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, 2012		Sep. 30, 2011
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	775		1,742
Unrealized loss	(2,225)		(1,258)
Present value of expected cash flows for class noted above and all subordinated classes	142,581	[1]	161,233
Lowest credit rating assigned	Ca		CCC-
Original collateral	623,984		623,984
Performing collateral	352,028		371,728
Actual defaults	10,000		3,000
Actual deferrals	107,400		97,400
Projected future defaults	80,793		68,392
Actual defaults as a % of original collateral	1.60%		0.50%
Actual deferrals as a % of original collateral	17.20%	[2]	15.60%
Actual defaults and deferrals as a % of original collateral	18.80%		16.10%
Projected future defaults as a % of original collateral	12.90%		11.00%	[3]
Actual institutions deferring and defaulted as a % of total institutions	19.70%		16.40%
Projected future defaults as a % of performing collateral plus deferrals	17.60%		14.60%
Pooled Trust #2 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B		B
Class face value	58,745		57,995
Book value	7,142		7,051
Fair value	2,609		3,637
Unrealized loss	(4,533)		(3,414)
Present value of expected cash flows for class noted above and all subordinated classes	166,849	[1]	165,727
Lowest credit rating assigned	Ca		Caa3
Original collateral	501,470		501,470
Performing collateral	293,200		300,200
Actual defaults	51,580		42,580
Actual deferrals	127,690		129,690
Projected future defaults	60,801		79,609
Actual defaults as a % of original collateral	10.30%		8.50%
Actual deferrals as a % of original collateral	25.50%	[2]	25.90%
Actual defaults and deferrals as a % of original collateral	35.80%		34.40%
Projected future defaults as a % of original collateral	12.10%		15.90%	[3]
Actual institutions deferring and defaulted as a % of total institutions	39.30%		37.50%
Projected future defaults as a % of performing collateral plus deferrals	14.40%		18.50%
Pooled Trust #3 [Member]
Pooled Trust Preferred Securities [Line Items]
Class	B		B
Class face value	88,449		87,498
Book value	8,078		7,991
Fair value	2,927		4,076
Unrealized loss	(5,151)		(3,915)
Present value of expected cash flows for class noted above and all subordinated classes	262,974	[1]	279,813
Lowest credit rating assigned	Ca		Ca
Original collateral	700,535		700,535
Performing collateral	462,731		507,281
Actual defaults	44,000		93,500
Actual deferrals	138,150		98,900
Projected future defaults	68,916		56,912
Actual defaults as a % of original collateral	6.30%		13.30%
Actual deferrals as a % of original collateral	19.70%	[2]	14.10%
Actual defaults and deferrals as a % of original collateral	26.00%		27.40%
Projected future defaults as a % of original collateral	9.80%		8.10%	[3]
Actual institutions deferring and defaulted as a % of total institutions	34.40%		31.10%
Projected future defaults as a % of performing collateral plus deferrals	11.50%		9.40%
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	2,082		3,285
Unrealized loss	(4,668)		(3,465)
Present value of expected cash flows for class noted above and all subordinated classes	139,918	[1]	140,625
Lowest credit rating assigned	Ca		CCC-
Original collateral	487,680		487,680
Performing collateral	304,600		314,700
Actual defaults	75,446		71,500
Actual deferrals	83,081		83,480
Projected future defaults	$ 47,451		$ 52,151
Actual defaults as a % of original collateral	15.50%		14.70%
Actual deferrals as a % of original collateral	17.00%	[2]	17.10%
Actual defaults and deferrals as a % of original collateral	32.50%		31.80%
Projected future defaults as a % of original collateral	9.70%		10.70%	[3]
Actual institutions deferring and defaulted as a % of total institutions	38.20%		38.60%
Projected future defaults as a % of performing collateral plus deferrals	12.20%		13.10%

[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, 2012 and 2011, 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.