DERIVATIVES AND HEDGING ACTIVITIES (Details 2) (USD $) In Thousands, unless otherwise specified	Dec. 31, 2012		Dec. 31, 2011
Summary of customer related derivative positions, not designated as hedging
Fair Value	$ (16,189)		$ (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	143	[1]	101	[1]
2012
2013	16,766		19,197
2014	65,344		80,234
2015	105,939		112,458
Thereafter	314,199		171,533
Total	502,248		383,422
Fair Value	28,678		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	137	[1]	101	[1]
2012
2013	16,766		19,197
2014	65,344		80,234
2015	105,939		112,458
Thereafter	314,199		171,533
Total	502,248		383,422
Fair Value	(28,663)		(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	16	[1]	15	[1]
2012			21,657
2013	42,516
2014
2015
Thereafter
Total	42,516		21,657
Fair Value	1,748		(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	16	[1]	15	[1]
2012			21,657
2013	42,516
2014
2015
Thereafter
Total	42,516		21,657
Fair Value	$ (1,718)		$ 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.