XML 119 R103.htm IDEA: XBRL DOCUMENT v3.6.0.2
Derivative Financial Instruments (Schedule of Derivative Instruments in Statement of Financial Position, Fair Value) (Details) - USD ($)
$ in Thousands
Dec. 31, 2016
Dec. 31, 2015
Derivative [Line Items]    
Derivative Asset, Fair Value, Subject to a Master Netting Agreement $ 35,727 $ 4,945
Derivative Asset, Total, Amount Offset 35,727 4,945
Derivative Asset, Fair Value, Less: Cash collateral posted 42,500 20,200
Derivative Asset [1],[2] 0 0
Derivative Liability, Fair Value, Subject to a Master Netting Agreement 25,300 41,727
Derivative Liability, Fair Value, Less: Legally enforceable master netting agreements 24,854 36,275
Derivative Liability, Fair Value, Less: Cash collateral posted 18,700  
Derivative Liability [1],[2] 446 5,452
Mandatory forward commitments 99,000  
Floating rate commitments 27,800  
Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Derivative Asset, Fair Value, Subject to a Master Netting Agreement 3,270 2,507
Derivative Asset, Total, Amount Offset 3,270 2,507
Derivative Asset [1],[2] 0 0
Derivative Liability, Fair Value, Subject to a Master Netting Agreement 792 1,359
Derivative Liability, Fair Value, Less: Legally enforceable master netting agreements 792 1,359
Derivative Liability [1],[2] 0 0
Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Derivative Asset, Fair Value, Subject to a Master Netting Agreement 32,457 2,438
Derivative Asset, Total, Amount Offset 32,457 2,438
Derivative Asset [1],[2] 0 0
Derivative Liability, Fair Value, Subject to a Master Netting Agreement 24,508 40,368
Derivative Liability, Fair Value, Less: Legally enforceable master netting agreements 24,062 34,916
Derivative Liability, Fair Value, Less: Cash collateral posted 10,900 31,300
Derivative Liability [1],[2] 446 5,452
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [3] 225,000 200,000
Derivative Asset, Fair Value, Subject to a Master Netting Agreement [3] 3,270 2,507
Derivative Liability, Notional Amount [3] 100,000 100,000
Derivative Liability, Fair Value, Subject to a Master Netting Agreement [3] 792 1,359
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [3] 1,943,485 989,695
Derivative Asset, Fair Value, Subject to a Master Netting Agreement [3] 32,226 2,255
Derivative Liability, Notional Amount [3] 1,242,937 1,543,479
Derivative Liability, Fair Value, Subject to a Master Netting Agreement [3] 24,388 40,302
Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Other Contract [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [3] 10,634 8,237
Derivative Asset, Fair Value, Subject to a Master Netting Agreement [3] 231 183
Derivative Liability, Notional Amount [3] 14,265 4,561
Derivative Liability, Fair Value, Subject to a Master Netting Agreement [3] 120 66
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [4] 3,879,713 3,152,704
Derivative Asset, Fair Value, Not Subject to Master Netting Agreement [4] 74,367 61,714
Derivative Liability, Notional Amount [4] 2,856,313 2,123,823
Derivative Liability, Fair Value, Not Subject to Master Netting Agreement [4] 44,397 41,193
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [4] 1,734,679 2,050,460
Derivative Asset, Fair Value, Not Subject to Master Netting Agreement [4] 38,668 58,304
Derivative Liability, Notional Amount [4] 1,451,762 482,738
Derivative Liability, Fair Value, Not Subject to Master Netting Agreement [4] 19,001 571
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Other Contract [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [4] 1,438 0
Derivative Asset, Fair Value, Not Subject to Master Netting Agreement [4] 19 0
Derivative Liability, Notional Amount [4] 181 60
Derivative Liability, Fair Value, Not Subject to Master Netting Agreement [4] 11 9
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Credit Default Swap, Buying Protection [Member] | Credit Risk Contract [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [4] 86,037 41,798
Derivative Asset, Fair Value, Not Subject to Master Netting Agreement [4] 139 153
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Credit Default Swap, Buying Protection [Member] | Mortgage Banking Derivatives [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount [4],[5] 103,440 62,514
Derivative Asset, Fair Value, Not Subject to Master Netting Agreement [4],[5] 3,084 819
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Credit Default Swap, Selling Protection [Member] | Credit Risk Contract [Member]    
Derivative [Line Items]    
Derivative Liability, Notional Amount [4] 87,273 92,985
Derivative Liability, Fair Value, Not Subject to Master Netting Agreement [4] 166 245
Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Not Designated as Hedging Instrument [Member] | Credit Default Swap, Selling Protection [Member] | Mortgage Banking Derivatives [Member]    
Derivative [Line Items]    
Derivative Liability, Notional Amount [4],[5] 59,895 0
Derivative Liability, Fair Value, Not Subject to Master Netting Agreement [4],[5] 711 0
Subject to and not subject to Master Netting Agreements [Member]    
Derivative [Line Items]    
Derivative Asset, Notional Amount 4,104,713 3,352,704
Derivative Asset, Fair Value, Gross derivative instruments, before netting 77,637 64,221
Derivative Asset, Total, Amount Offset 24,253 4,945
Derivative Asset, Fair Value, Less: Cash collateral posted 11,475 0
Derivative Asset 41,909 59,276
Derivative Liability, Notional Amount 2,956,313 2,223,823
Derivative Liability, Fair Value, Gross derivative instruments, before netting 45,189 42,552
Derivative Liability, Fair Value, Less: Legally enforceable master netting agreements 24,253 4,945
Derivative Liability, Fair Value, Less: Cash collateral posted 600 31,330
Derivative Liability $ 20,336 $ 6,277
[1] Net amount excludes $42.5 million and $20.2 million of initial margin requirements posted at the derivative clearing organization at December 31, 2016 and December 31, 2015, respectively. Initial margin is recorded as a component of accrued interest receivable and other assets in the accompanying Consolidated Balance Sheets
[2] Net amount is net of $10.9 million and $31.3 million of cash collateral at December 31, 2016 and December 31, 2015, respectively, as presented in the accompanying Consolidated Balance Sheets.
[3] The Company has elected to report derivative positions subject to a legally enforceable master netting agreement on a net basis, net of cash collateral. Refer to the Offsetting Derivatives section of this footnote for additional information.
[4] Derivative positions not subject to a legally enforceable master netting agreement are reported on a gross basis in the accompanying Consolidated Balance Sheets.
[5] Notional amounts include mandatory forward commitments of $99.0 million, while notional amounts do not include approved floating rate commitments of $27.8 million, at December 31, 2016.