XML 188 R82.htm IDEA: XBRL DOCUMENT v2.4.0.8
Derivative Financial Instruments (Narrative) (Detail) (USD $)
3 Months Ended 6 Months Ended 6 Months Ended 0 Months Ended 6 Months Ended 0 Months Ended 6 Months Ended 0 Months Ended
Jun. 30, 2013
Jun. 30, 2012
Jun. 30, 2013
Jun. 30, 2012
Dec. 31, 2012
Jun. 30, 2013
Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]
Jul. 02, 2012
Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]
Five Year Swaps [Member]
Derivative
Jun. 30, 2013
Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]
Five Year Swaps [Member]
Mar. 26, 2012
Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]
Terminated Forward Settle Interest Rate Swap [Member]
Mar. 21, 2012
Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]
Terminated Forward Settle Interest Rate Swap [Member]
Jun. 02, 2012
Forward Settle Interest Rate Swap Number One [Member]
Five Year Swaps [Member]
May 02, 2012
Forward Settle Interest Rate Swap Number One [Member]
Five Year Swaps [Member]
Dec. 07, 2012
Forward Settle Interest Rate Swap Number Two [Member]
Nov. 30, 2012
Forward Settle Interest Rate Swap Number Two [Member]
Jun. 30, 2013
Interest Rate Swaps On FHLB Advances [Member]
Dec. 31, 2012
Interest Rate Swaps On FHLB Advances [Member]
Apr. 30, 2010
Interest Rate Swaps On FHLB Advances [Member]
3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]
Derivative
Apr. 02, 2010
Interest Rate Swaps On FHLB Advances [Member]
3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]
Jun. 30, 2013
Interest Rate Swaps On FHLB Advances [Member]
3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]
Apr. 30, 2010
Interest Rate Swaps on FHLP Advances Two [Member]
3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]
Mar. 30, 2010
Future [Member]
Jun. 30, 2013
September 2011 Through April 2013 Futures Contracts [Member]
Jul. 02, 2012
September 2011 Through April 2013 Futures Contracts [Member]
Jun. 30, 2013
Interest Rate Locked Loan And Forward Sales Commitments [Member]
Dec. 31, 2012
Interest Rate Locked Loan And Forward Sales Commitments [Member]
Jun. 30, 2013
Current Derivative Credit Exposure [Member]
Interest Rate Swaps With Bank Customers [Member]
Jun. 30, 2013
Future Derivative Credit Exposure [Member]
Interest Rate Swaps With Bank Customers [Member]
Jun. 30, 2013
Collateral pledged [Member]
Jun. 30, 2013
Collateral pledged [Member]
Future [Member]
Jun. 30, 2013
Collateral received [Member]
Derivative [Line Items]                                                            
Cash Collateral for Borrowed Securities                                                       $ 11,300,000 $ 580,000 $ 7,000,000
Number of forward settle interest rate swap hedges entered             2                   2                          
Notional Outstanding 1,340,819,000   1,340,819,000   1,403,512,000 100,000,000 25,000,000               0 100,000,000 25,000,000     150,000,000 600,000,000 800,000,000 400,000,000              
Cash settlement               5 years                                            
Derivative, Cap Interest Rate 3.00%   3.00%                                                      
Unamortized Gain On Termination Of Cash Flow Hedges 900,000   900,000                                                      
Derivative, maturity date             Jul. 02, 2018   Mar. 28, 2016 Mar. 21, 2016 Mar. 28, 2018 Mar. 28, 2018 Dec. 07, 2018 Nov. 30, 2018       Apr. 29, 2013                        
Interest rate swap, base rate           1-month LIBOR                 3-month LIBOR                              
Amount to be reclassified as increase to interest expense     8,600,000                                                      
Valuation balance recorded in other comprehensive income related to cash flow hedge                                     1,100,000                      
Maximum Potential Future Exposure on Credit Risk Derivatives                                                   30,700,000 9,300,000      
Unamortized loss on the termination of cash flow hedges 36,700,000   36,700,000                                                      
Unamortized gain on the termination of fair value hedges 2,700,000   2,700,000                                                      
Fair value of contracts   141,000   141,000                                                    
Future contracts, recognized mark to market gain 108,000 61,000 160,000 217,000                                                    
Outstanding rate locks 129,300,000   129,300,000                                                      
Outstanding commitments to sell residential mortgage loans 172,600,000   172,600,000                                                      
Mandatory forward commitments     167,300,000                                                      
Commitments, fair value                                               5,100,000 2,900,000          
Unamortized Premium On Cash Flow Hedges                                     $ 1,960,000