Basel advanced approach rules apply to banking organizations with more than $250 billion in assets

No definition available.

Name:	fbp_BankingOrganizationsBaselAdvancedApproachAssetRequirement
Namespace Prefix:	fbp_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

The percentage by which the company's Common Equity Tier 1 Risk Based Capital must exceeds the minimum required for no restrictions in the first year of transition period under Basel III rule.

+ References

No definition available.

+ Details

Name:	fbp_CommonEquityTier1CapitalConservationBufferFirstYear
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_CommonEquityTier1CapitalToRiskWeightAssetsRatio
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_CommonEquityTier1CapitalToRiskWeightAssetsRatioPlusCommonEquityTier1CapitalConservationBuffer
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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.

+ References

No definition available.

+ Details

Name:	fbp_ConservationBuffer
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

Advanced approaches rules apply only to banking organizations with more than $250 billion in total consolidated assets or at least $10 billion in total on-balance sheet foreign exposure.

+ References

No definition available.

+ Details

Name:	fbp_ForeignSubsidiariesBaselAdvancedApproachAssetRequirement
Namespace Prefix:	fbp_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_LeverageRatio
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_TotalTier1CapitalAndTier2CapitalToRiskWeightAssetsRatio
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_TotalTier1CapitalAndTier2CapitalToRiskWeightAssetsRatioPlusCommonEquityTier1CapitalConservationBuffer
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_TotalTier1CapitalToRiskWeightAssetsRatio
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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

+ References

No definition available.

+ Details

Name:	fbp_TotalTier1CapitalToRiskWeightAssetsRatioPlusCommonEquityTier1CapitalConservationBuffer
Namespace Prefix:	fbp_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	duration

- Definition

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.

+ References

+ Details

Name:	us-gaap_CapitalRequiredToBeWellCapitalizedToRiskWeightedAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

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

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=84167132&loc=SL5958568-112826

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1H
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=84167132&loc=d3e65071-112826

+ Details

Name:	us-gaap_CapitalToRiskWeightedAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

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.

+ References

No definition available.

+ Details

Name:	us-gaap_ComplianceWithRegulatoryCapitalRequirementsUnderBankingRegulationsLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

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.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 825
-SubTopic 10
-Section 50
-Paragraph 21
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109250915&loc=d3e13537-108611

+ Details

Name:	us-gaap_ConcentrationRiskCreditRiskFinancialInstrumentMaximumExposure
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

- Definition

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.

+ References

+ Details

Name:	us-gaap_TierOneLeverageCapitalRequiredToBeWellCapitalizedToAverageAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

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

+ References

+ Details

Name:	us-gaap_TierOneLeverageCapitalToAverageAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

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.

+ References

+ Details

Name:	us-gaap_TierOneRiskBasedCapitalRequiredToBeWellCapitalizedToRiskWeightedAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Definition

Tier 1 capital divided by risk weighted assets as defined by regulations.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1H
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=84167132&loc=d3e65071-112826

Reference 2: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=84167132&loc=SL5958568-112826

+ Details

Name:	us-gaap_TierOneRiskBasedCapitalToRiskWeightedAssets
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
Period Type:	instant

- Details

Name:	fbp_CommitmentsAxis=fbp_CreditCardsMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	fbp_CommitmentsAxis=fbp_CommercialAndFinancialStandbyLettersOfCreditMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	dei_LegalEntityAxis=fbp_BaselIiiMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	dei_LegalEntityAxis=fbp_FirstbankMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

REGULATORY MATTERS, COMMITMENTS AND CONTINGENCIES - Additional Information (Detail) - USD ($) $ in Millions	1 Months Ended	3 Months Ended
	Jul. 31, 2013	Mar. 31, 2019	Dec. 31, 2018	Nov. 21, 2017
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items]
Commitments		$ 1,300.0
Banking Organizations Basel Advanced Approach Asset Requirement				$ 250,000.0
Foreign Subsidiaries Basel Advanced Approach Asset Requirement				$ 10,000.0
Credit Cards [Member]
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items]
Commitments		655.5
Commercial And Financial Standby Letters Of Credit [Member]
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items]
Commitments		$ 41.5
Basel III [Member]
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items]
Capital Conservation Buffer	2.50%
Common Equity Tier1 Capital To Risk Weight Assets Ratio	4.50%
Common Equity Tier 1 Capital To Risk Weight Assets Ratio Plus Common Equity Tier 1 Capital Conservation Buffer	7.00%
Total Tier 1 Capital To Risk Weight Assets Ratio	6.00%
Total Tier 1 Capital To Risk Weight Assets Ratio Plus Common Equity Tier 1 Capital Conservation Buffer	8.50%
Total Tier 1 Capital And Tier 2 Capital To Risk Weight Assets Ratio	8.00%
Total Tier 1 Capital And Tier 2 Capital To Risk Weight Assets Ratio Plus Common Equity Tier 1 Capital Conservation Buffer	10.50%
Leverage Ratio	4.00%
Common Equity Tier 1 Capital Conservation Buffer First Year	0.625%
FirstBank [Member]
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items]
Leverage ratio		16.59%	16.53%
Tier 1 risk based capital ratio		22.35%	22.25%
Total Risk Based Capital Ratio		23.61%	23.51%
Tier 1 risk based capital ratio to be considered well capitalzed under PCA		8.00%	8.00%
Total risk based capital to be considered well capitalized under PCA		10.00%	10.00%
Leverage ratio to be considered well capitalized under PCA		5.00%	5.00%
Common Equity Tier1 Capital To Risk Weight Assets Ratio		18.91%	18.76%