Derivative Financial Instruments (Narrative) (Details) (USD $)	12 Months Ended		1 Months Ended			12 Months Ended		1 Months Ended		0 Months Ended		1 Months Ended	12 Months Ended				12 Months Ended			12 Months Ended
	Dec. 31, 2011	Dec. 31, 2010	Jul. 31, 2011 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]	Mar. 31, 2011 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting[Member]	Dec. 31, 2011 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting[Member]	Jul. 31, 2010 Forward Settle Interest Rate Swap Hedges Which Qualify For Cash Flow Hedge Accounting[Member]	May 31, 2011 Forward Settle Interest Rate Swap Number One [Member]	May 31, 2011 Forward Settle Interest Rate Swap Number Two [Member]	Dec. 28, 2011 Terminated Forward Settle Interest Rate Swap [Member]	Sep. 08, 2011 Terminated Forward Settle Interest Rate Swap [Member]	Jul. 31, 2011 Terminated Forward Settle Interest Rate Swap [Member]	Dec. 31, 2011 Interest Rate Swaps On FHLB Advances [Member]	Dec. 31, 2011 Interest Rate Locked Loan And Forward Sales Commitments [Member]	Dec. 31, 2010 Interest Rate Locked Loan And Forward Sales Commitments [Member]	Dec. 31, 2011 Interest Rate Swaps With Bank Customers [Member]	Dec. 31, 2011 Interest Rate Swaps With Upstream Financial Institution Counterparties [Member]	Mar. 30, 2010 Futures Contracts [Member]	Dec. 31, 2011 September 2011 Through April 2013 Futures Contracts [Member]	Dec. 31, 2011 3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member]	Dec. 31, 2011 3-Month LIBOR Indexed Floating Rate FHLB Advance Maturing April 29, 2013 [Member] Interest Rate Swaps On FHLB Advances [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Valuation balance recorded in other comprehensive income related to cash flow swaps						$ (15,000,000)															$ (1,500,000)
Number of forward settle interest rate swap hedges entered			2	6	2
Value of interest rate swap			50,000,000	25,000,000	50,000,000		100,000,000						100,000,000
Interest rate swap, base rate				1-month LIBOR		3-month LIBOR
Derivative, maturity date					Mar. 15, 2016			Jun. 05, 2018	Jun. 11, 2018			Dec. 30, 2021	Apr. 29, 2013							Apr. 29, 2013
Debt issuance, length of period, in years				six	four
Loss on derivative contract termination										16,200,000	7,300,000
Derivative loss included in earnings	486,000
Federal Home Loan Bank advances	1,252,609,000	768,005,000																		100,000,000
Estimated amount to be reclassified as increase to interest expense	3,400,000
Amount of OCI to be reclassified as increase to interest expense	6,100,000
Unamortized gain on the termination of fair value hedges	12,100,000
Futures contracts, notional amount																		600,000,000	400,000,000
Future contracts, recognized mark to market loss	1,800,000	2,500,000
Outstanding rate locks	116,300,000
Outstanding commitments to sell residential mortgage loans	134,100,000
Mandatory forward commitments	133,000,000
Commitments, fair value														200,000	1,900,000
Credit exposure																$ 47,100,000
Collateral pledged to counterparties																	65.0