Derivative Financial Instruments Part 1 (Details) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2013 Contract	Sep. 30, 2012	Sep. 30, 2013 Contract	Sep. 30, 2012	Dec. 31, 2012 Contract
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Net negative ineffectiveness on MSR fair value		$ 1,800,000		$ 2,700,000
Net positive ineffectiveness on MSR fair value	1,300,000		2,700,000
Designated as Hedging Instrument [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Accumulated, net after tax gain included in other comprehensive loss	(242,000)	0	1,212,000	0
Designated as Hedging Instrument [Member] | Forward Contracts [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet obligations	149,500,000		149,500,000		310,300,000
Negative valuation adjustment	2,900,000		2,900,000		738,000
Designated as Hedging Instrument [Member] | Interest Rate Swap [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Period for which cash flow hedges will be used to hedge quarterly interest payments			5 years
Description of variable rate basis for derivative			three-month LIBOR
Swap fixed interest rate to be paid (in hundredths)	1.66%		1.66%
Notional amount of mirror-image derivative contracts	60,000,000		60,000,000
Accumulated, net after tax gain included in other comprehensive loss			1,200,000
Period before derivative instrument becomes effective			12 months
Derivatives not Designated as Hedging Instruments [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Net negative ineffectiveness on MSR fair value		1,800,000		2,700,000
Net positive ineffectiveness on MSR fair value	1,300,000		2,700,000
Number of risk participation agreements	3		3		2
Aggregate notional amount of credit risk participation agreements	19,800,000		19,800,000		10,100,000
Derivatives not Designated as Hedging Instruments [Member] | Interest Rate Lock Commitments Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet obligations	111,500,000		111,500,000		186,900,000
Positive valuation adjustment	2,000,000		2,000,000		2,300,000
Derivatives not Designated as Hedging Instruments [Member] | Interest Rate Swap [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount of mirror-image derivative contracts	365,700,000		365,700,000		321,300,000
Termination value of derivatives	908,000		908,000		5,400,000
Market value of posted collateral	$ 1,200,000		$ 1,200,000