Derivatives - Narrative (Details) - USD ($) $ in Thousands	12 Months Ended
Dec. 31, 2025	Dec. 31, 2024
Derivative [Line Items]
Gross amounts recognized	$ 409,467	$ 523,133
Derivative liabilities - Fair value	385,973	545,885
Derivatives not designated as hedging instruments
Derivative [Line Items]
Gross amounts recognized	369,470	517,486
Derivative liabilities - Fair value	385,834	510,674
Notional amount	23,840,799	22,375,840
Interest rate contracts \| Derivatives not designated as hedging instruments
Derivative [Line Items]
Gross amounts recognized	258,561	379,664
Derivative liabilities - Fair value	256,731	378,961
Notional amount	18,987,277	17,005,381
Interest rate contracts \| Derivative instruments designated as hedging instruments \| Cash Flow Hedging
Derivative [Line Items]
Gross amounts recognized	39,997	5,647
Derivative liabilities - Fair value	139	35,211
Notional amount	4,250,000	5,250,000
Net unrealized gain, net of tax, recorded in AOCI expected to be reclassified into earnings during the next 12 months	8,000
Interest rate contracts \| Derivative instruments designated as hedging instruments \| Commercial Banking \| Cash Flow Hedging
Derivative [Line Items]
Notional amount	4,300,000
Foreign exchange contracts \| Derivatives not designated as hedging instruments
Derivative [Line Items]
Gross amounts recognized	44,340	89,083
Derivative liabilities - Fair value	43,160	71,254
Notional amount	$ 4,550,101	$ 5,201,460
Foreign exchange contracts \| Derivatives not designated as hedging instruments \| Maximum
Derivative [Line Items]
Original maturity (in years)	1 year	1 year
Credit Risk Contract \| Derivatives not designated as hedging instruments
Derivative [Line Items]
Gross amounts recognized	$ 25	$ 1
Derivative liabilities - Fair value	51	12
Notional amount	303,421	168,999
Credit Risk Contract \| Derivatives not designated as hedging instruments \| RPAs
Derivative [Line Items]
Gross amounts recognized	0	0
Derivative liabilities - Fair value	51	12
Notional amount	133,756	133,174
Maximum exposure of RPAs with protection sold	590	170
Credit-Risk-Related Contingent Features
Derivative [Line Items]
Aggregate fair value of derivative instruments in net liability position	3,000	1,000
Collateral posted	3,000	1,000
LCH \| Interest rate contracts \| Derivatives not designated as hedging instruments
Derivative [Line Items]
Gross amounts recognized	16,000	17,000
Derivative liabilities - Fair value	$ 3,000	$ 15,000

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- 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.

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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.

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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.

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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.

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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.

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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.

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Nominal or face amount used to calculate payment on derivative.

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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.

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