Derivatives and hedging activities (Details 3) (USD $)			3 Months Ended		9 Months Ended
	Sep. 30, 2012	Dec. 31, 2011	Sep. 30, 2012 Interest Rate Swaps	Sep. 30, 2011 Interest Rate Swaps	Sep. 30, 2012 Interest Rate Swaps	Sep. 30, 2011 Interest Rate Swaps
Accumulated Other Comprehensive Income (Loss) [Roll Forward]
Beginning accumulated other comprehensive loss	$ (7,442,000)	$ (6,440,000)	$ (7,536,000)	$ (4,867,000)	$ (6,440,000)	$ (8,745,000)
Amount of (loss)/gain recognized in OCI (effective portion)			(2,563,000)	(6,801,000)	(6,072,000)	(6,036,000)
Amount of loss reclassified from accumulated OCI into income (effective portion)			3,126,000	3,965,000	5,126,000	7,929,000
Deferred tax on OCI movement			(469,000)	1,494,000	(56,000)	643,000
Change in fair value of derivatives, net of tax			94,000	(1,342,000)	(1,002,000)	2,536,000
Ending accumulated other comprehensive loss	(7,442,000)	(6,440,000)	(7,442,000)	(6,209,000)	(7,442,000)	(6,209,000)
Amount of loss recognized in interest expense on derivatives (ineffective portion)			(65,000)	(203,000)	(218,000)	(370,000)
Derivatives not designated as hedging instruments:
Amount of (loss)/gain recognized in interest expense			(17,000)	479,000	(50,000)	524,000
Amount recorded in other comprehensive income which is expected to be reclassified to interest expense in the next 12 months			3,627,454		3,627,454
Credit-risk-related contingent features
Fair value of derivatives in a net liability position	9,156,173
Assets required to settle obligations under derivatives with credit-risk-related contingent features upon breach of provisions, termination value	$ 9,292,196