Derivatives (Narrative) (Details) (USD $)	12 Months Ended
Dec. 31, 2014 contracts	Dec. 31, 2013 contracts	Dec. 31, 2012
Credit Derivatives [Line Items]
Counterparty default losses on forward contracts	$ 0	$ 0	$ 0
Commitments and contingent liabilities
Number of interest rate derivatives held	302	254
Notional amount of credit risk derivatives	1,400,000,000invest_DerivativeNotionalAmount	1,300,000,000invest_DerivativeNotionalAmount
Termination value of derivatives in net liability position	29,000,000	12,100,000
Required collateral posting	43,500,000umpq_CollateralPostingClearing	13,000,000umpq_CollateralPostingClearing
Increase (decrease) in settlement values of the Bank's derivative assets	1,900,000	1,400,000
Collateral pledged with counterparties	43,500,000
Collateral held by counterparties as required margin	15,500,000us-gaap_MarginDepositAssets
Interest Rate Swap [Member]
Credit Derivatives [Line Items]
Collateral pledged with counterparties	28,027,000	9,704,000
Interest Rate Forward Sales Commitments [Member]
Credit Derivatives [Line Items]
Commitments and contingent liabilities	400,988,000
Commitments To Originate Loans Held For Sale [Member]
Credit Derivatives [Line Items]
Commitments and contingent liabilities	$ 213,051,000

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef

-Publisher SEC

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Collateral posting requirements for clearing members and clearing houses

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Termination value of derivatives in net liability position.

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Represents the caption on the face of the balance sheet to indicate that the entity has entered into (1) purchase or supply arrangements that will require expending a portion of its resources to meet the terms thereof, and (2) is exposed to potential losses or, less frequently, gains, arising from (a) possible claims against a company's resources due to future performance under contract terms, and (b) possible losses or likely gains from uncertainties that will ultimately be resolved when one or more future events that are deemed likely to occur do occur or fail to occur.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef

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Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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Amount of credit risk valuation adjustment to derivative assets to properly reflect the credit quality of the counterparties.

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The amount of cash or securities placed with a broker or counterparty as security for a trading or derivatives securities position which was partially obtained with funds provided by the broker dealer.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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