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, 2014		Jun. 30, 2013
Pooled Trust #1 [Member]
Investment [Line Items]
Recorded investment	$ 3,000		$ 3,000
Fair value	1,222		1,272
Unrealized loss	(1,778)		(1,728)
Class	B		B
Class face value	35,000		35,000
Present value of expected cash flows for class noted above and all subordinated classes	170,046	[1]	162,483	[1]
Lowest credit rating assigned	D		D
Original collateral	623,984		623,984
Performing collateral	377,342		358,342
Actual defaults	47,400		30,000
Actual deferrals	28,500		80,900
Projected future defaults	38,438		54,168
Actual defaults as a % of original collateral	7.60%		4.80%
Actual deferrals as a % of original collateral	4.60%	[2]	13.00%	[2]
Actual defaults and deferrals as a % of original collateral	12.20%		17.80%
Projected future defaults as a % of original collateral	6.20%	[3]	8.70%	[3]
Actual institutions deferring and defaulted as a % of total institutions	17.20%		20.00%
Projected future defaults as a % of performing collateral plus deferrals	9.50%		12.30%
Pooled Trust #2 [Member]
Investment [Line Items]
Recorded investment	7,160		7,183
Fair value	3,988		3,231
Unrealized loss	(3,172)		(3,952)
Class	B		B
Class face value	59,724		59,248
Present value of expected cash flows for class noted above and all subordinated classes	199,081	[1]	190,163	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	501,470		501,470
Performing collateral	318,814		279,934
Actual defaults	55,580		51,580
Actual deferrals	75,430		125,810
Projected future defaults	42,129		45,809
Actual defaults as a % of original collateral	11.10%		10.30%
Actual deferrals as a % of original collateral	15.00%	[2]	25.10%	[2]
Actual defaults and deferrals as a % of original collateral	26.10%		35.40%
Projected future defaults as a % of original collateral	8.40%	[3]	9.10%	[3]
Actual institutions deferring and defaulted as a % of total institutions	31.50%		38.20%
Projected future defaults as a % of performing collateral plus deferrals	10.70%		11.30%
Pooled Trust #3 [Member]
Investment [Line Items]
Recorded investment	7,831		8,115
Fair value	4,372		3,798
Unrealized loss	(3,459)		(4,317)
Class	B		B
Class face value	89,651		89,071
Present value of expected cash flows for class noted above and all subordinated classes	326,512	[1]	305,257	[1]
Lowest credit rating assigned	Caa2		Ca
Original collateral	700,535		700,535
Performing collateral	486,061		470,731
Actual defaults	49,000		44,000
Actual deferrals	67,650		96,150
Projected future defaults	44,490		49,876
Actual defaults as a % of original collateral	7.00%		6.30%
Actual deferrals as a % of original collateral	9.70%	[2]	13.70%	[2]
Actual defaults and deferrals as a % of original collateral	16.70%		20.00%
Projected future defaults as a % of original collateral	6.40%	[3]	7.10%	[3]
Actual institutions deferring and defaulted as a % of total institutions	20.60%		26.20%
Projected future defaults as a % of performing collateral plus deferrals	8.00%		8.80%
Pooled Trust #4 [Member]
Investment [Line Items]
Recorded investment	6,750		6,750
Fair value	2,413		2,204
Unrealized loss	(4,337)		(4,546)
Class	A2L		A2L
Class face value	45,500		45,500
Present value of expected cash flows for class noted above and all subordinated classes	159,410	[1]	150,521	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	487,680		487,680
Performing collateral	273,100		281,488
Actual defaults	83,500		77,212
Actual deferrals	65,580		93,080
Projected future defaults	$ 27,172		$ 39,479
Actual defaults as a % of original collateral	17.10%		15.80%
Actual deferrals as a % of original collateral	13.50%	[2]	19.10%	[2]
Actual defaults and deferrals as a % of original collateral	30.60%		34.90%
Projected future defaults as a % of original collateral	5.60%	[3]	8.10%	[3]
Actual institutions deferring and defaulted as a % of total institutions	36.50%		40.90%
Projected future defaults as a % of performing collateral plus deferrals	8.00%		10.50%

[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, 2014 and 2013, 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.