Repurchase Arrangements And Similar Borrowings, Including Related Hedging Activity (Narrative) (Detail) (USD $)	12 Months Ended
	Dec. 31, 2012 Y	Dec. 31, 2011 Y	Dec. 31, 2010 Y
Repurchase Arrangements And Similar Borrowings, Including Interest Rate Hedging Activity [Line Items]
Cash received in lieu of return of pledged collateral		$ 8,300,000
Loss on sale of securities		62,000
Notional amount of swap agreements	6,600,000,000		100,000,000
Average fixed rate payment requirements	0.49%
Average fixed rates of interest rate swap agreements			4.09%
Term of LIBOR interest rate agreement (in years)	20	20	20
Unrealized losses on derivatives held as cash flow hedges	32,500,000	30,200,000
Repurchase Arrangements And Similar Borrowings [Member]
Repurchase Arrangements And Similar Borrowings, Including Interest Rate Hedging Activity [Line Items]
Interest paid on Repurchase arrangements and similar borrowings	69,500,000	55,200,000	56,300,000
Interest Rate Swap [Member] | July 2012 and December 2013 [Member]
Repurchase Arrangements And Similar Borrowings, Including Interest Rate Hedging Activity [Line Items]
Notional amount of swap agreements	3,100,000,000
Swap [Member]
Repurchase Arrangements And Similar Borrowings, Including Interest Rate Hedging Activity [Line Items]
Notional amount of swap agreements	$ 1,000,000,000
Average fixed rate payment requirements	1.04%
Minimum [Member]
Repurchase Arrangements And Similar Borrowings, Including Interest Rate Hedging Activity [Line Items]
Maturity period of repurchase arrangements (in days)	30
Maximum [Member]
Repurchase Arrangements And Similar Borrowings, Including Interest Rate Hedging Activity [Line Items]
Maturity period of repurchase arrangements (in days)	90