Derivative Financial Instruments (Narrative) (Detail) (USD $)	3 Months Ended						3 Months Ended									3 Months Ended
	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2013 Interest Rate Swaps And Caps [Member] Cash Flow Hedges [Member]	Mar. 31, 2013 Interest Rate Cap [Member]	Mar. 31, 2013 Interest Rate Cap [Member] Cash Flow Hedges [Member] derivative_instruments	Mar. 31, 2013 Interest Rate Contract [Member]	Mar. 31, 2013 Interest Rate Contract [Member] Other Income [Member]	Mar. 31, 2012 Interest Rate Contract [Member] Other Income [Member]	Mar. 31, 2013 Interest Rate Swap [Member]	Mar. 31, 2013 Interest Rate Swap [Member] Cash Flow Hedges [Member] derivative_instruments	Mar. 31, 2013 Forward Commitments To Sell Mortgage Loans [Member]	Mar. 31, 2013 Interest Rate Lock Commitments [Member]	Mar. 31, 2013 Call Options Written [Member]	Dec. 31, 2012 Call Options Written [Member]	Mar. 31, 2012 Call Options Written [Member]	Mar. 31, 2013 Maximum [Member]	Mar. 31, 2013 Minimum [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value	$ 50,600,000
Number of Interest Rate Derivatives Held					2					4
Interest rate swaps, aggregate notional amount			225,000,000
Amount reclassified from accumulated other comprehensive income to interest expense	4,000,000
Fair value hedges, interest rate with notional amount				96,500,000					4,300,000
Income Statement Gain/(Loss) due to Hedge Ineffectiveness							(1,000)	0
Fair value hedges recognized interest income	57,000
Aggregate notional amount											758,200,000	433,800,000
Mortgage loans held-for-sale	380,900,000
Fair value hedges foreign currency derivatives notional amount	4,800,000
Derivative Asset, Fair Value, Net													0	0	0
Fair value hedges non-designated notional amount				708,500,000		2,400,000,000
Derivative, Maturity Date																Jan. 31, 2033	Apr. 30, 2013
Collateral securities		$ 49,900,000