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Derivative Financial Instruments (Narrative) (Detail) (USD $)
12 Months Ended 1 Months Ended
Dec. 31, 2014
Dec. 31, 2013
Oct. 31, 2007
Dec. 31, 2007
Oct. 31, 2008
Derivative [Line Items]          
Deferred accumulated gain   $ 30,600,000cfr_DerivativeInstrumentsDeferredAccumulatedGainIncludedInOtherComprehensiveIncome      
Deferred accumulated after-tax gain   19,900,000us-gaap_DerivativeInstrumentsGainLossRecognizedInOtherComprehensiveIncomeEffectivePortionNet      
Weighted-average strike rate for outstanding interest rate caps 2.99%cfr_WeightedAverageStrikeRateOutstandingInterestRateCaps        
Approximate credit exposure related to swaps with bank customers 39,000,000us-gaap_CreditDerivativeMaximumExposureUndiscounted        
Aggregate fair value of securities posted as collateral for derivative contracts 19,300,000us-gaap_PledgedAssetsSeparatelyReportedSecuritiesPledgedAsCollateralAtFairValue        
Cash collateral on deposit with other financial institutions 12,100,000us-gaap_CashCollateralForBorrowedSecurities        
Interest Rate Swaps With Upstream Financial Institution Counterparties [Member]          
Derivative [Line Items]          
Approximate credit exposure related to swaps with bank customers 8,500,000us-gaap_CreditDerivativeMaximumExposureUndiscounted
/ us-gaap_DerivativeByNatureAxis
= cfr_InterestRateSwapsWithUpstreamFinancialInstitutionCounterpartiesMember
       
Variable-Rate Loans Outstanding [Member]          
Derivative [Line Items]          
Notional amount of interest rate swap contracts       1,200,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
 
Principal amount outstanding of variable-rate loans     1,200,000,000us-gaap_PrincipalAmountOutstandingOfLoansHeldInPortfolio
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
   
Period for which cash flow hedges were used to hedge monthly interest receipts     84 months    
Junior Subordinated Deferred Interest Debentures [Member]          
Derivative [Line Items]          
Notional amount of interest rate swap contracts         $ 120,000,000invest_DerivativeNotionalAmount
/ us-gaap_DerivativeInstrumentRiskAxis
= cfr_JuniorSubordinatedDeferredInterestDebenturesMember
Period for which cash flow hedges were used to hedge quarterly interest payments   5 years      
Swap fixed interest rate to be paid   5.47%us-gaap_DerivativeFixedInterestRate
/ us-gaap_DerivativeInstrumentRiskAxis
= cfr_JuniorSubordinatedDeferredInterestDebenturesMember
     
Variable interest rate of three-month LIBOR plus a margin   1.55%cfr_VariableInterestRateOfThreeMonthLiborPlusMarginToBeReceived
/ us-gaap_DerivativeInstrumentRiskAxis
= cfr_JuniorSubordinatedDeferredInterestDebenturesMember