Derivative Financial Instruments (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended			1 Months Ended		9 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012 Interest Rate Swaps With Upstream Financial Institution Counterparties [Member]	Oct. 31, 2007 Interest Rate Swap [Member] Month	Oct. 31, 2008 Interest Rate Swaps On Junior Subordinated Deferrable Interest Debentures [Member]	Sep. 30, 2012 Interest Rate Swaps On Junior Subordinated Deferrable Interest Debentures [Member] Year	Sep. 30, 2012 Effective Cash Flow Hedges [Member]	Dec. 31, 2011 Effective Cash Flow Hedges [Member]	Sep. 30, 2012 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
Period For Which Cash Flow Hedges Were Used To Hedge Monthly Interest Receipts						84
Deferred accumulated gain			77,300,000
Deferred accumulated after-tax gain			50,300,000
Trust preferred securities, issued	120,000,000		120,000,000
Interest expense, junior subordinated deferrable interest debentures	1,711,000	1,710,000	5,096,000	5,073,000			120,000,000
Period For Which Cash Flow Hedges Were Used To Hedge Quarterly Interest Payments								5
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			2.98%
Accumulated other comprehensive income net of tax									47,000,000	63,600,000	5,400,000
Approximate credit exposure related to swaps with bank customers	65,900,000		65,900,000		708,000
Aggregate fair value of securities posted as collateral for derivative contracts	68,800,000		68,800,000
Cash collateral on deposit with other financial institutions	$ 4,400,000		$ 4,400,000