Derivative Financial Instruments (Narrative) (Details) (USD $)	3 Months Ended		1 Months Ended		3 Months Ended
	Mar. 31, 2012	Mar. 31, 2011	Oct. 31, 2007 Variable-Rate Loans Outstanding [Member] M	Oct. 31, 2008 Interest Rate Swaps On Junior Subordinated Deferrable Interest Debentures [Member]	Mar. 31, 2012 Interest Rate Swaps On Junior Subordinated Deferrable Interest Debentures [Member] Y	Mar. 31, 2012 Effective Cash Flow Hedges [Member]	Dec. 31, 2011 Effective Cash Flow Hedges [Member]	Mar. 31, 2012 Reclassified Effective Cash Flow Hedges [Member]
Derivative [Line Items]
Period For Which Cash Flow Hedges Were Used To Hedge Monthly Interest Receipts			84
Notional amount of interest rate swap contracts			$ 1,200,000,000	$ 120,000,000
Trust preferred securities, issued	120,000,000
Period For Which Cash Flow Hedges Were Used To Hedge Quaterly Interest Payments					5
Weighted-average strike rate outstanding interest rate caps	3.10%
Interest expense, junior subordinated deferrable interest debentures	1,674,000	1,672,000		120,000,000
Principal amount outstanding of variable-rate loans			1,200,000,000
Deferred accumulated after-tax gain	62,400,000
Swap fixed interest rate to be paid					5.47%
Variable interest rate of three-month LIBOR to be received plus margin					1.55%
Accumulated other comprehensive income net of tax						58,000,000	63,600,000	16,100,000
Approximate credit exposure related to swaps with bank customers	63,700,000
Aggregate fair value of securities posted as collateral for derivative contracts	71,900,000
Cash collateral on deposit with other financial institutions	$ 6,300,000