Assumptions Utilized in the Models (Detail)	6 Months Ended				12 Months Ended
	Jun. 30, 2011 Year		Jun. 30, 2010 Year		Dec. 31, 2010 Year
Lower Limit | Warrant
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)	8.0		9.0		8.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	34.60%	[1]	36.60%	[1]	36.00%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	2.76%		3.03%		3.06%
Upper Limit | Warrant
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)	18.0		19.0		18.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.50%	[1]	39.40%	[1]	37.00%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	4.13%		3.89%		4.18%
Warrant
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected dividend rates
Lower Limit | Put Option
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)			1.0		0.5
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities			31.50%	[1],[2]	25.60%	[1],[2]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates			0.35%		0.23%
Upper Limit | Put Option
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected terms (years)	2.5	[3]	3.5		3.0
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected volatilities	35.30%	[1],[3]	44.40%	[1]	44.60%	[1]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, risk free rates	0.68%	[3]	1.28%		1.05%
Put Option
Fair Value, Measurement Inputs, Disclosure [Line Items]
Fair value of the derivatives calculated using a Black-Scholes option valuation model using probability weighted scenarios, assumptions, expected dividend rates		[3]

[1] Based on historical and implied volatilities of comparable companies assuming similar expected terms.

[2] Excludes FHLB and FRB restricted stock totaling $497 and $344, respectively, at June 30, 2011, $524 and $344 at December 31, 2010, and $551 and $343, respectively, at June 30, 2010.

[3] A total of three scenarios have historically been used to estimate the fair value of the put options. Two of the scenarios' terms expired as of June 30, 2011. Therefore, the assumptions for the current quarter only include one scenario.