Detailed Information about Interest Rate Swaps with Cash Flows Hedges (Detail) - Interest Rate Swap [Member] - Cash Flow Hedging [Member] - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
Mar. 31, 2020	Dec. 31, 2019
Notional amounts	$ 2,250,000	$ 800,000
Cash Collateral Posted	$ 48,744	$ 1,185
Weighted average pay rates	1.27%	1.62%
Weighted average receive rates	1.23%	1.90%
Weighted average maturity	2 years 8 months 12 days	2 years 6 months

Nominal or face amount used to calculate payment on derivative.

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5580258-113959

Reference 2: http://www.xbrl.org/2009/role/commonPracticeRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 1A
-Subparagraph (d)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5579245-113959

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Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	na
Period Type:	instant