Derivative Financial Instruments (Narrative) (Details) (USD $)	3 Months Ended		9 Months Ended		12 Months Ended														9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2008	Nov. 30, 2010	Nov. 30, 2009	Nov. 30, 2010 50 Basis Points [Member]	Nov. 30, 2009 50 Basis Points [Member]	Nov. 30, 2010 100 Basis Points [Member]	Nov. 30, 2010 Settled Variable-Rate Loans Swap Contracts [Member]	Nov. 30, 2009 Settled Variable-Rate Loans Swap Contracts [Member]	Nov. 30, 2010 Terminated Variable-Rate Loans Swap Contracts [Member]	Nov. 30, 2009 Terminated Variable-Rate Loans Swap Contracts [Member]	Oct. 31, 2007 Variable-Rate Loans Outstanding [Member]	Oct. 31, 2007 Loan Pool Carrying Interest Rate Equal To Prime Plus One Hundred Basis Points [Member]	Oct. 31, 2007 Loan Pool Carrying Interest Rate Equal To Prime Plus 50 Basis Points [Member]	Oct. 31, 2007 Loan Pool Carrying An Interest Rate Equal To Prime [Member]	Sep. 30, 2011 Junior Subordinated Deferred Interest Debentures [Member]	Dec. 31, 2008 Junior Subordinated Deferred Interest Debentures [Member]	Sep. 30, 2011 Effective Cash Flow Hedges [Member]	Dec. 31, 2010 Effective Cash Flow Hedges [Member]	Sep. 30, 2011 Reclassified Effective Cash Flow Hedges [Member]
Notional amount of interest rate swap contracts	$ 120,000,000		$ 120,000,000								$ 800,000,000	$ 400,000,000			$ 1,200,000,000	$ 320,000,000	$ 230,000,000	$ 650,000,000		$ 120,000,000
Principal amount outstanding of variable-rate loans						350,000,000	300,000,000	130,000,000	100,000,000	320,000,000			800,000,000	400,000,000	1,200,000,000
Desired constant interest yield percent																8.559%	8.059%	7.559%
Swap fixed interest rate to be paid															7.559%				5.47%
Deferred accumulated after-tax gain			74,600,000
Variable interest rate of three-month LIBOR to be received plus margin of																			1.55%
Accumulated other comprehensive income net of tax																					68,900,000	86,600,000	5,400,000
Aggregate fair value of securities posted as collateral for derivative contracts	63,800,000		63,800,000
Maximum credit exposure related to swaps with bank customers	36,500,000		36,500,000
Credit exposure, net of collateral pledged, relating to interest rate swaps and commodity swaps or options	8,600,000		8,600,000
Cash collateral on deposit with other financial institutions	8,300,000		8,300,000
Interest expense, junior subordinated debentures	$ 1,710,000	$ 1,741,000	$ 5,073,000	$ 5,297,000	$ 120,000,000