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Derivative Financial Instruments (Tables)
 6 Months Ended
Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Derivatives Instruments Statements of Financial Performance and Financial Position, Location
The following tables summarize the fair values and notional amounts of all derivative instruments at June 30, 2014 and December 31, 2013, and their impact on other comprehensive income and earnings for the three and six months ended June 30, 2014 and 2013.
 
 
 
June 30,
 
December 31,
 
 
Location
 
2014
 
2013
 
Fair Values:
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest rate swaps (receive - fixed/pay - variable)(1)
Other liabilities
 
$
(1,036
)
 
$
—

 
Interest rate swaps (receive - fixed/pay - variable)
Other assets
 
—

 
612

 
Interest rate swaps (receive - variable/pay - fixed)
Other liabilities
 
(8,423
)
 
—

 
Total fair value
 
 
$
(9,459
)
 
$
612

 
 
 
 
 
 
 
 
Notional Amounts:
 
 
 
 
 
 
 
 
 
 
 
 
 
Interest rate swaps (receive - fixed/pay - variable)(1)
 
 
$
2,811,060

 
$
2,664,755

 
Interest rate swaps (receive - variable/pay - fixed)
 
 
1,076,779

 
—

 
Total notional
 
 
$
3,887,839

 
$
2,664,755

 
 
    
 
 
 
Three Months Ended June 30,
 
Six Months Ended June 30,
 
Location
 
2014
 
2013
 
2014
 
2013
 
 
 
 
 
 
 
 
 
 
Earnings impact:
 
 
 
 
 
 
 
 
 
Interest reclassification
Other noninterest income
 
$
(2,427
)
 
333

 
(1,967
)
 
627

Hedge ineffectiveness
Other noninterest income
 
(7,031
)
 
(385
)
 
(8,255
)
 
(69
)
Realized gains
Interest expense
 
4,573

 
7,504

 
10,246

 
15,508

Total earnings impact
 
 
$
(4,885
)
 
$
7,452

 
$
24

 
$
16,066

    
(1) 
Interest rate swaps are hedged against certificates of deposit.
(2) 
"Other" includes embedded derivatives bifurcated from investment securities.