Investment Securities (Present Value of Expected Cash Flows for Company's Specific Class and Subordinate Classes) (Detail) (USD $) In Thousands, unless otherwise specified	6 Months Ended
	Jun. 30, 2013		Jun. 30, 2012
Pooled Trust #1 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B		B
Class face value	$ 35,000		$ 35,000
Book value	3,000		3,000
Fair value	1,272		946
Unrealized loss	(1,728)		(2,054)
Present value of expected cash flows for class noted above and all subordinated classes	162,483		143,300	[1]
Lowest credit rating assigned	D		Ca
Original collateral	623,984		623,984
Performing collateral	358,342		352,028
Actual defaults	30,000		10,000
Actual deferrals	80,900		107,400
Projected future defaults	54,168		75,111
Actual defaults as a % of original collateral	4.80%		1.60%
Actual deferrals as a % of original collateral	13.00%	[2]	17.20%	[2]
Actual defaults and deferrals as a % of original collateral	17.80%		18.80%
Actual institutions deferring and defaulted as a % of total institutions	20.00%		19.70%
Projected future defaults as a % of performing collateral plus deferrals	12.30%		16.30%
Projected future defaults as a % of original collateral	8.70%	[3]	12.00%	[3]
Pooled Trust #2 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B		B
Class face value	59,248		58,557
Book value	7,183		7,119
Fair value	3,231		2,589
Unrealized loss	(3,952)		(4,530)
Present value of expected cash flows for class noted above and all subordinated classes	190,163		168,000	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	501,470		501,470
Performing collateral	279,934		293,200
Actual defaults	51,580		51,580
Actual deferrals	125,810		127,690
Projected future defaults	45,809		61,395
Actual defaults as a % of original collateral	10.30%		10.30%
Actual deferrals as a % of original collateral	25.10%	[2]	25.50%	[2]
Actual defaults and deferrals as a % of original collateral	35.40%		35.80%
Actual institutions deferring and defaulted as a % of total institutions	38.20%		39.30%
Projected future defaults as a % of performing collateral plus deferrals	11.30%		14.60%
Projected future defaults as a % of original collateral	9.10%	[3]	12.20%	[3]
Pooled Trust #3 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B		B
Class face value	89,071		88,203
Book value	8,115		8,055
Fair value	3,798		2,880
Unrealized loss	(4,317)		(5,175)
Present value of expected cash flows for class noted above and all subordinated classes	305,257		261,812	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	700,535		700,535
Performing collateral	470,731		470,731
Actual defaults	44,000		44,000
Actual deferrals	96,150		135,150
Projected future defaults	49,876		68,172
Actual defaults as a % of original collateral	6.30%		6.30%
Actual deferrals as a % of original collateral	13.70%	[2]	19.30%	[2]
Actual defaults and deferrals as a % of original collateral	20.00%		25.60%
Actual institutions deferring and defaulted as a % of total institutions	26.20%		30.40%
Projected future defaults as a % of performing collateral plus deferrals	8.80%		11.30%
Projected future defaults as a % of original collateral	7.10%	[3]	9.70%	[3]
Pooled Trust #4 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	A2L		A2L
Class face value	45,500		45,500
Book value	6,750		6,750
Fair value	2,204		2,047
Unrealized loss	(4,546)		(4,703)
Present value of expected cash flows for class noted above and all subordinated classes	150,521		142,223	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	487,680		487,680
Performing collateral	281,488		304,600
Actual defaults	77,212		74,500
Actual deferrals	93,080		83,080
Projected future defaults	$ 39,479		$ 46,599
Actual defaults as a % of original collateral	15.80%		15.30%
Actual deferrals as a % of original collateral	19.10%	[2]	17.00%	[2]
Actual defaults and deferrals as a % of original collateral	34.90%		32.30%
Actual institutions deferring and defaulted as a % of total institutions	40.90%		38.20%
Projected future defaults as a % of performing collateral plus deferrals	10.50%		12.00%
Projected future defaults as a % of original collateral	8.10%	[3]	9.60%	[3]

[1] Susquehanna determines whether it expects to recover the entire amortized cost basis by comparing the present value of the expected cash flows to be collected with the amortized cost basis. As of June 30, 2013 and 2012, the present value of the current estimated cash flows is equal to or greater than the book value of the trust preferred securities held. Consequently, there is no credit-related other-than-temporary impairment required to be recognized.

[2] Includes current interest deferrals for the quarter for those institutions deferring as of the date of the assessment of the other-than-temporary impairment. Current deferrals are assumed to continue for twenty quarters, the full contractually permitted deferral period, if the institutions are not projected to default prior to that time.

[3] Includes those institutions that are performing but are not projected to continue to perform and includes those institutions that are currently deferring interest that are projected to default, based upon third-party proprietary valuation methodology used to determine future defaults. Creditworthiness of each underlying issue in the collateralized debt obligation is determined using publicly available data.