Derivatives and Hedging Activities (Details 2) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2012		Dec. 31, 2011
Summary of customer related derivative positions, not designated as hedging
Fair Value	$ (17,664)		$ (18,263)
Receive fixed, pay variable [Member] | Loan level swaps [Member] | Notional Amount Maturing [Member]
Summary of customer related derivative positions, not designated as hedging
Number of Positions	137	[1]	101	[1]
2012
2013	17,374		19,197
2014	65,939		80,234
2015	107,243		112,458
Thereafter	278,381		171,533
Total	468,937		383,422
Fair Value	30,691		24,478
Pay fixed, receive variable [Member] | Loan level swaps [Member] | Notional Amount Maturing [Member]
Summary of customer related derivative positions, not designated as hedging
Number of Positions	131	[1]	101	[1]
2012
2013	17,374		19,197
2014	65,939		80,234
2015	107,243		112,458
Thereafter	278,381		171,533
Total	468,937		383,422
Fair Value	(30,697)		(24,535)
Buys foreign exchange, sells US currency [Member] | Foreign exchange contracts [Member] | Notional Amount Maturing [Member]
Summary of customer related derivative positions, not designated as hedging
Number of Positions	22	[1]	15	[1]
2012	9,272		21,657
2013	29,548
2014
2015
Thereafter
Total	38,820		21,657
Fair Value	(1,120)		(1,081)
Buys US currency, sells foreign exchange [Member] | Foreign exchange contracts [Member] | Notional Amount Maturing [Member]
Summary of customer related derivative positions, not designated as hedging
Number of Positions	22	[1]	15	[1]
2012	9,272		21,657
2013	29,548
2014
2015
Thereafter
Total	38,820		21,657
Fair Value	$ 1,149		$ 1,098

[1] The Company may enter into one swap agreement which offsets multiple reverse swap agreements. The positions will offset and the terms will be identical.