Derivative Financial Instruments - Additional Information (Detail) (USD $)	9 Months Ended	12 Months Ended		1 Months Ended	9 Months Ended
	Sep. 30, 2013	Dec. 31, 2012	Sep. 30, 2013 Interest Rate Swaps With Upstream Financial Institution Counterparties [Member]	Oct. 31, 2007 Variable-Rate Loans Outstanding [Member]	Sep. 30, 2013 Junior Subordinated Deferred Interest Debentures [Member]	Oct. 31, 2008 Junior Subordinated Deferred Interest Debentures [Member]	Sep. 30, 2013 Effective Cash Flow Hedges [Member]	Dec. 31, 2012 Effective Cash Flow Hedges [Member]	Sep. 30, 2013 Reclassified Effective Cash Flow Hedges [Member]
Derivative [Line Items]
Notional amount of interest rate swap contracts				$ 1,200,000,000		$ 120,000,000
Principal amount outstanding of variable-rate loans				1,200,000,000		120,000,000
Period For Which Cash Flow Hedges Were Used To Hedge Monthly Interest Receipts				84 months
Deferred accumulated gain	39,900,000	68,000,000
Deferred accumulated after-tax gain	26,000,000	44,200,000
Deferred gain in earning	39,900,000
Deferred after-tax gain in earning	26,000,000
Period for which cash flow hedges were used to hedge quarterly interest payments					5 years
Swap fixed interest rate to be paid					5.47%
Variable interest rate of three-month LIBOR plus a margin					1.55%
Weighted-average strike rate for outstanding interest rate caps	2.89%
Accumulated other comprehensive income net of tax							25,500,000	41,600,000	5,600,000
Approximate credit exposure related to swaps with bank customers	40,800,000		1,000,000
Aggregate fair value of securities posted as collateral for derivative contracts	33,800,000
Cash collateral on deposit with other financial institutions	$ 100,000