Derivative Financial Instruments (Narrative) (Detail) (USD $)	12 Months Ended		12 Months Ended					0 Months Ended		12 Months Ended							0 Months Ended				0 Months Ended			12 Months Ended								12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012	Dec. 31, 2013 Inter-affiliate swaps [Member]	Dec. 31, 2013 Cash Flow Hedging [Member]	Dec. 31, 2013 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Dec. 31, 2013 Terminated Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Dec. 31, 2013 Interest Rate Cap [Member]	Dec. 07, 2012 Forward Settle Interest Rate Swap Number Two [Member]	Nov. 30, 2012 Forward Settle Interest Rate Swap Number Two [Member]	Dec. 31, 2013 Interest Rate Swaps On FHLB Advances [Member]	Dec. 31, 2013 Future [Member]	Mar. 31, 2013 Future [Member]	Sep. 30, 2011 Future [Member]	Mar. 30, 2010 Future [Member]	Dec. 31, 2013 Initial [Member]	Dec. 31, 2013 Variation [Member]	Mar. 26, 2012 Terminated Forward Settle Interest Rate Swap [Member] Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Mar. 21, 2012 Terminated Forward Settle Interest Rate Swap [Member] Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Apr. 02, 2010 3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member] Interest Rate Swaps On FHLB Advances [Member]	Dec. 31, 2013 3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member] Interest Rate Swaps On FHLB Advances [Member]	Jul. 02, 2012 Five Year Swaps [Member] Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting [Member]	Jun. 02, 2012 Five Year Swaps [Member] Forward Settle Interest Rate Swap Number One [Member]	May 02, 2012 Five Year Swaps [Member] Forward Settle Interest Rate Swap Number One [Member]	Dec. 31, 2013 Cash Flow Hedging [Member]	Dec. 31, 2013 Terminated Forward Settle Interest Rate Swap [Member]	Dec. 31, 2013 Designated as Hedging Instrument [Member]	Dec. 31, 2012 Designated as Hedging Instrument [Member]	Dec. 31, 2013 Not Designated as Hedging Instrument [Member]	Dec. 31, 2012 Not Designated as Hedging Instrument [Member]	Dec. 31, 2013 Not Designated as Hedging Instrument [Member] Other Assets [Member] Mortgage Banking Derivatives [Member]	Dec. 31, 2012 Not Designated as Hedging Instrument [Member] Other Assets [Member] Mortgage Banking Derivatives [Member]	Dec. 31, 2013 Not Designated as Hedging Instrument [Member] Other Expense [Member]	Dec. 31, 2012 Not Designated as Hedging Instrument [Member] Other Expense [Member]	Dec. 31, 2011 Not Designated as Hedging Instrument [Member] Other Expense [Member]	Dec. 31, 2013 Not Designated as Hedging Instrument [Member] Other Expense [Member] Forward Contracts [Member]	Dec. 31, 2012 Not Designated as Hedging Instrument [Member] Other Expense [Member] Forward Contracts [Member]	Dec. 31, 2011 Not Designated as Hedging Instrument [Member] Other Expense [Member] Forward Contracts [Member]	Dec. 31, 2013 Not Designated as Hedging Instrument [Member] Other Expense [Member] Future [Member]	Dec. 31, 2012 Not Designated as Hedging Instrument [Member] Other Expense [Member] Future [Member]	Dec. 31, 2011 Not Designated as Hedging Instrument [Member] Other Expense [Member] Future [Member]	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Forward Contracts [Member] Contract	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Forward Contracts [Member] Derivative	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Other Assets [Member] Forward Contracts [Member] Derivative	Dec. 31, 2012 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Other Assets [Member] Forward Contracts [Member] Derivative	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Federal Home Loan Bank Advances [Member] Interest Rate Cap [Member] Derivative	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Federal Home Loan Bank Advances [Member] Other Assets [Member] Interest Rate Cap [Member] Derivative	Dec. 31, 2012 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Federal Home Loan Bank Advances [Member] Other Assets [Member] Interest Rate Cap [Member] Derivative	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Inter-affiliate swaps [Member] Forward Contracts [Member] Contract	Dec. 31, 2013 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Inter-affiliate swaps [Member] Other Assets [Member] Forward Contracts [Member] Derivative		Dec. 31, 2012 Cash Flow Hedging [Member] Designated as Hedging Instrument [Member] Inter-affiliate swaps [Member] Other Assets [Member] Forward Contracts [Member] Derivative		Dec. 31, 2013 Current Derivative Credit Exposure [Member] Interest Rate Swaps With Bank Customers [Member]	Dec. 31, 2013 Future Derivative Credit Exposure [Member] Interest Rate Swaps With Bank Customers [Member]	Dec. 31, 2013 Federal Home Loan Bank of Boston [Member]	Dec. 31, 2012 Federal Home Loan Bank of Boston [Member]	Dec. 31, 2013 Federal Home Loan Bank of Boston [Member] Federal Home Loan Bank Advances Maturities Summary After Five Year [Member]	Dec. 31, 2012 Federal Home Loan Bank of Boston [Member] Federal Home Loan Bank Advances Maturities Summary After Five Year [Member]	Dec. 31, 2013 Federal Home Loan Bank of Boston [Member] Cash Flow Hedging [Member]
Derivative [Line Items]
Number of Instruments																																									4	4	4	0	2	2	0	5	4	[1]	0	[1]
Notional Amount																																										$ 25,000,000					$ 0				$ 0	[1]
Derivative term of contract			10 years	5 years
Notional Amount												800,000,000	400,000,000	600,000,000												13,138,667,000	8,003,512,000															25,000,000			25,000,000			25,000,000
Unamortized loss on the termination of cash flow hedges						32,300,000
Amount to be reclassified as increase to interest expense																								4,200,000	7,600,000
Total Outstanding																																																							2,052,360,000	1,827,527,000	355,926,000	256,093,000	150,000,000
Derivative, Description of Variable Rate Basis					1-month LIBOR					3-month LIBOR
Derivative, Cap Interest Rate																				3.00%
Unamortized Premium On Cash Flow Hedges	2,000,000						3,600,000
Derivative, maturity date								Dec. 07, 2018	Nov. 30, 2018								Mar. 28, 2016	Mar. 21, 2016	Apr. 29, 2013		Jul. 02, 2018	Mar. 28, 2018	Mar. 28, 2018
Unamortized gain on the termination of fair value hedges	1,100,000
Cash Collateral Posted (Received)	8,115,000	43,444,000													8,100,000	16,700,000
Derivative, Collateral, Right to Reclaim Cash																8,600,000
Credit Derivative, Maximum Exposure, Undiscounted																																																					29,000,000	11,600,000
Fair value of contracts											227,000
Gain (Loss) on Fair Value Hedges Recognized in Earnings																																5,332,000	5,620,000	921,000	(438,000)	48,000	(1,815,000)	438,000	48,000	1,800,000
Outstanding rate locks	39,400,000
Outstanding commitments to sell residential mortgage loans	52,100,000
Mandatory forward commitments	51,000,000
Derivative Asset, Fair Value, Gross Asset																										$ 6,581,000	$ 0	$ 17,062,000	$ 544,000	$ 500,000	$ 2,900,000

[1] Inter-affiliate swaps between the Bank and holding company total an additional $250 million in aggregate notional value with gains and losses that offset.