Derivatives (Narrative) (Details) MMBTU in Thousands, Boe in Thousands, $ in Thousands	12 Months Ended
Dec. 31, 2021 USD ($) Boe MMBTU company	Dec. 31, 2020 USD ($) Boe MMBTU company
Derivative [Line Items]
Derivative liabilities - Fair Value	$ 390,171	$ 424,828
Derivative assets - Fair value	$ 484,184	$ 602,754
Foreign exchange contracts
Derivative [Line Items]
Original maturity (in years)	1 year	1 year
Credit-Risk-Related Contingent Features
Derivative [Line Items]
Associated posted collateral	$ 66,600	$ 106,800
Aggregate fair value of derivative instruments in net liability position	66,800	107,400
Derivative instruments designated as hedging instruments
Derivative [Line Items]
Notional amount	361,531	359,269
Derivative liabilities - Fair Value	282	2,099
Derivative assets - Fair value	0	0
Derivative instruments designated as hedging instruments \| Interest rate contracts \| Cash Flow Hedging
Derivative [Line Items]
Notional amount	275,000	275,000
Net unrealized gains, net of tax, recorded in AOCI expected to be reclassified into earnings during the next 12 months	28
Derivative liabilities - Fair Value	57	1,864
Derivative assets - Fair value	0	0
Derivative instruments designated as hedging instruments \| Interest rate contracts \| Fair Value Hedging
Derivative [Line Items]
Derivative assets - Fair value	0	0
Derivative instruments not designated as hedging instruments
Derivative [Line Items]
Notional amount	19,522,661	21,341,158
Derivative liabilities - Fair Value	389,889	422,729
Derivative assets - Fair value	484,184	602,754
Derivative instruments not designated as hedging instruments \| Foreign exchange contracts
Derivative [Line Items]
Notional amount	1,874,681	3,108,488
Derivative liabilities - Fair Value	15,276	22,524
Derivative assets - Fair value	21,033	30,300
Derivative instruments not designated as hedging instruments \| Interest rate contracts
Derivative [Line Items]
Notional amount	17,575,420	18,155,678
Derivative liabilities - Fair Value	179,905	315,834
Derivative assets - Fair value	240,222	489,132
Derivative instruments not designated as hedging instruments \| Credit contracts
Derivative [Line Items]
Notional amount	72,560	76,992
Derivative liabilities - Fair Value	141	206
Derivative assets - Fair value	$ 0	$ 13
Weighted average remaining maturity of outstanding RPAs	3 years 2 months 12 days	3 years 6 months
Derivative instruments not designated as hedging instruments \| Credit contracts \| RPAs - protection sold
Derivative [Line Items]
Maximum exposure of RPAs with protection sold	$ 3,200	$ 6,000
Derivative instruments not designated as hedging instruments \| Equity, Private Companies
Derivative [Line Items]
Number of companies that Issued the equity contracts (Issuers Portion Only) \| company	12	17
Derivative instruments not designated as hedging instruments \| Equity, Public Companies
Derivative [Line Items]
Number of companies that Issued the equity contracts (Issuers Portion Only) \| company	1	2
Derivative instruments not designated as hedging instruments \| Equity contracts
Derivative [Line Items]
Notional amount	$ 0	$ 0
Derivative liabilities - Fair Value	0	0
Derivative assets - Fair value	220	858
Derivative instruments not designated as hedging instruments \| Commodity contracts
Derivative [Line Items]
Notional amount	0	0
Derivative liabilities - Fair Value	194,567	84,165
Derivative assets - Fair value	222,709	82,451
Financial Counterparty \| Derivative instruments not designated as hedging instruments \| Interest rate contracts
Derivative [Line Items]
Notional amount	8,800,000	9,090,000
London Clearing House \| Derivative instruments not designated as hedging instruments \| Interest rate contracts
Derivative [Line Items]
Notional amount	2,790,000	2,980,000
Derivative liabilities - Fair Value	79,900	187,400
Derivative assets - Fair value	18,100	1,300
Chicago Mercantile Exchange (CME) \| Derivative instruments not designated as hedging instruments \| Commodity contracts
Derivative [Line Items]
Derivative liabilities - Fair Value	25,800	3,700
Derivative assets - Fair value	$ 2,200	$ 7,900
Chicago Mercantile Exchange (CME) \| Derivative instruments not designated as hedging instruments \| Commodity contracts \| Oil
Derivative [Line Items]
Derivative, nonmonetary notional amount, energy measure \| Boe	1,036	1,275
Chicago Mercantile Exchange (CME) \| Derivative instruments not designated as hedging instruments \| Commodity contracts \| Natural Gas
Derivative [Line Items]
Derivative, nonmonetary notional amount, energy measure \| MMBTU	11,490	29,733

Derivative, Original Maturity

No definition available.

Name:	ewbc_DerivativeOriginalMaturity
Namespace Prefix:	ewbc_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Definition

Number of Companies that Issued the Warrants (Issuers Portion Only)

+ References

No definition available.

+ Details

Name:	ewbc_NumberofCompaniesthatIssuedtheWarrantsIssuersPortionOnly
Namespace Prefix:	ewbc_
Data Type:	xbrli:integerItemType
Balance Type:	na
Period Type:	instant

- Definition

The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624258-113959

+ Details

Name:	us-gaap_CollateralAlreadyPostedAggregateFairValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Maximum potential amount of future undiscounted payments that could be required under the credit derivative, before reduction for potential recoveries under recourse or collateralization provisions.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4K
-Subparagraph (b)(1)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5708775-113959

+ Details

Name:	us-gaap_CreditDerivativeMaximumExposureUndiscounted
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Fair value, before effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and elected not to be offset.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 50
-Paragraph 3
-Subparagraph (a)
-URI http://asc.fasb.org/extlink&oid=51824906&loc=SL20225862-175312

Reference 2: http://www.xbrl.org/2003/role/exampleRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 210
-SubTopic 20
-Section 55
-Paragraph 22
-URI http://asc.fasb.org/extlink&oid=99393222&loc=SL20226052-175313

+ Details

Name:	us-gaap_DerivativeAssetFairValueGrossAssetIncludingNotSubjectToMasterNettingArrangement
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

- Definition

Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeAverageRemainingMaturity1
Namespace Prefix:	us-gaap_
Data Type:	xbrli:durationItemType
Balance Type:	na
Period Type:	duration

- Definition

Fair value, before effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and elected not to be offset.

+ References

+ Details

Name:	us-gaap_DerivativeLiabilityFairValueGrossLiabilityIncludingNotSubjectToMasterNettingArrangement
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
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_DerivativeLineItems
Namespace Prefix:	us-gaap_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

- Definition

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4H
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5624258-113959

+ Details

Name:	us-gaap_DerivativeNetLiabilityPositionAggregateFairValue
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Definition

Nominal energy measure used to calculate payments on a derivative instrument.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeNonmonetaryNotionalAmountEnergyMeasure
Namespace Prefix:	us-gaap_
Data Type:	dtr-types:energyItemType
Balance Type:	na
Period Type:	duration

- Definition

Nominal or face amount used to calculate payment on derivative.

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=125515794&loc=SL5579245-113959

+ Details

Name:	us-gaap_DerivativeNotionalAmount
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant

- Definition

The estimated net amount of unrealized gains or losses on interest rate cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 30
-Section 50
-Paragraph 1
-Subparagraph (c)
-URI http://asc.fasb.org/extlink&oid=121549185&loc=d3e80748-113994

+ Details

Name:	us-gaap_InterestRateCashFlowHedgeGainLossToBeReclassifiedDuringNext12MonthsNet
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	instant

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_ForeignExchangeContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ewbc_CreditRiskRelatedContingentFeaturesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_DesignatedAsHedgingInstrumentMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_InterestRateContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_FairValueHedgingMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_HedgingDesignationAxis=us-gaap_NondesignatedMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CreditRiskContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_PositionAxis=us-gaap_LongMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ewbc_EquityPrivateCompaniesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=ewbc_EquityPublicCompaniesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_EquityContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=us-gaap_CommodityContractMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_CounterpartyNameAxis=ewbc_FinancialCounterpartyMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_CounterpartyNameAxis=ewbc_LondonClearingHouseMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_CounterpartyNameAxis=ewbc_ChicagoMercantileExchangeCMEMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_EnergyAxis=srt_OilReservesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

- Details

Name:	srt_EnergyAxis=srt_NaturalGasReservesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: