Derivative Financial Instruments (Narrative) (Detail) (USD $)	3 Months Ended		9 Months Ended				3 Months Ended		1 Months Ended		3 Months Ended		9 Months Ended			1 Months Ended	3 Months Ended	9 Months Ended		3 Months Ended	1 Months Ended	3 Months Ended	1 Months Ended		3 Months Ended	1 Months Ended	3 Months Ended
	Sep. 30, 2012	Sep. 30, 2011	Sep. 30, 2012	Sep. 30, 2011	Mar. 31, 2012	Dec. 31, 2011	Mar. 31, 2012 Terminated Forward Settle Interest Rate Swap [Member]	Sep. 30, 2012 3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]	Jun. 30, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member] Derivative	Mar. 31, 2011 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Sep. 30, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Mar. 31, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member] Derivative	Sep. 30, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	May 31, 2011 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Apr. 30, 2010 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Jun. 30, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member] Five Year Swaps [Member] Derivative	Sep. 30, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member] Five Year Swaps [Member]	Sep. 30, 2011 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member] Five Year Swaps [Member] Derivative	Jul. 02, 2012 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member] Five Year Swaps [Member]	Sep. 30, 2012 Five Year Swaps [Member]	Jun. 30, 2012 Forward Settle Interest Rate Swap Number One [Member]	Mar. 31, 2012 Forward Settle Interest Rate Swap Number One [Member]	Jun. 30, 2012 Forward Settle Interest Rate Swap Number One [Member] Five Year Swaps [Member]	Jun. 30, 2012 Forward Settle Interest Rate Swap Number Two [Member]	Mar. 31, 2012 Forward Settle Interest Rate Swap Number Two [Member]	Jun. 30, 2012 Forward Settle Interest Rate Swap Number Two [Member] Five Year Swaps [Member]	Sep. 30, 2012 Interest Rate Swaps On FHLB Advances [Member]	Sep. 30, 2012 Interest Rate Swaps On FHLB Advances [Member] 3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]	Mar. 30, 2010 Future [Member]	Mar. 31, 2012 September 2011 Through April 2013 Futures Contracts [Member]	Sep. 30, 2012 Interest Rate Locked Loan And Forward Sales Commitments [Member]	Dec. 31, 2011 Interest Rate Locked Loan And Forward Sales Commitments [Member]	Sep. 30, 2012 Current Derivative Credit Exposure [Member] Interest Rate Swaps With Bank Customers [Member]	Sep. 30, 2012 Future Derivative Credit Exposure [Member] Interest Rate Swaps With Bank Customers [Member]
Derivative [Line Items]
Valuation balance recorded in other comprehensive income related to cash flow hedge											$ 14,500,000		$ 14,500,000															$ 900,000
Forward settle interest rate swap											50,000,000	50,000,000	50,000,000	50,000,000	100,000,000		25,000,000		25,000,000
Cash settlement (in years)										4 years			6 years			5 years	5 years
Number of forward settle interest rate swap hedges entered									2			2				2		2
Derivative, maturity date																				Jul. 02, 2018	Jun. 05, 2018	Mar. 21, 2016	Mar. 28, 2013	Jun. 11, 2018	Mar. 28, 2016	Mar. 28, 2018	Apr. 29, 2013
Interest rate swap, base rate									1-month LIBOR		3-month LIBOR
Loss on derivative contract Termination							5,800,000
Amount to be reclassified as increase to interest expense			7,200,000
Unamortized loss on the termination of cash flow hedges	29,700,000		29,700,000
Federal Home Loan Bank advances	1,452,660,000		1,452,660,000			1,252,609,000		100,000,000
Estimated amount to be reclassified as increase to interest expense			4,200,000
Unamortized gain on the termination of fair value hedges	5,900,000		5,900,000
Fed funds future contracts																													600,000,000	400,000,000
Fair value of contracts					400,000
Future contracts, recognized mark to market loss		1,000,000		1,800,000
Future contracts, recognized mark to market gain	229,000		12,000
Outstanding rate locks	194,300,000		194,300,000
Outstanding commitments to sell residential mortgage loans	225,200,000		225,200,000
Mandatory forward commitments	220,000,000
Commitments, fair value																															1,300,000	200,000
Credit exposure																																	56,500,000	8,000,000
Collateral pledged to counterparties	$ 61,400,000		$ 61,400,000