Derivative Financial Instruments (Narrative) (Detail) - USD ($)	1 Months Ended	12 Months Ended
	Oct. 31, 2007	Dec. 31, 2015	Dec. 31, 2014	Dec. 31, 2013	Oct. 31, 2008	Dec. 31, 2007
Derivative [Line Items]
Weighted-average strike rate for outstanding interest rate caps		2.42%
Approximate credit exposure related to swaps with bank customers		$ 37,700,000
Aggregate fair value of securities posted as collateral for derivative contracts		17,500,000
Cash collateral on deposit with other financial institutions		16,900,000	$ 12,100,000
Interest Rate Swaps With Upstream Financial Institution Counterparties [Member]
Derivative [Line Items]
Approximate credit exposure related to swaps with bank customers		6,700,000
Variable-Rate Loans Outstanding [Member]
Derivative [Line Items]
Number of Interest Rate Derivatives Held						3
Notional amount of interest rate swap contracts						$ 1,200,000,000
Principal amount outstanding of variable-rate loans						$ 1,200,000,000
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					$ 120,000,000
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%
Designated as Hedging Instrument [Member] | Interest Income [Member] | Variable-Rate Loans Outstanding [Member]
Derivative [Line Items]
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net		$ 0	$ 0	$ 0