Derivative Instruments (Narrative) (Details) (USD $)	12 Months Ended			12 Months Ended
	Dec. 31, 2012	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2012 Fixed Rate Residential Mortgage [Member]	Dec. 31, 2011 Fixed Rate Residential Mortgage [Member]	Dec. 31, 2012 Interest Rate Swap [Member]	Dec. 31, 2012 Interest Rate Swap [Member] Customer Position [Member]	Dec. 31, 2012 Interest Rate Swap [Member] Offseting Position [Member]
Derivative [Line Items]
Notional amount of interest rate swap contracts						$ 0	$ 1,100,000,000	$ 1,500,000,000
Cash flow hedge gain (loss) to be reclassified within 12 months	(447,000)
Remaining unamortized deferred gain (loss) balance of all previously terminated cash flow hedges		(2,000,000)	(630,000)
Remaining deferred gain (loss) balance on all previously terminated fair value hedges	13,900,000	21,200,000
Commitments to fund fixed-rate mortgage loans				158,000,000	115,500,000
Unrealized gain on fair value of fixed-rate mortgage loans to customers				2,800,000	1,900,000
Sale of outstanding commitments				231,500,000	202,500,000
Unrealized loss on mortgage loans				500,000	1,900,000
Collateral pledge to collateralize derivative liabilities	$ 110,000,000