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	Mar. 31, 2015		Dec. 31, 2014
Derivative [Line Items]
Fair Value	$ 137,305		$ 126,879
Net Exposure	119,539	[1]	119,098	[1]
Collateral	17,766	[2]	7,781	[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	4,340		4,609
Net Exposure	1,370	[1]	1,639	[1]
Collateral	2,970	[2]	2,970	[2]
Derivatives not designated as hedging instruments | Currency exchange risks
Derivative [Line Items]
Fair Value	8,011		4,561
Net Exposure	2,873	[1]	2,120	[1]
Collateral	5,138	[2]	2,441	[2]
Derivatives not designated as hedging instruments | Currency exchange risks | Foreign exchange forwards | Other assets
Derivative [Line Items]
Notional or Contractual Amount	179,467		200,957
Fair Value	8,688		5,050
Net Exposure	3,550	[1]	2,609	[1]
Collateral	5,138	[2]	2,441	[2]
Derivatives not designated as hedging instruments | Currency exchange risks | Foreign exchange forwards | Other liability
Derivative [Line Items]
Notional or Contractual Amount	3,916		6,226
Fair Value	(677)		(489)
Net Exposure	(677)	[1]	(489)	[1]
Collateral	0	[2]	0	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Equity warrant assets | Other assets
Derivative [Line Items]
Notional or Contractual Amount	198,864		197,878
Fair Value	124,456		116,604
Net Exposure	124,456	[1]	116,604	[1]
Collateral	0	[2]	0	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives
Derivative [Line Items]
Fair Value	498		1,105
Net Exposure	(9,160)	[1]	(1,265)	[1]
Collateral	9,658	[2]	2,370	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign exchange forwards | Other assets
Derivative [Line Items]
Notional or Contractual Amount	772,019		801,487
Fair Value	45,284		28,954
Net Exposure	35,626	[1]	26,584	[1]
Collateral	9,658	[2]	2,370	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Foreign exchange forwards | Other liability
Derivative [Line Items]
Notional or Contractual Amount	694,943		774,355
Fair Value	(44,527)		(27,647)
Net Exposure	(44,527)	[1]	(27,647)	[1]
Collateral	0	[2]	0	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client foreign currency options | Other assets
Derivative [Line Items]
Notional or Contractual Amount	51,483		34,926
Fair Value	523		227
Net Exposure	523	[1]	227	[1]
Collateral	0	[2]	0	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client foreign currency options | Other liability
Derivative [Line Items]
Notional or Contractual Amount	51,483		34,926
Fair Value	(523)		(227)
Net Exposure	(523)	[1]	(227)	[1]
Collateral	0	[2]	0	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client interest rate derivatives | Other assets
Derivative [Line Items]
Notional or Contractual Amount	377,530		387,410
Fair Value	2,907		2,546
Net Exposure	2,907	[1]	2,546	[1]
Collateral	0	[2]	0	[2]
Derivatives not designated as hedging instruments | Other derivative instruments | Other derivatives | Client interest rate derivatives | Other liability
Derivative [Line Items]
Notional or Contractual Amount	377,530		387,410
Fair Value	(3,166)		(2,748)
Net Exposure	(3,166)	[1]	(2,748)	[1]
Collateral	$ 0	[2]	$ 0	[2]

[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 March 31, 2015 remain at investment grade or higher and there were no material changes in their credit ratings during the three months ended March 31, 2015.

[2] Cash collateral received from our counterparties in relation to market value exposures of derivative contracts in our favor is recorded as a component of “short-term borrowings” on our consolidated balance sheets.