Derivatives and Hedging (Tables)

12 Months Ended

Dec. 31, 2013

General Discussion of Derivative Instruments and Hedging Activities [Abstract]

Schedule of Notional Amounts of Outstanding Derivative Positions

	December 31, 2013
			Fair Value
	Notional		Asset		Liability
	(in thousands)
Interest rate lock commitments, net	$	99,215	$	1,740	$	0
Forward commitments	211,000		2,231		0
Interest rate swaps - broker-dealer	21,054		0		516
Interest rate swaps - customer	22,090		508		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

The following table sets forth these gains and losses:

	Years Ended December 31,
	2013			2012			2011
	(in thousands)
Mortgage banking operations	$	(3,351	)	$	9,816		$	(10,297	)
Other noninterest income	143			(553		)	61