Derivative Financial Instruments - Total Notional or Contractual Amounts, Fair Value, Collateral and Net Exposure of Derivative Financial Instruments (Detail) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2013		Dec. 31, 2012
Derivative [Line Items]
Fair Value	$ 102,317		$ 84,829
Net Exposure	96,737	[1]	78,719	[1]
Collateral	5,580	[2]	6,110	[2]
Derivatives designated as hedging instruments | Interest rate risks | Interest rate swaps | Other assets
Derivative [Line Items]
Notional or Contractual Amount	45,964		45,964
Fair Value	7,027		9,005
Net Exposure	1,447	[1]	2,895	[1]
Collateral	5,580	[2]	6,110	[2]
Derivatives not designated as hedging instruments | Currency exchange risks
Derivative [Line Items]
Fair Value	35		(1,240)
Net Exposure	35	[1]	(1,240)	[1]
Derivatives not designated as hedging instruments | Currency exchange risks | Foreign exchange forwards | Other assets
Derivative [Line Items]
Notional or Contractual Amount	13,685		51,010
Fair Value	789		488
Net Exposure	789	[1]	488	[1]
Derivatives not designated as hedging instruments | Currency exchange risks | Foreign exchange forwards | Other liability
Derivative [Line Items]
Notional or Contractual Amount	208,712		102,956
Fair Value	(754)		(1,728)
Net Exposure	(754)	[1]	(1,728)	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Equity warrant assets | Other assets
Derivative [Line Items]
Notional or Contractual Amount	180,861		164,332
Fair Value	92,252		74,272
Net Exposure	92,252	[1]	74,272	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives
Derivative [Line Items]
Fair Value	3,003		2,792
Net Exposure	3,003	[1]	2,792	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign exchange forwards | Other assets
Derivative [Line Items]
Notional or Contractual Amount	459,501		385,470
Fair Value	17,492		11,864
Net Exposure	17,492	[1]	11,864	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign exchange forwards | Other liability
Derivative [Line Items]
Notional or Contractual Amount	482,755		356,026
Fair Value	(16,073)		(9,930)
Net Exposure	(16,073)	[1]	(9,930)	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client foreign currency options | Other assets
Derivative [Line Items]
Notional or Contractual Amount	80,400		132,237
Fair Value	182		1,189
Net Exposure	182	[1]	1,189	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client foreign currency options | Other liability
Derivative [Line Items]
Notional or Contractual Amount	80,400		132,237
Fair Value	(182)		(1,189)
Net Exposure	(182)	[1]	(1,189)	[1]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Loan conversion options | Other assets
Derivative [Line Items]
Notional or Contractual Amount	8,877		9,782
Fair Value	1,774		890
Net Exposure	1,774	[1]	890	[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	185,770		144,950
Fair Value	1,237		558
Net Exposure	1,237	[1]	558	[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	185,770		144,950
Fair Value	(1,427)		(590)
Net Exposure	$ (1,427)	[1]	$ (590)	[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 September 30, 2013 remain at investment grade or higher and there were no material changes in their credit ratings during the three and nine months ended September 30, 2013.

[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.