Investment Securities (Present Value of Expected Cash Flows for Company's Specific Class and Subordinate Classes) (Detail) (USD $) In Thousands, unless otherwise specified	9 Months Ended
	Sep. 30, 2013		Sep. 30, 2012
Pooled Trust #1 [Member]
Pooled Trust Preferred Securities [Line Items]
Book value	$ 3,000		$ 3,000
Fair value	1,400		775
Unrealized loss	(1,600)		(2,225)
Class	B		B
Class face value	35,000		35,000
Present value of expected cash flows for class noted above and all subordinated classes	172,482	[1]	142,581	[1]
Lowest credit rating assigned	D		Ca
Original collateral	623,984		623,984
Performing collateral	393,342		352,028
Actual defaults	41,600		10,000
Actual deferrals	34,300		107,400
Projected future defaults	41,274		80,793
Actual defaults as a % of original collateral	6.70%		1.60%
Actual deferrals as a % of original collateral	5.50%	[2]	17.20%	[2]
Actual defaults and deferrals as a % of original collateral	12.20%		18.80%
Projected future defaults as a % of original collateral	6.60%	[3]	12.90%	[3]
Actual institutions deferring and defaulted as a % of total institutions	16.90%		19.70%
Projected future defaults as a % of performing collateral plus deferrals	9.70%		17.60%
Pooled Trust #2 [Member]
Pooled Trust Preferred Securities [Line Items]
Book value	7,183		7,142
Fair value	3,654		2,609
Unrealized loss	(3,529)		(4,533)
Class	B		B
Class face value	59,409		58,745
Present value of expected cash flows for class noted above and all subordinated classes	194,406	[1]	166,849	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	501,470		501,470
Performing collateral	299,934		293,200
Actual defaults	51,580		51,580
Actual deferrals	98,310		127,690
Projected future defaults	45,777		60,801
Actual defaults as a % of original collateral	10.30%		10.30%
Actual deferrals as a % of original collateral	19.60%	[2]	25.50%	[2]
Actual defaults and deferrals as a % of original collateral	29.90%		35.80%
Projected future defaults as a % of original collateral	9.10%	[3]	12.10%	[3]
Actual institutions deferring and defaulted as a % of total institutions	34.50%		39.30%
Projected future defaults as a % of performing collateral plus deferrals	11.50%		14.40%
Pooled Trust #3 [Member]
Pooled Trust Preferred Securities [Line Items]
Book value	8,116		8,078
Fair value	4,081		2,927
Unrealized loss	(4,035)		(5,151)
Class	B		B
Class face value	89,268		88,449
Present value of expected cash flows for class noted above and all subordinated classes	305,868	[1]	262,974	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	700,535		700,535
Performing collateral	472,261		462,731
Actual defaults	44,000		44,000
Actual deferrals	93,650		138,150
Projected future defaults	49,510		68,916
Actual defaults as a % of original collateral	6.30%		6.30%
Actual deferrals as a % of original collateral	13.40%	[2]	19.70%	[2]
Actual defaults and deferrals as a % of original collateral	19.70%		26.00%
Projected future defaults as a % of original collateral	7.10%	[3]	9.80%	[3]
Actual institutions deferring and defaulted as a % of total institutions	24.60%		34.40%
Projected future defaults as a % of performing collateral plus deferrals	8.70%		11.50%
Pooled Trust #4 [Member]
Pooled Trust Preferred Securities [Line Items]
Book value	6,750		6,750
Fair value	2,309		2,082
Unrealized loss	(4,441)		(4,668)
Class	A2L		A2L
Class face value	45,500		45,500
Present value of expected cash flows for class noted above and all subordinated classes	153,932	[1]	139,918	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	487,680		487,680
Performing collateral	273,488		304,600
Actual defaults	75,357		75,446
Actual deferrals	93,080		83,081
Projected future defaults	$ 42,236		$ 47,451
Actual defaults as a % of original collateral	15.50%		15.50%
Actual deferrals as a % of original collateral	19.10%	[2]	17.00%	[2]
Actual defaults and deferrals as a % of original collateral	34.60%		32.50%
Projected future defaults as a % of original collateral	8.70%	[3]	9.70%	[3]
Actual institutions deferring and defaulted as a % of total institutions	40.90%		38.20%
Projected future defaults as a % of performing collateral plus deferrals	11.50%		12.20%

[1] (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 September 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] (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] (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.