10-Q

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, DC 20549

FORM 10-Q

(Mark One)

x QUARTERLY REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES
EXCHANGE ACT OF 1934

For the quarterly period ended June 30, 2013

OR

¨ TRANSITION REPORT PURSUANT TO SECTION 13 OR 15(d) OF THE SECURITIES
EXCHANGE ACT OF 1934

For the transition period from            To                    

Commission file number 0-12508

S&T BANCORP, INC.

(Exact name of registrant as specified in its charter)

Pennsylvania	25-1434426
(State or other jurisdiction of incorporation or organization)	(IRS Employer Identification No.)
800 Philadelphia Street, Indiana, PA	15701
(Address of principal executive offices)	(zip code)

800-325-2265

(Registrant’s telephone number, including area code)

Not Applicable

(Former name, former address, and former fiscal year, if changed since last report)

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.    Yes  x    No  ¨

Indicate by check mark whether the registrant has submitted electronically and posted on its corporate Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (Section 232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files).    Yes  x    No  ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See the definition of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act.

Large accelerated filer	¨	Accelerated filer	x
Non-accelerated filer	¨ (Do not check if a smaller reporting company)	Smaller reporting company	¨

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act). Yes ¨ No x

APPLICABLE ONLY TO CORPORATE ISSUERS:

Indicate the number of shares outstanding of each of the issuer’s classes of common stock, as of the latest practical date.

Common Stock, $2.50 Par Value - 29,738,305 shares as of July 22, 2013

INDEX

S&T BANCORP, INC. AND SUBSIDIARIES

		Page No.
PART I. FINANCIAL INFORMATION
Item 1.	Financial Statements
	Consolidated Balance Sheets – June 30, 2013 and December 31, 2012		3
	Consolidated Statements of Comprehensive Income – Three and Six Months Ended June 30, 2013 and 2012		4
	Consolidated Statements of Changes in Shareholders’ Equity – Six Months Ended June 30, 2013 and 2012		5
	Consolidated Statements of Cash Flows – Six Months Ended June 30, 2013 and 2012		6
	Notes to Consolidated Financial Statements		7-34
Item 2.	Management’s Discussion and Analysis of Financial Condition and Results of Operations		35-52
Item 3.	Quantitative and Qualitative Disclosures about Market Risk		52-53
Item 4.	Controls and Procedures		53
PART II. OTHER INFORMATION
Item 1.	Legal Proceedings		54
Item 1A.	Risk Factors		54
Item 2.	Unregistered Sales of Equity Securities and Use of Proceeds		54
Item 3.	Defaults Upon Senior Securities		54
Item 4.	Mine Safety Disclosures		54
Item 5.	Other Information		54
Item 6.	Exhibits		54
	Signatures		55

2

S&T BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED BALANCE SHEETS

	June 30, 2013			December 31, 2012
(dollars in thousands, except share and per share data)	(Unaudited)			(Audited)
ASSETS
Cash and due from banks, including interest-bearing deposits of $191,005 and $257,116 at June 30, 2013 and December 31, 2012, respectively	$	247,432		$	337,711
Securities available-for-sale, at fair value		479,821			452,266
Loans held for sale		3,185			22,499
Portfolio loans, net of unearned income		3,443,233			3,346,622
Allowance for loan losses		(46,105	)		(46,484	)
Portfolio loans, net		3,397,128			3,300,138
Bank owned life insurance		59,535			58,619
Premises and equipment, net		37,473			38,676
Federal Home Loan Bank and other restricted stock, at cost		13,959			15,315
Goodwill		175,820			175,733
Other intangible assets, net		4,506			5,350
Other assets		109,900			120,395
Total Assets	$	4,528,759		$	4,526,702
LIABILITIES
Deposits:
Noninterest-bearing demand	$	947,747		$	960,980
Interest-bearing demand		297,028			316,760
Money market		329,065			361,233
Savings		1,003,705			965,571
Certificates of deposit		1,071,083			1,033,884
Total Deposits		3,648,628			3,638,428
Securities sold under repurchase agreements		74,151			62,582
Short-term borrowings		125,000			75,000
Long-term borrowings		22,965			34,101
Junior subordinated debt securities		45,619			90,619
Other liabilities		65,544			88,550
Total Liabilities		3,981,907			3,989,280
SHAREHOLDERS’ EQUITY
Common stock ($2.50 par value) Authorized—50,000,000 shares Issued—31,197,365 shares at June 30, 2013 and December 31, 2012 Outstanding—29,738,305 shares at June 30, 2013 and 29,732,209 shares at December 31, 2012		77,993			77,993
Additional paid-in capital		77,672			77,458
Retained earnings		453,258			436,039
Accumulated other comprehensive loss		(21,795	)		(13,582	)
Treasury stock (1,459,060 shares at June 30, 2013 and 1,465,156 shares at December 31, 2012, at cost)		(40,276	)		(40,486	)
Total Shareholders’ Equity		546,852			537,422
Total Liabilities and Shareholders’ Equity	$	4,528,759		$	4,526,702

See Notes to Consolidated Financial Statements

3

S&T BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME

(Unaudited)

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands, except per share data)	2013		2012		2013		2012
INTEREST INCOME
Loans, including fees	$	35,765	$	36,596	$	70,810	$	72,933
Investment securities:
Taxable		1,879		1,887		3,742		3,831
Tax-exempt		815		778		1,648		1,531
Dividends		94		109		196		215
Total Interest Income		38,553		39,370		76,396		78,510
INTEREST EXPENSE
Deposits		2,951		4,475		6,153		9,226
Borrowings and junior subordinated debt securities		1,006		1,076		1,978		2,144
Total Interest Expense		3,957		5,551		8,131		11,370
NET INTEREST INCOME		34,596		33,819		68,265		67,140
Provision for loan losses		1,023		7,023		3,330		16,296
Net Interest Income After Provision for Loan Losses		33,573		26,796		64,935		50,844
NONINTEREST INCOME
Securities gains, net		—		6		2		846
Debit and credit card fees		3,150		2,839		5,601		5,506
Wealth management fees		2,820		2,577		5,396		4,996
Service charges on deposit accounts		2,495		2,432		4,943		4,841
Insurance fees		1,643		1,519		3,418		3,210
Mortgage banking		911		705		1,393		1,376
Gain on sale of merchant card servicing business		—		—		3,093		—
Other		1,848		2,453		3,827		4,826
Total Noninterest Income		12,867		12,531		27,673		25,601
NONINTEREST EXPENSE
Salaries and employee benefits		14,725		14,641		30,792		31,113
Data processing		2,137		2,195		4,801		5,436
Net occupancy		1,958		1,832		4,127		3,616
Furniture and equipment		1,230		1,209		2,538		2,447
Professional services and legal		1,171		1,208		2,145		3,108
Other taxes		915		777		1,914		1,551
Marketing		793		655		1,482		1,397
FDIC assessment		707		719		1,483		1,327
Other		4,750		6,108		10,720		12,132
Total Noninterest Expense		28,386		29,344		60,002		62,127
Income Before Taxes		18,054		9,983		32,606		14,318
Provision for income taxes		3,951		1,383		6,173		2,238
Net Income	$	14,103	$	8,600	$	26,433	$	12,080
Earnings per share—basic	$	0.47	$	0.30	$	0.89	$	0.42
Earnings per share—diluted	$	0.47	$	0.30	$	0.89	$	0.42
Dividends declared per share	$	0.15	$	0.15	$	0.30	$	0.30
Comprehensive Income	$	6,651	$	9,297	$	18,220	$	12,799

See Notes to Consolidated Financial Statements

4

S&T BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS’ EQUITY

(Unaudited)

(dollars in thousands, except share and per share data)	Common Stock		Additional Paid-in Capital			Retained Earnings			Accumulated Other Comprehensive Income (Loss)			Treasury Stock			Total
Balance at January 1, 2012	$	74,285	$	52,637		$	421,468		$	(14,108	)	$	(43,756	)	$	490,526
Net income for six months ended June 30, 2012							12,080									12,080
Other comprehensive income (loss), net of tax										719						719
Cash dividends declared ($0.30 per share)							(8,556	)								(8,556	)
Common stock issued in acquisition (690,273 shares)		1,726		12,755												14,481
Treasury stock issued for restricted awards (118,030 shares, net of 3,863 forfeitures)							(2,261	)					3,174			913
Recognition of restricted stock compensation expense				443												443
Tax expense from stock-based compensation				(30	)											(30	)
Balance at June 30, 2012	$	76,011	$	65,805		$	422,731		$	(13,389	)	$	(40,582	)	$	510,576
Balance at January 1, 2013	$	77,993	$	77,458		$	436,039		$	(13,582	)	$	(40,486	)	$	537,422
Net income for six months ended June 30, 2013							26,433									26,433
Other comprehensive (loss) income, net of tax										(8,213	)					(8,213	)
Cash dividends declared ($0.30 per share)							(8,918	)								(8,918	)
Treasury stock issued for restricted awards (22,189 shares, net of 16,093 forfeitures)							(296	)					210			(86	)
Recognition of restricted stock compensation expense				261												261
Tax expense from stock-based compensation				(47	)											(47	)
Balance at June 30, 2013	$	77,993	$	77,672		$	453,258		$	(21,795	)	$	(40,276	)	$	546,852

See Notes to Consolidated Financial Statements

5

S&T BANCORP, INC. AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF CASH FLOWS

(Unaudited)

	Six Months Ended June 30,
(dollars in thousands)	2013			2012
OPERATING ACTIVITIES
Net income	$	26,433		$	12,080
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan losses		3,330			16,296
Provision for unfunded loan commitments		302			907
Depreciation and amortization		3,061			3,461
Net amortization of discounts and premiums		1,776			1,004
Stock-based compensation expense		254			478
Securities gains, net		(2	)		(846	)
Net gain on sale of merchant card servicing business		(3,093	)		—
Tax expense from stock-based compensation		47			30
Mortgage loans originated for sale		(37,706	)		(37,503	)
Proceeds from the sale of loans		57,667			38,676
Gain on the sale of loans, net		(647	)		(599	)
Net (increase) decrease in interest receivable		(1,222	)		915
Net decrease in interest payable		(1,241	)		(451	)
Net decrease in other assets		17,243			3,776
Net (decrease) increase in other liabilities		(20,981	)		4,187
Net Cash Provided by Operating Activities		45,221			42,411
INVESTING ACTIVITIES
Purchases of securities available-for-sale		(66,495	)		(53,281	)
Proceeds from maturities, prepayments and calls of securities available-for-sale		23,240			50,194
Proceeds from sales of securities available-for-sale		94			63,004
Net proceeds from the redemption of Federal Home Loan Bank stock		1,356			1,850
Net (increase) decrease in loans		(103,846	)		44,402
Purchases of premises and equipment		(1,400	)		(1,562	)
Proceeds from the sale of premises and equipment		576			28
Net cash acquired from bank acquisitions		—			4,859
Proceeds from the sale of merchant card servicing business		4,750			—
Net Cash (Used in) Provided by Investing Activities		(141,725	)		109,494
FINANCING ACTIVITIES
Net (decrease) increase in core deposits		(26,999	)		127,656
Net increase (decrease) in certificates of deposit		36,842			(151,887	)
Net increase in securities sold under repurchase agreements		11,569			16,370
Net increase in short-term borrowings		50,000			—
Proceeds from long-term borrowings		—			4,311
Repayments of long-term borrowings		(11,136	)		(7,964	)
Repayment of junior subordinated debt		(45,000	)		—
Purchase of treasury shares		(86	)		(49	)
Sale of treasury shares		—			962
Cash dividends paid to common shareholders		(8,918	)		(8,556	)
Tax expense from stock-based compensation		(47	)		(30	)
Net Cash Provided by (Used in) Financing Activities		6,225			(19,187	)
Net (decrease) increase in cash and cash equivalents		(90,279	)		132,718
Cash and cash equivalents at beginning of period		337,711			270,526
Cash and Cash Equivalents at End of Period	$	247,432		$	403,244
Supplemental Disclosures
Interest paid	$	9,372		$	11,821
Income taxes paid, net of refunds		5,155			—
Net assets acquired from Mainline, excluding cash and cash equivalents		—			3,817
Transfers to other real estate owned and other repossessed assets	$	180		$	469

See Notes to Consolidated Financial Statements

6

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

NOTE 1. BASIS OF PRESENTATION

Principals of Consolidation

The interim Consolidated Financial Statements include the accounts of S&T Bancorp, Inc., or S&T, and its wholly owned subsidiaries. All significant intercompany transactions have been eliminated in consolidation. Investments of 20 percent to 50 percent of the outstanding common stock of investees are accounted for using the equity method of accounting.

Basis of Presentation

The accompanying unaudited interim Consolidated Financial Statements of S&T have been prepared in accordance with generally accepted accounting principles, or GAAP, in the United States for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with our annual report on Form 10-K for the year ended December 31, 2012, filed with the Securities and Exchange Commission, or SEC, on February 25, 2013. In the opinion of management, the accompanying interim financial information reflects all adjustments, including normal recurring adjustments, necessary to present fairly S&T’s financial position and the results of operations for each of the interim periods presented. Results of operations for interim periods are not necessarily indicative of the results of operations that may be expected for a full year or any future period.

Reclassification

Certain amounts in the prior periods’ financial statements and footnotes have been reclassified to conform to the current period’s presentation. The reclassifications had no significant effect on our results of operations or financial condition.

Use of Estimates

The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates.

Recently Adopted Accounting Standards Updates

Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income

In February 2013, the Financial Accounting Standards Board, or FASB, issued Accounting Standards Update, or ASU, No. 2013-02, Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income. ASU 2013-02 requires reporting the effect of significant reclassifications out of accumulated other comprehensive income by component on the respective line items in the income statement parenthetically or in the notes to the financial statements if the amounts being reclassified are required under GAAP to be reclassified in their entirety to net income. This ASU is effective for public companies prospectively for fiscal years, and interim periods within those years, beginning after December 15, 2012 and early adoption is permitted. We have elected the option of reporting in the notes to the financial statements. The adoption of ASU 2013-02 impacted only our disclosures and did not have an impact on our results of operations or financial position.

Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities

In January 2013, the FASB issued ASU No. 2013-01, Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities in order to clarify the scope of ASU 2011-11, Disclosures About Offsetting Assets and Liabilities, issued in December 2011. ASU 2011-11 required entities to disclose both gross and net information about instruments and transactions eligible for offset in the statement of financial position and instruments and transactions subject to an agreement similar to a master netting arrangement. This ASU was issued to allow investors to better compare financial statements prepared under GAAP with financial statements prepared under International Financial Reporting Standards, or IFRS. ASU 2013-01 clarified that ASU 2011-11 applies to derivatives, sale and repurchase agreements and reverse sale of repurchase agreements, and securities borrowing and securities lending arrangements, but does not apply to standard commercial contracts allowing either party to net in the event of default or to broker-dealer unsettled regular-way trades. Both ASUs are effective for public companies retrospectively for fiscal years, and interim periods within those years, beginning on or after January 1, 2013. The adoption of ASU 2013-01 and ASU 2011-11 impacted only our disclosures and did not have an impact on our results of operations or financial position.

7

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 1. BASIS OF PRESENTATION – continued

Recently Issued Accounting Standards Updates not yet Adopted

Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation is Fixed at the Reporting Date

In February 2013, the FASB issued ASU No. 2013-04, Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation is Fixed at the Reporting Date. The ASU requires the measurement of obligations resulting from joint and several liability arrangements for which the total amount of the obligation is fixed at the reporting date as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement with its co-obligors as well as any additional amount that the entity expects to pay on behalf of its co-obligors. The new standard is effective retrospectively for fiscal years and interim periods within those years, beginning after December 15, 2013, and early adoption is permitted. The adoption of this ASU is not expected to have a material impact on our results of operations or financial position.

Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Tax Credit Carryforward Exists

In July 2013, the FASB issued ASU No. 2013-11, Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Tax Credit Carryforward Exists. The ASU requires that entities should present an unrecognized tax benefit as a reduction of the deferred tax asset for a net operating loss, or NOL, or similar tax loss or tax credit carryforward rather than as a liability when the uncertain tax position would reduce the NOL or other carryforward under the tax law. No new disclosures will be necessary. The new standard is effective for fiscal years, and interim periods within those years, beginning after December 15, 2013, and should be applied prospectively to all unrecognized tax benefits that exist at the effective date. Retrospective application is permitted. The adoption of this ASU is expected to impact the presentation of our statement of financial position, but is not expected to have any impact on our results of operations.

NOTE 2. EARNINGS PER SHARE

The following table reconciles the numerators and denominators of basic earnings per share with that of diluted earnings per share for the periods presented:

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands, except shares and per share data)	2013		2012		2013		2012
Numerator for Earnings per Share—Basic:
Net income	$	14,103	$	8,600	$	26,433	$	12,080
Less: Income allocated to participating shares		36		37		81		55
Net Income Allocated to Shareholders	$	14,067	$	8,563	$	26,352	$	12,025
Numerator for Earnings per Share—Diluted:
Net income	$	14,103	$	8,600	$	26,433	$	12,080
Net Income Available to Shareholders	$	14,103	$	8,600	$	26,433	$	12,080
Denominators:
Weighted Average Shares Outstanding—Basic		29,654,018		28,791,207		29,637,825		28,485,810
Add: Dilutive potential shares		23,858		19,547		41,319		29,993
Denominator for Treasury Stock Method—Diluted		29,677,876		28,810,754		29,679,144		28,515,803
Weighted Average Shares Outstanding—Basic		29,654,018		28,791,207		29,637,825		28,485,810
Add: Average participating shares outstanding		74,994		123,522		91,530		129,707
Denominator for Two-Class Method—Diluted		29,729,012		28,914,729		29,729,355		28,615,517
Earnings per share—basic	$	0.47	$	0.30	$	0.89	$	0.42
Earnings per share—diluted	$	0.47	$	0.30	$	0.89	$	0.42
Warrants considered anti-dilutive excluded from dilutive potential shares		517,012		517,012		517,012		517,012
Stock options considered anti-dilutive excluded from dilutive potential shares		629,570		750,653		642,499		752,770
Restricted stock considered anti-dilutive excluded from dilutive potential shares		51,136		66,422		50,211		64,673

8

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 3. FAIR VALUE MEASUREMENTS

We use fair value measurements when recording and disclosing certain financial assets and liabilities. Securities available-for-sale, trading assets and derivatives are recorded at fair value on a recurring basis. Additionally, from time to time, we may be required to record other assets at fair value on a nonrecurring basis, such as loans held for sale, impaired loans, other real estate owned, or OREO, mortgage servicing rights, or MSRs, and certain other assets.

Fair value is the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants at the measurement date. An orderly transaction is a transaction that assumes exposure to the market for a period prior to the measurement date to allow for marketing activities that are usual and customary for transactions involving such assets or liabilities; it is not a forced transaction. In determining fair value, we use various valuation approaches, including market, income and cost approaches. The fair value standard establishes a hierarchy for inputs used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used when available. Observable inputs are inputs that market participants would use in pricing an asset or liability, which is developed, based on market data we have obtained from independent sources. Unobservable inputs reflect our estimate of assumptions that market participants would use in pricing an asset or liability, which are developed based on the best information available in the circumstances.

The fair value hierarchy gives the highest priority to unadjusted quoted market prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). The fair value hierarchy is broken down into three levels based on the reliability of inputs as follows:

Level 1: valuation is based upon unadjusted quoted market prices for identical instruments traded in active markets.

Level 2: valuation is based upon quoted market prices for similar instruments traded in active markets, quoted market prices for identical or similar instruments traded in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market or can be corroborated by market data.

Level 3: valuation is derived from other valuation methodologies, including discounted cash flow models and similar techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in determining fair value.

A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. Our policy is to recognize transfers between any of the fair value hierarchy levels at the end of the reporting period in which the transfer occurred.

The following are descriptions of the valuation methodologies that we use for financial instruments recorded at fair value on either a recurring or nonrecurring basis.

Recurring Basis

Securities Available-for-Sale

Securities available-for-sale include both debt and equity securities. We obtain fair values for debt securities from a third-party pricing service, which utilizes several sources for valuing fixed-income securities. We validate prices received from our pricing service through comparison to a secondary pricing service and broker quotes. We review the methodologies of the pricing service which provides us with a sufficient understanding of the valuation models, assumptions, inputs and pricing to reasonably measure the fair value of our securities. The market evaluation sources for debt securities include observable inputs rather than significant unobservable inputs and are classified as Level 2. The service provider utilizes pricing models that vary by asset class and include available trade, bid and other market information. Generally, the methodologies include broker quotes, proprietary models, vast descriptive terms and conditions databases, as well as extensive quality control programs.

Marketable equity securities that have an active, quotable market are classified as Level 1. Marketable equity securities that are quotable, but are thinly traded or inactive, are classified as Level 2 and securities that are not readily traded and do not have a quotable market are classified as Level 3.

Trading Assets

We use quoted market prices to determine the fair value of our trading assets. Our trading assets are held in a Rabbi Trust under a deferred compensation plan and are invested in readily quoted mutual funds. Accordingly, these assets are classified as Level 1.

Derivative Financial Instruments

We use derivative instruments including interest rate swaps for commercial loans with our customers and we sell mortgage loans in the secondary market and enter into interest rate lock commitments. We calculate the fair value for derivatives using widely accepted valuation techniques, including discounted cash flow analysis on the expected cash flows of each derivative. Each valuation considers the contractual terms of the derivative, including the period to maturity and uses observable market based inputs, such as interest rate curves and implied volatilities. Accordingly, derivatives are classified as Level 2. We incorporate credit valuation

9

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 3. FAIR VALUE MEASUREMENTS – continued

adjustments into the valuation models to appropriately reflect both our own nonperformance risk and the respective counterparty’s nonperformance risk in calculating fair value measurements. In adjusting the fair value of our derivative contracts for the effect of nonperformance risk, we have considered the impact of netting and any applicable credit enhancements and collateral postings.

Nonrecurring Basis

Loans Held for Sale

Loans held for sale consist of 1-4 family residential loans originated for sale in the secondary market and, from time to time, certain loans transferred from the loan portfolio to loans held for sale, all of which are carried at the lower of cost or fair value. The fair value of 1-4 family residential loans is based on the principal or most advantageous market currently offered for similar loans using observable market data. The fair value of the loans transferred from the loan portfolio is based on the amounts offered for these loans in currently pending sales transactions. Loans held for sale carried at fair value are classified as Level 3.

Impaired Loans

Impaired loans are carried at the lower of carrying value or fair value. Fair value is determined as the recorded investment balance less any specific reserve. We establish a specific reserve based on the following three impairment methods: 1) the present value of expected future cash flows discounted at the loan’s original effective interest rate, 2) the loan’s observable market price or 3) the fair value of the collateral less estimated selling costs when the loan is collateral dependent and we expect to liquidate the collateral. However, if repayment is expected to come from the operation of the collateral, rather than liquidation, then we do not consider estimated selling costs in determining the fair value of the collateral. Collateral values are generally based upon appraisals by approved, independent state certified appraisers.

Appraisals may be discounted based on our historical knowledge, changes in market conditions from the time of appraisal or our knowledge of the borrower and the borrower’s business. Impaired loans carried at fair value are classified as Level 3.

OREO and Other Repossessed Assets

OREO and other repossessed assets obtained in partial or total satisfaction of a loan are recorded at the lower of recorded investment in the loan or fair value less cost to sell. Subsequent to foreclosure, these assets are carried at the lower of the amount recorded at acquisition date or fair value less cost to sell. Accordingly, it may be necessary to record nonrecurring fair value adjustments. Fair value, when recorded, is generally based upon appraisals by approved, independent state certified appraisers. Like impaired loans, appraisals on OREO may be discounted based on our historical knowledge, changes in market conditions from the time of appraisal or other information available to us. OREO and other repossessed assets are classified as Level 3.

Mortgage Servicing Rights

The fair value of MSRs is determined by calculating the present value of estimated future net servicing cash flows, considering expected mortgage loan prepayment rates, discount rates, servicing costs and other economic factors, which are determined based on current market conditions. The expected rate of mortgage loan prepayments is the most significant factor driving the value of MSRs. If the carrying value of MSRs exceeds fair value, they are considered impaired. As the valuation model includes significant unobservable inputs, MSRs are classified as Level 3 within the fair value hierarchy.

Other Assets

We measure certain other assets at fair value on a nonrecurring basis. Fair value is based on the application of lower of cost or fair value accounting, or write-downs of individual assets. Valuation methodologies used to measure fair value are consistent with overall principles of fair value accounting and consistent with those described above.

Financial Instruments

In addition to financial instruments recorded at fair value in our financial statements, fair value accounting guidance requires disclosure of the fair value of all of an entity’s assets and liabilities that are considered financial instruments. The majority of our assets and liabilities are considered financial instruments. Many of these instruments lack an available trading market as characterized by a willing buyer and willing seller engaged in an exchange transaction. Also, it is our general practice and intent to hold our financial instruments to maturity and to not engage in trading or sales activities with respect to such financial instruments. For fair value disclosure purposes, we substantially utilize the fair value measurement criteria as required and explained above. In cases where quoted fair values are not available, we use present value methods to determine the fair value of our financial instruments.

10

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 3. FAIR VALUE MEASUREMENTS – continued

Cash and Cash Equivalents and Other Short-Term Assets

The carrying amounts reported in the Consolidated Balance Sheets for cash and due from banks, including interest-bearing deposits, approximate fair value.

Loans

The fair value of variable rate performing loans is based on carrying values adjusted for credit risk. The fair value of fixed rate performing loans is estimated using discounted cash flow analyses, utilizing interest rates currently being offered for loans with similar terms, adjusted for credit risk. The fair value of nonperforming loans is based on their carrying values less any specific reserve. The carrying amount of accrued interest approximates fair value.

Bank Owned Life Insurance

Fair value approximates net cash surrender value.

Deposits

The fair values disclosed for deposits without defined maturities (e.g., noninterest and interest-bearing demand, money market and savings accounts) are by definition equal to the amounts payable on demand. The carrying amounts for variable rate, fixed-term time deposits approximate their fair values. Estimated fair values for fixed rate and other time deposits are based on discounted cash flow analysis using interest rates currently offered for time deposits with similar terms. The carrying amount of accrued interest approximates fair value.

Short-Term Borrowings

The carrying amounts of securities sold under repurchase agreements, federal funds purchased and other short-term borrowings approximate their fair values.

Long-Term Borrowings

The fair values disclosed for fixed rate long-term borrowings are determined by discounting their contractual cash flows using current interest rates for long-term borrowings of similar remaining maturities. The carrying amounts of variable rate long-term borrowings approximate their fair values.

Junior Subordinated Debt Securities

The variable rate junior subordinated debt securities reprice quarterly and the fair values are based on the carrying values.

Loan Commitments and Standby Letters of Credit

Off-balance sheet financial instruments consist of commitments to extend credit and letters of credit. Except for interest rate lock commitments, estimates of the fair value of these off-balance sheet items are not made because of the short-term nature of these arrangements and the credit standing of the counterparties.

Other

Estimates of fair value are not made for items that are not defined as financial instruments, including such items as our core deposit intangibles and the value of our trust operations.

11

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 3. FAIR VALUE MEASUREMENTS – continued

The following tables present our assets and liabilities that are measured at fair value on a recurring basis by fair value hierarchy level at June 30, 2013 and December 31, 2012. There were no transfers between Level 1 and Level 2 for items measured at fair value on a recurring basis during the periods presented.

	June 30, 2013
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Securities available-for-sale:
Obligations of U.S. government corporations and agencies	$	—	$	232,856	$	—	$	232,856
Collateralized mortgage obligations of U.S. government corporations and agencies		—		47,336		—		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		—		53,687		—		53,687
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		30,547		—		30,547
Obligations of states and political subdivisions		—		106,320		—		106,320
Marketable equity securities		188		8,887		—		9,075
Total securities available-for-sale		188		479,633		—		479,821
Trading securities held in a Rabbi Trust		3,063		—		—		3,063
Total securities		3,251		479,633		—		482,884
Derivative financial assets:
Interest rate swaps		—		15,396		—		15,396
Forward sale contracts		—		357		—		357
Total Assets	$	3,251	$	495,386	$	—	$	498,637
LIABILITIES
Derivative financial liabilities:
Interest rate swaps	$	—	$	15,327	$	—	$	15,327
Interest rate lock commitments		—		25		—		25
Total Liabilities	$	—	$	15,352	$	—	$	15,352

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S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 3. FAIR VALUE MEASUREMENTS – continued 

	December 31, 2012
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Securities available-for-sale:
Obligations of U.S. government corporations and agencies	$	—	$	212,066	$	—	$	212,066
Collateralized mortgage obligations of U.S. government corporations and agencies		—		57,896		—		57,896
Residential mortgage-backed securities of U.S. government corporations and agencies		—		50,623		—		50,623
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		10,158		—		10,158
Obligations of states and political subdivisions		—		112,767		—		112,767
Marketable equity securities		140		8,316		300		8,756
Total securities available-for-sale		140		451,826		300		452,266
Trading securities held in a Rabbi Trust		2,223		—		—		2,223
Total securities		2,363		451,826		300		454,489
Derivative financial assets:
Interest rate swaps		—		23,748		—		23,748
Interest rate lock commitments		—		467		—		467
Total Assets	$	2,363	$	476,041	$	300	$	478,704
LIABILITIES
Derivative financial liabilities:
Interest rate swaps	$	—	$	23,522	$	—	$	23,522
Forward sale contracts		—		48		—		48
Total Liabilities	$	—	$	23,570	$	—	$	23,570

We classify financial instruments as Level 3 when valuation models are used because significant inputs are not observable in the market. The following table presents the changes in assets measured at fair value on a recurring basis for which we have utilized Level 3 inputs to determine the fair value:

	Three Months Ended June 30,					Six Months Ended June 30,
(dollars in thousands)	2013			2012		2013			2012
Balance at beginning of period	$	312		$	500	$	300		$	462
Total gains included in other comprehensive income		32			56		44			94
Net purchases, sales, issuances and settlements		—			—		—			—
Transfers out of Level 3		(344	)		—		(344	)		—
Balance at end of period	$	—		$	556	$	—		$	556

(1) Changes in estimated fair value of available-for-sale investments are recorded in accumulated other comprehensive income/loss, while realized gains and losses from sales are recorded in security gains (losses), net in the Consolidated Statements of Comprehensive Income.

The $0.3 million transfer out of Level 3 moved into Level 2 as a result of an initial public offering. There were no Level 3 liabilities measured at fair value on a recurring basis for any of the periods presented.

We may be required to measure certain assets and liabilities on a nonrecurring basis. The following tables present our assets that are measured at estimated fair value on a nonrecurring basis by the fair value hierarchy level at June 30, 2013 and December 31, 2012. There were no liabilities measured at estimated fair value on a nonrecurring basis during these periods. Loans held for sale are recorded at the lower of cost or fair value. At December 31, 2012, we had no loans held for sale that were recorded at fair value.

	June 30, 2013
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Loans held for sale	$	—	$	—	$	3,185	$	3,185
Impaired loans		—		—		24,565		24,565
Other real estate owned		—		—		178		178
Mortgage servicing rights		—		—		2,689		2,689
Total Assets	$	—	$	—	$	30,462	$	30,462

	December 31, 2012
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Impaired loans	$	—	$	—	$	44,059	$	44,059
Other real estate owned		—		—		585		585
Mortgage servicing rights		—		—		2,106		2,106
Total Assets	$	—	$	—	$	46,750	$	46,750

13

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 3. FAIR VALUE MEASUREMENTS – continued

The carrying values and fair values of our financial instruments at June 30, 2013 and December 31, 2012 are presented in the following tables:

			Fair Value Measurements at June 30, 2013
(dollars in thousands)	Carrying Value(1)		Total		Level 1		Level 2		Level 3
ASSETS
Cash and due from banks, including interest-bearing deposits	$	247,432	$	247,432	$	247,432	$	—	$	—
Securities available-for-sale		479,821		479,821		188		479,633		—
Loans held for sale		3,185		3,185		—		—		3,185
Portfolio loans, net of unearned income		3,443,233		3,426,036		—		—		3,426,036
Bank owned life insurance		59,535		59,535		—		59,535		—
FHLB and other restricted stock		13,959		13,959		—		—		13,959
Trading securities held in a Rabbi Trust		3,063		3,063		3,063		—		—
Mortgage servicing rights		2,689		2,689		—		—		2,689
Interest rate swaps		15,396		15,396		—		15,396		—
Forward sale contracts		357		357		—		357		—
LIABILITIES
Deposits	$	3,648,628	$	3,651,607	$	—	$	—	$	3,651,607
Securities sold under repurchase agreements		74,151		74,151		—		—		74,151
Short-term borrowings		125,000		125,000		—		—		125,000
Long-term borrowings		22,965		24,323		—		—		24,323
Junior subordinated debt securities		45,619		45,619		—		—		45,619
Interest rate swaps		15,327		15,327		—		15,327		—
Interest rate lock commitments		25		25		—		25		—
(1) As reported in the Consolidated Balance Sheets
			Fair Value Measurements at December 31, 2012
(dollars in thousands)	Carrying Value(1)		Total		Level 1		Level 2		Level 3
ASSETS
Cash and due from banks, including interest-bearing deposits	$	337,711	$	337,711	$	337,711	$	—	$	—
Securities available-for-sale		452,266		452,266		140		451,826		300
Loans held for sale		22,499		22,601		—		—		22,601
Portfolio loans		3,346,622		3,347,602		—		—		3,347,602
Bank owned life insurance		58,619		58,619		—		58,619		—
FHLB and other restricted stock		15,315		15,315		—		—		15,315
Trading securities held in a Rabbi Trust		2,223		2,223		2,223		—		—
Mortgage servicing rights		2,106		2,106		—		—		2,106
Interest rate swaps		23,748		23,748		—		23,748		—
Interest rate lock commitments		467		467		—		467		—
LIABILITIES
Deposits	$	3,638,428	$	3,643,683	$	—	$	—	$	3,643,683
Securities sold under repurchase agreements		62,582		62,582		—		—		62,582
Short-term borrowings		75,000		75,000		—		—		75,000
Long-term borrowings		34,101		36,235		—		—		36,235
Junior subordinated debt securities		90,619		90,619		—		—		90,619
Interest rate swaps		23,522		23,522		—		23,522		—
Forward sale contracts		48		48		—		48		—

⁽¹⁾ As reported in the Consolidated Balance Sheets

14

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 4. SECURITIES AVAILABLE-FOR-SALE

The following tables indicate the composition of the securities available-for-sale portfolio as of the dates presented:

	June 30, 2013
(dollars in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Obligations of U.S. government corporations and agencies	$	232,784	$	2,705	$	(2,633	)	$	232,856
Collateralized mortgage obligations of U.S. government corporations and agencies		46,603		880		(147	)		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		52,471		1,798		(582	)		53,687
Commercial mortgage-backed securities of U.S. government corporations and agencies		31,587		—		(1,040	)		30,547
Obligations of states and political subdivisions		106,669		1,552		(1,901	)		106,320
Debt Securities		470,114		6,935		(6,303	)		470,746
Marketable equity securities		7,579		1,496		—			9,075
Total	$	477,693	$	8,431	$	(6,303	)	$	479,821
	December 31, 2012
(dollars in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Obligations of U.S. government corporations and agencies	$	207,229	$	4,890	$	(53)		$	212,066
Collateralized mortgage obligations of U.S. government corporations and agencies		56,085		1,811		—			57,896
Residential mortgage-backed securities of U.S. government corporations and agencies		47,279		3,344		—			50,623
Commercial mortgage-backed securities of U.S. government corporations and agencies		10,129		29		—			10,158
Obligations of states and political subdivisions		107,911		4,908		(52)			112,767
Debt Securities		428,633		14,982		(105)			443,510
Marketable equity securities		7,672		1,095		(11)			8,756
Total	$	436,305	$	16,077	$	(116)		$	452,266

Realized gains and losses on the sale of securities are determined using the specific-identification method. The following table shows the composition of gross and net realized gains and losses for the periods presented:

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands)	2013		2012		2013		2012
Gross realized gains	$	—	$	6	$	2	$	857
Gross realized losses		—		—		—		11
Net Realized Gains	$	—	$	6	$	2	$	846

15

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 4. SECURITIES AVAILABLE-FOR-SALE – continued

The following tables indicate the fair value and the age of gross unrealized losses by investment category as of the dates presented:

	June 30, 2013
	Less Than 12 Months					12 Months or More				Total
(dollars in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
Obligations of U.S. government corporations and agencies	$	116,064	$	(2,633	)	$	—	$	—	$	116,064	$	(2,633	)
Collateralized mortgage obligations of U.S. government corporations and agencies		19,824		(147	)		—		—		19,824		(147	)
Residential mortgage-backed securities of U.S. government corporations and agencies		23,457		(582	)		—		—		23,457		(582	)
Commercial mortgage-backed securities of U.S. government corporations and agencies		30,547		(1,040	)		—		—		30,547		(1,040	)
Obligations of states and political subdivisions		50,835		(1,901	)		—		—		50,835		(1,901	)
Debt Securities		240,727		(6,303	)		—		—		240,727		(6,303	)
Marketable equity securities		—		—			—		—		—		—
Total Temporarily Impaired Securities	$	240,727	$	(6,303	)	$	—	$	—	$	240,727	$	(6,303	)
	December 31, 2012
	Less Than 12 Months					12 Months or More				Total
(dollars in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
Obligations of U.S. government corporations and agencies	$	11,370	$	(53	)	$	—	$	—	$	11,370	$	(53	)
Collateralized mortgage obligations of U.S. government corporations and agencies		—		—			—		—		—		—
Residential mortgage-backed securities of U.S. government corporations and agencies		—		—			—		—		—		—
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		—			—		—		—		—
Obligations of states and political subdivisions		11,285		(52	)		—		—		11,285		(52	)
Debt Securities		22,655		(105	)		—		—		22,655		(105	)
Marketable equity securities		228		(11	)		—		—		228		(11	)
Total Temporarily Impaired Securities	$	22,883	$	(116	)	$	—	$	—	$	22,883	$	(116	)

16

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 4. SECURITIES AVAILABLE-FOR-SALE – continued

We do not believe any individual unrealized loss as of June 30, 2013 represents an other than temporary impairment, or OTTI. As of June 30, 2013, the unrealized losses on thirty-eight debt securities were primarily attributable to changes in interest rates. There were no unrealized losses on marketable equity securities as of June 30, 2013. We do not intend to sell and it is not likely that we will be required to sell any of the securities, referenced in the table above, in an unrealized loss position before recovery of their amortized cost.

Net unrealized gains of $1.4 million and $10.4 million were included in accumulated other comprehensive loss, net of tax, at June 30, 2013 and December 31, 2012, respectively. Gross unrealized gains of $5.5 million and $10.5 million, net of tax, were netted against gross unrealized losses of $4.1 million and $0.1 million, respectively, for these same periods. There were no unrealized losses reclassified into earnings to record OTTI during the period ended June 30, 2013 and minimal losses were reclassified into earnings to record OTTI during the period ended June 30, 2012.

The amortized cost and fair value of securities available-for-sale at June 30, 2013, by contractual maturity, are included in the table below. Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.

	June 30, 2013
(dollars in thousands)	Amortized Cost		Fair Value
Obligations of U.S. government corporations and agencies, and obligations of states and political subdivisions
Due in one year or less	$	49,853	$	50,286
Due after one year through five years		134,486		136,613
Due after five years through ten years		73,704		71,660
Due after ten years		81,410		80,617
		339,453		339,176
Collateralized mortgage obligations of U.S. government corporations and agencies		46,603		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		52,471		53,687
Commercial Mortgage-backed securities of U.S. government corporations and agencies		31,587		30,547
Debt Securities		470,114		470,746
Marketable equity securities		7,579		9,075
Total	$	477,693	$	479,821

At June 30, 2013 and December 31, 2012, securities with carrying values of $295.3 million and $307.5 million, respectively, were pledged for various regulatory and legal requirements.

17

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 5. LOANS AND LOANS HELD FOR SALE

Loans are presented net of unearned income of $0.7 million and $0.2 million at June 30, 2013 and December 31, 2012, respectively. The following table indicates the composition of the loans as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Commercial
Commercial real estate	$	1,501,491	$	1,452,133
Commercial and industrial		826,696		791,396
Commercial construction		167,225		168,143
Total Commercial Loans		2,495,412		2,411,672
Consumer
Residential mortgage		463,446		427,303
Home equity		413,585		431,335
Installment and other consumer		67,983		73,875
Consumer construction		2,807		2,437
Total Consumer Loans		947,821		934,950
Total Portfolio Loans		3,443,233		3,346,622
Loans held for sale		3,185		22,499
Total Loans	$	3,446,418	$	3,369,121

We attempt to limit our exposure to credit risk by diversifying our loan portfolio and actively managing concentrations. When concentrations exist in certain segments, we mitigate this risk by monitoring the relevant economic indicators and internal risk rating trends and through stress testing of the loans in these segments. Total commercial loans represent 72 percent of total portfolio loans at both June 30, 2013 and December 31, 2012. Within our commercial portfolio, the commercial real estate, or CRE, and commercial construction portfolios combined comprise 67 percent of total commercial loans and 48 percent of total portfolio loans at both June 30, 2013 and December 31, 2012. Further segmentation of the CRE and commercial construction portfolios by industry and collateral type reveal no concentration in excess of nine percent of total loans. The majority of both commercial and consumer loans are made to businesses and individuals in Western Pennsylvania resulting in a geographic concentration. The conditions of the local and regional economies are monitored closely through publicly available data as well as information supplied by our customers. Management believes underwriting guidelines, active monitoring of economic conditions and ongoing review by credit administration mitigates the concentration risk present in the loan portfolio. Only the CRE and commercial construction portfolios combined have any significant out-of-state exposure, with 20 percent of the combined portfolio and 10 percent of total loans being out-of-state loans at both June 30, 2013 and December 31, 2012. Included in this calculation are loans in Ohio, West Virginia, New York and Maryland which are contiguous states whereby economic and performance behavior are very similar to our footprint in Western Pennsylvania. Management has the knowledge and experience in these markets which are identified as in market lending opportunities for our organization.

Troubled Debt Restructurings, or TDRs, are loans where we, for economic or legal reasons related to a borrower’s financial difficulties, grant a concession to the borrower that we would not otherwise consider. We strive to identify borrowers in financial difficulty early and work with them to modify the terms before their loan reaches nonaccrual status. These modified terms generally include extensions of maturity dates at a stated interest rate lower than the current market rate for a new loan with similar risk characteristics, reductions in contractual interest rates or principal deferment. While unusual there may be instances of principal forgiveness. These modifications are generally for longer term periods that would not be considered insignificant. Additionally, we classify loans where the debt obligation has been discharged through a Chapter 7 Bankruptcy and not reaffirmed as TDRs.

We individually evaluate all substandard commercial loans that experienced a forbearance or change in terms agreement, as well as all substandard consumer and residential mortgage loans that entered into an agreement to modify their existing loan to determine if they should be designated as TDRs.

All TDRs are considered to be impaired loans and will be reported as impaired loans for the remaining life of the loan, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is fully expected that the remaining principal and interest will be collected according to the restructured agreement. Further, all impaired loans are reported as nonaccrual loans unless the loan is a TDR that has met the requirements to be returned to accruing status. TDRs can be returned to accruing status if the ultimate collectability of all contractual amounts due, according to the restructured agreement, is not in doubt and there is a period of a minimum of six months of satisfactory payment performance by the borrower either immediately before or after the restructuring.

18

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 5. LOANS AND LOANS HELD FOR SALE – continued

The following table summarizes the restructured loans as of the dates presented:

	June 30, 2013						December 31, 2012
(dollars in thousands)	Accruing TDRs		Nonaccruing TDRs		Total TDRs		Accruing TDRs		Nonaccruing TDRs		Total TDRs
Commercial real estate	$	14,139	$	8,679	$	22,818	$	14,220	$	9,584	$	23,804
Commercial and industrial		8,118		1,219		9,337		8,270		939		9,209
Commercial construction		11,503		4,507		16,010		11,734		5,324		17,058
Residential mortgage		3,151		1,430		4,581		3,078		2,752		5,830
Home equity		3,890		229		4,119		4,195		341		4,536
Installment and other consumer		139		—		139		24		—		24
Total	$	40,940	$	16,064	$	57,004	$	41,521	$	18,940	$	60,461

We returned no TDRs to accruing status during the three months ended June 30, 2013 and one TDR for $0.2 million to accruing status during the six months ended June 30, 2013. We did not return any TDRs to accruing status during the three months or six months ended June 30, 2012.

The following tables present the restructured loans for the three and six month periods ended June 30, 2013 and June 30, 2012:

	Three Months Ended June 30, 2013
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Principal forgiveness(2)		1	$	4,339	$	4,339	$	—
Chapter 7 bankruptcy(3)		4		53		51		(2	)
Commercial and industrial
Maturity date extension		1		751		751		—
Residential mortgage
Chapter 7 bankruptcy(3)		2		84		75		(9	)
Home equity
Chapter 7 bankruptcy(3)		17		486		478		(8	)
Total by Concession Type
Maturity date extension		1		751		751		—
Principal forgiveness(2)		1		4,339		4,339		—
Chapter 7 bankruptcy(3)		23		623		604		(19	)
Total		25	$	5,713	$	5,694	$	(19	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

⁽²⁾ This loan had debt forgiveness of $0.1 million to the customer; however, the loan was previously charged off to a balance below the actual contractual balance.

⁽³⁾ Chapter 7 bankruptcy loans where the debt has been legally discharged through the bankruptcy court and not reaffirmed.

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S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 5. LOANS AND LOANS HELD FOR SALE – continued

	Six Months Ended June 30, 2013
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Principal deferral		3	$	1,541	$	1,288	$	(253	)
Principal forgiveness(2)		1		4,339		4,339		—
Chapter 7 bankruptcy(3)		7		258		255		(3	)
Commercial and industrial
Principal deferral		1		392		387		(5	)
Maturity date extension		1		751		751		—
Chapter 7 bankruptcy(3)		1		3		3		—
Residential mortgage
Principal deferral		2		153		153		—
Chapter 7 bankruptcy(3)		8		353		344		(9	)
Home equity
Principal deferral		1		174		45		(129	)
Chapter 7 bankruptcy(3)		23		648		640		(8	)
Installment and other consumer
Chapter 7 bankruptcy(3)		6		73		73		—
Total by Concession Type
Principal Deferral		7		2,260		1,873		(387	)
Principal forgiveness(2)		1		4,339		4,339		—
Maturity date extension		1		751		751		—
Chapter 7 bankruptcy(3)		45		1,335		1,315		(20	)
Total		54	$	8,685	$	8,278	$	(407	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

⁽²⁾ This loan had debt forgiveness of $0.1 million to the customer; however, the loan was previously charged off to a balance below the actual contractual balance.

⁽³⁾ Chapter 7 bankruptcy loans where the debt has been legally discharged through the bankruptcy court and not reaffirmed.

20

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 5. LOANS AND LOANS HELD FOR SALE – continued

	Three and Six Months Ended June 30, 2012
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Maturity rate extension		1		160		157		(3	)
Rate reduction		1		575		573		(2	)
Commercial and industrial
Maturity date extension		2		2,576		2,480		(96	)
Residential mortgage
Maturity date extension		1		475		464		(11	)
Total by Concession Type
Maturity date extension		4		3,211		3,101		(110	)
Rate reduction		1		575		573		(2	)
Total		5	$	3,786	$	3,674	$	(112	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

There were no new TDRs during the quarter ended March 31, 2012; therefore, the above chart represents both the three and six months ended June 30, 2012.

For the three months ended June 30, 2013, we modified two loans that were not considered to be TDRs, including a $2.6 million commercial and industrial, or C&I, line of credit and a $0.4 million commercial construction loan. For the six months ended June 30, 2013, we modified five loans that were not considered to be TDRs, including three C&I loans totaling $5.3 million and two commercial construction loans totaling $0.6 million. Modifications primarily represented insignificant delays in the timing of payments, concessions where we were adequately compensated through principal pay downs, fees or additional collateral or we concluded that no concession was granted. As of June 30, 2013 we have no commitments to lend additional funds on any TDRs.

Defaulted TDRs are defined as loans having a payment default of 90 days or more after the restructuring takes place. The following table is a summary of TDRs which defaulted during the three and six month periods ended June 30, 2013 and 2012, respectively, that had been restructured within the last twelve months prior to defaulting:

	Defaulted TDRs
	For the Three Months Ended June 30, 2013				For the Three Months Ended June 30, 2012
(dollars in thousands)	Number of Defaults		Recorded Investment		Number of Defaults		Recorded Investment
Commercial real estate		—	$	—		1	$	59
Commercial and Industrial		—		—		—		—
Commercial construction		—		—		—		—
Residential real estate		2		46		1		450
Home equity		2		33		—		—
Total		4	$	79		2	$	509

21

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 5. LOANS AND LOANS HELD FOR SALE – continued

	Defaulted TDRs
	For the Six Months Ended June 30, 2013				For the Six Months Ended June 30, 2012
(dollars in thousands)	Number of Defaults		Recorded Investment		Number of Defaults		Recorded Investment
Commercial real estate		—	$	—		1	$	59
Commercial and Industrial		—		—		—		—
Commercial construction		—		—		3		2,659
Residential real estate		3		64		3		2,359
Home equity		4		151		—		—
Total		7	$	215		7	$	5,077

The following table is a summary of nonperforming assets as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Nonperforming Assets
Nonaccrual loans	$	21,819	$	36,018
Nonaccrual TDRs		16,064		18,940
Total nonaccrual loans		37,883		54,958
OREO		408		911
Total Nonperforming Assets	$	38,291	$	55,869

OREO which is included in other assets in the Consolidated Balance Sheets consists of 8 properties. It is our policy to obtain OREO appraisals on an annual basis.

NOTE 6. ALLOWANCE FOR LOAN LOSSES

We maintain an allowance for loan losses, or ALL, at a level determined to be adequate to absorb estimated probable credit losses inherent in the loan portfolio as of the balance sheet date. We develop and document a systematic ALL methodology based on the following portfolio segments: 1) CRE, 2) C&I, 3) Commercial Construction, 4) Consumer Real Estate and 5) Other Consumer.

The following are key risks within each portfolio segment:

CRE—Loans secured by commercial purpose real estate, including both owner occupied properties and investment properties for various purposes such as hotels, strip malls and apartments. Operations of the individual projects as well as global cash flows of the debtors are the primary sources of repayment for these loans. The condition of the local economy is an important indicator of risk, but there are also more specific risks depending on the collateral type as well as the business prospects of the lessee, if the project is not owner occupied.

C&I—Loans made to operating companies or manufacturers for the purpose of production, operating capacity, accounts receivable, inventory or equipment financing. Cash flow from the operations of the company is the primary source of repayment for these loans. The condition of the local economy is an important indicator of risk, but there are also more specific risks depending on the industry of the company. Collateral for these types of loans often do not have sufficient value in a distressed or liquidation scenario to satisfy the outstanding debt.

Commercial Construction—Loans made to finance construction of buildings or other structures, as well as to finance the acquisition and development of raw land for various purposes. While the risk of these loans is generally confined to the construction period, if there are problems, the project may not be complete, and as such, may not provide sufficient cash flow on its own to service the debt or have sufficient value in a liquidation to cover the outstanding principal. The condition of the local economy is an important indicator of risk, but there are also more specific risks depending on the type of project and the experience and resources of the developer.

Consumer Real Estate—Loans secured by first and second liens such as home equity loans, home equity lines of credit and 1-4 family residences, including purchase money mortgages. The primary source of repayment for these loans is the income and assets of the borrower. The condition of the local economy, in particular the unemployment rate, is an important indicator of risk for this segment. The state of the local housing market can also have a significant impact on this segment because low demand and/or declining home values can limit the ability of borrowers to sell a property and satisfy the debt.

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S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 6. ALLOWANCE FOR LOAN LOSSES – continued

Other Consumer—Loans made to individuals that may be secured by assets other than 1-4 family residences, as well as unsecured loans. This segment includes auto loans, unsecured loans and lines and credit cards. The primary source of repayment for these loans is the income and assets of the borrower. The condition of the local economy, in particular the unemployment rate, is an important indicator of risk for this segment. The value of the collateral, if there is any, is less likely to be a source of repayment due to less certain collateral values.

We further assess risk within each portfolio segment by pooling loans with similar risk characteristics. For the commercial loan classes, the most important indicator of risk is the internally assigned risk rating, including pass, special mention and substandard. Consumer loans are pooled by type of collateral and first or second lien positions for consumer real estate loans. Historical loss rates are applied to these loan pools to determine the reserve for loans collectively evaluated for impairment. Management monitors various credit quality indicators for both the commercial and consumer loan portfolios, including delinquency, nonperforming status and changes in risk ratings on a monthly basis.

We continuously monitor our ALL methodology to ensure that it is responsive to the current economic environment. The ALL methodology for groups of homogeneous loans, known as the general reserve, is comprised of both a quantitative and qualitative analysis. Due to the economic environment over the past two years, we used a relatively shorter time horizon of four quarters to calculate our historic loss rates for all loan portfolios. Given that credit quality has been improving in recent periods, the historic loss rates in certain portfolios have been decreasing to rates below what we believe is reflective of the inherent losses within these portfolios. As such, during the first quarter of 2013, we lengthened the historic loss calculation for our CRE and C&I portfolios to consider eight quarters. After consideration of the loss calculations, management applies additional qualitative adjustments so that the ALL is reflective of the inherent losses believed to exist in the loan portfolio at the balance sheet date. The evaluation of the various components of the ALL requires considerable judgment in order to estimate inherent loss exposures.

The following tables present the age analysis of past due loans segregated by class of loans as of June 30, 2013 and December 31, 2012:

	June 30, 2013
(dollars in thousands)	Current		30-59 Days Past Due		60-89 Days Past Due		Nonaccrual		Total Past Due		Total Loans
Commercial real estate	$	1,479,450	$	1,093	$	216	$	20,732	$	22,041	$	1,501,491
Commercial and industrial		817,633		729		3,130		5,204		9,063		826,696
Commercial construction		162,116		334		—		4,775		5,109		167,225
Residential mortgage		457,151		1,363		1,467		3,465		6,295		463,446
Home equity		407,695		2,080		136		3,674		5,890		413,585
Installment and other consumer		67,599		265		86		33		384		67,983
Consumer construction		2,807		—		—		—		—		2,807
Totals	$	3,394,451	$	5,864	$	5,035	$	37,883	$	48,782	$	3,443,233
	December 31, 2012
(dollars in thousands)	Current		30-59 Days Past Due		60-89 Days Past Due		Nonaccrual		Total Past Due		Total Loans
Commercial real estate	$	1,418,934	$	2,230	$	413	$	30,556	$	33,199	$	1,452,133
Commercial and industrial		780,315		4,409		237		6,435		11,081		791,396
Commercial construction		150,823		10,542		—		6,778		17,320		168,143
Residential mortgage		416,364		1,713		1,948		7,278		10,939		427,303
Home equity		424,485		2,332		865		3,653		6,850		431,335
Installment and other consumer		73,334		406		95		40		541		73,875
Consumer construction		2,219		—		—		218		218		2,437
Totals	$	3,266,474	$	21,632	$	3,558	$	54,958	$	80,148	$	3,346,622

We continually monitor the commercial loan portfolio through an internal risk rating system. Loan risk ratings are assigned based upon the creditworthiness of the borrower and are reviewed on an ongoing basis according to our internal policies. Loans within the pass rating generally have a lower risk of loss than loans risk rated as special mention and substandard, which generally have an increasing risk of loss.

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S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 6. ALLOWANCE FOR LOAN LOSSES – continued

Our risk ratings are consistent with regulatory guidance and are as follows:

Pass—The loan is currently performing and is of high quality.

Special Mention—A special mention loan has potential weaknesses that warrant management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects or in the strength of our credit position at some future date. Economic and market conditions, beyond the borrower’s control, may in the future necessitate this classification.

Substandard—A substandard loan is not adequately protected by the net worth and/or paying capacity of the borrower or by the collateral pledged, if any. Substandard loans have a well-defined weakness, or weaknesses that jeopardize the liquidation of the debt. These loans are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected.

The following tables summarize the recorded investment in commercial loan classes by internally assigned risk ratings as of the dates presented:

	June 30, 2013
(dollars in thousands)	Commercial Real Estate		% of Total			Commercial and Industrial		% of Total			Commercial Construction		% of Total			Total		% of Total
Pass	$	1,371,327		91.3	%	$	753,972		91.2	%	$	128,498		76.8	%	$	2,253,797		90.3	%
Special mention		64,370		4.3	%		45,694		5.5	%		21,355		12.8	%		131,419		5.3	%
Substandard		65,794		4.4	%		27,030		3.3	%		17,372		10.4	%		110,196		4.4	%
Total	$	1,501,491		100.0	%	$	826,696		100.0	%	$	167,225		100.0	%	$	2,495,412		100.0	%
	December 31, 2012
(dollars in thousands)	Commercial Real Estate		% of Total			Commercial and Industrial		% of Total			Commercial Construction		% of Total			Total		% of Total
Pass	$	1,265,810		87.2	%	$	718,070		90.7	%	$	118,841		70.7	%	$	2,102,721		87.2	%
Special mention		96,156		6.6	%		42,016		5.3	%		30,748		18.3	%		168,920		7.0	%
Substandard		90,167		6.2	%		31,310		4.0	%		18,554		11.0	%		140,031		5.8	%
Total	$	1,452,133		100.0	%	$	791,396		100.0	%	$	168,143		100.0	%	$	2,411,672		100.0	%

We monitor the delinquent status of the consumer portfolio on a monthly basis. Loans are considered nonperforming when interest and principal are 90 days or more past due or management has determined that a material deterioration in the borrower’s financial condition exists. The risk of loss is generally highest for nonperforming loans.

The following tables indicate the recorded investment in consumer loan classes by performing and nonperforming status as of the dates presented:

	June 30, 2013
(dollars in thousands)	Residential Mortgage		% of Total			Home Equity		% of Total			Installment and other consumer		% of Total			Consumer Construction		% of Total			Total		% of Total
Performing	$	459,981		99.2	%	$	409,911		99.1	%	$	67,950		99.9	%	$	2,807		100.0	%	$	940,649		99.2	%
Nonperforming		3,465		0.8	%		3,674		0.9	%		33		0.1	%		—		—	%		7,172		0.8	%
Total	$	463,446		100.0	%	$	413,585		100.0	%	$	67,983		100.0	%	$	2,807		100.0	%	$	947,821		100.0	%
	December 31, 2012
(dollars in thousands)	Residential Mortgage		% of Total			Home Equity		% of Total			Installment and other consumer		% of Total			Consumer Construction		% of Total			Total		% of Total
Performing	$	420,025		98.3	%	$	427,682		99.2	%	$	73,835		99.9	%	$	2,219		91.1	%	$	923,761		98.8	%
Nonperforming		7,278		1.7	%		3,653		0.8	%		40		0.1	%		218		8.9	%		11,189		1.2	%
Total	$	427,303		100.0	%	$	431,335		100.0	%	$	73,875		100.0	%	$	2,437		100.0	%	$	934,950		100.0	%

24

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 6. ALLOWANCE FOR LOAN LOSSES – continued

We individually evaluate all substandard and nonaccrual commercial loans greater than $0.5 million for impairment. Loans are considered to be impaired when based upon current information and events it is probable that we will be unable to collect all principal and interest payments due according to the original contractual terms of the loan agreement. All TDRs are considered to be impaired loans and will be reported as an impaired loan for the remaining life of the loan, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is expected that the remaining principal and interest will be fully collected according to the restructured agreement. For all TDRs, regardless of size, as well as all other impaired loans, we conduct further analysis to determine the probable loss and assign a specific reserve to the loan if deemed appropriate.

The following table presents investments in loans considered to be impaired and related information on those impaired loans as of June 30, 2013 and December 31, 2012:

	June 30, 2013						December 31, 2012
(dollars in thousands)	Recorded Investment		Unpaid Principal Balance		Related Allowance		Recorded Investment		Unpaid Principal Balance		Related Allowance
With a related allowance recorded:
Commercial real estate	$	2,037	$	3,796	$	64	$	6,138	$	6,864	$	1,226
Commercial and industrial		—		—		—		1,864		2,790		1,002
Commercial construction		—		—		—		799		896		3
Consumer real estate		101		101		59		—		—		—
Other consumer		27		27		17		—		—		—
Total with a Related Allowance Recorded		2,165		3,924		140		8,801		10,550		2,231
Without a related allowance recorded:
Commercial real estate		27,846		38,427		—		33,856		45,953		—
Commercial and industrial		11,767		14,470		—		11,419		12,227		—
Commercial construction		16,278		25,474		—		17,713		27,486		—
Consumer real estate		8,598		9,945		—		10,827		12,025		—
Other consumer		112		114		—		25		25		—
Total without a Related Allowance Recorded		64,601		88,430		—		73,840		97,716		—
Total:
Commercial real estate		29,883		42,223		64		39,994		52,817		1,226
Commercial and industrial		11,767		14,470		—		13,283		15,017		1,002
Commercial construction		16,278		25,474		—		18,512		28,382		3
Consumer real estate		8,699		10,046		59		10,827		12,025		—
Other consumer		139		141		17		25		25		—
Total	$	66,766	$	92,354	$	140	$	82,641	$	108,266	$	2,231

25

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 6. ALLOWANCE FOR LOAN LOSSES – continued

The following tables summarize investments in loans considered to be impaired and related information on those impaired loans for the periods presented:

	For the Three Months Ended
	June 30, 2013				June 30, 2012
(dollars in thousands)	Average Recorded Investment		Interest Income Recognized		Average Recorded Investment		Interest Income Recognized
With a related allowance recorded:
Commercial real estate	$	2,084	$	—	$	5,918	$	150
Commercial and industrial		—		—		910		4
Commercial construction		—		—		4,207		(3	)
Consumer real estate		86		4		—		—
Other consumer		28		1		—		—
Total with a Related Allowance Recorded		2,198		5		11,035		151
Without a related allowance recorded:
Commercial real estate		30,956		174		43,695		337
Commercial and industrial		12,452		66		13,535		129
Commercial construction		16,376		87		24,314		189
Consumer real estate		8,708		156		7,087		40
Other consumer		114		2		—		—
Total without a Related Allowance Recorded		68,606		485		88,631		695
Total:
Commercial real estate		33,040		174		49,613		487
Commercial and industrial		12,452		66		14,445		133
Commercial construction		16,376		87		28,521		186
Consumer real estate		8,794		160		7,087		40
Other consumer		142		3		—		—
Total	$	70,804	$	490	$	99,666	$	846
	For the Six Months Ended
	June 30, 2013				June 30, 2012
(dollars in thousands)	Average Recorded Investment		Interest Income Recognized		Average Recorded Investment		Interest Income Recognized
With a related allowance recorded:
Commercial real estate	$	3,282	$	—	$	5,228	$	194
Commercial and industrial		—		—		2,328		9
Commercial construction		—		—		6,374		30
Consumer real estate		43		4		—		—
Other consumer		14		1		—		—
Total with a Related Allowance Recorded		3,339		5		13,930		233
Without a related allowance recorded:
Commercial real estate		31,181		415		45,517		647
Commercial and industrial		12,449		135		10,968		164
Commercial construction		16,854		221		22,714		337
Consumer real estate		9,194		215		6,869		61
Other consumer		106		2		—		—
Total without a Related Allowance Recorded		69,784		988		86,068		1,209
Total:
Commercial real estate		34,463		415		50,745		841
Commercial and industrial		12,449		135		13,296		173
Commercial construction		16,854		221		29,088		367
Consumer real estate		9,237		219		6,869		61
Other consumer		120		3		—		—
Total	$	73,123	$	993	$	99,998	$	1,442

26

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 6. ALLOWANCE FOR LOAN LOSSES – continued

As of June 30, 2013, CRE loans of $29.9 million comprised 45 percent of the total impaired loans of $66.8 million. These impaired loans are collateralized primarily by commercial real estate properties such as retail or strip malls, office buildings, hotels and various other types of commercial purpose properties. These loans are generally considered collateral dependent and charge-offs are recorded when a confirmed loss exists. Approximately $13.6 million of charge-offs have been recorded relating to these CRE loans over the life of these loans. It is our policy to order appraisals on an annual basis on impaired loans or sooner if facts and circumstances warrant otherwise. As of June 30, 2013, an estimated fair value less cost to sell of approximately $48.6 million existed for CRE impaired loans. We have current appraisals on all, but $5.1 million of the $29.9 million of impaired CRE loans. Approximately $4.3 million of the $5.1 million relates to one loan where an appraisal was delayed due to ongoing negotiations to modify the loan. The current appraisal is dated June 22, 2012 and a new appraisal has been ordered.

The following tables detail activity in the ALL for the periods presented:

	Three Months Ended June 30, 2013
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	24,442		$	8,676		$	6,603		$	5,259		$	956		$	45,936
Charge-offs		(1,170	)		(563	)		(54	)		(743	)		(399	)		(2,929	)
Recoveries		1,572			190			2			225			86			2,075
Net (Charge-offs)/ Recoveries		402			(373	)		(52	)		(518	)		(313	)		(854	)
Provision for loan losses		(1,360	)		820			(739	)		1,914			388			1,023
Balance at End of Period	$	23,484		$	9,123		$	5,812		$	6,655		$	1,031		$	46,105
	Three Months Ended June 30, 2012
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	24,297		$	11,864		$	7,684		$	3,162		$	820		$	47,827
Charge-offs		(2,464	)		(2,471	)		(3,016	)		(447	)		(218	)		(8,616	)
Recoveries		142			144			—			60			109			455
Net (Charge-offs)/ Recoveries		(2,322	)		(2,327	)		(3,016	)		(387	)		(109	)		(8,161	)
Provision for loan losses		2,721			2,337			1,270			626			69			7,023
Balance at End of Period	$	24,696		$	11,874		$	5,938		$	3,401		$	780		$	46,689
	Six Months Ended June 30, 2013
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	25,246		$	7,759		$	7,500		$	5,058		$	921		$	46,484
Charge-offs		(2,809	)		(1,923	)		(443	)		(1,237	)		(651	)		(7,063	)
Recoveries		2,322			290			55			508			179			3,354
Net (Charge-offs)/ Recoveries		(487	)		(1,633	)		(388	)		(729	)		(472	)		(3,709	)
Provision for loan losses		(1,275	)		2,997			(1,300	)		2,326			582			3,330
Balance at End of Period	$	23,484		$	9,123		$	5,812		$	6,655		$	1,031		$	46,105
	Six Months Ended June 30, 2012
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	29,804		$	11,274		$	3,703		$	3,166		$	894		$	48,841
Charge-offs		(5,574	)		(3,968	)		(8,291	)		(960	)		(478	)		(19,271	)
Recoveries		178			248			99			109			189			823
Net (Charge-offs)/ Recoveries		(5,396	)		(3,720	)		(8,192	)		(851	)		(289	)		(18,448	)
Provision for loan losses		288			4,320			10,427			1,086			175			16,296
Balance at End of Period	$	24,696		$	11,874		$	5,938		$	3,401		$	780		$	46,689

27

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 6. ALLOWANCE FOR LOAN LOSSES – continued

The following tables present the ALL and recorded investments in loans by category as of June 30, 2013 and December 31, 2012:

	June 30, 2013
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	64	$	23,420	$	23,484	$	29,883	$	1,471,608	$	1,501,491
Commercial and industrial		—		9,123		9,123		11,767		814,929		826,696
Commercial construction		—		5,812		5,812		16,278		150,947		167,225
Consumer real estate		59		6,596		6,655		8,699		871,139		879,838
Other consumer		17		1,014		1,031		139		67,844		67,983
Total	$	140	$	45,965	$	46,105	$	66,766	$	3,376,467	$	3,443,233
	December 31, 2012
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	1,226	$	24,020	$	25,246	$	39,994	$	1,412,139	$	1,452,133
Commercial and industrial		1,002		6,757		7,759		13,283		778,113		791,396
Commercial construction		3		7,497		7,500		18,512		149,631		168,143
Consumer real estate		—		5,058		5,058		10,827		850,248		861,075
Other consumer		—		921		921		25		73,850		73,875
Total	$	2,231	$	44,253	$	46,484	$	82,641	$	3,263,981	$	3,346,622

NOTE 7. DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

Interest Rate Swaps

Interest rate swaps are contracts in which a series of interest rate flows (fixed and variable) are exchanged over a prescribed period. The notional amounts on which the interest payments are based are not exchanged. In some cases, we utilize interest rate swaps for commercial loans. These derivative positions relate to transactions in which we enter into an interest rate swap with a customer while at the same time entering into an offsetting interest rate swap with another financial institution. In connection with each transaction, we agree to pay interest to the customer on a notional amount at a variable interest rate and receive interest from the customer on a same notional amount at a fixed rate. At the same time, we agree to pay another financial institution the same fixed interest rate on the same notional amount and receive the same variable interest rate on the same notional amount. The transaction allows our customer to effectively convert a variable rate loan to a fixed rate loan while we receive a variable yield. These agreements could have floors or caps on the contracted interest rates.

Pursuant to our agreements with various financial institutions, we may receive collateral or may be required to post collateral based upon mark-to-market positions. Beyond unsecured threshold levels, collateral in the form of cash or securities may be made available to counterparties of swap transactions. Based upon our current positions and related future collateral requirements relating to them, we believe any effect on its cash flow or liquidity position to be immaterial.

Derivatives contain an element of credit risk, the possibility that we will incur a loss because a counterparty, which may be a financial institution or a customer, fails to meet its contractual obligations. All derivative contracts with financial institutions may be executed only with counterparties approved by our Asset and Liability Committee, or ALCO, and derivatives with customers may only be executed with customers within collateral coverage and credit exposure limits. Interest rate swaps are considered derivatives, but are not accounted for using hedge accounting. As such, changes in the fair value of the derivatives are recorded in current, earnings and included in other noninterest income in the Consolidated Statements of Comprehensive Income.

Interest Rate Lock Commitments and Forward Sale Contracts

In the normal course of business, we sell originated mortgage loans into the secondary mortgage loan market. We offer interest rate lock commitments to potential borrowers. Whenever a customer requests these products, a mortgage originator quotes a secondary market rate guaranteed for that day by the investor. The commitments are generally for 60 days and guarantee a specified interest rate for a loan if underwriting standards are met, but the commitment does not obligate the potential borrower to close on the loan. Accordingly, some commitments expire prior to becoming loans. However, if the borrower accepts the guaranteed rate, we can encounter pricing risk if interest rates increase significantly before the loan can be closed and sold. We may utilize forward sale contracts in order to mitigate this pricing risk. The rate lock is executed between the mortgagee and us, and generally these rate locks

28

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 7. DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES – continued

are bundled. A forward sale contract is then executed between us and the investor. Both the interest rate lock commitment bundle and the corresponding forward sale contract are considered derivatives, but are not accounted for using hedge accounting. As such, changes in the fair value of the derivatives during the commitment period are recorded in current earnings and included in mortgage banking in the Consolidated Statements of Comprehensive Income.

The following table indicates the amounts representing the value of derivative assets and derivative liabilities as of the dates presented:

	Derivatives (included in Other Assets)				Derivatives (included in Other Liabilities)
(dollars in thousands)	June 30, 2013		December 31, 2012		June 30, 2013		December 31, 2012
Derivatives not Designated as Hedging Instruments
Interest Rate Swap Contracts—Commercial Loans
Fair value	$	15,396	$	23,748	$	15,327	$	23,522
Notional amount		229,123		227,532		229,123		227,532
Collateral posted		—		—		14,131		19,595
Interest Rate Lock Commitments—Mortgage Loans
Fair value		—		467		25		—
Notional amount		—		14,287		9,858		—
Forward Sale Contracts—Mortgage Loans
Fair value		357		—		—		48
Notional amount		11,235		—		—		14,100

Presenting offsetting derivatives that are subject to legally enforceable netting arrangements with the same party is permitted. For example, we may have a derivative asset as well as a derivative liability with the same counterparty to a swap transaction, and are permitted to offset the asset position and the liability position resulting in a net presentation.

The following table indicates the gross amounts of derivative assets and derivative liabilities, the amounts offset, and the carrying values in the Consolidated Balance Sheets as of the dates presented:

	Derivatives (included in Other Assets)						Derivatives (included in Other Liabilities)
(dollars in thousands)	June 30, 2013			December 31, 2012			June 30, 2013			December 31, 2012
Derivatives not Designated as Hedging Instruments
Gross amounts recognized	$	15,755		$	24,262		$	15,686		$	24,036
Gross amounts offset		(359	)		(514	)		(359	)		(514	)
Net amounts presented in the Consolidated Balance Sheets		15,396			23,748			15,327			23,522
Gross amounts not offset		—			—			(14,131	)		(19,595	)
Net Amount	$	15,396		$	23,748		$	1,196		$	3,927

The following table indicates the gain or loss recognized in income on derivatives for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans	$	(27	)	$	43		$	(156	)	$	183
Interest rate lock commitments—mortgage loans		(266	)		306			(492	)		372
Forward sale contracts—mortgage loans		381			(180	)		405			(111	)
Total Derivative Gain (Loss)	$	88		$	169		$	(243	)	$	444

29

S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 8. BORROWINGS

Short-term borrowings are for terms under one year and were comprised of retail repurchase agreements, or REPOs, and Federal Home Loan Bank, or FHLB, advances. We define repurchase agreements with our local retail customers as retail REPOs. Securities pledged as collateral under these REPO financing arrangements cannot be sold or repledged by the secured party and are therefore accounted for as a secured borrowing. FHLB advances are for various terms secured by a blanket lien on residential mortgages and other loans secured by real estate.

Long-term borrowings are for original terms greater than one year and are comprised of FHLB advances and junior subordinated debt securities. Long-term FHLB advances have the same collateral requirements as their short-term equivalents.

We had total long-term borrowings outstanding of $19.6 million at a fixed rate and $48.7 million at a variable rate at June 30, 2013, excluding a capital lease of $0.2 million which is classified as long-term borrowings.

Information pertaining to borrowings is summarized in the table below as of the dates presented:

	June 30. 2013					December 31, 2012
(dollars in thousands)	Balance		Weighted Average Rate			Balance		Weighted Average Rate
Short-term borrowings
Securities sold under repurchase agreements	$	74,151		0.12	%	$	62,582		0.20	%
Short-term borrowings		125,000		0.27	%		75,000		0.19	%
Total short-term borrowings		199,151		0.21	%		137,582		0.19	%
Long-term borrowings
Junior subordinated debt securities		45,619		2.73	%		90,619		3.01	%
Other long-term borrowings		22,965		3.02	%		34,101		3.17	%
Total long-term borrowings		68,584		2.83	%		124,720		3.05	%
Total borrowings	$	267,735		0.88	%	$	262,302		1.55	%

We had total borrowings at June 30, 2013 and December 31, 2012 at the FHLB of Pittsburgh of $147.7 million and $108.9 million, respectively. This consisted of $22.7 in long-term borrowings and $125.0 in short-term borrowings at June 30, 2013. At June 30, 2013, we had a maximum borrowing capacity of $1.3 billion, with a remaining borrowing availability of $1.2 billion with the FHLB of Pittsburgh.

NOTE 9. COMMITMENTS AND CONTINGENCIES

Commitments

In the normal course of business, we offer off-balance sheet credit arrangements to enable our customers to meet their financing objectives. These instruments involve, to varying degrees, elements of credit and interest rate risk in excess of the amount recognized in the financial statements. Our exposure to credit loss, in the event a customer does not satisfy the terms of their agreement, equals the contractual amount of the obligation less the value of any collateral. We apply the same credit policies in making commitments and standby letters of credit that are used for the underwriting of loans to customers. Commitments generally have fixed expiration dates, annual renewals or other termination clauses and may require payment of a fee. Since many of the commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. Our allowance for unfunded commitments totaled $3.3 million at June 30, 2013 and $3.0 million at December 31, 2012. The increase in the allowance for unfunded commitments is due to an increase in lending commitments. The allowance for unfunded commitments is included in other liabilities in the Consolidated Balance Sheets.

Estimates of the fair value of these off-balance sheet items were not made because of the short-term nature of these arrangements and the credit standing of the counterparties.

The following table sets forth the commitments and letters of credit as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Commitments to extend credit	$	940,357	$	874,137
Standby letters of credit		81,389		95,399
Total	$	1,021,746	$	969,536

Litigation

In the normal course of business, we are subject to various legal and administrative proceedings and claims. While any type of litigation contains a level of uncertainty, we believe that the outcome of such proceedings or claims will not have a material adverse effect on our consolidated financial position.

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S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 10. OTHER COMPREHENSIVE INCOME

The following tables show the tax effects of the components of other comprehensive income for the periods presented:

	Three Months Ended June 30, 2013									Three Months Ended June 30, 2012
(dollars in thousands)	Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount			Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$	(12,061	)	$	4,221		$	(7,840	)	$	509		$	(178	)	$	331
Reclassification adjustment for net (gains)/losses on securities available-for-sale included in net income(1)		—			—			—			(6	)		2			(4	)
Adjustment to funded status of employee benefit plans		598			(210	)		388			569			(199	)		370
Other Comprehensive Income (Loss)	$	(11,463	)	$	4,011		$	(7,452	)	$	1,072		$	(375	)	$	697

⁽¹⁾ Reclassification adjustments are comprised of realized security gains. The gains have been reclassified out of accumulated other comprehensive income and have affected certain lines in the consolidated statement of comprehensive income as follows; the pre-tax amount is included in securities gains-net, the tax expense amount is included in the provision for income taxes and the net of tax amount is included in net income.

	Six Months Ended June 30, 2013									Six Months Ended June 30, 2012
(dollars in thousands)	Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount			Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$	(13,829	)	$	4,840		$	(8,989	)	$	815		$	(285	)	$	530
Reclassification adjustment for net (gains)/losses on securities available-for-sale included in net income(1)		(2	)		1			(1	)		(846	)		296			(550	)
Adjustment to funded status of employee benefit plans		1,196			(419	)		777			1,137			(398	)		739
Other Comprehensive Income (Loss)	$	(12,635	)	$	4,422		$	(8,213	)	$	1,106		$	(387	)	$	719

⁽¹⁾ Reclassification adjustments are comprised of realized security gains. The gains have been reclassified out of accumulated other comprehensive income and have affected certain lines in the consolidated statement of comprehensive income as follows; the pre-tax amount is included in securities gains-net, the tax expense amount is included in the provision for income taxes and the net of tax amount is included in net income.

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 11. EMPLOYEE BENEFITS

We maintain a defined benefit pension plan, or Plan, covering substantially all employees hired prior to January 1, 2008. The benefits are based on years of service and the employee’s compensation for the highest five consecutive years in the last ten years. Contributions are intended to provide for benefits attributed to employee service to date and for those benefits expected to be earned in the future. At this time, we are not required to make a cash contribution to the Plan in 2013; however, we contributed $3.1 million to the Plan in December 2012. The expected long-term rate of return on plan assets is 8.00 percent. For the current year there are no changes to the Plan.

The following table summarizes the components of net periodic pension cost and other changes in plan assets and benefit obligation recognized in other comprehensive gain/loss for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Components of Net Periodic Pension Cost
Service cost—benefits earned during the period	$	708		$	727		$	1,416		$	1,454
Interest cost on projected benefit obligation		996			1,076			1,992			2,152
Expected return on plan assets		(1,565	)		(1,404	)		(3,130	)		(2,808	)
Amortization of prior service cost (credit)		(34	)		(33	)		(68	)		(65	)
Recognized net actuarial loss		588			571			1,176			1,141
Net Periodic Pension Expense	$	693		$	937		$	1,386		$	1,874

NOTE 12. SEGMENTS

We manage three reportable operating segments including Community Banking, Insurance and Wealth Management.

• Our Community Banking segment offers services which include accepting time and demand deposit accounts, originating commercial and consumer loans and providing letters of credit and credit card services.

• Our Insurance segment includes a full-service insurance agency offering commercial property and casualty insurance, group life and health coverage, employee benefit solutions and personal insurance lines.

• Our Wealth Management segment offers discount brokerage services, services as executor and trustee under wills and deeds, guardian and custodian of employee benefits and other trust and brokerage services, as well as a registered investment advisor that manages private investment accounts for individuals and institutions.

The following represents total assets by reportable operating segment as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Community Banking	$	4,520,085	$	4,518,799
Insurance		7,460		6,697
Wealth Management		1,214		1,206
Total Assets	$	4,528,759	$	4,526,702

The following tables provide financial information for our three segments for the three and six month periods ended June 30, 2013 and 2012. The financial results of the business segments include allocations for shared services based on an internal analysis that supports line of business performance measurement. Shared services include expenses such as employee benefits, occupancy expense, computer support and corporate overhead. Even with these allocations, the financial results are not necessarily indicative of the business segments’ financial condition and results of operations if they existed as independent entities.

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S&T BANCORP, INC. AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 12. SEGMENTS – continued

The information provided under the caption “Eliminations” represents operations not considered to be reportable segments and/or general operating expenses and eliminations and adjustments, which are necessary for purposes of reconciling to the Consolidated Financial Statements.

	Three Months Ended June 30, 2013
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	38,505	$	—	$	135	$	(87	)	$	38,553
Interest expense		4,663		—		—		(706	)		3,957
Net interest income (expense)		33,842		—		135		619			34,596
Provision for loan losses		1,023		—		—		—			1,023
Noninterest income		8,467		1,349		2,812		239			12,867
Noninterest expense		21,786		1,105		2,389		1,797			27,077
Depreciation expense		876		12		8		—			896
Amortization of intangible assets		387		13		13		—			413
Provision (benefit) for income taxes		4,592		77		221		(939	)		3,951
Net Income	$	13,645	$	142	$	316		—		$	14,103

	Three Months Ended June 30, 2012
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	39,020	$	—	$	104	$	246		$	39,370
Interest expense		6,008		—		—		(457	)		5,551
Net interest income (expense)		33,012		—		104		703			33,819
Provision for loan losses		7,023		—		—		—			7,023
Noninterest income		8,670		1,293		2,570		(2	)		12,531
Noninterest expense		22,902		1,268		2,271		1,479			27,920
Depreciation expense		971		12		8		—			991
Amortization of intangible assets		405		13		15		—			433
Provision (benefit) for income taxes		1,998		—		163		(778	)		1,383
Net Income (Loss)	$	8,383	$	—	$	217	$	—		$	8,600

	Six Months Ended June 30, 2013
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	76,194	$	1	$	273	$	(72	)	$	76,396
Interest expense		9,454		—		—		(1,323	)		8,131
Net interest income (expense)		66,740		1		273		1,251			68,265
Provision for loan losses		3,330		—		—		—			3,330
Noninterest income		18,823		2,947		5,386		517			27,673
Noninterest expense		46,427		2,552		4,878		3,468			57,325
Depreciation expense		1,795		22		16		—			1,833
Amortization of intangible assets		792		26		26		—			844
Provision (benefit) for income taxes		7,438		122		313		(1,700	)		6,173
Net Income (Loss)	$	25,781	$	226	$	426	$	—		$	26,433

33

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NOTES TO CONSOLIDATED FINANCIAL STATEMENTS – continued

NOTE 12. SEGMENTS – continued

	Six Months Ended June 30, 2012
(dollars in thousands)	Community Banking		Insurance			Wealth Management		Eliminations			Consolidated
Interest income	$	78,252	$	1		$	206	$	51		$	78,510
Interest expense		11,904		—			—		(534	)		11,370
Net interest income (expense)		66,348		1			206		585			67,140
Provision for loan losses		16,296		—			—		—			16,296
Noninterest income		17,500		2,714			4,981		406			25,601
Noninterest expense		49,263		2,721			4,637		2,689			59,310
Depreciation expense		1,918		25			15		—			1,958
Amortization of intangible assets		803		26			30		—			859
Provision (benefit) for income taxes		3,724		(20	)		232		(1,698	)		2,238
Net Income (Loss)	$	11,844	$	(37	)	$	273	$	—		$	12,080

NOTE 13. SALE OF MERCHANT CARD SERVICING BUSINESS

We sold our merchant card servicing business for $4.8 million during the first quarter of 2013. Consequently, we terminated an agreement with our existing merchant processor and incurred deconversion and termination fees of $1.7 million. As a result of this transaction, we recognized a gain of $3.1 million in the first quarter of 2013. In conjunction with the sale of the merchant card servicing business, we entered into a marketing and sales alliance agreement with the purchaser for an initial term of ten years. The agreement provides that we will actively market and refer our customers to the purchaser and in return will receive a share of the future revenue. Future revenue is dependent on the number of referrals, number of new merchant accounts and volume of activity.

34

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

Management’s Discussion and Analysis of Financial Condition and Results of Operations, or MD&A, represents an overview of our consolidated results of operations and financial condition and highlights material changes in our financial condition and results of operations as of and for the three and six month periods ended June 30, 2013 and 2012. Our MD&A should be read in conjunction with our Consolidated Financial Statements and notes thereto. The results of operations reported in the accompanying Consolidated Financial Statements are not necessarily indicative of results to be expected in future periods.

Important Note Regarding Forward-Looking Statements

This quarterly report on Form 10-Q contains or incorporates statements that we believe are “forward-looking statements” within the meaning of the Private Securities Litigation Reform Act of 1995. These statements generally relate to our financial condition, results of operations, plans, objectives, future performance or business. They usually can be identified by the use of forward-looking language such as “will likely result,” “may,” “are expected to,” “is anticipated,” “estimate,” “forecast,” “projected,” “intends to” or other similar words. You should not place undue reliance on these statements, as they are subject to risks and uncertainties, including, but not limited to, those described in this Form 10-Q or the documents incorporated by reference. When considering these forward-looking statements, you should keep in mind these risks and uncertainties, as well as any cautionary statements we may make. Moreover, you should treat these statements as speaking only as of the date they are made and based only on information actually known to us at that time. We undertake no obligation to update publicly any forward-looking statements, whether as a result of new information, future events or otherwise.

These forward-looking statements are based on current expectations, estimates and projections about our business and beliefs and assumptions made by management. These Future Factors, are not guarantees of our future performance and involve certain risks, uncertainties and assumptions, which are difficult to predict. Therefore, actual outcomes and results may differ materially from what is expressed or forecasted in these forward-looking statements.

Future Factors include:

• changes in interest rates, spreads on interest-earning assets and interest-bearing liabilities, the shape of the yield curve and interest rate sensitivity;

• a prolonged period of low interest rates;

• a rapid increase in interest rates;

• credit losses;

• an interruption or breach in security of our information systems;

• rapid technological developments and changes;

• access to capital in the amounts, at the times and on the terms required to support our future businesses;

• legislation affecting the financial services industry as a whole, and/or S&T Bancorp, Inc., or S&T, in particular, including the effects of the Dodd-Frank Act;

• regulatory supervision and oversight, including Basel III required capital levels, and public policy changes, including environmental regulations;

• increasing price and product/service competition, including new entrants;

• the ability to continue to introduce competitive new products and services on a timely, cost-effective basis;

• deterioration of the housing market and reduced demand for mortgages;

• containing costs and expenses;

• reliance on significant customer relationships;

• the outcome of pending and future litigation and governmental proceedings;

• managing our internal growth and acquisitions;

• the possibility that the anticipated benefits from our acquisitions cannot be fully realized in a timely manner or at all, or that integrating future acquired operations will be more difficult, disruptive or costly than anticipated;

• general economic or business conditions, either nationally or regionally in Western Pennsylvania, may be less favorable than expected, resulting in among other things, a reduced demand for credit and other services;

• a deterioration in the overall macroeconomic conditions or the state of the banking industry may warrant further analysis of the carrying value of goodwill and could result in an adjustment to its carrying value resulting in a non-cash charge to net income; and

• a reemergence of turbulence in significant portions of the global financial and real estate markets could impact our performance, both directly, by affecting our revenues and the value of our assets and liabilities and indirectly, by affecting the economy generally.

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Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

These are representative of the Future Factors that could affect the outcome of the forward-looking statements. In addition, such statements could be affected by general industry and market conditions and growth rates, general economic conditions, including interest rate fluctuations and other Future Factors.

Critical Accounting Policies and Estimates

Our critical accounting policies involving the significant judgments and assumptions used in the preparation of the Consolidated Financial Statements as of June 30, 2013 have remained unchanged from the disclosures presented in our Annual Report on Form 10-K for the year ended December 31, 2012 under the section “Management’s Discussion and Analysis of Financial Condition and Results of Operations.”

Overview

We are a bank holding company headquartered in Indiana, Pennsylvania with assets of $4.5 billion at June 30, 2013. We provide a full range of financial services through offices located in Allegheny, Armstrong, Blair, Butler, Cambria, Clarion, Clearfield, Indiana, Jefferson, Washington and Westmoreland counties of Pennsylvania and one loan production office in Akron, Ohio. We provide full service retail and commercial banking products as well as cash management services, insurance, estate planning and administration, employee benefit plan investment management and administration, corporate services and other fiduciary services. Our common stock trades on the NASDAQ Global Select Market under the symbol “STBA.”

We earn revenue primarily from interest on loans and securities and fees charged for financial services provided to our customers. Offsetting these revenues are the cost of deposits and other funding sources, provision for loan losses and other operating costs such as salaries and employee benefits, data processing, occupancy and tax expense.

Our mission is to become the financial services provider of choice within the markets that we serve. We plan to do this by delivering exceptional service and value, one customer at a time. Our strategic plan focuses on growth through expansion, acquisition and organic growth. Our strategic plan includes a collaborative model that combines expertise from all of our business segments and focuses on satisfying each customer’s individual financial objectives.

During the six months ended June 30, 2013, we successfully executed on our key strategic initiatives of loan growth and improving asset quality. Loan growth was strong in the first half of 2013 with portfolio loans increasing $96.6 million, or 2.9 percent, since December 31, 2012. This growth was primarily in our commercial real estate, or CRE, commercial and industrial, or C&I, and residential mortgage loan portfolios. Asset quality continued to improve during the first half of 2013 with nonperforming assets, or NPAs, decreasing $17.6 million, or 31 percent, from December 31, 2012. During the second quarter of 2013, we repaid $45.0 million of subordinated debt due to its diminishing regulatory capital benefit and the future positive impact on net interest income.

Our total risk-based capital ratio decreased by 109 basis points to 14.30 percent at June 30, 2013 from 15.39 percent at December 31, 2012, due to the above mentioned repayment of subordinated debt. Our other capital ratios improved and all remain significantly above the “well capitalized” thresholds of federal bank regulatory agencies, with a leverage ratio of 9.54 percent and tier 1 risk-based capital ratio of 12.28 percent.

Our focus throughout the second half of 2013 will be on loan growth to increase our net interest income, implementing opportunities to increase fee income, improving asset quality and closely monitoring operating expenses. We strive to be well positioned for changes in both the economy and interest rates, regardless of the timing or direction of these changes. Management regularly assesses our balance sheet, capital, liquidity and operation infrastructure in order to be positioned to take advantage of internal or acquisition growth opportunities.

Earnings Summary

Net income for the three months ended June 30, 2013 was $14.1 million, or diluted earnings per share of $0.47, compared to $8.6 million, or $0.30, for the same period in 2012. Net income for the six months ended June 30, 2013 was $26.4 million, or diluted earnings per share of $0.89, compared to $12.1 million, or $0.42, for the same period in 2012. The significant improvement in net income for both the three and six months ended June 30, 2013 was primarily driven by a lower provision for loan losses.

Net interest income increased $0.8 million and $1.1 million for the three and six month periods ended June 30, 2013 compared to the same periods in 2012. Net interest income and net interest margin were positively impacted by a $0.5 million interest recovery on a previously charged-off loan partially offset by $0.1 million of expenses related to the repayment of $45.0 million of subordinated debt during the second quarter of 2013. Total average interest earning assets increased $168.8 million, or 4.3 percent, and $233.8 million, or 6.1 percent, for the three and six month periods ended June 30, 2013 compared to the same periods in the prior year. The increase was driven by higher average loans which is due to our two acquisitions in 2012 and organic loan growth. The increase in loan volume has mitigated the impact on net interest income resulting from the low interest rate environment. Further positively impacting net interest income is lower funding costs in both the three and six months ended June 30, 2013 compared to the same periods in 2012.

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Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

The provision for loan losses decreased $6.0 million and $13.0 million for the three and six month periods ended June 30, 2013 compared to the same periods in 2012. The decrease in the provision for loan losses is a result of the improving economic conditions which have positively impacted our asset quality metrics in all categories, including decreases in loan charge-offs, nonaccrual loans, special mention and substandard loans and the delinquency status of our loan portfolio. Net loan charge-offs decreased $7.3 million for the three months ended June 30, 2013 and $14.7 million for the six months ended June 30, 2013 compared to the same periods in 2012. Total special mention and substandard loans have decreased 14.7 percent over the last twelve months to $268.7 million at June 30, 2013.

Total noninterest income increased $0.3 million to $12.9 million for the three month period ended June 30, 2013 and increased $2.1 million to $27.7 million for the six month period ended June 30, 2013 compared to the same periods in 2012. Almost all categories of noninterest income increased for the three and six months ended June 30, 2013 compared to the same periods in the prior year with the exception of securities gains and other noninterest income. The decrease in other noninterest income of $0.6 million and $1.0 million for the three and six months ended June 30, 2013 was attributed to lower fee income on letters of credit and commercial loan swaps and lower bank owned life insurance, or BOLI, income. The significant increase in total noninterest income of $2.1 million for the six months ended June 30, 2013 was driven by the sale of our merchant card servicing business in the first quarter of 2013, resulting in a net gain of $3.1 million. This increase was offset by a gain on a sale of one equity security of $0.8 million in the first quarter of 2012.

Total noninterest expenses decreased $1.0 million to $28.4 million for the three month period ended June 30, 2013 and decreased $2.1 million to $60.0 million for the six month period ended June 30, 2013 compared to the same periods in 2012. The decrease in expense was primarily due to decreases in merger related expenses and other noninterest expense. One-time merger related expenses decreased by $0.3 million and $3.4 million in the three and six month periods ended June 30, 2013 compared to the same periods in 2012. Excluding the effect of merger related expenses, we experienced higher expenses in several categories, including net occupancy, other taxes and Federal Deposit Insurance Corporation, or FDIC, assessment resulting from the two acquisitions that occurred in 2012. Other noninterest expense decreased due to lower expense associated with other real estate owned, or OREO, and a decrease in the reserve for unfunded commitments.

Explanation of Use of Non-GAAP Financial Measures

In addition to the results of operations presented in accordance with GAAP, management uses, and this quarterly report contains or references, certain non-GAAP financial measures, such as net interest income on a fully taxable equivalent, or FTE, basis and operating revenue. Management believes these non-GAAP financial measures provide information useful to investors in understanding our underlying operational performance and its business and performance trends as they facilitate comparisons with the performance of others in the financial services industry. Although management believes that these non-GAAP financial measures enhance investors’ understanding of our business and performance, these non-GAAP financial measures should not be considered an alternative to GAAP.

We believe the presentation of net interest income on a FTE basis ensures the comparability of net interest income arising from both taxable and tax-exempt sources and is consistent with industry practice. Interest income per Consolidated Statements of Comprehensive Income is reconciled to net interest income adjusted to a FTE basis in the next section for the three and six months ended June 30, 2013 and 2012.

Operating revenue is the sum of net interest income and noninterest income less one-time gains/losses and securities gains/losses. In order to understand the significance of net interest income to our business and operating results, we believe it is appropriate to evaluate the significance of net interest income as a component of operating revenue.

RESULTS OF OPERATIONS

Three and Six Months Ended June 30, 2013 Compared to

Three and Six Months Ended June 30, 2012

Net Interest Income

Our principal source of revenue is net interest income. Net interest income represents the difference between the interest and fees earned on interest-earning assets and the interest paid on interest-bearing liabilities. Net interest income is affected by changes in the average balance of interest-earning assets and interest-bearing liabilities and changes in interest rates and spreads. Maintaining consistent spreads between interest-earning assets and interest-bearing liabilities is significant to our financial performance because net interest income comprised 73 percent of operating revenue (net interest income plus noninterest income, excluding one-time gains/losses and security gains/losses) for the three month periods ended June 30, 2013 and 2012 and 74 percent of operating revenue for the six month periods ended June 30, 2013 and 2012. The level and mix of interest-earning assets and interest-bearing liabilities

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Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

are managed by our Asset and Liability Committee, or ALCO, in order to mitigate interest rate and liquidity risks of the balance sheet. A variety of ALCO strategies were implemented, within prescribed ALCO risk parameters, to maintain an acceptable net interest margin on interest-earning assets given the challenges of the current interest rate environment.

The interest income on interest-earning assets and the net interest margin are presented on a FTE basis. The FTE basis adjusts for the tax benefit of income on certain tax-exempt loans and investments using the federal statutory tax rate of 35 percent for each period. We believe this measure to be the preferred industry measurement of net interest income that provides a relevant comparison between taxable and non-taxable amounts.

The following table reconciles interest income and interest rates per the Consolidated Statements of Comprehensive Income to net interest income and rates adjusted to a FTE basis for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Total interest income	$	38,553		$	39,370		$	76,396		$	78,510
Total interest expense		3,957			5,551			8,131			11,370
Net interest income per consolidated statements of comprehensive income		34,596			33,819			68,265			67,140
Adjustment to FTE basis		1,169			1,129			2,341			2,258
Net Interest Income (FTE) (non-GAAP)	$	35,765		$	34,948		$	70,606		$	69,398
Net interest margin		3.40	%		3.45	%		3.38	%		3.51	%
Adjustment to FTE basis		0.11			0.12			0.12			0.12
Net Interest Margin (FTE) (non-GAAP)		3.51	%		3.57	%		3.50	%		3.63	%

Income amounts are annualized for rate calculations.

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Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Average Balance Sheet and Net Interest Income Analysis

The following table provides information regarding the average balances, interest and rates earned on interest-earning assets and the average balances, interest and rates paid on interest-bearing liabilities for the periods presented:

	Three Months Ended June 30, 2013							Three Months Ended June 30, 2012
(dollars in thousands)	Balance		Interest		Rate			Balance		Interest		Rate
ASSETS
Loans (1) (2)	$	3,419,393	$	36,459		4.28	%	$	3,203,349	$	37,265		4.67	%
Interest-bearing deposits with banks		186,265		132		0.28	%		330,647		184		0.22	%
Taxable investment securities (3)		365,799		1,866		2.04	%		277,677		1,848		2.66	%
Tax-exempt investment securities (2)		106,194		1,255		4.73	%		90,625		1,197		5.28	%
Federal Home Loan Bank and other restricted stock		12,420		10		0.31	%		19,003		5		0.10	%
Total Interest-earning Assets		4,090,071		39,722		3.89	%		3,921,301		40,499		4.14	%
Noninterest-earning assets		400,592							404,124
Total Assets	$	4,490,663						$	4,325,425
LIABILITIES AND SHAREHOLDERS’ EQUITY
Interest-bearing demand	$	303,461	$	18		0.02	%	$	303,535	$	49		0.07	%
Money market		327,733		112		0.14	%		297,555		135		0.18	%
Savings		1,001,258		452		0.18	%		888,434		621		0.28	%
Certificates of deposit		1,047,868		2,369		0.91	%		1,146,931		3,671		1.28	%
Securities sold under repurchase agreements		67,461		22		0.13	%		50,353		21		0.16	%
Short-term borrowings		71,429		44		0.25	%		71,154		46		0.26	%
Long-term borrowings		23,196		176		3.05	%		34,534		280		3.25	%
Junior subordinated debt securities		82,817		764		3.70	%		90,619		728		3.23	%
Total Interest-bearing Liabilities		2,925,223		3,957		0.54	%		2,883,115		5,551		0.77	%
Noninterest-bearing liabilities:
Demand deposits		946,862							864,437
Other liabilities		72,370							69,167
Shareholders’ equity		546,208							508,706
Total Liabilities and Shareholders’ Equity	$	4,490,663						$	4,325,425
Net Interest Income(2)			$	35,765						$	34,948
Net Interest Margin(2)						3.51	%						3.57	%

⁽¹⁾ Nonaccruing loans are included in the daily average loan amounts outstanding.

⁽²⁾  Tax-exempt income is on a FTE basis using the statutory federal corporate income tax rate of 35 percent for 2013 and 2012.

⁽³⁾  Taxable investment income includes the dividend-received deduction for equity securities.

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Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

	Six Months Ended June 30, 2013							Six Months Ended June 30, 2012
(dollars in thousands)	Balance		Interest		Rate			Balance		Interest		Rate
ASSETS
Loans (1)(2)	$	3,388,915	$	72,190		4.30	%	$	3,169,433	$	74,287		4.70	%
Interest-bearing deposits with banks		198,379		252		0.25	%		280,944		297		0.21	%
Taxable investment securities(3)		359,622		3,731		2.07	%		276,360		3,814		2.76	%
Tax-exempt investment securities (2)		108,310		2,536		4.68	%		89,057		2,356		5.29	%
Federal Home Loan Bank and other restricted stock		13,415		28		0.42	%		19,011		14		0.15	%
Total Interest-earning Assets		4,068,641		78,737		3.90	%		3,834,805		80,768		4.22	%
Noninterest-earning assets		400,901							399,850
Total Assets	$	4,469,542						$	4,234,655
LIABILITIES AND SHAREHOLDERS’ EQUITY
Interest-bearing demand	$	306,792	$	37		0.02	%	$	298,261	$	92		0.06	%
Money market		332,961		237		0.14	%		288,086		248		0.17	%
Savings		987,616		945		0.19	%		859,339		1,080		0.25	%
Certificates of deposit		1,045,521		4,934		0.95	%		1,139,809		7,806		1.37	%
Securities sold under repurchase agreements		65,411		48		0.15	%		43,983		33		0.15	%
Short-term borrowings		66,298		78		0.24	%		73,242		92		0.25	%
Long-term borrowings		26,323		407		3.12	%		33,065		550		3.34	%
Junior subordinated debt securities		86,696		1,445		3.36	%		90,619		1,469		3.25	%
Total Interest-bearing Liabilities		2,917,618		8,131		0.56	%		2,826,404		11,370		0.81	%
Noninterest-bearing liabilities:
Demand deposits		936,141							836,950
Other liabilities		72,450							68,496
Shareholders’ equity/other		543,333							502,805
Total Liabilities and Shareholders’ Equity	$	4,469,542						$	4,234,655
Net Interest Income(2)			$	70,606						$	69,398
Net Interest Margin(2)						3.50	%						3.63	%

⁽¹⁾ Nonaccruing loans are included in the daily average loan amounts outstanding.

⁽²⁾  Tax-exempt income is on a FTE basis using the statutory federal corporate income tax rate of 35 percent for 2013 and 2012.

⁽³⁾  Taxable investment income includes the dividend-received deduction for equity securities.

Net interest income on an FTE basis increased $0.8 million, or 2.3 percent, for the three months ended June 30, 2013 and $1.1 million, or 1.7 percent, for the six months ended June 30, 2013 while net interest margin on an FTE basis declined 6 basis points and 13 basis points for the same periods. The low interest rate environment continues to be a challenge to our net interest income and net interest margin, as earning asset rates decreased faster than our ability to offset those decreases on the liability side.

Interest income on an FTE basis decreased $0.8 million and $2.0 million to $39.7 million and $78.7 million for the three and six months ended June 30, 2013 compared to $40.5 million and $80.8 million for the same periods in 2012. The decrease in interest income is primarily driven by declining loan rates with a 39 basis point decrease for the three months ended June 30, 2013 compared to June 30, 2012 and a 40 basis point decline for the six months ended June 30, 2013 compared to June 30, 2012. The impact of lower loan rates on interest income was mitigated by increasing average loan balances of $216.0 million for the three months ended June 30, 2013 compared to the three months ended June 30, 2012, and an increase in average loans of $219.5 million for the six months ended June 30, 2013 compared to the six months ended June 30, 2012. Average loans increased as a result of the effect of our two acquisitions that occurred in 2012 and organic loan growth, primarily in our commercial loan portfolio. Further positively impacting interest income was a $0.5 million interest recovery in the second quarter of 2013. This interest recovery related to a previously charged off loan where a payment of $1.1 million was received and $0.6 million was applied to fully recover the principal and the remaining amount was recognized as recovered interest. Average securities increased $103.7 million and $102.5 million for the three months and six months ended June 30, 2013 compared to the same periods in the prior year. Overall, the FTE rate on total interest-earning assets decreased 25 basis points to 3.89 percent for the three months ended June 30, 2013 and decreased 32 basis points to 3.90 percent for the six months ended June 30, 2013 as compared to 4.14 percent and 4.22 percent for the same periods in 2012.

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Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Interest expense decreased $1.6 million to $4.0 million for the three months ended June 30, 2013 compared to $5.6 million for the three months ended June 30, 2012 and decreased $3.3 million to $8.1 million for the six months ended June 30, 2013 compared to $11.4 million for the six months ended June 30, 2012. The decrease in interest expense was due to the maturity of higher costing certificates of deposits, or CDs. Average CDs decreased by $99.1 million and $94.3 million for the three and six month periods ended June 30, 2013, as the average of other interest-bearing deposits increased by $142.9 million and $181.7 million for the same periods, resulting in average interest-bearing deposit increases of $43.9 million and $87.4 million. The increase from $2.6 billion in average interest-bearing deposits for both the three and six month periods ended June 30, 2012 as compared with $2.7 billion in average interest-bearing deposits for the three and six month periods ended June 30, 2013 is mainly due to our two acquisitions in 2012. The cost of interest-bearing deposits was 0.44 percent and 0.46 percent for the three and six month periods ended June 30, 2013, a decrease of 24 basis points and 25 basis points from the three month and six month periods ended June 30, 2012 primarily due to the maturity of higher rate CDs and a shift to other lower cost interest-bearing deposits. Interest expense on average borrowings also decreased over both the three and six month periods ended June 30, 2013 compared to the same periods in 2012, by $0.1 million and $0.2 million due to the maturity of higher cost long-term borrowings. Overall, the cost of interest-bearing liabilities decreased 23 basis points and 25 basis points to 0.54 percent and 0.56 percent for the three and six month periods ended June 30, 2013 as compared to 0.77 percent and 0.81 percent for the three and six month periods ended June 30, 2012.

The following table sets forth for the periods indicated a summary of the changes in interest earned and interest paid resulting from changes in volume and changes in rates:

	Three Months Ended June 30, 2013 Compared to June 30, 2012(2)									Six Months Ended June 30, 2013 Compared to June 30, 2012(2)
(dollars in thousands)	Volume			Rate			Net			Volume			Rate			Net
Interest earned on:
Loans (1)(2)	$	2,513		$	(3,319	)	$	(806	)	$	5,144		$	(7,241	)	$	(2,097	)
Interest-bearing deposits with banks		(80	)		28			(52	)		(87	)		42			(45	)
Taxable investment securities(3)		586			(568	)		18			1,149			(1,232	)		(83	)
Tax-exempt investment securities (2)		206			(148	)		58			509			(329	)		180
Federal Home Loan Bank and other restricted stock		(2	)		7			5			(4	)		18			14
Total Interest-earning Assets		3,223			(4,000	)		(777	)		6,711			(8,742	)		(2,031	)
Interest paid on:
Interest-bearing demand		—			(31	)		(31	)		3			(58	)		(55	)
Money market		14			(37	)		(23	)		39			(50	)		(11	)
Savings		79			(248	)		(169	)		162			(297	)		(135	)
Certificates of deposit		(317	)		(985	)		(1,302	)		(647	)		(2,225	)		(2,872	)
Securities sold under repurchase agreements		7			(6	)		1			16			(1	)		15
Short-term borrowings		—			(2	)		(2	)		(9	)		(5	)		(14	)
Long-term borrowings		(92	)		(12	)		(104	)		(112	)		(31	)		(143	)
Junior subordinated debt securities		(63	)		97			36			(63	)		39			(24	)
Total Interest-bearing Liabilities		(372	)		(1,222	)		(1,594	)		(611	)		(2,628	)		(3,239	)
Net Change in Net Interest Income	$	3,595		$	(2,778	)	$	817		$	7,322		$	(6,114	)	$	1,208

⁽¹⁾ Nonaccruing loans are included in the daily average loan amounts outstanding.

⁽²⁾  Tax-exempt income is on a FTE basis using the statutory federal corporate income tax rate of 35 percent for 2013 and 2012.

⁽³⁾  Taxable investment income includes the dividend-received deduction for equity securities.

Provision for Loan Losses

The provision for loan losses is the amount to be added to the allowance for loan losses, or ALL, after adjusting for charge-offs and recoveries to bring the ALL to a level considered appropriate to absorb probable losses inherent in the loan portfolio at June 30, 2013. The provision for loan losses decreased $6.0 million to $1.0 million for the three months ended June 30, 2013 and decreased $13.0 million to $3.3 million for the six months ended June 30, 2013 compared to the same periods in 2012. The decrease in the provision for loan losses reflects the improving economic environment throughout 2013 which has resulted in significant improvements in our asset quality. Net loan charge-offs decreased $7.3 million to $0.9 million for the three months ended

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June 30, 2013 compared to $8.2 million for the three months ended June 30, 2012 and decreased $14.7 million to $3.7 million for the six months ended June 30, 2013 compared to $18.4 million for the six months ended June 30, 2012. Nonaccrual loans decreased 45 percent to $37.9 million at June 30, 2013 compared to $69.1 million at June 30, 2012. Total special mention and substandard loans have decreased $46.4 million, or 15 percent, over the last twelve months to $268.7 million at June 30, 2013. The ALL was 1.34 percent of total loans at June 30, 2013 compared to 1.46 percent at June 30, 2012. Refer to “Allowance for Loan Losses” in the MD&A of this report for additional information.

Noninterest Income

	Three Months Ended June 30,										Six Months Ended June 30,
(dollars in thousands)	2013		2012		$ Change			% Change			2013		2012		$ Change			% Change
Debit and credit card fees	$	3,150	$	2,839	$	311			11.0		$	5,601	$	5,506	$	95			1.7
Wealth management fees		2,820		2,577		243			9.4			5,396		4,996		400			8.0
Service charges on deposit accounts		2,495		2,432		63			2.6			4,943		4,841		102			2.1
Insurance fees		1,643		1,519		124			8.2			3,418		3,210		208			6.5
Mortgage banking		911		705		206			29.2			1,393		1,376		17			1.2
Gain on sale of merchant card servicing business		—		—		—			—			3,093		—		3,093			—
Securities gains, net		—		6		(6	)		(100.0	)		2		846		(844	)		(99.8	)
Other		1,848		2,453		(605	)		(24.7	)		3,827		4,826		(999	)		(20.7	)
Total Noninterest Income	$	12,867	$	12,531	$	336			2.7		$	27,673	$	25,601	$	2,072			8.1

Noninterest income increased $0.3 million, or 2.7 percent, and $2.1 million, or 8.1 percent, to $12.9 million and $27.7 million for the three and six month periods ended June 30, 2013 compared to the same periods in 2012. Almost all categories of noninterest income increased for the three and six months ended June 30, 2013 compared to the same periods in the prior year except for securities gains and other noninterest income.

The significant increase in total noninterest income of $2.1 million for the six months ended June 30, 2013 was driven by the sale of our merchant card servicing business in the first quarter of 2013. We sold our merchant card servicing business for $4.8 million and paid deconversion and termination fees of $1.7 million to the merchant processor resulting in a net gain of $3.1 million. In conjunction with the sale of the merchant card servicing business, we entered into a marketing and sales alliance agreement with the purchaser. The agreement is for an initial term of ten years and provides us with a share of future revenue and incentives to refer new customers. This agreement contributed to the increases in debit and credit card fee revenue for the three and six month periods ended June 30, 2013 over the same periods of 2012 by $0.3 million and $0.1 million. Our wealth management fees have increased $0.2 million and $0.4 million for the three and six months ended June 30, 2013, compared to the same periods in 2012 due to an increase in brokerage activity and higher assets under management. Assets under management have increased to $1.7 billion at June 30, 2013 compared to $1.6 billion at June 30, 2012. Our wealth management business continues to grow as we are seeing the benefits of additional resources added in this business line during 2012. Mortgage banking income increased $0.2 million for the three months ended June 30, 2013 due to the positive impact of increased interest rates on the valuation of mortgage servicing rights and mortgage commitments as compared to the same period in the prior year. The decrease in securities gains of $0.8 million for the six month period ended June 30, 2013 compared to the same period in 2012 was the result of a sale of one equity position during the first quarter of 2012, while there has been no significant sales activity in the first half of 2013. The decrease in other noninterest income of $0.6 million and $1.0 million for the three and six months ended June 30, 2013 was attributed to lower fee income on letters of credit and commercial loan swaps and lower BOLI income.

42

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Noninterest Expense

	Three Months Ended June 30,										Six Months Ended June 30,
(dollars in thousands)	2013		2012		$ Change			% Change			2013		2012		$ Change			% Change
Salaries and employee benefits (1)	$	14,725	$	14,595	$	130			0.9		$	30,737	$	29,316	$	1,421			4.8
Net occupancy(1)		1,958		1,832		126			6.9			4,122		3,616		506			14.0
Data processing (1)		2,110		1,876		234			12.5			4,043		3,500		543			15.5
Furniture and equipment		1,230		1,209		21			1.7			2,538		2,447		91			3.7
Other taxes		915		777		138			17.8			1,914		1,551		363			23.4
Professional services and legal (1)		1,171		1,168		3			0.3			2,143		2,753		(610	)		(22.2	)
Merger related expense		28		341		(313	)		(91.8	)		838		4,255		(3,417	)		(80.3	)
FDIC assessment		707		719		(12	)		(1.7	)		1,483		1,327		156			11.8
Marketing		793		655		138			21.1			1,482		1,397		85			6.1
Other noninterest expense (1)		4,749		6,172		(1,423	)		(23.1	)		10,702		11,965		(1,263	)		(10.6	)
Total Noninterest Expense	$	28,386	$	29,344	$	(958	)		(3.3	)	$	60,002	$	62,127	$	(2,125	)		(3.4	)

⁽¹⁾ Excludes one-time merger related expense.

Noninterest expense decreased $1.0 million, or 3.3 percent, and $2.1 million, or 3.4 percent, to $28.4 million and $60.0 million, for the three and six month periods ended June 30, 2013 compared to the same periods in 2012. The decrease in noninterest expense was due to a significant decline in merger related and other noninterest expenses for both the three and six months ended June 30, 2013. Additionally, we experienced higher expenses in several categories during 2013 due to the full integration of our two acquisitions that occurred in 2012.

Merger expense was minimal for the three months ended June 30, 2013 and $0.8 million for the six months ended June 30, 2013 compared to $0.3 million and $4.3 million for the same periods in the prior year. In the first quarter of 2013, we incurred $0.8 million of merger related expense for the data processing system conversion of Gateway Bank into S&T Bank. We acquired Gateway Bank on August 8, 2012; however, the system conversion and merger into S&T Bank occurred on February 8, 2013.

Salaries and employee benefits increased $0.1 million and $1.4 million for the three and six month periods ended June 30, 2013 due to additional employees, annual merit increases and higher commissions. The increase of $1.4 million for the six months ended June 30, 2013 was primarily due to approximately $1.0 million of expense related to new employees resulting from our two acquisitions in the prior year and an increase in full time equivalents. Adding to the increase was our annual salary merit increase of $0.4 million and commission expense of $0.6 million for the six months ended June 30, 2013. Commission expense has increased due to increased loan production and strong performance in our other business lines. Offsetting these increases was a decrease in pension expense of $0.5 million resulting from a change in actuarial assumptions and a decrease of $0.2 million of stock compensation expense.

Occupancy, other taxes and the FDIC assessment increased primarily due to our two acquisitions in 2012. The increase of $0.1 million and $0.4 million in other taxes primarily relates to an additional shares tax obligation for Gateway Bank. Data processing increased $0.2 million and $0.5 million in the three and six month periods ended June 30, 2013 as compared to the same periods in 2012 due to the increased processing charges related to our acquisitions, the annual increase with our third party data processor and the implementation of software that significantly strengthens the authentication of our customers that use our online banking products. Professional services and legal expense were unchanged for the three months ended June 30, 2013 compared to the same period in the prior year and decreased $0.6 million for the six months ended June 30, 2013 compared to the same period in the prior year due to additional external accounting and consulting charges that were incurred in the first quarter of 2012.

Other noninterest expense decreased $1.4 million and $1.3 million for the three and six months ended June 30, 2013 as compared to the same periods in 2012. The decreases in other noninterest expense for both the three and six month periods were primarily due to decreases in the reserve for unfunded loan commitments and OREO expense. The reserve for unfunded commitments has decreased in both periods as a result of improving asset quality. The decreases in OREO expense of $0.4 million and $0.8 million for the three and six months ended June 30, 2013 are due to a significant decline in OREO properties during 2013. As of June 30, 2013, we had only $0.4 million of OREO compared to $2.9 million at June 30, 2012.

43

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Provision for Income Taxes

The provision for income taxes increased $2.6 million and $3.9 million to $4.0 million and $6.2 million for the three and six month periods ended June 30, 2013 compared to $1.4 million and $2.2 million for the same periods in the prior year, primarily due to $8.1 million and $18.3 million increases in pretax income. Our effective tax rate, inclusive of discrete items, for the six months ended June 30, 2013 increased to 18.9 percent as compared to 15.6 percent for six months ended June 30, 2012. The increase in the ETR was primarily due to increased taxable income partially offset by increased tax-exempt interest and a nonrecurring tax benefit in the first quarter of 2013.

Financial Condition

June 30, 2013

Total assets remained relatively unchanged at $4.5 billion at June 30, 2013 compared to December 31, 2012. Loan production was strong, resulting in an increase to total portfolio loans of $96.6 million, or 2.9 percent. Our commercial loan portfolio grew by $83.7 million, or 3.5 percent, to $2.5 billion while our consumer loan portfolio increased by $12.9 million, or 1.4 percent, to $947.8 million. Securities increased $27.6 million, or 6.1 percent, compared to December 31, 2012 due to the investment of cash into higher yielding securities. Our deposit base remains stable with total deposits of $3.6 billion at both June 30, 2013 and December 31, 2012. The $37.2 million increase in CDs was due to the issuance of $77.1 million of Certificate of Deposit Account Registry Services, or CDARS, One-Way Buy, or OWB, deposits during the first six months of 2013 offset by CD maturities. Junior subordinated debt securities and other long-term borrowings decreased by $56.1 million, primarily due to the repayment of $45.0 million of subordinated debt and $11.1 million of long-term borrowings during the six months ended June 30, 2013. Short-term borrowings increased $50.0 million resulting from the pay-off of the subordinated debt and long-term borrowings. Total shareholder’s equity increased by approximately $9.4 million, or 1.8 percent, compared to December 31, 2012. The increase was primarily due to net income of $26.4 million offset by $8.9 million in dividends and a charge to other comprehensive income of $8.2 million resulting from a decline in the market value of our available-for-sale securities for the period.

Securities Activity

(dollars in thousands)	June 30, 2013		December 31, 2012		$ Change
Obligations of U.S. government corporations and agencies	$	232,856	$	212,066	$	20,790
Collateralized mortgage obligations of U.S. government corporations and agencies		47,336		57,896		(10,560	)
Residential mortgage-backed securities of U.S. government corporations and agencies		53,687		50,623		3,064
Commercial mortgage-backed securities of U.S. government corporations and agencies		30,547		10,158		20,389
Obligations of states and political subdivisions		106,320		112,767		(6,447	)
Debt Securities Available-for-Sale		470,746		443,510		27,236
Marketable equity securities		9,075		8,756		319
Total Securities Available-for-Sale	$	479,821	$	452,266	$	27,555

We invest in various securities in order to provide a source of liquidity, to satisfy various pledging requirements, increase net interest income and as a tool of the ALCO to reposition the balance sheet for interest rate risk purposes. Securities are subject to market risk that could negatively affect the level of liquidity available to us. Security purchases are subject to investment policies approved annually by our Board of Directors and administered through ALCO and our treasury function. The securities portfolio increased $27.6 million, or 6.1 percent, from December 31, 2012. The increase is due to the investment of cash into higher yielding assets offset by a decline in value of the bond portfolio due to the rise in interest rates.

On a quarterly basis, management evaluates the securities portfolio for other than temporary impairment, or OTTI. The bond portfolio had $6.3 million of unrealized losses at June 30, 2013 compared to $0.1 million at December 31, 2012. The significant increase in unrealized losses was a result of the increase in interest rates during the second quarter of 2013 and is not related to the underlying credit quality of the bond portfolio. There was no OTTI recorded in the three or six months ended June 30, 2013.

44

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Loan Composition

	June 30, 2013					December 31, 2012
(dollars in thousands)	Amount		% of Loans			Amount		% of Loans
Commercial
Commercial real estate	$	1,501,491		43.6	%	$	1,452,133		43.4	%
Commercial and industrial		826,696		24.0	%		791,396		23.7	%
Construction		167,225		4.9	%		168,143		5.0	%
Total Commercial Loans		2,495,412		72.5	%		2,411,672		72.1	%
Consumer
Residential mortgage		463,446		13.4	%		427,303		12.7	%
Home equity		413,585		12.0	%		431,335		12.9	%
Installment and other consumer		67,983		2.0	%		73,875		2.2	%
Construction		2,807		0.1	%		2,437		0.1	%
Total Consumer Loans		947,821		27.5	%		934,950		27.9	%
Total Portfolio Loans		3,443,233		100.0	%		3,346,622		100.0	%
Loans Held for Sale		3,185					22,499
Total Loans	$	3,446,418				$	3,369,121

Our loan portfolio represents the most significant source of interest income for us. The risk that borrowers will be unable to pay such obligations is inherent in the loan portfolio. Other conditions such as the overall economic climate can significantly impact a borrower’s ability to pay. Total portfolio loans increased $96.6 million, or 2.9 percent, since December 31, 2012, to $3.4 billion at June 30, 2013 primarily due to organic loan growth in our CRE, C&I and residential mortgage portfolios. The increase in loans can be attributed to the execution of our strategic initiative to grow our loan portfolio by adding seasoned lenders to our staff and the addition of a loan production office, or LPO, in Northeast Ohio. During the six months ended June 30, 2013, we added nine commercial lenders to our staff and we continue to actively recruit seasoned lenders. Additionally, the loan production office that we established in Northeast Ohio in the third quarter of 2012 is performing ahead of our expectations and we are in process of recruiting additional lenders in that market.

Total commercial loans have increased $83.7 million, or 3.5 percent, from December 31, 2012. CRE loans increased $49.4 million, or 3.4 percent, due to new loan originations and the transfers of construction loans into the CRE portfolio. C&I loans increased $35.3 million, or 4.5 percent, due to new loan originations and increased utilization of lines of credit. Constructions loans remain relatively unchanged.

Although commercial loans, including CRE, C&I and construction, can have a relatively higher risk profile, management believes these risks are mitigated through active portfolio management, underwriting and continuous review. The loan-to-value policy guidelines for CRE loans are generally 65-85 percent.

Residential mortgages increased $36.1 million, or 8.5 percent, due to strong originations in the first six months of 2013. In addition, we are retaining 10, 15 and 20 year residential real estate loans in our portfolio rather than selling these loans in the secondary market. Prior to the fourth quarter of 2012, we were selling loans with terms of 20 years or more.

Residential mortgage lending continues to be a strategic focus through a centralized mortgage origination department, ongoing product redesign, secondary market activities and the utilization of commission compensated originators. Management believes that continued adherence to our conservative mortgage lending policies for portfolio loans will be as important in a growing economy as it was during the downturn in recent years. The loan-to-value policy guideline is 80 percent for residential first lien mortgages. We may approve higher loan-to-value loans, but generally with the appropriate private mortgage insurance coverage. Second lien positions may be assumed with home equity loans, but normally only to the extent that the combined credit exposure for both the first and second liens does not exceed 100 percent of the estimated fair value of the property. Portfolio loans are limited to a maximum term of 20 years for traditional mortgages and 15 years with a maximum amortization term of 30 years for balloon payment mortgages. Combo mortgage loans consisting of a residential first mortgage and a home equity second mortgage are also available to creditworthy borrowers. We also originate loans for sale into the secondary market, primarily to Fannie Mae.

Currently, we are selling 30 year mortgages into the secondary market. The rationale for these sales is to mitigate interest-rate risk associated with holding lower rate, long-term residential mortgages in the loan portfolio, generate fee revenue from sales and servicing and maintain the primary customer relationship. During the six months ended June 30, 2013 and 2012, we sold $35.6 million and $38.0 million of 1-4 family mortgages and currently service $324.0 million of secondary market mortgage loans sold to Fannie Mae at June 30, 2013. We intend to continue to sell 30 year loans to Fannie Mae in the future.

Loans held for sale decreased $19.3 million due to a participation loan that was in process at December 31, 2012.

45

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Allowance for Loan Losses

We maintain an ALL at a level determined to be adequate to absorb estimated probable credit losses inherent within the loan portfolio as of the balance sheet date. Determination of an adequate ALL is subjective, as it requires estimations of the occurrence of future events, as well as the timing of such events, and it may be subject to significant changes from period to period. We continuously monitor our ALL methodology to ensure that it is responsive to the current economic environment. The ALL methodology for groups of homogeneous loans, known as the general reserve, is comprised of both a quantitative and qualitative analysis. Due to the economic environment over the past two years, we used a relatively shorter time horizon of four quarters to calculate our historic loss rates for all loan portfolios. Given that the credit quality has been improving in recent periods, the historic loss rates in certain portfolios have been decreasing to rates below what we believe is reflective of the inherent losses within these portfolios. As such, during the first quarter of 2013, we lengthened the historic loss calculation for our CRE and C&I portfolios to consider eight quarters. After consideration of the loss calculations, management applies additional qualitative adjustments so that the ALL is reflective of the inherent losses that exist in the loan portfolio at the historic balance sheet date. The evaluation of the various components of the ALL requires considerable judgment in order to estimate inherent loss exposures.

The methodology for determining the ALL has two main components: 1) evaluation and impairment tests of individual loans, and 2) evaluation of certain groups of homogeneous loans with similar risk characteristics.

An inherent risk to the loan portfolio as a whole is the condition of the local economy. In addition, each loan segment carries with it risks specific to the segment. The following is a discussion of the key risks by portfolio segment that management assesses in preparing the ALL.

CRE loans are secured by commercial purpose real estate, including both owner occupied properties and investment properties for various purposes such as hotels, strip malls and apartments. Individual project cash flows, as well as global cash flows, are generally the sources of repayment for these loans. Besides cash flow risks, CRE loans have collateral risk and risks based upon the business prospects of the lessee, if the project is not owner occupied.

C&I loans are made to operating companies or manufacturers for the purpose of production, operating capacity, accounts receivable, inventory or equipment financing. Collateral for these types of loans often do not have sufficient value in a distressed or liquidation scenario to satisfy the outstanding debt. Cash flow from the operations of the company is the primary source of repayment for these loans and the cash flow depends not only on the economy as a whole, but also on the health of the company’s industry.

Commercial construction loans are made to finance construction of buildings or other structures, as well as to finance the acquisition and development of raw land for various purposes. During the construction phase, a number of factors can result in delays and cost overruns. While the risk is generally confined to the construction and absorption periods, if there are problems, the project may not be completed, and as such, may not provide sufficient cash flow on its own to service the debt or the value of the property securing the loan may not have sufficient value in a liquidation to cover the outstanding principal. There are also various risks depending on the type of project and the experience and resources of the developer.

Consumer real estate loans are secured by 1-4 family residences, including purchase money mortgages, first and second lien home equity loans and home equity lines of credit. The primary source of repayment for these loans is the income and assets of the borrower. The unemployment rate, as well as the state of the local housing market, had a significant impact on the risk determination since low demand and/or declining home values can limit the ability of borrowers to sell a property and satisfy the debt.

Other consumer loans are made to individuals and may be secured by assets other than 1-4 family residences, or may be unsecured. This class of loans includes auto loans, unsecured lines and credit cards. The primary source of repayment for these loans is the income and assets of the borrower so the local unemployment rate is an important indicator of risk. The value of the collateral, if there is any, is less likely to be a source of repayment due to less certain collateral values.

At June 30, 2013, approximately 83.3 percent of the ALL was related to our commercial loan portfolio, while commercial loans comprised 72.5 percent of our loan portfolio. Commercial loans have been more impacted by the economic slowdown in our markets. The ability of customers to repay commercial loans is more dependent upon the success of their business, continuing income and general economic conditions. Accordingly, the risk of loss is higher on such loans compared to consumer loans, which have incurred lower losses in our market.

46

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

The following tables summarize the ALL and recorded investments in loans by category for the dates presented:

	June 30, 2013
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	64	$	23,420	$	23,484	$	29,883	$	1,471,608	$	1,501,491
Commercial and industrial		—		9,123		9,123		11,767		814,929		826,696
Commercial construction		—		5,812		5,812		16,278		150,947		167,225
Consumer real estate		59		6,596		6,655		8,699		871,139		879,838
Other consumer		17		1,014		1,031		139		67,844		67,983
Total	$	140	$	45,965	$	46,105	$	66,766	$	3,376,467	$	3,443,233

	December 31, 2012
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	1,226	$	24,020	$	25,246	$	39,994	$	1,412,139	$	1,452,133
Commercial and industrial		1,002		6,757		7,759		13,283		778,113		791,396
Commercial construction		3		7,497		7,500		18,512		149,631		168,143
Consumer real estate		—		5,058		5,058		10,827		850,248		861,075
Other consumer		—		921		921		25		73,850		73,875
Total	$	2,231	$	44,253	$	46,484	$	82,641	$	3,263,981	$	3,346,622

	June 30, 2013			December 31, 2012
Ratio of net charge-offs to average loans outstanding		0.22	%*		0.78	%
Allowance for loan losses as a percentage of total loans		1.34	%		1.38	%
Allowance for loan losses to nonperforming loans		122	%		85	%

^* Annualized

The balance in the ALL decreased $0.4 million to $46.1 million, or 1.34 percent, of total portfolio loans at June 30, 2013 as compared to $46.5 million, or 1.38 percent, of total portfolio loans at December 31, 2012. The slight decline in the ALL was due to a decrease in the reserves for loans individually evaluated for impairment of $2.1 million offset by an increase in the reserve for loans collectively evaluated for impairment of $1.7 million. Impaired loans decreased $15.9 million from December 31, 2012, primarily a result of loan paydowns. Further, new impaired loan formation has not been significant during 2013 with only $6.3 million of new impaired loans. The reserve for loans collectively evaluated for impairment increased $1.7 million primarily due to an increase in the C&I reserve of $2.4 million due to higher historic loss rates and increased loan volume. The commercial construction general reserve decreased $1.7 million primarily due to a decrease in volume of special mention construction loans. The reserve for loans collectively evaluated for impairment on the consumer real estate portfolio increased $1.5 million due to higher historic loss rates and additional qualitative reserve added during the quarter to reflect the current level of risk expected within this portfolio.

Overall asset quality continued to improve as a result of decreases in loan charge-offs, nonaccrual loans and special mention and substandard loans from December 31, 2012. Special mention and substandard loans decreased $68.4 million, or 20 percent, to $268.7 million at June 30, 2013, from $337.1 million at December 31, 2012.

We determine loans to be impaired when based upon current information and events, it is probable that we will be unable to collect all principal and interest payments due according to the original contractual terms of the loan agreement. Our methodology for evaluating whether a loan is impaired includes risk-rating credits on an individual basis and consideration of the borrower’s overall financial condition, payment record and available cash resources. In measuring impairment, we primarily look to the discounted cash flows of the credit itself or to the value of the collateral. We may consider the existence of guarantees and the financial strength of the guarantors involved. Guarantees may be considered as a source of repayment; however, absent a verifiable payment capacity, a guarantee alone would not be sufficient to avoid classifying the loan as impaired.

47

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS—continued

Troubled debt restructurings, or TDRs, whether on accrual or nonaccrual status, are also classified as impaired loans. TDRs are loans where we, for economic or legal reasons related to a borrower’s financial difficulties, grant a concession to the borrower that we would not otherwise consider. These modified terms generally include extensions of maturity dates at a stated interest rate lower than the current market rate for a new loan with similar risk characteristics, reductions in contractual interest rates or principal deferment. While unusual there may be instances of principal forgiveness. Generally these concessions are for a period of at least six months. Additionally, we classify loans where the debt obligation has been discharged through a Chapter 7 Bankruptcy and not reaffirmed by the borrower as TDRs.

TDRs can be returned to accruing status if the following criteria are met: 1) the ultimate collectability of all contractual amounts due, according to the restructured agreement, is not in doubt and 2) there is a period of a minimum of six months of satisfactory payment performance by the borrower either immediately before or after the restructuring. All TDRs are considered to be impaired loans and will be reported as impaired loans for their remaining lives, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and we fully expected that the remaining principal and interest will be collected according to the restructured agreement. All impaired loans are reported as nonaccrual loans unless the loan is a TDR that has met the requirements noted above to be returned to accruing status.

As an example, consider a substandard commercial construction loan that is currently 90 days past due where the loan is restructured to extend the maturity date for a period longer than would be considered an insignificant period of time. The post-modification interest rate is not increased to correspond with the current credit risk of the borrower, and all other terms remain the same according to the original loan agreement. This loan will be considered a TDR as the borrower is experiencing financial difficulty and a concession has been granted. The loan will be reported as nonaccrual status and as an impaired loan and a TDR. In addition, the loan could be charged down to the fair value of the collateral if a confirmed loss exists. If the loan subsequently performs, by means of making on-time principal and interest payments according to the newly restructured terms for a period of six months, and it is expected that all remaining principal and interest will be collected according to the terms of the restructured agreement, the loan will be returned to accrual status and reported as an accruing TDR. The loan will remain an impaired loan for the remaining life of the loan since the interest rate was not adjusted to be equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with the comparable risk of a longer term.

As of June 30, 2013, we had $57.0 million in total TDRs, including $40.9 million that were accruing and $16.1 that were in nonaccrual status. During the six months ended June 30, 2013, we had $8.7 million of new TDRs with the most significant TDR of $4.3 million due to principal forgiveness of $0.1 million, a $0.8 million TDR related to a maturity date extension and others related to bankruptcy filings that were not reaffirmed resulting in discharged debt. During the six months ended June 30, 2013, we had one TDR for $0.2 million that met the above requirements for being placed back to accrual status.

The charge-off policy for commercial loans requires that loans and other obligations that are not collectible be promptly charged-off in the month the loss becomes probable, regardless of the delinquency status of the loan. We may elect to recognize a partial charge-off when management has determined that the value of collateral is less than the remaining investment in the loan. A loan or obligation does not need to be charged-off, regardless of delinquency status, if (i) management has determined there exists sufficient collateral to protect the remaining loan balance and (ii) there exists a strategy to liquidate the collateral. Management may also consider a number of other factors to determine when a charge-off is appropriate. These factors may include, but are not limited to:

• The status of a bankruptcy proceeding

• The value of collateral and probability of successful liquidation; and/or

• The status of adverse proceedings or litigation that may result in collection

Consumer unsecured loans and secured loans that are not secured by real estate are evaluated for charge-off after the loan becomes 90 days past due. Unsecured loans are fully charged-off and secured loans are charged-off to the estimated fair value of the collateral less the cost to sell. Consumer loans secured by real estate are evaluated for charge-off after the loan balance becomes 90 days past due and are charged down to the estimated fair value of the collateral less cost to sell.

Our allowance for lending-related commitments is computed using a methodology similar to that used to determine the ALL. Amounts are added to the allowance for lending-related commitments by a charge to current earnings through noninterest expense. The balance in the allowance for lending-related commitments increased to $3.3 million at June 30, 2013 as compared to $3.0 million at December 31, 2012 due to an increase in the volume of commitments. The allowance for lending-related commitments is included in other liabilities in the Consolidated Balance Sheets.

48

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Nonperforming assets consist of nonaccrual loans, nonaccrual TDRs and OREO. The following summarizes nonperforming assets for the dates presented:

(dollars in thousands)	June 30, 2013			December 31, 2012			$ Change
Nonaccrual Loans
Commercial real estate	$	12,053		$	20,972		$	(8,919	)
Commercial and industrial		3,985			5,496			(1,511	)
Commercial construction		268			1,454			(1,186	)
Residential mortgage		2,035			4,526			(2,491	)
Home equity		3,445			3,312			133
Installment and other consumer		33			40			(7	)
Consumer construction		—			218			(218	)
Total Nonaccrual Loans		21,819			36,018			(14,199	)
Nonaccrual Troubled Debt Restructurings
Commercial real estate		8,679			9,584			(905	)
Commercial and industrial		1,219			939			280
Commercial construction		4,507			5,324			(817	)
Residential mortgage		1,430			2,752			(1,322	)
Home equity		229			341			(112	)
Total Nonaccrual Troubled Debt Restructurings		16,064			18,940			(2,876	)
Total Nonaccrual Loans		37,883			54,958			(17,075	)
OREO		408			911			(503	)
Total Nonperforming Assets	$	38,291		$	55,869		$	(17,578	)
Asset Quality Ratios:
Nonperforming loans as a percent of total loans		1.10	%		1.63	%
Nonperforming assets as a percent of total loans plus OREO		1.11	%		1.66	%

Our policy is to place loans in all categories in nonaccrual status when collection of interest or principal is doubtful, or generally when interest or principal payments are 90 days or more past due. There were no loans 90 days or more past due and still accruing at June 30, 2013 or December 31, 2012.

NPAs decreased to $38.3 million at June 30, 2013 compared to $55.9 million at December 31, 2012. The significant decline is primarily related to $14.8 million in NPL payoffs and $7.1 million in loan charge-offs. New NPL formation was $6.8 million for the first six months of 2013.

Deposits

(dollars in thousands)	June 30, 2013		December 31, 2012		$ Change
Noninterest-bearing demand	$	947,747	$	960,980	$	(13,233	)
Interest-bearing demand		297,028		316,760		(19,732	)
Money market		329,065		361,233		(32,168	)
Savings		1,003,705		965,571		38,134
Certificates of deposit		1,071,083		1,033,884		37,199
Total Deposits	$	3,648,628	$	3,638,428	$	10,200

Deposits are the primary source of funds for us. We believe that our deposit base is stable and that we have the ability to attract new deposits, mitigating a funding dependency on other more volatile sources. Total deposits increased $10.2 million at June 30, 2013 compared to December 31, 2012.

Noninterest-bearing demand and interest-bearing demand decreased $33.0 million at June 30, 2013 compared to December 31, 2012. The decrease in demand balances is not unusual when comparing point in time balances, particularly when comparing to December 31, 2012, as we typically experience an increase in business demand balances at year-end that tend to be temporary in nature. Money market deposits decreased $32.2 million at June 30, 2013 compared to December 31, 2012 mainly as a result of our Wealth Management division reallocating assets under management to other types of investments.

49

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

The low interest rate environment had an impact on our overall deposit mix as CD maturities at higher rates shifted into our savings products. The $37.2 million increase in CDs was impacted by the addition of $77.1 million of CDARS OWB deposits and a $5.1 million brokered CD during the second quarter of 2013. Participation in the CDARS OWB program allows us to issue deposits from insured depository institutions that are members of the CDARS deposit placement service. The issuance of brokered certificates of deposit and participation in the CDARS OWB program is an ALCO strategy to increase and diversify funding sources. CDs of $100,000 and over increased to 12 percent compared to 10 percent of total deposits at June 30, 2013 and at December 31, 2012 with the increase primarily due to the addition of the CDARS OWB deposits.

Borrowings

(dollars in thousands)	June 30, 2013		December 31, 2012		$ Change
Securities sold under repurchase agreements, retail	$	74,151	$	62,582	$	11,569
Short-term borrowings		125,000		75,000		50,000
Long-term borrowings		22,965		34,101		(11,136	)
Junior subordinated debt securities		45,619		90,619		(45,000	)
Total Borrowings	$	267,735	$	262,302	$	5,433

Borrowings are an additional source of funding for us. Total borrowings have increased by $5.4 million from December 31, 2012. We repaid $45.0 million in junior subordinated debt during the second quarter of 2013 and had $10.0 million of long-term borrowings mature during the first six months of 2013. The junior subordinated debt was repaid because of its diminishing regulatory capital benefit and the future positive impact on net interest income. We replaced the funding with FHLB advances and deposits through the CDARS OWB program.

Information pertaining to short-term borrowings is summarized in the tables below for the dates presented and for the six month and twelve month periods ended June 30, 2013 and December 31, 2012.

	Securities Sold Under Repurchase Agreements
(dollars in thousands)		June 30, 2013			December 31, 2012
Balance at the period end	$	74,151		$	62,582
Average balance during the period		65,411			47,388
Average interest rate during the period		0.15	%		0.17	%
Maximum month-end balance during the period	$	74,151		$	62,582
Average interest rate at the period end		0.12	%		0.20	%
	Short-Term Borrowings
(dollars in thousands)	June 30, 2013			December 31, 2012
Balance at the period end	$	125,000		$	75,000
Average balance during the period		66,298			50,212
Average interest rate during the period		0.24	%		0.24	%
Maximum month-end balance during the period	$	125,000		$	75,000
Average interest rate at the period end		0.27	%		0.19	%

50

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

Information pertaining to long-term borrowings is summarized in the tables below for the dates presented and for the six month and twelve month periods ended June 30, 2013 and December 31, 2012.

	Long-Term Borrowings
(dollars in thousands)	June 30, 2013			December 31, 2012
Balance at the period end	$	22,965		$	34,101
Average balance during the period		26,323			33,841
Average interest rate during the period		3.12	%		3.26	%
Maximum month-end balance during the period	$	28,913		$	40,669
Average interest rate at the period end		3.02	%		3.17	%
	Junior Subordinated Debt Securities
(dollars in thousands)	June 30, 2013			December 31, 2012
Balance at the period end	$	45,619		$	90,619
Average balance during the period		86,696			90,619
Average interest rate during the period		3.36	%		3.21	%
Maximum month-end balance during the period	$	90,619		$	90,619
Average interest rate at the period end		2.73	%		3.01	%

Liquidity and Capital Resources

Liquidity is defined as a financial institution’s ability to meet its cash and collateral obligations at a reasonable cost. This includes the ability to satisfy the financial needs of depositors who want to withdraw funds or of borrowers needing to access funds to meet their credit needs. Liquidity risk management involves monitoring and maintaining sufficient levels of a diverse set of funding sources that are available for normal operations and for unanticipated stress events. In order to manage liquidity risk our Board of Directors has delegated authority to the ALCO for formulation, implementation and oversight of liquidity risk management. ALCO’s goal is to maintain adequate levels of liquidity to meet our funding needs in both a normal operating environment and for potential liquidity stress events.

Our primary funding and liquidity source is a stable deposit base. We believe that the bank has the ability to retain existing and attract new deposits, mitigating a funding dependency on other more volatile sources. Although deposits are the primary source of funds, we have identified various funding sources that can be used as part of our normal funding program when either a structure or cost efficiency has been identified. These funding sources include a cushion of highly liquid assets, borrowing availability at the FHLB, Federal Funds lines with other financial institutions and access to the brokered certificates of deposit market including CDARs OWB deposits.

Since the beginning of the financial industry crisis in 2008, monitoring and maintaining appropriate liquidity levels has become a focus of regulators, bankers and investors. ALCO has enhanced the measurement, monitoring and reporting systems for liquidity risk management for potential liquidity stress events. Specific focus has been on maintaining an adequate level of asset liquidity, performing short-term and long-term stress tests and developing a more detailed contingency funding plan. We also work to ensure access to various wholesale funding sources is available, even in a stress event.

ALCO uses a variety of ratios and reports to monitor our liquidity position. ALCO monitors an asset liquidity ratio, which is defined as the sum of interest-bearing deposits with banks, unpledged securities and loans held for sale to total assets. In addition to the asset liquidity ratio, ALCO reviews cash flow projections and various balance sheet liquidity ratios. ALCO policy guidelines are in place for each ratio that defines graduated risk tolerance levels. If a ratio moves to high risk, specific actions are defined, such as increased monitoring or the development of an action plan to reduce the risk position.

51

Item 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS – continued

The following summarizes risk-based capital amounts and ratios for S&T Bancorp, Inc. and S&T Bank for the dates presented:

(dollars in thousands)	Adequately Capitalized (1)			Well- Capitalized (2)			June 30, 2013					December 31, 2012
							Amount		Ratio			Amount		Ratio
S&T Bancorp, Inc.
Tier 1 leverage		4.00	%		5.00	%	$	410,484		9.54	%	$	392,506		9.31	%
Tier 1 capital to risk-weighted assets		4.00	%		6.00	%		410,484		12.28	%		392,506		11.98	%
Total capital to risk-weighted assets		8.00	%		10.00	%		478,030		14.30	%		504,041		15.39	%
S&T Bank
Tier 1 leverage		4.00	%		5.00	%	$	375,291		8.76	%	$	343,331		8.45	%
Tier 1 capital to risk-weighted assets		4.00	%		6.00	%		375,291		11.29	%		343,331		10.88	%
Total capital to risk-weighted assets		8.00	%		10.00	%		441,950		13.30	%		452,906		14.35	%

⁽¹⁾ For an institution to qualify as “adequately capitalized” under regulatory guidelines, total risk-based capital, Tier I risk-based capital and Tier I capital to average asset ratios must be at least 8 percent, 4 percent and 4 percent. At June 30, 2013, we exceeded those requirements.

⁽²⁾  For an institution to qualify as “well capitalized” under regulatory guidelines, total risk-based capital, Tier I risk-based capital and Tier I capital to average asset ratios must be at least 10 percent, 6 percent and 5 percent. At June 30, 2013, we exceeded those requirements.

Our total risk based capital ratio decreased by 109 basis points to 14.30 percent at June 30, 2013 from 15.39 percent at December 31, 2012. The decrease was due to the repayment of $45.0 million of subordinated debt during the second quarter of 2013.

In October 2012, we filed a shelf registration statement on Form S-3 under the Securities Act of 1933 as amended, with the SEC for the issuance of up to $300 million of a variety of securities including, debt and capital securities, preferred and common stock and warrants. We may use the proceeds from the sale of securities for general corporate purposes, which could include investments at the holding company level, investing in, or extending credit to subsidiaries, possible acquisitions and stock repurchases. As of June 30, 2013, we had not issued any securities pursuant to the shelf registration statement.

Item 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

Market risk is defined as the degree to which changes in interest rates, foreign exchange rates, commodity prices or equity prices can adversely affect a financial institution’s earnings or capital. For most financial institutions, including S&T, market risk primarily reflects exposures to changes in interest rates. Interest rate fluctuations affect earnings by changing net interest income and other interest-sensitive income and expense levels. Interest rate changes affect capital by changing the net present value of a bank’s future cash flows, and the cash flows themselves, as rates change. Accepting this risk is a normal part of banking and can be an important source of profitability and shareholder value. However, excessive interest rate risk can threaten a bank’s earnings, capital, liquidity and solvency. Our sensitivity to changes in interest rate movements is continually monitored by ALCO. ALCO monitors and manages market risk through rate shock analyses, economic value of equity, or EVE, analysis and simulations in order to avoid unacceptable earnings and market value fluctuations due to changes in interest rates.

Rate shock analyses results are compared to a base case to provide an estimate of the impact that market rate changes may have on 12 months of pretax net interest income. The base case and rate shock analyses are performed on a static balance sheet. A static balance sheet is a no growth balance sheet in which all maturing and/or repricing cash flows are reinvested in the same product at the existing product spread. Rate shock analyses assume an immediate parallel shift in market interest rates and also include management assumptions regarding the level of interest rate changes on non-maturity deposit products (noninterest-bearing demand, interest-bearing demand, money market and savings) and changes in the prepayment behavior of fixed rate loans and securities with optionality. S&T policy guidelines limit the change in pretax net interest income over a 12 month horizon using rate shocks of +/- 300 basis points. Policy guidelines define the percent change in pretax net interest income by graduated risk tolerance levels of minimal, moderate and high. We have temporarily suspended the -200 and -300 basis point rate shock analyses. Due to the low interest rate environment we believe the impact to net interest income when evaluating the -200 and -300 basis point rate shock scenarios did not provide meaningful insight into our interest rate risk position.

In order to monitor interest rate risk beyond the 12 month time horizon of rate shocks, we also perform EVE analysis. EVE represents the present value of all asset cash flows minus the present value of all liability cash flows. EVE rate change results are compared to a base case to determine the impact that market rate changes may have on our EVE. As with rate shock analysis, EVE incorporates management assumptions regarding prepayment behavior of fixed rate loans and securities with optionality and core deposit behavior and value. S&T policy guidelines limit the change in EVE given changes in rates of +/- 300 basis points. Policy guidelines define the percent change in EVE by graduated risk tolerance levels of minimal, moderate and high. We have also temporarily suspended the EVE -200 and -300 basis point scenarios due to the low interest rate environment.

52

Item 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK – continued

The table below reflects the rate shock analyses and EVE results. Both are in the minimal risk tolerance level.

	June 30, 2013						December 31, 2012
Change in Interest Rate (basis points)	% Change in Pretax Net Interest Income			% Change in Economic Value of Equity			% Change in Pretax Net Interest Income			% Change in Economic Value of Equity
+300		9.0			15.3			8.2			23.2
+200		5.5			11.3			5.0			16.8
+100		2.1			6.2			2.0			9.1
- 100		(3.5	)		(10.6	)		(2.4	)		(9.7	)

The results from the rate shock analyses are consistent with having an asset sensitive balance sheet. Having an asset sensitive balance sheet means more assets than liabilities will reprice during the measured time frames. The implications of an asset sensitive balance sheet will differ depending upon the change in market interest rates. For example, with an asset sensitive balance sheet in a declining interest rate environment, more assets than liabilities will decrease in rate. This situation could result in a decrease in net interest income and operating income. Conversely, with an asset sensitive balance sheet in a rising interest rate environment, more assets than liabilities will increase in rate. This situation could result in an increase in net interest income and operating income. As measured by rate shock analyses, there was not a material change in our asset sensitive balance sheet position when comparing June 30, 2013 and December 31, 2012.

When comparing the EVE results for June 30, 2013 and December 31, 2012 the percent change to EVE has decreased. The change in EVE is due to the increase in long term rates between June 30, 2013 and December 31, 2012. The increase in long term rates resulted in a higher June 30, 2013 base case EVE mainly as a result of higher core deposit values. With a higher base EVE at June 30, 2013 and a similar dollar change between the base case and rate change scenarios at June 30, 2013 and December 31, 2012 the result is a lower percent change.

In addition to rate shocks and EVE, simulations are performed periodically to assess the sensitivity of scenario assumptions on pretax net interest income. Simulation analyses most often test for sensitivity to yield curve shape and slope changes, severe rate shocks, changes in prepayment assumptions and significant balance mix changes. Simulations indicate that an increase in rates, particularly if the yield curve steepens, will most likely result in an improvement in pretax net interest income. We realize that some of the benefit reflected in our scenarios may be offset by a change in the competitive environment and a change in product preference by our customers

Item 4. CONTROLS AND PROCEDURES

Evaluation of Disclosure Controls and Procedures

Under the supervision and with the participation of S&T’s Chief Executive Officer, or CEO, and Chief Financial Officer, or CFO (its principal executive officer and principal financial officer, respectively), management has evaluated the effectiveness of the design and operation of S&T’s disclosure controls and procedures as of June 30, 2013. In designing and evaluating the disclosure controls and procedures, management recognizes that any controls and procedures, no matter how well designed and operated, can provide only reasonable assurance of achieving the desired control objectives. We maintain disclosure controls and procedures that are designed to ensure that information required to be disclosed by us in the reports that we file or submit under the Securities Exchange Act of 1934, as amended, or the Exchange Act, is recorded, processed, summarized and reported within the time periods required by the Securities and Exchange Commission, or the SEC, and that such information is accumulated and communicated to S&T’s management, including our CEO and CFO, as appropriate, to allow timely decisions regarding required disclosure.

Based on and as of the date of such evaluation, our CEO and CFO concluded that the design and operation of our disclosure controls and procedures were effective in all material respects, as of the end of the period covered by this report.

Changes in Internal Control over Financial Reporting

During the quarter ended June 30, 2013, there were no changes made to S&T’s internal control over financial reporting (as defined in Rule 13a-15(f) under the Exchange Act) that materially affected, or are reasonably likely to materially affect, S&T’s internal control over financial reporting.

53

S&T BANCORP, INC. AND SUBSIDIARIES

PART II

OTHER INFORMATION

Item 1. Legal Proceedings

Not Applicable

Item 1A. Risk Factors

There have been no material changes to the risk factors that we have previously disclosed in Item 1A – “Risk Factors” in our Annual Report on Form 10-K for the year ended December 31, 2012, as filed with the SEC on February 25, 2013.

Item 2. Unregistered Sales of Equity Securities and Use of Proceeds

Not Applicable

Item 3. Defaults Upon Senior Securities

Not Applicable

Item 4. Mine Safety Disclosures

Not Applicable

Item 5. Other Information

Not Applicable

Item 6. Exhibits

31.1	Rule 13a-14(a) Certification of the Chief Executive Officer.
31.2	Rule 13a-14(a) Certification of the Chief Financial Officer.
32	Rule 13a-14(b) Certification of the Chief Executive Officer and Chief Financial Officer.
101	The following financial information from the Registrant’s Quarterly Report on Form 10-Q for the quarter ended June 30, 2013 is formatted in eXtensible Business Reporting Language (XBRL): (i) Unaudited Consolidated Balance Sheets at June 30, 2013 and December 31, 2012, (ii) Unaudited Consolidated Statements of Comprehensive Income for the Three Months and Six Months ended June 30, 2013 and 2012, (iii) Unaudited Consolidated Statements of Changes in Shareholders’ Equity for the Six Months ended June 30, 2013 and 2012 and (iv) Unaudited Consolidated Statements of Cash Flows for the Six Months ended June 30, 2013 and 2012 and (iv) Notes to Unaudited Consolidated Financial Statements.*

* This exhibit is furnished and will not be deemed “filed” for purposes of Section 18 of the Securities Exchange Act of 1934 (15 U.S.C. 78r), or otherwise subject to the liability of that section. Such exhibit will not be deemed to be incorporated by reference into any filing under the Securities Act or Securities Exchange Act, except to the extent that the Registrant specifically incorporates it by reference.

54

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, as amended, the registrant has duly caused this report to be signed on its behalf by the undersigned thereunto duly authorized.

	S&T Bancorp, Inc. (Registrant)
Date: July 31, 2013	/s/ Mark Kochvar
	Mark Kochvar Senior Executive Vice President and Chief Financial Officer (Principal Financial Officer and Duly Authorized Signatory)

55

EX-31.1

Exhibit 31.1

CERTIFICATION

I, Todd D. Brice, certify that:

1. I have reviewed this quarterly report on Form 10-Q of S&T Bancorp, Inc.;

2. Based on my knowledge, this quarterly report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation;

d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information;

b) Any fraud, whether or not material that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: July 31, 2013

/s/ Todd D. Brice

Todd D. Brice, Chief Executive Officer

EX-31.2

Exhibit 31.2

CERTIFICATION

I, Mark Kochvar, certify that:

1. I have reviewed this quarterly report on Form 10-Q of S&T Bancorp, Inc.;

2. Based on my knowledge, this quarterly report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report;

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13a-15(e) and 15d-15(e)) and internal control over financial reporting (as defined in Exchange Act Rules 13a-15(f) and 15d-15(f)) for the registrant and have:

a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures as of the end of the period covered by this report based on such evaluation;

d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of the registrant’s board of directors (or persons performing the equivalent functions):

a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information;

b) Any fraud, whether or not material that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: July 31, 2013

/s/ Mark Kochvar

Mark Kochvar, Chief Financial Officer

EX-32

Exhibit 32

CERTIFICATION OF THE CHIEF EXECUTIVE OFFICER

AND CHIEF FINANCIAL OFFICER

SARBANES-OXLEY ACT SECTION 906

Pursuant to 18 U.S.C. Section 1350 as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, in connection with the S&T Bancorp, Inc. (the “Company”) Quarterly Report on Form 10-Q for the period ended June 30, 2013 as filed with the Securities and Exchange Commission on the date hereof (the “Report”), I, Todd D. Brice, Chief Executive Officer of the Company, and I, Mark Kochvar, Chief Financial Officer of the Company, certify, pursuant to 18 U.S.C. 1350, as adopted pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, to the best of my knowledge that:

1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as amended; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company for the dates and period covered by the report.

This certificate is being made for the exclusive purpose of compliance by the Chief Executive Officer and Chief Financial Officer of the Company with the requirements of Section 906 of the Sarbanes-Oxley Act of 2002, and may not be disclosed, distributed or used by any person or for any reason other than as specifically required by law.

Date: July 31, 2013

/s/ Todd D. Brice	/s/ Mark Kochvar
Todd D. Brice, Chief Executive Officer	Mark Kochvar, Chief Financial Officer

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Other Comprehensive Income

6 Months Ended

Jun. 30, 2013

Equity [Abstract]

Other Comprehensive Income

NOTE 10. OTHER COMPREHENSIVE INCOME

The following tables show the tax effects of the components of other comprehensive income for the periods presented:

	Three Months Ended June 30, 2013									Three Months Ended June 30, 2012
(dollars in thousands)	Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount			Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$	(12,061	)	$	4,221		$	(7,840	)	$	509		$	(178	)	$	331
Reclassification adjustment for net (gains)/losses on securities available-for-sale included in net income(1)		—			—			—			(6	)		2			(4	)
Adjustment to funded status of employee benefit plans		598			(210	)		388			569			(199	)		370
Other Comprehensive Income (Loss)	$	(11,463	)	$	4,011		$	(7,452	)	$	1,072		$	(375	)	$	697

⁽¹⁾ Reclassification adjustments are comprised of realized security gains. The gains have been reclassified out of accumulated other comprehensive income and have affected certain lines in the consolidated statement of comprehensive income as follows; the pre-tax amount is included in securities gains-net, the tax expense amount is included in the provision for income taxes and the net of tax amount is included in net income.

	Six Months Ended June 30, 2013									Six Months Ended June 30, 2012
(dollars in thousands)	Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount			Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$	(13,829	)	$	4,840		$	(8,989	)	$	815		$	(285	)	$	530
Reclassification adjustment for net (gains)/losses on securities available-for-sale included in net income(1)		(2	)		1			(1	)		(846	)		296			(550	)
Adjustment to funded status of employee benefit plans		1,196			(419	)		777			1,137			(398	)		739
Other Comprehensive Income (Loss)	$	(12,635	)	$	4,422		$	(8,213	)	$	1,106		$	(387	)	$	719

⁽¹⁾ Reclassification adjustments are comprised of realized security gains. The gains have been reclassified out of accumulated other comprehensive income and have affected certain lines in the consolidated statement of comprehensive income as follows; the pre-tax amount is included in securities gains-net, the tax expense amount is included in the provision for income taxes and the net of tax amount is included in net income.

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Allowance for Loans Losses - Recorded Investment in Commercial Loan Classes by Internally Assigned Risk Ratings (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	$ 2,495,412	$ 2,411,672
Total percentage of recorded investment in commercial loan	100.00%	100.00%
Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	2,253,797	2,102,721
Total percentage of recorded investment in commercial loan	90.30%	87.20%
Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	131,419	168,920
Total percentage of recorded investment in commercial loan	5.30%	7.00%
Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	110,196	140,031
Total percentage of recorded investment in commercial loan	4.40%	5.80%
Commercial Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	1,501,491	1,452,133
Total percentage of recorded investment in commercial loan	100.00%	100.00%
Commercial Real Estate [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	1,371,327	1,265,810
Total percentage of recorded investment in commercial loan	91.30%	87.20%
Commercial Real Estate [Member] | Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	64,370	96,156
Total percentage of recorded investment in commercial loan	4.30%	6.60%
Commercial Real Estate [Member] | Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	65,794	90,167
Total percentage of recorded investment in commercial loan	4.40%	6.20%
Commercial and Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	826,696	791,396
Total percentage of recorded investment in commercial loan	100.00%	100.00%
Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	753,972	718,070
Total percentage of recorded investment in commercial loan	91.20%	90.70%
Commercial and Industrial [Member] | Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	45,694	42,016
Total percentage of recorded investment in commercial loan	5.50%	5.30%
Commercial and Industrial [Member] | Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	27,030	31,310
Total percentage of recorded investment in commercial loan	3.30%	4.00%
Commercial Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	167,225	168,143
Total percentage of recorded investment in commercial loan	100.00%	100.00%
Commercial Construction [Member] | Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	128,498	118,841
Total percentage of recorded investment in commercial loan	76.80%	70.70%
Commercial Construction [Member] | Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	21,355	30,748
Total percentage of recorded investment in commercial loan	12.80%	18.30%
Commercial Construction [Member] | Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Total recorded investment in commercial loan	$ 17,372	$ 18,554
Total percentage of recorded investment in commercial loan	10.40%	11.00%

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Consolidated Statements of Comprehensive Income (USD $) In Thousands, except Per Share data, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
INTEREST INCOME
Loans, including fees	$ 35,765	$ 36,596	$ 70,810	$ 72,933
Investment securities:
Taxable	1,879	1,887	3,742	3,831
Tax-exempt	815	778	1,648	1,531
Dividends	94	109	196	215
Total Interest Income	38,553	39,370	76,396	78,510
INTEREST EXPENSE
Deposits	2,951	4,475	6,153	9,226
Borrowings and junior subordinated debt securities	1,006	1,076	1,978	2,144
Total Interest Expense	3,957	5,551	8,131	11,370
NET INTEREST INCOME	34,596	33,819	68,265	67,140
Provision for loan losses	1,023	7,023	3,330	16,296
Net Interest Income After Provision for Loan Losses	33,573	26,796	64,935	50,844
NONINTEREST INCOME
Securities gains, net		6	2	846
Debit and credit card fees	3,150	2,839	5,601	5,506
Wealth management fees	2,820	2,577	5,396	4,996
Service charges on deposit accounts	2,495	2,432	4,943	4,841
Insurance fees	1,643	1,519	3,418	3,210
Mortgage banking	911	705	1,393	1,376
Gain on sale of merchant card servicing business			3,093
Other	1,848	2,453	3,827	4,826
Total Noninterest Income	12,867	12,531	27,673	25,601
NONINTEREST EXPENSE
Salaries and employee benefits	14,725	14,641	30,792	31,113
Data processing	2,137	2,195	4,801	5,436
Net occupancy	1,958	1,832	4,127	3,616
Furniture and equipment	1,230	1,209	2,538	2,447
Professional services and legal	1,171	1,208	2,145	3,108
Other taxes	915	777	1,914	1,551
Marketing	793	655	1,482	1,397
FDIC assessment	707	719	1,483	1,327
Other	4,750	6,108	10,720	12,132
Total Noninterest Expense	28,386	29,344	60,002	62,127
Income Before Taxes	18,054	9,983	32,606	14,318
Provision for income taxes	3,951	1,383	6,173	2,238
Net Income	14,103	8,600	26,433	12,080
Earnings per share-basic	$ 0.47	$ 0.30	$ 0.89	$ 0.42
Earnings per share-diluted	$ 0.47	$ 0.30	$ 0.89	$ 0.42
Dividends declared per share	$ 0.15	$ 0.15	$ 0.30	$ 0.30
Comprehensive Income	$ 6,651	$ 9,297	$ 18,220	$ 12,799

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Fair Value Measurements

6 Months Ended

Jun. 30, 2013

Fair Value Disclosures [Abstract]

Fair Value Measurements

NOTE 3. FAIR VALUE MEASUREMENTS

We use fair value measurements when recording and disclosing certain financial assets and liabilities. Securities available-for-sale, trading assets and derivatives are recorded at fair value on a recurring basis. Additionally, from time to time, we may be required to record other assets at fair value on a nonrecurring basis, such as loans held for sale, impaired loans, other real estate owned, or OREO, mortgage servicing rights, or MSRs, and certain other assets.

Fair value is the price that would be received to sell an asset or paid to transfer a liability in the principal or most advantageous market in an orderly transaction between market participants at the measurement date. An orderly transaction is a transaction that assumes exposure to the market for a period prior to the measurement date to allow for marketing activities that are usual and customary for transactions involving such assets or liabilities; it is not a forced transaction. In determining fair value, we use various valuation approaches, including market, income and cost approaches. The fair value standard establishes a hierarchy for inputs used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used when available. Observable inputs are inputs that market participants would use in pricing an asset or liability, which is developed, based on market data we have obtained from independent sources. Unobservable inputs reflect our estimate of assumptions that market participants would use in pricing an asset or liability, which are developed based on the best information available in the circumstances.

The fair value hierarchy gives the highest priority to unadjusted quoted market prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). The fair value hierarchy is broken down into three levels based on the reliability of inputs as follows:

Level 1: valuation is based upon unadjusted quoted market prices for identical instruments traded in active markets.

Level 2: valuation is based upon quoted market prices for similar instruments traded in active markets, quoted market prices for identical or similar instruments traded in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market or can be corroborated by market data.

Level 3: valuation is derived from other valuation methodologies, including discounted cash flow models and similar techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in determining fair value.

A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement. Our policy is to recognize transfers between any of the fair value hierarchy levels at the end of the reporting period in which the transfer occurred.

The following are descriptions of the valuation methodologies that we use for financial instruments recorded at fair value on either a recurring or nonrecurring basis.

Recurring Basis

Securities Available-for-Sale

Securities available-for-sale include both debt and equity securities. We obtain fair values for debt securities from a third-party pricing service, which utilizes several sources for valuing fixed-income securities.We validate prices received from our pricing service through comparison to a secondary pricing service and broker quotes. We review the methodologies of the pricing service which provides us with a sufficient understanding of the valuation models, assumptions, inputs and pricing to reasonably measure the fair value of our securities. The market evaluation sources for debt securities include observable inputs rather than significant unobservable inputs and are classified as Level 2. The service provider utilizes pricing models that vary by asset class and include available trade, bid and other market information. Generally, the methodologies include broker quotes, proprietary models, vast descriptive terms and conditions databases, as well as extensive quality control programs.

Marketable equity securities that have an active, quotable market are classified as Level 1. Marketable equity securities that are quotable, but are thinly traded or inactive, are classified as Level 2 and securities that are not readily traded and do not have a quotable market are classified as Level 3.

Trading Assets

We use quoted market prices to determine the fair value of our trading assets. Our trading assets are held in a Rabbi Trust under a deferred compensation plan and are invested in readily quoted mutual funds. Accordingly, these assets are classified as Level 1.

Derivative Financial Instruments

We use derivative instruments including interest rate swaps for commercial loans with our customers and we sell mortgage loans in the secondary market and enter into interest rate lock commitments. We calculate the fair value for derivatives using widely accepted valuation techniques, including discounted cash flow analysis on the expected cash flows of each derivative. Each valuation considers the contractual terms of the derivative, including the period to maturity and uses observable market based inputs, such as interest rate curves and implied volatilities. Accordingly, derivatives are classified as Level 2. We incorporate credit valuation adjustments into the valuation models to appropriately reflect both our own nonperformance risk and the respective counterparty’s nonperformance risk in calculating fair value measurements. In adjusting the fair value of our derivative contracts for the effect of nonperformance risk, we have considered the impact of netting and any applicable credit enhancements and collateral postings.

Nonrecurring Basis

Loans Held for Sale

Loans held for sale consist of 1-4 family residential loans originated for sale in the secondary market and, from time to time, certain loans transferred from the loan portfolio to loans held for sale, all of which are carried at the lower of cost or fair value. The fair value of 1-4 family residential loans is based on the principal or most advantageous market currently offered for similar loans using observable market data. The fair value of the loans transferred from the loan portfolio is based on the amounts offered for these loans in currently pending sales transactions. Loans held for sale carried at fair value are classified as Level 3.

Impaired Loans

Impaired loans are carried at the lower of carrying value or fair value. Fair value is determined as the recorded investment balance less any specific reserve. We establish a specific reserve based on the following three impairment methods: 1) the present value of expected future cash flows discounted at the loan’s original effective interest rate, 2) the loan’s observable market price or 3) the fair value of the collateral less estimated selling costs when the loan is collateral dependent and we expect to liquidate the collateral. However, if repayment is expected to come from the operation of the collateral, rather than liquidation, then we do not consider estimated selling costs in determining the fair value of the collateral. Collateral values are generally based upon appraisals by approved, independent state certified appraisers.

Appraisals may be discounted based on our historical knowledge, changes in market conditions from the time of appraisal or our knowledge of the borrower and the borrower’s business. Impaired loans carried at fair value are classified as Level 3.

OREO and Other Repossessed Assets

OREO and other repossessed assets obtained in partial or total satisfaction of a loan are recorded at the lower of recorded investment in the loan or fair value less cost to sell. Subsequent to foreclosure, these assets are carried at the lower of the amount recorded at acquisition date or fair value less cost to sell. Accordingly, it may be necessary to record nonrecurring fair value adjustments. Fair value, when recorded, is generally based upon appraisals by approved, independent state certified appraisers. Like impaired loans, appraisals on OREO may be discounted based on our historical knowledge, changes in market conditions from the time of appraisal or other information available to us. OREO and other repossessed assets are classified as Level 3.

Mortgage Servicing Rights

The fair value of MSRs is determined by calculating the present value of estimated future net servicing cash flows, considering expected mortgage loan prepayment rates, discount rates, servicing costs and other economic factors, which are determined based on current market conditions. The expected rate of mortgage loan prepayments is the most significant factor driving the value of MSRs. If the carrying value of MSRs exceeds fair value, they are considered impaired. As the valuation model includes significant unobservable inputs, MSRs are classified as Level 3 within the fair value hierarchy.

Other Assets

We measure certain other assets at fair value on a nonrecurring basis. Fair value is based on the application of lower of cost or fair value accounting, or write-downs of individual assets. Valuation methodologies used to measure fair value are consistent with overall principles of fair value accounting and consistent with those described above.

Financial Instruments

In addition to financial instruments recorded at fair value in our financial statements, fair value accounting guidance requires disclosure of the fair value of all of an entity’s assets and liabilities that are considered financial instruments. The majority of our assets and liabilities are considered financial instruments. Many of these instruments lack an available trading market as characterized by a willing buyer and willing seller engaged in an exchange transaction. Also, it is our general practice and intent to hold our financial instruments to maturity and to not engage in trading or sales activities with respect to such financial instruments. For fair value disclosure purposes, we substantially utilize the fair value measurement criteria as required and explained above. In cases where quoted fair values are not available, we use present value methods to determine the fair value of our financial instruments.

Cash and Cash Equivalents and Other Short-Term Assets

The carrying amounts reported in the Consolidated Balance Sheets for cash and due from banks, including interest-bearing deposits, approximate fair value.

Loans

The fair value of variable rate performing loans is based on carrying values adjusted for credit risk. The fair value of fixed rate performing loans is estimated using discounted cash flow analyses, utilizing interest rates currently being offered for loans with similar terms, adjusted for credit risk. The fair value of nonperforming loans is based on their carrying values less any specific reserve. The carrying amount of accrued interest approximates fair value.

Bank Owned Life Insurance

Fair value approximates net cash surrender value.

Deposits

The fair values disclosed for deposits without defined maturities (e.g., noninterest and interest-bearing demand, money market and savings accounts) are by definition equal to the amounts payable on demand. The carrying amounts for variable rate, fixed-term time deposits approximate their fair values. Estimated fair values for fixed rate and other time deposits are based on discounted cash flow analysis using interest rates currently offered for time deposits with similar terms. The carrying amount of accrued interest approximates fair value.

Short-Term Borrowings

The carrying amounts of securities sold under repurchase agreements, federal funds purchased and other short-term borrowings approximate their fair values.

Long-Term Borrowings

The fair values disclosed for fixed rate long-term borrowings are determined by discounting their contractual cash flows using current interest rates for long-term borrowings of similar remaining maturities. The carrying amounts of variable rate long-term borrowings approximate their fair values.

Junior Subordinated Debt Securities

The variable rate junior subordinated debt securities reprice quarterly and the fair values are based on the carrying values.

Loan Commitments and Standby Letters of Credit

Off-balance sheet financial instruments consist of commitments to extend credit and letters of credit. Except for interest rate lock commitments, estimates of the fair value of these off-balance sheet items are not made because of the short-term nature of these arrangements and the credit standing of the counterparties.

Other

Estimates of fair value are not made for items that are not defined as financial instruments, including such items as our core deposit intangibles and the value of our trust operations.

The following tables present our assets and liabilities that are measured at fair value on a recurring basis by fair value hierarchy level at June 30, 2013 and December 31, 2012. There were no transfers between Level 1 and Level 2 for items measured at fair value on a recurring basis during the periods presented.

	June 30, 2013
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Securities available-for-sale:
Obligations of U.S. government corporations and agencies	$	—	$	232,856	$	—	$	232,856
Collateralized mortgage obligations of U.S. government corporations and agencies		—		47,336		—		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		—		53,687		—		53,687
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		30,547		—		30,547
Obligations of states and political subdivisions		—		106,320		—		106,320
Marketable equity securities		188		8,887		—		9,075
Total securities available-for-sale		188		479,633		—		479,821
Trading securities held in a Rabbi Trust		3,063		—		—		3,063
Total securities		3,251		479,633		—		482,884
Derivative financial assets:
Interest rate swaps		—		15,396		—		15,396
Forward sale contracts		—		357		—		357
Total Assets	$	3,251	$	495,386	$	—	$	498,637
LIABILITIES
Derivative financial liabilities:
Interest rate swaps	$	—	$	15,327	$	—	$	15,327
Interest rate lock commitments		—		25		—		25
Total Liabilities	$	—	$	15,352	$	—	$	15,352

	December 31, 2012
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Securities available-for-sale:
Obligations of U.S. government corporations and agencies	$	—	$	212,066	$	—	$	212,066
Collateralized mortgage obligations of U.S. government corporations and agencies		—		57,896		—		57,896
Residential mortgage-backed securities of U.S. government corporations and agencies		—		50,623		—		50,623
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		10,158		—		10,158
Obligations of states and political subdivisions		—		112,767		—		112,767
Marketable equity securities		140		8,316		300		8,756
Total securities available-for-sale		140		451,826		300		452,266
Trading securities held in a Rabbi Trust		2,223		—		—		2,223
Total securities		2,363		451,826		300		454,489
Derivative financial assets:
Interest rate swaps		—		23,748		—		23,748
Interest rate lock commitments		—		467		—		467
Total Assets	$	2,363	$	476,041	$	300	$	478,704
LIABILITIES
Derivative financial liabilities:
Interest rate swaps	$	—	$	23,522	$	—	$	23,522
Forward sale contracts		—		48		—		48
Total Liabilities	$	—	$	23,570	$	—	$	23,570

We classify financial instruments as Level 3 when valuation models are used because significant inputs are not observable in the market. The following table presents the changes in assets measured at fair value on a recurring basis for which we have utilized Level 3 inputs to determine the fair value:

	Three Months Ended June 30,					Six Months Ended June 30,
(dollars in thousands)	2013			2012		2013			2012
Balance at beginning of period	$	312		$	500	$	300		$	462
Total gains included in other comprehensive income		32			56		44			94
Net purchases, sales, issuances and settlements		—			—		—			—
Transfers out of Level 3		(344	)		—		(344	)		—
Balance at end of period	$	—		$	556	$	—		$	556

⁽¹⁾  Changes in estimated fair value of available-for-sale investments are recorded in accumulated other comprehensive income/loss, while realized gains and losses from sales are recorded in security gains (losses), net in the Consolidated Statements of Comprehensive Income.

The $0.3 million transfer out of Level 3 moved into Level 2 as a result of an initial public offering. There were no Level 3 liabilities measured at fair value on a recurring basis for any of the periods presented.

We may be required to measure certain assets and liabilities on a nonrecurring basis. The following tables present our assets that are measured at estimated fair value on a nonrecurring basis by the fair value hierarchy level at June 30, 2013 and December 31, 2012. There were no liabilities measured at estimated fair value on a nonrecurring basis during these periods. Loans held for sale are recorded at the lower of cost or fair value. At December 31, 2012, we had no loans held for sale that were recorded at fair value.

	June 30, 2013
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Loans held for sale	$	—	$	—	$	3,185	$	3,185
Impaired loans		—		—		24,565		24,565
Other real estate owned		—		—		178		178
Mortgage servicing rights		—		—		2,689		2,689
Total Assets	$	—	$	—	$	30,462	$	30,462

	December 31, 2012
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Impaired loans	$	—	$	—	$	44,059	$	44,059
Other real estate owned		—		—		585		585
Mortgage servicing rights		—		—		2,106		2,106
Total Assets	$	—	$	—	$	46,750	$	46,750

The carrying values and fair values of our financial instruments at June 30, 2013 and December 31, 2012 are presented in the following tables:

			Fair Value Measurements at June 30, 2013
(dollars in thousands)	Carrying Value(1)		Total		Level 1		Level 2		Level 3
ASSETS
Cash and due from banks, including interest-bearing deposits	$	247,432	$	247,432	$	247,432	$	—	$	—
Securities available-for-sale		479,821		479,821		188		479,633		—
Loans held for sale		3,185		3,185		—		—		3,185
Portfolio loans, net of unearned income		3,443,233		3,426,036		—		—		3,426,036
Bank owned life insurance		59,535		59,535		—		59,535			-
FHLB and other restricted stock		13,959		13,959		—		—		13,959
Trading securities held in a Rabbi Trust		3,063		3,063		3,063		—		—
Mortgage servicing rights		2,689		2,689		—		—		2,689
Interest rate swaps		15,396		15,396		—		15,396		—
Forward sale contracts		357		357		—		357		—
LIABILITIES
Deposits	$	3,648,628	$	3,651,607	$	—	$	—	$	3,651,607
Securities sold under repurchase agreements		74,151		74,151		—		—		74,151
Short-term borrowings		125,000		125,000		—		—		125,000
Long-term borrowings		22,965		24,323		—		—		24,323
Junior subordinated debt securities		45,619		45,619		—		—		45,619
Interest rate swaps		15,327		15,327		—		15,327		—
Interest rate lock commitments		25		25		—		25		—
(1)       As reported in the Consolidated Balance Sheets
			Fair Value Measurements at December 31, 2012
(dollars in thousands)	Carrying Value(1)		Total		Level 1		Level 2		Level 3
ASSETS
Cash and due from banks, including interest-bearing deposits	$	337,711	$	337,711	$	337,711	$	—	$	—
Securities available-for-sale		452,266		452,266		140		451,826		300
Loans held for sale		22,499		22,601		—		—		22,601
Portfolio loans		3,346,622		3,347,602		—		—		3,347,602
Bank owned life insurance		58,619		58,619		—		58,619		—
FHLB and other restricted stock		15,315		15,315		—		—		15,315
Trading securities held in a Rabbi Trust		2,223		2,223		2,223		—		—
Mortgage servicing rights		2,106		2,106		—		—		2,106
Interest rate swaps		23,748		23,748		—		23,748		—
Interest rate lock commitments		467		467		—		467		—
LIABILITIES
Deposits	$	3,638,428	$	3,643,683	$	—	$	—	$	3,643,683
Securities sold under repurchase agreements		62,582		62,582		—		—		62,582
Short-term borrowings		75,000		75,000		—		—		75,000
Long-term borrowings		34,101		36,235		—		—		36,235
Junior subordinated debt securities		90,619		90,619		—		—		90,619
Interest rate swaps		23,522		23,522		—		23,522		—
Forward sale contracts		48		48		—		48		—

⁽¹⁾ As reported in the Consolidated Balance Sheets

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Securities Available-for-Sale (Tables)

6 Months Ended

Jun. 30, 2013

Investments Debt And Equity Securities [Abstract]

Composition of Securities Available-for-Sale

The following tables indicate the composition of the securities available-for-sale portfolio as of the dates presented:

	June 30, 2013
(dollars in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Obligations of U.S. government corporations and agencies	$	232,784	$	2,705	$	(2,633	)	$	232,856
Collateralized mortgage obligations of U.S. government corporations and agencies		46,603		880		(147	)		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		52,471		1,798		(582	)		53,687
Commercial mortgage-backed securities of U.S. government corporations and agencies		31,587		—		(1,040	)		30,547
Obligations of states and political subdivisions		106,669		1,552		(1,901	)		106,320
Debt Securities		470,114		6,935		(6,303	)		470,746
Marketable equity securities		7,579		1,496		—			9,075
Total	$	477,693	$	8,431	$	(6,303	)	$	479,821
	December 31, 2012
(dollars in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Obligations of U.S. government corporations and agencies	$	207,229	$	4,890	$	(53)		$	212,066
Collateralized mortgage obligations of U.S. government corporations and agencies		56,085		1,811		—			57,896
Residential mortgage-backed securities of U.S. government corporations and agencies		47,279		3,344		—			50,623
Commercial mortgage-backed securities of U.S. government corporations and agencies		10,129		29		—			10,158
Obligations of states and political subdivisions		107,911		4,908		(52)			112,767
Debt Securities		428,633		14,982		(105)			443,510
Marketable equity securities		7,672		1,095		(11)			8,756
Total	$	436,305	$	16,077	$	(116)		$	452,266

Schedule of Gross and Net Realized Gains and Losses on Sale of Securities

The following table shows the composition of gross and net realized gains and losses for the periods presented:

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands)	2013		2012		2013		2012
Gross realized gains	$	—	$	6	$	2	$	857
Gross realized losses		—		—		—		11
Net Realized Gains	$	—	$	6	$	2	$	846

Fair Value and Age of Gross Unrealized Losses by Investment Category

The following tables indicate the fair value and the age of gross unrealized losses by investment category as of the dates presented:

	June 30, 2013
	Less Than 12 Months					12 Months or More				Total
(dollars in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
Obligations of U.S. government corporations and agencies	$	116,064	$	(2,633	)	$	—	$	—	$	116,064	$	(2,633	)
Collateralized mortgage obligations of U.S. government corporations and agencies		19,824		(147	)		—		—		19,824		(147	)
Residential mortgage-backed securities of U.S. government corporations and agencies		23,457		(582	)		—		—		23,457		(582	)
Commercial mortgage-backed securities of U.S. government corporations and agencies		30,547		(1,040	)		—		—		30,547		(1,040	)
Obligations of states and political subdivisions		50,835		(1,901	)		—		—		50,835		(1,901	)
Debt Securities		240,727		(6,303	)		—		—		240,727		(6,303	)
Marketable equity securities		—		—			—		—		—		—
Total Temporarily Impaired Securities	$	240,727	$	(6,303	)	$	—	$	—	$	240,727	$	(6,303	)
	December 31, 2012
	Less Than 12 Months					12 Months or More				Total
(dollars in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
Obligations of U.S. government corporations and agencies	$	11,370	$	(53	)	$	—	$	—	$	11,370	$	(53	)
Collateralized mortgage obligations of U.S. government corporations and agencies		—		—			—		—		—		—
Residential mortgage-backed securities of U.S. government corporations and agencies		—		—			—		—		—		—
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		—			—		—		—		—
Obligations of states and political subdivisions		11,285		(52	)		—		—		11,285		(52	)
Debt Securities		22,655		(105	)		—		—		22,655		(105	)
Marketable equity securities		228		(11	)		—		—		228		(11	)
Total Temporarily Impaired Securities	$	22,883	$	(116	)	$	—	$	—	$	22,883	$	(116	)

Amortized Cost and Fair Value of Available-for-Sale Securities

The amortized cost and fair value of securities available-for-sale at June 30, 2013, by contractual maturity, are included in the table below. Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.

	June 30, 2013
(dollars in thousands)	Amortized Cost		Fair Value
Obligations of U.S. government corporations and agencies, and obligations of states and political subdivisions
Due in one year or less	$	49,853	$	50,286
Due after one year through five years		134,486		136,613
Due after five years through ten years		73,704		71,660
Due after ten years		81,410		80,617
		339,453		339,176
Collateralized mortgage obligations of U.S. government corporations and agencies		46,603		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		52,471		53,687
Commercial Mortgage-backed securities of U.S. government corporations and agencies		31,587		30,547
Debt Securities		470,114		470,746
Marketable equity securities		7,579		9,075
Total	$	477,693	$	479,821

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Other Comprehensive Income - Other Comprehensive Income (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Pre-Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$ (12,061)	$ 509	$ (13,829)	$ 815
Reclassification adjustment for net gains/losses on securities available-for-sale included in net income		(6)	(2)	(846)
Adjustment to funded status of employee benefit plans	598	569	(1,196)	1,137
Other Comprehensive Income (Loss)	(11,463)	1,072	(12,635)	1,106
Tax (Expense) Benefit
Change in unrealized gains/losses on securities available-for-sale	4,221	(178)	4,840	(285)
Reclassification adjustment for net gains/losses on securities available-for-sale included in net income		2	1	296
Adjustment to funded status of employee benefit plans	(210)	(199)	(419)	(398)
Other Comprehensive Income (Loss)	4,011	(375)	4,422	(387)
Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	(7,840)	331	(8,989)	530
Reclassification adjustment for net gains/losses on securities available-for-sale included in net income		(4)	(1)	(550)
Adjustment to funded status of employee benefit plans	388	370	777	739
Other Comprehensive Income (Loss)	$ (7,452)	$ 697	$ (8,213)	$ 719

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Allowance for Loan Losses - Investments in Loans Considered to be Impaired and Related Information on Impaired Loans (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
With a related allowance recorded, Recorded Investment	$ 2,165		$ 2,165		$ 8,801
With a related allowance recorded, Unpaid Principal Balance	3,924		3,924		10,550
With a related allowance recorded, Related Allowance	140		140		2,231
Without a related allowance recorded, Recorded Investment	64,601		64,601		73,840
Without a related allowance, Unpaid Principal Balance	88,430		88,430		97,716
Without a related allowance recorded, Related Allowance
Impaired Financing Receivable, Recorded Investment, Total	66,766		66,766		82,641
Impaired Financing Receivable, Unpaid Principal Balance, Total	92,354		92,354		108,266
Impaired Financing Receivable, Related Allowance	140		140		2,231
With a related allowance recorded, Average Recorded Investment	2,198	11,035	3,339	13,930
With a related allowance recorded, Interest Income Recognized	5	151	5	233
Without a related allowance recorded, Average Recorded Investment	68,606	88,631	69,784	86,068
Without a related allowance recorded, Interest Income Recognized	485	695	988	1,209
Impaired Financing Receivable, Average Recorded Investment, Total	70,804	99,666	73,123	99,998
Impaired Financing Receivable, Interest Income Recognized, Total	490	846	993	1,442
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
With a related allowance recorded, Recorded Investment	2,037		2,037		6,138
With a related allowance recorded, Unpaid Principal Balance	3,796		3,796		6,864
With a related allowance recorded, Related Allowance	64		64		1,226
Without a related allowance recorded, Recorded Investment	27,846		27,846		33,856
Without a related allowance, Unpaid Principal Balance	38,427		38,427		45,953
Without a related allowance recorded, Related Allowance
Impaired Financing Receivable, Recorded Investment, Total	29,883		29,883		39,994
Impaired Financing Receivable, Unpaid Principal Balance, Total	42,223		42,223		52,817
Impaired Financing Receivable, Related Allowance	64		64		1,226
With a related allowance recorded, Average Recorded Investment	2,084	5,918	3,282	5,228
With a related allowance recorded, Interest Income Recognized		150		194
Without a related allowance recorded, Average Recorded Investment	30,956	43,695	31,181	45,517
Without a related allowance recorded, Interest Income Recognized	174	337	415	647
Impaired Financing Receivable, Average Recorded Investment, Total	33,040	49,613	34,463	50,745
Impaired Financing Receivable, Interest Income Recognized, Total	174	487	415	841
Commercial and Industrial [Member]
Financing Receivable, Impaired [Line Items]
With a related allowance recorded, Recorded Investment					1,864
With a related allowance recorded, Unpaid Principal Balance					2,790
With a related allowance recorded, Related Allowance					1,002
Without a related allowance recorded, Recorded Investment	11,767		11,767		11,419
Without a related allowance, Unpaid Principal Balance	14,470		14,470		12,227
Without a related allowance recorded, Related Allowance
Impaired Financing Receivable, Recorded Investment, Total	11,767		11,767		13,283
Impaired Financing Receivable, Unpaid Principal Balance, Total	14,470		14,470		15,017
Impaired Financing Receivable, Related Allowance					1,002
With a related allowance recorded, Average Recorded Investment		910		2,328
With a related allowance recorded, Interest Income Recognized		4		9
Without a related allowance recorded, Average Recorded Investment	12,452	13,535	12,449	10,968
Without a related allowance recorded, Interest Income Recognized	66	129	135	164
Impaired Financing Receivable, Average Recorded Investment, Total	12,452	14,445	12,449	13,296
Impaired Financing Receivable, Interest Income Recognized, Total	66	133	135	173
Commercial Construction [Member]
Financing Receivable, Impaired [Line Items]
With a related allowance recorded, Recorded Investment					799
With a related allowance recorded, Unpaid Principal Balance					896
With a related allowance recorded, Related Allowance					3
Without a related allowance recorded, Recorded Investment	16,278		16,278		17,713
Without a related allowance, Unpaid Principal Balance	25,474		25,474		27,486
Without a related allowance recorded, Related Allowance
Impaired Financing Receivable, Recorded Investment, Total	16,278		16,278		18,512
Impaired Financing Receivable, Unpaid Principal Balance, Total	25,474		25,474		28,382
Impaired Financing Receivable, Related Allowance					3
With a related allowance recorded, Average Recorded Investment		4,207		6,374
With a related allowance recorded, Interest Income Recognized		(3)		30
Without a related allowance recorded, Average Recorded Investment	16,376	24,314	16,854	22,714
Without a related allowance recorded, Interest Income Recognized	87	189	221	337
Impaired Financing Receivable, Average Recorded Investment, Total	16,376	28,521	16,854	29,088
Impaired Financing Receivable, Interest Income Recognized, Total	87	186	221	367
Consumer Real Estate [Member]
Financing Receivable, Impaired [Line Items]
With a related allowance recorded, Recorded Investment	101		101
With a related allowance recorded, Unpaid Principal Balance	101		101
With a related allowance recorded, Related Allowance	59		59
Without a related allowance recorded, Recorded Investment	8,598		8,598		10,827
Without a related allowance, Unpaid Principal Balance	9,945		9,945		12,025
Without a related allowance recorded, Related Allowance
Impaired Financing Receivable, Recorded Investment, Total	8,699		8,699		10,827
Impaired Financing Receivable, Unpaid Principal Balance, Total	10,046		10,046		12,025
Impaired Financing Receivable, Related Allowance	59		59
With a related allowance recorded, Average Recorded Investment	86		43
With a related allowance recorded, Interest Income Recognized	4		4
Without a related allowance recorded, Average Recorded Investment	8,708	7,087	9,194	6,869
Without a related allowance recorded, Interest Income Recognized	156	40	215	61
Impaired Financing Receivable, Average Recorded Investment, Total	8,794	7,087	9,237	6,869
Impaired Financing Receivable, Interest Income Recognized, Total	160	40	219	61
Other Consumer [Member]
Financing Receivable, Impaired [Line Items]
With a related allowance recorded, Recorded Investment	27		27
With a related allowance recorded, Unpaid Principal Balance	27		27
With a related allowance recorded, Related Allowance	17		17
Without a related allowance recorded, Recorded Investment	112		112		25
Without a related allowance, Unpaid Principal Balance	114		114		25
Without a related allowance recorded, Related Allowance
Impaired Financing Receivable, Recorded Investment, Total	139		139		25
Impaired Financing Receivable, Unpaid Principal Balance, Total	141		141		25
Impaired Financing Receivable, Related Allowance	17		17
With a related allowance recorded, Average Recorded Investment	28		14
With a related allowance recorded, Interest Income Recognized	1		1
Without a related allowance recorded, Average Recorded Investment	114		106
Without a related allowance recorded, Interest Income Recognized	2		2
Impaired Financing Receivable, Average Recorded Investment, Total	142		120
Impaired Financing Receivable, Interest Income Recognized, Total	$ 3		$ 3

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Employee Benefits

6 Months Ended

Jun. 30, 2013

Compensation And Retirement Disclosure [Abstract]

Employee Benefits

NOTE 11. EMPLOYEE BENEFITS

We maintain a defined benefit pension plan, or Plan, covering substantially all employees hired prior to January 1, 2008. The benefits are based on years of service and the employee’s compensation for the highest five consecutive years in the last ten years. Contributions are intended to provide for benefits attributed to employee service to date and for those benefits expected to be earned in the future. At this time, we are not required to make a cash contribution to the Plan in 2013; however, we contributed $3.1 million to the Plan in December 2012. The expected long-term rate of return on plan assets is 8.00 percent. For the current year there are no changes to the Plan.

The following table summarizes the components of net periodic pension cost and other changes in plan assets and benefit obligation recognized in other comprehensive gain/loss for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Components of Net Periodic Pension Cost
Service cost—benefits earned during the period	$	708		$	727		$	1,416		$	1,454
Interest cost on projected benefit obligation		996			1,076			1,992			2,152
Expected return on plan assets		(1,565	)		(1,404	)		(3,130	)		(2,808	)
Amortization of prior service cost (credit)		(34	)		(33	)		(68	)		(65	)
Recognized net actuarial loss		588			571			1,176			1,141
Net Periodic Pension Expense	$	693		$	937		$	1,386		$	1,874

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Loans and Loans Held for Sale - Restructured Loans for Periods Stated (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013 Securities	Jun. 30, 2012 Securities	Jun. 30, 2013 Securities	Jun. 30, 2012 Securities
Financing Receivable, Modifications [Line Items]
Number of Loans	25	5	54	5
Pre-Modification Outstanding Recorded Investment	$ 5,713	$ 3,786	$ 8,685	$ 3,786
Post-Modification Outstanding Recorded Investment	5,694	3,674	8,278	3,674
Total Difference in Recorded Investment	(19)	(112)	(407)	(112)
Principal Deferral [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			7
Pre-Modification Outstanding Recorded Investment			2,260
Post-Modification Outstanding Recorded Investment			1,873
Total Difference in Recorded Investment			(387)
Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1		1
Pre-Modification Outstanding Recorded Investment	4,339		4,339
Post-Modification Outstanding Recorded Investment	4,339		4,339
Chapter 7 Bankruptcy [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	23		45
Pre-Modification Outstanding Recorded Investment	623		1,335
Post-Modification Outstanding Recorded Investment	604		1,315
Total Difference in Recorded Investment	(19)		(20)
Maturity Date Extension [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1	4	1	4
Pre-Modification Outstanding Recorded Investment	751	3,211	751	3,211
Post-Modification Outstanding Recorded Investment	751	3,101	751	3,101
Total Difference in Recorded Investment		(110)		(110)
Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans		1		1
Pre-Modification Outstanding Recorded Investment		575		575
Post-Modification Outstanding Recorded Investment		573		573
Total Difference in Recorded Investment		(2)		(2)
Commercial Real Estate [Member] | Principal Deferral [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			3
Pre-Modification Outstanding Recorded Investment			1,541
Post-Modification Outstanding Recorded Investment			1,288
Total Difference in Recorded Investment			(253)
Commercial Real Estate [Member] | Principal Forgiveness [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1		1
Pre-Modification Outstanding Recorded Investment	4,339		4,339
Post-Modification Outstanding Recorded Investment	4,339		4,339
Commercial Real Estate [Member] | Chapter 7 Bankruptcy [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	4		7
Pre-Modification Outstanding Recorded Investment	53		258
Post-Modification Outstanding Recorded Investment	51		255
Total Difference in Recorded Investment	(2)		(3)
Commercial Real Estate [Member] | Maturity Rate Extension [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans		1		1
Pre-Modification Outstanding Recorded Investment		160		160
Post-Modification Outstanding Recorded Investment		157		157
Total Difference in Recorded Investment		(3)		(3)
Commercial Real Estate [Member] | Rate Reduction [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans		1		1
Pre-Modification Outstanding Recorded Investment		575		575
Post-Modification Outstanding Recorded Investment		573		573
Total Difference in Recorded Investment		(2)		(2)
Commercial and Industrial [Member] | Principal Deferral [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			1
Pre-Modification Outstanding Recorded Investment			392
Post-Modification Outstanding Recorded Investment			387
Total Difference in Recorded Investment			(5)
Commercial and Industrial [Member] | Chapter 7 Bankruptcy [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			1
Pre-Modification Outstanding Recorded Investment			3
Post-Modification Outstanding Recorded Investment			3
Commercial and Industrial [Member] | Maturity Date Extension [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	1	2	1	2
Pre-Modification Outstanding Recorded Investment	751	2,576	751	2,576
Post-Modification Outstanding Recorded Investment	751	2,480	751	2,480
Total Difference in Recorded Investment		(96)		(96)
Residential Mortgage [Member] | Principal Deferral [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			2
Pre-Modification Outstanding Recorded Investment			153
Post-Modification Outstanding Recorded Investment			153
Residential Mortgage [Member] | Chapter 7 Bankruptcy [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	2		8
Pre-Modification Outstanding Recorded Investment	84		353
Post-Modification Outstanding Recorded Investment	75		344
Total Difference in Recorded Investment	(9)		(9)
Residential Mortgage [Member] | Maturity Date Extension [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans		1		1
Pre-Modification Outstanding Recorded Investment		475		475
Post-Modification Outstanding Recorded Investment		464		464
Total Difference in Recorded Investment		(11)		(11)
Home Equity [Member] | Principal Deferral [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			1
Pre-Modification Outstanding Recorded Investment			174
Post-Modification Outstanding Recorded Investment			45
Total Difference in Recorded Investment			(129)
Home Equity [Member] | Chapter 7 Bankruptcy [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans	17		23
Pre-Modification Outstanding Recorded Investment	486		648
Post-Modification Outstanding Recorded Investment	478		640
Total Difference in Recorded Investment	(8)		(8)
Installment and Other Consumer [Member] | Chapter 7 Bankruptcy [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans			6
Pre-Modification Outstanding Recorded Investment			73
Post-Modification Outstanding Recorded Investment			$ 73

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Allowance for Loan Losses - Summary of Allowance for Loan Losses (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	$ 45,936	$ 47,827	$ 46,484	$ 48,841
Charge-offs	(2,929)	(8,616)	(7,063)	(19,271)
Recoveries	2,075	455	3,354	823
Net (Charge-offs)/ Recoveries	(854)	(8,161)	(3,709)	(18,448)
Provision for loan losses	1,023	7,023	3,330	16,296
Balance at End of Period	46,105	46,689	46,105	46,689
Commercial Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	24,442	24,297	25,246	29,804
Charge-offs	(1,170)	(2,464)	(2,809)	(5,574)
Recoveries	1,572	142	2,322	178
Net (Charge-offs)/ Recoveries	402	(2,322)	(487)	(5,396)
Provision for loan losses	(1,360)	2,721	(1,275)	288
Balance at End of Period	23,484	24,696	23,484	24,696
Commercial and Industrial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	8,676	11,864	7,759	11,274
Charge-offs	(563)	(2,471)	(1,923)	(3,968)
Recoveries	190	144	290	248
Net (Charge-offs)/ Recoveries	(373)	(2,327)	(1,633)	(3,720)
Provision for loan losses	820	2,337	2,997	4,320
Balance at End of Period	9,123	11,874	9,123	11,874
Commercial Construction [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	6,603	7,684	7,500	3,703
Charge-offs	(54)	(3,016)	(443)	(8,291)
Recoveries	2		55	99
Net (Charge-offs)/ Recoveries	(52)	(3,016)	(388)	(8,192)
Provision for loan losses	(739)	1,270	(1,300)	10,427
Balance at End of Period	5,812	5,938	5,812	5,938
Consumer Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	5,259	3,162	5,058	3,166
Charge-offs	(743)	(447)	(1,237)	(960)
Recoveries	225	60	508	109
Net (Charge-offs)/ Recoveries	(518)	(387)	(729)	(851)
Provision for loan losses	1,914	626	2,326	1,086
Balance at End of Period	6,655	3,401	6,655	3,401
Other Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at beginning of period	956	820	921	894
Charge-offs	(399)	(218)	(651)	(478)
Recoveries	86	109	179	189
Net (Charge-offs)/ Recoveries	(313)	(109)	(472)	(289)
Provision for loan losses	388	69	582	175
Balance at End of Period	$ 1,031	$ 780	$ 1,031	$ 780

XML

Fair Value Measurements - Assets Measured at Estimated Fair Value on Nonrecurring Basis by Fair Value Hierarchy (Detail) (Fair Value, Measurements, Nonrecurring [Member], USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
ASSETS
Loans held for sale	$ 3,185
Impaired loans	24,565	44,059
Other real estate owned	178	585
Mortgage servicing rights	2,689	2,106
Total Assets	30,462	46,750
Level 1 [Member]
ASSETS
Loans held for sale
Impaired loans
Other real estate owned
Mortgage servicing rights
Total Assets
Level 2 [Member]
ASSETS
Loans held for sale
Impaired loans
Other real estate owned
Mortgage servicing rights
Total Assets
Level 3 [Member]
ASSETS
Loans held for sale	3,185
Impaired loans	24,565	44,059
Other real estate owned	178	585
Mortgage servicing rights	2,689	2,106
Total Assets	$ 30,462	$ 46,750

XML

Derivative Instruments and Hedging Activities (Tables)

6 Months Ended

Jun. 30, 2013

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Value of Derivative Assets and Derivative Liabilities

The following table indicates the amounts representing the value of derivative assets and derivative liabilities as of the dates presented:

	Derivatives (included in Other Assets)				Derivatives (included in Other Liabilities)
(dollars in thousands)	June 30, 2013		December 31, 2012		June 30, 2013		December 31, 2012
Derivatives not Designated as Hedging Instruments
Interest Rate Swap Contracts—Commercial Loans
Fair value	$	15,396	$	23,748	$	15,327	$	23,522
Notional amount		229,123		227,532		229,123		227,532
Collateral posted		—		—		14,131		19,595
Interest Rate Lock Commitments—Mortgage Loans
Fair value		—		467		25		—
Notional amount		—		14,287		9,858		—
Forward Sale Contracts—Mortgage Loans
Fair value		357		—		—		48
Notional amount		11,235		—		—		14,100

Schedule of Gross Amounts of Derivative Assets and Derivative Liabilities

The following table indicates the gross amounts of derivative assets and derivative liabilities, the amounts offset, and the carrying values in the Consolidated Balance Sheets as of the dates presented:

	Derivatives (included in Other Assets)						Derivatives (included in Other Liabilities)
(dollars in thousands)	June 30, 2013			December 31, 2012			June 30, 2013			December 31, 2012
Derivatives not Designated as Hedging Instruments
Gross amounts recognized	$	15,755		$	24,262		$	15,686		$	24,036
Gross amounts offset		(359	)		(514	)		(359	)		(514	)
Net amounts presented in the Consolidated Balance Sheets		15,396			23,748			15,327			23,522
Gross amounts not offset		—			—			(14,131	)		(19,595	)
Net Amount	$	15,396		$	23,748		$	1,196		$	3,927

Amount of Gain or Loss Recognized in Income on Derivatives

The following table indicates the gain or loss recognized in income on derivatives for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans	$	(27	)	$	43		$	(156	)	$	183
Interest rate lock commitments—mortgage loans		(266	)		306			(492	)		372
Forward sale contracts—mortgage loans		381			(180	)		405			(111	)
Total Derivative Gain (Loss)	$	88		$	169		$	(243	)	$	444

XML

Allowance for Loan Losses (Tables)

6 Months Ended

Jun. 30, 2013

Receivables [Abstract]

Age Analysis of Past Due Loans Segregated by Class of Loans

The following tables present the age analysis of past due loans segregated by class of loans as of June 30, 2013 and December 31, 2012:

	June 30, 2013
(dollars in thousands)	Current		30-59 Days Past Due		60-89 Days Past Due		Nonaccrual		Total Past Due		Total Loans
Commercial real estate	$	1,479,450	$	1,093	$	216	$	20,732	$	22,041	$	1,501,491
Commercial and industrial		817,633		729		3,130		5,204		9,063		826,696
Commercial construction		162,116		334		—		4,775		5,109		167,225
Residential mortgage		457,151		1,363		1,467		3,465		6,295		463,446
Home equity		407,695		2,080		136		3,674		5,890		413,585
Installment and other consumer		67,599		265		86		33		384		67,983
Consumer construction		2,807		—		—		—		—		2,807
Totals	$	3,394,451	$	5,864	$	5,035	$	37,883	$	48,782	$	3,443,233
	December 31, 2012
(dollars in thousands)	Current		30-59 Days Past Due		60-89 Days Past Due		Nonaccrual		Total Past Due		Total Loans
Commercial real estate	$	1,418,934	$	2,230	$	413	$	30,556	$	33,199	$	1,452,133
Commercial and industrial		780,315		4,409		237		6,435		11,081		791,396
Commercial construction		150,823		10,542		—		6,778		17,320		168,143
Residential mortgage		416,364		1,713		1,948		7,278		10,939		427,303
Home equity		424,485		2,332		865		3,653		6,850		431,335
Installment and other consumer		73,334		406		95		40		541		73,875
Consumer construction		2,219		—		—		218		218		2,437
Totals	$	3,266,474	$	21,632	$	3,558	$	54,958	$	80,148	$	3,346,622

Recorded Investment in Commercial Loan Classes by Internally Assigned Risk Ratings

The following tables summarize the recorded investment in commercial loan classes by internally assigned risk ratings as of the dates presented:

	June 30, 2013
(dollars in thousands)	Commercial Real Estate		% of Total			Commercial and Industrial		% of Total			Commercial Construction		% of Total			Total		% of Total
Pass	$	1,371,327		91.3	%	$	753,972		91.2	%	$	128,498		76.8	%	$	2,253,797		90.3	%
Special mention		64,370		4.3	%		45,694		5.5	%		21,355		12.8	%		131,419		5.3	%
Substandard		65,794		4.4	%		27,030		3.3	%		17,372		10.4	%		110,196		4.4	%
Total	$	1,501,491		100.0	%	$	826,696		100.0	%	$	167,225		100.0	%	$	2,495,412		100.0	%
	December 31, 2012
(dollars in thousands)	Commercial Real Estate		% of Total			Commercial and Industrial		% of Total			Commercial Construction		% of Total			Total		% of Total
Pass	$	1,265,810		87.2	%	$	718,070		90.7	%	$	118,841		70.7	%	$	2,102,721		87.2	%
Special mention		96,156		6.6	%		42,016		5.3	%		30,748		18.3	%		168,920		7.0	%
Substandard		90,167		6.2	%		31,310		4.0	%		18,554		11.0	%		140,031		5.8	%
Total	$	1,452,133		100.0	%	$	791,396		100.0	%	$	168,143		100.0	%	$	2,411,672		100.0	%

Recorded Investment in Consumer Loan Classes by Performing and Nonperforming Status

The following tables indicate the recorded investment in consumer loan classes by performing and nonperforming status as of the dates presented:

	June 30, 2013
(dollars in thousands)	Residential Mortgage		% of Total			Home Equity		% of Total			Installment and other consumer		% of Total			Consumer Construction		% of Total			Total		% of Total
Performing	$	459,981		99.2	%	$	409,911		99.1	%	$	67,950		99.9	%	$	2,807		100.0	%	$	940,649		99.2	%
Nonperforming		3,465		0.8	%		3,674		0.9	%		33		0.1	%		—		—	%		7,172		0.8	%
Total	$	463,446		100.0	%	$	413,585		100.0	%	$	67,983		100.0	%	$	2,807		100.0	%	$	947,821		100.0	%
	December 31, 2012
(dollars in thousands)	Residential Mortgage		% of Total			Home Equity		% of Total			Installment and other consumer		% of Total			Consumer Construction		% of Total			Total		% of Total
Performing	$	420,025		98.3	%	$	427,682		99.2	%	$	73,835		99.9	%	$	2,219		91.1	%	$	923,761		98.8	%
Nonperforming		7,278		1.7	%		3,653		0.8	%		40		0.1	%		218		8.9	%		11,189		1.2	%
Total	$	427,303		100.0	%	$	431,335		100.0	%	$	73,875		100.0	%	$	2,437		100.0	%	$	934,950		100.0	%

Investments in Loans Considered to be Impaired and Related Information on Impaired Loans

The following table presents investments in loans considered to be impaired and related information on those impaired loans as of June 30, 2013 and December 31, 2012:

	June 30, 2013						December 31, 2012
(dollars in thousands)	Recorded Investment		Unpaid Principal Balance		Related Allowance		Recorded Investment		Unpaid Principal Balance		Related Allowance
With a related allowance recorded:
Commercial real estate	$	2,037	$	3,796	$	64	$	6,138	$	6,864	$	1,226
Commercial and industrial		—		—		—		1,864		2,790		1,002
Commercial construction		—		—		—		799		896		3
Consumer real estate		101		101		59		—		—		—
Other consumer		27		27		17		—		—		—
Total with a Related Allowance Recorded		2,165		3,924		140		8,801		10,550		2,231
Without a related allowance recorded:
Commercial real estate		27,846		38,427		—		33,856		45,953		—
Commercial and industrial		11,767		14,470		—		11,419		12,227		—
Commercial construction		16,278		25,474		—		17,713		27,486		—
Consumer real estate		8,598		9,945		—		10,827		12,025		—
Other consumer		112		114		—		25		25		—
Total without a Related Allowance Recorded		64,601		88,430		—		73,840		97,716		—
Total:
Commercial real estate		29,883		42,223		64		39,994		52,817		1,226
Commercial and industrial		11,767		14,470		—		13,283		15,017		1,002
Commercial construction		16,278		25,474		—		18,512		28,382		3
Consumer real estate		8,699		10,046		59		10,827		12,025		—
Other consumer		139		141		17		25		25		—
Total	$	66,766	$	92,354	$	140	$	82,641	$	108,266	$	2,231

The following tables summarize investments in loans considered to be impaired and related information on those impaired loans for the periods presented:

	For the Three Months Ended
	June 30, 2013				June 30, 2012
(dollars in thousands)	Average Recorded Investment		Interest Income Recognized		Average Recorded Investment		Interest Income Recognized
With a related allowance recorded:
Commercial real estate	$	2,084	$	—	$	5,918	$	150
Commercial and industrial		—		—		910		4
Commercial construction		—		—		4,207		(3	)
Consumer real estate		86		4		—		—
Other consumer		28		1		—		—
Total with a Related Allowance Recorded		2,198		5		11,035		151
Without a related allowance recorded:
Commercial real estate		30,956		174		43,695		337
Commercial and industrial		12,452		66		13,535		129
Commercial construction		16,376		87		24,314		189
Consumer real estate		8,708		156		7,087		40
Other consumer		114		2		—		—
Total without a Related Allowance Recorded		68,606		485		88,631		695
Total:
Commercial real estate		33,040		174		49,613		487
Commercial and industrial		12,452		66		14,445		133
Commercial construction		16,376		87		28,521		186
Consumer real estate		8,794		160		7,087		40
Other consumer		142		3		—		—
Total	$	70,804	$	490	$	99,666	$	846
	For the Six Months Ended
	June 30, 2013				June 30, 2012
(dollars in thousands)	Average Recorded Investment		Interest Income Recognized		Average Recorded Investment		Interest Income Recognized
With a related allowance recorded:
Commercial real estate	$	3,282	$	—	$	5,228	$	194
Commercial and industrial		—		—		2,328		9
Commercial construction		—		—		6,374		30
Consumer real estate		43		4		—		—
Other consumer		14		1		—		—
Total with a Related Allowance Recorded		3,339		5		13,930		233
Without a related allowance recorded:
Commercial real estate		31,181		415		45,517		647
Commercial and industrial		12,449		135		10,968		164
Commercial construction		16,854		221		22,714		337
Consumer real estate		9,194		215		6,869		61
Other consumer		106		2		—		—
Total without a Related Allowance Recorded		69,784		988		86,068		1,209
Total:
Commercial real estate		34,463		415		50,745		841
Commercial and industrial		12,449		135		13,296		173
Commercial construction		16,854		221		29,088		367
Consumer real estate		9,237		219		6,869		61
Other consumer		120		3		—		—
Total	$	73,123	$	993	$	99,998	$	1,442

Summary of Allowance for Loan Losses

The following tables detail activity in the ALL for the periods presented:

	Three Months Ended June 30, 2013
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	24,442		$	8,676		$	6,603		$	5,259		$	956		$	45,936
Charge-offs		(1,170	)		(563	)		(54	)		(743	)		(399	)		(2,929	)
Recoveries		1,572			190			2			225			86			2,075
Net (Charge-offs)/ Recoveries		402			(373	)		(52	)		(518	)		(313	)		(854	)
Provision for loan losses		(1,360	)		820			(739	)		1,914			388			1,023
Balance at End of Period	$	23,484		$	9,123		$	5,812		$	6,655		$	1,031		$	46,105
	Three Months Ended June 30, 2012
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	24,297		$	11,864		$	7,684		$	3,162		$	820		$	47,827
Charge-offs		(2,464	)		(2,471	)		(3,016	)		(447	)		(218	)		(8,616	)
Recoveries		142			144			—			60			109			455
Net (Charge-offs)/ Recoveries		(2,322	)		(2,327	)		(3,016	)		(387	)		(109	)		(8,161	)
Provision for loan losses		2,721			2,337			1,270			626			69			7,023
Balance at End of Period	$	24,696		$	11,874		$	5,938		$	3,401		$	780		$	46,689
	Six Months Ended June 30, 2013
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	25,246		$	7,759		$	7,500		$	5,058		$	921		$	46,484
Charge-offs		(2,809	)		(1,923	)		(443	)		(1,237	)		(651	)		(7,063	)
Recoveries		2,322			290			55			508			179			3,354
Net (Charge-offs)/ Recoveries		(487	)		(1,633	)		(388	)		(729	)		(472	)		(3,709	)
Provision for loan losses		(1,275	)		2,997			(1,300	)		2,326			582			3,330
Balance at End of Period	$	23,484		$	9,123		$	5,812		$	6,655		$	1,031		$	46,105
	Six Months Ended June 30, 2012
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	29,804		$	11,274		$	3,703		$	3,166		$	894		$	48,841
Charge-offs		(5,574	)		(3,968	)		(8,291	)		(960	)		(478	)		(19,271	)
Recoveries		178			248			99			109			189			823
Net (Charge-offs)/ Recoveries		(5,396	)		(3,720	)		(8,192	)		(851	)		(289	)		(18,448	)
Provision for loan losses		288			4,320			10,427			1,086			175			16,296
Balance at End of Period	$	24,696		$	11,874		$	5,938		$	3,401		$	780		$	46,689

Summary of Allowance for Loan Losses and Recorded Investments

The following tables present the ALL and recorded investments in loans by category as of June 30, 2013 and December 31, 2012:

	June 30, 2013
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	64	$	23,420	$	23,484	$	29,883	$	1,471,608	$	1,501,491
Commercial and industrial		—		9,123		9,123		11,767		814,929		826,696
Commercial construction		—		5,812		5,812		16,278		150,947		167,225
Consumer real estate		59		6,596		6,655		8,699		871,139		879,838
Other consumer		17		1,014		1,031		139		67,844		67,983
Total	$	140	$	45,965	$	46,105	$	66,766	$	3,376,467	$	3,443,233
	December 31, 2012
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	1,226	$	24,020	$	25,246	$	39,994	$	1,412,139	$	1,452,133
Commercial and industrial		1,002		6,757		7,759		13,283		778,113		791,396
Commercial construction		3		7,497		7,500		18,512		149,631		168,143
Consumer real estate		—		5,058		5,058		10,827		850,248		861,075
Other consumer		—		921		921		25		73,850		73,875
Total	$	2,231	$	44,253	$	46,484	$	82,641	$	3,263,981	$	3,346,622

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Loans and Loans Held for Sale - Composition of Loans (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Composition of the loans
Commercial Loans	$ 2,495,412	$ 2,411,672
Consumer Loans	947,821	934,950
Total Portfolio Loans	3,443,233	3,346,622
Loans held for sale	3,185	22,499
Total Loans	3,446,418	3,369,121
Commercial Real Estate [Member]
Composition of the loans
Commercial Loans	1,501,491	1,452,133
Total Portfolio Loans	1,501,491	1,452,133
Commercial and Industrial [Member]
Composition of the loans
Commercial Loans	826,696	791,396
Total Portfolio Loans	826,696	791,396
Commercial Construction [Member]
Composition of the loans
Commercial Loans	167,225	168,143
Total Portfolio Loans	167,225	168,143
Residential Mortgage [Member]
Composition of the loans
Consumer Loans	463,446	427,303
Total Portfolio Loans	463,446	427,303
Home Equity [Member]
Composition of the loans
Consumer Loans	413,585	431,335
Total Portfolio Loans	413,585	431,335
Installment and Other Consumer [Member]
Composition of the loans
Consumer Loans	67,983	73,875
Total Portfolio Loans	67,983	73,875
Consumer Construction [Member]
Composition of the loans
Consumer Loans	2,807	2,437
Total Portfolio Loans	$ 2,807	$ 2,437

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Earnings Per Share - Reconciles Numerators and Denominators of Basic Earnings Per Share with Diluted Earnings Per Share (Detail) (USD $) In Thousands, except Share data, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Numerator for Earnings per Share-Basic:
Net income	$ 14,103	$ 8,600	$ 26,433	$ 12,080
Less: Income allocated to participating shares	36	37	81	55
Net Income Allocated to Shareholders	14,067	8,563	26,352	12,025
Numerator for Earnings per Share-Diluted:
Net income	14,103	8,600	26,433	12,080
Net Income Available to Shareholders	$ 14,103	$ 8,600	$ 26,433	$ 12,080
Denominators:
Weighted Average Shares Outstanding-Basic	29,654,018	28,791,207	29,637,825	28,485,810
Add: Dilutive potential shares	23,858	19,547	41,319	29,993
Denominator for Treasury Stock Method-Diluted	29,677,876	28,810,754	29,679,144	28,515,803
Weighted Average Shares Outstanding-Basic	29,654,018	28,791,207	29,637,825	28,485,810
Add: Average participating shares outstanding	74,994	123,522	91,530	129,707
Denominator for Two-Class Method-Diluted	29,729,012	28,914,729	29,729,355	28,615,517
Earnings per share-basic	$ 0.47	$ 0.30	$ 0.89	$ 0.42
Earnings per share-diluted	$ 0.47	$ 0.30	$ 0.89	$ 0.42
Warrants [Member]
Denominators:
Anti-dilutive excluded from dilutive potential shares	517,012	517,012	517,012	517,012
Stock Options [Member]
Denominators:
Anti-dilutive excluded from dilutive potential shares	629,570	750,653	642,499	752,770
Restricted Stock [Member]
Denominators:
Anti-dilutive excluded from dilutive potential shares	51,136	66,422	50,211	64,673

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Securities Available-for-Sale - Composition of Securities Available-for-Sale (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$ 477,693	$ 436,305
Gross Unrealized Gains	8,431	16,077
Gross Unrealized Losses	(6,303)	(116)
Fair Value	479,821	452,266
Obligations of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	232,784	207,229
Gross Unrealized Gains	2,705	4,890
Gross Unrealized Losses	(2,633)	(53)
Fair Value	232,856	212,066
Collateralized Mortgage Obligations of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	46,603	56,085
Gross Unrealized Gains	880	1,811
Gross Unrealized Losses	(147)
Fair Value	47,336	57,896
Residential Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	52,471	47,279
Gross Unrealized Gains	1,798	3,344
Gross Unrealized Losses	(582)
Fair Value	53,687	50,623
Commercial Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	31,587	10,129
Gross Unrealized Gains		29
Gross Unrealized Losses	(1,040)
Fair Value	30,547	10,158
Obligations of States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	106,669	107,911
Gross Unrealized Gains	1,552	4,908
Gross Unrealized Losses	(1,901)	(52)
Fair Value	106,320	112,767
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	470,114	428,633
Gross Unrealized Gains	6,935	14,982
Gross Unrealized Losses	(6,303)	(105)
Fair Value	470,746	443,510
Marketable Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	7,579	7,672
Gross Unrealized Gains	1,496	1,095
Gross Unrealized Losses		(11)
Fair Value	$ 9,075	$ 8,756

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Loans and Loans Held for Sale - Restructured Loans for Periods Stated (Parenthetical) (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended	6 Months Ended
	Jun. 30, 2013	Jun. 30, 2013
Receivables [Abstract]
Debt forgiveness to customers	$ 0.1	$ 0.1

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Employee Benefits (Tables)

6 Months Ended

Jun. 30, 2013

Compensation And Retirement Disclosure [Abstract]

Components of Net Periodic Pension Cost and Other Changes in Plan Assets and Benefit

The following table summarizes the components of net periodic pension cost and other changes in plan assets and benefit obligation recognized in other comprehensive gain/loss for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Components of Net Periodic Pension Cost
Service cost—benefits earned during the period	$	708		$	727		$	1,416		$	1,454
Interest cost on projected benefit obligation		996			1,076			1,992			2,152
Expected return on plan assets		(1,565	)		(1,404	)		(3,130	)		(2,808	)
Amortization of prior service cost (credit)		(34	)		(33	)		(68	)		(65	)
Recognized net actuarial loss		588			571			1,176			1,141
Net Periodic Pension Expense	$	693		$	937		$	1,386		$	1,874

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Borrowings - Summary of Information Pertaining to Borrowings (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Long Term And Short Term Debt [Line Items]
Short-term borrowings	$ 199,151	$ 137,582
Long-term borrowings	68,584	124,720
Total borrowings	267,735	262,302
Short-term borrowings, Weighted Average Rate	0.21%	0.19%
Long-term borrowings, Weighted Average Rate	2.83%	3.05%
Total borrowings, Weighted Average Rate	0.88%	1.55%
Securities Sold under Repurchase Agreements [Member]
Long Term And Short Term Debt [Line Items]
Short-term borrowings	74,151	62,582
Short-term borrowings, Weighted Average Rate	0.12%	0.20%
Short-Term Borrowings [Member]
Long Term And Short Term Debt [Line Items]
Short-term borrowings	125,000	75,000
Short-term borrowings, Weighted Average Rate	0.27%	0.19%
Junior Subordinated Debt Securities [Member]
Long Term And Short Term Debt [Line Items]
Long-term borrowings	45,619	90,619
Long-term borrowings, Weighted Average Rate	2.73%	3.01%
Other Long-Term Borrowings [Member]
Long Term And Short Term Debt [Line Items]
Long-term borrowings	$ 22,965	$ 34,101
Long-term borrowings, Weighted Average Rate	3.02%	3.17%

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Segments - Financial Information of Segments (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Segment Reporting, Asset Reconciling Item [Line Items]
Interest income	$ 38,553	$ 39,370	$ 76,396	$ 78,510
Interest expense	3,957	5,551	8,131	11,370
Net interest income (expenses)	34,596	33,819	68,265	67,140
Provision for loan losses	1,023	7,023	3,330	16,296
Noninterest income	12,867	12,531	27,673	25,601
Noninterest expense	27,077	27,920	57,325	59,310
Depreciation expense	896	991	1,833	1,958
Amortization of intangible assets	413	433	844	859
Provision (benefit) for income taxes	3,951	1,383	6,173	2,238
Net Income	14,103	8,600	26,433	12,080
Operating Segments [Member] | Community Banking [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Interest income	38,505	39,020	76,194	78,252
Interest expense	4,663	6,008	9,454	11,904
Net interest income (expenses)	33,842	33,012	66,740	66,348
Provision for loan losses	1,023	7,023	3,330	16,296
Noninterest income	8,467	8,670	18,823	17,500
Noninterest expense	21,786	22,902	46,427	49,263
Depreciation expense	876	971	1,795	1,918
Amortization of intangible assets	387	405	792	803
Provision (benefit) for income taxes	4,592	1,998	7,438	3,724
Net Income	13,645	8,383	25,781	11,844
Operating Segments [Member] | Insurance [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Interest income			1	1
Net interest income (expenses)			1	1
Noninterest income	1,349	1,293	2,947	2,714
Noninterest expense	1,105	1,268	2,552	2,721
Depreciation expense	12	12	22	25
Amortization of intangible assets	13	13	26	26
Provision (benefit) for income taxes	77		122	(20)
Net Income	142		226	(37)
Operating Segments [Member] | Wealth Management [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Interest income	135	104	273	206
Net interest income (expenses)	135	104	273	206
Noninterest income	2,812	2,570	5,386	4,981
Noninterest expense	2,389	2,271	4,878	4,637
Depreciation expense	8	8	16	15
Amortization of intangible assets	13	15	26	30
Provision (benefit) for income taxes	221	163	313	232
Net Income	316	217	426	273
Eliminations [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Interest income	(87)	246	(72)	51
Interest expense	(706)	(457)	(1,323)	(534)
Net interest income (expenses)	619	703	1,251	585
Noninterest income	239	(2)	517	406
Noninterest expense	1,797	1,479	3,468	2,689
Provision (benefit) for income taxes	$ (939)	$ (778)	$ (1,700)	$ (1,698)

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Borrowings - Additional Information (Detail) (USD $)	Jun. 30, 2013	Dec. 31, 2012
Total long-term debt outstanding at a fixed rate	$ 19,600,000
Total long-term debt outstanding at a variable rate	48,700,000
Capital lease	200,000
Total borrowings	147,700,000	108,900,000
Long-term borrowings	22,700,000
Short-term borrowings	125,000,000
Federal Home Loan Bank advances [Member]
Maximum borrowing capacity	1,300,000,000
Remaining borrowing capacity	$ 1,200,000,000

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Securities Available-for-Sale - Additional Information (Detail) (USD $)	6 Months Ended	12 Months Ended
	Jun. 30, 2013 Securities	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Number of debt securities on which unrealized losses were primarily attributable to changes in interest	38
Total Temporarily Impaired Securities	$ 6,303,000	$ 116,000
Net unrealized gains included in accumulated other comprehensive loss, net of tax	1,400,000	10,400,000
Gross unrealized gains, net of taxes	5,500,000	10,500,000
Gross unrealized losses, net of taxes	4,100,000	100,000
Unrealized losses reclassified out of accumulated other comprehensive income into earnings	0
Carrying values of securities	295,300,000	307,500,000
Marketable Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Total Temporarily Impaired Securities	$ 0	$ 11,000

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Employee Benefits - Components of Net Periodic Pension Cost and Other Changes in Plan Assets and Benefit (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Components of Net Periodic Pension Cost
Service cost-benefits earned during the period	$ 708	$ 727	$ 1,416	$ 1,454
Interest cost on projected benefit obligation	996	1,076	1,992	2,152
Expected return on plan assets	(1,565)	(1,404)	(3,130)	(2,808)
Amortization of prior service cost (credit)	(34)	(33)	(68)	(65)
Recognized net actuarial loss	588	571	1,176	1,141
Net Periodic Pension Expense	$ 693	$ 937	$ 1,386	$ 1,874

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Loans and Loans Held for Sale (Tables)

6 Months Ended

Jun. 30, 2013

Receivables [Abstract]

Composition of Loans

The following table indicates the composition of the loans as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Commercial
Commercial real estate	$	1,501,491	$	1,452,133
Commercial and industrial		826,696		791,396
Commercial construction		167,225		168,143
Total Commercial Loans		2,495,412		2,411,672
Consumer
Residential mortgage		463,446		427,303
Home equity		413,585		431,335
Installment and other consumer		67,983		73,875
Consumer construction		2,807		2,437
Total Consumer Loans		947,821		934,950
Total Portfolio Loans		3,443,233		3,346,622
Loans held for sale		3,185		22,499
Total Loans	$	3,446,418	$	3,369,121

Restructured Loans for Periods Presented

The following table summarizes the restructured loans as of the dates presented:

	June 30, 2013						December 31, 2012
(dollars in thousands)	Accruing TDRs		Nonaccruing TDRs		Total TDRs		Accruing TDRs		Nonaccruing TDRs		Total TDRs
Commercial real estate	$	14,139	$	8,679	$	22,818	$	14,220	$	9,584	$	23,804
Commercial and industrial		8,118		1,219		9,337		8,270		939		9,209
Commercial construction		11,503		4,507		16,010		11,734		5,324		17,058
Residential mortgage		3,151		1,430		4,581		3,078		2,752		5,830
Home equity		3,890		229		4,119		4,195		341		4,536
Installment and other consumer		139		—		139		24		—		24
Total	$	40,940	$	16,064	$	57,004	$	41,521	$	18,940	$	60,461

Restructured Loans for Periods Stated

The following tables present the restructured loans for the three and six month periods ended June 30, 2013 and June 30, 2012:

	Three Months Ended June 30, 2013
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Principal forgiveness(2)		1	$	4,339	$	4,339	$	—
Chapter 7 bankruptcy(3)		4		53		51		(2	)
Commercial and industrial
Maturity date extension		1		751		751		—
Residential mortgage
Chapter 7 bankruptcy(3)		2		84		75		(9	)
Home equity
Chapter 7 bankruptcy(3)		17		486		478		(8	)
Total by Concession Type
Maturity date extension		1		751		751		—
Principal forgiveness(2)		1		4,339		4,339		—
Chapter 7 bankruptcy(3)		23		623		604		(19	)
Total		25	$	5,713	$	5,694	$	(19	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

⁽²⁾ This loan had debt forgiveness of $0.1 million to the customer; however, the loan was previously charged off to a balance below the actual contractual balance.

⁽³⁾ Chapter 7 bankruptcy loans where the debt has been legally discharged through the bankruptcy court and not reaffirmed.

	Six Months Ended June 30, 2013
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Principal deferral		3	$	1,541	$	1,288	$	(253	)
Principal forgiveness(2)		1		4,339		4,339		—
Chapter 7 bankruptcy(3)		7		258		255		(3	)
Commercial and industrial
Principal deferral		1		392		387		(5	)
Maturity date extension		1		751		751		—
Chapter 7 bankruptcy(3)		1		3		3		—
Residential mortgage
Principal deferral		2		153		153		—
Chapter 7 bankruptcy(3)		8		353		344		(9	)
Home equity
Principal deferral		1		174		45		(129	)
Chapter 7 bankruptcy(3)		23		648		640		(8	)
Installment and other consumer
Chapter 7 bankruptcy(3)		6		73		73		—
Total by Concession Type
Principal Deferral		7		2,260		1,873		(387	)
Principal forgiveness(2)		1		4,339		4,339		—
Maturity date extension		1		751		751		—
Chapter 7 bankruptcy(3)		45		1,335		1,315		(20	)
Total		54	$	8,685	$	8,278	$	(407	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

⁽²⁾ This loan had debt forgiveness of $0.1 million to the customer; however, the loan was previously charged off to a balance below the actual contractual balance.

⁽³⁾ Chapter 7 bankruptcy loans where the debt has been legally discharged through the bankruptcy court and not reaffirmed.

	Three and Six Months Ended June 30, 2012
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Maturity rate extension		1		160		157		(3	)
Rate reduction		1		575		573		(2	)
Commercial and industrial
Maturity date extension		2		2,576		2,480		(96	)
Residential mortgage
Maturity date extension		1		475		464		(11	)
Total by Concession Type
Maturity date extension		4		3,211		3,101		(110	)
Rate reduction		1		575		573		(2	)
Total		5	$	3,786	$	3,674	$	(112	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

Summary of Nonperforming Assets of Defaulted TDRs

The following table is a summary of TDRs which defaulted during the three and six month periods ended June 30, 2013 and 2012, respectively, that had been restructured within the last twelve months prior to defaulting:

	Defaulted TDRs
	For the Three Months Ended June 30, 2013				For the Three Months Ended June 30, 2012
(dollars in thousands)	Number of Defaults		Recorded Investment		Number of Defaults		Recorded Investment
Commercial real estate		—	$	—		1	$	59
Commercial and Industrial		—		—		—		—
Commercial construction		—		—		—		—
Residential real estate		2		46		1		450
Home equity		2		33		—		—
Total		4	$	79		2	$	509

	Defaulted TDRs
	For the Six Months Ended June 30, 2013				For the Six Months Ended June 30, 2012
(dollars in thousands)	Number of Defaults		Recorded Investment		Number of Defaults		Recorded Investment
Commercial real estate		—	$	—		1	$	59
Commercial and Industrial		—		—		—		—
Commercial construction		—		—		3		2,659
Residential real estate		3		64		3		2,359
Home equity		4		151		—		—
Total		7	$	215		7	$	5,077

Summary of Nonperforming Assets

The following table is a summary of nonperforming assets as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Nonperforming Assets
Nonaccrual loans	$	21,819	$	36,018
Nonaccrual TDRs		16,064		18,940
Total nonaccrual loans		37,883		54,958
OREO		408		911
Total Nonperforming Assets	$	38,291	$	55,869

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Consolidated Statements of Changes in Shareholders' Equity (Parenthetical) (USD $)	6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012
Cash dividends declared, per share	$ 0.30	$ 0.30
Common stock issued in acquisition, shares		690,273
Treasury stock issued for restricted awards, net of forfeitures	22,189	118,030
Forfeitures of restricted stock, shares	16,093	3,863
Common Stock [Member]
Common stock issued in acquisition, shares		690,273
Additional Paid-in Capital [Member]
Common stock issued in acquisition, shares		690,273
Retained Earnings [Member]
Cash dividends declared, per share	$ 0.30	$ 0.30
Treasury stock issued for restricted awards, net of forfeitures	22,189	118,030
Forfeitures of restricted stock, shares	16,093	3,863
Treasury Stock [Member]
Treasury stock issued for restricted awards, net of forfeitures	22,189	118,030
Forfeitures of restricted stock, shares	16,093	3,863

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Basis of Presentation

6 Months Ended

Jun. 30, 2013

Accounting Policies [Abstract]

Basis of Presentation

NOTE 1. BASIS OF PRESENTATION

Principals of Consolidation

The interim Consolidated Financial Statements include the accounts of S&T Bancorp, Inc., or S&T, and its wholly owned subsidiaries. All significant intercompany transactions have been eliminated in consolidation. Investments of 20 percent to 50 percent of the outstanding common stock of investees are accounted for using the equity method of accounting.

Basis of Presentation

The accompanying unaudited interim Consolidated Financial Statements of S&T have been prepared in accordance with generally accepted accounting principles, or GAAP, in the United States for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with our annual report on Form 10-K for the year ended December 31, 2012, filed with the Securities and Exchange Commission, or SEC, on February 25, 2013. In the opinion of management, the accompanying interim financial information reflects all adjustments, including normal recurring adjustments, necessary to present fairly S&T’s financial position and the results of operations for each of the interim periods presented. Results of operations for interim periods are not necessarily indicative of the results of operations that may be expected for a full year or any future period.

Reclassification

Certain amounts in the prior periods’ financial statements and footnotes have been reclassified to conform to the current period’s presentation. The reclassifications had no significant effect on our results of operations or financial condition.

Use of Estimates

The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates.

Recently Adopted Accounting Standards Updates

Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income

In February 2013, the Financial Accounting Standards Board, or FASB, issued Accounting Standards Update, or ASU, No. 2013-02, Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income. ASU 2013-02 requires reporting the effect of significant reclassifications out of accumulated other comprehensive income by component on the respective line items in the income statement parenthetically or in the notes to the financial statements if the amounts being reclassified are required under GAAP to be reclassified in their entirety to net income. This ASU is effective for public companies prospectively for fiscal years, and interim periods within those years, beginning after December 15, 2012 and early adoption is permitted. We have elected the option of reporting in the notes to the financial statements. The adoption of ASU 2013-02 impacted only our disclosures and did not have an impact on our results of operations or financial position.

Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities

In January 2013, the FASB issued ASU No. 2013-01, Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities in order to clarify the scope of ASU 2011-11, Disclosures About Offsetting Assets and Liabilities, issued in December 2011. ASU 2011-11 required entities to disclose both gross and net information about instruments and transactions eligible for offset in the statement of financial position and instruments and transactions subject to an agreement similar to a master netting arrangement. This ASU was issued to allow investors to better compare financial statements prepared under GAAP with financial statements prepared under International Financial Reporting Standards, or IFRS. ASU 2013-01 clarified that ASU 2011-11 applies to derivatives, sale and repurchase agreements and reverse sale of repurchase agreements, and securities borrowing and securities lending arrangements, but does not apply to standard commercial contracts allowing either party to net in the event of default or to broker-dealer unsettled regular-way trades. Both ASUs are effective for public companies retrospectively for fiscal years, and interim periods within those years, beginning on or after January 1, 2013. The adoption of ASU 2013-01 and ASU 2011-11 impacted only our disclosures and did not have an impact on our results of operations or financial position.

Recently Issued Accounting Standards Updates not yet Adopted

Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation is Fixed at the Reporting Date

In February 2013, the FASB issued ASU No. 2013-04, Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation is Fixed at the Reporting Date. The ASU requires the measurement of obligations resulting from joint and several liability arrangements for which the total amount of the obligation is fixed at the reporting date as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement with its co-obligors as well as any additional amount that the entity expects to pay on behalf of its co-obligors. The new standard is effective retrospectively for fiscal years and interim periods within those years, beginning after December 15, 2013, and early adoption is permitted. The adoption of this ASU is not expected to have a material impact on our results of operations or financial position.

Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Tax Credit Carryforward Exists

In July 2013, the FASB issued ASU No. 2013-11, Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Tax Credit Carryforward Exists. The ASU requires that entities should present an unrecognized tax benefit as a reduction of the deferred tax asset for a net operating loss, or NOL, or similar tax loss or tax credit carryforward rather than as a liability when the uncertain tax position would reduce the NOL or other carryforward under the tax law. No new disclosures will be necessary. The new standard is effective for fiscal years, and interim periods within those years, beginning after December 15, 2013, and should be applied prospectively to all unrecognized tax benefits that exist at the effective date. Retrospective application is permitted. The adoption of this ASU is expected to impact the presentation of our statement of financial position, but is not expected to have any impact on our results of operations.

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Securities Available-for-Sale

6 Months Ended

Jun. 30, 2013

Investments Debt And Equity Securities [Abstract]

Securities Available-for-Sale

NOTE 4. SECURITIES AVAILABLE-FOR-SALE

The following tables indicate the composition of the securities available-for-sale portfolio as of the dates presented:

	June 30, 2013
(dollars in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Obligations of U.S. government corporations and agencies	$	232,784	$	2,705	$	(2,633	)	$	232,856
Collateralized mortgage obligations of U.S. government corporations and agencies		46,603		880		(147	)		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		52,471		1,798		(582	)		53,687
Commercial mortgage-backed securities of U.S. government corporations and agencies		31,587		—		(1,040	)		30,547
Obligations of states and political subdivisions		106,669		1,552		(1,901	)		106,320
Debt Securities		470,114		6,935		(6,303	)		470,746
Marketable equity securities		7,579		1,496		—			9,075
Total	$	477,693	$	8,431	$	(6,303	)	$	479,821
	December 31, 2012
(dollars in thousands)	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
Obligations of U.S. government corporations and agencies	$	207,229	$	4,890	$	(53)		$	212,066
Collateralized mortgage obligations of U.S. government corporations and agencies		56,085		1,811		—			57,896
Residential mortgage-backed securities of U.S. government corporations and agencies		47,279		3,344		—			50,623
Commercial mortgage-backed securities of U.S. government corporations and agencies		10,129		29		—			10,158
Obligations of states and political subdivisions		107,911		4,908		(52)			112,767
Debt Securities		428,633		14,982		(105)			443,510
Marketable equity securities		7,672		1,095		(11)			8,756
Total	$	436,305	$	16,077	$	(116)		$	452,266

Realized gains and losses on the sale of securities are determined using the specific-identification method. The following table shows the composition of gross and net realized gains and losses for the periods presented:

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands)	2013		2012		2013		2012
Gross realized gains	$	—	$	6	$	2	$	857
Gross realized losses		—		—		—		11
Net Realized Gains	$	—	$	6	$	2	$	846

The following tables indicate the fair value and the age of gross unrealized losses by investment category as of the dates presented:

	June 30, 2013
	Less Than 12 Months					12 Months or More				Total
(dollars in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
Obligations of U.S. government corporations and agencies	$	116,064	$	(2,633	)	$	—	$	—	$	116,064	$	(2,633	)
Collateralized mortgage obligations of U.S. government corporations and agencies		19,824		(147	)		—		—		19,824		(147	)
Residential mortgage-backed securities of U.S. government corporations and agencies		23,457		(582	)		—		—		23,457		(582	)
Commercial mortgage-backed securities of U.S. government corporations and agencies		30,547		(1,040	)		—		—		30,547		(1,040	)
Obligations of states and political subdivisions		50,835		(1,901	)		—		—		50,835		(1,901	)
Debt Securities		240,727		(6,303	)		—		—		240,727		(6,303	)
Marketable equity securities		—		—			—		—		—		—
Total Temporarily Impaired Securities	$	240,727	$	(6,303	)	$	—	$	—	$	240,727	$	(6,303	)
	December 31, 2012
	Less Than 12 Months					12 Months or More				Total
(dollars in thousands)	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
Obligations of U.S. government corporations and agencies	$	11,370	$	(53	)	$	—	$	—	$	11,370	$	(53	)
Collateralized mortgage obligations of U.S. government corporations and agencies		—		—			—		—		—		—
Residential mortgage-backed securities of U.S. government corporations and agencies		—		—			—		—		—		—
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		—			—		—		—		—
Obligations of states and political subdivisions		11,285		(52	)		—		—		11,285		(52	)
Debt Securities		22,655		(105	)		—		—		22,655		(105	)
Marketable equity securities		228		(11	)		—		—		228		(11	)
Total Temporarily Impaired Securities	$	22,883	$	(116	)	$	—	$	—	$	22,883	$	(116	)

We do not believe any individual unrealized loss as of June 30, 2013 represents an other than temporary impairment, or OTTI. As of June 30, 2013, the unrealized losses on thirty-eight debt securities were primarily attributable to changes in interest rates. There were no unrealized losses on marketable equity securities as of June 30, 2013. We do not intend to sell and it is not likely that we will be required to sell any of the securities, referenced in the table above, in an unrealized loss position before recovery of their amortized cost.

Net unrealized gains of $1.4 million and $10.4 million were included in accumulated other comprehensive loss, net of tax, at June 30, 2013 and December 31, 2012, respectively. Gross unrealized gains of $5.5 million and $10.5 million, net of tax, were netted against gross unrealized losses of $4.1 million and $0.1 million, respectively, for these same periods. There were no unrealized losses reclassified into earnings to record OTTI during the period ended June 30, 2013 and minimal losses were reclassified into earnings to record OTTI during the period ended June 30, 2012.

The amortized cost and fair value of securities available-for-sale at June 30, 2013, by contractual maturity, are included in the table below. Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.

	June 30, 2013
(dollars in thousands)	Amortized Cost		Fair Value
Obligations of U.S. government corporations and agencies, and obligations of states and political subdivisions
Due in one year or less	$	49,853	$	50,286
Due after one year through five years		134,486		136,613
Due after five years through ten years		73,704		71,660
Due after ten years		81,410		80,617
		339,453		339,176
Collateralized mortgage obligations of U.S. government corporations and agencies		46,603		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		52,471		53,687
Commercial Mortgage-backed securities of U.S. government corporations and agencies		31,587		30,547
Debt Securities		470,114		470,746
Marketable equity securities		7,579		9,075
Total	$	477,693	$	479,821

At June 30, 2013 and December 31, 2012, securities with carrying values of $295.3 million and $307.5 million, respectively, were pledged for various regulatory and legal requirements.

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Sale of Merchant Card Servicing Business - Additional Information (Detail) (USD $)	3 Months Ended	6 Months Ended
	Mar. 31, 2013	Jun. 30, 2013
Business Acquisition [Line Items]
Gain on sale of business		$ 3,093,000
Merchant Card Servicing Business [Member]
Business Acquisition [Line Items]
Proceeds from sale of business	4,800,000
Termination fee	1,700,000
Gain on sale of business	$ 3,100,000
Initial term of agreement		10 years

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Earnings Per Share

6 Months Ended

Jun. 30, 2013

Earnings Per Share [Abstract]

Earnings Per Share

NOTE 2. EARNINGS PER SHARE

The following table reconciles the numerators and denominators of basic earnings per share with that of diluted earnings per share for the periods presented:

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands, except shares and per share data)	2013		2012		2013		2012
Numerator for Earnings per Share—Basic:
Net income	$	14,103	$	8,600	$	26,433	$	12,080
Less: Income allocated to participating shares		36		37		81		55
Net Income Allocated to Shareholders	$	14,067	$	8,563	$	26,352	$	12,025
Numerator for Earnings per Share—Diluted:
Net income	$	14,103	$	8,600	$	26,433	$	12,080
Net Income Available to Shareholders	$	14,103	$	8,600	$	26,433	$	12,080
Denominators:
Weighted Average Shares Outstanding—Basic		29,654,018		28,791,207		29,637,825		28,485,810
Add: Dilutive potential shares		23,858		19,547		41,319		29,993
Denominator for Treasury Stock Method—Diluted		29,677,876		28,810,754		29,679,144		28,515,803
Weighted Average Shares Outstanding—Basic		29,654,018		28,791,207		29,637,825		28,485,810
Add: Average participating shares outstanding		74,994		123,522		91,530		129,707
Denominator for Two-Class Method—Diluted		29,729,012		28,914,729		29,729,355		28,615,517
Earnings per share—basic	$	0.47	$	0.30	$	0.89	$	0.42
Earnings per share—diluted	$	0.47	$	0.30	$	0.89	$	0.42
Warrants considered anti-dilutive excluded from dilutive potential shares		517,012		517,012		517,012		517,012
Stock options considered anti-dilutive excluded from dilutive potential shares		629,570		750,653		642,499		752,770
Restricted stock considered anti-dilutive excluded from dilutive potential shares		51,136		66,422		50,211		64,673

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Securities Available-for-Sale - Schedule of Gross and Net Realized Gains and Losses on Sale of Securities (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Investments Debt And Equity Securities [Abstract]
Gross realized gains		$ 6	$ 2	$ 857
Gross realized losses				11
Net Realized Gains		$ 6	$ 2	$ 846

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Borrowings (Tables)

6 Months Ended

Jun. 30, 2013

Debt Disclosure [Abstract]

Summary of Information Pertaining to Borrowings

Information pertaining to borrowings is summarized in the table below as of the dates presented:

	June 30. 2013					December 31, 2012
(dollars in thousands)	Balance		Weighted Average Rate			Balance		Weighted Average Rate
Short-term borrowings
Securities sold under repurchase agreements	$	74,151		0.12	%	$	62,582		0.20	%
Short-term borrowings		125,000		0.27	%		75,000		0.19	%
Total short-term borrowings		199,151		0.21	%		137,582		0.19	%
Long-term borrowings
Junior subordinated debt securities		45,619		2.73	%		90,619		3.01	%
Other long-term borrowings		22,965		3.02	%		34,101		3.17	%
Total long-term borrowings		68,584		2.83	%		124,720		3.05	%
Total borrowings	$	267,735		0.88	%	$	262,302		1.55	%

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Segments (Tables)

6 Months Ended

Jun. 30, 2013

Segment Reporting [Abstract]

Total Assets by Reportable Operating Segment

The following represents total assets by reportable operating segment as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Community Banking	$	4,520,085	$	4,518,799
Insurance		7,460		6,697
Wealth Management		1,214		1,206
Total Assets	$	4,528,759	$	4,526,702

Financial Information of Segments

The information provided under the caption “Eliminations” represents operations not considered to be reportable segments and/or general operating expenses and eliminations and adjustments, which are necessary for purposes of reconciling to the Consolidated Financial Statements.

	Three Months Ended June 30, 2013
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	38,505	$	—	$	135	$	(87	)	$	38,553
Interest expense		4,663		—		—		(706	)		3,957
Net interest income (expense)		33,842		—		135		619			34,596
Provision for loan losses		1,023		—		—		—			1,023
Noninterest income		8,467		1,349		2,812		239			12,867
Noninterest expense		21,786		1,105		2,389		1,797			27,077
Depreciation expense		876		12		8		—			896
Amortization of intangible assets		387		13		13		—			413
Provision (benefit) for income taxes		4,592		77		221		(939	)		3,951
Net Income	$	13,645	$	142	$	316		—		$	14,103

	Three Months Ended June 30, 2012
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	39,020	$	—	$	104	$	246		$	39,370
Interest expense		6,008		—		—		(457	)		5,551
Net interest income (expense)		33,012		—		104		703			33,819
Provision for loan losses		7,023		—		—		—			7,023
Noninterest income		8,670		1,293		2,570		(2	)		12,531
Noninterest expense		22,902		1,268		2,271		1,479			27,920
Depreciation expense		971		12		8		—			991
Amortization of intangible assets		405		13		15		—			433
Provision (benefit) for income taxes		1,998		—		163		(778	)		1,383
Net Income (Loss)	$	8,383	$	—	$	217	$	—		$	8,600

	Six Months Ended June 30, 2013
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	76,194	$	1	$	273	$	(72	)	$	76,396
Interest expense		9,454		—		—		(1,323	)		8,131
Net interest income (expense)		66,740		1		273		1,251			68,265
Provision for loan losses		3,330		—		—		—			3,330
Noninterest income		18,823		2,947		5,386		517			27,673
Noninterest expense		46,427		2,552		4,878		3,468			57,325
Depreciation expense		1,795		22		16		—			1,833
Amortization of intangible assets		792		26		26		—			844
Provision (benefit) for income taxes		7,438		122		313		(1,700	)		6,173
Net Income (Loss)	$	25,781	$	226	$	426	$	—		$	26,433

	Six Months Ended June 30, 2012
(dollars in thousands)	Community Banking		Insurance			Wealth Management		Eliminations			Consolidated
Interest income	$	78,252	$	1		$	206	$	51		$	78,510
Interest expense		11,904		—			—		(534	)		11,370
Net interest income (expense)		66,348		1			206		585			67,140
Provision for loan losses		16,296		—			—		—			16,296
Noninterest income		17,500		2,714			4,981		406			25,601
Noninterest expense		49,263		2,721			4,637		2,689			59,310
Depreciation expense		1,918		25			15		—			1,958
Amortization of intangible assets		803		26			30		—			859
Provision (benefit) for income taxes		3,724		(20	)		232		(1,698	)		2,238
Net Income (Loss)	$	11,844	$	(37	)	$	273	$	—		$	12,080

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Segments - Total Assets by Reportable Operating Segment (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Segment Reporting, Asset Reconciling Item [Line Items]
Total Assets	$ 4,528,759	$ 4,526,702
Community Banking [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Total Assets	4,520,085	4,518,799
Insurance [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Total Assets	7,460	6,697
Wealth Management [Member]
Segment Reporting, Asset Reconciling Item [Line Items]
Total Assets	$ 1,214	$ 1,206

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Fair Value Measurements - Additional Information (Detail) (USD $)	3 Months Ended	6 Months Ended
	Jun. 30, 2013 Loans	Jun. 30, 2013 Loans	Dec. 31, 2012 Loans
Loans Receivable [Line Items]
Transfers out of Level 3	$ (344,000)	$ (344,000)
Number of loans, held for sale	0	0	0
Liabilities measured at estimated fair value on nonrecurring basis	0	0	0
Level 3 [Member]
Loans Receivable [Line Items]
Liabilities measured at fair value	$ 0	$ 0

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Segments - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2013 Segment
Segment Reporting [Abstract]
Number of reportable segment	3

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Allowance for Loan Losses - Recorded Investment in Consumer Loan Classes by Performing and Nonperforming Status (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	$ 947,821	$ 934,950
% of Total	100.00%	100.00%
Accruing/Performing Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	940,649	923,761
% of Total	99.20%	98.80%
Nonaccruing/Nonperforming Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	7,172	11,189
% of Total	0.80%	1.20%
Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	463,446	427,303
% of Total	100.00%	100.00%
Residential Mortgage [Member] | Accruing/Performing Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	459,981	420,025
% of Total	99.20%	98.30%
Residential Mortgage [Member] | Nonaccruing/Nonperforming Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	3,465	7,278
% of Total	0.80%	1.70%
Home Equity [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	413,585	431,335
% of Total	100.00%	100.00%
Home Equity [Member] | Accruing/Performing Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	409,911	427,682
% of Total	99.10%	99.20%
Home Equity [Member] | Nonaccruing/Nonperforming Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	3,674	3,653
% of Total	0.90%	0.80%
Installment and Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	67,983	73,875
% of Total	100.00%	100.00%
Installment and Other Consumer [Member] | Accruing/Performing Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	67,950	73,835
% of Total	99.90%	99.90%
Installment and Other Consumer [Member] | Nonaccruing/Nonperforming Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	33	40
% of Total	0.10%	0.10%
Consumer Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	2,807	2,437
% of Total	100.00%	100.00%
Consumer Construction [Member] | Accruing/Performing Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan	2,807	2,219
% of Total	100.00%	91.10%
Consumer Construction [Member] | Nonaccruing/Nonperforming Financing Receivable [Member]
Financing Receivable, Recorded Investment [Line Items]
Recorded investment in consumer loan		$ 218
% of Total		8.90%

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Loans and Loans Held for Sale - Summary of Nonperforming Assets of Defaulted TDRs (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013 Contract	Jun. 30, 2012 Contract	Jun. 30, 2013 Contract	Jun. 30, 2012 Contract
Financing Receivable, Modifications [Line Items]
Number of Defaults	4	2	7	7
Recorded Investment	$ 79	$ 509	$ 215	$ 5,077
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Number of Defaults		1		1
Recorded Investment		59		59
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Number of Defaults
Recorded Investment
Commercial Construction [Member]
Financing Receivable, Modifications [Line Items]
Number of Defaults				3
Recorded Investment				2,659
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Number of Defaults	2	1	3	3
Recorded Investment	46	450	64	2,359
Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Number of Defaults	2		4
Recorded Investment	$ 33		$ 151

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Loans and Loans Held for Sale - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	3 Months Ended			6 Months Ended
	Jun. 30, 2013 SecurityLoan TDRs	Jun. 30, 2012 TDRs	Mar. 31, 2012 TDRs	Jun. 30, 2013 SecurityLoan TDRs Property	Jun. 30, 2012 TDRs	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unearned income on loans	$ 0.7			$ 0.7		$ 0.2
Percentage of commercial loans in total portfolio loans	72.00%			72.00%		72.00%
Maximum concentration of commercial real estate and commercial construction portfolio in loans	9.00%			9.00%
Financial receivable trouble debt restructuring reclassified to accruing trouble debt restructuring status				0.2
Number of TDRs returned back to accruing status	0	0		1	0
Number of loan modified	2			5
Other real estate owned properties				8
Number of new TDRs			0
Commercial Real Estate and Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Combined percentage of commercial real estate and commercial construction in total commercial loans	67.00%			67.00%		67.00%
Combined percentage of commercial real estate and commercial construction in total portfolio loans	48.00%			48.00%		48.00%
Out-of-state exposure of combined portfolio	20.00%			20.00%		20.00%
Percentage of total loans out-of-state	10.00%			10.00%		10.00%
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans modified not considered to be troubled debt restructuring	2.6			5.3
Commercial Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans modified not considered to be troubled debt restructuring	$ 0.4			$ 0.6
Commercial Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of loan modified				2

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Consolidated Balance Sheets (Parenthetical) (USD $) In Thousands, except Share data, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Statement Of Financial Position [Abstract]
Cash and due from banks, interest-bearing amounts	$ 191,005	$ 257,116
Common stock, par value	$ 2.50	$ 2.50
Common stock, shares authorized	50,000,000	50,000,000
Common stock, shares issued	31,197,365	31,197,365
Common stock, shares outstanding	29,738,305	29,732,209
Treasury stock, shares	1,459,060	1,465,156

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Derivative Instruments and Hedging Activities

6 Months Ended

Jun. 30, 2013

Derivative Instruments And Hedging Activities Disclosure [Abstract]

Derivative Instruments and Hedging Activities

NOTE 7. DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES

Interest Rate Swaps

Interest rate swaps are contracts in which a series of interest rate flows (fixed and variable) are exchanged over a prescribed period. The notional amounts on which the interest payments are based are not exchanged. In some cases, we utilize interest rate swaps for commercial loans. These derivative positions relate to transactions in which we enter into an interest rate swap with a customer while at the same time entering into an offsetting interest rate swap with another financial institution. In connection with each transaction, we agree to pay interest to the customer on a notional amount at a variable interest rate and receive interest from the customer on a same notional amount at a fixed rate. At the same time, we agree to pay another financial institution the same fixed interest rate on the same notional amount and receive the same variable interest rate on the same notional amount. The transaction allows our customer to effectively convert a variable rate loan to a fixed rate loan while we receive a variable yield. These agreements could have floors or caps on the contracted interest rates.

Pursuant to our agreements with various financial institutions, we may receive collateral or may be required to post collateral based upon mark-to-market positions. Beyond unsecured threshold levels, collateral in the form of cash or securities may be made available to counterparties of swap transactions. Based upon our current positions and related future collateral requirements relating to them, we believe any effect on its cash flow or liquidity position to be immaterial.

Derivatives contain an element of credit risk, the possibility that we will incur a loss because a counterparty, which may be a financial institution or a customer, fails to meet its contractual obligations. All derivative contracts with financial institutions may be executed only with counterparties approved by our Asset and Liability Committee, or ALCO, and derivatives with customers may only be executed with customers within collateral coverage and credit exposure limits. Interest rate swaps are considered derivatives, but are not accounted for using hedge accounting. As such, changes in the fair value of the derivatives are recorded in current, earnings and included in other noninterest income in the Consolidated Statements of Comprehensive Income.

Interest Rate Lock Commitments and Forward Sale Contracts

In the normal course of business, we sell originated mortgage loans into the secondary mortgage loan market. We offer interest rate lock commitments to potential borrowers. Whenever a customer requests these products, a mortgage originator quotes a secondary market rate guaranteed for that day by the investor. The commitments are generally for 60 days and guarantee a specified interest rate for a loan if underwriting standards are met, but the commitment does not obligate the potential borrower to close on the loan. Accordingly, some commitments expire prior to becoming loans. However, if the borrower accepts the guaranteed rate, we can encounter pricing risk if interest rates increase significantly before the loan can be closed and sold. We may utilize forward sale contracts in order to mitigate this pricing risk. The rate lock is executed between the mortgagee and us, and generally these rate locks

are bundled. A forward sale contract is then executed between us and the investor. Both the interest rate lock commitment bundle and the corresponding forward sale contract are considered derivatives, but are not accounted for using hedge accounting. As such, changes in the fair value of the derivatives during the commitment period are recorded in current earnings and included in mortgage banking in the Consolidated Statements of Comprehensive Income.

The following table indicates the amounts representing the value of derivative assets and derivative liabilities as of the dates presented:

	Derivatives (included in Other Assets)				Derivatives (included in Other Liabilities)
(dollars in thousands)	June 30, 2013		December 31, 2012		June 30, 2013		December 31, 2012
Derivatives not Designated as Hedging Instruments
Interest Rate Swap Contracts—Commercial Loans
Fair value	$	15,396	$	23,748	$	15,327	$	23,522
Notional amount		229,123		227,532		229,123		227,532
Collateral posted		—		—		14,131		19,595
Interest Rate Lock Commitments—Mortgage Loans
Fair value		—		467		25		—
Notional amount		—		14,287		9,858		—
Forward Sale Contracts—Mortgage Loans
Fair value		357		—		—		48
Notional amount		11,235		—		—		14,100

Presenting offsetting derivatives that are subject to legally enforceable netting arrangements with the same party is permitted. For example, we may have a derivative asset as well as a derivative liability with the same counterparty to a swap transaction, and are permitted to offset the asset position and the liability position resulting in a net presentation.

The following table indicates the gross amounts of derivative assets and derivative liabilities, the amounts offset, and the carrying values in the Consolidated Balance Sheets as of the dates presented:

	Derivatives (included in Other Assets)						Derivatives (included in Other Liabilities)
(dollars in thousands)	June 30, 2013			December 31, 2012			June 30, 2013			December 31, 2012
Derivatives not Designated as Hedging Instruments
Gross amounts recognized	$	15,755		$	24,262		$	15,686		$	24,036
Gross amounts offset		(359	)		(514	)		(359	)		(514	)
Net amounts presented in the Consolidated Balance Sheets		15,396			23,748			15,327			23,522
Gross amounts not offset		—			—			(14,131	)		(19,595	)
Net Amount	$	15,396		$	23,748		$	1,196		$	3,927

The following table indicates the gain or loss recognized in income on derivatives for the periods presented:

	Three Months Ended June 30,						Six Months Ended June 30,
(dollars in thousands)	2013			2012			2013			2012
Derivatives not Designated as Hedging Instruments
Interest rate swap contracts—commercial loans	$	(27	)	$	43		$	(156	)	$	183
Interest rate lock commitments—mortgage loans		(266	)		306			(492	)		372
Forward sale contracts—mortgage loans		381			(180	)		405			(111	)
Total Derivative Gain (Loss)	$	88		$	169		$	(243	)	$	444

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Consolidated Statements of Changes in Shareholders' Equity (USD $) In Thousands	Total	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Treasury Stock [Member]
Balance at Dec. 31, 2011	$ 490,526	$ 74,285	$ 52,637	$ 421,468	$ (14,108)	$ (43,756)
Net income	12,080			12,080
Other comprehensive income (loss), net of tax	719				719
Cash dividends declared	(8,556)			(8,556)
Common stock issued in acquisition	14,481	1,726	12,755
Treasury stock issued for restricted awards	913			(2,261)		3,174
Recognition of restricted stock compensation expense	443		443
Tax expense from stock-based compensation	(30)		(30)
Balance at Jun. 30, 2012	510,576	76,011	65,805	422,731	(13,389)	(40,582)
Balance at Dec. 31, 2012	537,422	77,993	77,458	436,039	(13,582)	(40,486)
Net income	26,433			26,433
Other comprehensive income (loss), net of tax	(8,213)				(8,213)
Cash dividends declared	(8,918)			(8,918)
Treasury stock issued for restricted awards	(86)			(296)		210
Recognition of restricted stock compensation expense	261		261
Tax expense from stock-based compensation	(47)		(47)
Balance at Jun. 30, 2013	$ 546,852	$ 77,993	$ 77,672	$ 453,258	$ (21,795)	$ (40,276)

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Allowance for Loan Losses - Summary of Allowance for Loan Losses and Recorded Investments (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 2012	Mar. 31, 2012	Dec. 31, 2011
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for Loan Losses, Individually Evaluated for Impairment	$ 140		$ 2,231
Allowance for Loan Losses, Collectively Evaluated for Impairment	45,965		44,253
Total Allowance for Loan Losses	46,105	45,936	46,484	46,689	47,827	48,841
Portfolio Loans, Individually Evaluated for Impairment	66,766		82,641
Portfolio Loans, Collectively Evaluated for Impairment	3,376,467		3,263,981
Total Portfolio Loans	3,443,233		3,346,622
Commercial Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for Loan Losses, Individually Evaluated for Impairment	64		1,226
Allowance for Loan Losses, Collectively Evaluated for Impairment	23,420		24,020
Total Allowance for Loan Losses	23,484	24,442	25,246	24,696	24,297	29,804
Portfolio Loans, Individually Evaluated for Impairment	29,883		39,994
Portfolio Loans, Collectively Evaluated for Impairment	1,471,608		1,412,139
Total Portfolio Loans	1,501,491		1,452,133
Commercial and Industrial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for Loan Losses, Individually Evaluated for Impairment			1,002
Allowance for Loan Losses, Collectively Evaluated for Impairment	9,123		6,757
Total Allowance for Loan Losses	9,123	8,676	7,759	11,874	11,864	11,274
Portfolio Loans, Individually Evaluated for Impairment	11,767		13,283
Portfolio Loans, Collectively Evaluated for Impairment	814,929		778,113
Total Portfolio Loans	826,696		791,396
Commercial Construction [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for Loan Losses, Individually Evaluated for Impairment			3
Allowance for Loan Losses, Collectively Evaluated for Impairment	5,812		7,497
Total Allowance for Loan Losses	5,812	6,603	7,500	5,938	7,684	3,703
Portfolio Loans, Individually Evaluated for Impairment	16,278		18,512
Portfolio Loans, Collectively Evaluated for Impairment	150,947		149,631
Total Portfolio Loans	167,225		168,143
Consumer Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for Loan Losses, Individually Evaluated for Impairment	59
Allowance for Loan Losses, Collectively Evaluated for Impairment	6,596		5,058
Total Allowance for Loan Losses	6,655	5,259	5,058	3,401	3,162	3,166
Portfolio Loans, Individually Evaluated for Impairment	8,699		10,827
Portfolio Loans, Collectively Evaluated for Impairment	871,139		850,248
Total Portfolio Loans	879,838		861,075
Other Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for Loan Losses, Individually Evaluated for Impairment	17
Allowance for Loan Losses, Collectively Evaluated for Impairment	1,014		921
Total Allowance for Loan Losses	1,031	956	921	780	820	894
Portfolio Loans, Individually Evaluated for Impairment	139		25
Portfolio Loans, Collectively Evaluated for Impairment	67,844		73,850
Total Portfolio Loans	$ 67,983		$ 73,875

XML

Consolidated Balance Sheets (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
ASSETS
Cash and due from banks, including interest-bearing deposits of $191,005 and $257,116 at June 30, 2013 and December 31, 2012, respectively	$ 247,432	$ 337,711
Securities available-for-sale, at fair value	479,821	452,266
Loans held for sale	3,185	22,499
Portfolio loans, net of unearned income	3,443,233	3,346,622
Allowance for loan losses	(46,105)	(46,484)
Portfolio loans, net	3,397,128	3,300,138
Bank owned life insurance	59,535	58,619
Premises and equipment, net	37,473	38,676
Federal Home Loan Bank and other restricted stock, at cost	13,959	15,315
Goodwill	175,820	175,733
Other intangible assets, net	4,506	5,350
Other assets	109,900	120,395
Total Assets	4,528,759	4,526,702
LIABILITIES
Noninterest-bearing demand	947,747	960,980
Interest-bearing demand	297,028	316,760
Money market	329,065	361,233
Savings	1,003,705	965,571
Certificates of deposit	1,071,083	1,033,884
Total Deposits	3,648,628	3,638,428
Securities sold under repurchase agreements	74,151	62,582
Short-term borrowings	125,000	75,000
Long-term borrowings	22,965	34,101
Junior subordinated debt securities	45,619	90,619
Other liabilities	65,544	88,550
Total Liabilities	3,981,907	3,989,280
SHAREHOLDERS' EQUITY
Common stock ($2.50 par value) Authorized-50,000,000 shares Issued-31,197,365 shares at June 30, 2013 and December 31, 2012,Outstanding-29,738,305 shares at June 30, 2013 and 29,732,209 shares at December 31, 2012	77,993	77,993
Additional paid-in capital	77,672	77,458
Retained earnings	453,258	436,039
Accumulated other comprehensive loss	(21,795)	(13,582)
Treasury stock (1,459,060 shares at June 30, 2013 and 1,465,156 shares at December 31, 2012, at cost)	(40,276)	(40,486)
Total Shareholders' Equity	546,852	537,422
Total Liabilities and Shareholders' Equity	$ 4,528,759	$ 4,526,702

XML

Loans and Loans Held for Sale - Summary of Nonperforming Assets (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Nonperforming Assets
Nonaccrual loans	$ 21,819	$ 36,018
Nonaccrual TDRs	16,064	18,940
Total nonaccrual loans	37,883	54,958
OREO	408	911
Total Nonperforming Assets	$ 38,291	$ 55,869

XML

Commitments and Contingencies (Tables)

6 Months Ended

Jun. 30, 2013

Commitments And Contingencies Disclosure [Abstract]

Commitments and Letters of Credit

The following table sets forth the commitments and letters of credit as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Commitments to extend credit	$	940,357	$	874,137
Standby letters of credit		81,389		95,399
Total	$	1,021,746	$	969,536

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Fair Value Measurements (Tables)

6 Months Ended

Jun. 30, 2013

Fair Value Disclosures [Abstract]

Assets and Liabilities Measured at Fair Value on Recurring Basis

The following tables present our assets and liabilities that are measured at fair value on a recurring basis by fair value hierarchy level at June 30, 2013 and December 31, 2012. There were no transfers between Level 1 and Level 2 for items measured at fair value on a recurring basis during the periods presented.

	June 30, 2013
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Securities available-for-sale:
Obligations of U.S. government corporations and agencies	$	—	$	232,856	$	—	$	232,856
Collateralized mortgage obligations of U.S. government corporations and agencies		—		47,336		—		47,336
Residential mortgage-backed securities of U.S. government corporations and agencies		—		53,687		—		53,687
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		30,547		—		30,547
Obligations of states and political subdivisions		—		106,320		—		106,320
Marketable equity securities		188		8,887		—		9,075
Total securities available-for-sale		188		479,633		—		479,821
Trading securities held in a Rabbi Trust		3,063		—		—		3,063
Total securities		3,251		479,633		—		482,884
Derivative financial assets:
Interest rate swaps		—		15,396		—		15,396
Forward sale contracts		—		357		—		357
Total Assets	$	3,251	$	495,386	$	—	$	498,637
LIABILITIES
Derivative financial liabilities:
Interest rate swaps	$	—	$	15,327	$	—	$	15,327
Interest rate lock commitments		—		25		—		25
Total Liabilities	$	—	$	15,352	$	—	$	15,352

	December 31, 2012
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Securities available-for-sale:
Obligations of U.S. government corporations and agencies	$	—	$	212,066	$	—	$	212,066
Collateralized mortgage obligations of U.S. government corporations and agencies		—		57,896		—		57,896
Residential mortgage-backed securities of U.S. government corporations and agencies		—		50,623		—		50,623
Commercial mortgage-backed securities of U.S. government corporations and agencies		—		10,158		—		10,158
Obligations of states and political subdivisions		—		112,767		—		112,767
Marketable equity securities		140		8,316		300		8,756
Total securities available-for-sale		140		451,826		300		452,266
Trading securities held in a Rabbi Trust		2,223		—		—		2,223
Total securities		2,363		451,826		300		454,489
Derivative financial assets:
Interest rate swaps		—		23,748		—		23,748
Interest rate lock commitments		—		467		—		467
Total Assets	$	2,363	$	476,041	$	300	$	478,704
LIABILITIES
Derivative financial liabilities:
Interest rate swaps	$	—	$	23,522	$	—	$	23,522
Forward sale contracts		—		48		—		48
Total Liabilities	$	—	$	23,570	$	—	$	23,570

Changes in Assets Classified as Level 3 in Fair Value Hierarchy

The following tables present the changes in assets measured at fair value on a recurring basis for which we have utilized Level 3 inputs to determine the fair value:

	Three Months Ended June 30,					Six Months Ended June 30,
(dollars in thousands)	2013			2012		2013			2012
Balance at beginning of period	$	312		$	500	$	300		$	462
Total gains included in other comprehensive income		32			56		44			94
Net purchases, sales, issuances and settlements		—			—		—			—
Transfers out of Level 3		(344	)		—		(344	)		—
Balance at end of period	$	—		$	556	$	—		$	556

⁽¹⁾  Changes in estimated fair value of available-for-sale investments are recorded in accumulated other comprehensive income/loss, while realized gains and losses from sales are recorded in security gains (losses), net in the Consolidated Statements of Comprehensive Income.

Assets Measured at Estimated Fair Value on Nonrecurring Basis by Fair Value Hierarchy

At December 31, 2012, we had no loans held for sale that were recorded at fair value.

	June 30, 2013
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Loans held for sale	$	—	$	—	$	3,185	$	3,185
Impaired loans		—		—		24,565		24,565
Other real estate owned		—		—		178		178
Mortgage servicing rights		—		—		2,689		2,689
Total Assets	$	—	$	—	$	30,462	$	30,462

	December 31, 2012
(dollars in thousands)	Level 1		Level 2		Level 3		Total
ASSETS
Impaired loans	$	—	$	—	$	44,059	$	44,059
Other real estate owned		—		—		585		585
Mortgage servicing rights		—		—		2,106		2,106
Total Assets	$	—	$	—	$	46,750	$	46,750

Carrying Values and Fair Values of Financial Instruments

The carrying values and fair values of our financial instruments at June 30, 2013 and December 31, 2012 are presented in the following tables:

			Fair Value Measurements at June 30, 2013
(dollars in thousands)	Carrying Value(1)		Total		Level 1		Level 2		Level 3
ASSETS
Cash and due from banks, including interest-bearing deposits	$	247,432	$	247,432	$	247,432	$	—	$	—
Securities available-for-sale		479,821		479,821		188		479,633		—
Loans held for sale		3,185		3,185		—		—		3,185
Portfolio loans, net of unearned income		3,443,233		3,426,036		—		—		3,426,036
Bank owned life insurance		59,535		59,535		—		59,535		-
FHLB and other restricted stock		13,959		13,959		—		—		13,959
Trading securities held in a Rabbi Trust		3,063		3,063		3,063		—		—
Mortgage servicing rights		2,689		2,689		—		—		2,689
Interest rate swaps		15,396		15,396		—		15,396		—
Forward sale contracts		357		357		—		357		—
LIABILITIES
Deposits	$	3,648,628	$	3,651,607	$	—	$	—	$	3,651,607
Securities sold under repurchase agreements		74,151		74,151		—		—		74,151
Short-term borrowings		125,000		125,000		—		—		125,000
Long-term borrowings		22,965		24,323		—		—		24,323
Junior subordinated debt securities		45,619		45,619		—		—		45,619
Interest rate swaps		15,327		15,327		—		15,327		—
Interest rate lock commitments		25		25		—		25		—
(1)       As reported in the Consolidated Balance Sheets
			Fair Value Measurements at December 31, 2012
(dollars in thousands)	Carrying Value(1)		Total		Level 1		Level 2		Level 3
ASSETS
Cash and due from banks, including interest-bearing deposits	$	337,711	$	337,711	$	337,711	$	—	$	—
Securities available-for-sale		452,266		452,266		140		451,826		300
Loans held for sale		22,499		22,601		—		—		22,601
Portfolio loans		3,346,622		3,347,602		—		—		3,347,602
Bank owned life insurance		58,619		58,619		—		58,619		—
FHLB and other restricted stock		15,315		15,315		—		—		15,315
Trading securities held in a Rabbi Trust		2,223		2,223		2,223		—		—
Mortgage servicing rights		2,106		2,106		—		—		2,106
Interest rate swaps		23,748		23,748		—		23,748		—
Interest rate lock commitments		467		467		—		467		—
LIABILITIES
Deposits	$	3,638,428	$	3,643,683	$	—	$	—	$	3,643,683
Securities sold under repurchase agreements		62,582		62,582		—		—		62,582
Short-term borrowings		75,000		75,000		—		—		75,000
Long-term borrowings		34,101		36,235		—		—		36,235
Junior subordinated debt securities		90,619		90,619		—		—		90,619
Interest rate swaps		23,522		23,522		—		23,522		—
Forward sale contracts		48		48		—		48		—

⁽¹⁾ As reported in the Consolidated Balance Sheets

XML

Securities Available-for-Sale - Amortized Cost and Fair Value of Available-for-Sale Securities (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	$ 477,693	$ 436,305
Fair Value	479,821	452,266
Obligations of U.S. Government Corporations and Agencies, and Obligations of States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Due in one year or less, Amortized Cost	49,853
Due after one year through five years, Amortized Cost	134,486
Due after five years through ten years, Amortized Cost	73,704
Due after ten years, Amortized Cost	81,410
Available-for-sale Securities, Debt Maturities, Amortized Cost	339,453
Due in one year or less, Fair Value	50,286
Due after one year through five years, Fair Value	136,613
Due after five years through ten years, Fair Value	71,660
Due after ten years, Fair Value	80,617
Fair Value, Debt securities	339,176
Collateralized Mortgage Obligations of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	46,603	56,085
Fair Value	47,336	57,896
Residential Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	52,471	47,279
Fair Value	53,687	50,623
Commercial Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	31,587	10,129
Fair Value	30,547	10,158
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	470,114	428,633
Fair Value	470,746	443,510
Marketable Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	7,579	7,672
Fair Value	$ 9,075	$ 8,756

XML

Allowance for Loan Losses - Additional Information (Detail) (USD $)	6 Months Ended
	Jun. 30, 2013	Dec. 31, 2012
Financing Receivable, Impaired [Line Items]
Loans considered nonperforming (in days)	90 days
Evaluation for impairment of substandard and commercial loans	$ 500,000
Commercial real estate impaired loans fair value	48,600,000
Total amount of all impaired loans	66,766,000	82,641,000
Commercial real estate impaired loans current appraisals	29,900,000
Commercial real estate impaired loans needing current appraisals	5,100,000
Commercial Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Commercial real estate impaired loans fair value	29,900,000
Percentage of total impaired loans comprised	45.00%
Total amount of all impaired loans	29,883,000	39,994,000
Charge offs on loans	13,600,000
Loan One [Member]
Financing Receivable, Impaired [Line Items]
Commercial real estate impaired loans needing current appraisals	$ 4,300,000

XML

Commitments and Contingencies - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Banking And Thrift [Abstract]
Allowance for unfunded commitments	$ 3.3	$ 3.0

XML

Fair Value Measurements - Carrying Values and Fair Values of Financial Instruments (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
ASSETS
Securities available-for-sale	$ 479,821	$ 452,266
FHLB and other restricted stock	13,959	15,315
LIABILITIES
Junior subordinated debt securities	45,619	90,619
Carrying Value [Member]
ASSETS
Cash and due from banks, including interest-bearing deposits	247,432	337,711
Securities available-for-sale	479,821	452,266
Loans held for sale	3,185	22,499
Portfolio loans, net of unearned income	3,443,233	3,346,622
Bank owned life insurance	59,535	58,619
FHLB and other restricted stock	13,959	15,315
Trading securities held in a Rabbi Trust	3,063	2,223
Mortgage servicing rights	2,689	2,106
LIABILITIES
Deposits	3,648,628	3,638,428
Securities sold under repurchase agreements	74,151	62,582
Short-term borrowings	125,000	75,000
Long-term borrowings	22,965	34,101
Junior subordinated debt securities	45,619	90,619
Carrying Value [Member] | Interest Rate Swaps [Member]
ASSETS
Derivative financial assets	15,396	23,748
LIABILITIES
Derivative financial liabilities	15,327	23,522
Carrying Value [Member] | Forward Sale Contracts [Member]
ASSETS
Derivative financial assets	357
LIABILITIES
Derivative financial liabilities		48
Carrying Value [Member] | Interest Rate Lock Commitments [Member]
ASSETS
Derivative financial assets		467
LIABILITIES
Derivative financial liabilities	25
Fair Value Measurements [Member]
ASSETS
Cash and due from banks, including interest-bearing deposits	247,432	337,711
Securities available-for-sale	479,821	452,266
Loans held for sale	3,185	22,601
Portfolio loans, net of unearned income	3,426,036	3,347,602
Bank owned life insurance	59,535	58,619
FHLB and other restricted stock	13,959	15,315
Trading securities held in a Rabbi Trust	3,063	2,223
Mortgage servicing rights	2,689	2,106
LIABILITIES
Deposits	3,651,607	3,643,683
Securities sold under repurchase agreements	74,151	62,582
Short-term borrowings	125,000	75,000
Long-term borrowings	24,323	36,235
Junior subordinated debt securities	45,619	90,619
Fair Value Measurements [Member] | Level 1 [Member]
ASSETS
Cash and due from banks, including interest-bearing deposits	247,432	337,711
Securities available-for-sale	188	140
Trading securities held in a Rabbi Trust	3,063	2,223
Fair Value Measurements [Member] | Level 2 [Member]
ASSETS
Securities available-for-sale	479,633	451,826
Bank owned life insurance	59,535	58,619
Fair Value Measurements [Member] | Level 3 [Member]
ASSETS
Securities available-for-sale		300
Loans held for sale	3,185	22,601
Portfolio loans, net of unearned income	3,426,036	3,347,602
FHLB and other restricted stock	13,959	15,315
Mortgage servicing rights	2,689	2,106
LIABILITIES
Deposits	3,651,607	3,643,683
Securities sold under repurchase agreements	74,151	62,582
Short-term borrowings	125,000	75,000
Long-term borrowings	24,323	36,235
Junior subordinated debt securities	45,619	90,619
Fair Value Measurements [Member] | Interest Rate Swaps [Member]
ASSETS
Derivative financial assets	15,396	23,748
LIABILITIES
Derivative financial liabilities	15,327	23,522
Fair Value Measurements [Member] | Interest Rate Swaps [Member] | Level 2 [Member]
ASSETS
Derivative financial assets	15,396	23,748
LIABILITIES
Derivative financial liabilities	15,327	23,522
Fair Value Measurements [Member] | Forward Sale Contracts [Member]
ASSETS
Derivative financial assets	357
LIABILITIES
Derivative financial liabilities		48
Fair Value Measurements [Member] | Forward Sale Contracts [Member] | Level 2 [Member]
ASSETS
Derivative financial assets	357
LIABILITIES
Derivative financial liabilities		48
Fair Value Measurements [Member] | Interest Rate Lock Commitments [Member]
ASSETS
Derivative financial assets		467
LIABILITIES
Derivative financial liabilities	25
Fair Value Measurements [Member] | Interest Rate Lock Commitments [Member] | Level 2 [Member]
ASSETS
Derivative financial assets		467
LIABILITIES
Derivative financial liabilities	$ 25

XML

Fair Value Measurements - Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
ASSETS
Total securities available-for-sale	$ 479,821	$ 452,266
Obligations of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	232,856	212,066
Collateralized Mortgage Obligations of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	47,336	57,896
Residential Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	53,687	50,623
Commercial Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	30,547	10,158
Obligations of States and Political Subdivisions [Member]
ASSETS
Total securities available-for-sale	106,320	112,767
Marketable Equity Securities [Member]
ASSETS
Total securities available-for-sale	9,075	8,756
Fair Value Measurements, Recurring [Member]
ASSETS
Total securities available-for-sale	479,821	452,266
Trading securities held in a Rabbi Trust	3,063	2,223
Total securities	482,884	454,489
Total Assets	498,637	478,704
LIABILITIES
Total Liabilities	15,352	23,570
Fair Value Measurements, Recurring [Member] | Obligations of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	232,856	212,066
Fair Value Measurements, Recurring [Member] | Collateralized Mortgage Obligations of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	47,336	57,896
Fair Value Measurements, Recurring [Member] | Residential Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	53,687	50,623
Fair Value Measurements, Recurring [Member] | Commercial Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	30,547	10,158
Fair Value Measurements, Recurring [Member] | Obligations of States and Political Subdivisions [Member]
ASSETS
Total securities available-for-sale	106,320	112,767
Fair Value Measurements, Recurring [Member] | Marketable Equity Securities [Member]
ASSETS
Total securities available-for-sale	9,075	8,756
Fair Value Measurements, Recurring [Member] | Interest Rate Swaps [Member]
ASSETS
Derivative financial assets	15,396	23,748
LIABILITIES
Derivative financial liabilities	15,327	23,522
Fair Value Measurements, Recurring [Member] | Forward Sale Contracts [Member]
ASSETS
Derivative financial assets	357
LIABILITIES
Derivative financial liabilities		48
Fair Value Measurements, Recurring [Member] | Interest Rate Lock Commitments [Member]
ASSETS
Derivative financial assets		467
LIABILITIES
Derivative financial liabilities	25
Level 1 [Member] | Fair Value Measurements, Recurring [Member]
ASSETS
Total securities available-for-sale	188	140
Trading securities held in a Rabbi Trust	3,063	2,223
Total securities	3,251	2,363
Total Assets	3,251	2,363
Level 1 [Member] | Fair Value Measurements, Recurring [Member] | Marketable Equity Securities [Member]
ASSETS
Total securities available-for-sale	188	140
Level 2 [Member] | Fair Value Measurements, Recurring [Member]
ASSETS
Total securities available-for-sale	479,633	451,826
Total securities	479,633	451,826
Total Assets	495,386	476,041
LIABILITIES
Total Liabilities	15,352	23,570
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Obligations of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	232,856	212,066
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Collateralized Mortgage Obligations of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	47,336	57,896
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Residential Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	53,687	50,623
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Commercial Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
ASSETS
Total securities available-for-sale	30,547	10,158
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Obligations of States and Political Subdivisions [Member]
ASSETS
Total securities available-for-sale	106,320	112,767
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Marketable Equity Securities [Member]
ASSETS
Total securities available-for-sale	8,887	8,316
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Interest Rate Swaps [Member]
ASSETS
Derivative financial assets	15,396	23,748
LIABILITIES
Derivative financial liabilities	15,327	23,522
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Forward Sale Contracts [Member]
ASSETS
Derivative financial assets	357
LIABILITIES
Derivative financial liabilities		48
Level 2 [Member] | Fair Value Measurements, Recurring [Member] | Interest Rate Lock Commitments [Member]
ASSETS
Derivative financial assets		467
LIABILITIES
Derivative financial liabilities	25
Level 3 [Member]
LIABILITIES
Total Liabilities	0
Level 3 [Member] | Fair Value Measurements, Recurring [Member]
ASSETS
Total securities available-for-sale		300
Total securities		300
Total Assets		300
Level 3 [Member] | Fair Value Measurements, Recurring [Member] | Marketable Equity Securities [Member]
ASSETS
Total securities available-for-sale		$ 300

XML

Fair Value Measurements - Changes in Assets Classified as Level 3 in Fair Value Hierarchy (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Fair Value Disclosures [Abstract]
Balance at beginning of period	$ 312	$ 500	$ 300	$ 462
Total gains included in other comprehensive income	32	56	44	94
Net purchases, sales, issuances and settlements
Transfers out of Level 3	(344)		(344)
Balance at end of period		$ 556		$ 556

XML

Allowance for Loan Losses

6 Months Ended

Jun. 30, 2013

Receivables [Abstract]

Allowance for Loan Losses

NOTE 6. ALLOWANCE FOR LOAN LOSSES

We maintain an allowance for loan losses, or ALL, at a level determined to be adequate to absorb estimated probable credit losses inherent in the loan portfolio as of the balance sheet date. We develop and document a systematic ALL methodology based on the following portfolio segments: 1) CRE, 2) C&I, 3) Commercial Construction, 4) Consumer Real Estate and 5) Other Consumer.

The following are key risks within each portfolio segment:

CRE—Loans secured by commercial purpose real estate, including both owner occupied properties and investment properties for various purposes such as hotels, strip malls and apartments. Operations of the individual projects as well as global cash flows of the debtors are the primary sources of repayment for these loans. The condition of the local economy is an important indicator of risk, but there are also more specific risks depending on the collateral type as well as the business prospects of the lessee, if the project is not owner occupied.

C&I—Loans made to operating companies or manufacturers for the purpose of production, operating capacity, accounts receivable, inventory or equipment financing. Cash flow from the operations of the company is the primary source of repayment for these loans. The condition of the local economy is an important indicator of risk, but there are also more specific risks depending on the industry of the company. Collateral for these types of loans often do not have sufficient value in a distressed or liquidation scenario to satisfy the outstanding debt.

Commercial Construction—Loans made to finance construction of buildings or other structures, as well as to finance the acquisition and development of raw land for various purposes. While the risk of these loans is generally confined to the construction period, if there are problems, the project may not be complete, and as such, may not provide sufficient cash flow on its own to service the debt or have sufficient value in a liquidation to cover the outstanding principal. The condition of the local economy is an important indicator of risk, but there are also more specific risks depending on the type of project and the experience and resources of the developer.

Consumer Real Estate—Loans secured by first and second liens such as home equity loans, home equity lines of credit and 1-4 family residences, including purchase money mortgages. The primary source of repayment for these loans is the income and assets of the borrower. The condition of the local economy, in particular the unemployment rate, is an important indicator of risk for this segment. The state of the local housing market can also have a significant impact on this segment because low demand and/or declining home values can limit the ability of borrowers to sell a property and satisfy the debt.

Other Consumer—Loans made to individuals that may be secured by assets other than 1-4 family residences, as well as unsecured loans. This segment includes auto loans, unsecured loans and lines and credit cards. The primary source of repayment for these loans is the income and assets of the borrower. The condition of the local economy, in particular the unemployment rate, is an important indicator of risk for this segment. The value of the collateral, if there is any, is less likely to be a source of repayment due to less certain collateral values.

We further assess risk within each portfolio segment by pooling loans with similar risk characteristics. For the commercial loan classes, the most important indicator of risk is the internally assigned risk rating, including pass, special mention and substandard. Consumer loans are pooled by type of collateral and first or second lien positions for consumer real estate loans. Historical loss rates are applied to these loan pools to determine the reserve for loans collectively evaluated for impairment. Management monitors various credit quality indicators for both the commercial and consumer loan portfolios, including delinquency, nonperforming status and changes in risk ratings on a monthly basis.

We continuously monitor our ALL methodology to ensure that it is responsive to the current economic environment. The ALL methodology for groups of homogeneous loans, known as the general reserve, is comprised of both a quantitative and qualitative analysis. Due to the economic environment over the past two years, we used a relatively shorter time horizon of four quarters to calculate our historic loss rates for all loan portfolios. Given that credit quality has been improving in recent periods, the historic loss rates in certain portfolios have been decreasing to rates below what we believe is reflective of the inherent losses within these portfolios. As such, during the first quarter of 2013, we lengthened the historic loss calculation for our CRE and C&I portfolios to consider eight quarters. After consideration of the loss calculations, management applies additional qualitative adjustments so that the ALL is reflective of the inherent losses believed to exist in the loan portfolio at the balance sheet date. The evaluation of the various components of the ALL requires considerable judgment in order to estimate inherent loss exposures.

The following tables present the age analysis of past due loans segregated by class of loans as of June 30, 2013 and December 31, 2012:

	June 30, 2013
(dollars in thousands)	Current		30-59 Days Past Due		60-89 Days Past Due		Nonaccrual		Total Past Due		Total Loans
Commercial real estate	$	1,479,450	$	1,093	$	216	$	20,732	$	22,041	$	1,501,491
Commercial and industrial		817,633		729		3,130		5,204		9,063		826,696
Commercial construction		162,116		334		—		4,775		5,109		167,225
Residential mortgage		457,151		1,363		1,467		3,465		6,295		463,446
Home equity		407,695		2,080		136		3,674		5,890		413,585
Installment and other consumer		67,599		265		86		33		384		67,983
Consumer construction		2,807		—		—		—		—		2,807
Totals	$	3,394,451	$	5,864	$	5,035	$	37,883	$	48,782	$	3,443,233
	December 31, 2012
(dollars in thousands)	Current		30-59 Days Past Due		60-89 Days Past Due		Nonaccrual		Total Past Due		Total Loans
Commercial real estate	$	1,418,934	$	2,230	$	413	$	30,556	$	33,199	$	1,452,133
Commercial and industrial		780,315		4,409		237		6,435		11,081		791,396
Commercial construction		150,823		10,542		—		6,778		17,320		168,143
Residential mortgage		416,364		1,713		1,948		7,278		10,939		427,303
Home equity		424,485		2,332		865		3,653		6,850		431,335
Installment and other consumer		73,334		406		95		40		541		73,875
Consumer construction		2,219		—		—		218		218		2,437
Totals	$	3,266,474	$	21,632	$	3,558	$	54,958	$	80,148	$	3,346,622

We continually monitor the commercial loan portfolio through an internal risk rating system. Loan risk ratings are assigned based upon the creditworthiness of the borrower and are reviewed on an ongoing basis according to our internal policies. Loans within the pass rating generally have a lower risk of loss than loans risk rated as special mention and substandard, which generally have an increasing risk of loss.

Our risk ratings are consistent with regulatory guidance and are as follows:

Pass—The loan is currently performing and is of high quality.

Special Mention—A special mention loan has potential weaknesses that warrant management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects or in the strength of our credit position at some future date. Economic and market conditions, beyond the borrower’s control, may in the future necessitate this classification.

Substandard—A substandard loan is not adequately protected by the net worth and/or paying capacity of the borrower or by the collateral pledged, if any. Substandard loans have a well-defined weakness, or weaknesses that jeopardize the liquidation of the debt. These loans are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected.

The following tables summarize the recorded investment in commercial loan classes by internally assigned risk ratings as of the dates presented:

	June 30, 2013
(dollars in thousands)	Commercial Real Estate		% of Total			Commercial and Industrial		% of Total			Commercial Construction		% of Total			Total		% of Total
Pass	$	1,371,327		91.3	%	$	753,972		91.2	%	$	128,498		76.8	%	$	2,253,797		90.3	%
Special mention		64,370		4.3	%		45,694		5.5	%		21,355		12.8	%		131,419		5.3	%
Substandard		65,794		4.4	%		27,030		3.3	%		17,372		10.4	%		110,196		4.4	%
Total	$	1,501,491		100.0	%	$	826,696		100.0	%	$	167,225		100.0	%	$	2,495,412		100.0	%
	December 31, 2012
(dollars in thousands)	Commercial Real Estate		% of Total			Commercial and Industrial		% of Total			Commercial Construction		% of Total			Total		% of Total
Pass	$	1,265,810		87.2	%	$	718,070		90.7	%	$	118,841		70.7	%	$	2,102,721		87.2	%
Special mention		96,156		6.6	%		42,016		5.3	%		30,748		18.3	%		168,920		7.0	%
Substandard		90,167		6.2	%		31,310		4.0	%		18,554		11.0	%		140,031		5.8	%
Total	$	1,452,133		100.0	%	$	791,396		100.0	%	$	168,143		100.0	%	$	2,411,672		100.0	%

We monitor the delinquent status of the consumer portfolio on a monthly basis. Loans are considered nonperforming when interest and principal are 90 days or more past due or management has determined that a material deterioration in the borrower’s financial condition exists. The risk of loss is generally highest for nonperforming loans.

The following tables indicate the recorded investment in consumer loan classes by performing and nonperforming status as of the dates presented:

	June 30, 2013
(dollars in thousands)	Residential Mortgage		% of Total			Home Equity		% of Total			Installment and other consumer		% of Total			Consumer Construction		% of Total			Total		% of Total
Performing	$	459,981		99.2	%	$	409,911		99.1	%	$	67,950		99.9	%	$	2,807		100.0	%	$	940,649		99.2	%
Nonperforming		3,465		0.8	%		3,674		0.9	%		33		0.1	%		—		—	%		7,172		0.8	%
Total	$	463,446		100.0	%	$	413,585		100.0	%	$	67,983		100.0	%	$	2,807		100.0	%	$	947,821		100.0	%
	December 31, 2012
(dollars in thousands)	Residential Mortgage		% of Total			Home Equity		% of Total			Installment and other consumer		% of Total			Consumer Construction		% of Total			Total		% of Total
Performing	$	420,025		98.3	%	$	427,682		99.2	%	$	73,835		99.9	%	$	2,219		91.1	%	$	923,761		98.8	%
Nonperforming		7,278		1.7	%		3,653		0.8	%		40		0.1	%		218		8.9	%		11,189		1.2	%
Total	$	427,303		100.0	%	$	431,335		100.0	%	$	73,875		100.0	%	$	2,437		100.0	%	$	934,950		100.0	%

We individually evaluate all substandard and nonaccrual commercial loans greater than $0.5 million for impairment. Loans are considered to be impaired when based upon current information and events it is probable that we will be unable to collect all principal and interest payments due according to the original contractual terms of the loan agreement. All TDRs are considered to be impaired loans and will be reported as an impaired loan for the remaining life of the loan, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is expected that the remaining principal and interest will be fully collected according to the restructured agreement. For all TDRs, regardless of size, as well as all other impaired loans, we conduct further analysis to determine the probable loss and assign a specific reserve to the loan if deemed appropriate.

The following table presents investments in loans considered to be impaired and related information on those impaired loans as of June 30, 2013 and December 31, 2012:

	June 30, 2013						December 31, 2012
(dollars in thousands)	Recorded Investment		Unpaid Principal Balance		Related Allowance		Recorded Investment		Unpaid Principal Balance		Related Allowance
With a related allowance recorded:
Commercial real estate	$	2,037	$	3,796	$	64	$	6,138	$	6,864	$	1,226
Commercial and industrial		—		—		—		1,864		2,790		1,002
Commercial construction		—		—		—		799		896		3
Consumer real estate		101		101		59		—		—		—
Other consumer		27		27		17		—		—		—
Total with a Related Allowance Recorded		2,165		3,924		140		8,801		10,550		2,231
Without a related allowance recorded:
Commercial real estate		27,846		38,427		—		33,856		45,953		—
Commercial and industrial		11,767		14,470		—		11,419		12,227		—
Commercial construction		16,278		25,474		—		17,713		27,486		—
Consumer real estate		8,598		9,945		—		10,827		12,025		—
Other consumer		112		114		—		25		25		—
Total without a Related Allowance Recorded		64,601		88,430		—		73,840		97,716		—
Total:
Commercial real estate		29,883		42,223		64		39,994		52,817		1,226
Commercial and industrial		11,767		14,470		—		13,283		15,017		1,002
Commercial construction		16,278		25,474		—		18,512		28,382		3
Consumer real estate		8,699		10,046		59		10,827		12,025		—
Other consumer		139		141		17		25		25		—
Total	$	66,766	$	92,354	$	140	$	82,641	$	108,266	$	2,231

The following tables summarize investments in loans considered to be impaired and related information on those impaired loans for the periods presented:

	For the Three Months Ended
	June 30, 2013				June 30, 2012
(dollars in thousands)	Average Recorded Investment		Interest Income Recognized		Average Recorded Investment		Interest Income Recognized
With a related allowance recorded:
Commercial real estate	$	2,084	$	—	$	5,918	$	150
Commercial and industrial		—		—		910		4
Commercial construction		—		—		4,207		(3	)
Consumer real estate		86		4		—		—
Other consumer		28		1		—		—
Total with a Related Allowance Recorded		2,198		5		11,035		151
Without a related allowance recorded:
Commercial real estate		30,956		174		43,695		337
Commercial and industrial		12,452		66		13,535		129
Commercial construction		16,376		87		24,314		189
Consumer real estate		8,708		156		7,087		40
Other consumer		114		2		—		—
Total without a Related Allowance Recorded		68,606		485		88,631		695
Total:
Commercial real estate		33,040		174		49,613		487
Commercial and industrial		12,452		66		14,445		133
Commercial construction		16,376		87		28,521		186
Consumer real estate		8,794		160		7,087		40
Other consumer		142		3		—		—
Total	$	70,804	$	490	$	99,666	$	846
	For the Six Months Ended
	June 30, 2013				June 30, 2012
(dollars in thousands)	Average Recorded Investment		Interest Income Recognized		Average Recorded Investment		Interest Income Recognized
With a related allowance recorded:
Commercial real estate	$	3,282	$	—	$	5,228	$	194
Commercial and industrial		—		—		2,328		9
Commercial construction		—		—		6,374		30
Consumer real estate		43		4		—		—
Other consumer		14		1		—		—
Total with a Related Allowance Recorded		3,339		5		13,930		233
Without a related allowance recorded:
Commercial real estate		31,181		415		45,517		647
Commercial and industrial		12,449		135		10,968		164
Commercial construction		16,854		221		22,714		337
Consumer real estate		9,194		215		6,869		61
Other consumer		106		2		—		—
Total without a Related Allowance Recorded		69,784		988		86,068		1,209
Total:
Commercial real estate		34,463		415		50,745		841
Commercial and industrial		12,449		135		13,296		173
Commercial construction		16,854		221		29,088		367
Consumer real estate		9,237		219		6,869		61
Other consumer		120		3		—		—
Total	$	73,123	$	993	$	99,998	$	1,442

As of June 30, 2013, CRE loans of $29.9 million comprised 45 percent of the total impaired loans of $66.8 million. These impaired loans are collateralized primarily by commercial real estate properties such as retail or strip malls, office buildings, hotels and various other types of commercial purpose properties. These loans are generally considered collateral dependent and charge-offs are recorded when a confirmed loss exists. Approximately $13.6 million of charge-offs have been recorded relating to these CRE loans over the life of these loans. It is our policy to order appraisals on an annual basis on impaired loans or sooner if facts and circumstances warrant otherwise. As of June 30, 2013, an estimated fair value less cost to sell of approximately $48.6 million existed for CRE impaired loans. We have current appraisals on all, but $5.1 million of the $29.9 million of impaired CRE loans. Approximately $4.3 million of the $5.1 million relates to one loan where an appraisal was delayed due to ongoing negotiations to modify the loan. The current appraisal is dated June 22, 2012 and a new appraisal has been ordered.

The following tables detail activity in the ALL for the periods presented:

	Three Months Ended June 30, 2013
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	24,442		$	8,676		$	6,603		$	5,259		$	956		$	45,936
Charge-offs		(1,170	)		(563	)		(54	)		(743	)		(399	)		(2,929	)
Recoveries		1,572			190			2			225			86			2,075
Net (Charge-offs)/ Recoveries		402			(373	)		(52	)		(518	)		(313	)		(854	)
Provision for loan losses		(1,360	)		820			(739	)		1,914			388			1,023
Balance at End of Period	$	23,484		$	9,123		$	5,812		$	6,655		$	1,031		$	46,105
	Three Months Ended June 30, 2012
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	24,297		$	11,864		$	7,684		$	3,162		$	820		$	47,827
Charge-offs		(2,464	)		(2,471	)		(3,016	)		(447	)		(218	)		(8,616	)
Recoveries		142			144			—			60			109			455
Net (Charge-offs)/ Recoveries		(2,322	)		(2,327	)		(3,016	)		(387	)		(109	)		(8,161	)
Provision for loan losses		2,721			2,337			1,270			626			69			7,023
Balance at End of Period	$	24,696		$	11,874		$	5,938		$	3,401		$	780		$	46,689
	Six Months Ended June 30, 2013
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	25,246		$	7,759		$	7,500		$	5,058		$	921		$	46,484
Charge-offs		(2,809	)		(1,923	)		(443	)		(1,237	)		(651	)		(7,063	)
Recoveries		2,322			290			55			508			179			3,354
Net (Charge-offs)/ Recoveries		(487	)		(1,633	)		(388	)		(729	)		(472	)		(3,709	)
Provision for loan losses		(1,275	)		2,997			(1,300	)		2,326			582			3,330
Balance at End of Period	$	23,484		$	9,123		$	5,812		$	6,655		$	1,031		$	46,105
	Six Months Ended June 30, 2012
(dollars in thousands)	Commercial Real Estate			Commercial and Industrial			Commercial Construction			Consumer Real Estate			Other Consumer			Total Loans
Balance at beginning of period	$	29,804		$	11,274		$	3,703		$	3,166		$	894		$	48,841
Charge-offs		(5,574	)		(3,968	)		(8,291	)		(960	)		(478	)		(19,271	)
Recoveries		178			248			99			109			189			823
Net (Charge-offs)/ Recoveries		(5,396	)		(3,720	)		(8,192	)		(851	)		(289	)		(18,448	)
Provision for loan losses		288			4,320			10,427			1,086			175			16,296
Balance at End of Period	$	24,696		$	11,874		$	5,938		$	3,401		$	780		$	46,689

The following tables present the ALL and recorded investments in loans by category as of June 30, 2013 and December 31, 2012:

	June 30, 2013
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	64	$	23,420	$	23,484	$	29,883	$	1,471,608	$	1,501,491
Commercial and industrial		—		9,123		9,123		11,767		814,929		826,696
Commercial construction		—		5,812		5,812		16,278		150,947		167,225
Consumer real estate		59		6,596		6,655		8,699		871,139		879,838
Other consumer		17		1,014		1,031		139		67,844		67,983
Total	$	140	$	45,965	$	46,105	$	66,766	$	3,376,467	$	3,443,233
	December 31, 2012
	Allowance for Loan Losses						Portfolio Loans
(dollars in thousands)	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total		Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Total
Commercial real estate	$	1,226	$	24,020	$	25,246	$	39,994	$	1,412,139	$	1,452,133
Commercial and industrial		1,002		6,757		7,759		13,283		778,113		791,396
Commercial construction		3		7,497		7,500		18,512		149,631		168,143
Consumer real estate		—		5,058		5,058		10,827		850,248		861,075
Other consumer		—		921		921		25		73,850		73,875
Total	$	2,231	$	44,253	$	46,484	$	82,641	$	3,263,981	$	3,346,622

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Derivative Instruments and Hedging Activities - Amount of Gain or Loss Recognized in Income on Derivatives (Detail) (Not Designated as Hedging Instruments [Member], USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012
Derivative Instruments, Gain (Loss) [Line Items]
Total Derivative Gain (Loss)	$ 88	$ 169	$ (243)	$ 444
Interest Rate Swap Contracts-Commercial Loans [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total Derivative Gain (Loss)	(27)	43	(156)	183
Interest Rate Lock Commitments - Mortgage Loans [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total Derivative Gain (Loss)	(266)	306	(492)	372
Forward Sale Contracts-Mortgage Loans [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Total Derivative Gain (Loss)	$ 381	$ (180)	$ 405	$ (111)

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Other Comprehensive Income (Tables)

6 Months Ended

Jun. 30, 2013

Equity [Abstract]

Other Comprehensive Income

The following tables show the tax effects of the components of other comprehensive income for the periods presented:

	Three Months Ended June 30, 2013									Three Months Ended June 30, 2012
(dollars in thousands)	Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount			Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$	(12,061	)	$	4,221		$	(7,840	)	$	509		$	(178	)	$	331
Reclassification adjustment for net (gains)/losses on securities available-for-sale included in net income(1)		—			—			—			(6	)		2			(4	)
Adjustment to funded status of employee benefit plans		598			(210	)		388			569			(199	)		370
Other Comprehensive Income (Loss)	$	(11,463	)	$	4,011		$	(7,452	)	$	1,072		$	(375	)	$	697

⁽¹⁾ Reclassification adjustments are comprised of realized security gains. The gains have been reclassified out of accumulated other comprehensive income and have affected certain lines in the consolidated statement of comprehensive income as follows; the pre-tax amount is included in securities gains-net, the tax expense amount is included in the provision for income taxes and the net of tax amount is included in net income.

	Six Months Ended June 30, 2013									Six Months Ended June 30, 2012
(dollars in thousands)	Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount			Pre-Tax Amount			Tax (Expense) Benefit			Net of Tax Amount
Change in unrealized gains/losses on securities available-for-sale	$	(13,829	)	$	4,840		$	(8,989	)	$	815		$	(285	)	$	530
Reclassification adjustment for net (gains)/losses on securities available-for-sale included in net income(1)		(2	)		1			(1	)		(846	)		296			(550	)
Adjustment to funded status of employee benefit plans		1,196			(419	)		777			1,137			(398	)		739
Other Comprehensive Income (Loss)	$	(12,635	)	$	4,422		$	(8,213	)	$	1,106		$	(387	)	$	719

⁽¹⁾ Reclassification adjustments are comprised of realized security gains. The gains have been reclassified out of accumulated other comprehensive income and have affected certain lines in the consolidated statement of comprehensive income as follows; the pre-tax amount is included in securities gains-net, the tax expense amount is included in the provision for income taxes and the net of tax amount is included in net income.

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Securities Available-for-Sale - Fair Value and Age of Gross Unrealized Losses by Investment Category (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	$ 240,727	$ 22,883
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(6,303)	(116)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	240,727	22,883
Available-for-sale Securities, Unrealized Losses, Total	(6,303)	(116)
Obligations of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	116,064	11,370
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(2,633)	(53)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	116,064	11,370
Available-for-sale Securities, Unrealized Losses, Total	(2,633)	(53)
Collateralized Mortgage Obligations of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	19,824
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(147)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	19,824
Available-for-sale Securities, Unrealized Losses, Total	(147)
Residential Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	23,457
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(582)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	23,457
Available-for-sale Securities, Unrealized Losses, Total	(582)
Commercial Mortgage-backed Securities of U.S. Government Corporations and Agencies [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	30,547
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(1,040)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	30,547
Available-for-sale Securities, Unrealized Losses, Total	(1,040)
Obligations of States and Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	50,835	11,285
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(1,901)	(52)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	50,835	11,285
Available-for-sale Securities, Unrealized Losses, Total	(1,901)	(52)
Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value	240,727	22,655
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses	(6,303)	(105)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total	240,727	22,655
Available-for-sale Securities, Unrealized Losses, Total	(6,303)	(105)
Marketable Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Less Than 12 Months, Fair Value		228
Available-for-sale Securities, Less Than 12 Months, Unrealized Losses		(11)
Available-for-sale Securities, 12 Months or More, Fair Value
Available-for-sale Securities, 12 Months or More, Unrealized Losses
Available-for-sale Securities, Fair Value, Total		228
Available-for-sale Securities, Unrealized Losses, Total	$ 0	$ (11)

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Commitments and Contingencies

6 Months Ended

Jun. 30, 2013

Commitments And Contingencies Disclosure [Abstract]

Commitments and Contingencies

NOTE 9. COMMITMENTS AND CONTINGENCIES

Commitments

In the normal course of business, we offer off-balance sheet credit arrangements to enable our customers to meet their financing objectives. These instruments involve, to varying degrees, elements of credit and interest rate risk in excess of the amount recognized in the financial statements. Our exposure to credit loss, in the event a customer does not satisfy the terms of their agreement, equals the contractual amount of the obligation less the value of any collateral. We apply the same credit policies in making commitments and standby letters of credit that are used for the underwriting of loans to customers. Commitments generally have fixed expiration dates, annual renewals or other termination clauses and may require payment of a fee. Since many of the commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. Our allowance for unfunded commitments totaled $3.3 million at June 30, 2013 and $3.0 million at December 31, 2012. The increase in the allowance for unfunded commitments is due to an increase in lending commitments. The allowance for unfunded commitments is included in other liabilities in the Consolidated Balance Sheets.

Estimates of the fair value of these off-balance sheet items were not made because of the short-term nature of these arrangements and the credit standing of the counterparties.

The following table sets forth the commitments and letters of credit as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Commitments to extend credit	$	940,357	$	874,137
Standby letters of credit		81,389		95,399
Total	$	1,021,746	$	969,536

Litigation

In the normal course of business, we are subject to various legal and administrative proceedings and claims. While any type of litigation contains a level of uncertainty, we believe that the outcome of such proceedings or claims will not have a material adverse effect on our consolidated financial position.

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Loans and Loans Held for Sale

6 Months Ended

Jun. 30, 2013

Receivables [Abstract]

Loans and Loans Held for Sale

NOTE 5. LOANS AND LOANS HELD FOR SALE

Loans are presented net of unearned income of $0.7 million and $0.2 million at June 30, 2013 and December 31, 2012, respectively. The following table indicates the composition of the loans as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Commercial
Commercial real estate	$	1,501,491	$	1,452,133
Commercial and industrial		826,696		791,396
Commercial construction		167,225		168,143
Total Commercial Loans		2,495,412		2,411,672
Consumer
Residential mortgage		463,446		427,303
Home equity		413,585		431,335
Installment and other consumer		67,983		73,875
Consumer construction		2,807		2,437
Total Consumer Loans		947,821		934,950
Total Portfolio Loans		3,443,233		3,346,622
Loans held for sale		3,185		22,499
Total Loans	$	3,446,418	$	3,369,121

We attempt to limit our exposure to credit risk by diversifying our loan portfolio and actively managing concentrations. When concentrations exist in certain segments, we mitigate this risk by monitoring the relevant economic indicators and internal risk rating trends and through stress testing of the loans in these segments. Total commercial loans represent 72 percent of total portfolio loans at both June 30, 2013 and December 31, 2012. Within our commercial portfolio, the commercial real estate, or CRE, and commercial construction portfolios combined comprise 67 percent of total commercial loans and 48 percent of total portfolio loans at both June 30, 2013 and December 31, 2012. Further segmentation of the CRE and commercial construction portfolios by industry and collateral type reveal no concentration in excess of nine percent of total loans. The majority of both commercial and consumer loans are made to businesses and individuals in Western Pennsylvania resulting in a geographic concentration. The conditions of the local and regional economies are monitored closely through publicly available data as well as information supplied by our customers. Management believes underwriting guidelines, active monitoring of economic conditions and ongoing review by credit administration mitigates the concentration risk present in the loan portfolio. Only the CRE and commercial construction portfolios combined have any significant out-of-state exposure, with 20 percent of the combined portfolio and 10 percent of total loans being out-of-state loans at both June 30, 2013 and December 31, 2012. Included in this calculation are loans in Ohio, West Virginia, New York and Maryland which are contiguous states whereby economic and performance behavior are very similar to our footprint in Western Pennsylvania. Management has the knowledge and experience in these markets which are identified as in market lending opportunities for our organization.

Troubled Debt Restructurings, or TDRs, are loans where we, for economic or legal reasons related to a borrower’s financial difficulties, grant a concession to the borrower that we would not otherwise consider. We strive to identify borrowers in financial difficulty early and work with them to modify the terms before their loan reaches nonaccrual status. These modified terms generally include extensions of maturity dates at a stated interest rate lower than the current market rate for a new loan with similar risk characteristics, reductions in contractual interest rates or principal deferment. While unusual there may be instances of principal forgiveness. These modifications are generally for longer term periods that would not be considered insignificant. Additionally, we classify loans where the debt obligation has been discharged through a Chapter 7 Bankruptcy and not reaffirmed as TDRs.

We individually evaluate all substandard commercial loans that experienced a forbearance or change in terms agreement, as well as all substandard consumer and residential mortgage loans that entered into an agreement to modify their existing loan to determine if they should be designated as TDRs.

All TDRs are considered to be impaired loans and will be reported as impaired loans for the remaining life of the loan, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is fully expected that the remaining principal and interest will be collected according to the restructured agreement. Further, all impaired loans are reported as nonaccrual loans unless the loan is a TDR that has met the requirements to be returned to accruing status. TDRs can be returned to accruing status if the ultimate collectability of all contractual amounts due, according to the restructured agreement, is not in doubt and there is a period of a minimum of six months of satisfactory payment performance by the borrower either immediately before or after the restructuring.

The following table summarizes the restructured loans as of the dates presented:

	June 30, 2013						December 31, 2012
(dollars in thousands)	Accruing TDRs		Nonaccruing TDRs		Total TDRs		Accruing TDRs		Nonaccruing TDRs		Total TDRs
Commercial real estate	$	14,139	$	8,679	$	22,818	$	14,220	$	9,584	$	23,804
Commercial and industrial		8,118		1,219		9,337		8,270		939		9,209
Commercial construction		11,503		4,507		16,010		11,734		5,324		17,058
Residential mortgage		3,151		1,430		4,581		3,078		2,752		5,830
Home equity		3,890		229		4,119		4,195		341		4,536
Installment and other consumer		139		—		139		24		—		24
Total	$	40,940	$	16,064	$	57,004	$	41,521	$	18,940	$	60,461

We returned no TDRs to accruing status during the three months ended June 30, 2013 and one TDR for $0.2 million to accruing status during the six months ended June 30, 2013. We did not return any TDRs to accruing status during the three months or six months ended June 30, 2012.

The following tables present the restructured loans for the three and six month periods ended June 30, 2013 and June 30, 2012:

	Three Months Ended June 30, 2013
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Principal forgiveness(2)		1	$	4,339	$	4,339	$	—
Chapter 7 bankruptcy(3)		4		53		51		(2	)
Commercial and industrial
Maturity date extension		1		751		751		—
Residential mortgage
Chapter 7 bankruptcy(3)		2		84		75		(9	)
Home equity
Chapter 7 bankruptcy(3)		17		486		478		(8	)
Total by Concession Type
Maturity date extension		1		751		751		—
Principal forgiveness(2)		1		4,339		4,339		—
Chapter 7 bankruptcy(3)		23		623		604		(19	)
Total		25	$	5,713	$	5,694	$	(19	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

⁽²⁾ This loan had debt forgiveness of $0.1 million to the customer; however, the loan was previously charged off to a balance below the actual contractual balance.

⁽³⁾ Chapter 7 bankruptcy loans where the debt has been legally discharged through the bankruptcy court and not reaffirmed.

	Six Months Ended June 30, 2013
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Principal deferral		3	$	1,541	$	1,288	$	(253	)
Principal forgiveness(2)		1		4,339		4,339		—
Chapter 7 bankruptcy(3)		7		258		255		(3	)
Commercial and industrial
Principal deferral		1		392		387		(5	)
Maturity date extension		1		751		751		—
Chapter 7 bankruptcy(3)		1		3		3		—
Residential mortgage
Principal deferral		2		153		153		—
Chapter 7 bankruptcy(3)		8		353		344		(9	)
Home equity
Principal deferral		1		174		45		(129	)
Chapter 7 bankruptcy(3)		23		648		640		(8	)
Installment and other consumer
Chapter 7 bankruptcy(3)		6		73		73		—
Total by Concession Type
Principal Deferral		7		2,260		1,873		(387	)
Principal forgiveness(2)		1		4,339		4,339		—
Maturity date extension		1		751		751		—
Chapter 7 bankruptcy(3)		45		1,335		1,315		(20	)
Total		54	$	8,685	$	8,278	$	(407	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

⁽²⁾ This loan had debt forgiveness of $0.1 million to the customer; however, the loan was previously charged off to a balance below the actual contractual balance.

⁽³⁾ Chapter 7 bankruptcy loans where the debt has been legally discharged through the bankruptcy court and not reaffirmed.

	Three and Six Months Ended June 30, 2012
(dollars in thousands)	Number of Loans		Pre-Modification Outstanding Recorded Investment(1)		Post-Modification Outstanding Recorded Investment(1)		Total Difference in Recorded Investment
Commercial real estate
Maturity rate extension		1		160		157		(3	)
Rate reduction		1		575		573		(2	)
Commercial and industrial
Maturity date extension		2		2,576		2,480		(96	)
Residential mortgage
Maturity date extension		1		475		464		(11	)
Total by Concession Type
Maturity date extension		4		3,211		3,101		(110	)
Rate reduction		1		575		573		(2	)
Total		5	$	3,786	$	3,674	$	(112	)

⁽¹⁾ Excludes loans that were fully paid off or fully charged-off by period end. The pre-modification balance represents the balance outstanding prior to modification. The post-modification balance represents the outstanding balance at period end.

There were no new TDRs during the quarter ended March 31, 2012; therefore, the above chart represents both the three and six months ended June 30, 2012.

For the three months ended June 30, 2013, we modified two loans that were not considered to be TDRs, including a $2.6 million commercial and industrial, or C&I, line of credit and a $0.4 million commercial construction loan. For the six months ended June 30, 2013, we modified five loans that were not considered to be TDRs, including three C&I loans totaling $5.3 million and two commercial construction loans totaling $0.6 million. Modifications primarily represented insignificant delays in the timing of payments, concessions where we were adequately compensated through principal pay downs, fees or additional collateral or we concluded that no concession was granted. As of June 30, 2013 we have no commitments to lend additional funds on any TDRs.

Defaulted TDRs are defined as loans having a payment default of 90 days or more after the restructuring takes place. The following table is a summary of TDRs which defaulted during the three and six month periods ended June 30, 2013 and 2012, respectively, that had been restructured within the last twelve months prior to defaulting:

	Defaulted TDRs
	For the Three Months Ended June 30, 2013				For the Three Months Ended June 30, 2012
(dollars in thousands)	Number of Defaults		Recorded Investment		Number of Defaults		Recorded Investment
Commercial real estate		—	$	—		1	$	59
Commercial and Industrial		—		—		—		—
Commercial construction		—		—		—		—
Residential real estate		2		46		1		450
Home equity		2		33		—		—
Total		4	$	79		2	$	509

	Defaulted TDRs
	For the Six Months Ended June 30, 2013				For the Six Months Ended June 30, 2012
(dollars in thousands)	Number of Defaults		Recorded Investment		Number of Defaults		Recorded Investment
Commercial real estate		—	$	—		1	$	59
Commercial and Industrial		—		—		—		—
Commercial construction		—		—		3		2,659
Residential real estate		3		64		3		2,359
Home equity		4		151		—		—
Total		7	$	215		7	$	5,077

The following table is a summary of nonperforming assets as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Nonperforming Assets
Nonaccrual loans	$	21,819	$	36,018
Nonaccrual TDRs		16,064		18,940
Total nonaccrual loans		37,883		54,958
OREO		408		911
Total Nonperforming Assets	$	38,291	$	55,869

OREO which is included in other assets in the Consolidated Balance Sheets consists of 8 properties. It is our policy to obtain OREO appraisals on an annual basis.

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Consolidated Statements of Cash Flows (USD $) In Thousands, unless otherwise specified	6 Months Ended
	Jun. 30, 2013	Jun. 30, 2012
OPERATING ACTIVITIES
Net income	$ 26,433	$ 12,080
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan losses	3,330	16,296
Provision for unfunded loan commitments	302	907
Depreciation and amortization	3,061	3,461
Net amortization of discounts and premiums	1,776	1,004
Stock-based compensation expense	254	478
Securities gains, net	(2)	(846)
Net gain on sale of merchant card servicing business	(3,093)
Tax expense from stock-based compensation	47	30
Mortgage loans originated for sale	(37,706)	(37,503)
Proceeds from the sale of loans	57,667	38,676
Gain on the sale of loans, net	(647)	(599)
Net (increase) decrease in interest receivable	(1,222)	915
Net decrease in interest payable	(1,241)	(451)
Net decrease in other assets	17,243	3,776
Net (decrease) increase in other liabilities	(20,981)	4,187
Net Cash Provided by Operating Activities	45,221	42,411
INVESTING ACTIVITIES
Purchases of securities available-for-sale	(66,495)	(53,281)
Proceeds from maturities, prepayments and calls of securities available-for-sale	23,240	50,194
Proceeds from sales of securities available-for-sale	94	63,004
Net proceeds from the redemption of Federal Home Loan Bank stock	1,356	1,850
Net (increase) decrease in loans	(103,846)	44,402
Purchases of premises and equipment	(1,400)	(1,562)
Proceeds from the sale of premises and equipment	576	28
Net cash acquired from bank acquisitions		4,859
Proceeds from the sale of merchant card servicing business	4,750
Net Cash (Used in) Provided by Investing Activities	(141,725)	109,494
FINANCING ACTIVITIES
Net (decrease) increase in core deposits	(26,999)	127,656
Net increase (decrease) in certificates of deposit	36,842	(151,887)
Net increase in securities sold under repurchase agreements	11,569	16,370
Net increase in short-term borrowings	50,000
Proceeds from long-term borrowings		4,311
Repayments of long-term borrowings	(11,136)	(7,964)
Repayment of junior subordinated debt	(45,000)
Purchase of treasury shares	(86)	(49)
Sale of treasury shares		962
Cash dividends paid to common shareholders	(8,918)	(8,556)
Tax expense from stock-based compensation	(47)	(30)
Net Cash Provided by (Used in) Financing Activities	6,225	(19,187)
Net (decrease) increase in cash and cash equivalents	(90,279)	132,718
Cash and cash equivalents at beginning of period	337,711	270,526
Cash and Cash Equivalents at End of Period	247,432	403,244
Supplemental Disclosures
Interest paid	9,372	11,821
Income taxes paid, net of refunds	5,155
Net assets acquired from Mainline, excluding cash and cash equivalents		3,817
Transfers to other real estate owned and other repossessed assets	$ 180	$ 469

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Allowance for Loan Losses - Age Analysis of Past Due Loans Segregated by Class of Loans (Detail) (USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	$ 3,394,451	$ 3,266,474
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	5,864	21,632
Financing Receivable, Recorded Investment, 60 to 89 Days Past Due	5,035	3,558
Total nonaccrual loans	37,883	54,958
Financing Receivable, Recorded Investment, Past Due, Total	48,782	80,148
Total Portfolio Loans	3,443,233	3,346,622
Commercial Real Estate [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	1,479,450	1,418,934
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	1,093	2,230
Financing Receivable, Recorded Investment, 60 to 89 Days Past Due	216	413
Total nonaccrual loans	20,732	30,556
Financing Receivable, Recorded Investment, Past Due, Total	22,041	33,199
Total Portfolio Loans	1,501,491	1,452,133
Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	817,633	780,315
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	729	4,409
Financing Receivable, Recorded Investment, 60 to 89 Days Past Due	3,130	237
Total nonaccrual loans	5,204	6,435
Financing Receivable, Recorded Investment, Past Due, Total	9,063	11,081
Total Portfolio Loans	826,696	791,396
Commercial Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	162,116	150,823
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	334	10,542
Total nonaccrual loans	4,775	6,778
Financing Receivable, Recorded Investment, Past Due, Total	5,109	17,320
Total Portfolio Loans	167,225	168,143
Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	457,151	416,364
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	1,363	1,713
Financing Receivable, Recorded Investment, 60 to 89 Days Past Due	1,467	1,948
Total nonaccrual loans	3,465	7,278
Financing Receivable, Recorded Investment, Past Due, Total	6,295	10,939
Total Portfolio Loans	463,446	427,303
Home Equity [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	407,695	424,485
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	2,080	2,332
Financing Receivable, Recorded Investment, 60 to 89 Days Past Due	136	865
Total nonaccrual loans	3,674	3,653
Financing Receivable, Recorded Investment, Past Due, Total	5,890	6,850
Total Portfolio Loans	413,585	431,335
Installment and Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	67,599	73,334
Financing Receivable, Recorded Investment, 30 to 59 Days Past Due	265	406
Financing Receivable, Recorded Investment, 60 to 89 Days Past Due	86	95
Total nonaccrual loans	33	40
Financing Receivable, Recorded Investment, Past Due, Total	384	541
Total Portfolio Loans	67,983	73,875
Consumer Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Current	2,807	2,219
Total nonaccrual loans		218
Financing Receivable, Recorded Investment, Past Due, Total		218
Total Portfolio Loans	$ 2,807	$ 2,437

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Loans and Loans Held for Sale - Restructured Loans for Periods Presented (Detail) (USD $) In Thousands, unless otherwise specified	3 Months Ended		6 Months Ended			12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended	6 Months Ended	12 Months Ended
	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013	Jun. 30, 2012	Jun. 30, 2013 Accruing TDRs [Member]	Dec. 31, 2012 Accruing TDRs [Member]	Jun. 30, 2013 Accruing TDRs [Member] Commercial Real Estate [Member]	Dec. 31, 2012 Accruing TDRs [Member] Commercial Real Estate [Member]	Jun. 30, 2013 Accruing TDRs [Member] Commercial and Industrial [Member]	Dec. 31, 2012 Accruing TDRs [Member] Commercial and Industrial [Member]	Jun. 30, 2013 Accruing TDRs [Member] Commercial Construction [Member]	Dec. 31, 2012 Accruing TDRs [Member] Commercial Construction [Member]	Jun. 30, 2013 Accruing TDRs [Member] Residential Mortgage [Member]	Dec. 31, 2012 Accruing TDRs [Member] Residential Mortgage [Member]	Jun. 30, 2013 Accruing TDRs [Member] Home Equity [Member]	Dec. 31, 2012 Accruing TDRs [Member] Home Equity [Member]	Jun. 30, 2013 Accruing TDRs [Member] Installment and Other Consumer [Member]	Dec. 31, 2012 Accruing TDRs [Member] Installment and Other Consumer [Member]	Jun. 30, 2013 Nonaccruing TDRs [Member]	Dec. 31, 2012 Nonaccruing TDRs [Member]	Jun. 30, 2013 Nonaccruing TDRs [Member] Commercial Real Estate [Member]	Dec. 31, 2012 Nonaccruing TDRs [Member] Commercial Real Estate [Member]	Jun. 30, 2013 Nonaccruing TDRs [Member] Commercial and Industrial [Member]	Dec. 31, 2012 Nonaccruing TDRs [Member] Commercial and Industrial [Member]	Jun. 30, 2013 Nonaccruing TDRs [Member] Commercial Construction [Member]	Dec. 31, 2012 Nonaccruing TDRs [Member] Commercial Construction [Member]	Jun. 30, 2013 Nonaccruing TDRs [Member] Residential Mortgage [Member]	Dec. 31, 2012 Nonaccruing TDRs [Member] Residential Mortgage [Member]	Jun. 30, 2013 Nonaccruing TDRs [Member] Home Equity [Member]	Dec. 31, 2012 Nonaccruing TDRs [Member] Home Equity [Member]	Jun. 30, 2013 Total TDRs [Member]	Dec. 31, 2012 Total TDRs [Member]	Jun. 30, 2013 Total TDRs [Member] Commercial Real Estate [Member]	Dec. 31, 2012 Total TDRs [Member] Commercial Real Estate [Member]	Jun. 30, 2013 Total TDRs [Member] Commercial and Industrial [Member]	Dec. 31, 2012 Total TDRs [Member] Commercial and Industrial [Member]	Jun. 30, 2013 Total TDRs [Member] Commercial Construction [Member]	Dec. 31, 2012 Total TDRs [Member] Commercial Construction [Member]	Jun. 30, 2013 Total TDRs [Member] Residential Mortgage [Member]	Dec. 31, 2012 Total TDRs [Member] Residential Mortgage [Member]	Jun. 30, 2013 Total TDRs [Member] Home Equity [Member]	Dec. 31, 2012 Total TDRs [Member] Home Equity [Member]	Jun. 30, 2013 Total TDRs [Member] Installment and Other Consumer [Member]	Dec. 31, 2012 Total TDRs [Member] Installment and Other Consumer [Member]
Financing Receivable, Modifications [Line Items]
Restructured loans	$ 5,694	$ 3,674	$ 8,278	$ 3,674	$ 40,940	$ 41,521	$ 14,139	$ 14,220	$ 8,118	$ 8,270	$ 11,503	$ 11,734	$ 3,151	$ 3,078	$ 3,890	$ 4,195	$ 139	$ 24	$ 16,064	$ 18,940	$ 8,679	$ 9,584	$ 1,219	$ 939	$ 4,507	$ 5,324	$ 1,430	$ 2,752	$ 229	$ 341	$ 57,004	$ 60,461	$ 22,818	$ 23,804	$ 9,337	$ 9,209	$ 16,010	$ 17,058	$ 4,581	$ 5,830	$ 4,119	$ 4,536	$ 139	$ 24

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Basis of Presentation - Additional Information (Detail)	Jun. 30, 2013
Minimum [Member]
Summary Of Significant Accounting Policies [Line Items]
Percentage of outstanding common stock of investees accounted for using equity method of accounting	20.00%
Maximum [Member]
Summary Of Significant Accounting Policies [Line Items]
Percentage of outstanding common stock of investees accounted for using equity method of accounting	50.00%

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Commitments and Contingencies - Commitments and Letters of Credit (Detail) (USD $) In Thousands, unless otherwise specified	6 Months Ended	12 Months Ended
	Jun. 30, 2013	Dec. 31, 2012
Commitment And Contingencies [Line Items]
Commitments and letters of credit	$ 1,021,746	$ 969,536
Commitments to Extend Credit [Member]
Commitment And Contingencies [Line Items]
Commitments and letters of credit	940,357	874,137
Standby Letters of Credit [Member]
Commitment And Contingencies [Line Items]
Commitments and letters of credit	$ 81,389	$ 95,399

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Derivative Instruments and Hedging Activities - Additional Information (Detail)	6 Months Ended
	Jun. 30, 2013
Offsetting [Abstract]
Period for commitments	60 days

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Segments

6 Months Ended

Jun. 30, 2013

Segment Reporting [Abstract]

Segments

NOTE 12. SEGMENTS

We manage three reportable operating segments including Community Banking, Insurance and Wealth Management.

• Our Community Banking segment offers services which include accepting time and demand deposit accounts, originating commercial and consumer loans and providing letters of credit and credit card services.

• Our Insurance segment includes a full-service insurance agency offering commercial property and casualty insurance, group life and health coverage, employee benefit solutions and personal insurance lines.

• Our Wealth Management segment offers discount brokerage services, services as executor and trustee under wills and deeds, guardian and custodian of employee benefits and other trust and brokerage services, as well as a registered investment advisor that manages private investment accounts for individuals and institutions.

The following represents total assets by reportable operating segment as of the dates presented:

(dollars in thousands)	June 30, 2013		December 31, 2012
Community Banking	$	4,520,085	$	4,518,799
Insurance		7,460		6,697
Wealth Management		1,214		1,206
Total Assets	$	4,528,759	$	4,526,702

The following tables provide financial information for our three segments for the three and six month periods ended June 30, 2013 and 2012. The financial results of the business segments include allocations for shared services based on an internal analysis that supports line of business performance measurement. Shared services include expenses such as employee benefits, occupancy expense, computer support and corporate overhead. Even with these allocations, the financial results are not necessarily indicative of the business segments’ financial condition and results of operations if they existed as independent entities.

The information provided under the caption “Eliminations” represents operations not considered to be reportable segments and/or general operating expenses and eliminations and adjustments, which are necessary for purposes of reconciling to the Consolidated Financial Statements.

	Three Months Ended June 30, 2013
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	38,505	$	—	$	135	$	(87	)	$	38,553
Interest expense		4,663		—		—		(706	)		3,957
Net interest income (expense)		33,842		—		135		619			34,596
Provision for loan losses		1,023		—		—		—			1,023
Noninterest income		8,467		1,349		2,812		239			12,867
Noninterest expense		21,786		1,105		2,389		1,797			27,077
Depreciation expense		876		12		8		—			896
Amortization of intangible assets		387		13		13		—			413
Provision (benefit) for income taxes		4,592		77		221		(939	)		3,951
Net Income	$	13,645	$	142	$	316		—		$	14,103

	Three Months Ended June 30, 2012
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	39,020	$	—	$	104	$	246		$	39,370
Interest expense		6,008		—		—		(457	)		5,551
Net interest income (expense)		33,012		—		104		703			33,819
Provision for loan losses		7,023		—		—		—			7,023
Noninterest income		8,670		1,293		2,570		(2	)		12,531
Noninterest expense		22,902		1,268		2,271		1,479			27,920
Depreciation expense		971		12		8		—			991
Amortization of intangible assets		405		13		15		—			433
Provision (benefit) for income taxes		1,998		—		163		(778	)		1,383
Net Income (Loss)	$	8,383	$	—	$	217	$	—		$	8,600

	Six Months Ended June 30, 2013
(dollars in thousands)	Community Banking		Insurance		Wealth Management		Eliminations			Consolidated
Interest income	$	76,194	$	1	$	273	$	(72	)	$	76,396
Interest expense		9,454		—		—		(1,323	)		8,131
Net interest income (expense)		66,740		1		273		1,251			68,265
Provision for loan losses		3,330		—		—		—			3,330
Noninterest income		18,823		2,947		5,386		517			27,673
Noninterest expense		46,427		2,552		4,878		3,468			57,325
Depreciation expense		1,795		22		16		—			1,833
Amortization of intangible assets		792		26		26		—			844
Provision (benefit) for income taxes		7,438		122		313		(1,700	)		6,173
Net Income (Loss)	$	25,781	$	226	$	426	$	—		$	26,433

	Six Months Ended June 30, 2012
(dollars in thousands)	Community Banking		Insurance			Wealth Management		Eliminations			Consolidated
Interest income	$	78,252	$	1		$	206	$	51		$	78,510
Interest expense		11,904		—			—		(534	)		11,370
Net interest income (expense)		66,348		1			206		585			67,140
Provision for loan losses		16,296		—			—		—			16,296
Noninterest income		17,500		2,714			4,981		406			25,601
Noninterest expense		49,263		2,721			4,637		2,689			59,310
Depreciation expense		1,918		25			15		—			1,958
Amortization of intangible assets		803		26			30		—			859
Provision (benefit) for income taxes		3,724		(20	)		232		(1,698	)		2,238
Net Income (Loss)	$	11,844	$	(37	)	$	273	$	—		$	12,080

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Borrowings

6 Months Ended

Jun. 30, 2013

Debt Disclosure [Abstract]

Borrowings

NOTE 8. BORROWINGS

Short-term borrowings are for terms under one year and were comprised of retail repurchase agreements, or REPOs, and Federal Home Loan Bank, or FHLB, advances. We define repurchase agreements with our local retail customers as retail REPOs. Securities pledged as collateral under these REPO financing arrangements cannot be sold or repledged by the secured party and are therefore accounted for as a secured borrowing. FHLB advances are for various terms secured by a blanket lien on residential mortgages and other loans secured by real estate.

Long-term borrowings are for original terms greater than one year and are comprised of FHLB advances and junior subordinated debt securities. Long-term FHLB advances have the same collateral requirements as their short-term equivalents.

We had total long-term borrowings outstanding of $19.6 million at a fixed rate and $48.7 million at a variable rate at June 30, 2013, excluding a capital lease of $0.2 million which is classified as long-term borrowings.

Information pertaining to borrowings is summarized in the table below as of the dates presented:

	June 30. 2013					December 31, 2012
(dollars in thousands)	Balance		Weighted Average Rate			Balance		Weighted Average Rate
Short-term borrowings
Securities sold under repurchase agreements	$	74,151		0.12	%	$	62,582		0.20	%
Short-term borrowings		125,000		0.27	%		75,000		0.19	%
Total short-term borrowings		199,151		0.21	%		137,582		0.19	%
Long-term borrowings
Junior subordinated debt securities		45,619		2.73	%		90,619		3.01	%
Other long-term borrowings		22,965		3.02	%		34,101		3.17	%
Total long-term borrowings		68,584		2.83	%		124,720		3.05	%
Total borrowings	$	267,735		0.88	%	$	262,302		1.55	%

We had total borrowings at June 30, 2013 and December 31, 2012 at the FHLB of Pittsburgh of $147.7 million and $108.9 million, respectively. This consisted of $22.7 in long-term borrowings and $125.0 in short-term borrowings at June 30, 2013. At June 30, 2013, we had a maximum borrowing capacity of $1.3 billion, with a remaining borrowing availability of $1.2 billion with the FHLB of Pittsburgh.

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Employee Benefits - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	6 Months Ended	12 Months Ended
	Jun. 30, 2013	Dec. 31, 2012
Compensation And Retirement Disclosure [Abstract]
Number of consecutive years of employee's compensation	5 years
Number of total years of employee's compensation	10 years
Contribution by employer		$ 3.1
Expected long-term rate of return on plan assets	8.00%

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Earnings Per Share (Tables)

6 Months Ended

Jun. 30, 2013

Earnings Per Share [Abstract]

Reconciles Numerators and Denominators of Basic Earnings Per Share with Diluted Earnings Per Share

The following table reconciles the numerators and denominators of basic earnings per share with that of diluted earnings per share for the periods presented:

	Three Months Ended June 30,				Six Months Ended June 30,
(dollars in thousands, except shares and per share data)	2013		2012		2013		2012
Numerator for Earnings per Share—Basic:
Net income	$	14,103	$	8,600	$	26,433	$	12,080
Less: Income allocated to participating shares		36		37		81		55
Net Income Allocated to Shareholders	$	14,067	$	8,563	$	26,352	$	12,025
Numerator for Earnings per Share—Diluted:
Net income	$	14,103	$	8,600	$	26,433	$	12,080
Net Income Available to Shareholders	$	14,103	$	8,600	$	26,433	$	12,080
Denominators:
Weighted Average Shares Outstanding—Basic		29,654,018		28,791,207		29,637,825		28,485,810
Add: Dilutive potential shares		23,858		19,547		41,319		29,993
Denominator for Treasury Stock Method—Diluted		29,677,876		28,810,754		29,679,144		28,515,803
Weighted Average Shares Outstanding—Basic		29,654,018		28,791,207		29,637,825		28,485,810
Add: Average participating shares outstanding		74,994		123,522		91,530		129,707
Denominator for Two-Class Method—Diluted		29,729,012		28,914,729		29,729,355		28,615,517
Earnings per share—basic	$	0.47	$	0.30	$	0.89	$	0.42
Earnings per share—diluted	$	0.47	$	0.30	$	0.89	$	0.42
Warrants considered anti-dilutive excluded from dilutive potential shares		517,012		517,012		517,012		517,012
Stock options considered anti-dilutive excluded from dilutive potential shares		629,570		750,653		642,499		752,770
Restricted stock considered anti-dilutive excluded from dilutive potential shares		51,136		66,422		50,211		64,673

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Sale of Merchant Card Servicing Business

6 Months Ended

Jun. 30, 2013

Text Block [Abstract]

Sale of Merchant Card Servicing Business

NOTE 13. SALE OF MERCHANT CARD SERVICING BUSINESS

We sold our merchant card servicing business for $4.8 million during the first quarter of 2013. Consequently, we terminated an agreement with our existing merchant processor and incurred deconversion and termination fees of $1.7 million. As a result of this transaction, we recognized a gain of $3.1 million in the first quarter of 2013. In conjunction with the sale of the merchant card servicing business, we entered into a marketing and sales alliance agreement with the purchaser for an initial term of ten years. The agreement provides that we will actively market and refer our customers to the purchaser and in return will receive a share of the future revenue. Future revenue is dependent on the number of referrals, number of new merchant accounts and volume of activity.

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Document and Entity Information	6 Months Ended
	Jun. 30, 2013	Jul. 22, 2013
Document Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2013
Document Fiscal Year Focus	2013
Document Fiscal Period Focus	Q2
Entity Registrant Name	S&T BANCORP INC
Entity Central Index Key	0000719220
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		29,738,305

XML

Basis of Presentation (Policies)

6 Months Ended

Jun. 30, 2013

Accounting Policies [Abstract]

Principals of Consolidation

Principals of Consolidation

The interim Consolidated Financial Statements include the accounts of S&T Bancorp, Inc., or S&T, and its wholly owned subsidiaries. All significant intercompany transactions have been eliminated in consolidation. Investments of 20 percent to 50 percent of the outstanding common stock of investees are accounted for using the equity method of accounting.

Basis of Presentation

Basis of Presentation

The accompanying unaudited interim Consolidated Financial Statements of S&T have been prepared in accordance with generally accepted accounting principles, or GAAP, in the United States for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with our annual report on Form 10-K for the year ended December 31, 2012, filed with the Securities and Exchange Commission, or SEC, on February 25, 2013. In the opinion of management, the accompanying interim financial information reflects all adjustments, including normal recurring adjustments, necessary to present fairly S&T’s financial position and the results of operations for each of the interim periods presented. Results of operations for interim periods are not necessarily indicative of the results of operations that may be expected for a full year or any future period.

Reclassification

Reclassification

Certain amounts in the prior periods’ financial statements and footnotes have been reclassified to conform to the current period’s presentation. The reclassifications had no significant effect on our results of operations or financial condition.

Use of Estimates

Use of Estimates

The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosures of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates.

Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income

Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income

In February 2013, the Financial Accounting Standards Board, or FASB, issued Accounting Standards Update, or ASU, No. 2013-02, Reporting of Amounts Reclassified Out of Accumulated Other Comprehensive Income. ASU 2013-02 requires reporting the effect of significant reclassifications out of accumulated other comprehensive income by component on the respective line items in the income statement parenthetically or in the notes to the financial statements if the amounts being reclassified are required under GAAP to be reclassified in their entirety to net income. This ASU is effective for public companies prospectively for fiscal years, and interim periods within those years, beginning after December 15, 2012 and early adoption is permitted. We have elected the option of reporting in the notes to the financial statements. The adoption of ASU 2013-02 impacted only our disclosures and did not have an impact on our results of operations or financial position.

Clarifying Scope of Disclosures about Offsetting Assets and Liabilities

Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities

In January 2013, the FASB issued ASU No. 2013-01, Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities in order to clarify the scope of ASU 2011-11, Disclosures About Offsetting Assets and Liabilities, issued in December 2011. ASU 2011-11 required entities to disclose both gross and net information about instruments and transactions eligible for offset in the statement of financial position and instruments and transactions subject to an agreement similar to a master netting arrangement. This ASU was issued to allow investors to better compare financial statements prepared under GAAP with financial statements prepared under International Financial Reporting Standards, or IFRS. ASU 2013-01 clarified that ASU 2011-11 applies to derivatives, sale and repurchase agreements and reverse sale of repurchase agreements, and securities borrowing and securities lending arrangements, but does not apply to standard commercial contracts allowing either party to net in the event of default or to broker-dealer unsettled regular-way trades. Both ASUs are effective for public companies retrospectively for fiscal years, and interim periods within those years, beginning on or after January 1, 2013. The adoption of ASU 2013-01 and ASU 2011-11 impacted only our disclosures and did not have an impact on our results of operations or financial position.

Obligations Resulting from Joint and Several Liability Arrangements for Which Total Amount of Obligation is Fixed at Reporting Date

Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation is Fixed at the Reporting Date

In February 2013, the FASB issued ASU No. 2013-04, Obligations Resulting from Joint and Several Liability Arrangements for Which the Total Amount of the Obligation is Fixed at the Reporting Date. The ASU requires the measurement of obligations resulting from joint and several liability arrangements for which the total amount of the obligation is fixed at the reporting date as the sum of the amount the reporting entity agreed to pay on the basis of its arrangement with its co-obligors as well as any additional amount that the entity expects to pay on behalf of its co-obligors. The new standard is effective retrospectively for fiscal years and interim periods within those years, beginning after December 15, 2013, and early adoption is permitted. The adoption of this ASU is not expected to have a material impact on our results of operations or financial position.

Presentation of Unrecognized Tax Benefit When Net Operating Loss Tax Credit Carryforward Exists

Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Tax Credit Carryforward Exists

In July 2013, the FASB issued ASU No. 2013-11, Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Tax Credit Carryforward Exists. The ASU requires that entities should present an unrecognized tax benefit as a reduction of the deferred tax asset for a net operating loss, or NOL, or similar tax loss or tax credit carryforward rather than as a liability when the uncertain tax position would reduce the NOL or other carryforward under the tax law. No new disclosures will be necessary. The new standard is effective for fiscal years, and interim periods within those years, beginning after December 15, 2013, and should be applied prospectively to all unrecognized tax benefits that exist at the effective date. Retrospective application is permitted. The adoption of this ASU is expected to impact the presentation of our statement of financial position, but is not expected to have any impact on our results of operations.

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Derivative Instruments and Hedging Activities - Schedule of Gross Amounts of Derivative Assets and Derivative Liabilities (Detail) (Not Designated as Hedging Instruments [Member], USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Not Designated as Hedging Instruments [Member]
Derivatives not Designated as Hedging Instruments
Gross amounts recognized	$ 15,755	$ 24,262
Gross amounts offset	(359)	(514)
Net amounts presented in the Consolidated Balance Sheets	15,396	23,748
Gross amounts not offset
Net Amount	15,396	23,748
Gross amounts recognized	15,686	24,036
Gross amounts offset	(359)	(514)
Net amounts presented in the Consolidated Balance Sheets	15,327	23,522
Gross amounts not offset	(14,131)	(19,595)
Net Amount	$ 1,196	$ 3,927

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Derivative Instruments and Hedging Activities - Value of Derivative Assets and Derivative Liabilities (Detail) (Not Designated as Hedging Instruments [Member], USD $) In Thousands, unless otherwise specified	Jun. 30, 2013	Dec. 31, 2012
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Assets)	$ 15,396	$ 23,748
Fair value, Derivatives (included in Other Liabilities)	15,327	23,522
Other Assets [Member] | Interest Rate Swap Contracts-Commercial Loans [Member]
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Assets)	15,396	23,748
Notional amount, Derivatives (included in Other Assets)	229,123	227,532
Collateral posted, Derivatives (included in Other Assets)
Other Assets [Member] | Interest Rate Lock Commitments - Mortgage Loans [Member]
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Assets)		467
Notional amount, Derivatives (included in Other Assets)		14,287
Other Assets [Member] | Forward Sale Contracts-Mortgage Loans [Member]
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Assets)	357
Notional amount, Derivatives (included in Other Assets)	11,235
Other Liabilities [Member] | Interest Rate Swap Contracts-Commercial Loans [Member]
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Liabilities)	15,327	23,522
Notional amount, Derivatives (included in Other Liabilities)	229,123	227,532
Collateral posted, Derivatives (included in Other Liabilities)	14,131	19,595
Other Liabilities [Member] | Interest Rate Lock Commitments - Mortgage Loans [Member]
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Liabilities)	25
Notional amount, Derivatives (included in Other Liabilities)	9,858
Other Liabilities [Member] | Forward Sale Contracts-Mortgage Loans [Member]
Derivatives not Designated as Hedging Instruments
Fair value, Derivatives (included in Other Liabilities)		48
Notional amount, Derivatives (included in Other Liabilities)		$ 14,100