Derivative Financial Instruments (Tables)

12 Months Ended

Dec. 31, 2011

Derivative Financial Instruments [Abstract]

Fair Value Of Derivative Financial Instruments Designated As Cash Flow Hedges

					December 31, 2011							December 31, 2010
(Dollars in thousands)	Consolidated Balance Sheet Location		# of Instruments		Notional Amount		Estimated Fair Value			# of Instruments		Notional Amount		Estimated Fair Value
Interest rate derivatives designated as hedges of cash flow:
Interest rate swap on FHLB advances		Other  liabilities		1	$	100,000	$	(1,521	)		1	$	100,000	$	(2,050	)
Forward settle interest rate swap on anticipated debt		Other  liabilities		4		200,000		(15,050	)		1		100,000		(4,158	)
Forward settle interest rate swap on anticipated debt		Other assets		0		—		—			1		100,000		186

Net Impact On Interest Expense Related To Cash Flow Hedges

	Years ended December 31,
	2011								2010								2009
	Interest Expense		Realized Deferred Loss (Gain)			Net Impact			Interest Expense		Realized Deferred Loss (Gain)			Net Impact			Interest Expense		Realized Deferred Loss (Gain)			Net Impact
Impact reported as an increase or (reduction) in interest expense on borrowings
Interest rate swaps on FHLB advances	$	1,542	$	1,962		$	3,504		$	1,113	$	1,476		$	2,589		$	656	$	984		$	1,640
Interest rate swaps on subordinated debt		—		(150	)		(150	)		—		(150	)		(150	)		—		(227	)		(227	)
Interest rate swaps on repurchase agreement		—		1,095			1,095			—		—			—			—		—			—
Interest rate swaps on Trust Preferred Securities		—		(180	)		(180	)		—		(180	)		(180	)		—		(896	)		(896	)
Net impact on interest expense on borrowings	$	1,542	$	2,727		$	4,269		$	1,113	$	1,146		$	2,259		$	656	$	(139	)	$	517

Fair Value Of Derivative Financial Instruments Designated As Fair Value Hedges

Consolidated Balance Sheet Location

# of Instruments

December 31, 2011

# of Instruments

December 31, 2010

Notional Amount

Estimated Fair Value

Notional Amount

Estimated Fair Value

(Dollars in thousands)

Interest rate derivatives designated as hedges of fair value:

Interest rate swap on FHLB advances

Other   assets

—

—

—

1

100,000

61

Net Impact On Interest Expense Related To Fair Value Hedges

	Years ended December 31,
	2011												2010												2009
	Interest Income			MTM Gain			Realized Deferred (Gain) Loss			Net Impact			Interest Income			MTM Gain			Realized Deferred (Gain) Loss			Net Impact			Interest Income			MTM (Gain) Loss			Realized Deferred (Gain) Loss			Net Impact
Impact reported as a (reduction) or increase in interest expense on borrowings
Interest rate swaps on senior notes	$	—		$	—		$	(3,197	)	$	(3,197	)	$	—		$	—		$	(3,197	)	$	(3,197	)	$	(4,134	)	$	(728	)	$	(132	)	$	(4,994	)
Interest rate swaps on subordinated debt		—			—			(4,479	)		(4,479	)		(497	)		(94	)		(4,087	)		(4,678	)		(5,801	)		103			(40	)		(5,738	)
Interest rate swaps on FHLB advances		(61	)		(144	)		34			(171	)		(708	)		(1,600	)		1,321			(987	)		(704	)		(149	)		453			(400	)
Net impact on interest expense on borrowings	$	(61	)	$	(144	)	$	(7,642	)	$	(7,847	)	$	(1,205	)	$	(1,694	)	$	(5,963	)	$	(8,862	)	$	(10,639	)	$	(774	)	$	281		$	(11,132	)

Interest Rate Swaps And Caps Not Designated For Hedge Accounting

	Consolidated Balance Sheet Location		At December 31,
			2011							2010
(Dollars in thousands)			# of Instruments		Notional Amount		Estimated Fair Value			# of Instruments		Notional Amount		Estimated Fair Value
Webster with customer position:
Commercial loan interest rate swaps		Other assets		127	$	615,773	$	45,140			98	$	447,689	$	33,890
Commercial loan interest rate swaps		Other liabilities		0		—		—			2		30,542		(990	)
Commercial loan interest rate swaps with floors		Other assets		12		25,217		1,994			12		28,342		1,060
Commercial loan interest rate caps		Other liabilities		13		119,186		(160	)		5		19,164		(83	)
Webster with counterparty position:
Commercial loan interest rate swaps		Other liabilities		119		595,542		(40,269	)		92		429,290		(31,394	)
Commercial loan interest rate swaps		Other liabilities		4		20,180		13			7		48,895		1,362
Commercial loan interest rate swaps with floors		Other liabilities		12		25,217		(1,597	)		12		28,342		(625	)
Commercial loan interest rate caps		Other liabilities		13		119,186		160			5		19,164		98

Changes In Fair Value Of Non Hedge Accounting Derivatives

	Years ended December 31,
	2011								2010								2009
	Interest Income		MTM (Loss) Gain			Net Impact			Interest Income		MTM (Loss) Gain			Net Impact			Interest Income		MTM (Loss) Gain			Net Impact
Impact reported in other non-interest income:
Visa Swap	$	—	$	(153	)	$	(153	)	$	—	$	(330	)	$	(330	)	$	—	$	(194	)	$	(194	)
Commercial loan interest rate derivatives, net		927		1,962			2,889			708		686			1,394			681		135			816
Fed funds futures contracts		—		(1,815	)		(1,815	)		—		(2,462	)		(2,462	)		—		—			—
Net impact on other non-interest income	$	927	$	(6	)	$	921		$	708	$	(2,106	)	$	(1,398	)	$	681	$	(59	)	$	622

Weighted Average Rates Paid And Received For Interest Rate Swaps

	Weighted-Average
	Interest Pay Coupon			Interest Receive Coupon
Interest rate swaps:
Cash flow hedge interest rate swaps		1.85	%		0.46	%
Non-hedging interest rate swaps		1.65	%		1.74	%

Weighted Average Strike Rates For Interest Rate Caps And Floors Outstanding

	Strike Rate
Non-hedging commercial loan interest rate caps		2.98	%
Non-hedging commercial loan interest rate floors (embedded in interest rate swaps)		0.99