Derivatives and Hedging Activities Cash Flow Hedges Text Description (Details) (USD $)	3 Months Ended				3 Months Ended			3 Months Ended				3 Months Ended				3 Months Ended				3 Months Ended				3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014 Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Dec. 31, 2013 Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Trust II $75m Cash Flow Hedge [Member]	Mar. 31, 2014 Private Banking Segment [Member] contracts	Mar. 31, 2014 Private Banking Segment [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 8/1/13 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 8/1/13 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Minimum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 8/1/13 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Maximum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 8/1/13 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Weighted Average [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 3/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 3/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Minimum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 3/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Maximum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 3/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Weighted Average [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 6/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 6/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Minimum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 6/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Maximum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 6/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Weighted Average [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 9/2/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 9/2/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Minimum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 9/2/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Maximum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 9/2/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Weighted Average [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 12/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 12/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Minimum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 12/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Maximum [Member]	Mar. 31, 2014 Private Banking Segment [Member] Bank $25m LIBOR Swap effective 12/1/14 [Member] Designated as Hedging Instrument [Member] Interest Rate Swap [Member] Weighted Average [Member]
Derivative [Line Items]
Derivative Asset, Notional Amount					$ 75,000,000			$ 25,000,000				$ 25,000,000				$ 25,000,000				$ 25,000,000				$ 25,000,000
Derivatives, Total Notional Amount							125,000,000
Derivative, Inception Date					Dec. 30, 2010			Aug. 01, 2013				Mar. 01, 2014				Jun. 01, 2014				Sep. 02, 2014				Dec. 01, 2014
Number of Interest Rate Derivatives Held						5
Derivative, Term of Contract					5 years				3 years	6 years			3 years	6 years			3 years	6 years			3 years	6 years			3 years	6 years
Objectives for Using Derivative Instruments					related to the Holding Company’s cash outflows associated with the subordinated debt related to trust preferred securities to protect against an increase in the London Interbank Offered Rate (“LIBOR”)			to reduce its exposure to variability in interest-related cash outflows attributable to changes in the LIBOR swap rate associated with borrowing programs for each of the periods, initially expected to be accomplished with LIBOR-indexed brokered deposits, but may also include LIBOR-indexed FHLB advances				to reduce its exposure to variability in interest-related cash outflows attributable to changes in the LIBOR swap rate associated with borrowing programs for each of the periods, initially expected to be accomplished with LIBOR-indexed brokered deposits, but may also include LIBOR-indexed FHLB advances				to reduce its exposure to variability in interest-related cash outflows attributable to changes in the LIBOR swap rate associated with borrowing programs for each of the periods, initially expected to be accomplished with LIBOR-indexed brokered deposits, but may also include LIBOR-indexed FHLB advances				to reduce its exposure to variability in interest-related cash outflows attributable to changes in the LIBOR swap rate associated with borrowing programs for each of the periods, initially expected to be accomplished with LIBOR-indexed brokered deposits, but may also include LIBOR-indexed FHLB advances				to reduce its exposure to variability in interest-related cash outflows attributable to changes in the LIBOR swap rate associated with borrowing programs for each of the periods, initially expected to be accomplished with LIBOR-indexed brokered deposits, but may also include LIBOR-indexed FHLB advances
Derivative, Fixed Interest Rate									1.68%	2.32%	1.98%		1.68%	2.32%	1.98%		1.68%	2.32%	1.98%		1.68%	2.32%	1.98%		1.68%	2.32%	1.98%
Derivative, Description of Hedged Item					6.25%
Derivative, Description of Variable Rate Basis					three-month LIBOR plus 1.68%
Derivative, Average Variable Interest Rate					4.45%
Loss on Cash Flow Hedge Ineffectiveness	0	0
Derivative, Collateral, Right to Reclaim Cash			5,100,000	7,300,000
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	$ 3,400,000