Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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Amount of gain (loss) from the increase (decrease) in fair value of derivative and nonderivative instruments designated as fair value hedging instruments recognized in the income statement.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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This item represents disclosure of all significant concentrations of credit risk or market risk arising from the subject financial instrument (as defined), whether from an individual counterparty or groups of counterparties.

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Net gain (loss) relating to components of the gain (loss) on the fair value hedging instrument excluded from the assessment of fair value hedge effectiveness. Recognized in earnings.

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Amount of net gain (loss) recognized in earnings when a hedged firm commitment no longer qualifies as a fair value hedge.

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The loss recognized on termination of a contract.

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Derivative Financial Instruments - Additional Information (Detail) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2018	Jun. 30, 2017	Jun. 30, 2018	Jun. 30, 2017	Mar. 31, 2018	Dec. 31, 2017	Mar. 31, 2017	Dec. 31, 2016
Derivative
Aggregate Fair Value of all Derivative Instruments with Credit Risk-related Contingent Features in a Liability Position	$ 46.7		$ 46.7			$ 52.2
Notional Amount of Derivatives	808.0	$ 1,013.7	808.0	$ 1,013.7	$ 881.2	904.5	$ 1,021.6	$ 1,052.0
Approximate Amount of Net Deferred Gains on Derivative Instruments Expected to be Amortized During the Next Twelve Months			66.7
Component of Derivative Gain (Loss) Excluded from the Assessment of Hedge Effectiveness	1.0		1.0	0.0
Discontinued Hedge Accounting Due to Instrument No Longer Qualifying as Fair Value Hedge	0.0	0.0	0.0	0.0
Credit Risk Contract \| Credit Default Swaps
Derivative
Notional Amount of Derivatives	0.0	70.0	0.0	70.0	0.0	70.0	70.0	70.0
Credit Risk Contract \| Credit Default Swaps \| Not Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives						70.0
Credit Exposure
Derivative
Current Credit Exposure on Derivatives	0.0		0.0
Receive Fixed/Pay Fixed \| Interest Rate Swaps
Derivative
Notional Amount of Derivatives	537.4	591.7	537.4	591.7	556.4	536.5	596.2	616.5
Receive Fixed/Pay Fixed \| Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives	192.6		192.6			192.6
Receive Fixed/Pay Fixed \| Interest Rate Swaps \| Cash Flow Hedging \| Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives	318.4		318.4			343.9
Receive Fixed/Pay Fixed \| Interest Rate Swaps \| Fair Value Hedging \| Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives	26.4		26.4
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	1.1		1.4
Receive Fixed/Pay Variable \| Interest Rate Swaps
Derivative
Notional Amount of Derivatives	250.0	250.0	250.0	250.0	250.0	250.0	250.0	250.0
Receive Fixed/Pay Variable \| Interest Rate Swaps \| Fair Value Hedging \| Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives	250.0		250.0			250.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	0.4	(1.1)	2.8	(0.6)
Receive Variable/Pay Fixed \| Interest Rate Swaps
Derivative
Notional Amount of Derivatives	0.0	102.0	0.0	102.0	$ 48.0	48.0	$ 105.4	105.5
Receive Variable/Pay Fixed \| Interest Rate Swaps \| Not Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives								$ 3.5
Loss on Derivative Contract Termination			0.1
Receive Variable/Pay Fixed \| Interest Rate Swaps \| Fair Value Hedging \| Designated as Hedging Instrument
Derivative
Notional Amount of Derivatives						$ 48.0
Change in Unrealized Gain (Loss) on Fair Value Hedging Instruments	$ 0.1	$ 0.9	$ 0.6	$ 2.0