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Derivatives and Hedging Activities Cash Flow Hedges Text Description (Details) (USD $)
3 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended 6 Months Ended
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Jun. 30, 2013
Jun. 30, 2014
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Dec. 31, 2013
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2014
Trust II $75m Cash Flow Hedge [Member]
Jun. 30, 2014
Private Banking Segment [Member]
contracts
Jun. 30, 2014
Private Banking Segment [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap effective 8/1/13 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap effective 3/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2013 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2013 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Minimum [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2013 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Maximum [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2013 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Weighted Average [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap effective 9/2/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap effective 12/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 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]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2014 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2014 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Minimum [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2014 effective 6/1/14 [Member]
Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Maximum [Member]
Jun. 30, 2014
Private Banking Segment [Member]
Bank $25m LIBOR Swap 2014 effective 6/1/14 [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       $ 25,000,000      
Derivatives, Total Notional Amount                 150,000,000                                                
Derivative, Inception Date             Dec. 30, 2010     Aug. 01, 2013       Mar. 01, 2014       Jun. 01, 2014       Sep. 02, 2014       Dec. 01, 2014       Jun. 01, 2014      
Number of Interest Rate Derivatives Held               6                                                  
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     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       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                     1.17% 2.32% 1.85%   1.17% 2.32% 1.85%   1.17% 2.32% 1.85%   1.17% 2.32% 1.85%   1.17% 2.32% 1.85%   1.17% 2.32% 1.85%
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 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 $ 3,800,000   $ 3,800,000