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Common Equity Tier 1 capital divided by risk weighted assets as defined by new Basel III rule.

No definition available.

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Minimun common equity tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

No definition available.

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In order to avoid limitations on capital distributions and certain discretionary bonus payments, banking organizations will be requiered to hold a specific amount of excess of their minimum risk-based capital ratios.

No definition available.

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Represents the assesment base for the deposits insurance assesment surcharge imposed by the FDIC.

No definition available.

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Represents the deposits insurance assesment surcharge imposed by the FDIC.

No definition available.

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Minimum Tier 1 capital to average assets for capital adequacy purposes as required by Basel III rule.

No definition available.

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Threshold for total assets in order to be subject to the deposit insurance assesment surcharge imposed by the FDIC.

No definition available.

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New total tier 1 capital plus tier 2 capital to risk weight assets ratio introduced by Basel III rules.

No definition available.

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Minimun Total capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

No definition available.

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Minimum Tier 1 capital divided by risk weighted assets for capital adequacy purposes as defined by new Basel III rule.

No definition available.

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Minimun Tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

No definition available.

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The Total risk based capital ratio (total capital divided by risk weighted assets) required to be categorized as "well capitalized", in the regulatory framework for prompt corrective action.

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Total Capital divided by risk weighted assets as defined in the regulations.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1H
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=d3e65071-112826

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

No definition available.

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Maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 21
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=49121117&loc=d3e13537-108611

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The amount of Tier 1 Leverage Capital required to be categorized as well capitalized divided by average assets as defined in the regulatory framework for prompt corrective action.

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Tier 1 Leverage Capital divided by average assets as defined in the regulations.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

Reference 2: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1H
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=d3e65071-112826

Name:	us-gaap_TierOneLeverageCapitalToAverageAssets
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Data Type:	num:percentItemType
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The Tier 1 capital ratio (Tier 1 capital divided by risk weighted assets) required to be categorized as "well capitalized" under the regulatory framework for prompt corrective action.

Name:	us-gaap_TierOneRiskBasedCapitalRequiredToBeWellCapitalizedToRiskWeightedAssets
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Tier 1 capital divided by risk weighted assets as defined by regulations.

Name:	us-gaap_TierOneRiskBasedCapitalToRiskWeightedAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
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Name:	fbp_CommitmentsAxis=fbp_CreditCardsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

Name:	fbp_CommitmentsAxis=fbp_CommercialAndFinancialStandbyLettersOfCreditMember
Namespace Prefix:
Data Type:	na
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Name:	dei_LegalEntityAxis=fbp_BaselIiiMember
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