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, 2014		Sep. 30, 2013
Pooled Trust #1 [Member]
Investment [Line Items]
Recorded investment	$ 3,000		$ 3,000
Fair value	1,308		1,400
Unrealized loss	(1,692)		(1,600)
Class	B		B
Class face value	35,000		35,000
Present value of expected cash flows for class noted above and all subordinated classes	180,717	[1]	172,482	[1]
Lowest credit rating assigned	D		D
Original collateral	623,984		623,984
Performing collateral	384,342		393,342
Actual defaults	40,400		41,600
Actual deferrals	28,500		34,300
Projected future defaults	36,582		41,274
Actual defaults as a % of original collateral	6.50%		6.70%
Actual deferrals as a % of original collateral	4.60%	[2]	5.50%	[2]
Actual defaults and deferrals as a % of original collateral	11.10%		12.20%
Projected future defaults as a % of original collateral	5.90%	[3]	6.60%	[3]
Actual institutions deferring and defaulted as a % of total institutions	15.60%		16.90%
Projected future defaults as a % of performing collateral plus deferrals	8.90%		9.70%
Pooled Trust #2 [Member]
Investment [Line Items]
Recorded investment	6,981		7,183
Fair value	3,967		3,654
Unrealized loss	(3,014)		(3,529)
Class	B		B
Class face value	58,375		59,409
Present value of expected cash flows for class noted above and all subordinated classes	196,316	[1]	194,406	[1]
Lowest credit rating assigned	B3		Ca
Original collateral	501,470		501,470
Performing collateral	318,814		299,934
Actual defaults	55,580		51,580
Actual deferrals	75,430		98,310
Projected future defaults	42,626		45,777
Actual defaults as a % of original collateral	11.10%		10.30%
Actual deferrals as a % of original collateral	15.00%	[2]	19.60%	[2]
Actual defaults and deferrals as a % of original collateral	26.10%		29.90%
Projected future defaults as a % of original collateral	8.50%	[3]	9.10%	[3]
Actual institutions deferring and defaulted as a % of total institutions	31.50%		34.50%
Projected future defaults as a % of performing collateral plus deferrals	10.80%		11.50%
Pooled Trust #3 [Member]
Investment [Line Items]
Recorded investment	7,831		8,116
Fair value	4,428		4,081
Unrealized loss	(3,403)		(4,035)
Class	B		B
Class face value	86,900		89,268
Present value of expected cash flows for class noted above and all subordinated classes	325,424	[1]	305,868	[1]
Lowest credit rating assigned	B1		Ca
Original collateral	700,535		700,535
Performing collateral	478,061		472,261
Actual defaults	29,000		44,000
Actual deferrals	70,650		93,650
Projected future defaults	44,731		49,510
Actual defaults as a % of original collateral	4.10%		6.30%
Actual deferrals as a % of original collateral	10.10%	[2]	13.40%	[2]
Actual defaults and deferrals as a % of original collateral	14.20%		19.70%
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%		24.60%
Projected future defaults as a % of performing collateral plus deferrals	8.20%		8.70%
Pooled Trust #4 [Member]
Investment [Line Items]
Recorded investment	6,750		6,750
Fair value	2,058		2,309
Unrealized loss	(4,692)		(4,441)
Class	A2L		A2L
Class face value	45,500		45,500
Present value of expected cash flows for class noted above and all subordinated classes	167,181	[1]	153,932	[1]
Lowest credit rating assigned	Ca		Ca
Original collateral	487,680		487,680
Performing collateral	268,100		273,488
Actual defaults	83,500		75,357
Actual deferrals	70,580		93,080
Projected future defaults	$ 26,711		$ 42,236
Actual defaults as a % of original collateral	17.10%		15.50%
Actual deferrals as a % of original collateral	14.50%	[2]	19.10%	[2]
Actual defaults and deferrals as a % of original collateral	31.60%		34.60%
Projected future defaults as a % of original collateral	5.50%	[3]	8.70%	[3]
Actual institutions deferring and defaulted as a % of total institutions	38.10%		40.90%
Projected future defaults as a % of performing collateral plus deferrals	7.90%		11.50%

[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 September 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.