Derivatives And Hedging (Tables)

3 Months Ended

Mar. 31, 2013

General Discussion of Derivative Instruments and Hedging Activities [Abstract]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

The following table summarizes Sterling’s mortgage banking operations and interest rate swaps:

	March 31, 2013
			Fair Value
	Notional		Asset		Liability
	(in thousands)
Interest rate lock commitments, net	$	263,446	$	7,517	$	0
Forward commitments	413,000		0		2,522
Interest rate swaps - broker-dealer	28,810		0		1,827
Interest rate swaps - customer	29,856		1,790		0
	December 31, 2012
			Fair Value
	Notional		Asset		Liability
	(in thousands)
Interest rate lock commitments, net	$	242,061	$	9,035	$	0
Forward commitments	531,000		0		1,881
Interest rate swaps - broker-dealer	44,846		0		2,144
Interest rate swaps - customer	36,158		2,148		0

Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance [Table Text Block]

The following table sets forth these gains and losses:

	Three Months Ended March 31,
	2013			2012
	(in thousands)
Mortgage banking operations	$	(10,168	)	$	(2,362	)
Other noninterest income	76			(612		)