Derivative Financial Instruments - Additional Information (Detail) (USD $)	6 Months Ended	12 Months Ended		1 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014 Interest Rate Swaps With Upstream Financial Institution Counterparties [Member]	Oct. 31, 2007 Variable-Rate Loans Outstanding [Member]	Dec. 31, 2013 Junior Subordinated Deferred Interest Debentures [Member]	Oct. 31, 2008 Junior Subordinated Deferred Interest Debentures [Member]	Jun. 30, 2014 Effective Cash Flow Hedges [Member]	Dec. 31, 2013 Effective Cash Flow Hedges [Member]	Jun. 30, 2014 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	11,900,000	30,600,000
Deferred accumulated after-tax gain	7,700,000	19,900,000
Deferred gain in earning	11,900,000
Deferred after-tax gain in earning	7,700,000
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	2.99%
Accumulated other comprehensive income net of tax							7,700,000	19,900,000	7,700,000
Approximate credit exposure related to swaps with bank customers	45,400,000		5,400,000
Aggregate fair value of securities posted as collateral for derivative contracts	$ 46,600,000