	—		—			—			—			7,103			—
Mortgage servicing rights	510,475			(195,821		)	—			—		535,875			(139,738		)	—			710,791			10,900
Derivative financial instruments
Rate lock commitments	70,965			—			530,431			—		920,512			(1,092,117		)	(343,591		)	86,200			84,031
Totals	$	956,290		$	(197,952	)	$	528,209		$	19,928	$	1,456,387		$	(1,503,080	)	$	(364,571	)	$	895,211		$	97,699
Liabilities
Litigation settlement	$	(18,300	)	$	—		$	(800	)	$	—	$	—		$	—		$	—		$	(19,100	)	$	—
Year Ended December 31, 2011
Assets
Investment securities available-for-sale (1)(2)
Non-agency CMOs	$	330,781		$	(24,038	)	$	—		$	11,280	$	—		$	(63,095	)	$	—		$	254,928		$	11,280
Mortgage securitization	136,707			—			—			87		—			(26,466		)	—			110,328			87
Loans held-for-investment
Transferors' interest	17,439			(2,172		)	(5,673		)	—		—			—			—			9,594			—
Mortgage servicing rights	580,299			(169,498		)	—			—		254,818			(87,265		)	(67,879		)	510,475			(122,966		)
Derivative financial instruments
Rate lock commitments	14,396			53,669			177,926			—		318,230			(308,768		)	(184,488		)	70,965			292
Totals	$	1,079,622		$	(142,039	)	$	172,253		$	11,367	$	573,048		$	(485,594	)	$	(252,367	)	$	956,290		$	(111,307	)
Liabilities
Litigation settlement	$	—		$	—		$	—		$	—	$	—		$	—		$	(18,300	)	$	(18,300	)	$	—
-1	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest 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 classified as available-for-sale are valued using internal valuation models and pricing information from third parties.
-3	Changes in the unrealized gains (losses) related to financial instruments 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 December 31, 2013 and 2012.
	Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
31-Dec-13	(Dollars in thousands)
Assets
Second mortgage loans	$	64,685		Discounted cash flows	Discount rate	7.1% - 10.7% (8.9%)
					Prepay rate - 12 month historical average	10.5% - 15.7% (13.1%)
					CDR rate - 12 month historical average	2.2% - 3.2% (2.7%)
FSTAR 2005-1	$	78,009		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
HELOC loans					Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
					Cumulative loss rate	11.6% - 17.4% (14.5%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2	$	77,003		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
HELOC loans					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	39.9% - 59.8% (49.9%)
					Loss severity	80.0% - 120.0% (100.0%)
Mortgage servicing rights	$	284,678		Discounted cash flows	Origination adjusted spread	5.9% - 8.9% (7.7%)
					Constant prepayment rate	9.7% - 14.0% (11.9%)
					Weighted average cost to service per loan	59.1% - 88.6% (73.8%)
Rate lock commitments	$	10,329		Consensus pricing	Origination pull-through rate	65.9% - 98.8% (82.3%)
Liabilities
FSTAR 2005-1	$	(55,172	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
Long-term debt					Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
					Cumulative loss rate	11.6% - 17.4% (14.5%)
					Loss severity	80.0% - 120.0% (100.0%)
FSTAR 2006-2	$	(50,641	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
Long-term debt					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
					Cumulative loss rate	39.9% - 59.9% (49.9%)
					Loss severity	80.0% - 120.0% (100.0%)
Litigation settlement	$	(93,000	)	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)
31-Dec-12	(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		Consensus pricing	Origination pull-through rate	62.8% - 94.2% (78.5%)
Liabilities
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 Peer group ROA (2015-2017)	0.02% - 0.04% (0.03%)
						0.5% - 0.8% (0.7%)
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 increase (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 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 two HELOC securitizations (FSTAR 2005-1 and FSTAR 2006-2) 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 (decreases) in prepay rates in isolation would result in a higher (lower) fair value measurement while increases (decreases) in loss rates in isolation would result in a lower (higher) fair value. 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 (2014). The Bank's target asset growth rate post 2014 is based off of growth in the balance sheet. 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 Nonrecurring Basis
	Level 3
	(Dollars in thousands)
31-Dec-13
Impaired loans held-for-investment (1)
Residential first mortgage loans	$	68,252
Commercial real estate loans	1,500
Repossessed assets (2)	36,636
Totals	$	106,388
31-Dec-12
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 $155.0 million, $208.1 million and $121.8 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the years ended December 31, 2013, 2012 and 2011, respectively.
-2	The Company recorded $9.7 million, $11.4 million and $20.4 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net losses of $25.9 million, $11.2 million and $4.7 million on sales of repossessed assets during the years ended December 31, 2013, 2012 and 2011, respectively.
The following tables present the quantitative information about non-recurring Level 3 fair value financial instruments and the fair value measurements as of December 31, 2013.
	Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
31-Dec-13	(Dollars in thousands)
Impaired loans held-for-investment
Residential first mortgage loans	$	68,252		Fair value of collateral	Loss severity discount	0% - 100% (44.9%)
Commercial real estate loans	$	1,500		Fair value of collateral	Loss severity discount	0% - 100% (39.6%)
Repossessed assets	$	36,636		Fair value of collateral	Loss severity discount	0% - 100% (45.3%)
	Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
31-Dec-12	(Dollars in thousands)
Impaired loans held-for-investment
Residential first 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 first mortgage 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 financial instruments that are carried either at fair value or cost.
	December 31, 2013
					Estimated Fair Value
	Carrying				Total				Level 1			Level 2				Level 3
	Value
	(Dollars in thousands)
Financial Instruments
Assets
Cash and cash equivalents	$	280,505			$	280,505			$	280,505		$	—			$	—
Investment securities available-for-sale	1,045,548				1,045,548				1,028,248			17,300				—
Loans held-for-sale	1,480,418				1,469,820				—			1,469,820				—
Loans repurchased with government guarantees	1,273,690				1,212,799				—			1,212,799				—
Loans held-for-investment, net	3,848,756				3,653,292				—			18,625				3,634,667
Repossessed assets	36,636				36,636				—			—				36,636
Federal Home Loan Bank stock	209,737				209,737				209,737			—				—
Mortgage servicing rights	284,678				284,678				—			—				284,678
Customer initiated derivative interest rate swaps	1,797				1,797				—			1,797				—
Liabilities
Retail deposits
Demand deposits and savings accounts	(3,919,937		)		(3,778,890		)		—			(3,778,890		)		—
Certificates of deposit	(1,026,129		)		(1,034,599		)		—			(1,034,599		)		—
Government deposits	(602,398		)		(596,778		)		—			(596,778		)		—
Wholesale deposit	(8,717		)		(8,716		)		—			(8,716		)		—
Company controlled deposits	(583,145		)		(577,662		)		—			(577,662		)		—
Federal Home Loan Bank advances	(988,000		)		(988,102		)		(988,102		)	—				—
Long-term debt	(353,248		)		(202,887		)		—			(97,074		)		(105,813		)
Warrant liabilities	(10,802		)		(10,802		)		—			(10,802		)		—
Litigation settlement	(93,000		)		(93,000		)		—			—				(93,000		)
Customer initiated derivative interest rate swaps	(1,797		)		(1,797		)		—			(1,797		)		—
Derivative Financial Instruments
Forward agency and loan sales	19,847				19,847				—			19,847				—
Rate lock commitments	10,329				10,329				—			—				10,329
U.S. Treasury and agency futures/forwards	(444		)		(444		)		(444		)	—				—
	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	5,133,101				5,119,704				—			20,219				5,099,485
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 deposits	(819,078		)		(816,258		)		—			(816,258		)		—
Wholesale deposit	(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		)		—
Warrant liabilities	(11,346		)		(11,346		)		—			(11,346		)		—
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 were used by the Company in estimating fair value of financial instruments that were not previously disclosed.
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.
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.
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 using the 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 noninterest 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 noninterest 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.
	For the Years Ended December 31,
	2013				2012				2011
Assets	(Dollars in thousands)
Loans held-for-sale
Net gain on loan sales	$	200,639			$	784,760			$	356,278
Loans held-for-investment
Interest income on loans	(779		)		(637		)		685
Other noninterest income	29,175				—				—
Liabilities
Long-term debt
Other noninterest income	$	5,117			$	—			$	—
Litigation settlement
Legal and professional expense	(73,900		)		(930		)		(18,300		)
The following table reflects the difference between the aggregate fair value and aggregate remaining contractual principal balance outstanding as of December 31, 2013, 2012 and 2011 for assets and liabilities for which the fair value option has been elected.
	31-Dec-13									31-Dec-12								December 31, 2011
	(Dollars in thousands)
	Unpaid Principal Balance			Fair Value			Fair Value Over/(Under) UPB			Unpaid Principal Balance		Fair Value			Fair Value Over/(Under) UPB			Unpaid Principal Balance			Fair Value			Fair Value Over/(Under) UPB
Assets
Nonaccrual loans
Loans held-for-sale	$	—		$	—		$	—		$	222	$	240		$	18		$	281		$	291		$	10
Loans held-for-investment	10,764			4,014			(6,750		)	2,021		2,064			43			2,989			2,963			(26		)
Total loans	$	10,764		$	4,014		(6,750		)	$	2,243	$	2,304		$	61		$	3,270		$	3,254		$	(16	)
Other performing loans
Loans held-for-sale	$	1,109,517		$	1,140,507		$	30,990		$	2,734,756	$	2,865,456		$	130,700		$	1,570,302		$	1,629,327		$	59,025
Loans held-for-investment	257,665			234,308			(23,357		)	17,589		18,155			566			18,699			19,688			989
Total loans	$	1,367,182		$	1,374,815		$	7,633		$	2,752,345	$	2,883,611		$	131,266		$	1,589,001		$	1,649,015		$	60,014
Total loans
Loans held-for-sale	$	1,109,517		$	1,140,507		$	30,990		$	2,734,978	$	2,865,696		$	130,718		$	1,570,583		$	1,629,618		$	59,035
Loans held-for-investment	268,429			238,322			(30,107		)	19,610		20,219			609			21,688			22,651			963
Total loans	$	1,377,946		$	1,378,829		$	883		$	2,754,588	$	2,885,915		$	131,327		$	1,592,271		$	1,652,269		$	59,998
Liabilities
Long-term debt	$	(116,504	)	$	(105,813	)	$	10,691		$	—	$	—		$	—		$	—		$	—		$	—
Litigation settlement	N/A (1)			(93,000		)	N/A (1)			N/A (1)		(19,100		)	N/A (1)			N/A (1)			(18,300		)	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 Agreement.

Investment_Securities

Investment Securities	12 Months Ended
	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'
Investment Securities	'
	Investment Securities
	As of December 31, 2013 and 2012, investment securities were comprised of the following.
		Amortized			Gross				Gross				Fair Value
		Cost			Unrealized				Unrealized
					Gains				Losses
		(Dollars in thousands)
	31-Dec-13
	Available-for-sale securities
	U.S. government sponsored agencies	$	1,037,289		$	1,546			$	(10,587	)		$	1,028,248
	Municipal obligations	17,300			—				—				17,300
	Total available-for-sale securities	$	1,054,589		$	1,546			$	(10,587	)		$	1,045,548
	31-Dec-12
	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 classified as trading are comprised of U.S. Treasury bonds and 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 recorded an unrealized loss of $0.1 million, an unrealized loss of $21.5 million and an unrealized gain of $21.1 million during the years ended December 31, 2013, 2012 and 2011, respectively.
	The Company had $170.0 million of U.S. Treasury bonds sales during the year ended December 31, 2013, which resulted in a $0.2 million realized gain. The Company sold $290.0 million of U. S. Treasury bonds, which resulted in a realized gain of $19.5 million for the year ended December 31, 2012 and had no sales of U.S. Treasury bond during the year ended December 31, 2011.
	The Company had no purchases of trading securities during the year ended December 31, 2013, compared to $170.0 million for the year ended December 31, 2012 and $131.7 million of purchases of trading securities during the year ended December 31, 2011.
	The Company has pledged certain U.S. Treasury bonds trading securities to collateralize servicing related exposures with Fannie Mae. At December 31, 2013 and 2012, the Company had no pledged trading securities and $55.9 million of trading securities, respectively.
	Available-for-sale
	At December 31, 2013 and 2012, the Company had $1.0 billion 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. Credit related declines in the securities are classified as other-than-temporary impairments ("OTTI") and are reported as a separate component of non-interest income within the Consolidated Statement of Operations. OTTI is considered to have occurred if (1) if the Company intends to sell the security; (2) if it is more likely than not the Company will be required to sell the security before recovery of its amortized cost basis; or (3) the present value of expected cash flows are not sufficient to recover all contractually required principal and interest payments. 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 $1.1 billion of U.S. government sponsored agencies and $20.0 million of municipal obligations during the year ended December 31, 2013, compared to no purchases of U.S. government sponsored agencies and $20.0 million of municipal obligations during the year ended December 31, 2012 and $149.8 million of U.S. government sponsored agencies purchases and no purchases of municipal obligations during the year ended December 31, 2011.
	The Company has pledged available-for-sale securities, primarily U.S. government sponsored agencies, to collateralize lines of credit and/or borrowings with the Fannie Mae. At December 31, 2013, the Company pledged $7.8 million of available-for-sale securities, compared to none at December 31, 2012.
	The following table summarizes by duration the unrealized loss positions on securities classified as available-for-sale.
		Unrealized Loss Position with Duration										Unrealized Loss Position with Duration
		12 Months and Over										Under 12 Months
	Type of Security	Fair			Number of			Unrealized				Fair			Number of	Unrealized
		Value			Securities			Loss				Value			Securities	Loss
		(Dollars in thousands)
	31-Dec-13
	U.S. government sponsored agencies	$	—		—			$	—			$	825,308		63	$	(10,587	)
	31-Dec-12
	Mortgage securitization	$	91,117		1			$	(10,155	)		$	—		—	$	—
	31-Dec-11
	Non-agency CMOs	$	208,515		9			$	(21,123	)		$	46,413		2	$	(1,971	)
	Mortgage securitization	110,328			1			(12,923		)		—			—	—
	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.
	During the year ended December 31, 2013, the Company recognized $8.8 million of additional OTTI on the FSTAR 2006-1 mortgage securitization, which was subsequently dissolved at June 30, 2013 as a result of the MBIA settlement agreement. Accordingly, the second mortgage loans associated with the FSTAR 2006-1 mortgage securitization were transferred into loans held-for-investment at June 30, 2013. Also a result of the MBIA Settlement Agreement, 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). At December 31, 2013, the Company had no OTTI.
	During the year ended December 31, 2012, the Company recognized $2.2 million of OTTI on non-agency CMOs and the mortgage securitization, which were recognized on seven securities that had losses prior to December 31, 2012, primarily due to forecasted credit losses. At December 31, 2012, the Company had total OTTI of $2.8 million on one mortgage securitization, with existing OTTI in the available-for-sale portfolio, of which $5.0 million net gain was recognized in other comprehensive income (loss).
	During the year ended December 31, 2011, the Company recognized $24.0 million of OTTI on non-agency CMOs and the mortgage securitization, which were recognized on 11 securities that had losses prior to December 31, 2011, primarily due to forecasted credit losses. At December 31, 2011, the Company had total OTTI of $59.4 million on 11 non-agency CMOs and the mortgage securitization, with existing OTTI in the available-for-sale portfolio, of which $6.4 million net gain was recognized in other comprehensive income (loss).
	The following table shows the activity for OTTI credit loss.
		For the Years Ended December 31,
		2013			2012				2011
		(Dollars in thousands)
	Beginning balance of amount related to credit losses	$	(2,793	)	$	(59,376	)		$	(40,045	)
	Reductions for increases in cash flows expected to be collected that are recognized over the remaining life	389			6,680				4,708
	Reductions for investment securities sold during the period (realized)	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		)		(24,039		)
	Ending balance of amount related to credit losses	$	—		$	(2,793	)		$	(59,376	)
	Gains (losses) on the sale of U.S. government sponsored agency mortgage-backed securities available-for-sale that are recently created with underlying mortgage products originated by the Bank are reported within net gain on loan sale. Securities in this category have typically remained in the portfolio less than 90 days before sale. During the year ended December 31, 2013, sales of agency securities with underlying mortgage products recently originated by the Bank were $287.0 million, resulting in $0.7 million of net loss on loan sale compared with no sales during the years ended December 31, 2012 and December 31, 2011.
	Gains (losses) on the sales for available-for-sale securities are reported in net gain on securities available-for-sale in the Consolidated Statements of Operations. During the year ended December 31, 2013, there were $38.6 million sales of U.S. government sponsored agencies, which resulted in a gain of $1.0 million. During the year ended December 31, 2012, the Company sold $253.7 million of non-agency CMOs and U.S. government sponsored agencies resulting in a gain of $2.6 million, compared to no sales of non-agency CMOs and U.S. government sponsored agencies during the year ended December 31, 2011. The gain on the sale of non-agency CMOs and seasoned agency securities completed during the year ended December 31, 2012 resulted in the Company also recognizing $19.9 million of tax benefits representing the recognition of the residual tax effect associated with unrealized losses on this portfolio previously recorded in other comprehensive income.
	The amortized cost and estimated fair value of securities, excluding trading securities, at December 31, 2013 and 2012 are presented below by contractual maturity. Expected maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations.
		Investment Securities Available-for-Sale
		Amortized			Estimated Fair
		Cost			Value
	31-Dec-13	(Dollars in thousands)
	Due in one year or less	$	2,985		$	2,985
Due after one year through five years	14,315			14,315
Due after five years through ten years	68,965			69,212
Due after ten years	968,324			959,036
Total	$	1,054,589		$	1,045,548
	Investment Securities Available-for-Sale
	Amortized			Estimated Fair
	Cost			Value
December 31, 2012	(Dollars in thousands)
Due in one year or less	$	—		$	—
Due after one year through five years	13,611			13,611
Due after five years through ten years	—			—
Due after ten years	178,600			170,834
Total	$	192,211		$	184,445

Loans_HeldforSale

Loans Held-for-Sale	12 Months Ended
	Dec. 31, 2013
Receivables [Abstract]	'
Loans Held-for-Sale	'
	Loans Held-for-Sale
	The loans held-for-sale are summarized as follows.
		31-Dec-13			31-Dec-12
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	1,480,418		$	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	$	1,480,418		$	3,939,720
	The decrease in the balance of loans held-for-sale was primarily due to a decrease in mortgage loan originations, driven by an increase in interest rates and the first quarter 2013 loan sales related to the agreement to sell the Northeast commercial loans.
	At December 31, 2013 and 2012, $1.1 billion and $2.9 billion of loans held-for-sale were recorded at fair value, respectively, under the fair value option. Such loans are reported at fair value with any adjustments in fair value recorded through the current period earnings. 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 December 31, 2013 and 2012, $340.0 million and $1.1 billion, respectively, 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.
		For the Years Ended December 31,
		2013			2012			2011
	Balance at beginning of period	$	3,939,720		$	1,800,885		$	2,585,200
	Net loan originations	38,024,042			56,140,093			28,217,645
	Net loans sold, servicing retained	(39,835,638		)	(54,602,099		)	(27,334,530		)
	Net loans sold, servicing released	(1,510,026		)	(541,929		)	(986,833		)
	Loan amortization and prepayments	113,295			(15,691		)	(751,568		)
	Loans transferred from (to) other loan portfolios	749,025			1,158,461			70,971
	Balance at end of period	$	1,480,418		$	3,939,720		$	1,800,885
	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 December 31, 2013 and 2012, the Company pledged $1.2 billion and $2.4 billion, respectively, of loans held-for-sale.

Loans_Repurchased_with_Governm

Loans Repurchased with Government Guarantees	12 Months Ended
	Dec. 31, 2013
Loans Repurchased with Government Guarantees [Abstract]	'
Loans Repurchased With Government Guarantees	'
	Loans Repurchased with Government Guarantees
	Pursuant to Ginnie Mae servicing guidelines, the Company has the unilateral right 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 right, 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 December 31, 2013, the amount of such loans actually repurchased totaled $1.3 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 $20.8 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 December 31, 2013 and 2012, the Company pledged $0.8 billion and $1.5 billion, respectively, of loans repurchased with government guarantees.
	During the year ended December 31, 2013, the Company participated in HUD-coordinated market auctions of loans repurchased with government guarantees, which resulted in the conveyance in an accelerated fashion of $263.4 million of unpaid principal balance of loans to HUD.
	During the year ended December 31, 2012, the Company participated in a HUD-coordinated market auction, which resulted in the conveyance in an accelerated fashion of $306.1 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 year ended December 31, 2012.

Loans_HeldforInvestment

Loans Held-for-Investment	12 Months Ended
	Dec. 31, 2013
Receivables [Abstract]	'
Loans Held-for-Investment	'
	Loans Held-for-Investment
	Loans held-for-investment are summarized as follows.
		31-Dec-13				31-Dec-12
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	2,508,968			$	3,009,251
	Second mortgage	169,525				114,885
	Warehouse lending	423,517				1,347,727
	HELOC	289,880				179,447
	Other	37,468				49,611
	Total consumer loans	3,429,358				4,700,921
	Commercial loans
	Commercial real estate	408,870				640,315
	Commercial and industrial	207,187				90,565
	Commercial lease financing	10,341				6,300
	Total commercial loans	626,398				737,180
	Total consumer and commercial loans held-for-investment	4,055,756				5,438,101
	Less allowance for loan losses	(207,000		)		(305,000		)
	Loans held-for-investment, net	$	3,848,756			$	5,133,101
	For the years ended December 31, 2013 and 2012, the loans held-for-investment include $238.3 million and $20.2 million of loans accounted for under the fair value option. During the second quarter 2013, the Company settled separate litigations with each MBIA and Assured, which resulted in the Company reconsolidating $170.5 million of HELOC 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 year ended December 31, 2013, the Company sold $277.9 million of unpaid principal balance of residential first jumbo adjustable-rate mortgage loans, which resulted in a $1.4 million gain on sale recorded in net gain on sale of assets on the Consolidated Statements of Operations. During the year ended December 31, 2013, the Company also sold $508.4 million unpaid principal balance of nonperforming and TDR loans, which resulted in a $1.4 million loss recorded in net gain on sale of assets on the Consolidated Statements of Operations.
	For the years ended December 31, 2013, 2012 and 2011, the Company transferred $64.3 million, $61.8 million and $16.7 million, respectively, of 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 December 31, 2013 and 2012, the Company pledged $2.5 billion and $3.3 billion, respectively, of loans held-for-investment.
	The Company's commercial leasing activities consisted 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.
		31-Dec-13				31-Dec-12
		(Dollars in thousands)
	Total minimum lease payments to be received	$	10,613			$	5,634
	Estimated residual values of lease properties	503				913
	Unearned income	(755		)		(346		)
	Net deferred fees and other	(20		)		99
	Net investment in commercial financing leases	$	10,341			$	6,300
	The following outlines the Company’s minimum lease payment receivable for direct financing leases for the five succeeding years and thereafter.
		31-Dec-13
		(Dollars in thousands)
	2014	$	959
	2015	959
	2016	959
	2017	959
	2018	959
	Thereafter	5,818
	Total	$	10,613
		31-Dec-12
		(Dollars in thousands)
	2013	$	2,241
	2014	2,587
	2015	373
	2016	366
	2017	67
	Thereafter	—
	Total	$	5,634
	The allowance for loan losses by class of loan is summarized in the following tables.
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial			Total
		First				Mortgage				Lending							Consumer			Real			and			Lease
		Mortgage																		Estate			Industrial			Financing
		(Dollars in thousands)
	Year Ended December 31, 2013
	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)	(133,326		)		(6,252		)		(45		)		(5,473		)	(3,622		)	(47,982		)	(350		)	(1,299		)	(198,349		)
	Recoveries	15,329				1,178				—				1,020			2,079			10,162			151			288			30,207
	Provision	59,909				(2,986		)		538				(6,002		)	1,915			15,050			653			1,065			70,142
	Ending balance allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
	Year Ended December 31, 2012
	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	(175,803		)		(18,753		)		—				(17,159		)	(4,423		)	(105,285		)	(4,627		)	(1,191		)	(327,241		)
Recoveries	18,561				1,912				—				461			1,786			15,397			77			—			38,194
Provision	197,254				20,376				(351		)		20,201			2,243			34,214			2,003			107			276,047
Ending balance allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94		$	305,000
Year Ended December 31, 2011
Beginning balance allowance for loan losses	$	119,400			$	25,186			$	4,171			$	24,819		$	5,445		$	93,437		$	1,542		$	—		$	274,000
Charge-offs	(41,560		)		(19,216		)		(1,122		)		(16,980		)	(4,729		)	(57,626		)	(644		)	—			(141,877		)
Recoveries	1,656				1,642				5				1,510			1,603			2,408			122			—			8,946
Provision	99,722				9,054				(1,804		)		5,496			115			58,765			4,405			1,178			176,931
Ending balance allowance for loan losses	$	179,218			$	16,666			$	1,250			$	14,845		$	2,434		$	96,984		$	5,425		$	1,178		$	318,000
	Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial			Total
	First				Mortgage				Lending							Consumer			Real			and			Lease
	Mortgage																		Estate			Industrial			Financing
	(Dollars in thousands)
31-Dec-13
Loans held-for-investment
Individually evaluated	$	419,703			$	24,356			$	—			$	406		$	—		$	1,956		$	—		$	—		$	446,421
Collectively evaluated (2)	2,070,640				80,484				423,517				134,462			37,468			406,914			207,187			10,341			3,371,013
Total loans	$	2,490,343			$	104,840			$	423,517			$	134,868		$	37,468		$	408,870		$	207,187		$	10,341		$	3,817,434
Allowance for loan losses
Individually evaluated	$	81,765			$	4,566			$	—			$	405		$	—		$	—		$	—		$	—		$	86,736
Collectively evaluated (2)	79,377				7,575				1,392				7,488			2,412			18,540			3,332			148			120,264
Total allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
31-Dec-12
Loans held-for-investment
Individually evaluated	$	805,787			$	16,949			$	—			$	734		$	—		$	95,322		$	41		$	—		$	918,833
Collectively evaluated (2)	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 (2)	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	Includes charge-offs of $65.1 million related to the sale of residential first mortgage nonperforming and TDR loans during the year ended December 31, 2013.
-2	Excludes loans carried under the fair value option.
A specific allowance 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 or the fair value of the collateral if the loan is collateral dependent, reduced by estimated disposal costs.
The Company's procedure is to recognize losses through charge-offs when amounts are deemed uncollectible 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.
Nonperforming commercial loans are considered to be impaired and typically have an allowance 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 first mortgage loans include loan modifications considered to be troubled debt restructurings ("TDRs") and certain nonperforming loans that have been charged down to collateral value. Fair value of nonperforming residential first 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.
A general allowance 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, per loss data. The loss history is normally a one to five 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.
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)
31-Dec-13
Consumer loans
Residential first mortgage	$	36,526			$	19,096			$	134,340			$	189,962		$	2,319,006		$	2,508,968
Second mortgage	1,997				271				2,820				5,088			164,437			169,525
Warehouse lending	—				—				—				—			423,517			423,517
HELOC	2,197				1,238				6,826				10,261			279,619			289,880
Other	293				127				199				619			36,849			37,468
Total consumer loans	41,013				20,732				144,185				205,930			3,223,428			3,429,358
Commercial loans
Commercial real estate	—				—				1,500				1,500			407,370			408,870
Commercial and industrial	—				—				—				—			207,187			207,187
Commercial lease financing	—				—				—				—			10,341			10,341
Total commercial loans	—				—				1,500				1,500			624,898			626,398
Total loans (1)	$	41,013			$	20,732			$	145,685			$	207,430		$	3,848,326		$	4,055,756
31-Dec-12
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 (1)	$	73,666			$	25,568			$	399,826			$	499,060		$	4,939,041		$	5,438,101
-1	Includes $4.0 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at December 31, 2013 and 2012, respectively.
Loans on which interest accruals have been discontinued totaled approximately $146.5 million, $401.7 million and $482.7 million at December 31, 2013, 2012 and 2011, respectively. Interest income is recognized on impaired loans using a cost recovery method unless amounts contractually due are not in doubt. Interest that would have been accrued on impaired loans totaled approximately $22.5 million, $35.4 million and $38.0 million during the years ended December 31, 2013, 2012 and 2011, respectively. At December 31, 2013 and 2012, the Company had no loans 90 days or greater past due and still accruing interest.
Troubled Debt Restructurings
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. 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. 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 are classified as TDRs and are included in non-accrual loans if the loan was nonperforming prior to the restructuring. 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 by type and performing status.
	TDRs
	Performing				Nonperforming				Total
December 31, 2013	(Dollars in thousands)
Consumer loans (1)
Residential first mortgage	$	332,285			$	42,633			$	374,918
Second mortgage	30,352				1,631				31,983
HELOC	19,892				2,445				22,337
Total consumer loans	382,529				46,709				429,238
Commercial loans (2)
Commercial real estate	456				—				456
Total TDRs (3)	$	382,985			$	46,709			$	429,694
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 (3)	$	589,762			$	145,244			$	735,006
-1	The allowance for loan losses on consumer TDR loans totaled $82.3 million and $159.0 million at December 31, 2013 and 2012, respectively.
-2	The allowance for loan losses on commercial TDR loans totaled zero and $0.3 million at December 31, 2013 and 2012, respectively.
-3	Includes $8.9 million and $1.7 million of TDR loans accounted for under the fair value option at December 31, 2013 and 2012, respectively.
TDRs returned to performing, or accrual, status totaled $43.4 million, $117.7 million and $127.8 million during the years ended December 31, 2013, 2012 and 2011, respectively, and are excluded from nonperforming loans. TDRs that have demonstrated a period of at least six months of consecutive performance under the modified terms, are returned to performing (i.e., accrual) status and are excluded from nonperforming loans. Although these TDRs have been returned to performing status, they will still continue to be classified as impaired until they are repaid in full, or foreclosed and sold, and included as such in the tables within "repossessed assets." Although many of the TDRs continue to be performing, the full collection of principal and interest on some TDRs may not occur. The resulting potential incremental losses are measured through impairment analysis on all TDRs and have been factored into our allowance for loan losses. At December 31, 2013 and 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. The Company measures impairment using the discounted cash flow method for performing TDRs and measure impairment based on collateral values for re-defaulted TDRs.
The following tables presents the years ended December 31, 2013, 2012 and 2011 number of accounts, pre-modification unpaid principal balance (net of write downs), and post-modification unpaid principal balance (net of write downs) that were new modified TDRs during the years ended December 31, 2013, 2012 and 2011. In addition, the table presents the number of accounts and unpaid principal balance (net of write downs) of loans that have subsequently defaulted during the years ended December 31, 2013, 2012 and 2011 that had been modified in a TDR during the 12 months preceding each period. All TDR classes within consumer and commercial loan portfolios are considered subsequently defaulted when greater than 90 days past due.
	New TDRs
	Number of			Pre-Modification Unpaid				Post-Modification Unpaid				Increase (Decrease) in Allowance at Modification
	Accounts			Principal Balance				Principal Balance (1)
Year Ended December 31, 2013	(Dollars in thousands)
Residential first mortgages	322			$	85,440			$	75,730			$	2,614
Second mortgages (2)	571			21,920				19,558				517
HELOC (2) (3)	313			27,425				23,066				(10		)
Commercial real estate	5			2,938				2,938				—
Total TDR loans	1,211			$	137,723			$	121,292			$	3,121
Year Ended December 31, 2012
Residential first mortgages	884			$	287,865			$	267,364			$	29,357
Second mortgages	301			15,287				9,312				(435		)
HELOC	69			2,515				—				(178		)
Total TDR loans	1,254			$	305,667			$	276,676			$	28,744
Year Ended December 31, 2011
Residential first mortgages	455			$	168,849			$	171,649			$	(5,021	)
Second mortgages	27			1,999				2,012				—
Other consumer	1			2				2				—
Commercial real estate	6			12,025				7,298				(1,011		)
Total TDR loans	489			$	182,875			$	180,961			$	(6,032	)
	TDRs that subsequently defaulted in previous 12 months (4)
	Number of			Unpaid Principal Balance				Increase (Decrease) in Allowance at Subsequent Default
	Accounts
Year Ended December 31, 2013	(Dollars in thousands)
Residential first mortgages	26			$	6,401			$	1,141
Second mortgages	41			991				531
Commercial real estate	33			397				—
Total TDR loans	100			$	7,789			$	1,672
Year Ended December 31, 2012
Residential first mortgages	72			$	20,523			$	4,451
Second mortgages	19			1,094				441
Total TDR loans	91			$	21,617			$	4,892
Year Ended December 31, 2011
Residential first mortgages	35			$	10,796			$	1,854
Second mortgages	2			233				—
Total TDR loans	37			$	11,029			$	1,854
-1	Post-modification balances include past due amounts that are capitalized at modification date.
-2	New TDRs during the year ended December 31, 2013, include 463 loans for a total of $30.8 million of post modification unpaid principal balance second mortgage and HELOC loans carried at fair value that were reconsolidated as a result of the litigation settlements with MBIA and Assured.
-3	HELOC post-modification unpaid principal balance reflects write downs.
-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.
	31-Dec-13												31-Dec-12
	Recorded				Unpaid Principal				Related				Recorded			Unpaid Principal			Related
	Investment				Balance				Allowance				Investment			Balance			Allowance
	(Dollars in thousands)
With no related allowance recorded
Consumer loans
Residential first mortgage	$	78,421			$	130,520			$	—			$	231,750		$	360,575		$	—
Second mortgage	1				3,592				—				1,170			4,545			—
HELOC	1				1,544				—				—			2,506			—
Commercial loans
Commercial real estate	1,956				6,427				—				79,782			109,483			—
	$	80,379			$	142,083			$	—			$	312,702		$	477,109		$	—
With an allowance recorded
Consumer loans
Residential first mortgage	$	341,283			$	345,293			$	81,764			$	574,037		$	573,610		$	150,545
Second mortgage	24,355				24,355				4,566				15,779			15,779			7,028
HELOC	405				405				405				734			734			3,074
Commercial loans
Commercial real estate	—				—				—				15,540			22,917			2,538
Commercial and industrial	—				—				—				41			97			10
	$	366,043			$	370,053			$	86,735			$	606,131		$	613,137		$	163,195
Total
Consumer loans
Residential first mortgage	$	419,704			$	475,813			$	81,764			$	805,787		$	934,185		$	150,545
Second mortgage	24,356				27,947				4,566				16,949			20,324			7,028
HELOC	406				1,949				405				734			3,240			3,074
Commercial loans
Commercial real estate	1,956				6,427				—				95,322			132,400			2,538
Commercial and industrial	—				—				—				41			97			10
Total impaired loans	$	446,422			$	512,136			$	86,735			$	918,833		$	1,090,246		$	163,195
The following table presents average total impaired loans and the interest income recognized on impaired loans.
	For the Years Ended December 31,
	2013								2012							2011
	Average				Interest Income Recognized				Average				Interest Income Recognized			Average			Interest Income Recognized
	Recorded								Recorded							Recorded
	Investment								Investment							Investment
	(Dollars in thousands)
Consumer loans
Residential first mortgage	$	602,355			$	16,828			$	761,213			$	12,833		$	625,104		$	17,068
Second mortgage	21,248				1,201				15,609				155			13,521			508
Warehouse lending	14				—				—				—			235			—
HELOC	700				41				522				—			365			12
Commercial loans
Commercial real estate	46,132				654				142,454				2,345			198,872			5,843
Commercial and industrial	99				—				99				5			2,155			87
Commercial lease financing	2,411				—				—				—			—			—
Total impaired loans	$	672,959			$	18,724			$	919,897			$	15,338		$	840,252		$	23,518
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.
Watch. Watch assets are defined as pass rated assets that exhibit elevated risk characteristics or other factors that deserve management’s close attention and increased monitoring. However, the asset does not exhibit a potential or well defined weakness that would warrant a downgrade to criticized or adverse classification.
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. Special mention assets are criticized, but do not expose an institution to sufficient risk to warrant adverse classification.
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 nonperforming 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.
Loss. An asset classified loss is considered uncollectible and of such little value that the continuance as bankable asset is not warranted. This classification does not mean that an asset has absolutely no recovery or salvage value, but, rather that it is not practical or desirable to defer writing off this basically worthless asset even though partial recovery may be affected in the future.
	December 31, 2013
Commercial Credit Exposure	Commercial  Real				Commercial and				Commercial				Total
	Estate				Industrial				Lease Financing				Commercial
	(Dollars in thousands)
Grade
Pass	$	296,983			$	192,013			$	10,341			$	499,337
Watch	26,041				5,534				—				31,575
Special Mention	3,802				9,097				—				12,899
Substandard	82,044				543				—				82,587
Total loans	$	408,870			$	207,187			$	10,341			$	626,398
	December 31, 2013
Consumer Credit Exposure	Residential First Mortgage				Second Mortgage				Warehouse				HELOC			Other Consumer			Total
	(Dollars in thousands)
Grade
Pass	$	2,031,536			$	136,224			$	243,017			$	262,138		$	37,142		$	2,710,057
Watch	343,092				30,482				157,500				20,916			127			552,117
Special mention	—				—				23,000				—			—			23,000
Substandard	134,340				2,819				—				6,826			199			144,184
Total loans	$	2,508,968			$	169,525			$	423,517			$	289,880		$	37,468		$	3,429,358
	December 31, 2012
Commercial Credit Exposure	Commercial  Real				Commercial and				Commercial				Total
	Estate				Industrial				Lease Financing				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
	December 31, 2012
Consumer Credit Exposure	Residential First Mortgage				Second Mortgage				Warehouse				HELOC			Other Consumer			Total
	(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				—				910			248			600,154
Special mention	—				—				266,148				—			—			266,148
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

Concentrations_of_Credit

Concentrations of Credit	12 Months Ended
	Dec. 31, 2013
Risks and Uncertainties [Abstract]	'
Concentrations of Credit	'
	Concentrations of Credit
	Properties collateralizing residential first mortgage loans held-for-investment were geographically disbursed throughout the United States (measured by unpaid principal balance and expressed as a percent of the total).
		December 31,
	State	2013		2012
	California	27.9	%	30.7	%
	Florida	14.3	%	13.9	%
	Michigan	10.3	%	9.9	%
	Washington	4.6	%	4.6	%
	Arizona	4.1	%	4.2	%
	All other states (1)	38.8	%	36.7	%
	Total	100	%	100	%
	-1	No other state contains more than 3.0 percent of the total.
	A portion of the Company’s commercial real estate loan portfolio at December 31, 2013, 77.7 percent, is collateralized by properties located in Michigan. At December 31, 2012, the Company’s commercial real estate portfolio in Michigan was 66.5 percent of the total portfolio.
	Additionally, the following loan products’ contractual terms may give rise to a concentration of credit risk and increase the Company’s exposure to risk of non-payment or realization:
	(a)	Hybrid or ARM loans that are subject to future payment increases;
	(b)	Option ARM loans that permit negative amortization; and
	(c)	Loans under (a) or (b) above with LTV ratios above 80 percent;
	The following table details the unpaid principal balance, net of write downs, of these loans at December 31, 2013 and 2012.
		Held-for-Investment Loans
		31-Dec-13			31-Dec-12
		(Dollars in thousands)
	Amortizing hybrid ARMs
	3/1 ARM	$	125,463		$	118,026
	5/1 ARM	335,424			408,593
	7/1 ARM	132,084			20,532
	Interest only hybrid ARMs
	3/1 ARM	172,949			170,198
	5/1 ARM	668,717			797,347
	7/1 ARM	38,061			54,417
	Option ARMs	37,159			55,848
	All other ARMs	96,307			109,827
	Total	$	1,606,164		$	1,734,788
	Of the loans listed above, the following have original LTV ratios exceeding 80 percent.
		Principal Outstanding
		December 31,			December 31,
		2013			2012
		(Dollars in thousands)
	Loans with original LTV ratios above 80 percent
	> 80%< =0%	$	95,041		$	114,736
	> 90%< =00%	84,756			97,160
	>100%	1,512			5,343
	Total	$	181,309		$	217,239

PrivateLabel_Securitization_Ac

Private-Label Securitization Activity	12 Months Ended
	Dec. 31, 2013
Disclosure of Transfer of Securitizations or Asset-backed Financing Financial Assets Accounted for as Sale [Abstract]	'
Private-label Securitization Activity	'
	Private-label Securitization Activity
	The Company previously participated in four private-label securitizations of financial assets involving two HELOC loan transactions and two second mortgage loan transactions. Three of the four private-label securitizations have been reconsolidated or dissolved as a result of the settlement agreements with MBIA and Assured. See Note 28 of the Notes to the Consolidated Financial Statements, herein, for further information on the settlement agreements.
	In December 2005, the Company completed the $600.0 million FSTAR 2005-1 HELOC securization trust. As a result of this securization, the Company recorded assets of $26.1 million in residual interests. The offered securities in the FSTAR 2005-1 HELOC Securitization were insured by Assured. Due to the Assured Settlement Agreement, the Company reconsolidated the FSTAR 2005-1 HELOC securitization'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, 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 December 31, 2013, the Company has a fair value of HELOC loans of $78.0 million and long-term debt of $55.2 million recorded as a VIE associated with the FSTAR 2005-1 HELOC Securitization trust.
	In December 2006, the Company completed the $302.2 million non-agency HELOC securitization, i.e, the 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 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, 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. At December 31, 2013, the Company has a fair value of HELOC loans of $77.0 million and long-term debt of $50.6 million recorded as a VIE associated with the FSTAR 2006-2 HELOC Securitization trust.
	In April 2006, the Company completed a $400.0 million securitization transaction involving fixed second mortgage loans that the Company held at the time in its investment portfolio. The offered securities in the FSTAR 2006-1 mortgage securitization trust were insured by MBIA. Due to the MBIA Settlement Agreement, the mortgage securitization trust was collapsed and the Company transferred the loans associated with the 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 mortgage securitization. At December 31, 2013, the Company recorded a fair value of $64.7 million of second mortgage loans associated with the FSTAR 2006-1 mortgage securitization trust.
	In March 2007, the Company completed a $620.9 million non-agency securitization 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 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 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 probable losses and receive residual returns (support of the guarantor and holder of residual interests in trusts).
	Consolidated VIEs
	Consolidated VIEs at December 31, 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 securitization trusts for satisfaction of the debt issued by the 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
	31-Dec-13		(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items		$	1,129			$	—			$	1,129
	Loans held-for-investment		78,009				77,003				155,012
	Other assets (accrued interest receivable)		—				—				—
	Liabilities
	Long-term debt		$	55,172			$	50,641			$	105,813
	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 securitization at its inception and the current characteristics as of and for the year ended December 31, 2013.
			2007-1 at				2007-1
			Inception				Current Levels
		(Dollars in thousands)
	Fixed Rate Second Mortgage Securitization
	Number of loans		12,416				4,221
	Aggregate principal balance		$	622,100			$	169,577
	Average principal balance		$	50			$	40
	Weighted average fully indexed interest rate		8.22		%		7.09		%
	Weighted average original term		194 months				194 months
	Weighted average remaining term		185 months				106 months
	Weighted average original credit score		726				712
	Transferor’s 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 28 of the Notes to the Consolidated Financial Statements, herein, for further information on the Assured Settlement Agreement.
	FSTAR 2005-1 HELOC Securitization. At December 31, 2013 and 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 transferor’s 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 HELOC securitization trust and reversed the transferors' interests as of June 30, 2013.
	FSTAR 2006-2 HELOC Securitization. At December 31, 2013 and 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 transferor’s 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 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 December 31, 2013, the Company no longer has any unfunded commitments related to the HELOC securitization trusts.
		FSTAR 2005-1				FSTAR 2006-2				Total
		(Dollars in thousands)
	December 31, 2012
	Notional amount of unfunded commitments (1)	$	30,767			$	27,447			$	58,214
	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. Following the Assured Settlement Agreement, the Company now has credit exposure associated with nonperforming 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 retained assets with credit exposure, which includes transferors' interests that were included as unreimbursed HELOC draws which are included in loans held-for-investment were zero and $7.1 million at December 31, 2013 and 2012, respectively.

Repossessed_Assets

Repossessed Assets	12 Months Ended
	Dec. 31, 2013
Real Estate [Abstract]	'
Repossessed Assets	'
	Repossessed Assets
	Repossessed assets include the following.
		December 31,
		2013		2012
		(Dollars in thousands)
	One-to-four family properties	$	24,038	$	67,863
	Commercial properties	12,598		52,869
	Total repossessed assets	$	36,636	$	120,732

Federal_Home_Loan_Bank_Stock

Federal Home Loan Bank Stock	12 Months Ended
	Dec. 31, 2013
Federal Home Loan Bank Stock [Abstract]	'
Federal Home Loan Bank Stock	'
	Federal Home Loan Bank Stock
	The Company’s investment in Federal Home Loan Bank stock decreased to $209.7 million at December 31, 2013 compared to $301.7 million at December 31, 2012, due to the Federal Home Loan Bank’s request to repurchase excess stock of $92.0 million. As a member of the Federal Home Loan Bank, the Company is required to hold shares of Federal Home Loan Bank stock in an amount equal to at least 1.0 percent of the aggregate unpaid principal balance of its mortgage loans, home purchase contracts and similar obligations at the beginning of each year or 5 percent of Federal Home Loan Bank advances, whichever is greater. During the year ended December 31, 2013 the Company had $92.0 million in redemptions of Federal Home Loan Bank stock, compared to no redemptions and $35.5 million in redemptions of Federal Home Loan Bank stock during the years ended December 31, 2012 and 2011, respectively. Dividends received on the stock equaled $10.6 million, $9.4 million and $8.3 million for the years ended December 31, 2013, 2012 and 2011, respectively. These dividends were recorded in the Consolidated Statements of Operations as other fees and charges, net.

Premises_and_Equipment

Premises and Equipment	12 Months Ended
	Dec. 31, 2013
Property, Plant and Equipment [Abstract]	'
Premises and Equipment	'
	Premises and Equipment
	Premises and equipment balances and estimated useful lives are as follows.
		Estimated		December 31,
		Useful Lives		2013			2012
				(Dollars in thousands)
	Land	—		$	66,253		$	66,206
	Office buildings	31.5 years		138,157			128,692
	Computer hardware and software	3 — 5 years		156,104			159,908
	Furniture, fixtures and equipment	5 — 7 years		66,090			67,029
	Automobiles	3 years		228			230
	Total			426,832			422,065
	Less accumulated depreciation			(195,482		)	(203,006		)
	Premises and equipment, net			$	231,350		$	219,059
	Depreciation expense amounted to approximately $22.6 million, $19.2 million and $15.2 million, for the years ended December 31, 2013, 2012 and 2011, respectively.
	The Company conducts a portion of its business from leased facilities. Such leases are considered to be operating leases based on their lease terms. Lease rental expense totaled approximately $8.0 million, $6.8 million and $6.5 million for the years ended December 31, 2013, 2012 and 2011, respectively.
	The following outlines the Company’s minimum contractual lease obligations.
		31-Dec-13
		(Dollars in thousands)
	2014	$	7,082
	2015	5,713
	2016	3,983
	2017	2,827
	2018	909
	Thereafter	930
	Total	$	21,444
		31-Dec-12
		(Dollars in thousands)
	2013	$	7,023
	2014	6,512
	2015	5,259
	2016	3,534
	2017	2,305
	Thereafter	1,809
	Total	$	26,442

Mortgage_Servicing_Rights

Mortgage Servicing Rights	12 Months Ended
	Dec. 31, 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 Company invests in MSRs to support mortgage strategies and to deploy capital at acceptable returns. The Company also deploys derivatives and other fair value assets as economic hedges to offset changes in fair value of the MSRs resulting from the actual or anticipated changes in prepayments stemming from changing interest rate environments. The Company's portfolio of MSRs is highly sensitive to movements in interest rates, and hedging activities related to the portfolio. The primary risk associated with MSRs is they will lose a substantial portion of value as a result of higher than anticipated prepayments due to loan refinancing prompted, in part, by declining interest rates. Conversely, these assets generally increase in value in a rising interest rate environment to the extent that prepayments are slower than anticipated. There is also a risk of valuation decline due to higher than expected increases in default rates, but the Company does not believe such risk can be sufficiently quantified to effectively hedge. See Note 15 of the Notes to the Consolidated Financial Statements, herein, for additional information regarding the instruments utilized to hedge the risks of MSRs.
	During the fourth quarter 2013, the Company sold a substantial portion of its MSRs portfolio to Matrix Financial Services Corporation ("Matrix"), a wholly owned subsidiary of Two Harbors Investment Corp. Covered under the agreement are certain mortgage loans serviced for both Fannie Mae and Ginnie Mae, originated primarily after 2010. As of December 31, 2013, the Company has sold $40.7 billion of unpaid principal balance of residential MSRs related to this agreement, which resulted in $11.3 million in transaction costs on sales of MSRs. Simultaneously, the Company entered into a subservicing agreement with Matrix related to these residential mortgage loans serviced for others.
	The following table presents the unpaid principal balance of residential loans serviced for other and the number of accounts associated with those loans.
		December 31, 2013						December 31, 2012
		Amount			Number of accounts			Amount			Number of accounts
	Residential mortgage servicing
	Serviced for others	$	25,743,396		131,413			$	76,821,222		377,210
	Subserviced for others (1)	40,431,867			198,256			—			—
	Total residential loans serviced for others (1)	$	66,175,263		329,669			$	76,821,222		377,210
	-1	Does not include temporary short-term subservicing performed as a result of some sales of servicing.
	Changes in the carrying value of residential first mortgage MSRs, accounted for at fair value, were as follows.
		For the Years Ended December 31,
		2013				2012				2011
		(Dollars in thousands)
	Balance at beginning of period	$	710,791			$	510,475			$	580,299
	Additions from loans sold with servicing retained	401,735				535,875				254,824
	Reductions from bulk sales (1)	(834,499		)		(139,738		)		(88,828		)
	Changes in fair value due to (2)
	Decrease in MSR value (3)	(99,320		)		(151,470		)		(67,881		)
	All other changes in valuation inputs or assumptions (4)	105,971				(44,351		)		(167,939		)
	Fair value of MSRs at end of period	$	284,678			$	710,791			$	510,475
	Unpaid principal balance of residential mortgage loans serviced for others (period end)	$	25,743,396			$	76,821,222			$	63,770,676
	-1	Includes bulk sales related to underlying serviced loans totaling $74.9 billion, $17.4 billion and $9.2 billion, respectively, for the years ended December 31, 2013, 2012 and 2011.
	-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 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 years ended December 31, 2013, 2012 and 2011 were as follows.
		For the Years Ended December 31,
		2013			2012			2011
	Weighted-average life (in years)	6.1			6.1			5.9
	Weighted-average constant prepayment rate ("CPR")	13.8	%		14.8	%		18.7	%
	Weighted-average discount rate	8.5	%		7.1	%		7.6	%
	The key economic assumptions used in determining the fair value of MSRs at year end were as follows.
		December 31,
		2013			2012			2011
	Weighted-average life (in years)	7.3			5.3			4.5
	Weighted-average (CPR)	11.9	%		17.3	%		21.6	%
	Weighted-average discount rate	10.2	%		7	%		7.2	%
	Contractual servicing fees. Contractual servicing and subservicing fees, including late fees and ancillary income, for each type of loan serviced are presented below. Contractual servicing and subservicing fees are included within loan administration income on the Consolidated Statements of Operations.  Subservicing fee income is recorded for fees earned, net of third party subservicing costs, for loans subserviced.
		For the Years Ended December 31,
		2013				2012				2011
		(Dollars in thousands)
	Residential first mortgage loans serviced for others	$	189,003			$	208,864			$	169,884
	Residential first mortgage loans subserviced for others	1,306				—				—
	Other consumer loans serviced for others	387				751				211
	Total	$	190,696			$	209,615			$	170,095

Derivative_Financial_Instrumen

Derivative Financial Instruments	12 Months Ended
	Dec. 31, 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 December 31, 2013 and 2012:
	•	Fannie Mae, Freddie Mac, Ginnie Mae and other forward loan sale contracts;
	•	Rate lock commitments;
	•	Interest rate swap; 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 legally enforceable 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 considered in this netting. These agreements allow the Company to settle all derivative contracts held with a single counterparty on a net basis in a single currency, and to offset net derivative positions with related collateral, where applicable.
	Counterparty credit risk. The Bank is exposed to credit loss in the event of nonperformance 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.
	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.
	Derivatives Not Designated in Hedge Relationships
	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 or do not qualify 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 the Agencies. 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 a pre-tax loss of $42.0 million, a pre-tax gain of $44.2 million and a pre-tax loss of $22.2 million for the years ended December 31, 2013, 2012, and 2011, 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 recognized as a component of loan administration. The Company recognized a loss of $70.2 million, a gain of $86.2 million and a gain of $160.3 million for the years ended December 31, 2013, 2012 and 2011, respectively, on MSR fair value hedging activities.
	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 derivative strategies that the Company uses to manage its investment in MSRs may not to fully offset changes in the fair value of such asset due to changes in interest rates and market liquidity.
	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 entering into offsetting derivative contracts with other counterparties. The offsetting derivative contracts have nearly identical notional values, terms and indices. These limits are established annually and reviewed quarterly. The Company's interest rate swap agreements are structured such that variable payments are primarily based on LIBOR (one-month, three-month or six-month) or prime. 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. Changes in fair value are recognized in "other noninterest income" on the Consolidated Statements of Income. There were no significant net gains (losses) recognized in income on customer-initiated derivative instruments for the years ended December 31, 2013, 2012, and 2011, respectively.
	The Company had the following derivative financial instruments.
		31-Dec-13
		Notional		Fair		Expiration
		Amount		Value		Dates
		(Dollars in thousands)
	Assets (1)
	U.S. Treasury and euro dollar futures	$	4,300,100	$	1,221	2014
	Rate lock commitments	1,857,775		10,329		2014
	Forward agency and loan sales	2,819,896		19,847		2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative assets	$	9,080,219	$	33,194
	Liabilities (2)
	Mortgage backed securities forwards	$	95,000	$	1,665	2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative liabilities	$	197,448	$	3,462
		31-Dec-12
		Notional		Fair		Expiration
		Amount		Value		Dates
		(Dollars in thousands)
	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.
	The following tables present the derivatives subject to a master netting arrangement, including the cash pledged as collateral.
		December 31, 2013
								Gross Amounts Not Offset in the Statement of Financial Position
	Derivatives Not Designated in Hedge Relationships	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	$	7,074	$	1,701	$	5,373	$	—		$	4,152		$	1,221
	Rate lock commitments	14,510		4,181		10,329		—			—			10,329
	Forward agency and loan sales	20,326		479		19,847		—			—			19,847
	Interest rate swaps	3,045		—		3,045		—			1,248			1,797
	Total derivative assets	$	44,955	$	6,361	$	38,594	$	—		$	5,400		$	33,194
	Liabilities
	U.S. Treasury and euro dollar futures	$	1,701	$	1,701	$	—	$	—		$	—		$	—
	Mortgage backed securities forwards	13,837		—		13,837		—			(12,172		)	1,665
	Rate lock commitments	4,181		4,181		—		—			—			—
	Forward agency and loan sales	479		479		—		—			—			—
	Interest rate swaps	1,797		—		1,797		—			—			1,797
	Total derivative liabilities	$	21,995	$	6,361	$	15,634	$	—		$	(12,172	)	$	3,462
	December 31, 2012
							Gross Amounts Not Offset in the Statement of Financial Position
Derivatives Not Designated in Hedge Relationships	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
Rate lock commitments	86,286		86		86,200		—			—			86,200
Forward agency and loan sales	3,401		3,401		—		—			—			—
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	$	—	$	—		$	—		$	—
Rate lock commitments	86		86		—		—			—			—
Forward agency and loan sales	17,422		3,401		14,021		—			—			14,021
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 $6.8 million and $76.3 million of investment securities and cash collateral to counterparties at December 31, 2013 and 2012, respectively, for derivative activities. The Company pledged $6.8 million and $61.3 million in cash collateral to counterparties at December 31, 2013 and 2012, respectively, and zero and $15.0 million in U.S. Treasury bonds at December 31, 2013 and 2012, respectively. The cash pledged was restricted and is included in other assets on the Consolidated Statements of Financial Condition. The total securities pledged is included in assets on the Consolidated Statements of Financial Condition.

Deposit_Accounts

Deposit Accounts	12 Months Ended
	Dec. 31, 2013
Deposits [Abstract]	'
Deposit Accounts	'
	Deposit Accounts
	The deposit accounts are as follows.
		December 31,
		2013		2012
		(Dollars in thousands)
	Retail deposits
	Demand accounts	$	763,554	$	681,983
	Savings accounts	2,869,279		2,108,170
	Money market demand accounts	287,104		401,853
	Certificates of deposit	1,026,129		3,175,481
	Total retail deposits	4,946,066		6,367,487
	Government deposits
	Demand account	104,466		98,890
	Savings account	183,128		263,841
	Certificate of deposit	314,804		456,347
	Total government deposits	602,398		819,078
	Wholesale deposits	8,717		99,338
	Company controlled deposits	583,145		1,008,392
	Total deposits	$	6,140,326	$	8,294,295
	Noninterest bearing deposits included in above balances at December 31, 2013 and 2012, were approximately $0.9 billion and $1.3 billion, respectively.
	The following table indicates the scheduled maturities for certificates of deposit with a minimum denomination of $100,000.
		December 31,
		2013		2012
		(Dollars in thousands)
	Three months or less	$	341,989	$	834,390
	Over three months to six months	186,746		431,792
	Over six months to twelve months	223,131		927,797
	One to two years	40,396		103,437
	Thereafter	35,593		42,227
	Total	$	827,855	$	2,339,643

Federal_Home_Loan_Bank_Advance

Federal Home Loan Bank Advances	12 Months Ended
	Dec. 31, 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.
		December 31,
		2013						2012						2011
		Amount			Weighted			Amount				Weighted		Amount		Weighted
					Average							Average				Average
					Rate							Rate				Rate
		(Dollars in thousands)
	Short-term floating rate daily adjustable advances	$	216,000		0.5	%		$	280,000			0.5	%	$	553,000	0.4	%
	Fixed rate putable advances	772,000			0.3	%		—				—	%	—		—	%
	Long-term fixed rate term advances	—			—	%		2,900,000				3.3	%	3,400,000		3.1	%
	Total	$	988,000		0.34	%		$	3,180,000			3.05	%	$	3,953,000	2.72	%
	The Company prepaid $2.9 billion in higher cost long-term Federal Home Loan Bank advances during the fourth quarter 2013, which resulted in a loss on extinguishment of debt of $177.6 million.
	The Company prepaid $500.0 million in higher cost long-term Federal Home Loan Bank advances during the third quarter 2012, which resulted in a loss on extinguishment of debt of $15.2 million.
	The Company restructured $1.0 billion in Federal Home Loan Bank advances during the third quarter 2011. The effect in the overall Federal Home Loan Bank advance portfolio was an increase in the average remaining term to 4.3 years at December 31, 2011 from 3.6 years and a decrease in the weighted average interest rate to 3.1 percent from 3.5 percent.
		For the Years Ended December 31,
		2013			2012				2011
		(Dollars in thousands)
	Maximum outstanding at any month end	$	2,907,598		$	3,770,000			$	3,953,000
	Average outstanding balance	2,914,637			3,698,362				3,620,368
	Average remaining borrowing capacity	735,391			1,040,677				728,394
	Weighted-average interest rate	3.22		%	2.88		%		3.26		%
	The following outlines the Company’s Federal Home Loan Bank advance final maturity dates as of December 31, 2013 and 2012.
		For the Years Ended December 31,
		2013			2012
		(Dollars in thousands)
	2013	$	—		$	280,000
	2014	988,000			250,000
	2015	—			750,000
	2016	—			1,650,000
	2017	—			250,000
	2018	—			—
	Total	$	988,000		$	3,180,000
	At December 31, 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 December 31, 2013, the Company had $1.0 billion of advances outstanding and an additional $1.7 billion of collateralized borrowing capacity available at the Federal Home Loan Bank. 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	12 Months Ended
	Dec. 31, 2013
Debt Disclosure [Abstract]	'
Long-Term Debt	'
	Long-Term Debt
	The Company sponsored nine trust subsidiaries, including the consolidated VIEs, 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.
		December 31,
		2013				2012
		(Dollars in thousands)
	Junior Subordinated Notes
	Floating 3 Month LIBOR
	Plus 3.25% (1), matures 2032	$	25,774	3.5	%	$	25,774	3.56	%
	Plus 3.25% (1), matures 2033	25,774		3.49	%	25,774		3.59	%
	Plus 3.25% (1), matures 2033	25,780		3.5	%	25,780		3.56	%
	Plus 2.00% (1), matures 2035	25,774		2.24	%	25,774		2.34	%
	Plus 2.00% (1), matures 2035	25,774		2.24	%	25,774		2.34	%
	Plus 1.75% (1), matures 2035	51,547		2	%	51,547		2.06	%
	Plus 1.50% (1), matures 2035	25,774		1.74	%	25,774		1.84	%
	Plus 1.45% (1), matures 2037	25,774		1.69	%	25,774		1.76	%
	Plus 2.50% (1), matures 2037	15,464		2.74	%	15,464		2.81	%
	Subtotal	$	247,435			$	247,435
	Notes associated with consolidated VIEs
	HELOC securitizations
	Plus 0.23% (2), matures 2018	$	55,172			$	—
	Plus 0.16% (3), matures 2019	50,641				—
	Total long-term debt	$	353,248			$	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) 0.16 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 0.16 percent.
	Interest on all junior subordinated notes related to trust preferred securities is payable quarterly. At December 31, 2013 and 2012 the three-month LIBOR interest rate was 0.25 percent and 0.31 percent, respectively. At December 31, 2013 and 2012, the one-month LIBOR interest rate was 0.17 percent and 0.21 percent, respectively.
	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 and Consent Order.
	Notes Associated with Consolidated VIEs
	As previously discussed in Note 10 of the Notes to the Consolidated Financial Statements, herein, 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 December 31, 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 June 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	12 Months Ended
	Dec. 31, 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.
		For the Years Ended December 31,
		2013			2012			2011
		(Dollars in thousands)
	Balance, beginning of period,	$	193,000		$	120,000		$	79,400
	Provision
	Charged to gain on sale for current loan sales	17,606			24,410			8,993
	Charged to representation and warranty reserve — change in estimate	36,116			256,289			150,055
	Total	53,722			280,699			159,048
	Charge-offs, net	(192,722		)	(207,699		)	(118,448		)
	Balance, end of period	$	54,000		$	193,000		$	120,000
	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 Agencies 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 Agency 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, probable 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 probable 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 fourth quarter 2013, the Bank entered into settlement agreements with both Fannie Mae and Freddie Mac to resolve substantially all of the repurchase requests and obligations associated with loans originated between January 1, 2000 and December 31, 2008. The settlement with Fannie Mae, reached on November 6, 2013, was for a total resolution amount of $121.5 million and, after paid claim credits and other adjustments, the Company paid $93.5 million. The Bank settled with Freddie Mac on December 30, 2013 for a total resolution amount of $10.8 million and, after paid claim credits and other adjustments, the Company paid $8.9 million.

Warrant_Liabilities

Warrant Liabilities	12 Months Ended
	Dec. 31, 2013
Warrants and Rights Note Disclosure [Abstract]	'
Warrant Liabilities	'
	Warrant Liabilities
	May Investors
	In full satisfaction of the Company’s obligations under anti-dilution provisions applicable to certain investors (the "May Investors") in the Company’s May 2008 private placement capital raise, the Company granted warrants (the "May Investor Warrants") to the May Investors on January 30, 2009 for the purchase of 142,598 of Common Stock at $62.00 per share. The holders of such warrants are entitled to acquire shares of Common Stock for a period of ten years. During 2009, May Investors exercised May Investor Warrants to purchase 31,484 shares of Common Stock. As a result of the Company’s registered offering on March 31, 2010, of 5.8 million shares of Common Stock at a price per share of $50.00, the number of shares of the Company’s Common Stock issuable to the May Investors under the May Investor Warrants was increased by 26,667 and the exercise price was decreased to $50.00 pursuant to the antidilution provisions of the May Investors Warrants. As a result of the Company’s registered offering on November 2, 2010 of 11.6 million shares of Common Stock at a price per share of $10.00, the number of shares of Common Stock issuable to the May Investors under the May Investor Warrants was increased by 551,126 and the exercise price was decreased to $10.00 pursuant to the antidilution provisions of the May Investors Warrants. For the year ended December 31, 2013, no shares of Common Stock were issued upon exercise of May Investor Warrants, and at December 31, 2013, the May Investors held warrants to purchase 688,907 shares at an exercise price of $10.00.
	Management believes the May Investor Warrants do not meet the definition of a contract that is indexed to the Company’s own stock under U.S. GAAP. Therefore, the May Investor Warrants are classified as liabilities rather than as an equity instrument and are measured at fair value, with changes in fair value recognized through operations.
	On January 30, 2009, in conjunction with the capital investments, the Company recorded the May Investor Warrants at their fair value of $6.1 million. From the issuance of the May Investor Warrants on January 30, 2009 through December 31, 2013, the Company marked these warrants to market which resulted in an increase in the liability during this time of $4.7 million. This increase was recorded in warrant expense and included in noninterest expense.
	At December 31, 2013, the Company’s liabilities to the holders of May Investors Warrants amounted to $10.8 million. 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.
	Other Warrants
	On January 30, 2009, the Company sold to the U.S. Treasury 266,657 shares of Series C fixed rate cumulative non-convertible perpetual preferred stock ("Series C Preferred Stock") and a warrant to purchase up to approximately 0.7 million shares of Common Stock at an exercise price of $62.00 per share (the "Warrant") for $266.7 million. The issuance and the sale of the Series C Preferred Stock and Warrant were exempt from the registration requirements of the Securities Act of 1933, as amended. The Series C Preferred Stock qualifies as Tier 1 capital and pays cumulative dividends quarterly at a rate of 5 percent per annum for the first five years, and 9 percent per annum thereafter. The Warrant became exercisable upon receipt of stockholder approval on May 26, 2009 and has a 10 year term.
	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.

Stockholders_Equity

Stockholders' Equity	12 Months Ended
	Dec. 31, 2013
Stockholders' Equity Note [Abstract]	'
Stockholders' Equity	'
	Stockholders' Equity
	On September 24, 2012, the Company's stockholders approved an amendment to the Company's Amended and Restated Articles of Incorporation to effect a reverse stock split of common stock with the exact exchange ratio and timing of the reverse stock split to be determined at the discretion of the Company's board of directors. The board of directors approved a one-for-ten reverse stock split which began trading on a post-split-basis October 11, 2012. In lieu of fractional shares, stockholders received cash payments based on the common stock's closing price on October 9, 2012 of $11.70 per share, which reflects the reverse stock split. The common stock par value remained at $0.01 per share. All common stock and related per share amounts in these Consolidated Financial Statements and notes to the Consolidated Financial Statements are reflected on an after-reverse-split basis for all periods presented.
	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 shares at December 31, 2013 is summarized as follows.
		Rate (1)			Earliest		Shares		Preferred			Additional
					Redemption		Outstanding		Shares			Paid in
					Date							Capital
		(Dollars in thousands)
	Series C Preferred Stock	5	%		31-Jan-12		266,657		$	3		$	266,171
	-1	Beginning after January 30, 2014, the rate will be 9.0 percent.
	See Note 20 of the Notes to the Consolidated Financial Statements, herein, for further information regarding the Series C Preferred Stock and Warrants.
	Deferral of Dividend Payments
	On January 27, 2012, the Company provided notice to the U.S. Treasury exercising the contractual right to defer regularly scheduled quarterly payments of dividends, beginning with the February 2012 payment, on preferred stock issued and outstanding in connection with participation in the TARP Capital Purchase Program, at the time. Under the terms of the preferred stock, the Company may defer payments of dividends for up to six quarters in total without default or penalty. Concurrently, the Company also exercised contractual rights to defer interest payments with respect to trust preferred securities. For information about the deferral of dividends, refer to Note 2 and Note 18 of the Notes to the Consolidated Financial Statements, herein.
	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			After-Tax Amount
		(Dollars in thousands)
	Accumulated other comprehensive income (loss)
	December 31, 2013
	Net unrealized (loss) gain on securities available-for-sale,
	U.S. government sponsored agencies	$	(9,042	)		$	4,211		$	(4,831	)
	Total net unrealized (loss) gain on securities available-for-sale	$	(9,042	)		$	4,211		$	(4,831	)
	December 31, 2012
	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	)
	December 31, 2011
	Net unrealized gain (loss) on securities available-for-sale,
	Non-agency collateralized mortgage obligations	$	(23,095	)		$	20,608		$	(2,487	)
	U.S. government sponsored agencies	2,211				(728		)	1,483
	FSTAR 2006-1 securitization trust	(12,923		)		6,108			(6,815		)
	Total net unrealized gain (loss) on securities available-for-sale	$	(33,807	)		$	25,988		$	(7,819	)
	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 mortgage securitization recorded in other comprehensive income (loss).

Earnings_Loss_Per_Share

Earnings (Loss) Per Share	12 Months Ended
	Dec. 31, 2013
Earnings Per Share [Abstract]	'
Earnings (Loss) Per Share	'
	Earnings (Loss) Per Share
	Basic earnings (loss) per share excludes dilution and is computed by dividing earnings (loss) available to common stockholders by the weighted average number of shares of Common Stock outstanding during the period. Diluted earnings (loss) 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 (loss) of the Company. All previously stated references to the number of share outstanding, per share amounts, and stock option data of the Common Stock have been restated to give retroactive effect to the reverse stock split that occurred on October 11, 2012.
	The following table sets forth the computation of basic and diluted earnings (loss) per share of Common Stock.
		For the Years Ended December 31,
		2013			2012			2011
		(In thousands, except per share data)
	Net income (loss)	$	266,987		$	68,376		$	(181,778	)
	Less: preferred stock dividend/accretion	(5,784		)	(5,658		)	(17,165		)
	Net income (loss) from continuing operations	261,203			62,718			(198,943		)
	Deferred cumulative preferred stock dividends	(14,366		)	(13,670		)	—
	Net income (loss) applicable to Common Stock	$	246,837		$	49,048		$	(198,943	)
	Weighted Average Shares
	Weighted average common shares outstanding	56,063			55,762			55,434
	Effect of dilutive securities
	Warrants	237			7			—
	Stock-based awards	218			425			—
	Weighted average diluted common shares	56,518			56,194			55,434
	Earnings (loss) per common share
	Net income (loss) applicable to Common Stock	$	4.4		$	0.88		$	(3.62	)
	Effect of dilutive securities
	Warrants	(0.02		)	—			—
	Stock-based awards	(0.01		)	(0.01		)	—
	Diluted earnings (loss) per share	$	4.37		$	0.87		$	(3.62	)
	Due to the loss attributable to common stockholders for the year ended December 31, 2011, the diluted loss per share calculation excludes all Common Stock equivalents, including 1,334,045 shares pertaining to warrants and 250,914 shares pertaining to stock-based awards. The inclusion of these securities would be anti-dilutive.

StockBased_Compensation

Stock-Based Compensation	12 Months Ended
	Dec. 31, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock-Based Compensation	'
	Stock-Based Compensation
	In 1997, the Company's Board of Directors adopted resolutions to implement various stock option and purchase plans and incentive compensation plans in conjunction with the public offering of Common Stock. On May 26, 2006, the Company’s stockholders approved the Flagstar Bancorp, Inc. 2006 Equity Incentive Plan (the "2006 Plan"). The 2006 Plan consolidates, amends and restates the Company’s 1997 Employees and Directors Stock Option Plan, its 2000 Stock Incentive Plan, and its 1997 Incentive Compensation Plan (each, a "Prior Plan"). Awards still outstanding under any of the Prior Plans will continue to be governed by their respective terms. Under the 2006 Plan, key employees, officers, directors and others expected to provide significant services to the Company and its affiliates are eligible to receive awards. Awards that may be granted under the 2006 Plan include stock options, incentive stock options, cash-settled stock appreciation rights, restricted stock units, performance shares and performance units and other awards.
	Under the 2006 Plan, the exercise price of any award granted must be at least equal to the fair market value of Common Stock on the date of grant. Non-qualified stock options granted to directors expire 5 years from the date of grant. Grants other than non-qualified stock options have term limits set by the board of directors in the applicable agreement. Stock appreciation rights expire 7 years from the date of grant unless otherwise provided by the compensation committee of the board of directors.
	During the years ended December 31, 2013, 2012 and 2011, compensation expense recognized related to the 2006 Plan totaled $4.8 million, $6.9 million and $6.7 million, respectively. The Board of Directors approved a one-for-ten reverse stock split, which began trading on a post-split basis on October 11, 2012. All Common Stock and related per share amounts discussed below are reflected on an after-reverse-split basis for all periods presented.
	Stock Option Plan
	The following tables summarize the activity that occurred in the years ended December 31.
		Number of Shares
		2013		2012			2011
	Options outstanding, beginning of year	93,628		111,273			126,935
	Options canceled, forfeited and expired	(10,691	)	(17,645	)		(15,662	)
	Options outstanding, end of year	82,937		93,628			111,273
	Options vested and expected to vest, end of year	82,937		93,628			111,273
	Options exercisable, end of year	43,281		34,061			26,118
	The total intrinsic value of options exercised during the years ended December 31, 2013, 2012 and 2011, was zero. Additionally, there was no aggregate intrinsic value of options outstanding and exercised at December 31, 2013, 2012 and 2011.
		Weighted Average Exercise Price
		2013			2012				2011
	Options outstanding, beginning of year	$	143.41		$	181			$	171.1
	Options canceled, forfeited and expired	447.22			386.45				100.7
	Options outstanding, end of year	$	104.26		$	143.41			$	181
	Options vested and expected to vest, end of year	$	104.26		$	143.41			$	181
	Options exercisable, end of year	$	126.49		$	173.32			$	510.5
	The following information pertains to the stock options issued pursuant to the Prior Plans, but not exercised at December 31, 2013.
		Options Outstanding								Options Exercisable
	Range of Grant Price	Number of Options Outstanding at December 31, 2013		Weighted Average Remaining Contractual Life (Years)		Weighted Average Exercise Price				Number Exercisable at December 31, 2013	Weighted Average Exercise Price
	$80.00	81,953		6.04		$	80			42,297	$	80
	$1,523.00 - $2,471.50	984		0.65		$	2,124.74			984	$	2,124.74
		82,937								43,281
			Options Vested and Expected to Vest
	Range of Grant Price		Number of Options Outstanding at December 31, 2013		Weighted Average Remaining Contractual Life (Years)		Weighted Average Exercise Price
	$80.00		81,953		6.04		$	80
	$1,523.00 - $2,471.50		984		0.65		$	2,124.74
			82,937
	At December 31, 2013 and 2012, options available for future grants were 213,678 and 202,987, respectively.
	Restricted Stock Units
	The Company issues restricted stock units to officers, directors and key employees in connection with year-end compensation. Restricted stock generally will vest in 1/3 increments on each annual anniversary of the date of grant beginning with the first anniversary. At December 31, 2013 and 2012, the maximum number of shares of Common Stock that may be issued under the 2006 Plan as the result of any grants were 961,913 shares and 1,159,562 shares, respectively. The Company incurred expenses of approximately $1.4 million, $2.9 million and $2.2 million with respect to restricted stock units during the years ended December 31, 2013, 2012 and 2011, respectively. As of December 31, 2013 and 2012 restricted stock units had a market value of $5.6 million and $8.3 million, respectively.
		Shares		Weighted — Average Grant-Date Fair Value per Share
	Restricted Stock
	Non-vested at December 31, 2010	193,943		$	31.9
	Granted	99,429		14.9
	Vested	(27,439	)	62.9
	Canceled and forfeited	(38,485	)	24.3
	Non-vested at December 31, 2011	227,448		$	22
	Non-vested at December 31, 2011	227,448		$	22
	Granted	329,025		9.79
	Vested	(109,588	)	24.98
	Canceled and forfeited	(21,674	)	22.28
	Non-vested at December 31, 2012	425,211		$	12.7
	Non-vested at December 31, 2012	425,211		$	12.7
	Granted	113,760		15.06
	Vested	(190,949	)	17.08
	Canceled and forfeited	(60,096	)	11.14
	Non-vested at December 31, 2013	287,926		$	12.01
	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 an expense of $24.4 million, $31.1 million and $22.8 million for the years ended December 31, 2013, 2012 and 2011, respectively, for incentive plans.

Employee_Benefit_Plans

Employee Benefit Plans	12 Months Ended
	Dec. 31, 2013
Compensation and Retirement Disclosure [Abstract]	'
Employee Benefit Plans	'
	Employee Benefit Plans
	The Company maintains a 401(k) plan for its employees. Under the plan, eligible employees may contribute up to 60 percent of their annual compensation, subject to a maximum amount proscribed by law. The maximum annual contribution was $17,500, $17,000 and $16,500, respectively, for the years ended December 31, 2013, 2012 and 2011. Participants who are age 50 or older at the end of the calendar year, were also able to make additional contributions of up to $5,500 for 2013, 2012 and 2011. On January 1, 2011, the Company established a non-discretionary matching contribution in an amount equal to 50 percent of deferral contribution subject to a maximum of 3 percent in eligible compensation deferred. The Company’s contributions vest at a rate such that an employee is fully vested after five years of service. The Company’s contributions to the plan for the years ended December 31, 2013, 2012, and 2011 were approximately $2.4 million, $2.1 million and $1.2 million, respectively. The Company may also make discretionary contributions to the plan; however, none have been made.

Income_Taxes

Income Taxes	12 Months Ended
	Dec. 31, 2013
Income Tax Disclosure [Abstract]	'
Income Taxes	'
	Income Taxes
	Components of the (benefit) provision for federal income taxes from operations consist of the following.
		For the Years Ended December 31,
		2013			2012			2011
	Current	(Dollars in thousands)
	Federal	$	226		$	4,235		$	1,056
	State	102			—			—
	Total current income tax (benefit) expense	$	328		$	4,235		$	1,056
	Deferred
	Federal	$	(407,611	)	$	(19,880	)	$	—
	State	(8,967		)	—			—
	Total deferred income tax (benefit) expense	(416,578		)	(19,880		)	—
	Total Income Tax (Benefit) Expense	$	(416,250	)	$	(15,645	)	$	1,056
	The Company’s effective tax rate differs from the statutory federal tax rate. The following is a summary of such differences.
		For the Years Ended December 31,
		2013			2012			2011
		(Dollars in thousands)
	(Benefit) provision at statutory federal income tax rate (35%)	$	(52,242	)	$	18,456		$	(63,253	)
	Increases (decreases) resulting from
	Change in valuation allowance, federal and state	(355,769		)	(19,224		)	52,999
	Residual tax effect associated with other comprehensive income	(6,108		)	(19,880		)	—
	State income tax benefit, net of federal income tax effect	(2,647		)	—			—
	Warrant (income) expense	(190		)	3,127			(2,411		)
	Non-deductible compensation	383			1,144			1,267
	Litigation settlement	—			293			11,655
	Other	323			439			799
	(Benefit) provision for income taxes	$	(416,250	)	$	(15,645	)	$	1,056
	During the year ended December 31, 2013, the effective tax rate was a benefit of 278.9 percent, compared to a benefit of 29.7 percent and a provision of 0.6 percent for the years ended December 31, 2012 and 2011, respectively. During the year ended December 31, 2013, the change in the valuation allowance for net deferred taxes, as well as the recognition of the residual tax effect associated with previously unrealized losses on securities recorded in other comprehensive income (loss) had the most significant impacts on the difference between our statutory U.S. federal income tax rate of 35 percent and our effective tax rate.
	The Company accounts for income taxes under the asset and liability method, which requires the recognition of deferred tax assets and liabilities for the expected future tax consequences of events that have been included in the financial statements. Under this method, deferred tax assets and liabilities are determined on the basis of the differences between the financial statement and tax bases of assets and liabilities using enacted tax rates in effect for the year in which the differences are expected to reverse. The effect of a change in tax rates on deferred tax assets and liabilities is recognized in income in the period that includes the enactment date.
	The Company recognizes deferred tax assets to the extent that the Company believes these assets are more likely than not to be realized. In making such a determination, the Company considers all available positive and negative evidence, including future reversals of existing taxable temporary differences, projected future taxable income, tax-planning strategies and results of recent operations. If the Company determines that it would be able to realize the deferred tax assets in the future in excess of its net recorded amount, the Company would make an adjustment to the deferred tax asset valuation allowance, which would reduce the provision for income taxes.
	The Company records uncertain tax positions in accordance with ASC 740 on the basis of a two-step process whereby (1) the Company determine whether it is more likely than not that the tax positions will be sustained on the basis of the technical merits of the position and (2) for those tax positions that meet the more likely than not recognition threshold, the Company recognizes the largest amount of tax benefit that is more than 50 percent likely to be realized upon ultimate settlement with the related tax authority.
	During the second quarter 2013, as a result of the MBIA Settlement Agreement, the FSTAR 2006-1 mortgage securitization, recorded as an available-for-sale investment securities, was collapsed and the second mortgage loans in that trust were transferred to loans held-for-investment at fair value. In conjunction with this, the Company recorded $6.1 million of tax benefit to recognize the residual tax effect associated with previously unrealized losses on this security. The Company previously sold the remaining non-agency CMOs and seasoned agency securities during the year ended December 31, 2012. As a result of the sale of these securities, the Company also recognized a tax benefit representing the recognition of the residual tax effect of $19.9 million associated with previously unrealized losses on these securities recorded in other comprehensive income (loss).
	Temporary differences and carry forwards that give rise to deferred tax assets and liabilities are comprised of the following.
		December 31,
		2013			2012
		(Dollars in thousands)
	Deferred tax assets
	Tax loss carry forwards	$	337,472		$	278,161
	Allowance for loan losses	127,739			230,925
	Representation and warranty reserves	19,962			71,363
	Legal accruals for pending and threatened litigation	—			84,557
	Non-accrual interest revenue	11,571			18,788
	Alternative Minimum Tax credit carry forwards (indefinite carry forward period)	10,880			10,880
	Litigation settlement	34,378			—
	Real Estate Mortgage Investment Conduits	4,644			4,466
	Other	8,090			16,166
	Total	554,736			715,306
	Valuation allowance	(24,864		)	(379,149		)
	Total (net)	529,872			336,157
	Deferred tax liabilities
	Mortgage loan servicing rights	(91,752		)	(245,601		)
	Loan securitizations	—			(49,357		)
	Mark-to-market adjustments	(13,770		)	(31,130		)
	Commercial lease financing	(2,772		)	(3,280		)
	State and local taxes	(4,774		)	(2,477		)
	Other	(2,123		)	(4,312		)
	Total	(115,191		)	(336,157		)
	Net deferred tax asset	$	414,681		$	—
	-1	The December 31, 2012 amounts have been adjusted to include the state deferred tax asset, which is consistent with the December 31, 2013 presentation.
	During the years ended December 31, 2013 and 2012, the Company had a total net operating loss carry forward of $882.9 million and $712.6 million, respectively. These carry forwards, if unused, expire in calendar years 2028 through 2033. As a result of a change in control occurring on January 30, 2009, Section 382 of the Internal Revenue Code places an annual limitation on the use of the Company’s net operating loss carry forwards that existed at that time. At December 31, 2013, $174.1 million of the total net operating loss carry forwards of $882.9 million is subject to an annual use limitation of approximately $17.4 million and will expire in calendar years 2028 through 2029.
	The Company has not provided deferred income taxes for the Bank’s pre-1988 tax bad debt reserve of approximately $4.0 million because it is not anticipated that this temporary difference will reverse in the foreseeable future. Such reserves would only be taken into taxable income if the Bank, or a successor institution, liquidates, redeems shares, pays dividends in excess of earnings and profits, or ceases to qualify as a bank for tax purposes.
	At December 31, 2013, the deferred tax assets were primarily the result of U.S. net operating loss carryforwards. During the year ended December 31, 2013, the Company recorded a valuation allowance release of $355.8 million on the basis of management’s reassessment of the amount of its deferred tax assets that are more likely than not to be realized.
	The Company regularly evaluates the need for deferred tax asset valuation allowances based on a more likely than not standard as defined by generally accepted accounting principles. The ability to realize deferred tax assets depends on the ability to generate sufficient taxable income within the carryback or carryforward periods provided for in the tax law for each applicable tax jurisdiction. The Company considers the following possible sources of taxable income when assessing the realization of deferred tax assets:
•	future reversals of existing taxable temporary differences;
•	future taxable income exclusive of reversing termporary differences and carryforwards;
•	taxable income in prior carryback years; and
•	tax planning strategies.
The assessment regarding whether a valuation allowance is required or should be adjusted also considers all available positive and negative evidence factors, including but not limited to:
•	nature, frequency and severity of recent losses;
•	duration of statutory carryforward periods;
•	historical experience with tax attributes expiring unused; and
•	near- and medium-term financial outlook.
As indicated by applicable accounting standards, it is inherently difficult to conclude a valuation allowance is not required when there is significant objective and verifiable negative evidence, such as cumulative losses in recent years. The Company utilizes a rolling three years of actual and current year anticipated results as the primary measure of cumulative losses.
The evaluation of deferred tax assets requires judgment in assessing the likely future tax consequences of events that have been recognized in the financial statements or tax returns and future profitability. The Company's accounting for deferred taxes represents management's best estimate of those future events. Changes in the current estimates, due to unanticipated events or otherwise, could have a material effect on the Company's financial condition and results of operations.
Over the past year, culminating in the fourth quarter 2013, the Company has taken significant actions to transform its business and reduce uncertainty. These actions included the following:
-1	the retirement of higher cost long-term Federal Home Loan Bank advances;
-2	the related loss on extinguishment of debt as a result of the prepayment of the higher cost long-term Federal Home Loan Bank advances;
-3	the payment of litigation settlement costs incurred in connection with Assured and MBIA litigation settlements;
-4	the sale of mortgage servicing rights while retaining the subservicing; and
-5	the settlements reached with Fannie Mae and Freddie Mac.
When evaluating whether the Company has overcome the significant negative evidence attributable to actual cumulative losses in recent years, the Company adjusted those losses for items that the Company believes are not indicative of its ability to generate taxable income in future years. The Company reflects adjusted cumulative income after applying those items that are not indicative of its ability to generate taxable income in future years. The Company considers this objectively verifiable evidence that its current earnings model is capable of generating future taxable income sufficient to utilize substantially all of the net operating loss carryforwards as of December 31, 2013. The Company believes that this evidence is sufficient to overcome the unadjusted cumulative losses in recent years.
Other positive evidence considered in connection with the Company's decision to release its federal deferred tax asset valuation allowance include the historic ability to utilize deferred tax assets before they expire, as well as its detailed forecasts projecting the complete realization of all federal deferred tax assets before expiration under the most conservative and stressed earnings scenarios. In order to realize the deferred tax assets, the Company needs to generate approximately $1.1 billion of pre-tax income over the next 20 years. The Company believes that it is more likely than not that this level of pre-tax income will be achievable even under stressed scenarios.
The Company also considered actions taken during the year ended December 31, 2013, which create more certainty regarding its future taxable income including settlements reached with Fannie Mae, Freddie Mac, MBIA and Assured litigation settlements, prepayment of higher cost long-term Federal Home Loan Bank advances and the sale of mortgage servicing rights while retaining the subservicing. The Company has a history of utilizing 100 percent of deferred tax assets before they expire. Forecasts of taxable earnings project a complete realization of all federal deferred tax assets before they expire, including under stressed forecast scenarios. The unprecedented mortgage market conditions have been managed by the Company to minimize the impact should similar volatility recur in the future through cost containment, employee reductions, etc. which give further support to the reliability of forecasted taxable earnings.
Upon considering all of the available positive and negative evidence, and the extent to which that evidence was objectively verifiable, the Company determined that the positive evidence outweighed the negative evidence and the deferred tax assets are more likely than not realizable, as of and for the year ended December 31, 2013. As a result, the valuation allowance has been reversed in the amount of $355.8 million, or $6.29 per diluted share, during the year ended December 31, 2013 that benefited income tax expense.
The Company had a total state deferred tax asset before valuation allowance of $34.0 million million and total state net operating loss carryforwards of $589.2 million at December 31, 2013. In connection with its ongoing assessment of deferred taxes, the Company analyzed each state net operating loss separately and determined the amount of such net operating loss, which is expected to expire unused and recorded a valuation allowance to reduce the deferred tax asset for state net operating losses to the amount which is more likely than not to be realized. At December 31, 2013, the state deferred tax assets which we will more likely than not be realized was $9.2 million and have maintained a valuation allowance of $24.8 million due to loss carryover limitations.
The Company will continue to regularly assess the realizability of its deferred tax assets. Changes in 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’s income tax returns are subject to review and examination by federal, state and local government authorities. On an ongoing basis, numerous federal, state and local examinations are in progress and cover multiple tax years. At December 31, 2013, the Internal Revenue Service had completed an examination of the Company through the taxable year ended December 31, 2009. The years open to examination by state and local government authorities vary by jurisdiction.
The following table provides a reconciliation of the total amounts of unrecognized tax benefits for the years ended December 31, 2013, 2012 and 2011.
	December 31,
	2013			2012			2011
	(Dollars in thousands)
Balance at January 1,	$	1,735		$	1,642		$	1,550
Additions based on income tax positions related to current year	399			—			—
Additions for income tax positions of prior years	93			93			92
Balance at December 31,	$	2,227		$	1,735		$	1,642
The Company recognizes interest and penalties related to uncertain tax positions in income tax expense. For the years ended December 31, 2013, 2012 and 2011, the Company recognized interest expense of approximately $93,000, $93,000 and $92,000 respectively, and no penalty expense for the years ended December 31, 2013, 2012 and 2011. The total accrual for interest and penalties related to uncertain tax positions on the balance sheet is not material for the years ended December 31, 2013, 2012 and 2011. At December 31, 2013, approximately $1.8 million of the above tax positions are expected to reverse during the next 12 months, all of which relates to state tax controversies expected to be settled on resolution of a state tax audit.

Related_Party_Transactions

Related Party Transactions	12 Months Ended
	Dec. 31, 2013
Related Party Transactions [Abstract]	'
Related Party Transactions	'
	Related Party Transactions
	The Company has and expects to have in the future, transactions with certain of the Company’s directors and principal officers. Such transactions are made in the ordinary course of business and included extensions of credit and professional services. With respect to the extensions of credit, all are made on substantially the same terms, including interest rates and collateral, as those prevailing at the same time for comparable transactions with other customers and do not, in management’s opinion, involve more than normal risk of collectability or present other unfavorable features. At December 31, 2013, there were no loans attributable to directors and principal officers and the unused lines of credit totaled approximately $13,000. At December 31, 2012, the balance of the loans attributable to directors and principal officers totaled $483,800, with the unused lines of credit totaling $27,900. At December 31, 2013 and 2012, no directors or executive officers were affiliated with any correspondents or brokers.

Regulatory_Matters

Regulatory Matters	12 Months Ended
	Dec. 31, 2013
Banking and Thrift [Abstract]	'
Regulatory Capital Requirements	'
	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 December 31, 2013 and 2012. There are no conditions or events since that notification that management believes have changed the Bank’s category.
	The following table shows the regulatory capital ratios as of the dates indicated. These ratios are applicable to the Bank only.
		Actual				For Capital Adequacy Purposes			Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount	Ratio		Amount	Ratio
		(Dollars in thousands)
	December 31, 2013
	Tangible capital (to tangible assets)	$	1,257,608	13.97	%	N/A	N/A		N/A	N/A
	Tier 1 capital (to adjusted tangible assets)	1,257,608		13.97	%	360,196	4	%	450,245	5	%
	Tier 1 capital (to risk weighted assets)	1,257,608		26.82	%	187,542	4	%	281,313	6	%
	Total capital (to risk weighted assets)	1,317,964		28.11	%	375,084	8	%	468,855	10	%
	December 31, 2012
	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	%	325,951	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.
	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; incur, issue, renew, roll over or increase any debt and enter into certain affiliate transactions; and 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.
	Regulatory Developments
	In July 2013, U.S. banking regulators approved final Basel III Regulatory Capital rules ("Basel III"). The Basel III rules will be effective 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. Various aspects of Basel III will be subject to multi-year transition periods ending December 31, 2018. Basel III generally continues to be subject to interpretation by the U.S. banking regulators. Basel III will materially change our Leverage, Tier 1 and Total capital calculations. In addition, the final rule implements a new regulatory component, Common Equity Tier 1 capital. It introduces new minimum capital ratios and buffer requirements, proposes a supplementary leverage ratio, changes the composition of regulatory capital, expands and modifies the calculation of risk-weighted assets for credit and market risk (the Advanced Approach), revises the adequately capitalized minimum requirements under the Prompt Corrective Action framework and introduces a Standardized Approach for the calculation of risk-weighted assets, which will replace the current rules (Basel I - 2013 Rules) effective January 1, 2015. Under Basel III, we will calculate regulatory capital ratios and risk-weighted assets under the Standardized Approach. This approach will be used to assess capital adequacy under the Prompt Corrective Action framework. The Prompt Corrective Action framework establishes categories of capitalization, including "well capitalized," based on regulatory ratio requirements. 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.

Legal_Proceedings_Contingencie

Legal Proceedings, Contingencies and Commitments	12 Months Ended
	Dec. 31, 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 shareholders.
	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 accruals for legal claims and regulatory matters when the Company believes it is probable that a loss may be incurred and that the amount of such loss can be reasonably estimated. Once established, litigation accruals are adjusted from time to time, as appropriate, in light of additional information.
	Resolution of legal claims are inherently dependent on the specific facts and circumstances of each specific case, and therefore the actual costs of resolving these claims may be substantially higher or lower than the amounts accrued. Based on current knowledge, and after consultation with legal counsel, management believes that current accruals are adequate and the amount of any incremental liability that may otherwise arise is not expected to have a material adverse effect on the Company's consolidated financial condition or results of operations. Certain legal claims considered by the Company in its analysis of the sufficiency of its related accruals 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 contingent only upon the occurrence of certain future events (as further described below); 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 DOJ, HUD, and FHA, agreed to:
	•	Immediately release the Bank and all of the current or 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 December 31, 2013, the Bank has accrued $93.0 million, which represents the fair value of the Additional Payments. See Note 4 of the Notes to the Consolidated Financial Statements, herein, 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 7 of the Notes to the Consolidated Financial Statements, herein. 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 reversed 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. On January13, 2014, the Bank and Flagstar Reinsurance filed a motion to dismiss the First Amended Complaint based upon the statute of limitations and equitable tolling.
	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, Joel Rosenfeld filed a second derivative action in the same court alleging similar claims against the same defendants based on the February 24, 2012 settlement, as well as Flagstar’s prior litigation with Assured Guaranty. The Court consolidated the matters and appointed Rosenfeld as lead plaintiff and Rosenfeld’s counsel and lead plaintiffs’ counsel. The plaintiffs then filed a consolidated complaint. The litigation has been stayed until March 21, 2014, to allow the parties to facilitate.
	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 December 31, 2013, the Company's total accrual for contingent liabilities was $95.2 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.
		December 31,
		2013		2012
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	1,857,775	$	5,149,891
	HELOC trust commitments	67,060		53,276
	Other consumer commitments	7,430		7,042
	Standby and commercial letters of credit	7,982		66,005
	Other commercial commitments	296,713		414,479
	Commitments to extend credit are agreements to lend. 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 15 of the Notes to the Consolidated Financial Statements, herein.
	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 10 of the Notes to the Consolidated Financial Statements, herein.
	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 19 of the Notes to the Consolidated Financial Statements, herein.

Segment_Information

Segment Information	12 Months Ended
	Dec. 31, 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.
	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 noninterest income. Noninterest 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 one-to-four family residential first mortgage loans. The origination and acquisition of mortgage loans comprises the majority of the lending activity. Mortgage loans are originated through home loan 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, provides 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 tables present financial information by business segment for the periods indicated.
		Year Ended December 31, 2013
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	158,232		$	108,391		$	(79,972	)	$	186,651
	Net gain on loan sales	401,736			457			—			402,193
	Representation and warranty reserve - change in estimate	(36,116		)	—			—			(36,116		)
	Other noninterest income	199,004			38,252			49,010			286,266
	Total net interest income (loss) and noninterest income	722,856			147,100			(30,962		)	838,994
	Provision for loan losses	(50,894		)	(19,248		)	—			(70,142		)
	Asset resolution	(55,701		)	3,660			8			(52,033		)
	Depreciation and amortization expense	(7,129		)	(4,036		)	(12,064		)	(23,229		)
	Other noninterest expense	(477,836		)	(172,452		)	(192,565		)	(842,853		)
	Total noninterest expense	(540,666		)	(172,828		)	(204,621		)	(918,115		)
	Income (loss) before federal income taxes	131,296			(44,976		)	(235,583		)	(149,263		)
	Benefit for federal income taxes	—			—			416,250			416,250
	Net income (loss)	$	131,296		$	(44,976	)	$	180,667		$	266,987
	Average balances
	Loans held-for-sale	$	2,334,157		$	164,736		$	—		$	2,498,893
	Loans held-for-investment	3,046,123			1,195,993			86,061			4,328,177
	Total assets	7,882,592			1,602,612			3,069,712			12,554,916
	Interest-bearing deposits	—			6,168,679			7,185			6,175,864
		Year Ended December 31, 2012
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	195,312		$	153,197		$	(51,278	)	$	297,231
	Net gain on loan sales	990,175			723			—			990,898
	Representation and warranty reserve - change in estimate	(256,289		)	—			—			(256,289		)
	Other noninterest income	225,835			42,857			17,941			286,633
	Total net interest income (loss) and noninterest income	1,155,033			196,777			(33,337		)	1,318,473
	Provision for loan losses	(236,039		)	(40,008		)	—			(276,047		)
	Asset resolution	(84,363		)	(6,955		)	(31		)	(91,349		)
	Depreciation and amortization expense	(6,258		)	(3,759		)	(10,189		)	(20,206		)
	Other noninterest expense	(644,746		)	(193,388		)	(40,006		)	(878,140		)
	Total noninterest expense	(735,367		)	(204,102		)	(50,226		)	(989,695		)
	Income (loss) before federal income taxes	183,627			(47,333		)	(83,563		)	52,731
	Provision for federal income taxes	—			—			15,645			15,645
	Net income (loss)	$	183,627		$	(47,333	)	$	(67,918	)	$	68,376
	Average balances
	Loans held-for-sale	$	3,076,155		$	2,535		$	—		$	3,078,690
	Loans held-for-investment	3,560,560			2,951,143			8,357			6,520,060
	Total assets	9,616,825			3,076,297			2,033,648			14,726,770
	Interest-bearing deposits	—			6,606,247			233,083			6,839,330
		Year Ended December 31, 2011
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	125,821		$	125,368		$	(5,816	)	$	245,373
	Net gain on loan sales	300,268			521			—			300,789
	Representation and warranty reserve - change in estimate	(150,055		)	—			—			(150,055		)
	Other noninterest income	186,708			42,080			5,994			234,782
	Total net interest income (loss) and noninterest income	462,742			167,969			178			630,889
	Provision for loan losses	(114,610		)	(62,321		)	—			(176,931		)
	Asset resolution	(113,857		)	(14,229		)	(227		)	(128,313		)
	Depreciation and amortization expense	(1,458		)	(6,251		)	(8,170		)	(15,879		)
	Other noninterest expense	(264,152		)	(186,037		)	(40,299		)	(490,488		)
	Total noninterest expense	(379,467		)	(206,517		)	(48,696		)	(634,680		)
Income (loss) before federal income taxes	(31,335		)	(100,869		)	(48,518		)	(180,722		)
Provision for federal income taxes	—			—			(1,056		)	(1,056		)
Net income (loss)	$	(31,335	)	$	(100,869	)	$	(49,574	)	$	(181,778	)
Average balances
Loans held-for-sale	$	1,928,339		$	—		$	—		$	1,928,339
Loans held-for-investment	4,158,032			2,031,748			13,913			6,203,693
Total assets	8,953,593			2,194,841			2,200,160			13,348,594
Interest-bearing deposits	—			6,109,708			551,696			6,661,404

Holding_Company_Only_Financial

Holding Company Only Financial Statements	12 Months Ended
	Dec. 31, 2013
Condensed Financial Information of Parent Company Only Disclosure [Abstract]	'
Holding Company Only Financial Statements	'
	Holding Company Only Financial Statements
	The following are unconsolidated financial statements for the Company. These condensed financial statements should be read in conjunction with the Consolidated Financial Statements and Notes thereto.
	Flagstar Bancorp, Inc.
	Condensed Unconsolidated Statements of Financial Condition
	(Dollars in thousands)
		December 31,
		2013			2012
	Assets
	Cash and cash equivalents	$	49,628		$	56,552
	Investment in subsidiaries (1)	1,618,207			1,374,201
	Other assets	40,618			5,005
	Total assets	$	1,708,453		$	1,435,758
	Liabilities and Stockholders’ Equity
	Liabilities
	Long term debt	$	247,435		$	247,435
	Total interest paying liabilities	247,435			247,435
	Other liabilities	35,144			28,961
	Total liabilities	282,579			276,396
	Stockholders’ Equity
	Preferred Stock	266,174			260,390
	Common stock	561			559
	Additional paid in capital	1,479,265			1,476,569
	Accumulated other comprehensive loss	(4,831		)	(1,658		)
	Accumulated deficit	(315,295		)	(576,498		)
	Total stockholders’ equity	1,425,874			1,159,362
	Total liabilities and stockholders’ equity	$	1,708,453		$	1,435,758
	-1	Includes unconsolidated trusts.
	Flagstar Bancorp, Inc.
	Condensed Unconsolidated Statements of Operations
	(Dollars in thousands)
		For the Years Ended December 31,
		2013			2012 (1)			2011 (1)
	Income
	Interest	$	277		$	482		$	247
	Total	277			482			247
	Expenses
	Interest	6,620			6,894			6,446
	General and administrative	9,108			20,619			4,097
	Total	15,728			27,513			10,543
	Income (loss) earnings before undistributed loss of subsidiaries	(15,452		)	(27,031		)	(10,296		)
	Equity in undistributed income (loss) of subsidiaries	246,723			95,390			(171,482		)
	Income (loss) before federal income taxes	231,271			68,359			(181,778		)
	Benefit for federal income taxes	35,716			17			—
	Net income (loss)	266,987			68,376			(181,778		)
	Preferred stock dividends/accretion	(5,784		)	(5,658		)	(17,165		)
	Net income (loss) applicable to common stock	261,203			62,718			(198,943		)
	Other comprehensive income (loss) (2)	(3,173		)	6,161			8,346
	Comprehensive income (loss)	$	258,030		$	68,879		$	(190,597	)
	-1	Certain amounts within the financial statements have been restated to conform to current presentation
	-2	See Consolidated Statements of Comprehensive Income for other comprehensive income (loss) detail.
	Flagstar Bancorp, Inc.
	Condensed Unconsolidated Statements of Cash Flows
	(Dollars in thousands)
		For the Years Ended December 31,
		2013			2012			2011
	Net income (loss)	$	266,987		$	68,376		$	(181,778	)
	Adjustments to reconcile net loss to net cash provided by operating activities
	Equity in (income) losses of subsidiaries	(246,723		)	(95,390		)	171,482
	Stock-based compensation	2,698			5,109			5,113
	Change in other assets	(35,613		)	(2,590		)	(2,344		)
	Provision for deferred tax benefit	5			2,567			18
	Change in other liabilities	6,178			18,538			(4,512		)
	Net cash used in operating activities	(6,468		)	(3,390		)	(12,021		)
Investing Activities
Net change in investment in subsidiaries	(456		)	(5,145		)	(73,113		)
Net cash provided (used) in investment activities	(456		)	(5,145		)	(73,113		)
Financing Activities
Dividends paid on preferred stock	—			—			(11,628		)
Net cash provided financing activities	—			—			(11,628		)
Net decrease in cash and cash equivalents	(6,924		)	(8,535		)	(96,762		)
Cash and cash equivalents, beginning of year	56,552			65,087			161,849
Cash and cash equivalents, end of year	$	49,628		$	56,552		$	65,087

Quarterly_Financial_Data_Unaud

Quarterly Financial Data (Unaudited)	12 Months Ended
	Dec. 31, 2013
Quarterly Financial Information Disclosure [Abstract]	'
Quarterly Financial Data (Unaudited)	'
	Quarterly Financial Data (Unaudited)
	The following table represents summarized data for each of the quarters in 2013, 2012 and 2011 certain per share results have been adjusted to conform to the current presentation. During the fourth quarter 2013, the Company had a full reversal of the federal DTA valuation allowance and a partial reversal of the state DTA valuation allowance, loss on extinguishment of debt of from the prepayment of long-term fixed-rate Federal Home Loan Bank advances, an incremental non-interest expense related to the estimated fair value liability associated DOJ litigation and a benefit associated with the settlement agreements with Fannie Mae and Freddie Mac. For more information on the significant items that occurred during the fourth quarter 2013, see Note 2 of the Notes to the Consolidated Financial Statements, herein.
		2013
		First			Second			Third			Fourth
		Quarter			Quarter			Quarter			Quarter
		(Dollars in thousands, except per share data)
	Interest income	$	94,990		$	85,058		$	78,807		$	71,833
	Interest expense	39,321			37,962			36,122			30,630
	Net interest income	55,669			47,096			42,685			41,203
	Provision for loan losses	20,415			31,563			4,053			14,112
	Net interest income after provision for loan losses	35,254			15,533			38,632			27,091
	Loan administration income	20,356			36,157			30,434			28,924
	Net gain on loan sales	137,540			144,791			75,073			44,790
	Net transaction cost on sales of mortgage servicing rights	(4,219		)	(4,264		)	(1,763		)	(8,981		)
	Representation and warranty reserve - change in estimate	(17,395		)	(28,940		)	(5,205		)	15,424
	Other noninterest income	48,661			72,215			35,757			32,989
	Noninterest expense	(196,590		)	(174,397		)	(158,436		)	(388,693		)
	Income before federal income tax provision	23,607			61,095			14,492			(248,456		)
	(Benefit) provision for federal income taxes	—			(6,108		)	220			(410,362		)
	Net income	23,607			67,203			14,272			161,906
	Preferred stock dividends/accretion	(1,438		)	(1,449		)	(1,449		)	(1,449		)
	Net income applicable to common stock	$	22,169		$	65,754		$	12,823		$	160,457
	Basic income per share	$	0.33		$	1.11		$	0.16		$	2.79
	Diluted income per share	$	0.33		$	1.1		$	0.16		$	2.77
		2012
		First			Second			Third			Fourth
		Quarter			Quarter			Quarter			Quarter
		(Dollars in thousands, except per share data)
	Interest income	$	122,891		$	122,923		$	119,742		$	115,415
	Interest expense	48,158			47,445			46,663			41,474
	Net interest income	74,733			75,478			73,079			73,941
	Provision for loan losses	114,673			58,428			52,595			50,351
	Net interest (expense) income after provision for loan losses	(39,940		)	17,050			20,484			23,590
	Loan administration income	38,885			25,012			11,099			25,010
	Net gain on loan sales	204,853			212,666			334,427			238,953
	Net transaction cost on sales of mortgage servicing rights	(2,317		)	(983		)	(1,332		)	(7,687		)
	Representation and warranty reserve - change in estimate	(60,538		)	(46,028		)	(124,492		)	(25,231		)
	Other noninterest income	40,494			49,667			54,035			54,750
	Noninterest expense	(188,746		)	(169,497		)	(233,491		)	(397,962		)
	(Loss) income before federal income tax provision	(7,309		)	87,887			60,730			(88,577		)
	Provision (benefit) for federal income taxes	—			500			(20,380		)	4,235
	Net (loss) income	(7,309		)	87,387			81,110			(92,812		)
	Preferred stock dividends/accretion	(1,407		)	(1,417		)	(1,417		)	(1,417		)
	Net (loss) income available to common stockholders	$	(8,716	)	$	85,970		$	79,693		$	(94,229	)
	Basic (loss) income per share	$	(0.22	)	$	1.48		$	1.37		$	(1.75	)
	Diluted (loss) income per share	$	(0.22	)	$	1.47		$	1.36		$	(1.75	)
		2011
		First			Second			Third			Fourth
		Quarter			Quarter			Quarter			Quarter
		(Dollars in thousands, except per share data)
	Interest income	$	111,180		$	108,061		$	120,025		$	126,145
	Interest expense	58,607			56,737			54,411			50,282
	Net interest income	52,573			51,324			65,614			75,863
	Provision for loan losses	28,309			48,384			36,690			63,548
	Net interest expense after provision for loan losses	24,264			2,940			28,924			12,315
	Loan administration income (loss)	39,336			30,450			(3,478		)	28,295
	Net gain on loan sales	50,184			39,827			103,858			106,919
	Net transaction cost on sales of mortgage servicing rights	(112		)	(2,381		)	(2,587		)	(2,823		)
	Representation and warranty reserve - change in estimate	(20,427		)	(21,364		)	(38,985		)	(69,279		)
	Other noninterest income	27,285			11,546			53,743			55,509
	Noninterest expense	(147,230		)	(130,922		)	(150,691		)	(205,837		)
	Loss before federal income tax provision	(26,700		)	(69,904		)	(9,216		)	(74,901		)
	Provision for federal income taxes	264			264			264			264
Net loss	(26,964		)	(70,168		)	(9,480		)	(75,165		)
Preferred stock dividends/accretion	(4,710		)	(4,720		)	(4,719		)	(3,016		)
Net loss available to common stockholders	$	(31,674	)	$	(74,888	)	$	(14,199	)	$	(78,181	)
Basic loss per share	$	(0.57	)	$	(1.35	)	$	(0.26	)	$	(1.41	)
Diluted loss per share	$	(0.57	)	$	(1.35	)	$	(0.26	)	$	(1.41	)

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	12 Months Ended
	Dec. 31, 2013
Accounting Policies [Abstract]	'
Basis of Presentation	'
	Basis of Presentation
	The accompanying consolidated financial statements have been prepared pursuant to the rules and regulations of the SEC. Certain prior period amounts have been reclassified to conform to the current period presentation. The Company has evaluated the Consolidated Financial Statements for subsequent events through the filing of this Form 10-K.
Use of Estimates	'
	Use of Estimates
	The preparation of Consolidated Financial Statements in conformity with U.S. GAAP requires management to make estimates and assumptions that affect reported amounts of assets and liabilities and the disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of revenues and expenses during the reporting period. The Company has made significant estimates in a variety of areas, including but not limited to, valuation of certain financial instruments: inclusive of the DOJ litigation settlement, other litigation accruals, the allowance for loan losses, the representation and warranty reserve, loans held-for-investment and held-for-sale and MSRs. Actual results could materially differ from those estimates.
Variable Interest Entities	'
	Variable Interest Entities
	The accompanying 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).
	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 probable 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 10 of the Notes to the Consolidated Financial Statements, herein, for information on VIEs.
Determination of Fair Value	'
	Determination of Fair Value
	Fair value is based upon quoted market prices, where available. If listed prices or quotes are not available, fair value is based upon internally developed discounted cash flow models that use primarily market-based or independently-sourced market parameters, including interest rate yield curves and option volatilities. Valuation adjustments may be made to ensure that financial instruments are recorded at fair value. These adjustments include amounts to reflect counterparty credit quality, creditworthiness, liquidity and unobservable parameters that are applied consistently over time.
	The methods described above may produce a fair value estimate that may not be indicative or reflective of future fair values. Furthermore, while the Company believes its valuation methods are appropriate and consistent with other market participants, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in different estimates of fair values of the same financial instruments at the reporting date.
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.
	In January 2014, the FASB issued ASU No. 2014-04, "Receivables—Troubled Debt Restructurings by Creditors (Topic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure." The guidance amends the guidance in the FASB Accounting Standards Codification Topic 310-40, "Receivables – Troubled Debt Restructurings by Creditors," in efforts to reduce diversity in practice through clarifying when an in substance repossession or foreclosure occurs. Essentially, the guidance addresses when a creditor should be considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan so that the loan should be derecognized and the real estate property recognized in the financial statements. This guidance is effective prospectively, for annual and interim periods, beginning after December 15, 2014. The adoption of the guidance is not expected to have a material impact on the consolidated financial statements or the Notes thereto.
Cash and Cash Equivalents	'
	Cash and Cash Equivalents
	Cash on hand, cash items in the process of collection, and amounts due from correspondent banks and the Federal Reserve Bank are included in cash and cash equivalents. Short-term investments that have a maturity at the date of acquisition of three months or less and are readily convertible to cash are considered cash equivalents.
Securities	'
	Securities
	Investments in debt securities and certain equity securities are accounted for under ASC Topic 320, "Investments — Debt and Equity Securities" as either available-for-sale or trading.
	Securities in the trading category are recorded at fair value in the Company’s Consolidated Statements of Financial Condition, with unrealized and realized gains or losses included as a component of "gain on trading securities" in the Consolidated Statements of Operations. As of December 31, 2013, the Company had no trading securities.
	The Company measures available-for-sale securities at fair value in the Consolidated Statements of Financial Condition, with unrealized gains and losses, net of tax, included in "other comprehensive income (loss)" in shareholders’ equity. The Company recognizes realized gains and losses on available-for-sale securities when securities are sold. The cost of securities sold is based on the specific identification method. Any gains or losses realized upon the sale of a security are reported in "net gain on securities available-for-sale" in the Consolidated Statements of Operations.
	The Company evaluates available-for-sale securities for OTTI on a quarterly basis. An OTTI is considered to have occurred when the fair value of a debt security is below its amortized cost and the Company intends to sell or it is more likely than not that the Company will be required to sell the security before recovery when a credit loss exists. At December 31, 2013, the Company had no OTTI on the available-for-sale investment securities held.
	Any security for which there has been an OTTI is written down to its estimated fair value through a charge to earnings for the amount representing the credit loss on the security and a charge recognized in other comprehensive income (loss) related to all other factors. Realized securities gains and declines in value judged to be other-than-temporary representing credit losses are included in "net impairment losses recognized in earnings" in the Consolidated Statements of Operations.
	Investment transactions are recorded on the trade date rather than on the settlement date, which may be later. Interest earned on securities, including the amortization of premiums and the accretion of discounts using the effective interest method over the period of maturity, is included in interest income. For a discussion of valuation of securities, see Note 5 of the Notes to the Consolidated Financial Statements, herein.
Loans Held-for-sale	'
	Loans Held-for-Sale
	When the Company holds loans that it intends to sell, the Company classifies the loans as held-for-sale. Loans originated for sale prior to January 1, 2009 are accounted for at the lower of cost or fair value. For loans originated after January 1, 2009 that the Company intends to sell, the Company has elected the fair value option. Because these loans are recorded at their fair value, deferral of loan origination fees and direct origination costs associated with these loans is no longer permitted. The Company estimates the fair value of mortgage loans based on quoted market prices for securities backed by similar types of loans. Otherwise, the fair value of loans is estimated using discounted cash flows based upon management’s best estimate of market interest rates for loans with similar collateral.
	Gains or losses recognized upon the sale of loans are determined using the specific identification method.
Loans Held-for-investment	'
	Loans Held-for-Investment
	The Company classifies loans that it has the intent and ability to hold for the foreseeable future or until maturity as held-for-investment. Held-for-investment loans are reported at their outstanding principal balance adjusted for any deferred and unamortized cost basis adjustments, including purchase premiums, discounts and other cost basis adjustments. The Company recognizes interest income on held-for-investment loans using the interest method, including the amortization of any deferred cost basis adjustments, unless the Company believes that the ultimate collection of contractual principal or interest payments in full is not reasonably assured.
	When loans originally designated as held-for-sale or loans originally designated as held-for-investment are reclassified, cash flows associated with the loans will be classified in the Consolidated Cash Flow Statements as operating or investing, as appropriate, in accordance with the initial classification of the loans rather than their current classification. The Company elected to carry its mortgage loans held-for-sale at fair value via the fair value option. As a result, any subsequent transfers of loans held-for-sale to loans held-for-investment is carried at fair value with any changes in fair value reported in the Company’s Consolidated Statements of Operations.
	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 via the fair value option using the present value of expected cash flows discounted at market rates typical of assets with similar risk profiles. Interest income on the loans is accrued on the principal outstanding primarily using the interest method. The change in fair value relating to the loans is recorded in other noninterest 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.
	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 recorded in the Consolidated Financial Statement as loans held-for-investment at fair value via the fair value option. Interest income on the loans is accrued on the principal outstanding utilize the interest method. The change in fair value relating to the loans is recorded in other noninterest income. See Note 10 of the Notes to the Consolidated Financial Statements, herein.
Past Due Loans	'
	Past Due Loans
	For all classes within the consumer and commercial loan portfolio, loans are placed on non-accrual status when any portion of principal or interest is 90 days past due (or nonperforming), or earlier when we become aware of information indicating that collection of principal and interest is in doubt. When a loan is placed on non-accrual status, the accrued interest revenue is reversed. Loans return to accrual status when principal and interest become current and are anticipated to be fully collectible.
	For all classes within the consumer and commercial loan portfolio, interest income on impaired loans is first applied against the principal balance unless the receipt of principal and interest as they become contractually due is not in doubt, such as in a troubled debt restructuring ("TDR"). TDRs of impaired loans that continue to perform under the restructured terms will continue on non-accrual status until the borrower has established a willingness and ability to make the restructured payment for at least six months, after which they will begin to accrue interest.
	In January 2012, regulatory guidance was published addressing specific risks and required actions associated with junior-lien loans. As a result of this guidance, any junior-lien loan associated with a nonperforming first-lien loan is also placed on nonperforming status regardless of the performance of the junior lien loan.
	Nonperforming commercial loans are considered to be impaired. An allowance is established if the underlying collateral's appraised value, less management's estimates of costs to sell are less than the carrying value of the loan. 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 the 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.
Allowance for Loan Losses	'
	Allowance for Loan Losses
	The consumer portfolio segment includes residential first mortgages, second mortgages, warehouse lending, HELOC and other consumer loans. The commercial portfolio segment includes commercial real estate, commercial and industrial and commercial lease financing loans. The allowance for loan losses represents management's estimate of probable losses in the Company's loans held-for-investment portfolio, excluding loans carried under the fair value option, as of the date of the consolidated financial statements. The allowance provides for probable losses that have been identified with specific customer relationships, individually evaluated and for probable losses believed to be inherent in the loan portfolio but that have not been specifically identified, collectively evaluated. The Company establishes an estimate for the allowance for loan losses at a level that management determines to be appropriate. Management utilizes the FICO score and loan-to-value ("LTV") segmentations in determining the related allowance for loan losses.
	Consumer loans.  For consumer loans that have not been identified for evaluation for impairment, the allowance for loan losses is determined based on a collective basis utilizing forecasted losses that represent management’s best estimate of inherent loss. Loans are pooled by loan types with similar risk characteristics. As appropriate, to achieve greater accuracy, the Company may further stratify selected portfolios by sub-product, origination channel, vintage, loss type, geographic location and other predictive characteristics. Models designed for each pool are utilized to develop the loss estimates. The assumptions utilized for these pools include; historic past due and default, loss severity, home price trends, unemployment trends, and other key economic variables that may influence the frequency and severity of losses in the pool. We utilize a historica loss model for each pool.
	The Company also utilizes a process and framework surrounding the qualitative factors to align the factors with regulatory guidance and changes in the mortgage environment. Management implements a qualitative factor matrix related to each loan class in the consumer portfolio, which includes the following factors: changes in lending policies and procedures, changes in economic and business conditions, changes in the nature and volume of the portfolio, changes in lending management, changes in credit quality statistics, changes in the quality of the loan review system, changes in the value of underlying collateral for collateral-dependent loans, changes in concentrations of credit, and other external factor changes. These factors are used to reflect changes in the collectability of the portfolio not captured by the historical loss rates. As such, the qualitative factors supplement actual loss experience to estimate the loss within the loan portfolios based upon market and other indicators. Qualitative factors are analyzed to determine a quantitative impact of each factor which adjusts the historical loss rate. Adjusted historical loss rates are then used in the calculation of the allowance for loan losses. To allow the Company the appropriate amount of time to analyze portfolio statistics and allow for the appropriate validation of the reasonableness of the new qualitative factors, management uses a historical look back period for loss rates which lag a quarter.
	Loans secured by real estate are charged-off to the estimated fair value of the collateral when a loss is confirmed. All other consumer loans are charged-off at 120 days past due. A loan may be charged-off if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure or receipt of an asset valuation indicating a collateral deficiency and the asset is the sole source of repayment.
	Commercial loans. Commercial loans are assessed for estimated losses by grouping the portfolio into two segments based on underwriting and origination characteristics: legacy and new. For both segments, management observes historical losses over a relevant period. These loss estimates are adjusted as appropriate based on additional analysis of long-term average loss experience compared to previously forecasted losses, external loss data or other risks identified from current economic conditions and credit quality trends.
	The commercial loan portfolio is segmented into commercial "legacy" loans (loans originated prior to January 1, 2011) and commercial "new" loans (loans originated on or after January 1, 2011) while still retaining the segmentation by product type. The loss rates attributed to the "legacy" portfolio are based on historical losses of this segment. Due to the brief period of time that loans in the "new" portfolio are outstanding, and thus the absence of a sufficient loss history for that portfolio, the Company had used loss data from a third party data aggregation firm (adjusting for the qualitative factors) as a proxy for estimating an allowance for loan losses on the "new" portfolio. The Company separately identifies a population of commercial banks with similar size balance sheets (and loan portfolios) to serve as the Company's peer group. The Company utilizes this peer group's publicly available historical loss data (adjusted for the qualitative factors) as a proxy for loss rates used to determine the allowance for loan losses on the "new" commercial portfolio.
	Commercial loans are either charged-off or written down to net realizable value if a loss confirming event has occurred. Loss confirming events include, but are not limited to, bankruptcy (unsecured), continued delinquency, foreclosure, or receipt of an asset valuation indicating a collateral deficiency and that asset is the sole source of repayment.
	Management uses a strategic focus that improves loss mitigation processes so that the Company can continue the rate of loan modifications and other loss mitigation activities. Due to the emphasis on loss mitigation activities, management utilizes practices relating to TDRs to capture the necessary data to perform the impairment analysis on a loan level basis.
	Potential losses that may not be reflected in our model assumptions are captured through the qualitative factor adjustments discussed above. Management reviews these models on an ongoing basis and updates them as appropriate to reflect then-current industry conditions, heightened access to enhanced loss data and based upon continuous back testing of the allowance for loan losses model.
Loan Sales and Securitization	'
	Loan Sales and Securitizations
	The Company’s recognition of gain or loss on the sale or securitization of loans is accounted for in accordance with accounting guidance within ASC Topic 860, "Transfers and Servicing." This accounting guidance requires that a transfer of financial assets in which it surrenders control over the assets be accounted for as a sale to the extent that consideration other than beneficial interests in the transferred assets is received in exchange. The carrying value of the assets sold is allocated between the assets sold and the retained interests, other than the mortgage servicing rights, based on their relative fair values. Retained mortgage servicing rights are recorded at fair value.
	In assessing whether control has been surrendered, the Company considers whether the transferee would be a consolidated affiliate, the existence and extent of any continuing involvement in the transferred financial assets and the impact of all arrangements or agreements made contemporaneously with, or in contemplation of, the transfer, even if they were not entered into at the time of transfer. Control is generally considered to have been surrendered when (i) the transferred assets have been legally isolated from the Company and the consolidated affiliates, even in bankruptcy or other receivership, (ii) the transferee (or, if the transferee is an entity whose sole purpose is to engage in securitization or asset-backed financing that is constrained from pledging or exchanging the assets it receives, each third-party holder of its beneficial interests) has the right to pledge or exchange the assets (or beneficial interests) it received without any constraints that provide more than a trivial benefit, and (iii) neither the Company nor the consolidated affiliates and agents have (a) both the right and obligation under any agreement to repurchase or redeem the transferred assets before their maturity, (b) the unilateral ability to cause the holder to return specific financial assets that also provides a more-than-trivial benefit (other than through a cleanup call) and (c) an agreement that permits the transferee to require the Company to repurchase the transferred assets at a price so favorable that it is probable that it will require the Company to repurchase them.
	If the sale criteria are met, the transferred financial assets are removed from the Consolidated Statements of Financial Condition and a gain or loss on sale is recognized. For certain transfers, such as in connection with complex transactions or where the Company has continuing involvement such as servicing responsibilities, generally a legal opinion is obtained as to whether the transfer results in a "true sale" by law.
	The Bank is not eligible to become a debtor under the bankruptcy code. Instead, the insolvency of the Bank is generally governed by the relevant provisions of the Federal Deposit Insurance Act and the FDIC’s regulations. However, the "true sale" legal analysis with respect to the Bank is similar to the "true sale" analysis that would be done if the Bank were subject to the bankruptcy code.
	The securitization process involves the sale of loans to a wholly-owned bankruptcy remote special purpose entity which then sells the loans to a separate, transaction-specific trust in exchange for considerations generated by the sale of the securities issued by the securitization trust. The securitization trust issues and sells debt securities to third party investors that are secured by payments on the loans. The Bank has no obligation to provide credit support to either the third party investors or the securitization trust. Neither the third party investors nor the securitization trust generally have recourse to the Bank’s assets or the Bank and to repurchase these securities other than through enforcement of the standard representations and warranties. The Bank does make certain representations and warranties concerning the loans, such as lien status, and if it is found to have breached a representation and warranty, it may be required to repurchase the loan from the securitization trust.
Repossessed Assets	'
	Repossessed Assets
	Repossessed assets include one-to-four family residential property, commercial property and one-to-four family homes under construction that were acquired through foreclosure or acceptance of a deed-in-lieu of foreclosure. Repossessed assets are initially recorded at estimated fair value, less estimated costs to sell. Losses arising from the initial acquisition of such properties are charged against the allowance for loan losses at the time of transfer. Subsequent valuation adjustments to reflect fair value, as well as gains and losses on disposal of these properties, are charged to "asset resolution" within noninterest expense in the Consolidated Statements of Operations as incurred.
Loans Repurchased with Government Guarantees	'
	Loans Repurchased with Government Guarantees
	The Company sells a majority of the mortgage loans it produces on a whole loan basis or by securitizing the loans into mortgage-backed securities. When the Company sells or securitizes mortgage loans, it makes customary representations and warranties to the purchasers about various characteristics of each loan such as the manner of origination, the nature and extent of underwriting standards applied and the types of documentation being provided. When a loan that the Company has sold or securitized fails to perform according to its contractual terms, the purchaser will typically review the loan file to determine whether defects in the origination process occurred and if such defects constitute a violation of the Company’s representations and warranties. If there are no such defects, the Company has no liability to the purchaser for losses it may incur on such loan. If a defect is identified, the Company may be required to either repurchase the loan or indemnify the purchaser for losses it sustains on the loan. Loans that are repurchased and that are performing according to their terms are included within the Company’s loans held-for-investment portfolio. Repurchased assets are loans that the Company has reacquired because of representation and warranties issues related to loan sales or securitizations and that are nonperforming at the time of repurchase. To the extent the Company later forecloses on the loan, the underlying property is transferred to repossessed assets for disposal. The estimated fair value of the repurchased assets is included within "other assets" in the Consolidated Statements of Financial Condition.
Federal Home Loan Bank Stock	'
	Federal Home Loan Bank Stock
	The Bank owns stock in the Federal Home Loan Bank of Indianapolis. No market quotes exists for the stock. The stock is redeemable at par and is carried at cost. The investment is required to permit the Bank to obtain membership in and to borrow from the Federal Home Loan Bank.
Premises and Equipment	'
	Premises and Equipment
	Premises and equipment are carried at cost less accumulated depreciation. Land is carried at historical cost. Depreciation is calculated on the straight-line method over the estimated useful lives of the assets.
	Repairs and maintenance costs are expensed in the period they are incurred, unless they are covered by a maintenance contract, which is expensed equally over the stated term of the contract. Repairs and maintenance costs are included as part of occupancy and equipment expenses.
Mortgage Servicing Rights	'
	Mortgage Servicing Rights
	Accounting guidance codified within ASC Topic 860, "Transfers and Services," requires an entity to recognize a servicing asset or liability each time it undertakes an obligation to service a financial asset by entering into a servicing contract. It requires all separately recognized servicing assets and servicing liabilities to be initially measured at fair value and permits an entity to choose either an amortization or fair value measurement method for each class of separately recognized servicing assets and servicing liabilities for subsequent valuations. The Company purchases and originates mortgage loans for sale to the secondary market and sells the loans on either a servicing-retained or servicing-released basis. MSRs are recognized as assets at the time a loan is sold on a servicing-retained basis.
	The Company accounts for its residential class of MSRs at fair value. 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 specialists to assess the reasonableness of the fair value calculated by its internal valuation model. Changes in these underlying assumptions could cause the fair value of MSRs to change significantly in the future. 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 Company periodically sells a certain portion of its MSRs. At the time of the sale, the Company records a gain or loss on such sale based on the selling price of the MSRs less the carrying value and transaction costs. The MSRs are sold in separate transactions from the sale of the underlying loans.
Financial Instruments and Derivatives	'
	Financial Instruments and Derivatives
	In seeking to protect its financial assets and liabilities from the effects of changes in market interest rates, the Company has devised and implemented an asset/liability management strategy that seeks, on an economic basis, to mitigate significant fluctuations in the financial position and results of operations.. The Company generally hedges its pipeline of loans held-for-sale with forward commitments to sell Fannie Mae or Freddie Mac securities. Further, the Company occasionally enters into swap agreements to hedge the cash flows on certain liabilities. The Company does not elect to apply or does not qualify for hedge accounting and therefore accounts for the derivatives as economic undesignated derivatives.
	The Company recognizes all derivatives as either assets or liabilities in the Consolidated Statement of Financial Condition at their fair value on a trade date basis. The Company reports derivatives in a gain position in "other assets" and derivatives in a loss position in "other liabilities" in the Consolidated Statement of Financial Condition. Changes in the fair value of the derivatives and realized gains and losses are recognized immediately in noninterest income.
	The Company also enters into various derivative agreements with customers desiring protection from possible adverse future fluctuations in interest rates. As an intermediary, the Company generally maintains a portfolio of matched offsetting derivative agreements. In accordance with the applicable accounting guidance, the Company takes into account the impact of bilateral collateral and master netting agreements that allow all derivative contracts held to settle with a single counterparty on a net basis, and to offset the net derivative position with the related collateral when recognizing derivative assets and liabilities.
Trust Preferred Securities	'
	Trust Preferred Securities
	As of December 31, 2013, the Company sponsored nine trusts, of which 100 percent of the common equity was owned by the Company. Each of the trusts has issued trust preferred securities to third party investors and loaned the proceeds to the Company in the form of junior subordinated notes, which are included in long-term debt in the Consolidated Financial Statements of Condition. The notes held by each trust are the sole assets of that trust. Distributions on the trust preferred securities of each trust are payable quarterly at a rate equal to the interest being earned by the trust on the notes held by these trusts.
	The trust preferred securities are subject to mandatory redemption upon repayment of the notes. The Company has entered into agreements which, taken collectively, fully and unconditionally guarantee the trust preferred securities subject to the terms of each of the guarantees. The securities are not subject to a sinking fund requirement and one trust was convertible into Common Stock. 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. These payments will be periodically evaluated and reinstated when appropriate, subject to provisions of the Consent Order and Supervisory Agreement.
	The trusts are variable interest entities ("VIEs") under U.S. GAAP. The Company’s investment in the common stock of these trusts is included in "other assets" in the Company’s Consolidated Statements of Financial Condition. The capital raised through the sale of the junior subordinated notes is part of the trust preferred securities.
Income Taxes	'
	Income Taxes
	Deferred taxes are recognized for the future tax consequences attributable to differences between the financial statement carrying amounts of existing assets and liabilities and their respective tax bases. Deferred tax assets and liabilities are measured using enacted tax rates that will apply to taxable income in the years in which those temporary differences are expected to be recovered or settled. The effect on deferred tax assets and liabilities of a change in tax rates is recognized as income or expense in the period that includes the enactment date.
	The Company is subject to the income tax laws of the U.S., its states and municipalities. These tax laws are complex and subject to different interpretations by the taxpayer and the relevant governmental taxing authorities. The Company adopted accounting guidance related to uncertainty in income taxes. The guidance prescribes a comprehensive model for how companies should recognize, measure, present, and disclose in their financial statements uncertain tax positions taken or expected to be taken on a tax return. Under the guidance, tax positions shall initially be recognized in the financial statements when it is more likely than not the position will be sustained upon examination by the tax authorities. Such tax positions shall initially and subsequently be measured as the largest amount of tax benefit that is greater than 50 percent likely of being realized upon ultimate settlement with the tax authority assuming full knowledge of the position and all relevant facts. The guidance also revises disclosure requirements to include an annual tabular roll forward of unrecognized tax benefits. In establishing a provision for income tax expense, the Company must make judgments and interpretations about the application of these inherently complex tax laws within the framework of existing U.S. GAAP. The Company recognizes interest and penalties related to uncertain tax positions in "other taxes" in the Consolidated Statements of Operations.
	The Company is required to establish a valuation allowance for deferred tax assets ("DTA") and record a charge to income or shareholders’ equity if the Company determines, based on available evidence at the time the determination is made, that it is more likely than not that some portion or all of the deferred tax assets will not be realized. In evaluating the need for a valuation allowance, the Company estimates future taxable income based on management approved business plans, future capital requirements and ongoing tax planning strategies. This evaluation process involves significant management judgment about assumptions that are subject to change from period to period. The recognition of deferred tax assets requires management to make significant judgments about future earnings, the periods in which items will impact taxable income, future corporate tax rates, and the application of inherently complex tax laws. The use of different estimates can result in changes in the amounts of deferred tax items recognized, which can result in equity and earnings volatility because such changes are reported in current period earnings.
Representation and Warranty Reserve	'
	Representation and Warranty Reserve
	The Company sells or securitizes most of the residential first mortgage loans that it originates into the secondary mortgage market. When the Company sells mortgage loans, it makes customary representations and warranties to the purchasers about various characteristics of each loan, such as the manner of origination, the nature and extent of underwriting standards applied and the types of documentation being provided. Typically, these representations and warranties are in place for the life of the loan. If a defect in the origination process is identified, the Company may be required to either repurchase the loan or indemnify the purchaser for losses it sustains on the loan. If there are no such defects, the Company has no liability to the purchaser for losses it may incur on such loan. The Company maintains a representation and warranty reserve to account for the probable losses inherent in loans it might be required to repurchase (or the indemnity payments it may have to make to purchasers). The representation and warranty reserve takes into account both the estimate of probable losses inherent in loans sold during the current accounting period as well as adjustments to the Company’s previous estimates of probable losses inherent in loans sold. In each case, these estimates are based on the Company’s most recent data regarding loan repurchases and indemnifications, and actual credit losses on repurchased and indemnified loans, among other factors. Increases to the representation and warranty reserve for current loan sales reduce the Company’s net gain on loan sales. Adjustments to the Company’s previous estimates are recorded as an increase or decrease to representation and warranty reserve — change in estimate in the Consolidated Statements of Operations
Advertising Costs	'
	Advertising Costs
	Advertising costs are expensed in the period they are incurred and are included as part of "general and administrative" expenses in the Consolidated Statements of Operations. Advertising expenses totaled $8.9 million, $11.9 million, and $7.7 million for the years ended December 31, 2013, 2012 and 2011, respectively.
Share-based Compensation	'
	Stock-Based Compensation
	The Company utilizes accounting guidance within ASC Topic 718, "Compensation-Stock Compensation," to account for its stock-based compensation. This accounting guidance requires all share-based payments to employees, including grants of employee stock options, to be recognized as expense in the Consolidated Statements of Operations based on their fair values. The amount of compensation is measured at the fair value of the options when granted and this cost is expensed over the requisite service period, which is normally the vesting period of the options
Guarantees	'
	Guarantees
	The Company makes guarantees in the normal course of business in connection with certain issuances of standby letters of credit, among other transactions. The Company accounts for these guarantees in accordance with accounting guidance within ASC Topic 460, "Guarantees" and ASC Topic 450, "Contingencies." ASC Topic 460 generally requires the use of fair value for the initial measurement of guarantees, but does not prescribe a subsequent measurement method. At each reporting date the Company evaluates the recognition of a loss contingency under ASC Topic 450. The loss contingency is measured as the probable and reasonably estimable amount, if any, that exceeds the value of the remaining guarantee

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	12 Months Ended
	Dec. 31, 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 December 31, 2013 and 2012, by caption on the Consolidated Statements of Financial Condition and by the valuation hierarchy (as described above).
	December 31, 2013	Level 1				Level 2				Level 3			Total  Fair Value
		(Dollars in thousands)
	Investment securities available-for-sale
	U.S. government sponsored agencies	$	1,028,248			$	—			$	—		$	1,028,248
	Municipal obligations	—				17,300				—			17,300
	Loans held-for-sale
	Residential first mortgage loans	—				1,140,507				—			1,140,507
	Loans held-for-investment
	Residential first mortgage loans	—				18,625				—			18,625
	Second mortgage loans	—				—				64,685			64,685
	HELOC loans	—				—				155,012			155,012
	Mortgage servicing rights	—				—				284,678			284,678
	Derivative assets
	U.S. Treasury futures	1,221				—				—			1,221
	Forward agency and loan sales	—				19,847				—			19,847
	Rate lock commitments	—				—				10,329			10,329
	Interest rate swaps	—				1,797				—			1,797
	Total derivative assets	1,221				21,644				10,329			33,194
	Total assets at fair value	$	1,029,469			$	1,198,076			$	514,704		$	2,742,249
	Derivative liabilities
	Agency forwards	$	(1,665	)		$	—			$	—		$	(1,665	)
	Interest rate swaps	—				(1,797		)		—			(1,797		)
	Total derivative liabilities	(1,665		)		(1,797		)		—			(3,462		)
	Warrant liabilities	—				(10,802		)		—			(10,802		)
	Long-term debt	—				—				(105,813		)	(105,813		)
	Litigation settlement	—				—				(93,000		)	(93,000		)
	Total liabilities at fair value	$	(1,665	)		$	(12,599	)		$	(198,813	)	$	(213,077	)
	December 31, 2012	Level 1				Level 2				Level 3			Total Fair Value
		(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
	Agency forwards	3,618				—				—			3,618
	Rate lock commitments	—				—				86,200			86,200
	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		)
	Litigation settlement	—				—				(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 Statements of Financial Condition amounts for the years ended December 31, 2013, 2012 and 2011 (including the change in fair value) for financial instruments classified by the Company within Level 3 of the valuation hierarchy.
	Year Ended December 31, 2013	Balance at			Recorded						Recorded		Purchases			Sales			Settlements			Balance at End of Year			Changes In Unrealized Held at End of Year (3)
		Beginning			in  Earnings						in OCI
		of Year			Total			Total			Total
					Unrealized			Realized			Unrealized
					Gains/			Gains/			Gains/
					(Losses)			(Losses)			(Losses)
		(Dollars in thousands)
	Assets
	Investment securities available-for-sale (1)
	Mortgage securitization	$	91,117		$	—		$	(8,789	)	$	871	$	—		$	(73,327	)	$	(9,872	)	$	—		$	—
	Loans held-for-investment
	Second mortgage loans	—			817			(6,362		)	—		80,543			—			(10,313		)	64,685			14,277
	HELOC loans	—			(7,769		)	10,816			—		170,727			—			(18,762		)	155,012			15,073
	Transferors' interest	7,103			(174		)	45,708			—		—			(52,637		)	—			—			—
	Mortgage servicing rights	710,791			105,971			—			—		541,039			(973,803		)	(99,320		)	284,678			18,828
	Derivative financial instruments
	Rate lock commitments	86,200			—			(149,585		)	—		376,749			(241,264		)	(61,771		)	10,329			(17,534		)
	Totals	$	895,211		$	98,845		$	(108,212	)	$	871	$	1,169,058		$	(1,341,031	)	$	(200,038	)	$	514,704		$	30,644
	Liabilities
	Long-term debt	$	—		$	—		$	(6,168	)	$	—	$	(119,980	)	$	—		$	20,335		$	(105,813	)	$	—
	Litigation settlement	(19,100		)	—			(73,900		)	—		—			—			—			(93,000		)	—
	Totals	$	(19,100	)	$	—		$	(80,068	)	$	—	$	(119,980	)	$	—		$	20,335		$	(198,813	)	$	—
	Year Ended December 31, 2012
	Assets
	Investment securities available-for-sale (1)(2)
	Non-agency CMOs	$	254,928		$	(2,192	)	$	330		$	17,160	$	—		$	(249,246	)	$	(20,980	)	$	—		$	—
	Mortgage securitization	110,328			—			—			2,768		—			(21,979		)	—			91,117			2,768
	Loans held-for-investment
	Transferors' interest	9,594			61			(2,552		)	—		—			—			—			7,103			—
	Mortgage servicing rights	510,475			(195,821		)	—			—		535,875			(139,738		)	—			710,791			10,900
	Derivative financial instruments
	Rate lock commitments	70,965			—			530,431			—		920,512			(1,092,117		)	(343,591		)	86,200			84,031
	Totals	$	956,290		$	(197,952	)	$	528,209		$	19,928	$	1,456,387		$	(1,503,080	)	$	(364,571	)	$	895,211		$	97,699
	Liabilities
	Litigation settlement	$	(18,300	)	$	—		$	(800	)	$	—	$	—		$	—		$	—		$	(19,100	)	$	—
	Year Ended December 31, 2011
	Assets
	Investment securities available-for-sale (1)(2)
	Non-agency CMOs	$	330,781		$	(24,038	)	$	—		$	11,280	$	—		$	(63,095	)	$	—		$	254,928		$	11,280
	Mortgage securitization	136,707			—			—			87		—			(26,466		)	—			110,328			87
	Loans held-for-investment
	Transferors' interest	17,439			(2,172		)	(5,673		)	—		—			—			—			9,594			—
	Mortgage servicing rights	580,299			(169,498		)	—			—		254,818			(87,265		)	(67,879		)	510,475			(122,966		)
	Derivative financial instruments
	Rate lock commitments	14,396			53,669			177,926			—		318,230			(308,768		)	(184,488		)	70,965			292
	Totals	$	1,079,622		$	(142,039	)	$	172,253		$	11,367	$	573,048		$	(485,594	)	$	(252,367	)	$	956,290		$	(111,307	)
	Liabilities
	Litigation settlement	$	—		$	—		$	—		$	—	$	—		$	—		$	(18,300	)	$	(18,300	)	$	—
	-1	Realized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest 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 classified as available-for-sale are valued using internal valuation models and pricing information from third parties.
	-3	Changes in the unrealized gains (losses) related to financial instruments 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 December 31, 2013 and 2012.
		Fair Value			Valuation Technique	Unobservable Input	Range (Weighted Average)
	31-Dec-13	(Dollars in thousands)
	Assets
	Second mortgage loans	$	64,685		Discounted cash flows	Discount rate	7.1% - 10.7% (8.9%)
						Prepay rate - 12 month historical average	10.5% - 15.7% (13.1%)
						CDR rate - 12 month historical average	2.2% - 3.2% (2.7%)
	FSTAR 2005-1	$	78,009		Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
	HELOC loans					Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
						Cumulative loss rate	11.6% - 17.4% (14.5%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2	$	77,003		Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
	HELOC loans					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
						Cumulative loss rate	39.9% - 59.8% (49.9%)
						Loss severity	80.0% - 120.0% (100.0%)
	Mortgage servicing rights	$	284,678		Discounted cash flows	Origination adjusted spread	5.9% - 8.9% (7.7%)
						Constant prepayment rate	9.7% - 14.0% (11.9%)
						Weighted average cost to service per loan	59.1% - 88.6% (73.8%)
	Rate lock commitments	$	10,329		Consensus pricing	Origination pull-through rate	65.9% - 98.8% (82.3%)
	Liabilities
	FSTAR 2005-1	$	(55,172	)	Discounted cash flows	Discount rate	5.6% - 8.4% (7.0%)
	Long-term debt					Prepay rate - 3 month historical average	12.8% - 19.2% (16.0%)
						Cumulative loss rate	11.6% - 17.4% (14.5%)
						Loss severity	80.0% - 120.0% (100.0%)
	FSTAR 2006-2	$	(50,641	)	Discounted cash flows	Discount rate	7.2% - 10.8% (9.0%)
	Long-term debt					Prepay rate - 3 month historical average	9.6% - 14.4% (12.0%)
						Cumulative loss rate	39.9% - 59.9% (49.9%)
						Loss severity	80.0% - 120.0% (100.0%)
	Litigation settlement	$	(93,000	)	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)
	31-Dec-12	(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		Consensus pricing	Origination pull-through rate	62.8% - 94.2% (78.5%)
	Liabilities
	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 Peer group ROA (2015-2017)	0.02% - 0.04% (0.03%)
							0.5% - 0.8% (0.7%)
Fair Value Measurements, Nonrecurring	'
	Assets Measured at Fair Value on a Nonrecurring Basis
		Level 3
		(Dollars in thousands)
	31-Dec-13
	Impaired loans held-for-investment (1)
	Residential first mortgage loans	$	68,252
	Commercial real estate loans	1,500
	Repossessed assets (2)	36,636
	Totals	$	106,388
	31-Dec-12
	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 $155.0 million, $208.1 million and $121.8 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the years ended December 31, 2013, 2012 and 2011, respectively.
	-2	The Company recorded $9.7 million, $11.4 million and $20.4 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net losses of $25.9 million, $11.2 million and $4.7 million on sales of repossessed assets during the years ended December 31, 2013, 2012 and 2011, 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 December 31, 2013.
		Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
	31-Dec-13	(Dollars in thousands)
	Impaired loans held-for-investment
	Residential first mortgage loans	$	68,252		Fair value of collateral	Loss severity discount	0% - 100% (44.9%)
	Commercial real estate loans	$	1,500		Fair value of collateral	Loss severity discount	0% - 100% (39.6%)
	Repossessed assets	$	36,636		Fair value of collateral	Loss severity discount	0% - 100% (45.3%)
		Fair Value			Valuation Technique(s)	Unobservable Input	Range (Weighted Average)
	31-Dec-12	(Dollars in thousands)
	Impaired loans held-for-investment
	Residential first 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 financial instruments that are carried either at fair value or cost.
		December 31, 2013
						Estimated Fair Value
		Carrying				Total				Level 1			Level 2				Level 3
		Value
		(Dollars in thousands)
	Financial Instruments
	Assets
	Cash and cash equivalents	$	280,505			$	280,505			$	280,505		$	—			$	—
	Investment securities available-for-sale	1,045,548				1,045,548				1,028,248			17,300				—
	Loans held-for-sale	1,480,418				1,469,820				—			1,469,820				—
	Loans repurchased with government guarantees	1,273,690				1,212,799				—			1,212,799				—
	Loans held-for-investment, net	3,848,756				3,653,292				—			18,625				3,634,667
	Repossessed assets	36,636				36,636				—			—				36,636
	Federal Home Loan Bank stock	209,737				209,737				209,737			—				—
	Mortgage servicing rights	284,678				284,678				—			—				284,678
	Customer initiated derivative interest rate swaps	1,797				1,797				—			1,797				—
	Liabilities
	Retail deposits
	Demand deposits and savings accounts	(3,919,937		)		(3,778,890		)		—			(3,778,890		)		—
	Certificates of deposit	(1,026,129		)		(1,034,599		)		—			(1,034,599		)		—
	Government deposits	(602,398		)		(596,778		)		—			(596,778		)		—
	Wholesale deposit	(8,717		)		(8,716		)		—			(8,716		)		—
	Company controlled deposits	(583,145		)		(577,662		)		—			(577,662		)		—
	Federal Home Loan Bank advances	(988,000		)		(988,102		)		(988,102		)	—				—
	Long-term debt	(353,248		)		(202,887		)		—			(97,074		)		(105,813		)
	Warrant liabilities	(10,802		)		(10,802		)		—			(10,802		)		—
	Litigation settlement	(93,000		)		(93,000		)		—			—				(93,000		)
	Customer initiated derivative interest rate swaps	(1,797		)		(1,797		)		—			(1,797		)		—
	Derivative Financial Instruments
	Forward agency and loan sales	19,847				19,847				—			19,847				—
	Rate lock commitments	10,329				10,329				—			—				10,329
	U.S. Treasury and agency futures/forwards	(444		)		(444		)		(444		)	—				—
		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	5,133,101				5,119,704				—			20,219				5,099,485
	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 deposits	(819,078		)		(816,258		)		—			(816,258		)		—
	Wholesale deposit	(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		)		—
	Warrant liabilities	(11,346		)		(11,346		)		—			(11,346		)		—
	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			—				—
Schedule of Changes in Fair Value Included in Earnings	'
	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.
		For the Years Ended December 31,
		2013				2012				2011
	Assets	(Dollars in thousands)
	Loans held-for-sale
	Net gain on loan sales	$	200,639			$	784,760			$	356,278
	Loans held-for-investment
	Interest income on loans	(779		)		(637		)		685
	Other noninterest income	29,175				—				—
	Liabilities
	Long-term debt
	Other noninterest income	$	5,117			$	—			$	—
	Litigation settlement
	Legal and professional expense	(73,900		)		(930		)		(18,300		)
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 December 31, 2013, 2012 and 2011 for assets and liabilities for which the fair value option has been elected.
		31-Dec-13									31-Dec-12								December 31, 2011
		(Dollars in thousands)
		Unpaid Principal Balance			Fair Value			Fair Value Over/(Under) UPB			Unpaid Principal Balance		Fair Value			Fair Value Over/(Under) UPB			Unpaid Principal Balance			Fair Value			Fair Value Over/(Under) UPB
	Assets
	Nonaccrual loans
	Loans held-for-sale	$	—		$	—		$	—		$	222	$	240		$	18		$	281		$	291		$	10
	Loans held-for-investment	10,764			4,014			(6,750		)	2,021		2,064			43			2,989			2,963			(26		)
	Total loans	$	10,764		$	4,014		(6,750		)	$	2,243	$	2,304		$	61		$	3,270		$	3,254		$	(16	)
	Other performing loans
	Loans held-for-sale	$	1,109,517		$	1,140,507		$	30,990		$	2,734,756	$	2,865,456		$	130,700		$	1,570,302		$	1,629,327		$	59,025
	Loans held-for-investment	257,665			234,308			(23,357		)	17,589		18,155			566			18,699			19,688			989
	Total loans	$	1,367,182		$	1,374,815		$	7,633		$	2,752,345	$	2,883,611		$	131,266		$	1,589,001		$	1,649,015		$	60,014
	Total loans
	Loans held-for-sale	$	1,109,517		$	1,140,507		$	30,990		$	2,734,978	$	2,865,696		$	130,718		$	1,570,583		$	1,629,618		$	59,035
	Loans held-for-investment	268,429			238,322			(30,107		)	19,610		20,219			609			21,688			22,651			963
	Total loans	$	1,377,946		$	1,378,829		$	883		$	2,754,588	$	2,885,915		$	131,327		$	1,592,271		$	1,652,269		$	59,998
	Liabilities
	Long-term debt	$	(116,504	)	$	(105,813	)	$	10,691		$	—	$	—		$	—		$	—		$	—		$	—
	Litigation settlement	N/A (1)			(93,000		)	N/A (1)			N/A (1)		(19,100		)	N/A (1)			N/A (1)			(18,300		)	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 Agreement.

Investment_Securities_Tables

Investment Securities (Tables)	12 Months Ended
	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'
Schedule of Trading and Available-for-sale Securities	'
	As of December 31, 2013 and 2012, investment securities were comprised of the following.
		Amortized			Gross				Gross				Fair Value
		Cost			Unrealized				Unrealized
					Gains				Losses
		(Dollars in thousands)
	31-Dec-13
	Available-for-sale securities
	U.S. government sponsored agencies	$	1,037,289		$	1,546			$	(10,587	)		$	1,028,248
	Municipal obligations	17,300			—				—				17,300
	Total available-for-sale securities	$	1,054,589		$	1,546			$	(10,587	)		$	1,045,548
	31-Dec-12
	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 securities classified as available-for-sale.
		Unrealized Loss Position with Duration										Unrealized Loss Position with Duration
		12 Months and Over										Under 12 Months
	Type of Security	Fair			Number of			Unrealized				Fair			Number of	Unrealized
		Value			Securities			Loss				Value			Securities	Loss
		(Dollars in thousands)
	31-Dec-13
	U.S. government sponsored agencies	$	—		—			$	—			$	825,308		63	$	(10,587	)
	31-Dec-12
	Mortgage securitization	$	91,117		1			$	(10,155	)		$	—		—	$	—
	31-Dec-11
	Non-agency CMOs	$	208,515		9			$	(21,123	)		$	46,413		2	$	(1,971	)
	Mortgage securitization	110,328			1			(12,923		)		—			—	—
Other than Temporary Impairment, Credit Losses Recognized in Earnings	'
	The following table shows the activity for OTTI credit loss.
		For the Years Ended December 31,
		2013			2012				2011
		(Dollars in thousands)
	Beginning balance of amount related to credit losses	$	(2,793	)	$	(59,376	)		$	(40,045	)
	Reductions for increases in cash flows expected to be collected that are recognized over the remaining life	389			6,680				4,708
	Reductions for investment securities sold during the period (realized)	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		)		(24,039		)
	Ending balance of amount related to credit losses	$	—		$	(2,793	)		$	(59,376	)
Schedule of Available-for-sale Securities, by Contractual Maturity Date	'
	The amortized cost and estimated fair value of securities, excluding trading securities, at December 31, 2013 and 2012 are presented below by contractual maturity. Expected maturities may differ from contractual maturities because issuers may have the right to call or prepay obligations.
		Investment Securities Available-for-Sale
		Amortized			Estimated Fair
		Cost			Value
	31-Dec-13	(Dollars in thousands)
	Due in one year or less	$	2,985		$	2,985
	Due after one year through five years	14,315			14,315
	Due after five years through ten years	68,965			69,212
	Due after ten years	968,324			959,036
	Total	$	1,054,589		$	1,045,548
		Investment Securities Available-for-Sale
		Amortized			Estimated Fair
		Cost			Value
	December 31, 2012	(Dollars in thousands)
	Due in one year or less	$	—		$	—
	Due after one year through five years	13,611			13,611
	Due after five years through ten years	—			—
	Due after ten years	178,600			170,834
	Total	$	192,211		$	184,445

Loans_HeldforSale_Tables

Loans Held-for-Sale (Tables)	12 Months Ended
	Dec. 31, 2013
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.
		For the Years Ended December 31,
		2013			2012			2011
	Balance at beginning of period	$	3,939,720		$	1,800,885		$	2,585,200
	Net loan originations	38,024,042			56,140,093			28,217,645
	Net loans sold, servicing retained	(39,835,638		)	(54,602,099		)	(27,334,530		)
	Net loans sold, servicing released	(1,510,026		)	(541,929		)	(986,833		)
	Loan amortization and prepayments	113,295			(15,691		)	(751,568		)
	Loans transferred from (to) other loan portfolios	749,025			1,158,461			70,971
	Balance at end of period	$	1,480,418		$	3,939,720		$	1,800,885
	The loans held-for-sale are summarized as follows.
		31-Dec-13			31-Dec-12
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	1,480,418		$	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	$	1,480,418		$	3,939,720

Loans_HeldforInvestment_Tables

Loans Held-for-Investment (Tables)	12 Months Ended
	Dec. 31, 2013
Receivables [Abstract]	'
Schedule of Loans Held-for-investment	'
	Loans held-for-investment are summarized as follows.
		31-Dec-13				31-Dec-12
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	2,508,968			$	3,009,251
	Second mortgage	169,525				114,885
	Warehouse lending	423,517				1,347,727
	HELOC	289,880				179,447
	Other	37,468				49,611
	Total consumer loans	3,429,358				4,700,921
	Commercial loans
	Commercial real estate	408,870				640,315
	Commercial and industrial	207,187				90,565
	Commercial lease financing	10,341				6,300
	Total commercial loans	626,398				737,180
	Total consumer and commercial loans held-for-investment	4,055,756				5,438,101
	Less allowance for loan losses	(207,000		)		(305,000		)
	Loans held-for-investment, net	$	3,848,756			$	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.
		31-Dec-13				31-Dec-12
		(Dollars in thousands)
	Total minimum lease payments to be received	$	10,613			$	5,634
	Estimated residual values of lease properties	503				913
	Unearned income	(755		)		(346		)
	Net deferred fees and other	(20		)		99
	Net investment in commercial financing leases	$	10,341			$	6,300
Schedule of Lease Receivables, Future Minimum Payments	'
	The following outlines the Company’s minimum lease payment receivable for direct financing leases for the five succeeding years and thereafter.
		31-Dec-13
		(Dollars in thousands)
	2014	$	959
	2015	959
	2016	959
	2017	959
	2018	959
	Thereafter	5,818
	Total	$	10,613
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			Total
		First				Mortgage				Lending							Consumer			Real			and			Lease
		Mortgage																		Estate			Industrial			Financing
		(Dollars in thousands)
	Year Ended December 31, 2013
	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)	(133,326		)		(6,252		)		(45		)		(5,473		)	(3,622		)	(47,982		)	(350		)	(1,299		)	(198,349		)
	Recoveries	15,329				1,178				—				1,020			2,079			10,162			151			288			30,207
	Provision	59,909				(2,986		)		538				(6,002		)	1,915			15,050			653			1,065			70,142
	Ending balance allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
	Year Ended December 31, 2012
	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	(175,803		)		(18,753		)		—				(17,159		)	(4,423		)	(105,285		)	(4,627		)	(1,191		)	(327,241		)
	Recoveries	18,561				1,912				—				461			1,786			15,397			77			—			38,194
	Provision	197,254				20,376				(351		)		20,201			2,243			34,214			2,003			107			276,047
	Ending balance allowance for loan losses	$	219,230			$	20,201			$	899			$	18,348		$	2,040		$	41,310		$	2,878		$	94		$	305,000
	Year Ended December 31, 2011
	Beginning balance allowance for loan losses	$	119,400			$	25,186			$	4,171			$	24,819		$	5,445		$	93,437		$	1,542		$	—		$	274,000
	Charge-offs	(41,560		)		(19,216		)		(1,122		)		(16,980		)	(4,729		)	(57,626		)	(644		)	—			(141,877		)
	Recoveries	1,656				1,642				5				1,510			1,603			2,408			122			—			8,946
	Provision	99,722				9,054				(1,804		)		5,496			115			58,765			4,405			1,178			176,931
	Ending balance allowance for loan losses	$	179,218			$	16,666			$	1,250			$	14,845		$	2,434		$	96,984		$	5,425		$	1,178		$	318,000
		Residential				Second				Warehouse				HELOC			Other			Commercial			Commercial			Commercial			Total
		First				Mortgage				Lending							Consumer			Real			and			Lease
		Mortgage																		Estate			Industrial			Financing
		(Dollars in thousands)
	31-Dec-13
	Loans held-for-investment
	Individually evaluated	$	419,703			$	24,356			$	—			$	406		$	—		$	1,956		$	—		$	—		$	446,421
	Collectively evaluated (2)	2,070,640				80,484				423,517				134,462			37,468			406,914			207,187			10,341			3,371,013
	Total loans	$	2,490,343			$	104,840			$	423,517			$	134,868		$	37,468		$	408,870		$	207,187		$	10,341		$	3,817,434
	Allowance for loan losses
	Individually evaluated	$	81,765			$	4,566			$	—			$	405		$	—		$	—		$	—		$	—		$	86,736
	Collectively evaluated (2)	79,377				7,575				1,392				7,488			2,412			18,540			3,332			148			120,264
	Total allowance for loan losses	$	161,142			$	12,141			$	1,392			$	7,893		$	2,412		$	18,540		$	3,332		$	148		$	207,000
	31-Dec-12
	Loans held-for-investment
	Individually evaluated	$	805,787			$	16,949			$	—			$	734		$	—		$	95,322		$	41		$	—		$	918,833
	Collectively evaluated (2)	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 (2)	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	Includes charge-offs of $65.1 million related to the sale of residential first mortgage nonperforming and TDR loans during the year ended December 31, 2013.
	-2	Excludes loans carried under the fair value option.
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)
	31-Dec-13
	Consumer loans
	Residential first mortgage	$	36,526			$	19,096			$	134,340			$	189,962		$	2,319,006		$	2,508,968
	Second mortgage	1,997				271				2,820				5,088			164,437			169,525
	Warehouse lending	—				—				—				—			423,517			423,517
	HELOC	2,197				1,238				6,826				10,261			279,619			289,880
	Other	293				127				199				619			36,849			37,468
	Total consumer loans	41,013				20,732				144,185				205,930			3,223,428			3,429,358
	Commercial loans
	Commercial real estate	—				—				1,500				1,500			407,370			408,870
	Commercial and industrial	—				—				—				—			207,187			207,187
	Commercial lease financing	—				—				—				—			10,341			10,341
	Total commercial loans	—				—				1,500				1,500			624,898			626,398
	Total loans (1)	$	41,013			$	20,732			$	145,685			$	207,430		$	3,848,326		$	4,055,756
	31-Dec-12
	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 (1)	$	73,666			$	25,568			$	399,826			$	499,060		$	4,939,041		$	5,438,101
	-1	Includes $4.0 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at December 31, 2013 and 2012, respectively.
Troubled Debt Restructurings	'
	The following table provides a summary of TDRs by type and performing status.
		TDRs
		Performing				Nonperforming				Total
	December 31, 2013	(Dollars in thousands)
	Consumer loans (1)
	Residential first mortgage	$	332,285			$	42,633			$	374,918
	Second mortgage	30,352				1,631				31,983
	HELOC	19,892				2,445				22,337
	Total consumer loans	382,529				46,709				429,238
	Commercial loans (2)
	Commercial real estate	456				—				456
	Total TDRs (3)	$	382,985			$	46,709			$	429,694
	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 (3)	$	589,762			$	145,244			$	735,006
	-1	The allowance for loan losses on consumer TDR loans totaled $82.3 million and $159.0 million at December 31, 2013 and 2012, respectively.
	-2	The allowance for loan losses on commercial TDR loans totaled zero and $0.3 million at December 31, 2013 and 2012, respectively.
	-3	Includes $8.9 million and $1.7 million of TDR loans accounted for under the fair value option at December 31, 2013 and 2012, respectively.
Schedule of Troubled Debt Restructuring, Number of Accounts, Pre-Modification and Post-Modification Unpaid Principal Balances	'
	The following tables presents the years ended December 31, 2013, 2012 and 2011 number of accounts, pre-modification unpaid principal balance (net of write downs), and post-modification unpaid principal balance (net of write downs) that were new modified TDRs during the years ended December 31, 2013, 2012 and 2011. In addition, the table presents the number of accounts and unpaid principal balance (net of write downs) of loans that have subsequently defaulted during the years ended December 31, 2013, 2012 and 2011 that had been modified in a TDR during the 12 months preceding each period. All TDR classes within consumer and commercial loan portfolios are considered subsequently defaulted when greater than 90 days past due.
		New TDRs
		Number of			Pre-Modification Unpaid				Post-Modification Unpaid				Increase (Decrease) in Allowance at Modification
		Accounts			Principal Balance				Principal Balance (1)
	Year Ended December 31, 2013	(Dollars in thousands)
	Residential first mortgages	322			$	85,440			$	75,730			$	2,614
	Second mortgages (2)	571			21,920				19,558				517
	HELOC (2) (3)	313			27,425				23,066				(10		)
	Commercial real estate	5			2,938				2,938				—
	Total TDR loans	1,211			$	137,723			$	121,292			$	3,121
	Year Ended December 31, 2012
	Residential first mortgages	884			$	287,865			$	267,364			$	29,357
	Second mortgages	301			15,287				9,312				(435		)
	HELOC	69			2,515				—				(178		)
	Total TDR loans	1,254			$	305,667			$	276,676			$	28,744
	Year Ended December 31, 2011
	Residential first mortgages	455			$	168,849			$	171,649			$	(5,021	)
	Second mortgages	27			1,999				2,012				—
	Other consumer	1			2				2				—
	Commercial real estate	6			12,025				7,298				(1,011		)
	Total TDR loans	489			$	182,875			$	180,961			$	(6,032	)
		TDRs that subsequently defaulted in previous 12 months (4)
		Number of			Unpaid Principal Balance				Increase (Decrease) in Allowance at Subsequent Default
		Accounts
	Year Ended December 31, 2013	(Dollars in thousands)
	Residential first mortgages	26			$	6,401			$	1,141
	Second mortgages	41			991				531
	Commercial real estate	33			397				—
	Total TDR loans	100			$	7,789			$	1,672
	Year Ended December 31, 2012
	Residential first mortgages	72			$	20,523			$	4,451
	Second mortgages	19			1,094				441
	Total TDR loans	91			$	21,617			$	4,892
	Year Ended December 31, 2011
	Residential first mortgages	35			$	10,796			$	1,854
	Second mortgages	2			233				—
	Total TDR loans	37			$	11,029			$	1,854
	-1	Post-modification balances include past due amounts that are capitalized at modification date.
	-2	New TDRs during the year ended December 31, 2013, include 463 loans for a total of $30.8 million of post modification unpaid principal balance second mortgage and HELOC loans carried at fair value that were reconsolidated as a result of the litigation settlements with MBIA and Assured.
	-3	HELOC post-modification unpaid principal balance reflects write downs.
	-4	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
Impaired Loans	'
	The following table presents impaired loans with no related allowance and with an allowance recorded.
		31-Dec-13												31-Dec-12
		Recorded				Unpaid Principal				Related				Recorded			Unpaid Principal			Related
		Investment				Balance				Allowance				Investment			Balance			Allowance
		(Dollars in thousands)
	With no related allowance recorded
	Consumer loans
	Residential first mortgage	$	78,421			$	130,520			$	—			$	231,750		$	360,575		$	—
	Second mortgage	1				3,592				—				1,170			4,545			—
	HELOC	1				1,544				—				—			2,506			—
	Commercial loans
	Commercial real estate	1,956				6,427				—				79,782			109,483			—
		$	80,379			$	142,083			$	—			$	312,702		$	477,109		$	—
	With an allowance recorded
	Consumer loans
	Residential first mortgage	$	341,283			$	345,293			$	81,764			$	574,037		$	573,610		$	150,545
	Second mortgage	24,355				24,355				4,566				15,779			15,779			7,028
	HELOC	405				405				405				734			734			3,074
	Commercial loans
	Commercial real estate	—				—				—				15,540			22,917			2,538
	Commercial and industrial	—				—				—				41			97			10
		$	366,043			$	370,053			$	86,735			$	606,131		$	613,137		$	163,195
	Total
	Consumer loans
	Residential first mortgage	$	419,704			$	475,813			$	81,764			$	805,787		$	934,185		$	150,545
	Second mortgage	24,356				27,947				4,566				16,949			20,324			7,028
	HELOC	406				1,949				405				734			3,240			3,074
	Commercial loans
	Commercial real estate	1,956				6,427				—				95,322			132,400			2,538
	Commercial and industrial	—				—				—				41			97			10
	Total impaired loans	$	446,422			$	512,136			$	86,735			$	918,833		$	1,090,246		$	163,195
	The following table presents average total impaired loans and the interest income recognized on impaired loans.
		For the Years Ended December 31,
		2013								2012							2011
		Average				Interest Income Recognized				Average				Interest Income Recognized			Average			Interest Income Recognized
		Recorded								Recorded							Recorded
		Investment								Investment							Investment
		(Dollars in thousands)
	Consumer loans
	Residential first mortgage	$	602,355			$	16,828			$	761,213			$	12,833		$	625,104		$	17,068
	Second mortgage	21,248				1,201				15,609				155			13,521			508
	Warehouse lending	14				—				—				—			235			—
	HELOC	700				41				522				—			365			12
	Commercial loans
	Commercial real estate	46,132				654				142,454				2,345			198,872			5,843
	Commercial and industrial	99				—				99				5			2,155			87
	Commercial lease financing	2,411				—				—				—			—			—
	Total impaired loans	$	672,959			$	18,724			$	919,897			$	15,338		$	840,252		$	23,518
Loan Credit Quality Indicators	'
		December 31, 2013
	Commercial Credit Exposure	Commercial  Real				Commercial and				Commercial				Total
		Estate				Industrial				Lease Financing				Commercial
		(Dollars in thousands)
	Grade
	Pass	$	296,983			$	192,013			$	10,341			$	499,337
	Watch	26,041				5,534				—				31,575
	Special Mention	3,802				9,097				—				12,899
	Substandard	82,044				543				—				82,587
	Total loans	$	408,870			$	207,187			$	10,341			$	626,398
		December 31, 2013
	Consumer Credit Exposure	Residential First Mortgage				Second Mortgage				Warehouse				HELOC			Other Consumer			Total
		(Dollars in thousands)
	Grade
	Pass	$	2,031,536			$	136,224			$	243,017			$	262,138		$	37,142		$	2,710,057
	Watch	343,092				30,482				157,500				20,916			127			552,117
	Special mention	—				—				23,000				—			—			23,000
	Substandard	134,340				2,819				—				6,826			199			144,184
	Total loans	$	2,508,968			$	169,525			$	423,517			$	289,880		$	37,468		$	3,429,358
		December 31, 2012
	Commercial Credit Exposure	Commercial  Real				Commercial and				Commercial				Total
		Estate				Industrial				Lease Financing				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
		December 31, 2012
	Consumer Credit Exposure	Residential First Mortgage				Second Mortgage				Warehouse				HELOC			Other Consumer			Total
		(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				—				910			248			600,154
	Special mention	—				—				266,148				—			—			266,148
	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

Concentrations_of_Credit_Table

Concentrations of Credit (Tables)	12 Months Ended
	Dec. 31, 2013
Risks and Uncertainties [Abstract]	'
Schedules of Concentration of Risk, by Risk Factor	'
	Properties collateralizing residential first mortgage loans held-for-investment were geographically disbursed throughout the United States (measured by unpaid principal balance and expressed as a percent of the total).
		December 31,
	State	2013		2012
	California	27.9	%	30.7	%
	Florida	14.3	%	13.9	%
	Michigan	10.3	%	9.9	%
	Washington	4.6	%	4.6	%
	Arizona	4.1	%	4.2	%
	All other states (1)	38.8	%	36.7	%
	Total	100	%	100	%
	-1	No other state contains more than 3.0 percent of the total.
Schedule of Loans Receivable, Unpaid Principal Balance, by Contractual Terms	'
	The following table details the unpaid principal balance, net of write downs, of these loans at December 31, 2013 and 2012.
		Held-for-Investment Loans
		31-Dec-13			31-Dec-12
		(Dollars in thousands)
	Amortizing hybrid ARMs
	3/1 ARM	$	125,463		$	118,026
	5/1 ARM	335,424			408,593
	7/1 ARM	132,084			20,532
	Interest only hybrid ARMs
	3/1 ARM	172,949			170,198
	5/1 ARM	668,717			797,347
	7/1 ARM	38,061			54,417
	Option ARMs	37,159			55,848
	All other ARMs	96,307			109,827
	Total	$	1,606,164		$	1,734,788
Schedule of Loans Receivable, Loan-to-value Ratios	'
	Of the loans listed above, the following have original LTV ratios exceeding 80 percent.
		Principal Outstanding
		December 31,			December 31,
		2013			2012
		(Dollars in thousands)
	Loans with original LTV ratios above 80 percent
	> 80%< =0%	$	95,041		$	114,736
	> 90%< =00%	84,756			97,160
	>100%	1,512			5,343
	Total	$	181,309		$	217,239

PrivateLabel_Securitization_Ac1

Private-Label Securitization Activity (Tables)	12 Months Ended
	Dec. 31, 2013
Disclosure of Transfer of Securitizations or Asset-backed Financing Financial Assets Accounted for as Sale [Abstract]	'
Summary of Classifications of Consolidated Variable Interest Entity Assets and Liabilities	'
	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
	31-Dec-13		(Dollars in thousands)
	HELOC Securitizations
	Assets
	Cash and cash items		$	1,129			$	—			$	1,129
	Loans held-for-investment		78,009				77,003				155,012
	Other assets (accrued interest receivable)		—				—				—
	Liabilities
	Long-term debt		$	55,172			$	50,641			$	105,813
	Other liabilities		136				—				136
Characteristics of Securitizations at Inception and Current Period	'
	The following table sets forth certain characteristics of each of the fixed rate second mortgage securitization at its inception and the current characteristics as of and for the year ended December 31, 2013.
			2007-1 at				2007-1
			Inception				Current Levels
		(Dollars in thousands)
	Fixed Rate Second Mortgage Securitization
	Number of loans		12,416				4,221
	Aggregate principal balance		$	622,100			$	169,577
	Average principal balance		$	50			$	40
	Weighted average fully indexed interest rate		8.22		%		7.09		%
	Weighted average original term		194 months				194 months
	Weighted average remaining term		185 months				106 months
	Weighted average original credit score		726				712
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 December 31, 2013, the Company no longer has any unfunded commitments related to the HELOC securitization trusts.
		FSTAR 2005-1				FSTAR 2006-2				Total
		(Dollars in thousands)
	December 31, 2012
	Notional amount of unfunded commitments (1)	$	30,767			$	27,447			$	58,214
	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 retained assets with credit exposure, which includes transferors' interests that were included as unreimbursed HELOC draws which are included in loans held-for-investment were zero and $7.1 million at December 31, 2013 and 2012, respectively.

Repossessed_Assets_Tables

Repossessed Assets (Tables)	12 Months Ended
	Dec. 31, 2013
Repossessed Assets [Abstract]	'
Schedule of Repossessed Assets	'
	Repossessed assets include the following.
		December 31,
		2013		2012
		(Dollars in thousands)
	One-to-four family properties	$	24,038	$	67,863
	Commercial properties	12,598		52,869
	Total repossessed assets	$	36,636	$	120,732

Premises_and_Equipment_Tables

Premises and Equipment (Tables)	12 Months Ended
	Dec. 31, 2013
Property, Plant and Equipment [Abstract]	'
Premises and Equipment	'
	Premises and equipment balances and estimated useful lives are as follows.
		Estimated		December 31,
		Useful Lives		2013			2012
				(Dollars in thousands)
	Land	—		$	66,253		$	66,206
	Office buildings	31.5 years		138,157			128,692
	Computer hardware and software	3 — 5 years		156,104			159,908
	Furniture, fixtures and equipment	5 — 7 years		66,090			67,029
	Automobiles	3 years		228			230
	Total			426,832			422,065
	Less accumulated depreciation			(195,482		)	(203,006		)
	Premises and equipment, net			$	231,350		$	219,059
Schedule of Future Minimum Lease Payments for Operating Leases	'
	The following outlines the Company’s minimum contractual lease obligations.
		31-Dec-13
		(Dollars in thousands)
	2014	$	7,082
	2015	5,713
	2016	3,983
	2017	2,827
	2018	909
	Thereafter	930
	Total	$	21,444

Mortgage_Servicing_Rights_Tabl

Mortgage Servicing Rights (Tables)	12 Months Ended
	Dec. 31, 2013
Transfers and Servicing [Abstract]	'
Schedule of Residential Mortgage Servicing, Unpaid Principal Balance	'
	The following table presents the unpaid principal balance of residential loans serviced for other and the number of accounts associated with those loans.
		December 31, 2013						December 31, 2012
		Amount			Number of accounts			Amount			Number of accounts
	Residential mortgage servicing
	Serviced for others	$	25,743,396		131,413			$	76,821,222		377,210
	Subserviced for others (1)	40,431,867			198,256			—			—
	Total residential loans serviced for others (1)	$	66,175,263		329,669			$	76,821,222		377,210
Schedule of Servicing Assets at Fair Value	'
	Changes in the carrying value of residential first mortgage MSRs, accounted for at fair value, were as follows.
		For the Years Ended December 31,
		2013				2012				2011
		(Dollars in thousands)
	Balance at beginning of period	$	710,791			$	510,475			$	580,299
	Additions from loans sold with servicing retained	401,735				535,875				254,824
	Reductions from bulk sales (1)	(834,499		)		(139,738		)		(88,828		)
	Changes in fair value due to (2)
	Decrease in MSR value (3)	(99,320		)		(151,470		)		(67,881		)
	All other changes in valuation inputs or assumptions (4)	105,971				(44,351		)		(167,939		)
	Fair value of MSRs at end of period	$	284,678			$	710,791			$	510,475
	Unpaid principal balance of residential mortgage loans serviced for others (period end)	$	25,743,396			$	76,821,222			$	63,770,676
	-1	Includes bulk sales related to underlying serviced loans totaling $74.9 billion, $17.4 billion and $9.2 billion, respectively, for the years ended December 31, 2013, 2012 and 2011.
	-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 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	'
	The key economic assumptions used in determining the fair value of those MSRs capitalized during the years ended December 31, 2013, 2012 and 2011 were as follows.
		For the Years Ended December 31,
		2013			2012			2011
	Weighted-average life (in years)	6.1			6.1			5.9
	Weighted-average constant prepayment rate ("CPR")	13.8	%		14.8	%		18.7	%
	Weighted-average discount rate	8.5	%		7.1	%		7.6	%
Schedule of Fair Value Assumption, Servicing Assets	'
	The key economic assumptions used in determining the fair value of MSRs at year end were as follows.
		December 31,
		2013			2012			2011
	Weighted-average life (in years)	7.3			5.3			4.5
	Weighted-average (CPR)	11.9	%		17.3	%		21.6	%
	Weighted-average discount rate	10.2	%		7	%		7.2	%
Schedule of Servicing Assets at Fair Value, Servicing Fees	'
	Contractual servicing and subservicing fees, including late fees and ancillary income, for each type of loan serviced are presented below. Contractual servicing and subservicing fees are included within loan administration income on the Consolidated Statements of Operations.  Subservicing fee income is recorded for fees earned, net of third party subservicing costs, for loans subserviced.
		For the Years Ended December 31,
		2013				2012				2011
		(Dollars in thousands)
	Residential first mortgage loans serviced for others	$	189,003			$	208,864			$	169,884
	Residential first mortgage loans subserviced for others	1,306				—				—
	Other consumer loans serviced for others	387				751				211
	Total	$	190,696			$	209,615			$	170,095

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	12 Months Ended
	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Derivative Instruments	'
	The Company had the following derivative financial instruments.
		31-Dec-13
		Notional		Fair		Expiration
		Amount		Value		Dates
		(Dollars in thousands)
	Assets (1)
	U.S. Treasury and euro dollar futures	$	4,300,100	$	1,221	2014
	Rate lock commitments	1,857,775		10,329		2014
	Forward agency and loan sales	2,819,896		19,847		2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative assets	$	9,080,219	$	33,194
	Liabilities (2)
	Mortgage backed securities forwards	$	95,000	$	1,665	2014
	Interest rate swaps	102,448		1,797		Various
	Total derivative liabilities	$	197,448	$	3,462
		31-Dec-12
		Notional		Fair		Expiration
		Amount		Value		Dates
		(Dollars in thousands)
	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.
Schedule of Derivative Instruments Subject to Master Netting Arrangement	'
	The following tables present the derivatives subject to a master netting arrangement, including the cash pledged as collateral.
		December 31, 2013
								Gross Amounts Not Offset in the Statement of Financial Position
	Derivatives Not Designated in Hedge Relationships	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	$	7,074	$	1,701	$	5,373	$	—		$	4,152		$	1,221
	Rate lock commitments	14,510		4,181		10,329		—			—			10,329
	Forward agency and loan sales	20,326		479		19,847		—			—			19,847
	Interest rate swaps	3,045		—		3,045		—			1,248			1,797
	Total derivative assets	$	44,955	$	6,361	$	38,594	$	—		$	5,400		$	33,194
	Liabilities
	U.S. Treasury and euro dollar futures	$	1,701	$	1,701	$	—	$	—		$	—		$	—
	Mortgage backed securities forwards	13,837		—		13,837		—			(12,172		)	1,665
	Rate lock commitments	4,181		4,181		—		—			—			—
	Forward agency and loan sales	479		479		—		—			—			—
	Interest rate swaps	1,797		—		1,797		—			—			1,797
	Total derivative liabilities	$	21,995	$	6,361	$	15,634	$	—		$	(12,172	)	$	3,462
		December 31, 2012
								Gross Amounts Not Offset in the Statement of Financial Position
	Derivatives Not Designated in Hedge Relationships	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
	Rate lock commitments	86,286		86		86,200		—			—			86,200
	Forward agency and loan sales	3,401		3,401		—		—			—			—
	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	$	—	$	—		$	—		$	—
	Rate lock commitments	86		86		—		—			—			—
	Forward agency and loan sales	17,422		3,401		14,021		—			—			14,021
	Interest rate swaps	5,954		—		5,954		—			—			5,954
	Total derivative liabilities	$	28,538	$	8,563	$	19,975	$	—		$	—		$	19,975

Deposit_Accounts_Tables

Deposit Accounts (Tables)	12 Months Ended
	Dec. 31, 2013
Deposits [Abstract]	'
Schedule of Deposits	'
	The deposit accounts are as follows.
		December 31,
		2013		2012
		(Dollars in thousands)
	Retail deposits
	Demand accounts	$	763,554	$	681,983
	Savings accounts	2,869,279		2,108,170
	Money market demand accounts	287,104		401,853
	Certificates of deposit	1,026,129		3,175,481
	Total retail deposits	4,946,066		6,367,487
	Government deposits
	Demand account	104,466		98,890
	Savings account	183,128		263,841
	Certificate of deposit	314,804		456,347
	Total government deposits	602,398		819,078
	Wholesale deposits	8,717		99,338
	Company controlled deposits	583,145		1,008,392
	Total deposits	$	6,140,326	$	8,294,295
Schedule of Contractual Maturities, Certificates of Deposit, $100,000 or More	'
	The following table indicates the scheduled maturities for certificates of deposit with a minimum denomination of $100,000.
		December 31,
		2013		2012
		(Dollars in thousands)
	Three months or less	$	341,989	$	834,390
	Over three months to six months	186,746		431,792
	Over six months to twelve months	223,131		927,797
	One to two years	40,396		103,437
	Thereafter	35,593		42,227
	Total	$	827,855	$	2,339,643

Federal_Home_Loan_Bank_Advance1

Federal Home Loan Bank Advances (Tables)	12 Months Ended
	Dec. 31, 2013
Advances from Federal Home Loan Banks [Abstract]	'
Schedule of Federal Home Loan Bank, Advances, by Interest Rate Type	'
	The following is a breakdown of the advances outstanding.
		December 31,
		2013						2012						2011
		Amount			Weighted			Amount				Weighted		Amount		Weighted
					Average							Average				Average
					Rate							Rate				Rate
		(Dollars in thousands)
	Short-term floating rate daily adjustable advances	$	216,000		0.5	%		$	280,000			0.5	%	$	553,000	0.4	%
	Fixed rate putable advances	772,000			0.3	%		—				—	%	—		—	%
	Long-term fixed rate term advances	—			—	%		2,900,000				3.3	%	3,400,000		3.1	%
	Total	$	988,000		0.34	%		$	3,180,000			3.05	%	$	3,953,000	2.72	%
Schedule of Federal Home Loan Bank, Advances, Disclosures	'
		For the Years Ended December 31,
		2013			2012				2011
		(Dollars in thousands)
	Maximum outstanding at any month end	$	2,907,598		$	3,770,000			$	3,953,000
	Average outstanding balance	2,914,637			3,698,362				3,620,368
	Average remaining borrowing capacity	735,391			1,040,677				728,394
	Weighted-average interest rate	3.22		%	2.88		%		3.26		%
Schedule of Federal Home Loan Bank, Advances, Maturity Summary	'
	The following outlines the Company’s Federal Home Loan Bank advance final maturity dates as of December 31, 2013 and 2012.
		For the Years Ended December 31,
		2013			2012
		(Dollars in thousands)
	2013	$	—		$	280,000
	2014	988,000			250,000
	2015	—			750,000
	2016	—			1,650,000
	2017	—			250,000
	2018	—			—
	Total	$	988,000		$	3,180,000

LongTerm_Debt_Tables

Long-Term Debt (Tables)	12 Months Ended
	Dec. 31, 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.
		December 31,
		2013				2012
		(Dollars in thousands)
	Junior Subordinated Notes
	Floating 3 Month LIBOR
	Plus 3.25% (1), matures 2032	$	25,774	3.5	%	$	25,774	3.56	%
	Plus 3.25% (1), matures 2033	25,774		3.49	%	25,774		3.59	%
	Plus 3.25% (1), matures 2033	25,780		3.5	%	25,780		3.56	%
	Plus 2.00% (1), matures 2035	25,774		2.24	%	25,774		2.34	%
	Plus 2.00% (1), matures 2035	25,774		2.24	%	25,774		2.34	%
	Plus 1.75% (1), matures 2035	51,547		2	%	51,547		2.06	%
	Plus 1.50% (1), matures 2035	25,774		1.74	%	25,774		1.84	%
	Plus 1.45% (1), matures 2037	25,774		1.69	%	25,774		1.76	%
	Plus 2.50% (1), matures 2037	15,464		2.74	%	15,464		2.81	%
	Subtotal	$	247,435			$	247,435
	Notes associated with consolidated VIEs
	HELOC securitizations
	Plus 0.23% (2), matures 2018	$	55,172			$	—
	Plus 0.16% (3), matures 2019	50,641				—
	Total long-term debt	$	353,248			$	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) 0.16 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 0.16 percent.

Representation_and_Warranty_Re1

Representation and Warranty Reserve (Tables)	12 Months Ended
	Dec. 31, 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.
		For the Years Ended December 31,
		2013			2012			2011
		(Dollars in thousands)
	Balance, beginning of period,	$	193,000		$	120,000		$	79,400
	Provision
	Charged to gain on sale for current loan sales	17,606			24,410			8,993
	Charged to representation and warranty reserve — change in estimate	36,116			256,289			150,055
	Total	53,722			280,699			159,048
	Charge-offs, net	(192,722		)	(207,699		)	(118,448		)
	Balance, end of period	$	54,000		$	193,000		$	120,000

Stockholders_Equity_Tables

Stockholders' Equity (Tables)	12 Months Ended
	Dec. 31, 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 shares at December 31, 2013 is summarized as follows.
		Rate (1)			Earliest		Shares		Preferred			Additional
					Redemption		Outstanding		Shares			Paid in
					Date							Capital
		(Dollars in thousands)
	Series C Preferred Stock	5	%		31-Jan-12		266,657		$	3		$	266,171
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			After-Tax Amount
		(Dollars in thousands)
	Accumulated other comprehensive income (loss)
	December 31, 2013
	Net unrealized (loss) gain on securities available-for-sale,
	U.S. government sponsored agencies	$	(9,042	)		$	4,211		$	(4,831	)
	Total net unrealized (loss) gain on securities available-for-sale	$	(9,042	)		$	4,211		$	(4,831	)
	December 31, 2012
	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	)
	December 31, 2011
	Net unrealized gain (loss) on securities available-for-sale,
	Non-agency collateralized mortgage obligations	$	(23,095	)		$	20,608		$	(2,487	)
	U.S. government sponsored agencies	2,211				(728		)	1,483
	FSTAR 2006-1 securitization trust	(12,923		)		6,108			(6,815		)
	Total net unrealized gain (loss) on securities available-for-sale	$	(33,807	)		$	25,988		$	(7,819	)

Earnings_Loss_Per_Share_Tables

Earnings (Loss) Per Share (Tables)	12 Months Ended
	Dec. 31, 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 (loss) per share of Common Stock.
		For the Years Ended December 31,
		2013			2012			2011
		(In thousands, except per share data)
	Net income (loss)	$	266,987		$	68,376		$	(181,778	)
	Less: preferred stock dividend/accretion	(5,784		)	(5,658		)	(17,165		)
	Net income (loss) from continuing operations	261,203			62,718			(198,943		)
	Deferred cumulative preferred stock dividends	(14,366		)	(13,670		)	—
	Net income (loss) applicable to Common Stock	$	246,837		$	49,048		$	(198,943	)
	Weighted Average Shares
	Weighted average common shares outstanding	56,063			55,762			55,434
	Effect of dilutive securities
	Warrants	237			7			—
	Stock-based awards	218			425			—
	Weighted average diluted common shares	56,518			56,194			55,434
	Earnings (loss) per common share
	Net income (loss) applicable to Common Stock	$	4.4		$	0.88		$	(3.62	)
	Effect of dilutive securities
	Warrants	(0.02		)	—			—
	Stock-based awards	(0.01		)	(0.01		)	—
	Diluted earnings (loss) per share	$	4.37		$	0.87		$	(3.62	)

StockBased_Compensation_Tables

Stock-Based Compensation (Tables)	12 Months Ended
	Dec. 31, 2013
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Schedule of Stock Option Activity, Shares	'
	The following tables summarize the activity that occurred in the years ended December 31.
		Number of Shares
		2013		2012			2011
	Options outstanding, beginning of year	93,628		111,273			126,935
	Options canceled, forfeited and expired	(10,691	)	(17,645	)		(15,662	)
	Options outstanding, end of year	82,937		93,628			111,273
	Options vested and expected to vest, end of year	82,937		93,628			111,273
	Options exercisable, end of year	43,281		34,061			26,118
Schedule of Stock Option Activity, Weighted Average Exercise Price	'
		Weighted Average Exercise Price
		2013			2012				2011
	Options outstanding, beginning of year	$	143.41		$	181			$	171.1
	Options canceled, forfeited and expired	447.22			386.45				100.7
	Options outstanding, end of year	$	104.26		$	143.41			$	181
	Options vested and expected to vest, end of year	$	104.26		$	143.41			$	181
	Options exercisable, end of year	$	126.49		$	173.32			$	510.5
Schedule of Stock Options, by Exercise Price Range	'
	The following information pertains to the stock options issued pursuant to the Prior Plans, but not exercised at December 31, 2013.
		Options Outstanding								Options Exercisable
	Range of Grant Price	Number of Options Outstanding at December 31, 2013		Weighted Average Remaining Contractual Life (Years)		Weighted Average Exercise Price				Number Exercisable at December 31, 2013	Weighted Average Exercise Price
	$80.00	81,953		6.04		$	80			42,297	$	80
	$1,523.00 - $2,471.50	984		0.65		$	2,124.74			984	$	2,124.74
		82,937								43,281
Schedule of Stock Appreciation Rights Award Activity	'
Schedule of Restricted Stock Units Award Activity	'
		Shares		Weighted — Average Grant-Date Fair Value per Share
	Restricted Stock
	Non-vested at December 31, 2010	193,943		$	31.9
	Granted	99,429		14.9
	Vested	(27,439	)	62.9
	Canceled and forfeited	(38,485	)	24.3
	Non-vested at December 31, 2011	227,448		$	22
	Non-vested at December 31, 2011	227,448		$	22
	Granted	329,025		9.79
	Vested	(109,588	)	24.98
	Canceled and forfeited	(21,674	)	22.28
	Non-vested at December 31, 2012	425,211		$	12.7
	Non-vested at December 31, 2012	425,211		$	12.7
	Granted	113,760		15.06
	Vested	(190,949	)	17.08
	Canceled and forfeited	(60,096	)	11.14
	Non-vested at December 31, 2013	287,926		$	12.01

Income_Taxes_Tables

Income Taxes (Tables) (Federal [Member])	12 Months Ended
	Dec. 31, 2013
Federal [Member]	'
Schedule of Income Tax Disclosure [Line Items]	'
Schedule of Components of Income Tax Expense (Benefit)	'
	Components of the (benefit) provision for federal income taxes from operations consist of the following.
		For the Years Ended December 31,
		2013			2012			2011
	Current	(Dollars in thousands)
	Federal	$	226		$	4,235		$	1,056
	State	102			—			—
	Total current income tax (benefit) expense	$	328		$	4,235		$	1,056
	Deferred
	Federal	$	(407,611	)	$	(19,880	)	$	—
	State	(8,967		)	—			—
	Total deferred income tax (benefit) expense	(416,578		)	(19,880		)	—
	Total Income Tax (Benefit) Expense	$	(416,250	)	$	(15,645	)	$	1,056
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.
		For the Years Ended December 31,
		2013			2012			2011
		(Dollars in thousands)
	(Benefit) provision at statutory federal income tax rate (35%)	$	(52,242	)	$	18,456		$	(63,253	)
	Increases (decreases) resulting from
	Change in valuation allowance, federal and state	(355,769		)	(19,224		)	52,999
	Residual tax effect associated with other comprehensive income	(6,108		)	(19,880		)	—
	State income tax benefit, net of federal income tax effect	(2,647		)	—			—
	Warrant (income) expense	(190		)	3,127			(2,411		)
	Non-deductible compensation	383			1,144			1,267
	Litigation settlement	—			293			11,655
	Other	323			439			799
	(Benefit) provision for income taxes	$	(416,250	)	$	(15,645	)	$	1,056
Schedule of Net Deferred Tax Assets	'
	Temporary differences and carry forwards that give rise to deferred tax assets and liabilities are comprised of the following.
		December 31,
		2013			2012
		(Dollars in thousands)
	Deferred tax assets
	Tax loss carry forwards	$	337,472		$	278,161
	Allowance for loan losses	127,739			230,925
	Representation and warranty reserves	19,962			71,363
	Legal accruals for pending and threatened litigation	—			84,557
	Non-accrual interest revenue	11,571			18,788
	Alternative Minimum Tax credit carry forwards (indefinite carry forward period)	10,880			10,880
	Litigation settlement	34,378			—
	Real Estate Mortgage Investment Conduits	4,644			4,466
	Other	8,090			16,166
	Total	554,736			715,306
	Valuation allowance	(24,864		)	(379,149		)
	Total (net)	529,872			336,157
	Deferred tax liabilities
	Mortgage loan servicing rights	(91,752		)	(245,601		)
	Loan securitizations	—			(49,357		)
	Mark-to-market adjustments	(13,770		)	(31,130		)
	Commercial lease financing	(2,772		)	(3,280		)
	State and local taxes	(4,774		)	(2,477		)
	Other	(2,123		)	(4,312		)
	Total	(115,191		)	(336,157		)
	Net deferred tax asset	$	414,681		$	—
	-1	The December 31, 2012 amounts have been adjusted to include the state deferred tax asset, which is consistent with the December 31, 2013 presentation.
Schedule of Unrecognized Tax Benefits Roll Forward	'
	The following table provides a reconciliation of the total amounts of unrecognized tax benefits for the years ended December 31, 2013, 2012 and 2011.
		December 31,
		2013			2012			2011
		(Dollars in thousands)
	Balance at January 1,	$	1,735		$	1,642		$	1,550
	Additions based on income tax positions related to current year	399			—			—
	Additions for income tax positions of prior years	93			93			92
	Balance at December 31,	$	2,227		$	1,735		$	1,642

Regulatory_Matters_Tables

Regulatory Matters (Tables)	12 Months Ended
	Dec. 31, 2013
Banking and Thrift [Abstract]	'
Schedule of Compliance with Regulatory Capital Requirements under Banking Regulations	'
	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 December 31, 2013 and 2012. There are no conditions or events since that notification that management believes have changed the Bank’s category.
	The following table shows the regulatory capital ratios as of the dates indicated. These ratios are applicable to the Bank only.
		Actual				For Capital Adequacy Purposes			Well Capitalized Under Prompt Corrective Action Provisions
		Amount		Ratio		Amount	Ratio		Amount	Ratio
		(Dollars in thousands)
	December 31, 2013
	Tangible capital (to tangible assets)	$	1,257,608	13.97	%	N/A	N/A		N/A	N/A
	Tier 1 capital (to adjusted tangible assets)	1,257,608		13.97	%	360,196	4	%	450,245	5	%
	Tier 1 capital (to risk weighted assets)	1,257,608		26.82	%	187,542	4	%	281,313	6	%
	Total capital (to risk weighted assets)	1,317,964		28.11	%	375,084	8	%	468,855	10	%
	December 31, 2012
	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	%	325,951	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.

Legal_Proceedings_Contingencie1

Legal Proceedings, Contingencies and Commitments (Tables)	12 Months Ended
	Dec. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'
Schedule of Significant Commitments	'
	A summary of the contractual amount of significant commitments is as follows.
		December 31,
		2013		2012
		(Dollars in thousands)
	Commitments to extend credit
	Mortgage loans (interest-rate lock commitments)	$	1,857,775	$	5,149,891
	HELOC trust commitments	67,060		53,276
	Other consumer commitments	7,430		7,042
	Standby and commercial letters of credit	7,982		66,005
	Other commercial commitments	296,713		414,479
	Commitments to extend credit are agreements to lend. 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.

Segment_Information_Tables

Segment Information (Tables)	12 Months Ended
	Dec. 31, 2013
Segment Reporting [Abstract]	'
Schedule of Segment Reporting Information, by Segment	'
	The following tables present financial information by business segment for the periods indicated.
		Year Ended December 31, 2013
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	158,232		$	108,391		$	(79,972	)	$	186,651
	Net gain on loan sales	401,736			457			—			402,193
	Representation and warranty reserve - change in estimate	(36,116		)	—			—			(36,116		)
	Other noninterest income	199,004			38,252			49,010			286,266
	Total net interest income (loss) and noninterest income	722,856			147,100			(30,962		)	838,994
	Provision for loan losses	(50,894		)	(19,248		)	—			(70,142		)
	Asset resolution	(55,701		)	3,660			8			(52,033		)
	Depreciation and amortization expense	(7,129		)	(4,036		)	(12,064		)	(23,229		)
	Other noninterest expense	(477,836		)	(172,452		)	(192,565		)	(842,853		)
	Total noninterest expense	(540,666		)	(172,828		)	(204,621		)	(918,115		)
	Income (loss) before federal income taxes	131,296			(44,976		)	(235,583		)	(149,263		)
	Benefit for federal income taxes	—			—			416,250			416,250
	Net income (loss)	$	131,296		$	(44,976	)	$	180,667		$	266,987
	Average balances
	Loans held-for-sale	$	2,334,157		$	164,736		$	—		$	2,498,893
	Loans held-for-investment	3,046,123			1,195,993			86,061			4,328,177
	Total assets	7,882,592			1,602,612			3,069,712			12,554,916
	Interest-bearing deposits	—			6,168,679			7,185			6,175,864
		Year Ended December 31, 2012
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	195,312		$	153,197		$	(51,278	)	$	297,231
	Net gain on loan sales	990,175			723			—			990,898
	Representation and warranty reserve - change in estimate	(256,289		)	—			—			(256,289		)
	Other noninterest income	225,835			42,857			17,941			286,633
	Total net interest income (loss) and noninterest income	1,155,033			196,777			(33,337		)	1,318,473
	Provision for loan losses	(236,039		)	(40,008		)	—			(276,047		)
	Asset resolution	(84,363		)	(6,955		)	(31		)	(91,349		)
	Depreciation and amortization expense	(6,258		)	(3,759		)	(10,189		)	(20,206		)
	Other noninterest expense	(644,746		)	(193,388		)	(40,006		)	(878,140		)
	Total noninterest expense	(735,367		)	(204,102		)	(50,226		)	(989,695		)
	Income (loss) before federal income taxes	183,627			(47,333		)	(83,563		)	52,731
	Provision for federal income taxes	—			—			15,645			15,645
	Net income (loss)	$	183,627		$	(47,333	)	$	(67,918	)	$	68,376
	Average balances
	Loans held-for-sale	$	3,076,155		$	2,535		$	—		$	3,078,690
	Loans held-for-investment	3,560,560			2,951,143			8,357			6,520,060
	Total assets	9,616,825			3,076,297			2,033,648			14,726,770
	Interest-bearing deposits	—			6,606,247			233,083			6,839,330
		Year Ended December 31, 2011
		Mortgage Banking			Community Banking			Other			Total
	Summary of Operations	(Dollars in thousands)
	Net interest income (loss)	$	125,821		$	125,368		$	(5,816	)	$	245,373
	Net gain on loan sales	300,268			521			—			300,789
	Representation and warranty reserve - change in estimate	(150,055		)	—			—			(150,055		)
	Other noninterest income	186,708			42,080			5,994			234,782
	Total net interest income (loss) and noninterest income	462,742			167,969			178			630,889
	Provision for loan losses	(114,610		)	(62,321		)	—			(176,931		)
	Asset resolution	(113,857		)	(14,229		)	(227		)	(128,313		)
	Depreciation and amortization expense	(1,458		)	(6,251		)	(8,170		)	(15,879		)
	Other noninterest expense	(264,152		)	(186,037		)	(40,299		)	(490,488		)
	Total noninterest expense	(379,467		)	(206,517		)	(48,696		)	(634,680		)
	Income (loss) before federal income taxes	(31,335		)	(100,869		)	(48,518		)	(180,722		)
	Provision for federal income taxes	—			—			(1,056		)	(1,056		)
	Net income (loss)	$	(31,335	)	$	(100,869	)	$	(49,574	)	$	(181,778	)
	Average balances
	Loans held-for-sale	$	1,928,339		$	—		$	—		$	1,928,339
	Loans held-for-investment	4,158,032			2,031,748			13,913			6,203,693
	Total assets	8,953,593			2,194,841			2,200,160			13,348,594
Interest-bearing deposits	—			6,109,708			551,696			6,661,404

Holding_Company_Only_Financial1

Holding Company Only Financial Statements (Tables) (Parent [Member])	12 Months Ended
	Dec. 31, 2013
Parent [Member]	'
Condensed Financial Statements, Captions [Line Items]	'
Schedule of Condensed Balance Sheet	'
	Flagstar Bancorp, Inc.
	Condensed Unconsolidated Statements of Financial Condition
	(Dollars in thousands)
		December 31,
		2013			2012
	Assets
	Cash and cash equivalents	$	49,628		$	56,552
	Investment in subsidiaries (1)	1,618,207			1,374,201
	Other assets	40,618			5,005
	Total assets	$	1,708,453		$	1,435,758
	Liabilities and Stockholders’ Equity
	Liabilities
	Long term debt	$	247,435		$	247,435
	Total interest paying liabilities	247,435			247,435
	Other liabilities	35,144			28,961
	Total liabilities	282,579			276,396
	Stockholders’ Equity
	Preferred Stock	266,174			260,390
	Common stock	561			559
	Additional paid in capital	1,479,265			1,476,569
	Accumulated other comprehensive loss	(4,831		)	(1,658		)
	Accumulated deficit	(315,295		)	(576,498		)
	Total stockholders’ equity	1,425,874			1,159,362
	Total liabilities and stockholders’ equity	$	1,708,453		$	1,435,758
Schedule of Condensed Income Statement	'
	Flagstar Bancorp, Inc.
	Condensed Unconsolidated Statements of Operations
	(Dollars in thousands)
		For the Years Ended December 31,
		2013			2012 (1)			2011 (1)
	Income
	Interest	$	277		$	482		$	247
	Total	277			482			247
	Expenses
	Interest	6,620			6,894			6,446
	General and administrative	9,108			20,619			4,097
	Total	15,728			27,513			10,543
	Income (loss) earnings before undistributed loss of subsidiaries	(15,452		)	(27,031		)	(10,296		)
	Equity in undistributed income (loss) of subsidiaries	246,723			95,390			(171,482		)
	Income (loss) before federal income taxes	231,271			68,359			(181,778		)
	Benefit for federal income taxes	35,716			17			—
	Net income (loss)	266,987			68,376			(181,778		)
	Preferred stock dividends/accretion	(5,784		)	(5,658		)	(17,165		)
	Net income (loss) applicable to common stock	261,203			62,718			(198,943		)
	Other comprehensive income (loss) (2)	(3,173		)	6,161			8,346
	Comprehensive income (loss)	$	258,030		$	68,879		$	(190,597	)
	-1	Certain amounts within the financial statements have been restated to conform to current presentation
	-2	See Consolidated Statements of Comprehensive Income for other comprehensive income (loss) detail.
Schedule of Condensed Cash Flow Statement	'
	Flagstar Bancorp, Inc.
	Condensed Unconsolidated Statements of Cash Flows
	(Dollars in thousands)
		For the Years Ended December 31,
		2013			2012			2011
	Net income (loss)	$	266,987		$	68,376		$	(181,778	)
	Adjustments to reconcile net loss to net cash provided by operating activities
	Equity in (income) losses of subsidiaries	(246,723		)	(95,390		)	171,482
	Stock-based compensation	2,698			5,109			5,113
	Change in other assets	(35,613		)	(2,590		)	(2,344		)
	Provision for deferred tax benefit	5			2,567			18
	Change in other liabilities	6,178			18,538			(4,512		)
	Net cash used in operating activities	(6,468		)	(3,390		)	(12,021		)
	Investing Activities
	Net change in investment in subsidiaries	(456		)	(5,145		)	(73,113		)
	Net cash provided (used) in investment activities	(456		)	(5,145		)	(73,113		)
	Financing Activities
	Dividends paid on preferred stock	—			—			(11,628		)
	Net cash provided financing activities	—			—			(11,628		)
	Net decrease in cash and cash equivalents	(6,924		)	(8,535		)	(96,762		)
	Cash and cash equivalents, beginning of year	56,552			65,087			161,849
	Cash and cash equivalents, end of year	$	49,628		$	56,552		$	65,087

Quarterly_Financial_Data_Unaud1

Quarterly Financial Data (Unaudited) (Tables)	12 Months Ended
	Dec. 31, 2013
Quarterly Financial Information Disclosure [Abstract]	'
Schedule of Quarterly Financial Information	'
	The following table represents summarized data for each of the quarters in 2013, 2012 and 2011 certain per share results have been adjusted to conform to the current presentation. During the fourth quarter 2013, the Company had a full reversal of the federal DTA valuation allowance and a partial reversal of the state DTA valuation allowance, loss on extinguishment of debt of from the prepayment of long-term fixed-rate Federal Home Loan Bank advances, an incremental non-interest expense related to the estimated fair value liability associated DOJ litigation and a benefit associated with the settlement agreements with Fannie Mae and Freddie Mac. For more information on the significant items that occurred during the fourth quarter 2013, see Note 2 of the Notes to the Consolidated Financial Statements, herein.
		2013
		First			Second			Third			Fourth
		Quarter			Quarter			Quarter			Quarter
		(Dollars in thousands, except per share data)
	Interest income	$	94,990		$	85,058		$	78,807		$	71,833
	Interest expense	39,321			37,962			36,122			30,630
	Net interest income	55,669			47,096			42,685			41,203
	Provision for loan losses	20,415			31,563			4,053			14,112
	Net interest income after provision for loan losses	35,254			15,533			38,632			27,091
	Loan administration income	20,356			36,157			30,434			28,924
	Net gain on loan sales	137,540			144,791			75,073			44,790
	Net transaction cost on sales of mortgage servicing rights	(4,219		)	(4,264		)	(1,763		)	(8,981		)
	Representation and warranty reserve - change in estimate	(17,395		)	(28,940		)	(5,205		)	15,424
	Other noninterest income	48,661			72,215			35,757			32,989
	Noninterest expense	(196,590		)	(174,397		)	(158,436		)	(388,693		)
	Income before federal income tax provision	23,607			61,095			14,492			(248,456		)
	(Benefit) provision for federal income taxes	—			(6,108		)	220			(410,362		)
	Net income	23,607			67,203			14,272			161,906
	Preferred stock dividends/accretion	(1,438		)	(1,449		)	(1,449		)	(1,449		)
	Net income applicable to common stock	$	22,169		$	65,754		$	12,823		$	160,457
	Basic income per share	$	0.33		$	1.11		$	0.16		$	2.79
	Diluted income per share	$	0.33		$	1.1		$	0.16		$	2.77
		2012
		First			Second			Third			Fourth
		Quarter			Quarter			Quarter			Quarter
		(Dollars in thousands, except per share data)
	Interest income	$	122,891		$	122,923		$	119,742		$	115,415
	Interest expense	48,158			47,445			46,663			41,474
	Net interest income	74,733			75,478			73,079			73,941
	Provision for loan losses	114,673			58,428			52,595			50,351
	Net interest (expense) income after provision for loan losses	(39,940		)	17,050			20,484			23,590
	Loan administration income	38,885			25,012			11,099			25,010
	Net gain on loan sales	204,853			212,666			334,427			238,953
	Net transaction cost on sales of mortgage servicing rights	(2,317		)	(983		)	(1,332		)	(7,687		)
	Representation and warranty reserve - change in estimate	(60,538		)	(46,028		)	(124,492		)	(25,231		)
	Other noninterest income	40,494			49,667			54,035			54,750
	Noninterest expense	(188,746		)	(169,497		)	(233,491		)	(397,962		)
	(Loss) income before federal income tax provision	(7,309		)	87,887			60,730			(88,577		)
	Provision (benefit) for federal income taxes	—			500			(20,380		)	4,235
	Net (loss) income	(7,309		)	87,387			81,110			(92,812		)
	Preferred stock dividends/accretion	(1,407		)	(1,417		)	(1,417		)	(1,417		)
	Net (loss) income available to common stockholders	$	(8,716	)	$	85,970		$	79,693		$	(94,229	)
	Basic (loss) income per share	$	(0.22	)	$	1.48		$	1.37		$	(1.75	)
	Diluted (loss) income per share	$	(0.22	)	$	1.47		$	1.36		$	(1.75	)
		2011
		First			Second			Third			Fourth
		Quarter			Quarter			Quarter			Quarter
		(Dollars in thousands, except per share data)
	Interest income	$	111,180		$	108,061		$	120,025		$	126,145
	Interest expense	58,607			56,737			54,411			50,282
	Net interest income	52,573			51,324			65,614			75,863
	Provision for loan losses	28,309			48,384			36,690			63,548
	Net interest expense after provision for loan losses	24,264			2,940			28,924			12,315
	Loan administration income (loss)	39,336			30,450			(3,478		)	28,295
	Net gain on loan sales	50,184			39,827			103,858			106,919
	Net transaction cost on sales of mortgage servicing rights	(112		)	(2,381		)	(2,587		)	(2,823		)
	Representation and warranty reserve - change in estimate	(20,427		)	(21,364		)	(38,985		)	(69,279		)
	Other noninterest income	27,285			11,546			53,743			55,509
	Noninterest expense	(147,230		)	(130,922		)	(150,691		)	(205,837		)
	Loss before federal income tax provision	(26,700		)	(69,904		)	(9,216		)	(74,901		)
	Provision for federal income taxes	264			264			264			264
	Net loss	(26,964		)	(70,168		)	(9,480		)	(75,165		)
Preferred stock dividends/accretion	(4,710		)	(4,720		)	(4,719		)	(3,016		)
Net loss available to common stockholders	$	(31,674	)	$	(74,888	)	$	(14,199	)	$	(78,181	)
Basic loss per share	$	(0.57	)	$	(1.35	)	$	(0.26	)	$	(1.41	)
Diluted loss per share	$	(0.57	)	$	(1.35	)	$	(0.26	)	$	(1.41	)

Nature_of_Business_Details

Nature of Business (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Branch Information [Line Items]	'	'
Assets	$9,407,301	$14,082,012
Home Loan Center [Member]	'	'
Branch Information [Line Items]	'	'
Number of centers/offices	39	'
Number of states in which home loan centers operates	19	'
Banking center [Member] | Michigan	'	'
Branch Information [Line Items]	'	'
Number of centers/offices	111	'

Recent_Developments_Reversal_o

Recent Developments (Reversal of Valuation Allowance on DTA) (Details) (USD $)	3 Months Ended	12 Months Ended
In Millions, except Per Share data, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2013
Recent Developments [Abstract]	'	'
Reversal of valuation allowance (percent)	100.00%	'
Change in valuation allowance	'	($355.80)
Increase in diluted earnings per share	'	$6.29

Recent_Developments_DOJ_Settle

Recent Developments (DOJ Settlement Liability) (Details) (USD $)	1 Months Ended
	Feb. 29, 2012	Dec. 31, 2013	Dec. 31, 2012
Recent Developments [Abstract]	'	'	'
Other Liabilities, Fair Value Disclosure	'	$93,000,000	$19,100,000
Litigation settlement amount	118,000,000	'	'
Estimated litigation liability, fair value	'	$93,000,000	'

Recent_Developments_Settlement

Recent Developments (Settlements with Fannie Mae and Freddie Mac) (Details) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013
Loss Contingencies [Line Items]	'
Settlement of repurchase requests and obligations, release of reserves	$24.90
Fannie Mae [Member]	'
Loss Contingencies [Line Items]	'
Settlement of repurchase requests and obligations	121.5
Settlement of repurchase requests and obligations, cash paid	93.5
Freddie Mac [Member]	'
Loss Contingencies [Line Items]	'
Settlement of repurchase requests and obligations	10.8
Settlement of repurchase requests and obligations, cash paid	$8.90

Recent_Developments_Prepayment

Recent Developments (Prepayment of Federal Home Loan Advances) (Details) (USD $)	12 Months Ended			3 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Sep. 30, 2012
				Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'	'	'	'
Prepayments for Federal Home Loan Bank advances	'	'	'	$2,900,000,000	'
Loss on prepaid debt	$177,556,000	$15,246,000	$0	$177,600,000	$15,200,000

Recent_Developments_Organizati

Recent Developments (Organizational Restructuring) (Details) (Subsequent Event [Member])	0 Months Ended	3 Months Ended
	Jan. 16, 2014	Jan. 16, 2014
	full-time_position	full-time_position
Subsequent Event [Member]	'	'
Subsequent Event [Line Items]	'	'
Number of full-time equivalent positions reduced under restructuring	350	600

Recent_Developments_Sale_of_Mo

Recent Developments (Sale of Mortgage Servicing Rights) (Details) (USD $)	0 Months Ended
In Billions, unless otherwise specified	Dec. 18, 2013
Recent Developments [Abstract]	'
Unpaid principal balance of mortgage servicing rights sold	$40.70

Recent_Developments_Preferred_

Recent Developments (Preferred Stock and Warrant) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Jun. 05, 2013	Oct. 09, 2012
			Common Stock	Common Stock
Class of Stock [Line Items]	'	'	'	'
Number of shares auctioned by warrants	'	'	645,138	'
Common stock, par value per share	$0.01	$0.01	$0.01	$0.01
Exercise price of warrants (per share)	'	'	62	'

Recent_Developments_Commercial

Recent Developments (Commercial Loan Sales) (Details) (USD $)	Mar. 28, 2013	Feb. 05, 2013	Dec. 31, 2012	Dec. 31, 2012
In Millions, unless otherwise specified				Commercial Loan [Member]
				CIT Group [Member]
Loan Commitment Sale [Abstract]	'	'	'	'
Value of loan commitments sold	'	$187.60	'	$1,300
Amount of outstanding loan commitments sold	'	'	150.9	784.3
Loan commitments sold, purchase price	148.5	'	'	779.2
Gains (losses) on sales of assets	'	'	'	1
Allowance for loan and lease losses, loans sold	'	'	'	$12.60

Recent_Developments_Litigation

Recent Developments (Litigation Settlements) (Details) (USD $)

3 Months Ended

1 Months Ended

3 Months Ended

1 Months Ended

3 Months Ended

12 Months Ended

0 Months Ended

Jun. 30, 2013

Dec. 31, 2013

Dec. 31, 2010

Apr. 30, 2011

Jun. 30, 2013

Feb. 28, 2013

Jun. 30, 2013

Jun. 30, 2013

Dec. 31, 2013

31-May-10

Apr. 02, 2013

Feb. 05, 2013

Apr. 02, 2013

Apr. 02, 2013

securitization

securitization

Assured litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

Guarantee Obligations [Member]

Guarantee Obligations [Member]

Guarantee Obligations and Pre-Judgment Interest [Member]

Pre-Judgment Interest [Member]

securitization

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

securitization

Loss Contingencies [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Damages awarded to Assured

'

'

'

'

'

$89,200,000

'

'

'

'

$90,700,000

$89,200,000

$106,500,000

$15,900,000

Payments for legal settlements

'

'

'

'

105,000,000

'

110,000,000

110,000,000

'

'

'

'

'

'

Gain on change in fair value

'

'

'

'

49,100,000

'

'

'

'

'

'

'

'

'

Number of securitizations

'

2

2

'

2

'

'

'

'

2

'

'

'

'

Damages sought

'

'

'

111,000,000

'

'

'

'

165,000,000

'

'

'

'

'

Mortgage securitization loans transferred to loans held-for-investment

73,300,000

'

'

'

'

'

'

73,300,000

'

'

'

'

'

'

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

'

'

'

'

'

'

'

$4,900,000

'

'

'

'

'

'

Summary_of_Significant_Account2

Summary of Significant Accounting Policies (Pledged Cash) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Millions, unless otherwise specified
Accounting Policies [Abstract]	'	'
Cash pledged as collateral	$2.30	$9.80

Summary_of_Significant_Account3

Summary of Significant Accounting Policies (Loans Receivable) (Details)	12 Months Ended
	Dec. 31, 2013
	segments
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Loans receivable, minimum number of days past due to be placed on non-accrual status	'90 days
Loans receivable modifications, minimum period for repayment to be considered for return to accrual status	'6 months
Minimum period for term modification	'6 months
Loans receivable, excluding real estate loans, minimum number of days past due for charge-off	'120 days
Loans receivable, number of portfolio segments	2
Commercial loans [Member]	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'
Number of missed payments to trigger troubled debt restructuring (TDR) (more than)	3
Loans receivable modifications, minimum period for repayment to be considered for return to accrual status	'6 months

Summary_of_Significant_Account4

Summary of Significant Accounting Policies (Trust Preferred Securities) (Details)	12 Months Ended
	Dec. 31, 2013
	trusts
Debt Instrument [Line Items]	'
Number of trusts sponsored	9
Ownership percentage of common equity of trusts sponsored	100.00%
Number of trusts converted to Common Stock	1
Junior subordinated notes [Member]	'
Debt Instrument [Line Items]	'
Maximum period for interest payment deferrals (in quarters)	20

Summary_of_Significant_Account5

Summary of Significant Accounting Policies (Litigation Settlement) (Details) (USD $)	1 Months Ended	12 Months Ended			1 Months Ended		0 Months Ended		1 Months Ended	0 Months Ended	1 Months Ended
In Millions, unless otherwise specified	Feb. 29, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Feb. 29, 2012	Dec. 31, 2013	Apr. 03, 2012	Feb. 24, 2012	Feb. 29, 2012	Feb. 24, 2012	Feb. 29, 2012
					DOJ Agreement [Member]	DOJ Agreement [Member]	Initial payment [Member]	Initial payment [Member]	Initial payment [Member]	Subsequent payments [Member]	Subsequent payments [Member]
							DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]
Loss Contingencies [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Litigation settlement payment amount	$118	'	'	'	$133	'	$15	$15	$15	$118	$118
Maximum number of days payment is due pursuant to DOJ settlement	'30 days	'	'	'	'	'	'	'30 days	'	'	'
Litigation settlement liability	'	'	'	'	'	93	'	'	'	'	'
Advertising expense	'	$8.90	$11.90	$7.70	'	'	'	'	'	'	'

Summary_of_Significant_Account6

Summary of Significant Accounting Policies (Income Taxes) (Details) (USD $)	3 Months Ended	12 Months Ended			36 Months Ended	3 Months Ended
	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2013	Sep. 30, 2012
						Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]
Investments, Owned, Federal Income Tax Note [Line Items]	'	'	'	'	'	'	'
Reversal of valuation allowance	'	($355,800,000)	'	'	'	'	'
Period of cumulative loss positions	'	'	'	'	'3 years	'	'
Loss on extinguishment of debt	'	-177,556,000	-15,246,000	0	'	-177,600,000	-15,200,000
Pre-tax income required to realize deferred tax assets	'	$1,100,000,000	'	'	'	'	'
Deferred tax assets, projected realization (percent)	100.00%	100.00%	'	'	100.00%	'	'
Reversal of valuation allowance (percent)	100.00%	'	'	'	'	'	'
Increase in diluted earnings per share	'	$6.29	'	'	'	'	'

Summary_of_Significant_Account7

Summary of Significant Accounting Policies (Securities) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading securities	$0	$170,086
U.S. Treasury bonds [Member]	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'
Trading securities	$0	$170,086

Summary_of_Significant_Account8

Summary of Significant Accounting Policies (Available-for-Sale securities - OTTI) (Details) (Mortgage-backed Securities, Issued by Private Enterprises [Member], USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010
Mortgage-backed Securities, Issued by Private Enterprises [Member]	'	'	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'
Other than Temporary Impairment, Credit Losses Recognized in Earnings, Credit Losses on Debt Securities Held	$0	$2,793,000	$59,376,000	$40,045,000

Fair_Value_Measurements_Litiga

Fair Value Measurements (Litigation Settlement) (Details) (USD $)	1 Months Ended		1 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	Dec. 31, 2013	Feb. 29, 2012	Dec. 31, 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]	Subsequent payments [Member]	Subsequent payments [Member]
						DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]	DOJ Agreement [Member]
Loss Contingencies [Line Items]	'	'	'	'	'	'	'	'	'	'
Litigation settlement payment amount	$118	'	$133	'	'	$15	$15	$15	$118	$118
Estimated litigation liability, fair value	'	($93)	'	'	'	'	'	'	'	'
Maximum number of days payment is due pursuant to DOJ settlement	'30 days	'	'	'	'	'	'30 days	'	'	'
Discount rate	'	'	'	9.90%	14.90%	'	'	'	'	'

Fair_Value_Measurements_Assets

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

Dec. 31, 2013

Sep. 30, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

In Thousands, unless otherwise specified

securitization

securitization

U.S. Treasury bonds [Member]

U.S. Treasury bonds [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Level 1 [Member]

Level 1 [Member]

Level 2 [Member]

Level 2 [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]

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]

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]

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]

Total fair value [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Agency forwards [Member]

Agency forwards [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Transferor's Interest [Member]

Second mortgage [Member]

U.S. Treasury bonds [Member]

FSTAR 2006-1 second mortgage loans [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Home Equity Line of Credit [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Agency forwards [Member]

Agency forwards [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Transferor's Interest [Member]

Second mortgage [Member]

U.S. Treasury bonds [Member]

FSTAR 2006-1 second mortgage loans [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Home Equity Line of Credit [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Agency forwards [Member]

Agency forwards [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Transferor's Interest [Member]

Second mortgage [Member]

U.S. Treasury bonds [Member]

FSTAR 2006-1 second mortgage loans [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Home Equity Line of Credit [Member]

U.S. Treasury futures [Member]

U.S. Treasury futures [Member]

Agency forwards [Member]

Agency forwards [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Forward agency and loan sales [Member]

Forward agency and loan sales [Member]

Interest rate swaps [Member]

Interest rate swaps [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Transferor's Interest [Member]

Second mortgage [Member]

U.S. Treasury bonds [Member]

FSTAR 2006-1 second mortgage loans [Member]

U.S. government sponsored agencies [Member]

U.S. government sponsored agencies [Member]

Municipal obligations [Member]

Municipal obligations [Member]

Home Equity Line of Credit [Member]

Assets, Fair Value Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Securities classified as trading

$0

'

$170,086

'

'

$0

$170,086

'

'

'

'

'

$170,086

'

$0

'

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$170,086

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$170,086

'

'

'

'

'

'

Investment securities available-for-sale

1,045,548

'

184,445

'

'

'

'

1,028,248

79,717

17,300

13,611

1,028,248

79,717

17,300

13,611

0

91,117

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

1,028,248

79,717

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

17,300

13,611

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

91,117

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

91,117

1,028,248

79,717

17,300

13,611

'

Loans held-for-sale

1,140,507

'

2,865,696

'

'

'

'

'

'

'

'

0

0

1,469,820

3,945,133

0

0

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,140,507

2,865,696

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,140,507

2,865,696

'

'

'

'

'

'

'

'

'

Loans held-for-investment

238,322

'

20,219

'

'

'

'

'

'

'

'

0

0

18,625

20,219

3,634,667

5,099,485

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

18,625

20,219

0

0

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

7,103

64,685

'

'

'

'

'

'

155,012

'

'

'

'

'

'

'

'

'

'

'

'

18,625

20,219

7,103

64,685

'

'

'

'

'

'

155,012

Residential mortgage servicing rights

284,678

'

710,791

'

'

'

'

'

'

'

'

0

0

0

0

284,678

710,791

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

284,678

710,791

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

284,678

710,791

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative assets

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,221

5,821

1,221

2,203

'

3,618

0

0

0

'

0

0

'

'

'

'

'

'

'

'

'

'

'

21,644

5,813

0

0

'

0

0

0

19,847

'

1,797

5,813

'

'

'

'

'

'

'

'

'

'

'

10,329

86,200

'

0

0

'

0

10,329

86,200

0

'

0

0

'

'

'

'

'

'

'

'

'

'

'

33,194

97,834

1,221

2,203

'

3,618

10,329

86,200

19,847

'

1,797

5,813

'

'

'

'

'

'

'

'

'

'

'

Assets at fair value

1,378,829

'

2,885,915

1,652,269

'

'

'

'

'

'

'

'

'

'

'

'

'

1,029,469

255,624

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

1,198,076

2,905,339

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

514,704

895,211

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2,742,249

4,056,174

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Liabilities, Fair Value Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Derivative liabilities

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,665

0

'

'

-1,665

'

'

'

'

0

0

0

'

'

'

'

'

'

'

'

'

'

'

-1,797

-19,834

'

'

0

'

'

'

'

-14,021

-1,797

-5,813

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

0

'

'

'

'

0

0

0

'

'

'

'

'

'

'

'

'

'

'

-3,462

-19,834

'

'

-1,665

'

'

'

'

-14,021

-1,797

-5,813

'

'

'

'

'

'

'

'

'

'

'

Warrant liabilities

'

'

'

'

'

'

'

'

'

'

'

0

0

10,802

11,346

0

0

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10,802

11,346

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

10,802

11,346

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Equity-linked CD Written Options Liabilities, Fair Value Disclosure

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-105,813

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-105,813

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Litigation settlement

'

'

'

'

'

'

'

'

'

'

'

0

0

0

0

93,000

19,100

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

93,000

19,100

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

93,000

19,100

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total liabilities at fair value

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-1,665

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-12,599

-31,180

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-198,813

-19,100

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

-213,077

-50,280

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Transfers of assets or liabilities between fair value levels

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$0

$0

$0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Sensitivity of Fair Value to Loss Severity Input

'

0.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of securitizations

2

'

'

'

2

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Measurements Using Significant Unobservable Inputs) (Details) (Recurring [Member], Level 3 [Member], USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	$895,211		$956,290		$1,079,622
Total unrealized gains/(losses) recorded in earnings	98,845		-197,952		-142,039
Total realized gains/(losses) recorded in earnings	-108,212		528,209		172,253
Total unrealized gains/(losses) recorded in OCI	871		19,928		11,367
Purchases	1,169,058		1,456,387		573,048
Sales	-1,341,031		-1,503,080		-485,594
Settlements	-200,038		-364,571		-252,367
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	514,704		895,211		956,290
Changes in unrealized held at end of period	30,644	[1]	97,699	[1]	-111,307	[1]
Liabilities, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Balance at beginning of period	-19,100		'		'
Total unrealized gains/(losses) recorded in earnings	0		'		'
Total realized gains/(losses) recorded in earnings	-80,068		'		'
Total unrealized gains/(losses) recorded in OCI	0		'		'
Purchases	-119,980		'		'
Sales	0		'		'
Settlements	20,335		'		'
Balance at end of period	-198,813		-19,100		'
Changes in unrealized held at end of period	0	[1]	'		'
Long-term Debt [Member]	'		'		'
Liabilities, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Balance at beginning of period	0		'		'
Total unrealized gains/(losses) recorded in earnings	0		'		'
Total realized gains/(losses) recorded in earnings	-6,168		'		'
Total unrealized gains/(losses) recorded in OCI	0		'		'
Purchases	-119,980		'		'
Sales	0		'		'
Settlements	20,335		'		'
Balance at end of period	-105,813		'		'
Changes in unrealized held at end of period	0	[1]	'		'
Litigation settlement [Member]	'		'		'
Liabilities, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Balance at beginning of period	-19,100		-18,300		0
Total unrealized gains/(losses) recorded in earnings	0		0		0
Total realized gains/(losses) recorded in earnings	-73,900		-800		0
Total unrealized gains/(losses) recorded in OCI	0		0		0
Purchases	0		0		0
Sales	0		0		0
Settlements	0		0		-18,300
Balance at end of period	'		-19,100		-18,300
Changes in unrealized held at end of period	0	[1]	0	[1]	0	[1]
Non-agency collateralized mortgage obligations [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	'		254,928	[2],[3]	330,781	[2],[3]
Total unrealized gains/(losses) recorded in earnings	'		-2,192	[2],[3]	-24,038	[2],[3]
Total realized gains/(losses) recorded in earnings	'		330	[2],[3]	0	[2],[3]
Total unrealized gains/(losses) recorded in OCI	'		17,160	[2],[3]	11,280	[2],[3]
Purchases	'		0	[2],[3]	0	[2],[3]
Sales	'		-249,246	[2],[3]	-63,095	[2],[3]
Settlements	'		-20,980	[2],[3]	0	[2],[3]
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	'		0	[2],[3]	254,928	[2],[3]
Changes in unrealized held at end of period	'		0	[1],[2],[3]	11,280	[1],[2],[3]
FSTAR 2006-1 second mortgage loans [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	91,117	[2],[3]	110,328	[2],[3]	136,707	[2],[3]
Total unrealized gains/(losses) recorded in earnings	0	[3]	0	[2],[3]	0	[2],[3]
Total realized gains/(losses) recorded in earnings	-8,789	[3]	0	[2],[3]	0	[2],[3]
Total unrealized gains/(losses) recorded in OCI	871	[3]	2,768	[2],[3]	87	[2],[3]
Purchases	0	[3]	0	[2],[3]	0	[2],[3]
Sales	-73,327	[3]	-21,979	[2],[3]	-26,466	[2],[3]
Settlements	-9,872	[3]	0	[2],[3]	0	[2],[3]
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	0	[3]	91,117	[2],[3]	110,328	[2],[3]
Changes in unrealized held at end of period	0	[1],[3]	2,768	[1],[2],[3]	87	[1],[2],[3]
Second mortgage [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	0		'		'
Total unrealized gains/(losses) recorded in earnings	817		'		'
Total realized gains/(losses) recorded in earnings	-6,362		'		'
Total unrealized gains/(losses) recorded in OCI	0		'		'
Purchases	80,543		'		'
Sales	0		'		'
Settlements	-10,313		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	64,685		'		'
Changes in unrealized held at end of period	14,277	[1]	'		'
Home Equity Line of Credit [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	0		'		'
Total unrealized gains/(losses) recorded in earnings	-7,769		'		'
Total realized gains/(losses) recorded in earnings	10,816		'		'
Total unrealized gains/(losses) recorded in OCI	0		'		'
Purchases	170,727		'		'
Sales	0		'		'
Settlements	-18,762		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	155,012		'		'
Changes in unrealized held at end of period	15,073	[1]	'		'
Transferor's Interest [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	7,103		9,594		17,439
Total unrealized gains/(losses) recorded in earnings	-174		61		-2,172
Total realized gains/(losses) recorded in earnings	45,708		-2,552		-5,673
Total unrealized gains/(losses) recorded in OCI	0		0		0
Purchases	0		0		0
Sales	-52,637		0		0
Settlements	0		0		0
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	'		7,103		9,594
Changes in unrealized held at end of period	0	[1]	0	[1]	0	[1]
Residential mortgage servicing rights [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	710,791		510,475		580,299
Total unrealized gains/(losses) recorded in earnings	105,971		-195,821		-169,498
Total realized gains/(losses) recorded in earnings	0		0		0
Total unrealized gains/(losses) recorded in OCI	0		0		0
Purchases	541,039		535,875		254,818
Sales	-973,803		-139,738		-87,265
Settlements	-99,320		0		-67,879
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	'		710,791		510,475
Changes in unrealized held at end of period	18,828	[1]	10,900	[1]	-122,966	[1]
Rate lock commitments [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, beginning balance	86,200		70,965		14,396
Total unrealized gains/(losses) recorded in earnings	0		0		53,669
Total realized gains/(losses) recorded in earnings	-149,585		530,431		177,926
Total unrealized gains/(losses) recorded in OCI	0		0		0
Purchases	376,749		920,512		318,230
Sales	-241,264		-1,092,117		-308,768
Settlements	-61,771		-343,591		-184,488
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	'		86,200		70,965
Changes in unrealized held at end of period	-17,534	[1]	84,031	[1]	292	[1]
Discounted cash flows [Member] | Litigation settlement [Member]	'		'		'
Liabilities, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Balance at end of period	-93,000		-19,100		'
Discounted cash flows [Member] | FSTAR 2006-1 second mortgage loans [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	'		91,117		'
Discounted cash flows [Member] | Second mortgage [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	64,685		'		'
Discounted cash flows [Member] | Transferor's Interest [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	0		7,103		'
Discounted cash flows [Member] | Residential mortgage servicing rights [Member]	'		'		'
Assets, Unobservable Input Reconciliation [Roll Forward]	'		'		'
Financial instruments within Level 3 valuation hierarchy, Assets, ending balance	$284,678		$710,791		'
[1]	nges in the unrealized gains (losses) related to financial instruments held at the end of the period.
[2]	. 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 classified as available-for-sale are valued using internal valuation models and pricing information from third parties. (3
[3]	lized gains (losses), including unrealized losses deemed other-than-temporary and related to credit issues, are reported in noninterest income. (

Fair_Value_Measurements_Level_

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

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

In Thousands, unless otherwise specified

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]

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]

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 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]

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]

Litigation settlement [Member]

Litigation settlement [Member]

Litigation settlement [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2006-1 second mortgage loans [Member]

FSTAR 2005-1 HELOC loans [Member]

FSTAR 2005-1 HELOC loans [Member]

FSTAR 2005-1 HELOC loans [Member]

FSTAR 2005-1 HELOC loans [Member]

FSTAR 2006-2 HELOC loans [Member]

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]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Transferor's Interest [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

Mortgage servicing rights [Member]

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]

Rate lock commitments [Member]

Rate lock commitments [Member]

Rate lock commitments [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [Member]

Discounted cash flows [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]

Minimum [Member]

Maximum [Member]

Weighted average [Member]

Minimum [Member]

Maximum [Member]

Weighted average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted average [Member]

Weighted average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted average [Member]

Weighted average [Member]

Minimum [Member]

Maximum [Member]

Weighted average [Member]

Minimum [Member]

Maximum [Member]

Weighted average [Member]

Minimum [Member]

Maximum [Member]

Weighted average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted average [Member]

Weighted average [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Weighted average [Member]

Weighted average [Member]

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

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Fair value assets with unobservable inputs

'

'

'

'

$514,704

$895,211

$956,290

$1,079,622

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'

$0

[1]

$91,117

[1],[2]

$110,328

[1],[2]

$136,707

[1],[2]

$91,117

'

'

'

'

'

'

$64,685

$0

$64,685

$78,009

'

'

'

$77,003

'

'

'

$7,103

$9,594

$17,439

$0

$7,103

'

'

'

$710,791

$510,475

$580,299

$284,678

$710,791

'

'

'

'

'

'

$86,200

$70,965

$14,396

$10,329

$86,200

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'

'

'

'

Fair value liabilities with unobservable inputs

'

'

'

'

-198,813

-19,100

'

'

-55,172

'

'

'

-50,641

'

'

'

-19,100

-18,300

0

-93,000

-19,100

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Investment securities available-for-sale

$1,045,548

$184,445

$0

$91,117

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Fair Value Inputs [Abstract]

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Discount rate

'

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5.60%

8.40%

7.00%

'

7.20%

10.80%

9.00%

'

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'

7.10%

7.20%

10.70%

10.80%

8.90%

9.00%

'

'

'

'

5.60%

8.40%

7.00%

'

7.20%

10.80%

9.00%

'

'

'

'

'

4.60%

6.90%

5.70%

'

'

'

'

'

5.90%

4.90%

8.90%

7.40%

7.70%

6.10%

'

'

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'

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'

'

'

'

'

Prepay rate

'

'

'

'

'

'

'

'

'

12.80%

19.20%

16.00%

'

9.60%

14.40%

12.00%

'

'

'

'

'

'

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'

'

'

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'

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'

'

10.50%

7.60%

15.70%

11.30%

13.10%

9.40%

'

'

'

'

12.80%

19.20%

16.00%

'

9.60%

14.40%

12.00%

'

'

'

'

'

9.60%

14.40%

12.00%

'

'

'

'

'

9.70%

14.00%

14.00%

20.30%

11.90%

17.30%

'

'

'

'

'

'

'

'

'

'

'

CDR rate

'

'

'

'

'

'

'

'

'

11.60%

17.40%

14.50%

'

39.90%

59.90%

49.90%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

2.20%

5.30%

3.20%

8.00%

2.70%

6.70%

'

'

'

'

11.60%

17.40%

14.50%

'

39.90%

59.80%

49.90%

'

'

'

'

'

11.40%

17.20%

14.30%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loss severity rate

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

59.10%

58.60%

88.60%

87.90%

73.80%

73.30%

'

'

'

'

'

'

'

'

'

'

'

Original pull-through rate

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

65.90%

62.80%

98.80%

94.20%

82.30%

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%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Peer group ROA (2015-2017)

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

0.50%

0.50%

0.80%

0.80%

0.70%

0.70%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

[1]

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

[2]

. 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 classified as available-for-sale are valued using internal valuation models and pricing information from third parties. (3

Fair_Value_Measurements_Assets1

Fair Value Measurements (Assets Measured at Fair Value on a Non-recurring Basis) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Assets at fair value	$1,378,829,000		$2,885,915,000		$1,652,269,000
Level 3 [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Repossessed assets	36,636,000		120,732,000		'
Nonrecurring [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Fair value losses on repossessed assets	-9,700,000		-11,400,000		-20,400,000
Gain (loss) on sale of repossessed assets	-25,900,000		-11,200,000		-4,700,000
Nonrecurring [Member] | Provision for loan losses [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Fair value losses on loans	-155,000,000		-208,100,000		-121,800,000
Nonrecurring [Member] | Level 3 [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Repossessed assets	36,636,000	[1]	120,732,000	[1]	'
Assets at fair value	106,388,000		341,578,000		'
Nonrecurring [Member] | Residential first mortgage [Member] | Level 3 [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Impaired loans held-for-investment	68,252,000	[2]	147,036,000	[2]	'
Nonrecurring [Member] | Commercial real estate loans [Member] | Level 3 [Member]	'		'		'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'		'		'
Impaired loans held-for-investment	$1,500,000	[2]	$73,810,000	[2]	'
[1]	Company recorded $9.7 million, $11.4 million and $20.4 million in losses related to write-downs of repossessed assets based on the estimated fair value of the specific assets, and recognized net losses of $25.9 million, $11.2 million and $4.7 million on sales of repossessed assets during the years ended December 31, 2013, 2012 and 2011, respectively.
[2]	Company recorded $155.0 million, $208.1 million and $121.8 million in fair value losses on impaired loans (included in provision for loan losses on the Consolidated Statements of Operations) during the years ended December 31, 2013, 2012 and 2011, respectively. (

Fair_Value_Measurements_Assets2

Fair Value Measurements (Assets Measured on a Nonrecurring Basis, Level 3 Quantitative Information) (Details) (Nonrecurring [Member], Level 3 [Member], Fair value of underlying collateral [Member])	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Residential first mortgage [Member] | Maximum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	100.00%	100.00%
Residential first mortgage [Member] | Weighted average [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	44.90%	46.60%
Residential first mortgage [Member] | Minimum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	0.00%	0.00%
Commercial real estate loans [Member] | Maximum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	100.00%	100.00%
Commercial real estate loans [Member] | Weighted average [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	39.60%	41.60%
Commercial real estate loans [Member] | Minimum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	0.00%	0.00%
Repossessed assets [Member] | Maximum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	100.00%	100.00%
Repossessed assets [Member] | Weighted average [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	45.30%	44.00%
Repossessed assets [Member] | Minimum [Member]	'	'
Fair Value Inputs, Assets, Quantitative Information [Line Items]	'	'
Loss severity rate	0.00%	0.00%

Fair_Value_Measurements_Fair_V1

Fair Value Measurements (Fair Value of Financial Instruments) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Securities classified as trading	$0	$170,086
Investment securities available-for-sale	1,045,548	184,445
Loans held-for-sale	1,140,507	2,865,696
Loans held-for-investment	238,322	20,219
Mortgage servicing rights	284,678	710,791
Long-term debt, fair value	-105,813	0
Carrying value [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Cash and cash equivalents	280,505	952,793
Securities classified as trading	'	170,086
Investment securities available-for-sale	1,045,548	184,445
Loans held-for-sale	1,480,418	3,939,720
Loans repurchased with government guarantees	1,273,690	1,841,342
Loans held-for-investment	3,848,756	5,133,101
Repossessed assets	36,636	120,732
FHLB stock	209,737	301,737
Mortgage servicing rights	284,678	710,791
FHLB advances	988,000	3,180,000
Long-term debt, fair value	-353,248	-247,435
Warrant liabilities	10,802	11,346
Litigation settlement	93,000	19,100
Carrying value [Member] | Demand deposits and savings accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	3,919,937	3,192,006
Carrying value [Member] | Certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	1,026,129	3,175,481
Carrying value [Member] | Government accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	602,398	819,078
Carrying value [Member] | National certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	8,717	99,338
Carrying value [Member] | Company controlled deposits [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	583,145	1,008,392
Carrying value [Member] | Customer initiated derivative interest-rate swaps [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-1,797	-5,813
Derivative liabilities	-1,797	-5,813
Carrying value [Member] | Forward delivery contracts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-19,847	'
Derivative liabilities	'	-14,021
Carrying value [Member] | Commitments to extend credit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-10,329	-86,200
Carrying value [Member] | U.S. Treasury and agency futures / forwards [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	'	-5,821
Derivative liabilities	-444	'
Total fair value [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Cash and cash equivalents	280,505	952,793
Securities classified as trading	'	170,086
Investment securities available-for-sale	1,045,548	184,445
Loans held-for-sale	1,469,820	3,945,133
Loans repurchased with government guarantees	1,212,799	1,704,317
Loans held-for-investment	3,653,292	5,119,704
Repossessed assets	36,636	120,732
FHLB stock	209,737	301,737
Mortgage servicing rights	284,678	710,791
FHLB advances	988,102	3,422,567
Long-term debt, fair value	-202,887	-78,220
Warrant liabilities	10,802	11,346
Litigation settlement	93,000	19,100
Total fair value [Member] | Demand deposits and savings accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	3,778,890	3,121,643
Total fair value [Member] | Certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	1,034,599	3,199,242
Total fair value [Member] | Government accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	596,778	816,258
Total fair value [Member] | National certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	8,716	101,729
Total fair value [Member] | Company controlled deposits [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	577,662	1,005,780
Total fair value [Member] | Customer initiated derivative interest-rate swaps [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-1,797	-5,813
Derivative liabilities	-1,797	-5,813
Total fair value [Member] | Forward delivery contracts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-19,847	'
Derivative liabilities	'	-14,021
Total fair value [Member] | Commitments to extend credit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-10,329	-86,200
Total fair value [Member] | U.S. Treasury and agency futures / forwards [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	'	-5,821
Derivative liabilities	-444	'
Level 1 [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Cash and cash equivalents	280,505	952,793
Securities classified as trading	'	170,086
Investment securities available-for-sale	1,028,248	79,717
Loans held-for-sale	0	0
Loans repurchased with government guarantees	0	0
Loans held-for-investment	0	0
Repossessed assets	0	0
FHLB stock	209,737	301,737
Mortgage servicing rights	0	0
FHLB advances	988,102	3,422,567
Long-term debt, fair value	0	0
Warrant liabilities	0	0
Litigation settlement	0	0
Level 1 [Member] | Demand deposits and savings accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 1 [Member] | Certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 1 [Member] | Government accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 1 [Member] | National certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 1 [Member] | Company controlled deposits [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
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
Level 1 [Member] | Forward delivery contracts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	0	'
Derivative liabilities	'	0
Level 1 [Member] | Commitments to extend credit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	0	0
Level 1 [Member] | U.S. Treasury and agency futures / forwards [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	'	-5,821
Derivative liabilities	-444	'
Level 2 [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Cash and cash equivalents	0	0
Securities classified as trading	'	0
Investment securities available-for-sale	17,300	13,611
Loans held-for-sale	1,469,820	3,945,133
Loans repurchased with government guarantees	1,212,799	1,704,317
Loans held-for-investment	18,625	20,219
Repossessed assets	0	0
FHLB stock	0	0
Mortgage servicing rights	0	0
FHLB advances	0	0
Long-term debt, fair value	-97,074	-78,220
Warrant liabilities	10,802	11,346
Litigation settlement	0	0
Level 2 [Member] | Demand deposits and savings accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	3,778,890	3,121,643
Level 2 [Member] | Certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	1,034,599	3,199,242
Level 2 [Member] | Government accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	596,778	816,258
Level 2 [Member] | National certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	8,716	101,729
Level 2 [Member] | Company controlled deposits [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	577,662	1,005,780
Level 2 [Member] | Customer initiated derivative interest-rate swaps [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-1,797	-5,813
Derivative liabilities	-1,797	-5,813
Level 2 [Member] | Forward delivery contracts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-19,847	'
Derivative liabilities	'	-14,021
Level 2 [Member] | Commitments to extend credit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	0	0
Level 2 [Member] | U.S. Treasury and agency futures / forwards [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	'	0
Derivative liabilities	'	'
Level 3 [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Cash and cash equivalents	0	0
Securities classified as trading	'	0
Investment securities available-for-sale	0	91,117
Loans held-for-sale	0	0
Loans repurchased with government guarantees	0	0
Loans held-for-investment	3,634,667	5,099,485
Repossessed assets	36,636	120,732
FHLB stock	0	0
Mortgage servicing rights	284,678	710,791
FHLB advances	0	0
Long-term debt, fair value	-105,813	0
Warrant liabilities	0	0
Litigation settlement	93,000	19,100
Level 3 [Member] | Demand deposits and savings accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 3 [Member] | Certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 3 [Member] | Government accounts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 3 [Member] | National certificates of deposit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
Level 3 [Member] | Company controlled deposits [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Deposits	0	0
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
Level 3 [Member] | Forward delivery contracts [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	'	'
Derivative liabilities	'	0
Level 3 [Member] | Commitments to extend credit [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	-10,329	-86,200
Level 3 [Member] | U.S. Treasury and agency futures / forwards [Member]	'	'
Carrying and Fair Values of Financial Instruments [Abstract]	'	'
Derivative assets	'	0
Derivative liabilities	$0	'

Fair_Value_Measurements_Change

Fair Value Measurements (Changes in Fair Value Included in Earnings) (Details) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Net gain on loan sales	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'
Total unrealized gains/(losses) recorded in earnings	$200,639	$784,760	$356,278
Interest income on loans	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'
Total unrealized gains/(losses) recorded in earnings	-779	-637	685
Other noninterest income	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'
Total unrealized gains/(losses) recorded in earnings	29,175	0	0
Change in fair value included in earnings, Liabilities	5,117	0	0
Legal and professional expense	'	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'	'
Change in fair value included in earnings, Liabilities	($73,900)	($930)	($18,300)

Fair_Value_Measurements_Fair_V2

Fair Value Measurements (Fair Value Option Disclosures) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Thousands, unless otherwise specified
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	$1,377,946	$2,754,588	$1,592,271
Assets at fair value	1,378,829	2,885,915	1,652,269
Assets, fair value over/(under) UPB	883	131,327	59,998
Long-term Debt, Fair Value	-105,813	0	'
Loans held-for-sale [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	1,109,517	2,734,978	1,570,583
Assets at fair value	1,140,507	2,865,696	1,629,618
Assets, fair value over/(under) UPB	30,990	130,718	59,035
Loans held-for-investment [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	268,429	19,610	21,688
Assets at fair value	238,322	20,219	22,651
Assets, fair value over/(under) UPB	-30,107	609	963
Long-term Debt [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Fair Value, Option, Contractual Principal Outstanding, Liabilities	-116,504	0	0
Fair Value, Option, Aggregate Differences, Long-term Debt Instruments	10,691	0	0
Litigation settlement [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Litigation settlement	-93,000	-19,100	-18,300
Nonperforming Financing Receivable [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	10,764	2,243	3,270
Assets at fair value	4,014	2,304	3,254
Assets, fair value over/(under) UPB	-6,750	61	-16
Nonperforming Financing Receivable [Member] | Loans held-for-sale [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	0	222	281
Assets at fair value	0	240	291
Assets, fair value over/(under) UPB	0	18	10
Nonperforming Financing Receivable [Member] | Loans held-for-investment [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	10,764	2,021	2,989
Assets at fair value	4,014	2,064	2,963
Assets, fair value over/(under) UPB	-6,750	43	-26
Performing [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	1,367,182	2,752,345	1,589,001
Assets at fair value	1,374,815	2,883,611	1,649,015
Assets, fair value over/(under) UPB	7,633	131,266	60,014
Performing [Member] | Loans held-for-sale [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	1,109,517	2,734,756	1,570,302
Assets at fair value	1,140,507	2,865,456	1,629,327
Assets, fair value over/(under) UPB	30,990	130,700	59,025
Performing [Member] | Loans held-for-investment [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets, unpaid principal balance (UPB)	257,665	17,589	18,699
Assets at fair value	234,308	18,155	19,688
Assets, fair value over/(under) UPB	-23,357	566	989
Recurring [Member] | Estimate of Fair Value Measurement [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Assets at fair value	2,742,249	4,056,174	'
Long-term Debt, Fair Value	-105,813	0	0
Litigation settlement	($93,000)	($19,100)	'

Investment_Securities_Details

Investment Securities (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Trading securities, fair value	$0	$170,086
Available-for-sale securities, amortized cost	1,054,589	192,211
Available-for-sale securities, gross unrealized gains	1,546	2,389
Available-for-sale securities, gross unrealized losses	-10,587	-10,155
Investment securities available-for-sale	1,045,548	184,445
U.S. Treasury bonds [Member]	'	'
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Trading securities, amortized cost	'	169,991
Trading securities, gross unrealized gains	'	95
Trading securities, gross unrealized losses	'	0
Trading securities, fair value	0	170,086
Mortgage securitization [Member]	'	'
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Available-for-sale securities, amortized cost	'	101,272
Available-for-sale securities, gross unrealized gains	'	0
Available-for-sale securities, gross unrealized losses	'	-10,155
Investment securities available-for-sale	'	91,117
U.S. government sponsored agencies [Member]	'	'
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Available-for-sale securities, amortized cost	1,037,289	77,328
Available-for-sale securities, gross unrealized gains	1,546	2,389
Available-for-sale securities, gross unrealized losses	-10,587	0
Investment securities available-for-sale	1,028,248	79,717
Municipal obligations [Member]	'	'
Schedule of Trading and Available-for-sale Securities [Line Items]	'	'
Available-for-sale securities, amortized cost	17,300	13,611
Available-for-sale securities, gross unrealized gains	0	0
Available-for-sale securities, gross unrealized losses	0	0
Investment securities available-for-sale	$17,300	$13,611

Investment_Securities_Trading_

Investment Securities (Trading) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'	'
Realized gain (loss)	$65,000	($2,011,000)	$21,088,000
Proceeds from sales of trading securities	170,154,000	311,220,000	0
Purchases of trading securities	0	170,000,000	131,746,000
Trading securities pledged as collateral	0	55,900,000	'
U.S. Treasury bonds [Member]	'	'	'
Schedule of Trading Securities and Other Trading Assets [Line Items]	'	'	'
Unrealized gain (loss)	100,000	21,500,000	-21,100,000
Realized gain (loss)	200,000	19,500,000	'
Proceeds from sales of trading securities	$170,000,000	$290,000,000	$0

Investment_Securities_Availabl

Investment Securities (Available-for-sale Securities, Unrealized Losses) (Details) (USD $)	12 Months Ended						3 Months Ended	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2011
				U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	Mortgage securitization [Member]	Mortgage securitization [Member]	Non-agency CMOs [Member]
				securities			securities	securities	securities
Schedule of Available-for-sale Securities [Line Items]	'	'	'	'	'	'	'	'	'
Investment securities available-for-sale	$1,045,548,000	$184,445,000	'	'	'	'	$91,117,000	'	'
Purchase of available-for-sale securities	1,057,389,000	20,000,000	140,901,000	1,100,000,000	0	149,800,000	'	'	'
Available-for-sale securities pledged as collateral	7,800,000	0	'	'	'	'	'	'	'
Unrealized loss position with duration of 12 months and over, fair value	'	'	'	0	'	'	91,117,000	110,328,000	208,515,000
Unrealized loss position with duration 12 months and over, number of securities	'	'	'	0	'	'	1	1	9
Unrealized loss position with duration 12 months and over, unrealized losses	'	'	'	0	'	'	-10,155,000	-12,923,000	-21,123,000
Unrealized loss position with duration under 12 months, fair value	'	'	'	825,308,000	'	'	0	0	46,413,000
Unrealized loss position with duration under 12 months, number of securities	'	'	'	63	'	'	0	0	2
Unrealized loss position with duration under 12 months, unrealized losses	'	'	'	($10,587,000)	'	'	$0	$0	($1,971,000)

Investment_Securities_Availabl1

Investment Securities (Available-for-sale Securities, OTTI Credit Loss Activity) (Details) (USD $)

3 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Income tax expense (benefit)

($410,362,000)

$220,000

($6,108,000)

$0

$4,235,000

($20,380,000)

$500,000

$0

$264,000

$264,000

$264,000

$264,000

($416,250,000)

($15,645,000)

$1,056,000

Non-agency CMOs and mortgage securitization [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of securities with OTTI recognized in earnings during period

'

'

'

'

'

'

'

'

'

'

'

'

'

7

11

Number of securities with OTTI recognized in earnings at period end

'

'

'

'

1

'

'

'

11

'

'

'

'

1

11

OTTI recognized in other comprehensive income

'

'

'

'

-5,000,000

'

'

'

6,400,000

'

'

'

'

'

'

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance of amount related to credit losses on non-agency CMOs

'

'

'

-2,793,000

'

'

'

-59,376,000

'

'

'

-40,045,000

-2,793,000

-59,376,000

-40,045,000

Reductions for increases in cash flows expected to be collected that are recognized over the remaining life

'

'

'

'

'

'

'

'

'

'

'

'

389,000

6,680,000

4,708,000

Reductions for investment securities sold during the period (realized)

'

'

'

'

'

'

'

'

'

'

'

'

11,193,000

52,095,000

0

Additions for the amount related to the credit loss for which an OTTI impairment was not previously recognized

'

'

'

'

'

'

'

'

'

'

'

'

-8,789,000

-2,192,000

-24,039,000

Ending balance of amount related to credit losses on non-agency CMOs

0

'

'

'

-2,793,000

'

'

'

-59,376,000

'

'

'

0

-2,793,000

-59,376,000

FSTAR 2006-1 Mortgage Securitization [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Income tax expense (benefit)

'

'

6,100,000

'

'

'

'

'

'

'

'

'

'

'

'

Flagstar Home Equity Loan Trust 2006-1 [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Ending balance of amount related to credit losses on non-agency CMOs

$0

'

'

'

'

'

'

'

'

'

'

'

$0

'

'

Investment_Securities_Availabl2

Investment Securities (Available-for-sale Securities, Gain (Loss) on Sale) (Details) (USD $)

3 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payments to Acquire Available-for-sale Securities

'

'

'

'

'

'

'

'

'

'

'

'

$1,057,389,000

$20,000,000

$140,901,000

Proceeds from sale of available-for-sale securities

'

'

'

'

'

'

'

'

'

'

'

'

3,285,735,000

233,902,000

0

Available-for-sale securities, gross realized gain (loss)

'

'

'

'

'

'

'

'

'

'

'

'

1,023,000

2,636,000

0

Income tax expense (benefit)

-410,362,000

220,000

-6,108,000

0

4,235,000

-20,380,000

500,000

0

264,000

264,000

264,000

264,000

-416,250,000

-15,645,000

1,056,000

US Government-sponsored Enterprises Debt Securities [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payments to Acquire Available-for-sale Securities

'

'

'

'

'

'

'

'

'

'

'

'

1,100,000,000

0

149,800,000

Municipal Bonds [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Payments to Acquire Available-for-sale Securities

'

'

'

'

'

'

'

'

'

'

'

'

20,000,000

20,000,000

0

Agency securities with underlying mortgage products [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from sale of available-for-sale securities

'

'

'

'

'

'

'

'

'

'

'

'

287,000,000

0

0

Available-for-sale securities, gross realized gain (loss)

'

'

'

'

'

'

'

'

'

'

'

'

-700,000

'

'

U.S. government sponsored agencies [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from sale of available-for-sale securities

'

'

'

'

'

'

'

'

'

'

'

'

38,600,000

'

'

Available-for-sale securities, gross realized gain (loss)

'

'

'

'

'

'

'

'

'

'

'

'

1,000,000

'

'

Non-agency CMOs and US Government Sponsored Agencies [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from sale of available-for-sale securities

'

'

'

'

'

'

'

'

'

'

'

'

'

253,700,000

0

Available-for-sale securities, gross realized gain (loss)

'

'

'

'

'

'

'

'

'

'

'

'

'

2,600,000

'

Non-agency CMOs [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Schedule of Available-for-sale Securities [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Income tax expense (benefit)

'

'

'

'

'

'

'

'

'

'

'

'

'

$19,900,000

'

Investment_Securities_Contract

Investment Securities (Contractual Maturity) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Available-for-sale Securities, Maturities, Amortized Cost [Abstract]	'	'
Due in one year or less, amortized cost	$2,985	$0
Due after one year through five years, amortized cost	14,315	13,611
Due after five years through ten years, amortized cost	68,965	0
Due after ten years, amortized cost	968,324	178,600
Total, amortized cost	1,054,589	192,211
Available-for-sale Securities, Maturities, Fair Value [Abstract]	'	'
Due in one year or less, estimated fair value	2,985	0
Due after one year through five years, estimated fair value	14,315	13,611
Due after five years through ten years, estimated fair value	69,212	0
Due after ten years, estimated fair value	959,036	170,834
Investment securities available-for-sale	$1,045,548	$184,445

Loans_HeldforSale_Details

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

12 Months Ended

In Thousands, unless otherwise specified

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2013

Dec. 31, 2012

Lower of cost or market [Member]

Lower of cost or market [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Commercial Loan [Member]

Consumer Loan [Member]

Consumer Loan [Member]

Commercial lease financing [Member]

Commercial lease financing [Member]

Commercial and Industrial Loans [Member]

Commercial and Industrial Loans [Member]

Commercial real estate loans [Member]

Commercial real estate loans [Member]

Residential first mortgage [Member]

Residential first mortgage [Member]

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

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-sale

$1,480,418

$3,939,720

'

$340,000

$1,100,000

$1,480,418

$3,939,720

$1,800,885

$2,585,200

$0

$927,681

$0

$158,921

$0

$488,361

$0

$280,399

$1,480,418

$3,012,039

Proceeds from sales of loans held-for-sale

39,055,510

56,925,075

28,115,255

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-sale, fair value

$1,140,507

$2,865,696

'

$1,480,418

$3,939,720

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans_HeldforSale_Rollforward_

Loans Held-for-Sale (Roll-forward) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Loans Receivable Held-for-sale, Net [Roll Forward]	'	'	'
Balance at end of period	$1,480,418,000	$3,939,720,000	'
Loans held-for-sale [Member]	'	'	'
Loans Receivable Held-for-sale, Net [Roll Forward]	'	'	'
Loans pledged as collateral	1,200,000,000	2,400,000,000	'
Residential first mortgage [Member]	'	'	'
Loans Receivable Held-for-sale, Net [Roll Forward]	'	'	'
Balance at beginning of period	3,939,720,000	1,800,885,000	2,585,200,000
Net loan originations	38,024,042,000	56,140,093,000	28,217,645,000
Net loans sold, servicing retained	-39,835,638,000	-54,602,099,000	-27,334,530,000
Net loans sold, servicing released	-1,510,026,000	-541,929,000	-986,833,000
Loan amortization and prepayments	-113,295,000	-15,691,000	-751,568,000
Loans transferred from (to) other loan portfolios	749,025,000	1,158,461,000	70,971,000
Balance at end of period	$1,480,418,000	$3,939,720,000	$1,800,885,000

Loans_Repurchased_with_Governm1

Loans Repurchased with Government Guarantees (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Loans repurchased with government guarantees	$1,273,690,000	$1,841,342,000
Loans held-for-sale	1,480,418,000	3,939,720,000
Debt instrument, term	'10 years	'
Loans Repurchased with Government Guarantees, Principal Amount Participated in Auction	263,400,000	306,100,000
Income tax expense (benefit)	'	7,800,000
Loans repurchased with government guarantees [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Loans pledged as collateral	800,000,000	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	$20,800,000	$72,400,000

Loans_HeldforInvestment_Detail

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

3 Months Ended

12 Months Ended

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Loans and Leases Receivable, Net Amount [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Less allowance for loan losses

($207,000,000)

'

'

'

($305,000,000)

'

'

'

'

'

'

'

($207,000,000)

($305,000,000)

'

Total loans held-for-investment, net

3,848,756,000

'

'

'

5,133,101,000

'

'

'

'

'

'

'

3,848,756,000

5,133,101,000

'

Loans held-for-investment, fair value

238,322,000

'

'

'

20,219,000

'

'

'

'

'

'

'

238,322,000

20,219,000

'

Reconsolidation of HELOC securitization trusts assets to variable interest entities (VIEs)

'

'

170,500,000

'

'

'

'

'

'

'

'

'

170,507,000

0

0

Transfer of second mortgage loans to loans held-for-investment

'

'

73,300,000

'

'

'

'

'

'

'

'

'

'

'

'

Gain (Loss) on Sales of Loans, Net

44,790,000

75,073,000

144,791,000

137,540,000

238,953,000

334,427,000

212,666,000

204,853,000

106,919,000

103,858,000

39,827,000

50,184,000

402,193,000

990,898,000

300,789,000

Transfer of loans held-for-sale to loans held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

64,289,000

61,770,000

16,733,000

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

4,055,756,000

[1],[2]

'

'

'

5,438,101,000

[1],[2]

'

'

'

'

'

'

'

4,055,756,000

[1],[2]

5,438,101,000

[1],[2]

'

Loans held-for-investment [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans and Leases Receivable, Net Amount [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans pledged as collateral

2,500,000,000

'

'

'

3,300,000,000

'

'

'

'

'

'

'

2,500,000,000

3,300,000,000

'

Residential first jumbo adjustable-rate mortgage [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans and Leases Receivable, Net Amount [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Sale of Loans Held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

277,900,000

'

'

Gain (Loss) on Sales of Loans, Net

'

'

'

'

'

'

'

'

'

'

'

'

1,400,000

'

'

Non-performing and TDR loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans and Leases Receivable, Net Amount [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Proceeds from Sale of Loans Held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

508,400,000

'

'

Gain (Loss) on Sales of Loans, Net

'

'

'

'

'

'

'

'

'

'

'

'

-1,400,000

'

'

Residential first mortgage [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

2,508,968,000

'

'

'

3,009,251,000

'

'

'

'

'

'

'

2,508,968,000

3,009,251,000

'

Second mortgage [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

169,525,000

'

'

'

114,885,000

'

'

'

'

'

'

'

169,525,000

114,885,000

'

Warehouse loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

423,517,000

'

'

'

1,347,727,000

'

'

'

'

'

'

'

423,517,000

1,347,727,000

'

Home Equity Line of Credit [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

289,880,000

'

'

'

179,447,000

'

'

'

'

'

'

'

289,880,000

179,447,000

'

Other consumer [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

37,468,000

'

'

'

49,611,000

'

'

'

'

'

'

'

37,468,000

49,611,000

'

Consumer loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

3,429,358,000

'

'

'

4,700,921,000

'

'

'

'

'

'

'

3,429,358,000

4,700,921,000

'

Commercial real estate loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

408,870,000

'

'

'

640,315,000

'

'

'

'

'

'

'

408,870,000

640,315,000

'

Commercial and industrial loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

207,187,000

'

'

'

90,565,000

'

'

'

'

'

'

'

207,187,000

90,565,000

'

Commercial lease financing [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Capital Leases, Net Investment in Sales Type Leases, Minimum Payments to be Received

10,613,000

'

'

'

5,634,000

'

'

'

'

'

'

'

10,613,000

5,634,000

'

Capital Leases, Net Investment in Sales Type Leases, Unguaranteed Residual Values of Leased Property

503,000

'

'

'

913,000

'

'

'

'

'

'

'

503,000

913,000

'

Unearned income

-755,000

'

'

'

-346,000

'

'

'

'

'

'

'

-755,000

-346,000

'

Net deferred fees and other

-20,000

'

'

'

99,000

'

'

'

'

'

'

'

-20,000

99,000

'

Loans held-for-investment, net

10,341,000

'

'

'

6,300,000

'

'

'

'

'

'

'

10,341,000

6,300,000

'

Commercial loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Leases Receivable, Gross [Abstract] [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, net

$626,398,000

'

'

'

$737,180,000

'

'

'

'

'

'

'

$626,398,000

$737,180,000

'

[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").

Loans_HeldforInvestment_Minimu

Loans Held-for-Investment (Minimum Lease Payment Receivable Schedule) (Details) (Direct financing leases [Member], USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Direct financing leases [Member]	'	'
Future Minimum Lease Payments Receivable [Abstract]	'	'
2014	$959	$2,241
2015	959	2,587
2016	959	373
2017	959	366
2018	959	67
Thereafter	5,818	0
Total	$10,613	$5,634

Loans_HeldforInvestment_Allowa

Loans Held-for-Investment (Allowance for Loan Losses) (Details) (USD $)

3 Months Ended

12 Months Ended

In Thousands, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

$305,000

'

'

'

$318,000

'

'

'

$274,000

$305,000

$318,000

$274,000

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-198,349

[1]

-327,241

-141,877

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

30,207

38,194

8,946

Provision

-14,112

-4,053

-31,563

-20,415

-50,351

-52,595

-58,428

-114,673

-63,548

-36,690

-48,384

-28,309

-70,142

-276,047

-176,931

Ending balance allowance for loan losses

207,000

'

'

'

305,000

'

'

'

318,000

'

'

'

207,000

305,000

318,000

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

446,421

'

'

'

918,833

'

'

'

'

'

'

'

446,421

918,833

'

Loans held-for-investment, collectively evaluated

3,371,013

'

'

'

4,519,268

'

'

'

'

'

'

'

3,371,013

4,519,268

'

Total loans held-for-investment

3,817,434

'

'

'

5,438,101

'

'

'

'

'

'

'

3,817,434

5,438,101

'

Allowance for loan losses, individually evaluated

86,736

'

'

'

163,195

'

'

'

'

'

'

'

86,736

163,195

'

Allowance for loan losses, collectively evaluated

120,264

[2]

'

'

'

141,805

[2]

'

'

'

'

'

'

'

120,264

[2]

141,805

[2]

'

Total allowance for loan losses

207,000

'

'

'

305,000

'

'

'

318,000

'

'

'

207,000

305,000

318,000

Minimum [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Financing receivable, loss history for reserve estimate, term

'

'

'

'

'

'

'

'

'

'

'

'

'1 year

'

'

Maximum [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Financing receivable, loss history for reserve estimate, term

'

'

'

'

'

'

'

'

'

'

'

'

'5 years

'

'

Residential first mortgage [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

219,230

'

'

'

179,218

'

'

'

119,400

219,230

179,218

119,400

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-133,326

[1]

-175,803

-41,560

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

15,329

18,561

1,656

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-59,909

-197,254

-99,722

Ending balance allowance for loan losses

161,142

'

'

'

219,230

'

'

'

179,218

'

'

'

161,142

219,230

179,218

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

419,703

'

'

'

805,787

'

'

'

'

'

'

'

419,703

805,787

'

Loans held-for-investment, collectively evaluated

2,070,640

'

'

'

2,203,464

'

'

'

'

'

'

'

2,070,640

2,203,464

'

Total loans held-for-investment

2,490,343

'

'

'

3,009,251

'

'

'

'

'

'

'

2,490,343

3,009,251

'

Allowance for loan losses, individually evaluated

81,765

'

'

'

150,545

'

'

'

'

'

'

'

81,765

150,545

'

Allowance for loan losses, collectively evaluated

79,377

[2]

'

'

'

68,685

[2]

'

'

'

'

'

'

'

79,377

[2]

68,685

[2]

'

Total allowance for loan losses

161,142

'

'

'

219,230

'

'

'

179,218

'

'

'

161,142

219,230

179,218

Second mortgage [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

20,201

'

'

'

16,666

'

'

'

25,186

20,201

16,666

25,186

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-6,252

[1]

-18,753

-19,216

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

1,178

1,912

1,642

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-2,986

-20,376

-9,054

Ending balance allowance for loan losses

12,141

'

'

'

20,201

'

'

'

16,666

'

'

'

12,141

20,201

16,666

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

24,356

'

'

'

16,949

'

'

'

'

'

'

'

24,356

16,949

'

Loans held-for-investment, collectively evaluated

80,484

'

'

'

97,936

'

'

'

'

'

'

'

80,484

97,936

'

Total loans held-for-investment

104,840

'

'

'

114,885

'

'

'

'

'

'

'

104,840

114,885

'

Allowance for loan losses, individually evaluated

4,566

'

'

'

7,028

'

'

'

'

'

'

'

4,566

7,028

'

Allowance for loan losses, collectively evaluated

7,575

[2]

'

'

'

13,173

[2]

'

'

'

'

'

'

'

7,575

[2]

13,173

[2]

'

Total allowance for loan losses

12,141

'

'

'

20,201

'

'

'

16,666

'

'

'

12,141

20,201

16,666

Warehouse loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

899

'

'

'

1,250

'

'

'

4,171

899

1,250

4,171

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-45

[1]

0

-1,122

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

0

0

5

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-538

-351

-1,804

Ending balance allowance for loan losses

1,392

'

'

'

899

'

'

'

1,250

'

'

'

1,392

899

1,250

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

0

'

'

'

0

'

'

'

'

'

'

'

0

0

'

Loans held-for-investment, collectively evaluated

423,517

'

'

'

1,347,727

'

'

'

'

'

'

'

423,517

1,347,727

'

Total loans held-for-investment

423,517

'

'

'

1,347,727

'

'

'

'

'

'

'

423,517

1,347,727

'

Allowance for loan losses, individually evaluated

0

'

'

'

0

'

'

'

'

'

'

'

0

0

'

Allowance for loan losses, collectively evaluated

1,392

[2]

'

'

'

899

[2]

'

'

'

'

'

'

'

1,392

[2]

899

[2]

'

Total allowance for loan losses

1,392

'

'

'

899

'

'

'

1,250

'

'

'

1,392

899

1,250

Home Equity Line of Credit [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

18,348

'

'

'

14,845

'

'

'

24,819

18,348

14,845

24,819

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-5,473

[1]

-17,159

-16,980

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

1,020

461

1,510

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-6,002

-20,201

-5,496

Ending balance allowance for loan losses

7,893

'

'

'

18,348

'

'

'

14,845

'

'

'

7,893

18,348

14,845

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

406

'

'

'

734

'

'

'

'

'

'

'

406

734

'

Loans held-for-investment, collectively evaluated

134,462

'

'

'

178,713

'

'

'

'

'

'

'

134,462

178,713

'

Total loans held-for-investment

134,868

'

'

'

179,447

'

'

'

'

'

'

'

134,868

179,447

'

Allowance for loan losses, individually evaluated

405

'

'

'

3,074

'

'

'

'

'

'

'

405

3,074

'

Allowance for loan losses, collectively evaluated

7,488

[2]

'

'

'

15,274

[2]

'

'

'

'

'

'

'

7,488

[2]

15,274

[2]

'

Total allowance for loan losses

7,893

'

'

'

18,348

'

'

'

14,845

'

'

'

7,893

18,348

14,845

Other consumer [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

2,040

'

'

'

2,434

'

'

'

5,445

2,040

2,434

5,445

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-3,622

[1]

-4,423

-4,729

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

2,079

1,786

1,603

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-1,915

-2,243

-115

Ending balance allowance for loan losses

2,412

'

'

'

2,040

'

'

'

2,434

'

'

'

2,412

2,040

2,434

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

0

'

'

'

0

'

'

'

'

'

'

'

0

0

'

Loans held-for-investment, collectively evaluated

37,468

'

'

'

49,611

'

'

'

'

'

'

'

37,468

49,611

'

Total loans held-for-investment

37,468

'

'

'

49,611

'

'

'

'

'

'

'

37,468

49,611

'

Allowance for loan losses, individually evaluated

0

'

'

'

0

'

'

'

'

'

'

'

0

0

'

Allowance for loan losses, collectively evaluated

2,412

[2]

'

'

'

2,040

[2]

'

'

'

'

'

'

'

2,412

[2]

2,040

[2]

'

Total allowance for loan losses

2,412

'

'

'

2,040

'

'

'

2,434

'

'

'

2,412

2,040

2,434

Commercial real estate loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

41,310

'

'

'

96,984

'

'

'

93,437

41,310

96,984

93,437

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-47,982

[1]

-105,285

-57,626

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

10,162

15,397

2,408

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-15,050

-34,214

-58,765

Ending balance allowance for loan losses

18,540

'

'

'

41,310

'

'

'

96,984

'

'

'

18,540

41,310

96,984

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

1,956

'

'

'

95,322

'

'

'

'

'

'

'

1,956

95,322

'

Loans held-for-investment, collectively evaluated

406,914

'

'

'

544,993

'

'

'

'

'

'

'

406,914

544,993

'

Total loans held-for-investment

408,870

'

'

'

640,315

'

'

'

'

'

'

'

408,870

640,315

'

Allowance for loan losses, individually evaluated

0

'

'

'

2,538

'

'

'

'

'

'

'

0

2,538

'

Allowance for loan losses, collectively evaluated

18,540

[2]

'

'

'

38,772

[2]

'

'

'

'

'

'

'

18,540

[2]

38,772

[2]

'

Total allowance for loan losses

18,540

'

'

'

41,310

'

'

'

96,984

'

'

'

18,540

41,310

96,984

Commercial and industrial loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

2,878

'

'

'

5,425

'

'

'

1,542

2,878

5,425

1,542

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-350

[1]

-4,627

-644

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

151

77

122

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-653

-2,003

-4,405

Ending balance allowance for loan losses

3,332

'

'

'

2,878

'

'

'

5,425

'

'

'

3,332

2,878

5,425

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

0

'

'

'

41

'

'

'

'

'

'

'

0

41

'

Loans held-for-investment, collectively evaluated

207,187

'

'

'

90,524

'

'

'

'

'

'

'

207,187

90,524

'

Total loans held-for-investment

207,187

'

'

'

90,565

'

'

'

'

'

'

'

207,187

90,565

'

Allowance for loan losses, individually evaluated

0

'

'

'

10

'

'

'

'

'

'

'

0

10

'

Allowance for loan losses, collectively evaluated

3,332

[2]

'

'

'

2,868

[2]

'

'

'

'

'

'

'

3,332

[2]

2,868

[2]

'

Total allowance for loan losses

3,332

'

'

'

2,878

'

'

'

5,425

'

'

'

3,332

2,878

5,425

Commercial lease financing [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Beginning balance allowance for loan losses

'

'

'

94

'

'

'

1,178

'

'

'

0

94

1,178

0

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

-1,299

[1]

-1,191

0

Recoveries

'

'

'

'

'

'

'

'

'

'

'

'

288

0

0

Provision

'

'

'

'

'

'

'

'

'

'

'

'

-1,065

-107

-1,178

Ending balance allowance for loan losses

148

'

'

'

94

'

'

'

1,178

'

'

'

148

94

1,178

Allowance for Loan Losses, Additional Disclosure [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Loans held-for-investment, individually evaluated

0

'

'

'

0

'

'

'

'

'

'

'

0

0

'

Loans held-for-investment, collectively evaluated

10,341

'

'

'

6,300

'

'

'

'

'

'

'

10,341

6,300

'

Total loans held-for-investment

10,341

'

'

'

6,300

'

'

'

'

'

'

'

10,341

6,300

'

Allowance for loan losses, individually evaluated

0

'

'

'

0

'

'

'

'

'

'

'

0

0

'

Allowance for loan losses, collectively evaluated

148

[2]

'

'

'

94

[2]

'

'

'

'

'

'

'

148

[2]

94

[2]

'

Total allowance for loan losses

148

'

'

'

94

'

'

'

1,178

'

'

'

148

94

1,178

Nonperforming Financing Receivable [Member] | Residential first mortgage [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Allowance for Loan Losses [Roll Forward]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Charge-offs

'

'

'

'

'

'

'

'

'

'

'

'

($65,100)

'

'

[1]

Includes charge-offs of $65.1 million related to the sale of residential first mortgage nonperforming and TDR loans during the year ended December 31, 2013.

[2]

Excludes loans carried under the fair value option.

Loans_HeldforInvestment_Past_D

Loans Held-for-Investment (Past Due Loans) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	$41,013,000	[1]	$73,666,000	[1]	'
60 - 89 days past due	20,732,000	[1]	25,568,000	[1]	'
90 days or greater past due	145,685,000	[1]	399,826,000	[1]	'
Total past due	207,430,000	[1]	499,060,000	[1]	'
Current	3,848,326,000	[1]	4,939,041,000	[1]	'
Loans held-for-investment, net	4,055,756,000	[2],[3]	5,438,101,000	[2],[3]	'
90 days or greater past due, fair value option	4,000,000		1,100,000		'
Nonaccrual status	146,500,000		401,700,000		482,700,000
Loans and Leases Receivable, Impaired, Interest Lost on Nonaccrual Loans	22,500,000		35,400,000		38,000,000
90 days and still accruing	0		0		'
Residential first mortgage [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	36,526,000		62,445,000		'
60 - 89 days past due	19,096,000		16,693,000		'
90 days or greater past due	134,340,000		306,486,000		'
Total past due	189,962,000		385,624,000		'
Current	2,319,006,000		2,623,627,000		'
Loans held-for-investment, net	2,508,968,000		3,009,251,000		'
Second mortgage [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	1,997,000		1,171,000		'
60 - 89 days past due	271,000		727,000		'
90 days or greater past due	2,820,000		3,724,000		'
Total past due	5,088,000		5,622,000		'
Current	164,437,000		109,263,000		'
Loans held-for-investment, net	169,525,000		114,885,000		'
Warehouse loans [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	0		0		'
60 - 89 days past due	0		0		'
90 days or greater past due	0		0		'
Total past due	0		0		'
Current	423,517,000		1,347,727,000		'
Loans held-for-investment, net	423,517,000		1,347,727,000		'
Consumer loans [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
Loans held-for-investment, net	3,429,358,000		4,700,921,000		'
Home Equity Line of Credit [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	2,197,000		2,484,000		'
60 - 89 days past due	1,238,000		910,000		'
90 days or greater past due	6,826,000		3,025,000		'
Total past due	10,261,000		6,419,000		'
Current	279,619,000		173,028,000		'
Loans held-for-investment, net	289,880,000		179,447,000		'
Other consumer [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	293,000		587,000		'
60 - 89 days past due	127,000		248,000		'
90 days or greater past due	199,000		183,000		'
Total past due	619,000		1,018,000		'
Current	36,849,000		48,593,000		'
Loans held-for-investment, net	37,468,000		49,611,000		'
Consumer Loan [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	41,013,000		66,687,000		'
60 - 89 days past due	20,732,000		18,578,000		'
90 days or greater past due	144,185,000		313,418,000		'
Total past due	205,930,000		398,683,000		'
Current	3,223,428,000		4,302,238,000		'
Loans held-for-investment, net	3,429,358,000		4,700,921,000		'
Commercial real estate loans [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	0		6,979,000		'
60 - 89 days past due	0		6,990,000		'
90 days or greater past due	1,500,000		86,367,000		'
Total past due	1,500,000		100,336,000		'
Current	407,370,000		539,979,000		'
Loans held-for-investment, net	408,870,000		640,315,000		'
Commercial and industrial loans [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	0		0		'
60 - 89 days past due	0		0		'
90 days or greater past due	0		41,000		'
Total past due	0		41,000		'
Current	207,187,000		90,524,000		'
Loans held-for-investment, net	207,187,000		90,565,000		'
Commercial lease financing [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	0		0		'
60 - 89 days past due	0		0		'
90 days or greater past due	0		0		'
Total past due	0		0		'
Current	10,341,000		6,300,000		'
Loans held-for-investment, net	10,341,000		6,300,000		'
Commercial Loan [Member]	'		'		'
Loans Held-for-Investment, Aging [Abstract]	'		'		'
30 - 59 days past due	0		6,979,000		'
60 - 89 days past due	0		6,990,000		'
90 days or greater past due	1,500,000		86,408,000		'
Total past due	1,500,000		100,377,000		'
Current	624,898,000		636,803,000		'
Loans held-for-investment, net	$626,398,000		$737,180,000		'
[1]	(1)Includes $4.0 million and $1.1 million of loans 90 days or greater past due accounted for under the fair value option at December 31, 2013 and 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 $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	$429,694,000	[1]	$735,006,000	[1]	'
TDR loans under fair value option	8,900,000		1,700,000		'
TDR returned to performing (accrual) status	43,400,000		117,700,000		127,800,000
Minimum period in sustained repayments subsequent to modification to be considered for going back on accrual status	'6 months		'		'
Consumer loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	429,238,000	[2]	731,663,000	[2]	'
Allowance for loan losses on TDR loans	82,300,000		159,000,000		'
Consumer loans [Member] | Residential first mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	374,918,000	[2]	714,714,000	[2]	'
Consumer loans [Member] | Second mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	31,983,000	[2]	16,949,000	[2]	'
Consumer loans [Member] | Home Equity Line of Credit [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	22,337,000	[2]	'		'
Commercial loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Allowance for loan losses on TDR loans	0		300,000		'
Minimum period in sustained repayments subsequent to modification to be considered for going back on accrual status	'6 months		'		'
Commercial loans [Member] | Commercial real estate loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	456,000	[3]	3,343,000	[3]	'
Performing Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	382,985,000	[1]	589,762,000	[1]	'
Performing Financing Receivable [Member] | Consumer loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	382,529,000	[2]	588,475,000	[2]	'
Performing Financing Receivable [Member] | Consumer loans [Member] | Residential first mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	332,285,000	[2]	573,941,000	[2]	'
Performing Financing Receivable [Member] | Consumer loans [Member] | Second mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	30,352,000	[2]	14,534,000	[2]	'
Performing Financing Receivable [Member] | Consumer loans [Member] | Home Equity Line of Credit [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	19,892,000	[2]	'		'
Performing Financing Receivable [Member] | Commercial loans [Member] | Commercial real estate loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	456,000	[3]	1,287,000	[3]	'
Nonperforming Financing Receivable [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	46,709,000	[1]	145,244,000	[1]	'
Nonperforming Financing Receivable [Member] | Consumer loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	46,709,000	[2]	143,188,000	[2]	'
Nonperforming Financing Receivable [Member] | Consumer loans [Member] | Residential first mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	42,633,000	[2]	140,773,000	[2]	'
Nonperforming Financing Receivable [Member] | Consumer loans [Member] | Second mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	1,631,000	[2]	2,415,000	[2]	'
Nonperforming Financing Receivable [Member] | Consumer loans [Member] | Home Equity Line of Credit [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	2,445,000	[2]	'		'
Nonperforming Financing Receivable [Member] | Commercial loans [Member] | Commercial real estate loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
TDR balance	$0	[3]	$2,056,000	[3]	'
[1]	(3)Includes $8.9 million and $1.7 million of TDR loans accounted for under the fair value option at December 31, 2013 and 2012, respectively
[2]	The allowance for loan losses on consumer TDR loans totaled $82.3 million and $159.0 million at December 31, 2013 and 2012, respectively.
[3]	The allowance for loan losses on commercial TDR loans totaled zero and $0.3 million at December 31, 2013 and 2012, respectively.

Loans_HeldforInvestment_Troubl1

Loans Held-for-Investment (Troubled Debt Restructuring Detail) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
	loans		loans		loans
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	1,211		1,254		489
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$137,723,000		$305,667,000		$182,875,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	121,292,000	[1]	276,676,000	[1]	180,961,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	3,121,000		28,744,000		-6,032,000
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	100	[2]	91	[2]	37	[2]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	7,789,000	[2]	21,617,000	[2]	11,029,000	[2]
Allowance for Loan and Lease Losses Write-offs, Net	1,672,000	[2]	4,892,000	[2]	1,854,000	[2]
Residential first mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	322		884		455
Financing Receivable, Modifications, Pre-Modification Recorded Investment	85,440,000		287,865,000		168,849,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	75,730,000	[1]	267,364,000	[1]	171,649,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	2,614,000		29,357,000		-5,021,000
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	26	[2]	72	[2]	35	[2]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	6,401,000	[2]	20,523,000	[2]	10,796,000	[2]
Allowance for Loan and Lease Losses Write-offs, Net	1,141,000	[2]	4,451,000	[2]	1,854,000	[2]
Second mortgage [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	571	[3]	301		27
Financing Receivable, Modifications, Pre-Modification Recorded Investment	21,920,000	[3]	15,287,000		1,999,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	19,558,000	[1],[3]	9,312,000	[1]	2,012,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	517,000	[3]	-435,000		0
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	41	[2]	19	[2]	2	[2]
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	991,000	[2]	1,094,000	[2]	233,000	[2]
Allowance for Loan and Lease Losses Write-offs, Net	531,000	[2]	441,000	[2]	0	[2]
Home Equity Line of Credit [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	313	[3],[4]	69		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	27,425,000	[3],[4]	2,515,000		'
Financing Receivable, Modifications, Post-Modification Recorded Investment	23,066,000	[1],[3],[4]	0	[1]	'
Allowance for Loan and Lease Losses, Adjustments, Net	-10,000	[3],[4]	-178,000		'
Commercial Real Estate Portfolio Segment [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	33	[2]	'		'
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	397,000	[2]	'		'
Allowance for Loan and Lease Losses Write-offs, Net	0	[2]	'		'
Other consumer [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	'		'		1
Financing Receivable, Modifications, Pre-Modification Recorded Investment	'		'		2,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	'		'		2,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	'		'		0
Commercial real estate loans [Member]	'		'		'
Troubled Debt Restructurings [Line Items]	'		'		'
Financing Receivable, Modifications, Number of Contracts	5		'		6
Financing Receivable, Modifications, Pre-Modification Recorded Investment	2,938,000		'		12,025,000
Financing Receivable, Modifications, Post-Modification Recorded Investment	2,938,000	[1]	'		7,298,000	[1]
Allowance for Loan and Lease Losses, Adjustments, Net	0		'		-1,011,000
Second Mortgage and Home Equity Line of Credit 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]	Post-modification balances include past due amounts that are capitalized at modification date.
[2]	Subsequent default is defined as a payment re-defaulted within 12 months of the restructuring date.
[3]	New TDRs during the year ended December 31, 2013, include 463 loans for a total of $30.8 million of post modification unpaid principal balance second mortgage and HELOC loans carried at fair value that were reconsolidated as a result of the litigation settlements with MBIA and Assured.
[4]	HELOC post-modification unpaid principal balance reflects write downs.

Loans_HeldforInvestment_Impair

Loans Held-for-Investment (Impaired Loans) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Financing Receivable, Impaired [Line Items]	'	'	'
Loans and Leases Receivable, Impaired, Interest Lost on Nonaccrual Loans	$22,500,000	$35,400,000	$38,000,000
With no related allowance recorded, recorded investment	80,379,000	312,702,000	'
With no related allowance recorded, unpaid principal balance	142,083,000	477,109,000	'
With an allowance recorded, recorded investment	366,043,000	606,131,000	'
With an allowance recorded, unpaid principal balance	370,053,000	613,137,000	'
With an allowance recorded, related allowance	86,735,000	163,195,000	'
Total recorded investment	446,422,000	918,833,000	'
Total unpaid principal balance	512,136,000	1,090,246,000	'
Total related allowance	86,735,000	163,195,000	'
Average recorded investment	672,959,000	919,897,000	840,252,000
Interest income recognized	18,724,000	15,338,000	23,518,000
Residential first mortgage [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
With no related allowance recorded, recorded investment	78,421,000	231,750,000	'
With no related allowance recorded, unpaid principal balance	130,520,000	360,575,000	'
With an allowance recorded, recorded investment	341,283,000	574,037,000	'
With an allowance recorded, unpaid principal balance	345,293,000	573,610,000	'
With an allowance recorded, related allowance	81,764,000	150,545,000	'
Total recorded investment	419,704,000	805,787,000	'
Total unpaid principal balance	475,813,000	934,185,000	'
Total related allowance	81,764,000	150,545,000	'
Average recorded investment	602,355,000	761,213,000	625,104,000
Interest income recognized	16,828,000	12,833,000	17,068,000
Second mortgage [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
With no related allowance recorded, recorded investment	1,000	1,170,000	'
With no related allowance recorded, unpaid principal balance	3,592,000	4,545,000	'
With an allowance recorded, recorded investment	24,355,000	15,779,000	'
With an allowance recorded, unpaid principal balance	24,355,000	15,779,000	'
With an allowance recorded, related allowance	4,566,000	7,028,000	'
Total recorded investment	24,356,000	16,949,000	'
Total unpaid principal balance	27,947,000	20,324,000	'
Total related allowance	4,566,000	7,028,000	'
Average recorded investment	21,248,000	15,609,000	13,521,000
Interest income recognized	1,201,000	155,000	508,000
Warehouse loans [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
Average recorded investment	14,000	0	235,000
Interest income recognized	0	0	0
Home Equity Line of Credit [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
With no related allowance recorded, recorded investment	1,000	0	'
With no related allowance recorded, unpaid principal balance	1,544,000	2,506,000	'
With an allowance recorded, recorded investment	405,000	734,000	'
With an allowance recorded, unpaid principal balance	405,000	734,000	'
With an allowance recorded, related allowance	405,000	3,074,000	'
Total recorded investment	406,000	734,000	'
Total unpaid principal balance	1,949,000	3,240,000	'
Total related allowance	405,000	3,074,000	'
Average recorded investment	700,000	522,000	365,000
Interest income recognized	41,000	0	12,000
Commercial real estate loans [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
With no related allowance recorded, recorded investment	1,956,000	79,782,000	'
With no related allowance recorded, unpaid principal balance	6,427,000	109,483,000	'
With an allowance recorded, recorded investment	0	15,540,000	'
With an allowance recorded, unpaid principal balance	0	22,917,000	'
With an allowance recorded, related allowance	0	2,538,000	'
Total recorded investment	1,956,000	95,322,000	'
Total unpaid principal balance	6,427,000	132,400,000	'
Total related allowance	0	2,538,000	'
Average recorded investment	46,132,000	142,454,000	198,872,000
Interest income recognized	654,000	2,345,000	5,843,000
Commercial and industrial loans [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
With an allowance recorded, recorded investment	0	41,000	'
With an allowance recorded, unpaid principal balance	0	97,000	'
With an allowance recorded, related allowance	0	10,000	'
Total recorded investment	0	41,000	'
Total unpaid principal balance	0	97,000	'
Total related allowance	0	10,000	'
Average recorded investment	99,000	99,000	2,155,000
Interest income recognized	0	5,000	87,000
Commercial lease financing [Member]	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'
Average recorded investment	2,411,000	0	0
Interest income recognized	$0	$0	$0

Loans_HeldforInvestment_Credit

Loans Held-for-Investment (Credit Quality Indicators) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012
In Thousands, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	$3,817,434		$5,438,101
Loans held-for-investment, net	4,055,756	[1],[2]	5,438,101	[1],[2]
Commercial real estate loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	408,870		640,315
Loans held-for-investment, net	408,870		640,315
Commercial and Industrial Loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	207,187		90,565
Loans held-for-investment, net	207,187		90,565
Commercial lease financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	10,341		6,300
Loans held-for-investment, net	10,341		6,300
Commercial loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment, net	626,398		737,180
Residential first mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	2,490,343		3,009,251
Loans held-for-investment, net	2,508,968		3,009,251
Second mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	104,840		114,885
Loans held-for-investment, net	169,525		114,885
Consumer loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment, net	3,429,358		4,700,921
Warehouse loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	423,517		1,347,727
Loans held-for-investment, net	423,517		1,347,727
Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	134,868		179,447
Loans held-for-investment, net	289,880		179,447
Other consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	37,468		49,611
Loans held-for-investment, net	37,468		49,611
Consumer Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment, net	3,429,358		4,700,921
Pass [Member] | Commercial real estate loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	296,983		277,037
Pass [Member] | Commercial and Industrial Loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	192,013		82,184
Pass [Member] | Commercial lease financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	10,341		6,300
Pass [Member] | Commercial loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	499,337		365,521
Pass [Member] | Residential first mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	2,031,536		2,118,961
Pass [Member] | Second mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	136,224		95,969
Pass [Member] | Warehouse loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	243,017		1,081,579
Pass [Member] | Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	262,138		175,512
Pass [Member] | Other consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	37,142		49,180
Pass [Member] | Consumer Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	2,710,057		3,521,201
Watch [Member] | Commercial real estate loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	26,041		181,722
Watch [Member] | Commercial and Industrial Loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	5,534		695
Watch [Member] | Commercial lease financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Watch [Member] | Commercial loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	31,575		182,417
Watch [Member] | Residential first mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	343,092		583,804
Watch [Member] | Second mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	30,482		15,192
Watch [Member] | Warehouse loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	157,500		0
Watch [Member] | Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	20,916		910
Watch [Member] | Other consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	127		248
Watch [Member] | Consumer Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	552,117		600,154
Special Mention [Member] | Commercial real estate loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	3,802		49,215
Special Mention [Member] | Commercial and Industrial Loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	9,097		947
Special Mention [Member] | Commercial lease financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Special Mention [Member] | Commercial loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	12,899		50,162
Special Mention [Member] | Residential first mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Special Mention [Member] | Second mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Special Mention [Member] | Warehouse loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	23,000		266,148
Special Mention [Member] | Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Special Mention [Member] | Other consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Special Mention [Member] | Consumer Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	23,000		266,148
Substandard [Member] | Commercial real estate loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	82,044		132,341
Substandard [Member] | Commercial and Industrial Loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	543		6,739
Substandard [Member] | Commercial lease financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Substandard [Member] | Commercial loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	82,587		139,080
Substandard [Member] | Residential first mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	134,340		306,486
Substandard [Member] | Second mortgage [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	2,819		3,724
Substandard [Member] | Warehouse loans [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	0		0
Substandard [Member] | Home Equity Line of Credit [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	6,826		3,025
Substandard [Member] | Other consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	199		183
Substandard [Member] | Consumer Loan [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Loans held-for-investment	$144,184		$313,418
[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").

Concentrations_of_Credit_Geogr

Concentrations of Credit (Geographic Concentration Risk) (Details) (Geographic Concentration Risk [Member])	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012
Residential first mortgage [Member] | Maximum [Member]	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	3.00%		'
Loans receivable, principal balance [Member]	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	100.00%		100.00%
Loans receivable, principal balance [Member] | California	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	27.90%		30.70%
Loans receivable, principal balance [Member] | Florida	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	14.30%		13.90%
Loans receivable, principal balance [Member] | Michigan	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	10.30%		9.90%
Loans receivable, principal balance [Member] | Washington	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	4.60%		4.60%
Loans receivable, principal balance [Member] | Arizona	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	4.10%		4.20%
Loans receivable, principal balance [Member] | All other states	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	38.80%	[1]	36.70%	[1]
Loans receivable, principal balance [Member] | Commercial real estate loans [Member] | Michigan	'		'
Concentration Risk [Line Items]	'		'
Concentration risk, percentage	77.70%		66.50%
[1]	No other state contains more than 3.0 percent of the total.

Concentrations_of_Credit_Conce

Concentrations of Credit (Concentration of Credit Risk) (Details) (Credit concentration risk [Member], USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Concentration Risk [Line Items]	'	'
Concentration risk, original loan-to-value ratio threshold	80.00%	'
Loans receivable, unpaid principal balance	$1,606,164	$1,734,788
Loan-to-value ratio, greater than 80% [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	181,309	217,239
Loan-to-value ratio, greater than 80% and less than or equal to 90% [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	95,041	114,736
Loan-to-value ratio, greater than 90% and less than or equal to 100% [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	84,756	97,160
Loan-to-value ratio, greater than 100%[Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	1,512	5,343
Amortizing hybrid ARMs, 3/1 ARM [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	125,463	118,026
Amortizing hybrid ARMs, 5/1 ARM [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	335,424	408,593
Amortizing hybrid ARMs, 7/1 ARM [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	132,084	20,532
Interest only hybrid ARMs, 3/1 ARM [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	172,949	170,198
Interest only hybrid ARMs, 5/1 ARM [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	668,717	797,347
Interest only hybrid ARMs, 7/1 ARM [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	38,061	54,417
Option ARMs [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	37,159	55,848
All other ARMs [Member]	'	'
Concentration Risk [Line Items]	'	'
Loans receivable, unpaid principal balance	$96,307	$109,827

PrivateLabel_Securitization_Ac2

Private-Label Securitization Activity (Details) (USD $)

3 Months Ended

12 Months Ended

3 Months Ended

3 Months Ended

3 Months Ended

Jun. 30, 2013

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2013

Jun. 30, 2013

Dec. 31, 2013

Dec. 31, 2005

Jun. 30, 2013

Dec. 31, 2013

Dec. 31, 2006

Dec. 31, 2013

Jun. 30, 2007

Apr. 30, 2006

Jun. 30, 2007

Jun. 30, 2013

Dec. 31, 2013

Mar. 31, 2007

securitization

securitization

Private Label

Home Equity Line of Credit [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]

April 2006 Securitization [Member]

June 2007 Securitization [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2006-1 Mortgage Securitization [Member]

FSTAR 2007-1 Mortgage Securitization [Member]

securitizations

securitizations

securitizations

Private-label Securitizations [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of securitizations

'

2

'

'

2

4

2

'

'

'

'

'

'

2

'

'

'

'

'

'

Securitization size

'

'

'

'

'

'

'

'

'

$600,000,000

'

'

$302,200,000

$169,577,000

$622,100,000

$400,000,000

$98,200,000

'

'

$620,900,000

Residual interests retained

'

'

'

'

'

'

'

'

'

26,100,000

'

'

11,200,000

'

'

'

4,200,000

'

'

22,600,000

Reconsolidation of HELOC securitization trusts assets to variable interest entities (VIEs)

170,500,000

170,507,000

0

0

'

'

'

85,200,000

'

'

85,300,000

'

'

'

'

'

'

'

'

'

Reconsolidation of HELOC securitization trusts long-term debt to VIEs

'

119,980,000

0

0

'

'

'

62,100,000

'

'

57,900,000

'

'

'

'

'

'

'

'

'

Reconsolidation, VIE, net fair value adjustment

'

'

'

'

'

'

'

16,600,000

'

'

27,500,000

'

'

'

'

'

'

'

'

'

VIE, HELOC, fair value

'

'

'

'

'

'

'

'

78,000,000

'

'

77,000,000

'

'

'

'

'

'

'

'

VIE, long-term debt, fair value

'

'

'

'

'

'

'

'

55,200,000

'

'

50,600,000

'

'

'

'

'

'

64,700,000

'

Mortgage securitization loans transferred to loans held-for-investment

73,300,000

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

73,300,000

'

'

Loss on mortgage securitization loans transferred to loans held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$4,900,000

'

'

PrivateLabel_Securitization_Ac3

Private-Label Securitization Activity (Consolidated VIEs) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2010	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Jun. 30, 2013
	securitization				securitization	Variable Interest Entity, Primary Beneficiary [Member]	FSTAR 2006-2 HELOC Securitization [Member]	FSTAR 2005-1 HELOC Securitization [Member]	Assured litigation [Member]
						Home Equity Securitizations [Member]	Variable Interest Entity, Primary Beneficiary [Member]	Variable Interest Entity, Primary Beneficiary [Member]	securitization
							Home Equity Securitizations [Member]	Home Equity Securitizations [Member]
Private-label Securitizations [Line Items]	'		'		'	'	'	'	'
Payments for legal settlements	'		'		'	'	'	'	$105,000,000
Number of securitizations	2		'		2	'	'	'	2
Income related to settlement agreement	'		'		'	'	'	'	49,100,000
Beneficial interest liability	0		'		'	'	'	'	'
Cash and cash items	55,913,000	[1]	38,070,000	[1]	'	1,129,000	0	1,129,000	'
Loans held-for-investment	3,848,756,000		5,133,101,000		'	155,012,000	77,003,000	78,009,000	'
Other assets (accrued interest receivable)	'		'		'	0	0	0	'
Long-term debt	353,248,000	[1],[2]	247,435,000	[1],[2]	'	105,813,000	50,641,000	55,172,000	'
Other liabilities	$445,853,000	[1],[2]	$1,007,920,000	[1],[2]	'	$136,000	$0	$136,000	'
[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_Ac4

Private-Label Securitization Activity (Unconsolidated VIEs) (Details) (Second mortgage [Member], USD $)	6 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2007	Dec. 31, 2013	Jun. 30, 2007
	points	loans
	loans	points
Second mortgage [Member]	'	'	'
Securitized Loans [Abstract]	'	'	'
Number of loans	12,416	4,221	'
Aggregate principal balance	'	$169,577	$622,100
Average Balance During Period of Loans Securitized or Asset-backed Financing Arrangement	$50	$40	'
Weighted average fully indexed interest rate	8.22%	7.09%	'
Weighted average original term, months	'194 months	'194 months	'
Weighted average remaining term, months	'185 months	'106 months	'
Weighted average original credit score, points	726	712	'

PrivateLabel_Securitization_Ac5

Private-Label Securitization Activity (Transferor's Interest) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2009
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
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	$7,103,000	'

PrivateLabel_Securitization_Ac6

Private-Label Securitization Activity (Unfunded Commitments) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Private-label Securitizations [Line Items]	'	'
Notional amount of unfunded commitments	'	$58,214	[1]
Less: Frozen or suspended unfunded commitments	'	54,783
Unfunded commitments still active	'	3,431
FSTAR 2005-1 HELOC Securitization [Member]	'	'
Private-label Securitizations [Line Items]	'	'
Notional amount of unfunded commitments	'	30,767	[1]
Less: Frozen or suspended unfunded commitments	'	27,825
Unfunded commitments still active	0	2,942
FSTAR 2006-2 HELOC Securitization [Member]	'	'
Private-label Securitizations [Line Items]	'	'
Notional amount of unfunded commitments	'	27,447	[1]
Less: Frozen or suspended unfunded commitments	'	26,958
Unfunded commitments still active	'	$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_Ac7

Private-Label Securitization Activity (Credit Risk on Securitizations) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Private-label Securitizations [Line Items]	'	'
Amount of loans serviced	$25,743,396	$76,821,222
Consumer loans [Member]	'	'
Private-label Securitizations [Line Items]	'	'
Balance of retained assets with credit exposure	$0	$7,103

Repossessed_Assets_Details

Repossessed Assets (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Repossessed Assets [Line Items]	'	'
Repossessed assets	$36,636	$120,732
Residential Real Estate [Member]	'	'
Repossessed Assets [Line Items]	'	'
Repossessed assets	24,038	67,863
Commercial Real Estate [Member]	'	'
Repossessed Assets [Line Items]	'	'
Repossessed assets	$12,598	$52,869

Federal_Home_Loan_Bank_Stock_D

Federal Home Loan Bank Stock (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Federal Home Loan Bank Stock [Abstract]	'	'	'
Federal Home Loan Bank stock	$209,737,000	$301,737,000	'
Proceeds from Federal Reserve Bank's repurchase of excess stock	92,000,000	'	'
Federal Home Loan Bank stock, minimum investment requirement, percentage of unpaid principal of mortgage loans, home purchase contracts and similar obligations	1.00%	'	'
Federal Home Loan Bank minimum percentage of advances required held	5.00%	'	'
Proceeds from redemption of Federal Home Loan Bank stock	92,000,000	0	35,453,000
Dividend income	$10,600,000	$9,400,000	$8,300,000

Premises_and_Equipment_Details

Premises and Equipment (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Premises and equipment, gross	$426,832,000	$422,065,000	'
Less accumulated depreciation	-195,482,000	-203,006,000	'
Premises and equipment, net	231,350,000	219,059,000	'
Depreciation	22,600,000	19,200,000	15,200,000
Land [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Premises and equipment, gross	66,253,000	66,206,000	'
Office building [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Estimated useful life	'31 years 6 months	'	'
Premises and equipment, gross	138,157,000	128,692,000	'
Computer hardware and software [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Premises and equipment, gross	156,104,000	159,908,000	'
Computer hardware and software [Member] | Minimum [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Estimated useful life	'3 years	'	'
Computer hardware and software [Member] | Maximum [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Estimated useful life	'5 years	'	'
Furniture, fixtures and equipment [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Premises and equipment, gross	66,090,000	67,029,000	'
Furniture, fixtures and equipment [Member] | Minimum [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Estimated useful life	'5 years	'	'
Furniture, fixtures and equipment [Member] | Maximum [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Estimated useful life	'7 years	'	'
Automobiles [Member]	'	'	'
Premises and Equipment, Net, by Type [Abstract]	'	'	'
Estimated useful life	'3 years	'	'
Premises and equipment, gross	$228,000	$230,000	'

Premises_and_Equipment_Operati

Premises and Equipment (Operating Leases) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Operating Leases, Rent Expense [Abstract]	'	'	'
Lease rental expense	$8,000,000	$6,800,000	$6,500,000
Operating Leases, Future Minimum Payments [Abstract]	'	'	'
2014	7,082,000	7,023,000	'
2015	5,713,000	6,512,000	'
2016	3,983,000	5,259,000	'
2017	2,827,000	3,534,000	'
2018	909,000	2,305,000	'
Thereafter	930,000	1,809,000	'
Total	$21,444,000	$26,442,000	'

Mortgage_Servicing_Rights_Resi

Mortgage Servicing Rights (Residential Mortgage Servicing) (Details) (USD $)	12 Months Ended					48 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011	Dec. 31, 2013
	account		account			account
Transfers and Servicing [Abstract]	'		'		'	'
Sale of unpaid principal balance of residential MSRs	$936,064		$128,119		$80,392	$40,700,000
Transaction costs on sales of MSRs	19,228		12,319		7,903	11,300
Serviced for others, Amount	25,743,396		76,821,222		'	25,743,396
Subserviced for others, Amount	40,431,867	[1]	0	[1]	'	40,431,867	[1]
Total residential loans serviced for others, Amount	$66,175,263	[1]	$76,821,222	[1]	'	$66,175,263	[1]
Serviced for others, Number of accounts	131,413		377,210		'	131,413
Subserviced for others, Number of accounts	198,256	[1]	0	[1]	'	198,256	[1]
Total residential loans serviced for others, Number of accounts	329,669	[1]	377,210	[1]	'	329,669	[1]
[1]	Does not include temporary short-term subservicing performed as a result of some sales of servicing.

Mortgage_Servicing_Rights_Resi1

Mortgage Servicing Rights (Residential MSRs, Fair value) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Changes in Fair Value Due to Changes in Valuation Inputs or Changes in Assumptions [Abstract]	'		'		'
Balance at the end of period	$284,678,000		$710,791,000		'
Unpaid principal balance of loans serviced for others (period end)	25,743,396,000		76,821,222,000		'
Residential first mortgage [Member]	'		'		'
Servicing Asset at Fair Value [Roll Forward]	'		'		'
Balance at the beginning of period	710,791,000		510,475,000		580,299,000
Additions from loans sold with servicing retained	401,735,000		535,875,000		254,824,000
Reductions from bulk sales	-834,499,000	[1]	-139,738,000	[1]	-88,828,000	[1]
Servicing Asset at Fair Value, Other Changes in Fair Value	-99,320,000	[2],[3]	-151,470,000	[2],[3]	-67,881,000	[2],[3]
Changes in Fair Value Due to Changes in Valuation Inputs or Changes in Assumptions [Abstract]	'		'		'
All other changes in valuation inputs or assumptions	105,971,000	[2],[4]	-44,351,000	[2],[4]	-167,939,000	[2],[4]
Balance at the end of period	284,678,000		710,791,000		510,475,000
Unpaid principal balance of loans serviced for others (period end)	25,743,396,000		76,821,222,000		63,770,676,000
Underlying serviced loans sold in bulk sales	$74,900,000,000		$17,400,000,000		$9,200,000,000
[1]	Includes bulk sales related to underlying serviced loans totaling $74.9 billion, $17.4 billion and $9.2 billion, respectively, for the years ended December 31, 2013, 2012 and 2011.
[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 paid-off during the period.
[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)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Servicing Assets at Fair Value, Assumptions [Abstract]	'	'	'
MSRs capitalized during the period, weighted-average life, years	'6 years 1 month 6 days	'6 years 1 month 6 days	'5 years 10 months 24 days
MSRs capitalized during the period, weighted-average constant prepayment speed	13.80%	14.80%	18.70%
MSRs capitalized during the period, weighted-average discount rate	8.50%	7.10%	7.60%
MSRs at period end, weighted-average life, years	'7 years 3 months 18 days	'5 years 3 months 18 days	'4 years 6 months
MSRs at period end, weighted-average constant prepayment rate	11.90%	17.30%	21.60%
MSRs at period end, weighted-average discount rate	10.20%	7.00%	7.20%

Mortgage_Servicing_Rights_Cont

Mortgage Servicing Rights (Contractual Servicing Fees) (Details) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Contractually Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'	'
Contractual servicing fees	$190,696	$209,615	$170,095
Residential first mortgage loans serviced for others [Member]	'	'	'
Contractually Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'	'
Contractual servicing fees	189,003	208,864	169,884
Residential first mortgage loans sub-serviced for others [Member]	'	'	'
Contractually Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'	'
Contractual servicing fees	1,306	0	0
Other [Member]	'	'	'
Contractually Servicing Fees, Including Late Fees and Ancillary Fees [Abstract]	'	'	'
Contractual servicing fees	$387	$751	$211

Derivative_Financial_Instrumen2

Derivative Financial Instruments (General) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
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	($42)	$44.20	($22.20)
Residential mortgage servicing rights [Member]	'	'	'
Derivative [Line Items]	'	'	'
Gain (loss) on MSR fair value hedging activities	($70.20)	$86.20	$160.30

Derivative_Financial_Instrumen3

Derivative Financial Instruments (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Derivative [Line Items]	'	'	'
Gain (Loss) on Sale of Derivatives	$0	$0	$0
Derivative asset, Fair Value	33,194,000	97,976,000	'
Derivative liability, Fair Value	3,462,000	19,975,000	'
U.S. Treasury and euro dollar futures [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Fair Value	1,221,000	2,203,000	'
Derivative liability, Fair Value	0	0	'
Mortgage Backed Securities, Other [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Fair Value	'	3,619,000	'
Derivative liability, Fair Value	1,665,000	'	'
Rate lock commitments [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Fair Value	10,329,000	86,200,000	'
Derivative liability, Fair Value	0	0	'
Interest rate swaps [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Fair Value	1,797,000	5,954,000	'
Derivative liability, Fair Value	1,797,000	5,954,000	'
Forward agency and loan sales [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Fair Value	19,847,000	0	'
Derivative liability, Fair Value	0	14,021,000	'
Other assets [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Notional Amount	9,080,219,000	18,304,737,000	'
Derivative asset, Fair Value	33,194,000	97,976,000	'
Other assets [Member] | U.S. Treasury and euro dollar futures [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Notional Amount	4,300,100,000	11,778,600,000	'
Derivative asset, Fair Value	1,221,000	2,203,000	'
Other assets [Member] | Mortgage Backed Securities, Other [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Notional Amount	'	1,275,000,000	'
Derivative asset, Fair Value	'	3,619,000	'
Other assets [Member] | Rate lock commitments [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Notional Amount	1,857,775,000	5,149,891,000	'
Derivative asset, Fair Value	10,329,000	86,200,000	'
Other assets [Member] | Interest rate swaps [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Notional Amount	102,448,000	101,246,000	'
Derivative asset, Fair Value	1,797,000	5,954,000	'
Other assets [Member] | Forward agency and loan sales [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative asset, Notional Amount	2,819,896,000	'	'
Derivative asset, Fair Value	19,847,000	'	'
Other liabilities [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative liability, Notional Amount	197,448,000	7,486,676,000	'
Derivative liability, Fair Value	3,462,000	19,975,000	'
Other liabilities [Member] | Mortgage Backed Securities, Other [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative liability, Notional Amount	95,000,000	'	'
Derivative liability, Fair Value	1,665,000	'	'
Other liabilities [Member] | Interest rate swaps [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative liability, Notional Amount	102,448,000	101,246,000	'
Derivative liability, Fair Value	1,797,000	5,954,000	'
Other liabilities [Member] | Forward agency and loan sales [Member]	'	'	'
Derivative [Line Items]	'	'	'
Derivative liability, Notional Amount	'	7,385,430,000	'
Derivative liability, Fair Value	'	$14,021,000	'

Derivative_Financial_Instrumen4

Derivative Financial Instruments Offsetting derivatives (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	$44,955	$182,846
Derivative Asset, Fair Value, Amount Offset Against Collateral	6,361	8,563
Derivative Asset, Fair Value of Collateral	'	15,002
Derivative, Collateral, Obligation to Return Cash	'	61,305
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	33,194	97,976
Derivative Liability, Fair Value, Gross Liability	21,995	28,538
Derivative Liability, Fair Value, Amount Offset Against Collateral	6,361	8,563
Derivative Liability, Fair Value of Collateral	'	0
Derivative, Collateral, Right to Reclaim Cash	-6,800	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	3,462	19,975
Other assets [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	38,594	174,283
Derivative Asset, Fair Value of Collateral	0	'
Derivative, Collateral, Obligation to Return Cash	5,400	'
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	33,194	97,976
Other liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	15,634	19,975
Derivative Liability, Fair Value of Collateral	0	'
Derivative, Collateral, Right to Reclaim Cash	-12,172	'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	3,462	19,975
U.S. Treasury and euro dollar futures [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	7,074	36,801
Derivative Asset, Fair Value, Amount Offset Against Collateral	1,701	5,076
Derivative Asset, Fair Value of Collateral	0	15,006
Derivative, Collateral, Obligation to Return Cash	4,152	14,516
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,221	2,203
Derivative Liability, Fair Value, Gross Liability	1,701	5,076
Derivative Liability, Fair Value, Amount Offset Against Collateral	1,701	5,076
Derivative Liability, Fair Value of Collateral	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	0	0
U.S. Treasury and euro dollar futures [Member] | Other assets [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	5,373	31,725
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,221	2,203
U.S. Treasury and euro dollar futures [Member] | Other liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Mortgage backed securities forwards [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	'	42,194
Derivative Asset, Fair Value, Amount Offset Against Collateral	'	0
Derivative Asset, Fair Value of Collateral	'	-4
Derivative, Collateral, Obligation to Return Cash	'	38,579
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	'	3,619
Derivative Liability, Fair Value, Gross Liability	13,837	'
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	'
Derivative Liability, Fair Value of Collateral	0	'
Derivative, Collateral, Right to Reclaim Cash	-12,172	'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	1,665	'
Mortgage backed securities forwards [Member] | Other assets [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	'	42,194
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	'	3,619
Mortgage backed securities forwards [Member] | Other liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	13,837	'
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	1,665	'
Rate lock commitments [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	14,510	86,286
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,181	86
Derivative Asset, Fair Value of Collateral	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	10,329	86,200
Derivative Liability, Fair Value, Gross Liability	4,181	86
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,181	86
Derivative Liability, Fair Value of Collateral	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	0	0
Rate lock commitments [Member] | Other assets [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	10,329	86,200
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	10,329	86,200
Rate lock commitments [Member] | Other liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	0
Forward agency and loan sales [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	20,326	3,401
Derivative Asset, Fair Value, Amount Offset Against Collateral	479	3,401
Derivative Asset, Fair Value of Collateral	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	19,847	0
Derivative Liability, Fair Value, Gross Liability	479	17,422
Derivative Liability, Fair Value, Amount Offset Against Collateral	479	3,401
Derivative Liability, Fair Value of Collateral	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	0	14,021
Forward agency and loan sales [Member] | Other assets [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	19,847	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	19,847	'
Forward agency and loan sales [Member] | Other liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	0	14,021
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	'	14,021
Interest rate swaps [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	3,045	14,164
Derivative Asset, Fair Value, Amount Offset Against Collateral	0	0
Derivative Asset, Fair Value of Collateral	0	0
Derivative, Collateral, Obligation to Return Cash	1,248	8,210
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,797	5,954
Derivative Liability, Fair Value, Gross Liability	1,797	5,954
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Derivative Liability, Fair Value of Collateral	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	1,797	5,954
Interest rate swaps [Member] | Other assets [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	3,045	14,164
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	1,797	5,954
Interest rate swaps [Member] | Other liabilities [Member]	'	'
Offsetting Assets [Line Items]	'	'
Derivative, Fair Value, Amount Offset Against Collateral, Net	1,797	5,954
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	$1,797	$5,954

Derivative_Financial_Instrumen5

Derivative Financial Instruments (Counterparty Credit Risk) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]	'	'
Investment securities and cash collateral posted with counterparties	$6,800,000	$76,300,000
Cash collateral posted with counterparties	6,800,000	0
Derivative, Collateral, Obligation to Return Cash	'	61,305,000
U.S. Treasury bonds [Member]	'	'
Derivative [Line Items]	'	'
Investment securities posted with counterparties	$0	$15,000,000

Deposit_Accounts_Details

Deposit Accounts (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Deposits [Line Items]	'	'
Total deposits	$6,140,326	$8,294,295
Noninterest bearing	930,060	1,309,649
Retail deposits [Member]	'	'
Deposits [Line Items]	'	'
Demand accounts	763,554	681,983
Savings accounts	2,869,279	2,108,170
Money market demand accounts	287,104	401,853
Certificates of deposit	1,026,129	3,175,481
Total deposits	4,946,066	6,367,487
Government accounts [Member]	'	'
Deposits [Line Items]	'	'
Demand accounts	104,466	98,890
Savings accounts	183,128	263,841
Certificates of deposit	314,804	456,347
Total deposits	602,398	819,078
Wholesale deposits [Member]	'	'
Deposits [Line Items]	'	'
Total deposits	8,717	99,338
Company controlled deposits [Member]	'	'
Deposits [Line Items]	'	'
Total deposits	$583,145	$1,008,392

Deposit_Accounts_Contractual_M

Deposit Accounts (Contractual Maturities of Time Deposits over $100,000 (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Contractual Maturities, Certificates of Deposit, $100,000 or More [Abstract]	'	'
Three months or less	$341,989	$834,390
Over three months to six months	186,746	431,792
Over six months to twelve months	223,131	927,797
One to two years	40,396	103,437
Thereafter	35,593	42,227
Total	$827,855	$2,339,643

Federal_Home_Loan_Bank_Advance2

Federal Home Loan Bank Advances (Details) (USD $)

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Dec. 31, 2013

Dec. 31, 2011

Dec. 31, 2010

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

In Thousands, unless otherwise specified

Adjustable rate [Member]

Adjustable rate [Member]

Adjustable rate [Member]

Fixed rate putable advances [Member]

Fixed rate putable advances [Member]

Fixed rate putable advances [Member]

Long term fixed rate [Member]

Long term fixed rate [Member]

Long term fixed rate [Member]

Federal Home Loan Bank, Advances [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

Daily adjustable advances

'

'

'

$216,000

$280,000

$553,000

$772,000

$0

$0

'

'

'

Long-term fixed rate term advances

'

'

'

'

'

'

'

'

'

0

2,900,000

3,400,000

Total

988,000

3,180,000

3,953,000

'

'

'

'

'

'

'

'

'

Weighted average rate

0.34%

3.05%

2.72%

0.50%

0.50%

0.40%

0.30%

0.00%

0.00%

0.00%

3.30%

3.10%

FHLB advances, available collateral amount

$1,700,000

'

'

'

'

'

'

'

'

'

'

'

Federal_Home_Loan_Bank_Advance3

Federal Home Loan Bank Advances (Other Disclosures) (Details) (USD $)	12 Months Ended			3 Months Ended	12 Months Ended		3 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Sep. 30, 2011	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2013	Sep. 30, 2012
				Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]
Federal Home Loan Bank, Advances [Line Items]	'	'	'	'	'	'	'	'
Payments for Federal Home Loan Bank advances	'	'	'	'	'	'	$2,900,000,000	'
Loss on extinguishment of debt	-177,556,000	-15,246,000	0	'	'	'	-177,600,000	-15,200,000
Prepaid debt, amount	'	'	'	'	'	'	'	500,000,000
Federal Home Loan Bank advances, restructured	'	'	'	1,000,000,000	'	'	'	'
Federal Home Loan Bank advances, average remaining term	'	'	'	'	'4 years 3 months 18 days	'3 years 7 months 6 days	'	'
Weighted average rate	0.34%	3.05%	2.72%	'	3.10%	3.50%	'	'
Federal Home Loan Bank, Advances, Activity for Year [Abstract]	'	'	'	'	'	'	'	'
Maximum outstanding at any month end	2,907,598,000	3,770,000,000	3,953,000,000	'	'	'	'	'
Average outstanding balance	2,914,637,000	3,698,362,000	3,620,368,000	'	'	'	'	'
Average remaining borrowing capacity	735,000	1,041,000	728,000	'	'	'	'	'
Weighted-average interest rate	3.22%	2.88%	3.26%	'	'	'	'	'
Federal Home Loan Bank, Advances, Fiscal Year Maturity [Abstract]	'	'	'	'	'	'	'	'
2013	0	280,000,000	'	'	'	'	'	'
2014	988,000,000	250,000,000	'	'	'	'	'	'
2015	0	750,000,000	'	'	'	'	'	'
2016	0	1,650,000,000	'	'	'	'	'	'
2017	0	250,000,000	'	'	'	'	'	'
Thereafter	0	0	'	'	'	'	'	'
Federal Home Loan Bank advances	988,000,000	3,180,000,000	3,953,000,000	'	'	'	'	'
Federal Home Loan Bank, Advances, General Debt Obligations, Disclosures [Abstract]	'	'	'	'	'	'	'	'
FHLB advances, maximum amount available	7,000,000,000	'	'	'	'	'	'	'
FHLB advances, available collateral amount	$1,700,000,000	'	'	'	'	'	'	'

LongTerm_Debt_Details

Long-Term Debt (Details) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013		Dec. 31, 2012
Debt Instrument [Line Items]	'		'
Number of Subsidiaries	9		'
Junior subordinated notes	247,435		247,435
Total long-term debt	353,248	[1],[2]	247,435	[1],[2]
Trust Preferred Securities, Maturity Period From Issuance	'30 years		'
One Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Interest rate	0.17%		0.21%
Debt instrument, variable interest rate term	'1 month		'1 month
Three Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Interest rate	0.25%		0.31%
Debt instrument, variable interest rate term	'3 months		'3 months
Junior subordinated notes [Member]	'		'
Debt Instrument [Line Items]	'		'
Maximum period for interest payment deferrals (in quarters)	20		'
3ML plus 3.25% maturing 2032 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Basis spread on variable rate	3.25%		'
Interest rate	3.50%	[3]	3.56%	[3]
3ML plus 3.25% Maturing 2033 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Basis spread on variable rate	3.25%		'
Interest rate	3.49%	[3]	3.59%	[3]
3ML plus 3.25% maturing 2033 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,780	[3]	25,780	[3]
Basis spread on variable rate	3.25%		'
Interest rate	3.50%	[3]	3.56%	[3]
3ML plus 2.00% maturing 2035 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Basis spread on variable rate	2.00%		'
Interest rate	2.24%	[3]	2.34%	[3]
3ML plus 2.00% maturing 2035 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Basis spread on variable rate	2.00%		'
Interest rate	2.24%	[3]	2.34%	[3]
3ML plus 1.75% maturing 2035 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	51,547	[3]	51,547	[3]
Basis spread on variable rate	1.75%		'
Interest rate	2.00%	[3]	2.06%	[3]
3ML plus 1.50% maturing 2035 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Basis spread on variable rate	1.50%		'
Interest rate	1.74%	[3]	1.84%	[3]
3ML plus 1.45% maturing 2037 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	25,774	[3]	25,774	[3]
Basis spread on variable rate	1.45%		'
Interest rate	1.69%	[3]	1.76%	[3]
3ML plus 2.50% maturing 2037 [Member]	'		'
Debt Instrument [Line Items]	'		'
Junior subordinated notes	15,464	[3]	15,464	[3]
Basis spread on variable rate	2.50%		'
Interest rate	2.74%	[3]	2.81%	[3]
3ML plus 0.23% maturing 2018 [Member] | Rate Option 3 [Member] | One Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Basis spread on variable rate	0.23%		'
Interest rate	0.16%		'
3ML plus 0.23% maturing 2018 [Member] | Rate Fixed Cap [Member]	'		'
Debt Instrument [Line Items]	'		'
Interest rate	0.16%		'
3ML plus 0.23% maturing 2018 [Member] | Home Equity Securitizations [Member]	'		'
Debt Instrument [Line Items]	'		'
Total long-term debt	55,172	[4]	0	[4]
3ML plus 0.16% maturing 2019 [Member] | Home Equity Securitizations [Member]	'		'
Debt Instrument [Line Items]	'		'
Total long-term debt	50,641	[5]	0	[5]
One Month LIBOR [Member]	'		'
Debt Instrument [Line Items]	'		'
Debt Instrument, Payment Terms	'30		'
[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) 0.16 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 0.16 percent.

Representation_and_Warranty_Re2

Representation and Warranty Reserve (Details) (USD $)	12 Months Ended			3 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2013
				Fannie Mae [Member]	Freddie Mac [Member]
Representation and Warranty Reserve [Roll Forward]	'	'	'	'	'
Balance, beginning of period	$193,000,000	$120,000,000	$79,400,000	'	'
Provision, charged to gain on sale for current loan sales	17,606,000	24,410,000	8,993,000	'	'
Provision, charged to representation and warranty reserve - change in estimate	36,116,000	256,289,000	150,055,000	'	'
Total provision	53,722,000	280,699,000	159,048,000	'	'
Charge-offs, net	-192,722,000	-207,699,000	-118,448,000	'	'
Balance, end of period	54,000,000	193,000,000	120,000,000	'	'
Settlement of repurchase requests and obligations	'	'	'	121,500,000	10,800,000
Settlement of repurchase requests and obligations, cash paid	'	'	'	$93,500,000	$8,900,000

Warrant_Liabilities_May_Invest

Warrant Liabilities (May Investors) (Details) (May Investors [Member], USD $)	0 Months Ended			12 Months Ended		59 Months Ended
In Millions, except Share data, unless otherwise specified	Nov. 02, 2010	Mar. 31, 2010	Jan. 30, 2009	Dec. 31, 2013	Dec. 31, 2009	Dec. 31, 2013
May Investors [Member]	'	'	'	'	'	'
Class of Warrant or Right [Line Items]	'	'	'	'	'	'
Warrants to purchase Common Stock issued (shares)	'	'	142,598	'	'	'
Exercise price of warrants (per share)	10	50	62	10	'	10
Contractual term of warrants issued (years)	'	'	'10 years	'	'	'
Warrants exercised to purchase Common Stock (shares)	'	'	'	0	31,484	'
Common Stock issued (shares)	11,600,000	5,800,000	'	'	'	'
Common Stock price per share at offering	$10	$50	'	'	'	'
Warrants increased (shares)	551,126	26,667	'	'	'	'
Warrants outstanding (shares)	'	'	'	688,907	'	688,907
Fair value of warrant liabilities	'	'	$6.10	'	'	'
Change in fair value of warrant liabilities	'	'	'	'	'	4.7
Warrant liabilities	'	'	'	$10.80	'	$10.80

Warrant_Liabilities_Other_Warr

Warrant Liabilities (Other Warrants) (Details) (Series C Preferred Stock [Member], USD $)	12 Months Ended		0 Months Ended		0 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013		Jan. 30, 2009	Jun. 05, 2013	Jan. 30, 2009	Jan. 30, 2009
			U.S. Treasury [Member]	U.S. Treasury [Member]	U.S. Treasury [Member]	U.S. Treasury [Member]
					First five years [Member]	After five years [Member]
Class of Warrant or Right [Line Items]	'		'	'	'	'
Common Stock issued (shares)	'		266,657	'	'	'
Warrants to purchase Common Stock issued (shares)	'		700,000	645,138	'	'
Exercise price of warrants (per share)	'		62	62	'	'
Series C Preferred Stock and warrants issued, value	'		$266.70	'	'	'
Preferred stock, dividend rate per annum	5.00%	[1]	'	'	5.00%	9.00%
Preferred stock, dividend rate term (years)	'		'	'	'5 years	'
Contractual term of warrants issued (years)	'		'10 years	'	'	'
[1]	Beginning after January 30, 2014, the rate will be 9.0 percent

Stockholders_Equity_Reverse_St

Stockholders' Equity (Reverse Stock Split) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Oct. 11, 2012	Jun. 05, 2013	Oct. 09, 2012
			Common Stock	Common Stock	Common Stock
Class of Stock [Line Items]	'	'	'	'	'
Reverse stock split conversion ratio	'	'	0.1	'	'
Common stock price per share	'	'	'	'	$11.70
Common stock, par value per share	$0.01	$0.01	'	$0.01	$0.01

Stockholders_Equity_Preferred_

Stockholders' Equity (Preferred Stock) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013		Jan. 30, 2014
In Thousands, except Share data, unless otherwise specified			Series C Preferred Stock [Member]		Series C Preferred Stock [Member]
					Subsequent Event [Member]
Class of Stock [Line Items]	'	'	'		'
Par value (per share)	$0.01	$0.01	'		'
Liquidation value (per share)	$1,000	$1,000	'		'
Dividend rate	'	'	5.00%	[1]	9.00%
Shares outstanding	266,657	266,657	266,657		'
Preferred shares	'	'	$3		'
Additional paid in capital	'	'	$266,171		'
[1]	Beginning after January 30, 2014, the rate will be 9.0 percent

Stockholders_Equity_Deferral_o

Stockholders' Equity (Deferral of Dividend Payments) (Details)	12 Months Ended
	Dec. 31, 2013
	quarters
Stockholders' Equity Note [Abstract]	'
Preferred stock, maximum period for dividend deferment (quarters)	6

Stockholders_Equity_Accumulate

Stockholders' Equity (Accumulated Other Comprehensive Income / Loss) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Jun. 30, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
In Thousands, unless otherwise specified				FSTAR 2006-1 second mortgage loans [Member]	FSTAR 2006-1 second mortgage loans [Member]	FSTAR 2006-1 second mortgage loans [Member]	Non-agency collateralized mortgage obligations [Member]	U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]	U.S. government sponsored agencies [Member]
Schedule of Accumulated Other Comprehensive Income (Loss) [Line Items]	'	'	'	'	'	'	'	'	'	'
Pre-tax amount	($9,042)	($7,766)	($33,807)	'	($10,155)	($12,923)	($23,095)	($9,042)	$2,389	$2,211
Income tax (expense) benefit	4,211	6,108	25,988	6,108	6,108	6,108	20,608	4,211	0	-728
After-tax amount	($4,831)	($1,658)	($7,819)	'	($4,047)	($6,815)	($2,487)	($4,831)	$2,389	$1,483

Earnings_Loss_Per_Share_Detail

Earnings (Loss) Per Share (Details) (USD $)

3 Months Ended

12 Months Ended

In Thousands, except Share data, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Earnings Per Share [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net income (loss)

$161,906

$14,272

$67,203

$23,607

($92,812)

$81,110

$87,387

($7,309)

($75,165)

($9,480)

($70,168)

($26,964)

$266,987

$68,376

($181,778)

Less: preferred stock dividend/accretion

-1,449

-1,449

-1,449

-1,438

-1,417

-1,417

-1,417

-1,407

-3,016

-4,719

-4,720

-4,710

-5,784

[1]

-5,658

[1]

-17,165

[1]

Net income (loss) from continuing operations

'

'

'

'

'

'

'

'

'

'

'

'

261,203

62,718

-198,943

Deferred cumulative preferred stock dividends

'

'

'

'

'

'

'

'

'

'

'

'

-14,366

-13,670

0

Net income available for Common Stock, EPS

'

'

'

'

'

'

'

'

'

'

'

'

$246,837

$49,048

($198,943)

Weighted average common shares outstanding

'

'

'

'

'

'

'

'

'

'

'

'

56,063,282

[2]

55,762,196

[2]

55,434,296

[2]

Dilutive effect of warrants

'

'

'

'

'

'

'

'

'

'

'

'

237,000

7,000

0

Dilutive effect of stock-based awards

'

'

'

'

'

'

'

'

'

'

'

'

218,000

425,000

0

Weighted average diluted common shares

'

'

'

'

'

'

'

'

'

'

'

'

56,518,181

[2]

56,193,515

[2]

55,434,296

[2]

Net income (loss) applicable to Common Stock

$2.79

$0.16

$1.11

$0.33

($1.75)

$1.37

$1.48

($0.22)

($1.41)

($0.26)

($1.35)

($0.57)

$4.40

[2]

$0.88

[2]

($3.62)

[2]

Dilutive effect of warrants (in dollars per share)

'

'

'

'

'

'

'

'

'

'

'

'

($0.02)

$0

$0

Dilutive effect of stock-based awards (in dollars per share)

'

'

'

'

'

'

'

'

'

'

'

'

($0.01)

($0.01)

$0

Diluted earnings (loss) per share

$2.77

$0.16

$1.10

$0.33

($1.75)

$1.36

$1.47

($0.22)

($1.41)

($0.26)

($1.35)

($0.57)

$4.37

[2]

$0.87

[2]

($3.62)

[2]

[1]

The preferred stock dividend/accretion for the years ended December 31, 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.

[2]

Restated for a one-for-ten stock split announced September 27, 2012 and began trading on October 11, 2012.

Earnings_Loss_Per_Share_Antidi

Earnings (Loss) Per Share (Antidilutive Shares) (Details)	12 Months Ended
	Dec. 31, 2011
Warrant [Member]	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'
Antidilutive securities excluded from computation of earnings per share (shares)	1,334,045
Performance Shares [Member]	'
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]	'
Antidilutive securities excluded from computation of earnings per share (shares)	250,914

StockBased_Compensation_Detail

Stock-Based Compensation (Details) (USD $)	12 Months Ended					0 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2013	Oct. 11, 2012
	2006 Plan [Member]	2006 Plan [Member]	2006 Plan [Member]	Non-qualified stock options [Member]	Stock appreciation rights (SAR) [Member]	Common Stock [Member]
				2006 Plan [Member]	2006 Plan [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'	'	'
Contractual term (years)	'	'	'	'5 years	'7 years	'
Share-based compensation expense	$4.80	$6.90	$6.70	'	'	'
Stock split conversion ratio	'	'	'	'	'	0.1

StockBased_Compensation_Stock_

Stock-Based Compensation (Stock Options, Activity) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Stock Options, Outstanding [Roll Forward]	'	'	'
Options outstanding, beginning of year (shares)	93,628	111,273	126,935
Options canceled, forfeited and expired (shares)	-10,691	-17,645	-15,662
Options outstanding, end of year (shares)	82,937	93,628	111,273
Options vested and expected to vest, end of year (shares)	82,937	93,628	111,273
Options exercisable, end of year (shares)	43,281	34,061	26,118
Stock Options, Outstanding, Weighted Average Exercise Price [Roll Forward]	'	'	'
Options outstanding, beginning of year (per share)	$143.41	$181	$171.10
Options canceled, forfeited and expired (per share)	$447.22	$386.45	$100.70
Options outstanding, end of year (per share)	$104.26	$143.41	$181
Options vested and expected to vest, end of year (per share)	$104.26	$143.41	$181
Options exercisable, end of year (per share)	$126.49	$173.32	$510.50
Stock Options, Additional Disclosures [Abstract]	'	'	'
Total intrinsic value of options exercised	$0	$0	$0
Intrinsic value of options outstanding	$0	$0	$0

StockBased_Compensation_Stock_1

Stock-Based Compensation (Stock Options, by Exercise Price) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2013
				Range of grant price, $80.00 [Member]	Range of grant price, $1,523.00 - $2,471.50 [Member]	Exercise Price Range Three [Member]	Prior Plans [Member]	Prior Plans [Member]	Prior Plans [Member]
								Range of grant price, $80.00 [Member]	Range of grant price, $1,523.00 - $2,471.50 [Member]
Stock Options, Exercise Price Range [Line Items]	'	'	'	'	'	'	'	'	'
Range of grant price, lower range limit (per share)	'	'	'	$80	$1,523	$0	'	'	'
Range of grant price, upper range limit (per share)	'	'	'	$80	$2,471.50	$0	'	'	'
Options outstanding, number of options outstanding at end of period (shares)	'	'	'	'	'	'	82,937	81,953	984
Options outstanding, weighted average remaining contractual life (years)	'	'	'	'	'	'	'	'6 years 14 days	'7 months 24 days
Options outstanding, weighted average exercise price (per share)	'	'	'	'	'	'	'	$80	$2,124.74
Options exercisable, number exercisable options at end of period (shares)	'	'	'	'	'	'	43,281	42,297	984
Options exercisable, weighted average exercise price (per share)	'	'	'	'	'	'	'	$80	$2,124.74
Options vested and expected to vest, end of year (shares)	82,937	93,628	111,273	'	'	'	82,937	81,953	984
Options vested and expected to vest, Weighted Average Remaining Contractual Life	'	'	'	'	'	'	'	'6 years 14 days	'7 months 24 days
Options vested and expected to vest, Weighted Average Exercise Price (per share)	$104.26	$143.41	$181	'	'	'	'	$80	$2,124.74
Options available for future grants (shares)	213,678	202,987	'	'	'	'	'	'	'

StockBased_Compensation_Stock_2

Stock-Based Compensation (Stock Appreciation Rights) (Details) (USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Share-based Compensation, Nonvested Awards, Compensation Cost Not yet Recognized [Abstract]	'	'	'
Dividend income	$10.60	$9.40	$8.30

StockBased_Compensation_Restri

Stock-Based Compensation (Restricted Stock Units) (Details) (USD $)	12 Months Ended
In Millions, except Share data, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'
Number of common shares available for issuance	213,678	202,987	'
Restricted stock units [Member]	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'
Annual vesting percentage	33.33%	'	'
Share-based compensation expense	$1.40	$2.90	$2.20
Market value of restricted stock units	5.6	8.3	'
Equity Instruments Other than Options, Nonvested, Number of Shares [Roll Forward]	'	'	'
Non-vested balance at beginning of period (shares)	425,211	227,448	193,943
Granted (shares)	113,760	329,025	99,429
Vested (shares)	-190,949	-109,588	-27,439
Forfeited (shares)	-60,096	-21,674	-38,485
Non-vested balance at end of period (shares)	287,926	425,211	227,448
Equity Instruments Other than Options, Nonvested, Weighted Average Grant Date Fair Value [Roll Forward]	'	'	'
Non-vested balance at end of period (per share)	$12.01	$12.70	$22
Granted (per share)	$15.06	$9.79	$14.90
Vested (per share)	$17.08	$24.98	$62.90
Forfeited (per share)	$11.14	$22.28	$24.30
Non-vested balance at beginning of period (per share)	$12.70	$22	$31.90
2006 Plan [Member]	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'
Share-based compensation expense	$4.80	$6.90	$6.70
2006 Plan [Member] | Restricted stock units [Member]	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'
Number of common shares available for issuance	961,913	1,159,562	'

StockBased_Compensation_Incent

Stock-Based Compensation (Incentive Compensation Plans) (Details) (Other incentive plans [Member], USD $)	12 Months Ended
In Millions, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Other incentive plans [Member]	'	'	'
Schedule of Incentive Compensation [Line Items]	'	'	'
Incentive compensation expense	$24.40	$31.10	$22.80

Employee_Benefit_Plans_Details

Employee Benefit Plans (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Compensation and Retirement Disclosure [Abstract]	'	'	'
Maximum annual employee contribution per employee as a percent of annual compensation	60.00%	'	'
Maximum annual employee contribution per employee	$17,500	$17,000	$16,500
Minimum age eligible for employee catch-up contributions	'50 years	'50 years	'50 years
Maximum annual employee catch-up contribution per employee	5,500	5,500	5,500
Employer matching contribution percent	50.00%	50.00%	50.00%
Maximum employer matching of deferral contribution as a percent of eligible compensation deferred	3.00%	3.00%	3.00%
Employers matching contribution, vesting period (years)	'5 years	'5 years	'5 years
Employer matching contributions	$2,400,000	$2,100,000	$1,200,000

Income_Taxes_Components_of_Inc

Income Taxes (Components of Income Tax Provision) (Details) (USD $)

3 Months Ended

12 Months Ended

In Thousands, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total Income Tax (Benefit) Expense

($410,362)

$220

($6,108)

$0

$4,235

($20,380)

$500

$0

$264

$264

$264

$264

($416,250)

($15,645)

$1,056

Effective income tax rate (percent)

'

'

'

'

'

'

'

'

'

'

'

'

278.90%

29.70%

0.60%

Federal statutory income tax rate (percent)

'

'

'

'

'

'

'

'

'

'

'

'

35.00%

35.00%

35.00%

Reversal of valuation allowance (percent)

100.00%

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Tax benefits representing recognition of tax effect of unrealized losses on securities

4,211

'

'

'

6,108

'

'

'

25,988

'

'

'

4,211

6,108

25,988

Federal [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Components of Income Tax Expense (Benefit), Continuing Operations [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Federal

'

'

'

'

'

'

'

'

'

'

'

'

226

4,235

1,056

State

'

'

'

'

'

'

'

'

'

'

'

'

102

0

0

Total current income tax (benefit) expense

'

'

'

'

'

'

'

'

'

'

'

'

328

4,235

1,056

Federal

'

'

'

'

'

'

'

'

'

'

'

'

-407,611

-19,880

0

State

'

'

'

'

'

'

'

'

'

'

'

'

-8,967

0

0

Total deferred income tax (benefit) expense

'

'

'

'

'

'

'

'

'

'

'

'

-416,578

-19,880

0

Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

(Benefit) provision at statutory federal income tax rate (35%)

'

'

'

'

'

'

'

'

'

'

'

'

-52,242

18,456

-63,253

Change in valuation allowance, federal and state

'

'

'

'

'

'

'

'

'

'

'

'

-355,769

-19,224

52,999

Residual tax effect associated with other comprehensive income

'

'

'

'

'

'

'

'

'

'

'

'

-6,108

-19,880

0

State income tax benefit, net of federal income tax effect

'

'

'

'

'

'

'

'

'

'

'

'

-2,647

0

0

Warrant (income) expense

'

'

'

'

'

'

'

'

'

'

'

'

-190

3,127

-2,411

Non-deductible compensation

'

'

'

'

'

'

'

'

'

'

'

'

383

1,144

1,267

Litigation settlement

'

'

'

'

'

'

'

'

'

'

'

'

0

293

11,655

Other

'

'

'

'

'

'

'

'

'

'

'

'

323

439

799

Total Income Tax (Benefit) Expense

'

'

'

'

'

'

'

'

'

'

'

'

-416,250

-15,645

1,056

FSTAR 2006-1 second mortgage loans [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Income Tax Expense (Benefit), Continuing Operations, Income Tax Reconciliation [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Tax benefits representing recognition of tax effect of unrealized losses on securities

'

'

$6,108

'

$6,108

'

'

'

$6,108

'

'

'

'

$6,108

$6,108

Income_Taxes_Net_Deferred_Asse

Income Taxes (Net Deferred Assets) (Details) (USD $)	12 Months Ended			36 Months Ended			3 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Sep. 30, 2012
					Federal [Member]	Federal [Member]	Federal Home Loan Bank Advances [Member]	Federal Home Loan Bank Advances [Member]
Schedule of Income Tax Disclosure [Line Items]	'	'	'	'	'	'	'	'
Reversal of valuation allowance (percent)	100.00%	'	'	100.00%	'	'	'	'
Deferred tax assets	'	'	'	'	'	'	'	'
Tax loss carry forwards	'	'	'	'	$337,472,000	$278,161,000	'	'
Allowance for loan losses	'	'	'	'	127,739,000	230,925,000	'	'
Non-accrual interest revenue	'	'	'	'	19,962,000	71,363,000	'	'
Legal accruals for pending and threatened litigation	'	'	'	'	0	84,557,000	'	'
Alternative Minimum Tax credit carry forwards (indefinite carry forward period)	'	'	'	'	11,571,000	18,788,000	'	'
Litigation settlement	'	'	'	'	10,880,000	10,880,000	'	'
Representation and warranty reserves	'	'	'	'	34,378,000	0	'	'
Real Estate Mortgage Investment Conduits	'	'	'	'	4,644,000	4,466,000	'	'
Other	'	'	'	'	8,090,000	16,166,000	'	'
Total	'	'	'	'	554,736,000	715,306,000	'	'
Valuation allowance	'	'	'	'	-24,864,000	-379,149,000	'	'
Total (net)	'	'	'	'	529,872,000	336,157,000	'	'
Deferred tax liabilities	'	'	'	'	'	'	'	'
Mortgage loan servicing rights	'	'	'	'	-91,752,000	-245,601,000	'	'
Loan securitizations	'	'	'	'	0	-49,357,000	'	'
Mark-to-market adjustments	'	'	'	'	-13,770,000	-31,130,000	'	'
Commercial lease financing	'	'	'	'	-2,772,000	-3,280,000	'	'
State and local taxes	'	'	'	'	-4,774,000	-2,477,000	'	'
Other	'	'	'	'	-2,123,000	-4,312,000	'	'
Deferred tax liabilities, total	'	'	'	'	-115,191,000	-336,157,000	'	'
Net deferred tax asset	414,681,000	0	'	414,681,000	'	'	'	'
Loss on extinguishment of debt	-177,556,000	-15,246,000	0	'	'	'	-177,600,000	-15,200,000
Change in valuation allowance	-355,800,000	'	'	'	'	'	'	'
Period of cumulative loss positions	'	'	'	'3 years	'	'	'	'
Increase (decrease) in diluted earnings per share	$6.29	'	'	'	'	'	'	'
Deferred Tax Assets, Operating Loss Carryforwards, State and Local	$589,200,000	'	'	$589,200,000	'	'	'	'

Income_Taxes_Net_Operating_Los

Income Taxes (Net Operating Loss Carry Forwards) (Details) (USD $)	12 Months Ended	36 Months Ended		3 Months Ended
	Dec. 31, 2013	Dec. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Dec. 31, 2013
				Federal Home Loan Bank Advances [Member]	State and Local Jurisdiction [Member]
Operating Loss Carryforwards [Line Items]	'	'	'	'	'
Deferred Tax Assets, Other	'	'	'	'	$34,000,000
Operating loss carryforwards	882,900,000	882,900,000	712,600,000	'	'
Operating loss carryforwards, amount subject to annual use limitation	174,100,000	174,100,000	'	'	'
Operating loss carryforwards, limitation on use, amount	17,400,000	17,400,000	'	'	'
Temporary differences related to provision for loan losses not expected to reverse therefore not included in deferred tax assets	4,000,000	4,000,000	'	'	'
Period of cumulative loss positions	'	'3 years	'	'	'
Prepaid debt, amount	'	'	'	500,000,000	'
Pre-tax income required to realize deferred tax assets	1,100,000,000	'	'	'	'
Deferred tax assets, projected realization (percent)	100.00%	100.00%	'	'	'
Reversal of valuation allowance	-355,800,000	'	'	'	'
Deferred Tax Assets, Operating Loss Carryforwards, State and Local	589,200,000	589,200,000	'	'	'
State deferred tax assets expected to be realized	9,200,000	9,200,000	'	'	'
Valuation allowance, state	$24,800,000	$24,800,000	'	'	'

Income_Taxes_Unrecognized_Tax_

Income Taxes (Unrecognized Tax Benefits) (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2011
Income Tax Contingency [Line Items]	'	'	'
Federal statutory income tax rate (percent)	35.00%	35.00%	35.00%
Reconciliation of Unrecognized Tax Benefits [Roll Forward]	'	'	'
Unrecognized tax benefits, tax positions expected to reverse within twelve months	$1,800,000	'	'
Period in which unrecognized tax benefit is expected to reverse	'12 months	'	'
Federal [Member]	'	'	'
Reconciliation of Unrecognized Tax Benefits [Roll Forward]	'	'	'
Balance at beginning of period	1,735,000	1,642,000	1,550,000
Unrecognized Tax Benefits, Increase Resulting from Current Period Tax Positions	399,000	'	0
Additions to tax positions recorded during prior years	93,000	93,000	92,000
Balance at end of period	2,227,000	1,735,000	1,642,000
Interest on income taxes expense	93,000	93,000	92,000
Income tax penalties expense	$0	0	0

Related_Party_Transactions_Det

Related Party Transactions (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012
Related Party Transaction [Line Items]	'	'
Due to Related Parties	$0	$0
Directors and principal officers [Member]	'	'
Related Party Transaction [Line Items]	'	'
Balance of loans	0	483,800
Unused lines of credit	$13,000	$27,900

Regulatory_Matters_Details

Regulatory Matters (Details) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012
Tangible Capital [Abstract]	'	'
Tangible capital, required for capital adequacy to tangible assets	1.50%	'
Tangible capital, actual amount	$1,257,608	$1,295,841
Tangible capital (to tangible assets), actual ratio	13.97%	9.26%
Tier 1 Capital [Abstract]	'	'
Tier 1 capital, actual amount	1,257,608	1,295,841
Tier 1 capital (to adjusted tangible assets), actual ratio	13.97%	9.26%
Tier 1 capital, for capital adequacy purposes amount	360,196	559,985
Tier 1 capital (to adjusted tangible assets), for capital adequacy purposes ratio	4.00%	4.00%
Tier 1 capital, capitalized under prompt corrective action provision amount	450,245	699,982
Tier 1 capital (to adjusted tangible assets), capitalized under prompt corrective action provision ratio	5.00%	5.00%
Tier One Risk Based Capital [Abstract]	'	'
Tier 1 capital, actual amount	1,257,608	1,295,841
Tier 1 capital (to risk weighted assets), actual ratio	26.82%	15.90%
Tier 1 capital, for capital adequacy purposes amount	187,542	325,951
Tier 1 capital (to risk weighted assets), for capital adequacy purposes ratio	4.00%	4.00%
Tier 1 capital, capitalized under prompt corrective action provision amount	281,313	488,926
Tier 1 capital (to risk weighted assets), capitalized under prompt corrective action provision ratio	6.00%	6.00%
Capital [Abstract]	'	'
Total capital, actual amount	1,317,964	1,400,126
Total capital (to risk weighted assets), actual ratio	28.11%	17.18%
Total capital, for capital adequacy purposes amount	375,084	651,902
Total capital (to risk weighted assets), for capital adequacy purposes ratio	8.00%	8.00%
Total capital, capitalized under prompt corrective action provisions amount	$468,855	$814,877
Total capital (to risk weighted assets), capitalized under prompt corrective action provisions ratio	10.00%	10.00%
Consent Order, term of written capital plan	'3 years	'

Legal_Proceedings_Contingencie2

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

1 Months Ended

1 Months Ended

1 Months Ended

3 Months Ended

1 Months Ended

3 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

Dec. 31, 2013

Dec. 31, 2010

Feb. 29, 2012

Dec. 31, 2013

Apr. 30, 2011

Jun. 30, 2013

Feb. 28, 2013

Jun. 30, 2013

Jun. 30, 2013

Dec. 31, 2013

31-May-10

Dec. 31, 2013

Dec. 31, 2013

Apr. 02, 2013

Apr. 02, 2013

Feb. 05, 2013

Apr. 02, 2013

Apr. 03, 2012

Feb. 24, 2012

Feb. 29, 2012

Feb. 24, 2012

Feb. 29, 2012

securitization

securitization

DOJ Agreement [Member]

DOJ Agreement [Member]

Assured litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

MBIA Litigation [Member]

Second mortgage [Member]

Second mortgage [Member]

Guarantee Obligations and Pre-Judgment Interest [Member]

Guarantee Obligations [Member]

Guarantee Obligations [Member]

Pre-Judgment Interest [Member]

Initial payment [Member]

Initial payment [Member]

Initial payment [Member]

Subsequent payments [Member]

Subsequent payments [Member]

securitization

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

Pending Litigation [Member]

securitizations

MBIA Litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

Assured litigation [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

DOJ Agreement [Member]

securitization

securitizations

Loss Contingency, Settlement [Abstract]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Litigation settlement payment amount

$118

'

'

$133

'

'

'

'

'

'

'

'

'

'

'

'

'

'

$15

$15

$15

$118

$118

Maximum number of days payment is due pursuant to DOJ settlement

'30 days

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'30 days

'

'

'

Litigation settlement liability

'

'

'

'

93

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Damages sought

'

'

'

'

'

111

'

'

'

'

165

'

'

'

'

'

'

'

'

'

'

'

'

Damages awarded to Assured

'

'

'

'

'

'

'

89.2

'

'

'

'

'

'

106.5

90.7

89.2

15.9

'

'

'

'

'

Payments for legal settlements

'

'

'

'

'

'

105

'

110

110

'

'

'

'

'

'

'

'

'

'

'

'

'

Gain (Loss) Related to Litigation Settlement

'

'

'

'

'

'

49.1

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of securitizations

'

2

2

'

'

'

2

'

'

'

'

2

2

2

'

'

'

'

'

'

'

'

'

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

'

'

'

'

'

'

'

'

'

4.9

'

'

'

'

'

'

'

'

'

'

'

'

'

Accrued reserve for contingent liabilities

'

$95.20

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Legal_Proceedings_Contingencie3

Legal Proceedings, Contingencies and Commitments (Commitments) (Details) (USD $)	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013	Dec. 31, 2012	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
	Mortgage loans (interest-rate lock commitments)	Mortgage loans (interest-rate lock commitments)	HELOC trust commitments	HELOC trust commitments	Other consumer commitments	Other consumer commitments	Standby and commercial letters of credit	Standby and commercial letters of credit	Standby and commercial letters of credit	Other commercial commitments	Other commercial commitments
									CIT Agreement [Member]
Commitments [Line Items]	'	'	'	'	'	'	'	'	'	'	'
Unused Commitments to Extend Credit	$1,857,775,000	$5,149,891,000	$67,060,000	$53,276,000	$7,430,000	$7,042,000	$7,982,000	$66,005,000	'	$296,713,000	$414,479,000
Sale of commercial letters of credit	'	'	'	'	'	'	'	'	$63,000,000	'	'

Segment_Information_Details

Segment Information (Details) (USD $)

3 Months Ended

12 Months Ended

In Thousands, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

segments

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of business segments

'

'

'

'

'

'

'

'

'

'

'

'

3

'

'

Net interest income

$41,203

$42,685

$47,096

$55,669

$73,941

$73,079

$75,478

$74,733

$75,863

$65,614

$51,324

$52,573

$186,651

$297,231

$245,373

Net gain on loan sales

44,790

75,073

144,791

137,540

238,953

334,427

212,666

204,853

106,919

103,858

39,827

50,184

402,193

990,898

300,789

Representation and warranty reserve - change in estimate

15,424

-5,205

-28,940

-17,395

-25,231

-124,492

-46,028

-60,538

-69,279

-38,985

-21,364

-20,427

-36,116

-256,289

-150,055

Noninterest Income, Other Operating Income

'

'

'

'

'

'

'

'

'

'

'

'

70,708

37,234

20,884

Other non-interest income

'

'

'

'

'

'

'

'

'

'

'

'

286,266

286,633

234,782

Total net interest income (loss) and noninterest income

'

'

'

'

'

'

'

'

'

'

'

'

838,994

1,318,473

630,889

Provision for loan losses

-14,112

-4,053

-31,563

-20,415

-50,351

-52,595

-58,428

-114,673

-63,548

-36,690

-48,384

-28,309

-70,142

-276,047

-176,931

Asset resolution

'

'

'

'

'

'

'

'

'

'

'

'

-52,033

-91,349

-128,313

Depreciation, Depletion and Amortization

'

'

'

'

'

'

'

'

'

'

'

'

23,229

20,206

15,879

Other non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-842,853

-878,140

-490,488

Total non-interest expense

-388,693

-158,436

-174,397

-196,590

-397,962

-233,491

-169,497

-188,746

-205,837

-150,691

-130,922

-147,230

-918,115

-989,695

-634,680

Income (loss) before federal income taxes

-248,456

14,492

61,095

23,607

-88,577

60,730

87,887

-7,309

-74,901

-9,216

-69,904

-26,700

-149,263

52,731

-180,722

Provision (benefit) for federal income taxes

410,362

-220

6,108

0

-4,235

20,380

-500

0

-264

-264

-264

-264

416,250

15,645

-1,056

Net Income (Loss)

161,906

14,272

67,203

23,607

-92,812

81,110

87,387

-7,309

-75,165

-9,480

-70,168

-26,964

266,987

68,376

-181,778

Average total assets

9,407,301

'

'

'

14,082,012

'

'

'

'

'

'

'

9,407,301

14,082,012

'

Average balances [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average loans held-for-sale

'

'

'

'

'

'

'

'

'

'

'

'

2,498,893

3,078,690

1,928,339

Average loans held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

4,328,177

6,520,060

6,203,693

Average total assets

12,554,916

'

'

'

14,726,770

'

'

'

13,348,594

'

'

'

12,554,916

14,726,770

13,348,594

Average interest-bearing deposits

'

'

'

'

'

'

'

'

'

'

'

'

6,175,864

6,839,330

6,661,404

Mortgage Banking [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net interest income

'

'

'

'

'

'

'

'

'

'

'

'

158,232

195,312

125,821

Net gain on loan sales

'

'

'

'

'

'

'

'

'

'

'

'

401,736

990,175

300,268

Representation and warranty reserve - change in estimate

'

'

'

'

'

'

'

'

'

'

'

'

-36,116

-256,289

-150,055

Noninterest Income, Other Operating Income

'

'

'

'

'

'

'

'

'

'

'

'

199,004

225,835

186,708

Total net interest income (loss) and noninterest income

'

'

'

'

'

'

'

'

'

'

'

'

722,856

1,155,033

462,742

Provision for loan losses

'

'

'

'

'

'

'

'

'

'

'

'

-50,894

-236,039

-114,610

Asset resolution

'

'

'

'

'

'

'

'

'

'

'

'

-55,701

-84,363

-113,857

Depreciation, Depletion and Amortization

'

'

'

'

'

'

'

'

'

'

'

'

7,129

6,258

1,458

Other non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-477,836

-644,746

-264,152

Total non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-540,666

-735,367

-379,467

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

'

'

'

'

131,296

183,627

-31,335

Provision (benefit) for federal income taxes

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Net Income (Loss)

'

'

'

'

'

'

'

'

'

'

'

'

131,296

183,627

-31,335

Mortgage Banking [Member] | Average balances [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average loans held-for-sale

'

'

'

'

'

'

'

'

'

'

'

'

2,334,157

3,076,155

1,928,339

Average loans held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

3,046,123

3,560,560

4,158,032

Average total assets

7,882,592

'

'

'

9,616,825

'

'

'

8,953,593

'

'

'

7,882,592

9,616,825

8,953,593

Average interest-bearing deposits

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Community Banking [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net interest income

'

'

'

'

'

'

'

'

'

'

'

'

108,391

153,197

125,368

Net gain on loan sales

'

'

'

'

'

'

'

'

'

'

'

'

457

723

521

Representation and warranty reserve - change in estimate

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Noninterest Income, Other Operating Income

'

'

'

'

'

'

'

'

'

'

'

'

38,252

42,857

42,080

Total net interest income (loss) and noninterest income

'

'

'

'

'

'

'

'

'

'

'

'

147,100

196,777

167,969

Provision for loan losses

'

'

'

'

'

'

'

'

'

'

'

'

-19,248

-40,008

-62,321

Asset resolution

'

'

'

'

'

'

'

'

'

'

'

'

3,660

-6,955

-14,229

Depreciation, Depletion and Amortization

'

'

'

'

'

'

'

'

'

'

'

'

4,036

3,759

6,251

Other non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-172,452

-193,388

-186,037

Total non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-172,828

-204,102

-206,517

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

'

'

'

'

-44,976

-47,333

-100,869

Provision (benefit) for federal income taxes

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Net Income (Loss)

'

'

'

'

'

'

'

'

'

'

'

'

-44,976

-47,333

-100,869

Community Banking [Member] | Average balances [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average loans held-for-sale

'

'

'

'

'

'

'

'

'

'

'

'

164,736

2,535

0

Average loans held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

1,195,993

2,951,143

2,031,748

Average total assets

1,602,612

'

'

'

3,076,297

'

'

'

2,194,841

'

'

'

1,602,612

3,076,297

2,194,841

Average interest-bearing deposits

'

'

'

'

'

'

'

'

'

'

'

'

6,168,679

6,606,247

6,109,708

Other [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Net interest income

'

'

'

'

'

'

'

'

'

'

'

'

-79,972

-51,278

-5,816

Net gain on loan sales

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Representation and warranty reserve - change in estimate

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Noninterest Income, Other Operating Income

'

'

'

'

'

'

'

'

'

'

'

'

49,010

17,941

5,994

Total net interest income (loss) and noninterest income

'

'

'

'

'

'

'

'

'

'

'

'

-30,962

-33,337

178

Provision for loan losses

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Asset resolution

'

'

'

'

'

'

'

'

'

'

'

'

8

-31

-227

Depreciation, Depletion and Amortization

'

'

'

'

'

'

'

'

'

'

'

'

12,064

10,189

8,170

Other non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-192,565

-40,006

-40,299

Total non-interest expense

'

'

'

'

'

'

'

'

'

'

'

'

-204,621

-50,226

-48,696

Income (loss) before federal income taxes

'

'

'

'

'

'

'

'

'

'

'

'

-235,583

-83,563

-48,518

Provision (benefit) for federal income taxes

'

'

'

'

'

'

'

'

'

'

'

'

416,250

15,645

-1,056

Net Income (Loss)

'

'

'

'

'

'

'

'

'

'

'

'

180,667

-67,918

-49,574

Other [Member] | Average balances [Member]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Segment Reporting Information [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Average loans held-for-sale

'

'

'

'

'

'

'

'

'

'

'

'

0

0

0

Average loans held-for-investment

'

'

'

'

'

'

'

'

'

'

'

'

86,061

8,357

13,913

Average total assets

3,069,712

'

'

'

2,033,648

'

'

'

2,200,160

'

'

'

3,069,712

2,033,648

2,200,160

Average interest-bearing deposits

'

'

'

'

'

'

'

'

'

'

'

'

$7,185

$233,083

$551,696

Holding_Company_Only_Financial2

Holding Company Only Financial Statements (Condensed Unconsolidated Statements of Financial Condition) (Details) (USD $)	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011	Dec. 31, 2010
In Thousands, unless otherwise specified
Assets [Abstract]	'		'		'	'
Cash and cash equivalents	$280,505		$952,793		$731,058	$953,534
Other assets	301,302		508,206		'	'
Total assets	9,407,301		14,082,012		'	'
Liabilities and Stockholders’ Equity	'		'		'	'
Long-term debt	353,248	[1],[2]	247,435	[1],[2]	'	'
Other liabilities	445,853	[1],[2]	1,007,920	[1],[2]	'	'
Total liabilities	7,981,427		12,922,650		'	'
Stockholders’ Equity	'		'		'	'
Preferred stock	266,174		260,390		'	'
Common stock	561		559		'	'
Additional paid in capital	1,479,265		1,476,569		'	'
Accumulated other comprehensive loss	-4,831		-1,658		'	'
Accumulated deficit	-315,295		-576,498		'	'
Total stockholders’ equity	1,425,874		1,159,362		1,079,716	1,259,663
Total liabilities and stockholders’ equity	9,407,301		14,082,012		'	'
Parent [Member]	'		'		'	'
Assets [Abstract]	'		'		'	'
Cash and cash equivalents	49,628		56,552		65,087	161,849
Investment in subsidiaries	1,618,207	[3]	1,374,201	[3]	'	'
Other assets	40,618		5,005		'	'
Total assets	1,708,453		1,435,758		'	'
Liabilities and Stockholders’ Equity	'		'		'	'
Long-term debt	247,435		247,435		'	'
Total interest-bearing liabilities	247,435		247,435		'	'
Other liabilities	35,144		28,961		'	'
Total liabilities	282,579		276,396		'	'
Stockholders’ Equity	'		'		'	'
Preferred stock	266,174		260,390		'	'
Common stock	561		559		'	'
Additional paid in capital	1,479,265		1,476,569		'	'
Accumulated other comprehensive loss	-4,831		-1,658		'	'
Accumulated deficit	-315,295		-576,498		'	'
Total stockholders’ equity	1,425,874		1,159,362		'	'
Total liabilities and stockholders’ equity	$1,708,453		$1,435,758		'	'
[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 unconsolidated trusts.

Holding_Company_Only_Financial3

Holding Company Only Financial Statements (Condensed Unconsolidated Statements of Operations) (Details) (USD $)

3 Months Ended

12 Months Ended

In Thousands, unless otherwise specified

Dec. 31, 2013

Sep. 30, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Sep. 30, 2012

Jun. 30, 2012

Mar. 31, 2012

Dec. 31, 2011

Sep. 30, 2011

Jun. 30, 2011

Mar. 31, 2011

Dec. 31, 2013

Dec. 31, 2012

Dec. 31, 2011

Income Statement [Abstract]

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Dividends from subsidiaries

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'

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'

'

'

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'

'

'

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$5,298

$2,220

$2,785

Total interest income

71,833

78,807

85,058

94,990

115,415

119,742

122,923

122,891

126,145

120,025

108,061

111,180

330,687

480,970

465,409

Interest expense

30,630

36,122

37,962

39,321

41,474

46,663

47,445

48,158

50,282

54,411

56,737

58,607

144,036

183,739

220,036

(Loss) income before income taxes

-248,456

14,492

61,095

23,607

-88,577

60,730

87,887

-7,309

-74,901

-9,216

-69,904

-26,700

-149,263

52,731

-180,722

Benefit for federal income taxes

410,362

-220

6,108

0

-4,235

20,380

-500

0

-264

-264

-264

-264

416,250

15,645

-1,056

Net Income (Loss)

161,906

14,272

67,203

23,607

-92,812

81,110

87,387

-7,309

-75,165

-9,480

-70,168

-26,964

266,987

68,376

-181,778

Preferred stock dividend/accretion

-1,449

-1,449

-1,449

-1,438

-1,417

-1,417

-1,417

-1,407

-3,016

-4,719

-4,720

-4,710

-5,784

[1]

-5,658

[1]

-17,165

[1]

Net income (loss) applicable to common stock

160,457

12,823

65,754

22,169

-94,229

79,693

85,970

-8,716

-78,181

-14,199

-74,888

-31,674

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Other comprehensive income (loss)

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-3,173

6,161

8,346

Comprehensive income (loss)

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263,814

74,537

-173,432

Parent [Member]

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Income Statement [Abstract]

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Interest income

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277

482

[2]

247

[2]

Total interest income

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277

482

[2]

247

[2]

Interest expense

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6,620

6,894

[2]

6,446

[2]

General and administrative

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9,108

20,619

[2]

4,097

[2]

Total expenses

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15,728

27,513

[2]

10,543

[2]

Income (loss) before undistributed loss of subsidiaries

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-15,452

-27,031

[2]

-10,296

[2]

Equity in undistributed income (loss) of subsidiaries

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246,723

95,390

[2]

-171,482

[2]

(Loss) income before income taxes

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231,271

68,359

[2]

-181,778

[2]

Benefit for federal income taxes

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35,716

17

[2]

0

[2]

Net Income (Loss)

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266,987

68,376

[2]

-181,778

[2]

Preferred stock dividend/accretion

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-5,784

-5,658

[2]

-17,165

[2]

Net income (loss) applicable to common stock

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261,203

62,718

[2]

-198,943

[2]

Other comprehensive income (loss)

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-3,173

[3]

6,161

[2],[3]

8,346

[2],[3]

Comprehensive income (loss)

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$258,030

$68,879

[2]

($190,597)

[2]

[1]

The preferred stock dividend/accretion for the years ended December 31, 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.

[2]

(1)Certain amounts within the financial statements have been restated to conform to current presentation

[3]

See Consolidated Statements of Comprehensive Income for other comprehensive income (loss) detail.

Holding_Company_Only_Financial4

Holding Company Only Financial Statements (Condensed Unconsolidated Statements of Cash Flow) (Details) (USD $)	12 Months Ended
In Thousands, unless otherwise specified	Dec. 31, 2013	Dec. 31, 2012		Dec. 31, 2011
Operating Activities	'	'		'
Net income (loss)	$266,987	$68,376		($181,778)
Adjustments to reconcile net income (loss) to net cash used in operating activities:	'	'		'
Stock-based compensation	2,698	5,109		5,113
Change in other assets	-303,560	38,322		-75,813
Change in other liabilities	-232,321	277,566		121,865
Net cash (used in) provided by operating activities	-195,938	-389,815		591,669
Investing Activities	'	'		'
Net cash used in investing activities	4,161,975	551,842		-1,484,161
Financing Activities	'	'		'
Dividends paid on preferred stock	0	0		-11,628
Net cash provided by (used in) provided by financing activities	-4,638,325	59,708		670,016
Net (decrease) increase in cash and cash equivalents	-672,288	221,735		-222,476
Beginning cash and cash equivalents	952,793	731,058		953,534
Ending cash and cash equivalents	280,505	952,793		731,058
Parent [Member]	'	'		'
Operating Activities	'	'		'
Net income (loss)	266,987	68,376	[1]	-181,778	[1]
Adjustments to reconcile net income (loss) to net cash used in operating activities:	'	'		'
Equity in (income) losses of subsidiaries	-246,723	-95,390	[1]	171,482	[1]
Stock-based compensation	2,698	5,109		5,113
Change in other assets	-35,613	-2,590		-2,344
Provision for deferred tax benefit	5	2,567		18
Change in other liabilities	6,178	18,538		-4,512
Net cash (used in) provided by operating activities	-6,468	-3,390		-12,021
Investing Activities	'	'		'
Net change in investment in subsidiaries	-456	-5,145		-73,113
Net cash used in investing activities	-456	-5,145		-73,113
Financing Activities	'	'		'
Dividends paid on preferred stock	0	0		-11,628
Net cash provided by (used in) provided by financing activities	0	0		-11,628
Net (decrease) increase in cash and cash equivalents	-6,924	-8,535		-96,762
Beginning cash and cash equivalents	56,552	65,087		161,849
Ending cash and cash equivalents	$49,628	$56,552		$65,087
[1]	(1)Certain amounts within the financial statements have been restated to conform to current presentation

Quarterly_Financial_Data_Unaud2

Quarterly Financial Data (Unaudited) (Details) (USD $)	3 Months Ended												12 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Dec. 31, 2013	Sep. 30, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Sep. 30, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2011	Sep. 30, 2011	Jun. 30, 2011	Mar. 31, 2011	Dec. 31, 2013		Dec. 31, 2012		Dec. 31, 2011
Quarterly Financial Information Disclosure [Abstract]	'	'	'	'	'	'	'	'	'	'	'	'	'		'		'
Interest income	$71,833	$78,807	$85,058	$94,990	$115,415	$119,742	$122,923	$122,891	$126,145	$120,025	$108,061	$111,180	$330,687		$480,970		$465,409
Interest expense	30,630	36,122	37,962	39,321	41,474	46,663	47,445	48,158	50,282	54,411	56,737	58,607	144,036		183,739		220,036
Net interest income	41,203	42,685	47,096	55,669	73,941	73,079	75,478	74,733	75,863	65,614	51,324	52,573	186,651		297,231		245,373
Provision for loan losses	14,112	4,053	31,563	20,415	50,351	52,595	58,428	114,673	63,548	36,690	48,384	28,309	70,142		276,047		176,931
Net interest income after provision for loan losses	27,091	38,632	15,533	35,254	23,590	20,484	17,050	-39,940	12,315	28,924	2,940	24,264	116,509		21,184		68,442
Loan administration income (loss)	28,924	30,434	36,157	20,356	25,010	11,099	25,012	38,885	28,295	-3,478	30,450	39,336	115,872		100,007		94,604
Net gain on loan sales	44,790	75,073	144,791	137,540	238,953	334,427	212,666	204,853	106,919	103,858	39,827	50,184	402,193		990,898		300,789
Net transaction cost on sales of mortgage servicing rights	-8,981	-1,763	-4,264	-4,219	-7,687	-1,332	-983	-2,317	-2,823	-2,587	-2,381	-112	'		'		'
Representation and warranty reserve - change in estimate	15,424	-5,205	-28,940	-17,395	-25,231	-124,492	-46,028	-60,538	-69,279	-38,985	-21,364	-20,427	-36,116		-256,289		-150,055
Other noninterest income	32,989	35,757	72,215	48,661	54,750	54,035	49,667	40,494	55,509	53,743	11,546	27,285	'		'		'
Noninterest expense	-388,693	-158,436	-174,397	-196,590	-397,962	-233,491	-169,497	-188,746	-205,837	-150,691	-130,922	-147,230	-918,115		-989,695		-634,680
(Loss) income before income taxes	-248,456	14,492	61,095	23,607	-88,577	60,730	87,887	-7,309	-74,901	-9,216	-69,904	-26,700	-149,263		52,731		-180,722
(Benefit) provision for income taxes	-410,362	220	-6,108	0	4,235	-20,380	500	0	264	264	264	264	-416,250		-15,645		1,056
Net Income (Loss)	161,906	14,272	67,203	23,607	-92,812	81,110	87,387	-7,309	-75,165	-9,480	-70,168	-26,964	266,987		68,376		-181,778
Preferred stock dividend/accretion	-1,449	-1,449	-1,449	-1,438	-1,417	-1,417	-1,417	-1,407	-3,016	-4,719	-4,720	-4,710	-5,784	[1]	-5,658	[1]	-17,165	[1]
Net income (loss) applicable to common stock	$160,457	$12,823	$65,754	$22,169	($94,229)	$79,693	$85,970	($8,716)	($78,181)	($14,199)	($74,888)	($31,674)	'		'		'
Basic income per share	$2.79	$0.16	$1.11	$0.33	($1.75)	$1.37	$1.48	($0.22)	($1.41)	($0.26)	($1.35)	($0.57)	$4.40	[2]	$0.88	[2]	($3.62)	[2]
Diluted income per share	$2.77	$0.16	$1.10	$0.33	($1.75)	$1.36	$1.47	($0.22)	($1.41)	($0.26)	($1.35)	($0.57)	$4.37	[2]	$0.87	[2]	($3.62)	[2]
[1]	The preferred stock dividend/accretion for the years ended December 31, 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.
[2]	Restated for a one-for-ten stock split announced September 27, 2012 and began trading on October 11, 2012.