DERIVATIVES (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Dec. 31, 2011 interestrateswaps	Dec. 31, 2010	Dec. 31, 2009
Derivative [Line Items]
Number of interest rate swaps	1
Gains (Losses) on Extinguishment of Debt	$ 9,685	$ 0	$ 0
Gain (Loss) on Contract Termination	2,824
Accumulated Other Comprehensive Income (Loss), Cumulative Changes in Net Gain (Loss) from Cash Flow Hedges, Effect Net of Tax	11,002
Fair value of collateral pledged to secure interest rate contracts	14,679
Interest Rate Swap [Member]
Derivative [Line Items]
Incremental interest expense paid to interest rate swap counterparties	4,577	5,869	5,234
AOCI expected to be reclassified into income over the next 12 montths	1,723
Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2006-2011 [Member]
Derivative [Line Items]
Notional Amount of Interest Rate Cash Flow Hedge Derivatives	0	115,000
Fixed rate payments, interest rate	7.125%
Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2011-2016 [Member]
Derivative [Line Items]
Outstanding trust preferred securities purchased and redeemed	21,500
Notional Amount of Interest Rate Cash Flow Hedge Derivatives	93,500	0
Outstanding trust preferred securities	$ 93,500
Fixed rate payments, interest rate	5.50%