Total Notional or Contractual Amounts, Fair Value, Collateral and Net Exposure of Derivative Financial Instruments (Detail) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2012		Dec. 31, 2011
Derivative [Line Items]
Net Exposure Derivative Instruments	$ 78,719	[1]	$ 80,825	[1]
Fair value	84,829		80,825
Collateral	6,110	[2]	0	[2]
Derivatives designated as hedging instruments | Interest rate risks | Interest rate swaps | Other assets
Derivative [Line Items]
Notional or Contractual Amount	45,964		187,393
Fair value	9,005		11,441
Collateral	6,110	[2]	0	[2]
Net Exposure	2,895	[1]	11,441	[1]
Derivatives not designated as hedging instruments | Currency exchange risks
Derivative [Line Items]
Fair value	(1,240)		315
Net Exposure Derivative Instruments	(1,240)	[1]	315	[1]
Derivatives not designated as hedging instruments | Currency exchange risks | Foreign exchange forwards | Other assets
Derivative [Line Items]
Notional or Contractual Amount	51,010		68,518
Fair value	488		514
Net Exposure	488	[1]	514	[1]
Derivatives not designated as hedging instruments | Currency exchange risks | Foreign exchange forwards | Other liability
Derivative [Line Items]
Notional or Contractual Amount	102,956		6,822
Fair value	(1,728)		(199)
Net Exposure Derivative Instruments Liablities	(1,728)	[1]	(199)	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Equity Warrant Asset | Other assets
Derivative [Line Items]
Notional or Contractual Amount	164,332		144,586
Fair value	74,272		66,953
Net Exposure	74,272	[1]	66,953	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives
Derivative [Line Items]
Fair value	2,792		2,116
Net Exposure Derivative Instruments	2,792	[1]	2,116	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign exchange forwards | Other assets
Derivative [Line Items]
Notional or Contractual Amount	385,470		387,714
Fair value	11,864		17,541
Net Exposure	11,864	[1]	17,541	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign exchange forwards | Other liability
Derivative [Line Items]
Notional or Contractual Amount	356,026		366,835
Fair value	(9,930)		(16,346)
Net Exposure Derivative Instruments Liablities	(9,930)	[1]	(16,346)	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign currency options | Other assets
Derivative [Line Items]
Notional or Contractual Amount	132,237		75,600
Fair value	1,189		271
Net Exposure	(1,189)	[1]	271	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign currency options | Other liability
Derivative [Line Items]
Notional or Contractual Amount	132,237		75,600
Fair value	(1,189)		(271)
Net Exposure Derivative Instruments Liablities	(1,189)	[1]	(271)	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Loan conversion options | Other assets
Derivative [Line Items]
Notional or Contractual Amount	9,782		14,063
Fair value	890		923
Net Exposure	890	[1]	923	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client interest rate derivatives | Other assets
Derivative [Line Items]
Notional or Contractual Amount	144,950		39,713
Fair value	558		50
Net Exposure	558	[1]	50	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client interest rate derivatives | Other liability
Derivative [Line Items]
Notional or Contractual Amount	144,950		39,713
Fair value	(590)		(52)
Net Exposure Derivative Instruments Liablities	$ (590)	[1]	$ (52)	[1]

[1] Net exposure for contracts in a gain position reflects the replacement cost in the event of nonperformance by all such counterparties. The credit ratings of our institutional counterparties as of December 31, 2012 remain at investment grade or higher and there were no material changes in their credit ratings for the year ended December 31, 2012

[2] Cash collateral received from our counterparty for our interest rate swap agreement is recorded as a component of “short-term borrowings” on our consolidated balance sheets.