Derivatives - Narrative (Details) - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
Mar. 31, 2026	Dec. 31, 2025
Derivative [Line Items]
Gross amounts recognized	$ 470,335	$ 409,467
Derivative liabilities - Fair value	433,751	385,973
Derivatives not Designated as Hedging Instruments
Derivative [Line Items]
Gross amounts recognized	447,724	369,470
Derivative liabilities - Fair value	428,432	385,834
Notional amount	23,604,378	23,840,799
Interest rate contracts \| Derivatives not Designated as Hedging Instruments
Derivative [Line Items]
Gross amounts recognized	245,137	258,561
Derivative liabilities - Fair value	243,178	256,731
Notional amount	18,386,728	18,987,277
Interest rate contracts \| Derivative Instruments Designated as Hedging Instruments \| Cash Flow Hedging
Derivative [Line Items]
Gross amounts recognized	22,611	39,997
Derivative liabilities - Fair value	5,319	139
Notional amount	4,250,000	4,250,000
Net unrealized gains, net of tax, recorded in AOCI expected to be reclassified into earnings during next 12 months	2,000
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	55,603	44,340
Derivative liabilities - Fair value	49,991	43,160
Notional amount	$ 4,869,406	$ 4,550,101
Foreign exchange contracts \| Derivatives not Designated as Hedging Instruments \| Maximum
Derivative [Line Items]
Original maturity (in years)	1 year	1 year
Credit contracts \| Derivatives not Designated as Hedging Instruments
Derivative [Line Items]
Gross amounts recognized	$ 16	$ 25
Derivative liabilities - Fair value	129	51
Notional amount	348,244	303,421
Credit contracts \| Derivatives not Designated as Hedging Instruments \| RPAs
Derivative [Line Items]
Gross amounts recognized	0	0
Derivative liabilities - Fair value	129	51
Notional amount	178,620	133,756
Maximum exposure of RPAs with protection sold	584	590
Credit-risk-related contingent features
Derivative [Line Items]
Aggregate fair value of derivative instruments in net liability position	4,000	3,000
Collateral posted	4,000	3,000
LCH \| Interest rate contracts \| Derivatives not Designated as Hedging Instruments
Derivative [Line Items]
Gross amounts recognized	14,000	16,000
Derivative liabilities - Fair value	$ 34,000	$ 3,000

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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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- 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.

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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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