10-Q

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM 10-Q

(Mark One)

x Quarterly Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934

For the quarterly period ended September 30, 2011

¨ Transition Report Pursuant to Section 13 or 15(d) of The Securities Exchange Act of 1934

For the transition period from            to            

Commission file number 001-31940

F.N.B. CORPORATION

(Exact name of registrant as specified in its charter)

Florida	25-1255406
(State or other jurisdiction of incorporation or organization)	(I.R.S. Employer Identification No.)

One F.N.B. Boulevard, Hermitage, PA	16148
(Address of principal executive offices)	(Zip Code)

724-981-6000

Registrant’s telephone number, including area code:

(Former name, former address and former fiscal year, if changed since last report)

Indicate by check mark whether the registrant (1) has filed all reports required to be filed by Section 13 or 15(d) of the Securities Exchange Act of 1934 during the preceding 12 months (or for such shorter period that the registrant was required to file such reports), and (2) has been subject to such filing requirements for the past 90 days.    Yes  x    No  ¨

Indicate by check mark whether the registrant has submitted electronically and posted on its Web site, if any, every Interactive Data File required to be submitted and posted pursuant to Rule 405 of Regulation S-T (§232.405 of this chapter) during the preceding 12 months (or for such shorter period that the registrant was required to submit and post such files).    Yes  x    No  ¨

Indicate by check mark whether the registrant is a large accelerated filer, an accelerated filer, a non-accelerated filer, or a smaller reporting company. See definition of “large accelerated filer,” “accelerated filer” and “smaller reporting company” in Rule 12b-2 of the Exchange Act. (Check one):

Large Accelerated Filer	x	Accelerated Filer	¨
Non-accelerated Filer	¨	Smaller reporting company	¨

Indicate by check mark whether the registrant is a shell company (as defined in Rule 12b-2 of the Exchange Act).    Yes  ¨    No  x

APPLICABLE ONLY TO CORPORATE ISSUERS:

Indicate the number of shares outstanding of each of the issuer’s classes of common stock, as of the latest practicable date.

Class	Outstanding at October 31, 2011
Common Stock, $0.01 Par Value	127,135,221 Shares

F.N.B. CORPORATION

FORM 10-Q

September 30, 2011

INDEX

PART I – FINANCIAL INFORMATION	PAGE
Item 1.             Financial Statements
Consolidated Balance Sheets	2
Consolidated Statements of Income	3
Consolidated Statements of Stockholders’ Equity	4
Consolidated Statements of Cash Flows	5
Notes to Consolidated Financial Statements	6
Item 2.             Management’s Discussion and Analysis of Financial Condition and Results of Operations	45
Item 3.             Quantitative and Qualitative Disclosures About Market Risk	64
Item 4.            Controls and Procedures	64
PART II – OTHER INFORMATION
Item 1.            Legal Proceedings	65
Item 1A.         Risk Factors	65
Item 2.             Unregistered Sales of Equity Securities and Use of Proceeds	66
Item 3.             Defaults Upon Senior Securities	66
Item 5.            Other Information	66
Item 6.            Exhibits	66
Signatures	67

1

F.N.B. CORPORATION AND SUBSIDIARIES

CONSOLIDATED BALANCE SHEETS

Dollars in thousands, except par value

	September 30, 2011			December 31, 2010
	(Unaudited)
Assets
Cash and due from banks	$	197,753		$	115,556
Interest bearing deposits with banks		34,982			16,015
Cash and Cash Equivalents		232,735			131,571
Securities available for sale		802,455			738,125
Securities held to maturity (fair value of $1,020,643 and $959,414)		984,201			940,481
Residential mortgage loans held for sale		10,307			12,700
Loans, net of unearned income of $45,145 and $42,183		6,788,540			6,088,155
Allowance for loan losses		(108,813	)		(106,120	)
Net Loans		6,679,727			5,982,035
Premises and equipment, net		125,748			115,956
Goodwill		567,511			528,720
Core deposit and other intangible assets, net		32,772			32,428
Bank owned life insurance		207,600			208,051
Other assets		308,288			269,848
Total Assets	$	9,951,344		$	8,959,915
Liabilities
Deposits:
Non-interest bearing demand	$	1,335,417		$	1,093,230
Savings and NOW		3,794,127			3,423,844
Certificates and other time deposits		2,238,745			2,129,069
Total Deposits		7,368,289			6,646,143
Other liabilities		124,479			97,951
Short-term borrowings		817,343			753,603
Long-term debt		222,788			192,058
Junior subordinated debt		203,954			204,036
Total Liabilities		8,736,853			7,893,791
Stockholders’ Equity
Common stock—$0.01 par value
Authorized – 500,000,000 shares
Issued – 127,342,749 and 114,902,454 shares		1,268			1,143
Additional paid-in capital		1,222,123			1,094,713
Retained earnings		24,760			6,564
Accumulated other comprehensive loss		(30,248	)		(33,732	)
Treasury stock – 215,150 and 155,369 shares at cost		(3,412	)		(2,564	)
Total Stockholders’ Equity		1,214,491			1,066,124
Total Liabilities and Stockholders’ Equity	$	9,951,344		$	8,959,915

See accompanying Notes to Consolidated Financial Statements

2

F.N.B. CORPORATION AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF INCOME

Dollars in thousands, except per share data

Unaudited

	Three Months Ended September 30,					Nine Months Ended September 30,
	2011			2010		2011			2010
Interest Income
Loans, including fees	$	86,038		$	81,507	$	255,937		$	241,885
Securities:
Taxable		10,744			10,524		32,233			33,100
Nontaxable		1,847			1,779		5,676			5,489
Dividends		13			17		144			54
Other		60			120		238			326
Total Interest Income		98,702			93,947		294,228			280,854
Interest Expense
Deposits		13,078			15,742		41,727			50,072
Short-term borrowings		1,644			2,029		5,111			6,191
Long-term debt		1,698			1,825		4,981			6,462
Junior subordinated debt		1,880			2,092		6,030			5,984
Total Interest Expense		18,300			21,688		57,849			68,709
Net Interest Income		80,402			72,259		236,379			212,145
Provision for loan losses		8,573			12,313		25,352			36,516
Net Interest Income After Provision for Loan Losses		71,829			59,946		211,027			175,629
Non-Interest Income
Impairment losses on securities		(473	)		—		(473	)		(9,539	)
Non-credit related losses on securities not expected to be sold (recognized in other comprehensive income)		436			—		436			7,251
Net impairment losses on securities		(37	)		—		(37	)		(2,288	)
Service charges		16,057			14,250		46,058			42,634
Insurance commissions and fees		4,002			3,921		11,812			12,094
Securities commissions and fees		1,858			1,794		5,960			5,122
Trust fees		3,565			3,084		11,222			9,430
Gain on sale of securities		49			80		141			2,517
Gain on sale of residential mortgage loans		657			964		1,800			2,339
Bank owned life insurance		1,309			1,448		3,913			3,760
Other		2,170			2,213		6,451			10,864
Total Non-Interest Income		29,630			27,754		87,320			86,472
Non-Interest Expense
Salaries and employee benefits		37,149			33,831		112,059			100,348
Net occupancy		5,514			4,781		16,484			15,159
Equipment		4,749			4,486		14,149			13,625
Amortization of intangibles		1,808			1,675		5,409			5,041
Outside services		5,447			5,737		16,024			17,144
FDIC insurance		1,699			2,627		6,288			7,890
Merger related		282			72		4,589			72
Other		12,569			11,038		37,141			33,495
Total Non-Interest Expense		69,217			64,247		212,143			192,774
Income Before Income Taxes		32,242			23,453		86,204			69,327
Income taxes		8,469			6,236		22,894			18,208
Net Income	$	23,773		$	17,217	$	63,310		$	51,119
Net Income per Share – Basic	$	0.19		$	0.15	$	0.51		$	0.45
Net Income per Share – Diluted		0.19			0.15		0.51			0.45
Cash Dividends per Share		0.12			0.12		0.36			0.36

See accompanying Notes to Consolidated Financial Statements

3

F.N.B. CORPORATION AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF STOCKHOLDERS’ EQUITY

Dollars in thousands, except per share data

Unaudited

	Compre-hensive Income		Common Stock		Additional Paid-In Capital			Retained Earnings			Accumulated Other Comprehensive Loss			Treasury Stock			Total
Balance at January 1, 2011			$	1,143	$	1,094,713		$	6,564		$	(33,732	)	$	(2,564	)	$	1,066,124
Net income	$	63,310							63,310									63,310
Change in other comprehensive income, net of tax		3,484										3,484						3,484
Comprehensive income	$	66,794
Common stock dividends ($0.36/share)									(45,114	)								(45,114	)
Issuance of common stock				125		124,100									(848	)		123,377
Restricted stock compensation						3,371												3,371
Tax expense of stock-based compensation						(61	)											(61	)
Balance at September 30, 2011			$	1,268	$	1,222,123		$	24,760		$	(30,248	)	$	(3,412	)	$	1,214,491
Balance at January 1, 2010			$	1,138	$	1,087,369		$	(12,833	)	$	(30,633	)	$	(1,739	)	$	1,043,302
Net income	$	51,119							51,119									51,119
Change in other comprehensive income, net of tax		7,152										7,152						7,152
Comprehensive income	$	58,271
Common stock dividends ($0.36/share)									(41,412	)								(41,412	)
Issuance of common stock				4		3,604									(778	)		2,830
Restricted stock compensation						2,060												2,060
Tax expense of stock-based compensation						(205	)											(205	)
Balance at September 30, 2010			$	1,142	$	1,092,828		$	(3,126	)	$	(23,481	)	$	(2,517	)	$	1,064,846

See accompanying Notes to Consolidated Financial Statements

4

F.N.B. CORPORATION AND SUBSIDIARIES

CONSOLIDATED STATEMENTS OF CASH FLOWS

Dollars in thousands

Unaudited

	Nine Months Ended September 30,
	2011			2010
Operating Activities
Net income	$	63,310		$	51,119
Adjustments to reconcile net income to net cash flows provided by operating activities:
Depreciation, amortization and accretion		16,990			21,558
Provision for loan losses		25,352			36,516
Deferred taxes		6,892			(3,137	)
Gain on sale of securities		(141	)		(2,517	)
Other-than-temporary impairment losses on securities		37			2,288
Tax expense of stock-based compensation		61			205
Net change in:
Interest receivable		883			275
Interest payable		(1,519	)		(1,685	)
Trading securities		110,490			—
Residential mortgage loans held for sale		2,393			(3,975	)
Bank owned life insurance		476			(2,289	)
Other, net		26,806			14,145
Net cash flows provided by operating activities		252,030			112,503
Investing Activities
Net change in loans		(323,897	)		(204,584	)
Securities available for sale:
Purchases		(250,558	)		(335,865	)
Sales		10,883			59,459
Maturities		292,247			259,191
Securities held to maturity:
Purchases		(332,870	)		(278,089	)
Maturities		176,009			181,662
Purchase of bank owned life insurance		(26	)		(27	)
Withdrawal/surrender of bank owned life insurance		—			360
Increase in premises and equipment		(9,648	)		(5,305	)
Net cash received in business combinations		23,374			—
Net cash flows used in investing activities		(414,486	)		(323,198	)
Financing Activities
Net change in:
Non-interest bearing deposits, savings and NOW accounts		297,049			235,883
Time deposits		(116,864	)		(18,278	)
Short-term borrowings		38,629			148,415
Increase in long-term debt		46,569			108,871
Decrease in long-term debt		(25,114	)		(230,492	)
Decrease in junior subordinated debt		(82	)		(506	)
Net proceeds from issuance of common stock		68,608			4,890
Tax expense of stock-based compensation		(61	)		(205	)
Cash dividends paid		(45,114	)		(41,412	)
Net cash flows provided by financing activities		263,620			207,166
Net Increase in Cash and Cash Equivalents		101,164			(3,529	)
Cash and cash equivalents at beginning of period		131,571			310,550
Cash and Cash Equivalents at End of Period	$	232,735		$	307,021

See accompanying Notes to Consolidated Financial Statements

5

F.N.B. CORPORATION AND SUBSIDIARIES

NOTES TO CONSOLIDATED FINANCIAL STATEMENTS

Dollars in thousands, except share data

(Unaudited)

September 30, 2011

BUSINESS

F.N.B. Corporation (the Corporation) is a diversified financial services company headquartered in Hermitage, Pennsylvania. Its primary businesses include community banking, consumer finance, wealth management and insurance. The Corporation also conducts commercial leasing and merchant banking activities. The Corporation operates its community banking business through a full service branch network in Pennsylvania and Ohio and through a loan production office in Pennsylvania. The Corporation operates its wealth management and insurance businesses within the existing branch network. It also conducts selected consumer finance business in Pennsylvania, Ohio, Tennessee and Kentucky.

BASIS OF PRESENTATION

The Corporation’s accompanying consolidated financial statements and these notes to the financial statements include subsidiaries in which the Corporation has a controlling financial interest. The Corporation owns and operates First National Bank of Pennsylvania (FNBPA), First National Trust Company, First National Investment Services Company, LLC, F.N.B. Investment Advisors, Inc., First National Insurance Agency, LLC, Regency Finance Company (Regency), F.N.B. Capital Corporation, LLC and Bank Capital Services, LLC, and includes results for each of these entities in the accompanying consolidated financial statements.

The accompanying consolidated financial statements include all adjustments that are necessary, in the opinion of management, to fairly reflect the Corporation’s financial position and results of operations in accordance with U.S. generally accepted accounting principles (GAAP). All significant intercompany balances and transactions have been eliminated. Certain prior period amounts have been reclassified to conform to the current period presentation. Events occurring subsequent to the date of the balance sheet have been evaluated for potential recognition or disclosure in the consolidated financial statements through the date of the filing of the consolidated financial statements with the Securities and Exchange Commission (SEC).

Certain information and note disclosures normally included in consolidated financial statements prepared in accordance with GAAP have been condensed or omitted pursuant to the rules and regulations of the SEC. The interim operating results are not necessarily indicative of operating results the Corporation expects for the full year. These interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Corporation’s Annual Report on Form 10-K filed with the SEC on February 25, 2011.

USE OF ESTIMATES

The accounting and reporting policies of the Corporation conform with GAAP. The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the amounts reported in the consolidated financial statements and accompanying notes. Actual results could materially differ from those estimates. Material estimates that are particularly susceptible to significant changes include the allowance for loan losses, securities valuations, goodwill and other intangible assets and income taxes.

COMMON STOCK

On May 18, 2011, the Corporation completed a public offering of 6,037,500 shares of common stock at a price of $10.70 per share, including 787,500 shares of common stock purchased by the underwriters pursuant to an over-allotment option, which the underwriters exercised in full. The net proceeds of the offering after deducting underwriting discounts and commissions and offering expenses were $62,803.

6

MERGERS AND ACQUISITIONS

On January 1, 2011, the Corporation completed its acquisition of Comm Bancorp, Inc. (CBI), a bank holding company based in Clarks Summit, Pennsylvania. On the acquisition date, CBI had $625,570 in assets, which included $445,271 in loans, and $561,796 in deposits. The transaction, valued at $75,547, resulted in the Corporation paying $17,202 in cash and issuing 5,940,742 shares of its common stock in exchange for 1,719,820 shares of CBI common stock. The assets and liabilities of CBI were recorded on the Corporation’s balance sheet at their fair values as of January 1, 2011, the acquisition date, and CBI’s results of operations have been included in the Corporation’s consolidated statement of income since that date. CBI’s banking affiliate, Community Bank and Trust Company, was merged into FNBPA on January 1, 2011. Based on a preliminary purchase price allocation, the Corporation recorded $38,790 in goodwill and $4,785 in core deposit intangible as a result of the acquisition. The Corporation has not yet finalized its determination of the fair values of certain acquired assets and liabilities and will adjust goodwill upon completion of the valuation process. None of the goodwill is deductible for income tax purposes.

Pending Acquisition

On June 15, 2011, the Corporation announced the signing of a definitive merger agreement to acquire Parkvale Financial Corporation (PFC), a savings and loan holding company with approximately $1,800,000 in assets based in Monroeville, Pennsylvania. The transaction is valued at approximately $130,000. Under the terms of the merger agreement, PFC shareholders will be entitled to receive 2.178 shares of F.N.B. Corporation common stock for each share of PFC common stock. PFC’s banking affiliate, Parkvale Savings Bank, will be merged into FNBPA. The transaction is expected to be completed in the first quarter of 2012, pending regulatory approvals, the approval of shareholders of PFC and the satisfaction of other closing conditions.

Acquired Loans

All loans acquired in acquisitions after December 31, 2010 are recorded at fair value with no carryover of the related allowance for loan losses. Determining the fair value of the loans involves estimating the amount and timing of principal and interest cash flows expected to be collected on the loans and discounting those cash flows at a market rate of interest.

The excess of gross expected cash flows at acquisition over the estimated fair value is referred to as the accretable yield and is recognized into interest income over the remaining life of the loan. The difference between contractually required payments at acquisition and the expected cash flows to be collected at acquisition is referred to as the non-accretable yield. The non-accretable yield represents estimated future credit losses expected to be incurred over the life of the loan. Subsequent decreases in expected cash flows that are attributable, at least in part, to credit quality are recognized as impairments through a charge to the provision for loan losses resulting in an increase in the allowance for loan losses. Subsequent improvements in expected cash flows result in an increase to the accretable yield that is recognized into interest income over the remaining life of the loan using the interest method. The Corporation’s evaluation of the amount of future cash flows that it expects to collect is performed in a similar manner as that used to determine its allowance for loan losses. Charge-offs of the principal amount on acquired loans would be first applied to the non-accretable discount portion of the fair value adjustment.

Acquired loans that met the criteria for non-accrual of interest prior to acquisition may be considered performing upon acquisition, regardless of whether the customer is contractually delinquent, if the Corporation can reasonably estimate the timing and amount of the expected cash flows on such loans and if the Corporation expects to fully collect the new carrying value of the loans. As such, the Corporation may no longer consider the loan to be non-accrual or non-performing and may accrue interest on these loans.

NEW ACCOUNTING STANDARDS

Intangibles – Goodwill and Other

In September 2011, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2011-08, Intangibles – Goodwill and Other, which simplifies how entities test goodwill for impairment. Under the amendments in this ASU, an entity has the option to perform a qualitative assessment to determine whether it is more likely than not that the fair value of a reporting unit is less than its carrying amount. If, after assessing updated

7

qualitative factors, an entity determines it is not more likely than not that the fair value of a reporting unit is less than its carrying amount, it would not have to perform the current two-step goodwill impairment test. These amendments are effective for annual and interim goodwill impairment tests performed for fiscal years beginning after December 15, 2011, with early adoption permitted. The Corporation intends to adopt this standard during the fourth quarter of 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Comprehensive Income

In June 2011, the FASB issued ASU No. 2011-05, Comprehensive Income, with the intention of increasing the prominence of other comprehensive income in the financial statements. The FASB has eliminated the option to present components of other comprehensive income as part of the statement of changes in stockholders’ equity and will require it be presented either in a single continuous statement of comprehensive income or in two separate but consecutive statements. The single continuous statement format would include the components of net income and total net income, the components of other comprehensive income and a total for other comprehensive income as well as the total comprehensive income. In the two statement approach, the first statement would be the traditional income statement which would immediately be followed by a separate statement which includes the components of other comprehensive income, total other comprehensive income and total comprehensive income. These requirements should be applied retrospectively and are effective for the first interim or annual period beginning after December 15, 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Amendments to Fair Value Measurements

In May 2011, the FASB issued ASU No. 2011-04, Fair Value Measurements, to improve the comparability of fair value measurements presented and disclosed in financial statements prepared in accordance with GAAP and International Financial Reporting Standards (IFRSs). The amendments explain how to measure fair value. They do not require additional fair value measurements and are not intended to establish valuation standards or affect valuation practices. The amendments result in common fair value measurement and disclosure requirements in GAAP and IFRS. Some of the amendments clarify the application of existing fair value measurement requirements and others change a particular principle or requirement for measuring fair value or for disclosing information about fair value measurements. Many of the previous fair value requirements are not changed by this standard. The amendments in this standard are to be applied prospectively and are effective during interim and annual periods beginning after December 15, 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Troubled Debt Restructurings

In April 2011, the FASB issued ASU No. 2011-02, A Creditor’s Determination of Whether a Restructuring Is a Troubled Debt Restructuring, to address diversity in practice concerning determining whether a restructuring constitutes a troubled debt restructuring. This update specifies that in evaluating whether a restructuring is a troubled debt restructuring (TDR), a creditor must separately conclude both that a concession has been granted by the creditor and that the debtor is experiencing financial difficulties. Also, ASU No. 2011-02 provides clarifying guidance in determining whether a concession has been granted and whether a debtor is experiencing financial difficulties. In addition, the update precludes a creditor from using the effective interest rate test in the debtor’s guidance on restructuring of payables when evaluating whether a restructuring is a TDR. These requirements are effective for the first interim or annual period beginning on or after June 15, 2011, and should be applied retrospectively to restructurings made during the period from the beginning of the annual period of adoption to the date of adoption. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Disclosure of Supplementary Pro Forma Information for Business Combinations

In December 2010, the FASB issued ASU No. 2010-29, Disclosure of Supplementary Pro Forma Information for Business Combinations, to address diversity in practice concerning pro forma revenue and earnings disclosure requirements for business combinations. This update specifies that if a public entity presents comparative financial statements, the entity should disclose revenue and earnings of the combined entity as though the business combination(s) that occurred during the current year had occurred as of the beginning of the comparable prior annual reporting period only. The update also expands the supplemental pro forma disclosures to include a description of the nature and amount

8

of material, nonrecurring pro forma adjustments directly attributable to the business combination(s) included in the reported pro forma revenue and earnings. These requirements are effective prospectively for business combinations for which the acquisition date is on or after the beginning of the first annual reporting period beginning on or after December 15, 2010. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Disclosures about the Credit Quality of Financing Receivables and the Allowance for Credit Losses

In July 2010, the FASB issued ASU No. 2010-20, Disclosures about the Credit Quality of Financing Receivables and the Allowance for Credit Losses, to provide financial statement users with greater transparency about credit quality of financing receivables and allowance for credit losses. This update requires additional disclosures as of the end of a reporting period and additional disclosures about activity that occurs during a reporting period that will assist financial statement users in assessing credit risk exposures and evaluating the adequacy of the allowance for credit losses.

The additional disclosures are required to be provided on a disaggregated basis. ASU No. 2010-20 defines two levels of disaggregation and provides additional implementation guidance to determine the appropriate level of disaggregation of information. The disclosures should facilitate evaluation of the nature of the credit risk inherent in a portfolio of financing receivables, how that risk is analyzed and assessed in arriving at the allowance for credit losses, and the changes and reasons for those changes in the allowance for credit losses.

The disclosures as of the end of a reporting period were effective for interim and annual reporting periods ending on or after December 15, 2010. The disclosures about activity that occurs during a reporting period are effective for interim and annual reporting periods beginning on or after December 15, 2010 and are included in this Report. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

SECURITIES

The amortized cost and fair value of securities are as follows:

Securities Available For Sale:

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	307,769	$	1,079	$	(59	)	$	308,789
Residential mortgage-backed securities:
Agency mortgage-backed securities		225,184		8,000		—			233,184
Agency collateralized mortgage obligations		203,014		3,298		—			206,312
Non-agency collateralized mortgage obligations		32		—		(1	)		31
States of the U.S. and political subdivisions		40,310		1,437		—			41,747
Collateralized debt obligations		19,224		—		(13,539	)		5,685
Other debt securities		6,860		—		(1,887	)		4,973
Total debt securities		802,393		13,814		(15,486	)		800,721
Equity securities		1,593		196		(55	)		1,734
	$	803,986	$	14,010	$	(15,541	)	$	802,455

9

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	299,861	$	1,395	$	(688	)	$	300,568
Residential mortgage-backed securities:
Agency mortgage-backed securities		205,443		6,064		—			211,507
Agency collateralized mortgage obligations		146,977		1,081		(192	)		147,866
Non-agency collateralized mortgage obligations		37		1		—			38
States of the U.S. and political subdivisions		57,830		934		(26	)		58,738
Collateralized debt obligations		19,288		—		(13,314	)		5,974
Other debt securities		12,989		—		(1,744	)		11,245
Total debt securities		742,425		9,475		(15,964	)		735,936
Equity securities		1,867		381		(59	)		2,189
	$	744,292	$	9,856	$	(16,023	)	$	738,125

Securities Held To Maturity:

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	4,605	$	351	$	—		$	4,956
Residential mortgage-backed securities:
Agency mortgage-backed securities		739,501		31,714		—			771,215
Agency collateralized mortgage obligations		58,610		750		(172	)		59,188
Non-agency collateralized mortgage obligations		27,006		197		(1,135	)		26,068
States of the U.S. and political subdivisions		150,419		5,305		(6	)		155,718
Collateralized debt obligations		2,477		—		(434	)		2,043
Other debt securities		1,583		31		(159	)		1,455
	$	984,201	$	38,348	$	(1,906	)	$	1,020,643
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	4,925	$	212	$	—		$	5,137
Residential mortgage-backed securities:
Agency mortgage-backed securities		688,575		23,878		(3,079	)		709,374
Agency collateralized mortgage obligations		71,102		511		(889	)		70,724
Non-agency collateralized mortgage obligations		33,950		328		(1,331	)		32,947
States of the U.S. and political subdivisions		137,210		1,735		(1,630	)		137,315
Collateralized debt obligations		3,132		—		(778	)		2,354
Other debt securities		1,587		18		(42	)		1,563
	$	940,481	$	26,682	$	(7,749	)	$	959,414

The Corporation classifies securities as trading securities when management intends to sell such securities in the near term. Such securities are carried at fair value, with unrealized gains (losses) reflected through the consolidated statement of income. The Corporation acquired securities in conjunction with the CBI acquisition that the Corporation classified as trading securities. The Corporation both acquired and sold these trading securities during the first quarter of 2011. As of September 30, 2011 and December 31, 2010, the Corporation did not hold any trading securities.

10

Gross gains and gross losses were realized on sales of securities as follows:

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011			2010
Gross gains	$	49	$	80	$	337		$	2,517
Gross losses		—		—		(196	)		—
	$	49	$	80	$	141		$	2,517

The gross gains for the nine months ended September 30, 2010 included a gain of $2,291 relating to the sale of a $6,016 U.S. government agency security and $52,625 of mortgage backed securities. These securities were sold to better position the balance sheet.

As of September 30, 2011, the amortized cost and fair value of securities, by contractual maturities, were as follows:

	Available for Sale				Held to Maturity
	Amortized Cost		Fair Value		Amortized Cost		Fair Value
Due in one year or less	$	40,077	$	40,384	$	6,708	$	6,769
Due from one to five years		264,448		265,085		14,500		15,185
Due from five to ten years		10,883		11,260		37,817		39,193
Due after ten years		58,755		44,465		100,059		103,025
		374,163		361,194		159,084		164,172
Residential mortgage-backed securities:
Agency mortgage-backed securities		225,184		233,184		739,501		771,215
Agency collateralized mortgage obligations		203,014		206,312		58,610		59,188
Non-agency collateralized mortgage obligations		32		31		27,006		26,068
Equity securities		1,593		1,734		—		—
	$	803,986	$	802,455	$	984,201	$	1,020,643

Maturities may differ from contractual terms because borrowers may have the right to call or prepay obligations with or without penalties. Periodic payments are received on mortgage-backed securities based on the payment patterns of the underlying collateral.

At September 30, 2011 and December 31, 2010, securities with a carrying value of $651,077 and $651,299, respectively, were pledged to secure public deposits, trust deposits and for other purposes as required by law. Securities with a carrying value of $681,225 and $676,083 at September 30, 2011 and December 31, 2010, respectively, were pledged as collateral for short-term borrowings.

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Following are summaries of the fair values and unrealized losses of securities, segregated by length of impairment:

Securities available for sale:

	Less than 12 Months					Greater than 12 Months					Total
	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	38,449	$	(59	)	$	—	$	—		$	38,449	$	(59	)
Residential mortgage-backed securities:
Non-agency collateralized mortgage obligations		31		(1	)		—		—			31		(1	)
Collateralized debt obligations		—		—			5,685		(13,539	)		5,685		(13,539	)
Other debt securities		—		—			4,973		(1,887	)		4,973		(1,887	)
Equity securities		288		(18	)		636		(37	)		924		(55	)
	$	38,768	$	(78	)	$	11,294	$	(15,463	)	$	50,062	$	(15,541	)
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	117,140	$	(688	)	$	—	$	—		$	117,140	$	(688	)
Residential mortgage-backed securities:
Agency collateralized mortgage obligations		22,616		(192	)		—		—			22,616		(192	)
States of the U.S. and political subdivisions		3,322		(26	)		—		—			3,322		(26	)
Collateralized debt obligations		—		—			5,974		(13,314	)		5,974		(13,314	)
Other debt securities		4,024		(62	)		7,221		(1,682	)		11,245		(1,744	)
Equity securities		—		—			648		(59	)		648		(59	)
	$	147,102	$	(968	)	$	13,843	$	(15,055	)	$	160,945	$	(16,023	)

Securities held to maturity:

	Less than 12 Months					Greater than 12 Months					Total
	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
September 30, 2011
Residential mortgage-backed securities:
Agency collateralized mortgage obligations	$	12,651	$	(172	)	$	—	$	—		$	12,651	$	(172	)
Non-agency collateralized mortgage obligations		3,594		(11	)		8,913		(1,124	)		12,507		(1,135	)
States of the U.S. and political subdivisions		1,478		(6	)		—		—			1,478		(6	)
Collateralized debt obligations		—		—			2,043		(434	)		2,043		(434	)
Other debt securities		—		—			1,168		(159	)		1,168		(159	)
	$	17,723	$	(189	)	$	12,124	$	(1,717	)	$	29,847	$	(1,906	)
December 31, 2010
Residential mortgage-backed securities:
Agency mortgage-backed securities	$	156,544	$	(3,079	)	$	—	$	—		$	156,544	$	(3,079	)
Agency collateralized mortgage obligations		39,074		(889	)		—		—			39,074		(889	)
Non-agency collateralized mortgage obligations		2,551		(12	)		10,739		(1,319	)		13,290		(1,331	)
States of the U.S. and political subdivisions		47,125		(1,415	)		2,319		(215	)		49,444		(1,630	)
Collateralized debt obligations		—		—			2,354		(778	)		2,354		(778	)
Other debt securities		—		—			1,288		(42	)		1,288		(42	)
	$	245,294	$	(5,395	)	$	16,700	$	(2,354	)	$	261,994	$	(7,749	)

As of September 30, 2011, securities with unrealized losses for less than 12 months include 3 investments in U.S. Treasury and other U.S. government agencies and corporations, 3 investments in residential mortgage-backed securities (1 investment in an agency collateralized mortgage obligation (CMO) and 2 investments in non-agency CMOs),

12

1 investment in states of the U.S. and political subdivisions and 3 investments in equity securities. Securities with unrealized losses of greater than 12 months include 2 investments in residential mortgage-backed securities (non-agency CMOs), 13 investments in collateralized debt obligations (CDOs), 5 investments in other debt securities and 2 investments in equity securities as of September 30, 2011. The Corporation does not intend to sell the debt securities and it is not more likely than not the Corporation will be required to sell the securities before recovery of their amortized cost basis.

The Corporation’s unrealized losses on CDOs relate to investments in trust preferred securities (TPS). The Corporation’s portfolio of TPS consists of single-issuer and pooled securities. The single-issuer securities are primarily from money-center and large regional banks. The pooled securities consist of securities issued primarily by banks and thrifts, with some of the pools including a limited number of insurance companies. Investments in pooled securities are all in mezzanine tranches except for one investment in a senior tranche, and are secured by over-collateralization or default protection provided by subordinated tranches. The non-credit portion of unrealized losses on investments in TPS is attributable to temporary illiquidity and the uncertainty affecting these markets, as well as changes in interest rates.

Other-Than-Temporary Impairment

The Corporation evaluates its investment securities portfolio for other-than-temporary impairment (OTTI) on a quarterly basis. Impairment is assessed at the individual security level. The Corporation considers an investment security impaired if the fair value of the security is less than its cost or amortized cost basis.

When impairment of an equity security is considered to be other-than-temporary, the security is written down to its fair value and an impairment loss is recorded as a loss within non-interest income in the consolidated statement of income. When impairment of a debt security is considered to be other-than-temporary, the amount of the OTTI recorded as a loss within non-interest income and thereby recognized in earnings depends on whether the Corporation intends to sell the security or whether it is more likely than not that the Corporation will be required to sell the security before recovery of its amortized cost basis.

If the Corporation intends to sell the debt security or more likely than not will be required to sell the security before recovery of its amortized cost basis, OTTI shall be recognized in earnings equal to the entire difference between the investment’s amortized cost basis and its fair value.

If the Corporation does not intend to sell the debt security and it is not more likely than not the Corporation will be required to sell the security before recovery of its amortized cost basis, OTTI shall be separated into the amount representing credit loss and the amount related to all other market factors. The amount related to credit loss shall be recognized in earnings. The amount related to other market factors shall be recognized in other comprehensive income, net of applicable taxes.

The Corporation performs its OTTI evaluation process in a consistent and systematic manner and includes an evaluation of all available evidence. Documentation of the process is as extensive as necessary to support a conclusion as to whether a decline in fair value below cost or amortized cost is temporary or other-than-temporary and includes documentation supporting both observable and unobservable inputs and a rationale for conclusions reached. In making these determinations for pooled TPS, the Corporation consults with third-party advisory firms to provide additional valuation assistance.

This process considers factors such as the severity, length of time and anticipated recovery period of the impairment, recoveries or additional declines in fair value subsequent to the balance sheet date, recent events specific to the issuer, including investment downgrades by rating agencies and economic conditions in its industry, and the issuer’s financial condition, repayment capacity, capital strength and near-term prospects.

For debt securities, the Corporation also considers the payment structure of the debt security, the likelihood of the issuer being able to make future payments, failure of the issuer of the security to make scheduled interest and principal payments, whether the Corporation has made a decision to sell the security and whether the Corporation’s cash or working capital requirements or contractual or regulatory obligations indicate that the debt security will be required to be sold before a forecasted recovery occurs. For equity securities, the Corporation also considers its intent and ability to retain the security for a period of time sufficient to allow for a recovery in fair value. Among the factors that the Corporation considers in determining its intent and ability to retain the security is a review of its capital adequacy, interest rate risk position and liquidity. The assessment of a security’s ability to recover any decline in fair value, the ability of

13

the issuer to meet contractual obligations, the Corporation’s intent and ability to retain the security, and whether it is more likely than not the Corporation will be required to sell the security before recovery of its amortized cost basis require considerable judgment.

Debt securities with credit ratings below AA at the time of purchase that are repayment-sensitive securities are evaluated using the guidance of ASC Topic 325, Investments—Other. All other securities are required to be evaluated under ASC Topic 320, Investments – Debt Securities.

The Corporation invested in TPS issued by special purpose vehicles (SPVs) which hold pools of collateral consisting of trust preferred and subordinated debt securities issued by banks, bank holding companies, thrifts and insurance companies. The securities issued by the SPVs are generally segregated into several classes known as tranches. Typically, the structure includes senior, mezzanine and equity tranches. The equity tranche represents the first loss position. The Corporation generally holds interests in mezzanine tranches. Interest and principal collected from the collateral held by the SPVs are distributed with a priority that provides the highest level of protection to the senior-most tranches. In order to provide a high level of protection to the senior tranches, cash flows are diverted to higher-level tranches if the principal and interest coverage tests are not met.

The Corporation prices its holdings of TPS using Level 3 inputs in accordance with ASC Topic 820, Fair Value Measurements and Disclosures, and guidance issued by the SEC. In this regard, the Corporation evaluates current available information in estimating the future cash flows of these securities and determines whether there have been favorable or adverse changes in estimated cash flows from the cash flows previously projected. The Corporation considers the structure and term of the pool and the financial condition of the underlying issuers. Specifically, the evaluation incorporates factors such as over-collateralization and interest coverage tests, interest rates and appropriate risk premiums, the timing and amount of interest and principal payments and the allocation of payments to the various tranches. Current estimates of cash flows are based on the most recent trustee reports, announcements of deferrals or defaults, and assumptions regarding expected future default rates, prepayment and recovery rates and other relevant information. In constructing these assumptions, the Corporation considers the following:

• that current defaults would have no recovery;

• that some individually analyzed deferrals will cure at rates varying from 10% to 90% after the deferral period ends;

• recent historical performance metrics, including profitability, capital ratios, loan charge-offs and loan reserve ratios, for the underlying institutions that would indicate a higher probability of default by the institution;

• that institutions identified as possessing a higher probability of default would recover at a rate of 10% for banks and 15% for insurance companies;

• that financial performance of the financial sector continues to be affected by the economic environment resulting in an expectation of additional deferrals and defaults in the future;

• whether the security is currently deferring interest; and

• the external rating of the security and recent changes to its external rating.

The primary evidence utilized by the Corporation is the level of current deferrals and defaults, the level of excess subordination that allows for receipt of full principal and interest, the credit rating for each security and the likelihood that future deferrals and defaults will occur at a level that will fully erode the excess subordination based on an assessment of the underlying collateral. The Corporation combines the results of these factors considered in estimating the future cash flows of these securities to determine whether there has been an adverse change in estimated cash flows from the cash flows previously projected.

The Corporation’s portfolio of trust preferred CDOs consists of 13 pooled issues and five single issue securities. One of the pooled issues is a senior tranche; the remaining 12 are mezzanine tranches. At September 30, 2011, the 13 pooled TPS had an estimated fair value of $7,728 while the single-issuer TPS had an estimated fair value of $6,141. The Corporation has concluded from the analysis performed at September 30, 2011 that it is probable that the Corporation will collect all contractual principal and interest payments on all of its single-issuer and pooled TPS sufficient to recover the amortized cost basis of the securities.

14

The Corporation recognized net impairment losses on securities of $37 and $2,288 for the nine months ended September 30, 2011 and 2010, respectively, due to the write-down of securities that the Corporation deemed to be other-than-temporarily impaired.

At September 30, 2011, all 12 of the pooled trust preferred security investments on which OTTI has been recognized are classified as non-performing investments.

The following table presents a summary of the cumulative credit-related OTTI charges recognized as components of earnings for securities for which a portion of an OTTI is recognized in other comprehensive income:

	September 30, 2011			December 31, 2010
Beginning balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$	(18,332	)	$	(16,051	)
Additions related to credit loss for securities with previously recognized OTTI		(37	)		(2,235	)
Additions related to credit loss for securities with initial OTTI		—			(46	)
Ending balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$	(18,369	)	$	(18,332	)

TPS continue to experience price volatility as the secondary market for such securities remains limited. Write-downs in 2010 were based on the individual securities’ credit performance and its ability to make its contractual principal and interest payments. Should credit quality deteriorate to a greater extent than projected, it is possible that additional write-downs may be required. The Corporation monitors actual deferrals and defaults as well as expected future deferrals and defaults to determine if there is a high probability for expected losses and contractual shortfalls of interest or principal, which could warrant further impairment. The Corporation evaluates its entire portfolio each quarter to determine if additional write-downs are warranted.

15

The following table provides information relating to the Corporation’s TPS as of September 30, 2011:

Deal Name	Class	Current Par Value		Amortized Cost		Fair Value		Unrealized Loss			Lowest Credit Ratings	Number of Issuers Currently Performing		Actual Defaults (as a percent of original collateral)		Actual Deferrals (as a percent of original collateral)		Projected Recovery Rates on Current Deferrals (1)		Expected Defaults (%) (2)
Pooled TPS:
P1	C1	$	5,500	$	2,266	$	901	$	(1,365	)	C		42		21		17		43		11
P2	C1		4,889		2,746		572		(2,174	)	C		41		16		15		29		12
P3	C1		5,561		4,218		1,237		(2,981	)	C		50		13		5		23		14
P4	C1		3,994		2,852		776		(2,076	)	C		52		15		8		32		14
P5	MEZ		482		330		209		(121	)	C		17		19		9		57		11
P6	MEZ		1,909		1,050		614		(436	)	C		16		19		17		38		9
P7	B3		2,000		726		268		(458	)	C		20		29		9		34		10
P8	B1		3,028		2,386		711		(1,675	)	C		49		14		23		39		13
P9	C		5,048		756		138		(618	)	C		32		14		32		41		11
P10	C		507		461		71		(390	)	C		50		13		14		25		12
P11	C		2,010		788		111		(677	)	C		41		15		16		30		13
P12	A4L		2,000		645		77		(568	)	C		23		16		26		46		13
Total OTTI			36,928		19,224		5,685		(13,539	)			433		16		15		36		12
P13(3)	SNR		2,383		2,477		2,043		(434	)	BBB		15		13		16		37		12
Total Not OTTI			2,383		2,477		2,043		(434	)			15		13		16		37		12
Total Pooled TPS		$	39,311	$	21,701	$	7,728	$	(13,973	)			448		16		15		36		12
Single Issuer TPS:
S1		$	2,000	$	1,949	$	1,225	$	(724	)	BB+		1
S2			2,000		1,913		1,438		(475	)	BBB+		1
S3			2,000		2,000		1,734		(266	)	B+		1
S4			1,000		999		577		(422	)	BB+		1
S5			1,300		1,326		1,167		(159	)	BB+		1
Total Single Issuer TPS		$	8,300	$	8,187	$	6,141	$	(2,046	)			5
Total TPS		$	47,611	$	29,888	$	13,869	$	(16,019	)			453

(1) Some current deferrals will cure at rates varying from 10% to 90% after five years.

(2) Expected future defaults as a percent of remaining performing collateral.

(3) Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. The P13 security had excess subordination as a percent of current collateral of 67.42% as of September 30, 2011.

16

States of the U.S. and Political Subdivisions

The Corporation’s municipal bond portfolio of $192,166 as of September 30, 2011 is highly rated with an average rating of AA and 99.6% of the portfolio rated A or better. General obligation bonds comprise 100% of the portfolio. Geographically, these support the Corporation’s footprint as 77.1% of the securities are from municipalities located throughout Pennsylvania. The average holding size of the securities in the municipal bond portfolio is $966. Finally, this portfolio is supported by underlying insurance as 82.3% of the securities have credit support.

Non-Agency CMOs

The Corporation purchased $161,151 of non-agency CMOs from 2003 through 2005. These securities, which are classified as held to maturity, have a book value of $27,006 at September 30, 2011. Paydowns during the first nine months of 2011 amounted to $6,943, an annualized paydown rate of 27.3%. At the time of purchase, these securities were all rated AAA, with an original average loan-to-value (LTV) ratio of 66.1% and original credit score of 724. At origination, the credit support, or the amount of loss the collateral pool could absorb before the AAA securities would incur a credit loss, ranged from 2.0% to 7.0%. The current credit support range is now 2.5% to 20.0%, due to paydowns and good credit performance through the first half of 2008. Beginning in the second half of 2008, national delinquencies, an early warning sign of potential default, began to accelerate on the collateral pools. The slight upward trend of the rate of delinquencies throughout 2010 generally continued through the third quarter of 2011. All CMO holdings are current with regards to principal and interest.

The rating agencies monitor the underlying collateral performance of these non-agency CMOs for delinquencies, foreclosures and defaults. They also factor in trends in bankruptcies and housing values to ultimately arrive at an expected loss for a given piece of defaulted collateral. Based on deteriorating performance of the collateral, many of these types of securities have been downgraded by the rating agencies. For the Corporation’s portfolio, six of the ten non-agency CMOs have been downgraded since the original purchase date with one being downgraded this quarter.

The Corporation determines its credit-related losses by running scenario analysis on the underlying collateral. This analysis applies default assumptions to delinquencies already in the pipeline, projects future defaults based in part on the historical trends for the collateral, applies a rate of severity and estimates prepayment rates. Because of the limited historical trends for the collateral, multiple default scenarios were analyzed including scenarios that significantly elevate defaults over the next 12—18 months. Based on the results of the analysis, the Corporation’s management has concluded that there are currently no credit-related losses in its non-agency CMO portfolio.

17

The following table provides information relating to the Corporation’s non-agency CMOs as of September 30, 2011:

													Subordination Data
					Credit Rating				Credit Support %				Delinquency %												% Total Delinquency		Original % LTV		Original Credit Score
Security	Original Year		Book Value		S&P		Moody’s		Original		Current		. 30 Day		60 Day		90 Day		% Foreclosure		% OREO		% Bankruptcy
1		2003	$	2,991		AAA		n/a		2.5		5.9		0.9		0.3		0.8		0.7		0.0		0.5		3.2		51.9		738
2		2003		2,103		AAA		n/a		4.3		16.6		1.9		1.3		3.5		3.4		0.6		1.5		12.1		55.9		710
3		2003		1,403		AAA		n/a		2.0		6.6		0.9		0.0		1.1		2.6		0.2		0.5		5.3		47.2		741
4		2003		1,406		AAA		n/a		2.7		18.4		1.2		0.0		0.9		3.1		0.0		1.4		6.5		49.9		n/a
5		2004		3,604		AAA		Baa2		7.0		20.0		1.2		0.4		2.5		6.9		1.1		1.1		13.2		55.1		689
6		2004		2,514		AA+		n/a		5.3		10.4		0.0		0.5		3.7		2.4		0.0		1.0		7.6		46.1		734
7		2004		1,155		n/a		A1		2.5		8.7		0.0		0.0		0.0		6.3		0.0		0.0		6.3		55.6		736
8		2004		1,793		AAA		Baa2		4.4		9.4		1.2		0.8		0.7		2.5		0.5		1.5		7.2		55.0		733
9		2005		6,345		CCC		Caa1		5.1		4.6		3.8		1.2		10.5		7.7		1.2		2.2		26.6		65.3		706
10		2005		3,692		CC		B3		4.7		2.5		3.5		1.7		3.1		10.0		1.2		1.2		20.7		65.6		726
			$	27,006						4.1		9.3																57.1		718

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FEDERAL HOME LOAN BANK STOCK

The Corporation is a member of the Federal Home Loan Bank (FHLB) of Pittsburgh. The FHLB requires members to purchase and hold a specified minimum level of FHLB stock based upon their level of borrowings, collateral balances and participation in other programs offered by the FHLB. Stock in the FHLB is non-marketable and is redeemable at the discretion of the FHLB. Both cash and stock dividends on FHLB stock are reported as income.

Members do not purchase stock in the FHLB for the same reasons that traditional equity investors acquire stock in an investor-owned enterprise. Rather, members purchase stock to obtain access to the low-cost products and services offered by the FHLB. Unlike equity securities of traditional for-profit enterprises, the stock of FHLB does not provide its holders with an opportunity for capital appreciation because, by regulation, FHLB stock can only be purchased, redeemed and transferred at par value.

At September 30, 2011 and December 31, 2010, the Corporation’s FHLB stock totaled $24,754 and $26,564, respectively, and is included in other assets on the balance sheet. The Corporation accounts for the stock in accordance with ASC Topic 325, which requires the investment to be carried at cost and evaluated for impairment based on the ultimate recoverability of the par value.

The Corporation periodically evaluates its FHLB investment for possible impairment based on, among other things, the capital adequacy of the FHLB and its overall financial condition. The Federal Housing Finance Agency, the regulator of the FHLB, requires it to maintain a total capital-to-assets ratio of at least 4.0%. At June 30, 2011, the FHLB’s capital ratio of 7.9% exceeded the regulatory requirement. Failure by the FHLB to meet this regulatory capital requirement would require an in-depth analysis of other factors including:

• the member’s ability to access liquidity from the FHLB;

• the member’s funding cost advantage with the FHLB compared to alternative sources of funds;

• a decline in the market value of FHLB’s net assets relative to book value which may or may not affect future financial performance or cash flow;

• the FHLB’s ability to obtain credit and source liquidity, for which one indicator is the credit rating of the FHLB;

• the FHLB’s commitment to make payments taking into account its ability to meet statutory and regulatory payment obligations and the level of such payments in relation to the FHLB’s operating performance; and

• the prospects of amendments to laws that affect the rights and obligations of the FHLB.

At September 30, 2011, the Corporation believes its holdings in the stock are ultimately recoverable at par value and, therefore, determined that FHLB stock was not other-than-temporarily impaired. In addition, the Corporation has ample liquidity and does not require redemption of its FHLB stock in the foreseeable future.

LOANS

Following is a summary of loans, net of unearned income:

	September 30, 2011		December 31, 2010
Commercial	$	3,819,806	$	3,337,992
Direct installment		1,033,688		1,002,725
Residential mortgages		673,598		622,242
Indirect installment		538,366		514,369
Consumer lines of credit		580,968		493,881
Commercial leases		103,764		79,429
Other		38,350		37,517
	$	6,788,540	$	6,088,155

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Commercial is comprised of both commercial real estate loans and commercial and industrial loans. Direct installment is comprised of fixed-rate, closed-end consumer loans for personal, family or household use, such as home equity loans and automobile loans. Residential mortgages consist of conventional mortgage loans for non-commercial properties. Indirect installment is comprised of loans written by third parties, primarily automobile loans. Consumer lines of credit includes home equity lines of credit (HELOC) and consumer lines of credit that are either unsecured or secured by collateral other than home equity. Commercial leases consist of loans for new or used equipment. Other is primarily comprised of mezzanine loans and student loans.

Unearned income on loans was $45,145 and $42,183 at September 30, 2011 and December 31, 2010, respectively.

The loan portfolio consists principally of loans to individuals and small- and medium-sized businesses within the Corporation’s primary market area of Pennsylvania and northeastern Ohio. The portfolio also includes commercial loans in Florida, which totaled $176,578 or 2.6% of total loans as of September 30, 2011 compared to $195,281 or 3.2% of total loans as of December 31, 2010. In addition, the portfolio contains consumer finance loans to individuals in Pennsylvania, Ohio, Tennessee and Kentucky, which totaled $161,832 or 2.4% of total loans as of September 30, 2011 compared to $162,805 or 2.7% of total loans as of December 31, 2010.

The composition of the Corporation’s commercial loan portfolio in Florida consisted of the following as of September 30, 2011: unimproved residential land (7.5%), unimproved commercial land (18.3%), improved land (2.5%), income producing commercial real estate (51.2%), residential construction (6.4%), commercial construction (12.8%) and owner-occupied (1.3%). The weighted average loan-to-value ratio for this portfolio based on most recent appraisals was 81.5% as of September 30, 2011.

The majority of the Corporation’s loan portfolio consists of commercial loans. As of September 30, 2011 and December 31, 2010, commercial real estate loans were $2,310,497 and $2,115,492, or 34.0% and 34.7% of total loans, respectively. As of September 30, 2011, approximately 47.0% of the commercial real estate loans were owner-occupied, while the remaining 53.0% were non-owner-occupied. As of September 30, 2011 and December 31, 2010, the Corporation had commercial construction loans of $199,649 and $202,018, respectively, representing 2.9% and 3.3%, respectively, of total loans for those periods.

CREDIT QUALITY

Management monitors the credit quality of the Corporation’s loan portfolio on an ongoing basis. Measurement of delinquency and past due status are based on the contractual terms of each loan.

Non-performing loans include non-accrual loans and non-performing TDRs. Past due loans are reviewed on a monthly basis to identify loans for non-accrual status. The Corporation places a loan on non-accrual status and discontinues interest accruals generally when principal or interest is due and has remained unpaid for 90 to 180 days depending on the loan type. When a loan is placed on non-accrual status, all unpaid interest recognized in the current year is reversed and interest accrued in prior years is charged to the allowance for loan losses. Non-accrual loans may not be restored to accrual status until all delinquent principal and interest have been paid and the ultimate collectibility of the remaining principal and interest is reasonably assured. TDRs are loans in which the borrower has been granted a concession on the interest rate or the original repayment terms due to financial distress. Non-performing assets also include debt securities on which OTTI has been taken in the current or prior periods.

Following is a summary of non-performing assets:

	September 30, 2011		December 31, 2010
Non-accrual loans	$	113,416	$	115,589
Troubled debt restructurings		12,017		19,705
Total non-performing loans		125,433		135,294
Other real estate owned (OREO)		34,640		32,702
Total non-performing loans and OREO		160,073		167,996
Non-performing investments		5,685		5,974
Total non-performing assets	$	165,758	$	173,970

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	September 30, 2011			December 31, 2010
Asset quality ratios:
Non-performing loans as a percent of total loans		1.85	%		2.22	%
Non-performing loans + OREO as a percent of total loans + OREO		2.35	%		2.74	%
Non-performing assets as a percent of total assets		1.67	%		1.94	%

Following is an age analysis of the Corporation’s past due loans, by class:

	30-89 Days Past Due		>90 Days Past Due and Still Accruing		Non- Accrual		Total Past Due		Current		Total Loans
September 30, 2011
Commercial	$	17,139	$	9,604	$	103,101	$	129,844	$	3,689,962	$	3,819,806
Direct installment		8,692		2,709		3,435		14,836		1,018,852		1,033,688
Residential mortgages		11,593		3,723		3,577		18,893		654,705		673,598
Indirect installment		3,668		300		899		4,867		533,499		538,366
Consumer lines of credit		2,303		260		1,054		3,617		577,351		580,968
Commercial leases		1,021		—		1,350		2,371		101,393		103,764
Other		1		14		—		15		38,335		38,350
	$	44,417	$	16,610	$	113,416	$	174,443	$	6,614,097	$	6,788,540
December 31, 2010
Commercial	$	17,101	$	3,020	$	106,724	$	126,845	$	3,211,147	$	3,337,992
Direct installment		8,603		2,496		3,285		14,384		988,341		1,002,725
Residential mortgages		9,127		2,144		3,272		14,543		607,699		622,242
Indirect installment		5,659		394		750		6,803		507,566		514,369
Consumer lines of credit		1,581		571		588		2,740		491,141		493,881
Commercial leases		1,551		9		970		2,530		76,899		79,429
Other		—		—		—		—		37,517		37,517
	$	43,622	$	8,634	$	115,589	$	167,845	$	5,920,310	$	6,088,155

The Corporation utilizes the following categories to monitor credit quality within its commercial loan portfolio:

Pass	in general, the condition of the borrower and the performance of the loan is satisfactory or better
Special Mention	in general, the condition of the borrower has deteriorated although the loan performs as agreed
Substandard	in general, the condition of the borrower has significantly deteriorated and the performance of the loan could further deteriorate if deficiencies are not corrected
Doubtful	in general, the condition of the borrower has significantly deteriorated and the collection in full of both principal and interest is highly questionable or improbable

The use of these internally assigned credit quality categories within the commercial loan portfolio permits management’s use of migration and roll rate analysis to estimate a quantitative portion of credit risk. The Corporation’s internal credit risk grading system is based on past experiences with similarly graded loans and conforms with regulatory categories. In general, loan risk ratings within each category are reviewed on an ongoing basis according to the Corporation’s policy for each class of loans. Each quarter, management analyzes the resulting ratings, as well as other external statistics and factors such as delinquency, to track the migration performance of the commercial loan portfolio. Loans that migrate toward the Pass credit category or within the Pass credit category generally have a lower risk of loss and therefore a lower risk factor compared to loans that migrate toward the Substandard or Doubtful credit categories which generally have a higher risk of loss and therefore a higher risk factor applied to those related loan balances.

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Following is a table showing commercial loans by credit quality category:

	Commercial Loan Credit Quality Categories
	Pass		Special Mention		Substandard		Doubtful		Total
September 30, 2011
Commercial – PA	$	3,319,082	$	133,017	$	185,777	$	5,352	$	3,643,228
Commercial – FL		79,010		16,912		80,656		—		176,578
Commercial leases		98,685		3,195		1,884		—		103,764
	$	3,496,777	$	153,124	$	268,317	$	5,352	$	3,923,570
December 31, 2010
Commercial – PA	$	2,887,682	$	80,409	$	170,714	$	3,906	$	3,142,711
Commercial – FL		83,444		38,664		73,173		—		195,281
Commercial leases		77,945		505		979		—		79,429
	$	3,049,071	$	119,578	$	244,866	$	3,906	$	3,417,421

The Corporation uses payment status and delinquency migration analysis within the consumer and other loan classes to enable management to estimate a quantitative portion of credit risk. Each month, management analyzes payment and volume activity, as well as other external statistics and factors such as unemployment, to determine how consumer loans are performing.

Following is a table showing consumer and other loans by payment activity:

	Consumer Loan Credit Quality by Payment Status
	Performing		Non-Performing		Total
September 30, 2011
Direct installment	$	1,025,841	$	7,847	$	1,033,688
Residential mortgages		664,190		9,408		673,598
Indirect installment		537,399		967		538,366
Consumer lines of credit		579,820		1,148		580,968
Other		38,350		—		38,350
December 31, 2010
Direct installment	$	991,921	$	10,804	$	1,002,725
Residential mortgages		608,642		13,600		622,242
Indirect installment		513,619		750		514,369
Consumer lines of credit		493,075		806		493,881
Other		37,517		—		37,517

Loans are designated as impaired when, in the opinion of management, based on current information and events, the collection of principal and interest in accordance with the loan contract is doubtful. Typically, the Corporation does not consider loans for impairment unless a sustained period of delinquency (i.e. 90-plus days) is noted or there are subsequent events that impact repayment probability (i.e. negative financial trends, bankruptcy filings, imminent foreclosure proceedings, etc.). Impairment is evaluated in total for smaller-balance loans of a similar nature and on an individual loan basis for other loans. If a loan is impaired, a specific valuation allowance is allocated, if necessary, so that the loan is reported net, at the present value of estimated future cash flows using the loan’s existing rate or at the fair value of collateral if repayment is expected solely from the collateral. Consistent with the Corporation’s existing method of income recognition for loans, interest on impaired loans, except those classified as non-accrual, is recognized as income using the accrual method. Impaired loans, or portions thereof, are charged off when deemed uncollectible.

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Following is a summary of information pertaining to loans considered to be impaired, by class of loans:

	Recorded Investment		Unpaid Principal Balance		Related Allowance		Average Recorded Investment		Interest Income Recognized
At or For the Nine Months Ended September 30, 2011
With no specific allowance recorded:
Commercial	$	69,982	$	92,343	$	—	$	67,551	$	347
Direct installment		7,847		8,091		—		9,894		244
Residential mortgages		9,408		9,570		—		12,411		208
Indirect installment		967		1,062		—		971		8
Consumer lines of credit		1,148		1,148		—		1,108		7
Commercial leases		1,350		1,350		—		1,045		—
Other		—		—		—		—		—
With a specific allowance recorded:
Commercial		35,681		38,471		9,012		34,654		65
Direct installment		—		—		—		—		—
Residential mortgages		—		—		—		—		—
Indirect installment		—		—		—		—		—
Consumer lines of credit		—		—		—		—		—
Commercial leases		—		—		—		—		—
Other		—		—		—		—		—
Total:
Commercial		105,663		130,814		9,012		102,205		412
Direct installment		7,847		8,091		—		9,894		244
Residential mortgages		9,408		9,570		—		12,441		208
Indirect installment		967		1,062		—		971		8
Consumer lines of credit		1,148		1,148		—		1,108		7
Commercial leases		1,350		1,350		—		1,045		—
Other		—		—		—		—		—

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	Recorded Investment		Unpaid Principal Balance		Related Allowance		Average Recorded Investment		Interest Income Recognized
At or For the Year Ended December 31, 2010
With no specific allowance recorded:
Commercial	$	70,832	$	95,725	$	—	$	81,394	$	98
Direct installment		4,542		4,669		—		5,613		77
Residential mortgages		8,032		8,055		—		8,233		260
Indirect installment		750		1,930		—		833		—
Consumer lines of credit		589		604		—		584		—
Commercial leases		979		979		—		749		—
Other		—		—		—		—		—
With a specific allowance recorded:
Commercial		37,532		39,250		10,313		38,070		—
Direct installment		6,262		6,340		626		4,503		275
Residential mortgages		5,568		5,568		557		4,252		246
Indirect installment		—		—		—		—		—
Consumer lines of credit		217		217		22		138		9
Commercial leases		—		—		—		—		—
Other		—		—		—		—		—
Total:
Commercial		108,364		134,975		10,313		119,464		98
Direct installment		10,804		11,009		626		10,116		352
Residential mortgages		13,600		13,623		557		12,485		506
Indirect installment		750		1,930		—		833		—
Consumer lines of credit		806		821		22		722		9
Commercial leases		979		979		—		749		—
Other		—		—		—		—		—

Troubled Debt Restructurings

TDRs are loans whose contractual terms have been modified in a manner that grants a concession to a borrower experiencing financial difficulties. TDRs typically result from loss mitigation activities and could include the extension of a maturity date, interest rate reduction, principal forgiveness, deferral or decrease in payments for a period of time and other actions intended to minimize the economic loss and to avoid foreclosure or repossession of collateral.

Following is a summary of the composition of total TDRs:

	September 30, 2011		December 31, 2010
Accruing:
Performing	$	15,415	$	—
Non-performing		12,017		19,705
Non-accrual		12,076		19,627
	$	39,508	$	39,332

TDRs that are accruing and performing include acquired loans that met the criteria for non-accrual of interest prior to acquisition for which the Corporation can reasonably estimate the timing and amount of the expected cash flows on such loans and for which the Corporation expects to fully collect the new carrying value of the loans. During the quarter ended September 30, 2011, the Corporation returned to performing status $9,623 in restructured loans secured by residential mortgages that have consistently met their modified obligations for an extended period of time. TDRs that are accruing and non-performing are comprised of loans that have not demonstrated a consistent repayment pattern for more than six months. TDRs that are on non-accrual are comprised of loans that have been 90 days or more past

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due at some point in time. These loans are not placed on accruing status until all delinquent principal and interest have been paid and the ultimate collectibility of the remaining principal and interest is reasonably assured as evidenced by a period of satisfactory performance of six months. Some loan modifications classified as TDRs may not ultimately result in the full collection of principal and interest, as modified, and result in potential incremental losses which are factored into the allowance for loan losses estimate.

Excluding purchased impaired loans, commercial loans whose terms have been modified in a TDR are generally placed on non-accrual, individually analyzed and measured for estimated impairment based on the fair value of the underlying collateral. The Corporation’s allowance for loan losses included specific reserves for commercial TDRs of $146 and $515 at September 30, 2011 and December 31, 2010, respectively. Upon default, the amount of the recorded investment in the TDR in excess of the fair value of the collateral less estimated selling costs is generally considered a confirmed loss and is charged-off against the allowance for loan losses.

All other classes of loans, which are primarily secured by residential properties, whose terms have been modified in a TDR are pooled and measured for estimated impairment based on the expected net present value of the estimated future cash flows of the pool. The Corporation’s allowance for loan losses included pooled reserves for these classes of loans of $916 and $1,205 at September 30, 2011 and December 31, 2010, respectively. Upon default of an individual loan, the Corporation’s charge-off policy is followed accordingly for that class of loan.

The majority of TDRs are the result of interest rate concessions for a limited period of time. Following is a summary of loans, by class, that have been restructured during the periods indicated:

	Three Months Ended September 30, 2011						Nine Months Ended September 30, 2011
	Number of Contracts		Pre- Modification Outstanding Recorded Investment		Post- Modification Outstanding Recorded Investment		Number of Contracts		Pre- Modification Outstanding Recorded Investment		Post- Modification Outstanding Recorded Investment
Commercial		13	$	1,424	$	1,368		17	$	4,728	$	4,672
Direct installment		106		1,182		1,159		258		3,019		2,961
Residential mortgages		19		1,106		1,106		72		5,043		5,043
Indirect installment		5		4		4		16		41		41
Consumer lines of credit		2		3		2		2		3		2
Commercial leases		—		—		—		—		—		—
Other		—		—		—		—		—		—
		145	$	3,719	$	3,639		365	$	12,834	$	12,719

Following is a summary of TDRs, by class of loans, for which there was a payment default during the periods indicated. Default occurs when a loan is 90 days or more past due and is within 12 months of restructuring.

	Three Months Ended September 30, 2011 (1)				Nine Months Ended September 30, 2011 (1)
	Number of Contracts		Recorded Investment		Number of Contracts		Recorded Investment
Commercial		1	$	240		4	$	2,390
Direct installment		—		—		18		301
Residential mortgages		—		—		2		20
Indirect installment		—		—		2		4
Consumer lines of credit		—		—		—		—
Commercial leases		—		—		—		—
Other		—		—		—		—
		1	$	240		26	$	2,715

(1) Excludes loans that were either charged-off or cured by period end. The recorded investment is as of September 30, 2011.

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ALLOWANCE FOR LOAN LOSSES

The allowance for loan losses represents management’s estimate of probable loan losses inherent in the loan portfolio at a specific point in time. This estimate includes losses associated with specifically identified loans, as well as estimated probable credit losses inherent in the remainder of the loan portfolio. Additions are made to the allowance through both periodic provisions charged to income and recoveries of losses previously incurred. Reductions to the allowance occur as loans are charged off. Management evaluates the adequacy of the allowance at least quarterly, and in doing so relies on various factors including, but not limited to, assessment of historical loss experience, delinquency and non-accrual trends, portfolio growth, underlying collateral coverage and current economic conditions. This evaluation is subjective and requires material estimates that may change over time.

The components of the allowance for loan losses represent estimates based upon ASC Topic 450, Contingencies, and ASC Topic 310, Receivables. ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages and consumer lines of credit, as well as commercial loans that are not individually evaluated for impairment under ASC Topic 310. ASC Topic 310 is applied to commercial loans that are individually evaluated for impairment.

Under ASC Topic 310, a loan is impaired when, based upon current information and events, it is probable that the loan will not be repaid according to its original contractual terms, including both principal and interest. Management performs individual assessments of impaired loans to determine the existence of loss exposure and, where applicable, the extent of loss exposure based upon the present value of expected future cash flows available to pay the loan, or based upon the fair value of the collateral less estimated selling costs where a loan is collateral dependent.

In estimating loan loss contingencies, management considers numerous factors, including historical charge-off rates and subsequent recoveries. Management also considers, but is not limited to, qualitative factors that influence the Corporation’s credit quality, such as delinquency and non-performing loan trends, changes in loan underwriting guidelines and credit policies, as well as the results of internal loan reviews. Finally, management considers the impact of changes in current local and regional economic conditions in the markets that the Corporation serves. Assessment of relevant economic factors indicates that the Corporation’s primary markets historically tend to lag the national economy, with local economies in the Corporation’s primary market areas also improving or weakening, as the case may be, but at a more measured rate than the national trends. Regional economic factors influencing management’s estimate of reserves include uncertainty of the labor markets in the regions the Corporation serves as well as the impact of unemployment trends in these areas, which have fluctuated in response to the recent economic cycle. Homogeneous loan pools are evaluated using similar criteria that are based upon historical loss rates for various loan types. Historical loss rates are adjusted to incorporate changes in existing conditions that may impact, both positively or negatively, the degree to which these loss histories may vary. This determination inherently involves a high degree of uncertainty and considers current risk factors that may not have occurred in the Corporation’s historical loan loss experience.

At September 30, 2011 and December 31, 2010, there were $16,372 and $3,626 of loans, respectively, that were impaired loans acquired with no associated allowance for loan losses as they were accounted for in accordance with ASC Topic 310-30, Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality.

Following is a summary of changes in the allowance for loan losses:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Balance at beginning of period	$	109,224		$	114,040		$	106,120		$	104,655
Charge-offs		(9,729	)		(10,210	)		(24,632	)		(26,495	)
Recoveries		745			484			1,973			1,951
Net charge-offs		(8,984	)		(9,726	)		(22,659	)		(24,544	)
Provision for loan losses		8,573			12,313			25,352			36,516
Balance at end of period	$	108,813		$	116,627		$	108,813		$	116,627
Allowance for loan losses to:
Total loans, net of unearned income								1.60	%		1.94	%
Non-performing loans								86.75	%		75.54	%

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Following is a summary of changes in the allowance for loan losses by loan class for the three months ended September 30, 2011:

	Balance at Beginning of Period		Charge-Offs			Recoveries		Provision for Loan Losses		Balance at End of Period
Commercial	$	77,958	$	(5,744	)	$	250	$	4,957	$	77,421
Direct installment		14,915		(1,920	)		212		1,371		14,578
Residential mortgages		4,480		(233	)		14		95		4,356
Indirect installment		5,705		(775	)		121		594		5,645
Consumer lines of credit		4,796		(285	)		97		774		5,382
Commercial leases		1,273		(173	)		28		289		1,417
Other		97		(599	)		23		493		14
	$	109,224	$	(9,729	)	$	745	$	8,573	$	108,813

Following is a summary of changes in the allowance for loan losses by loan class for the nine months ended September 30, 2011:

	Balance at Beginning of Period		Charge-Offs			Recoveries		Provision for Loan Losses		Balance at End of Period
Commercial	$	74,606	$	(12,772	)	$	579	$	15,008	$	77,421
Direct installment		14,941		(6,422	)		646		5,413		14,578
Residential mortgages		4,578		(640	)		45		373		4,356
Indirect installment		5,941		(2,312	)		415		1,601		5,645
Consumer lines of credit		4,743		(1,103	)		184		1,558		5,382
Commercial leases		1,070		(378	)		58		667		1,417
Other		241		(1,005	)		46		732		14
	$	106,120	$	(24,632	)	$	1,973	$	25,352	$	108,813

Following is a summary of the individual and collective allowance for loan losses and corresponding loan balances by class as of September 30, 2011:

	Allowance				Loans Outstanding
	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Loans		Individually Evaluated for Impairment		Collectively Evaluated for Impairment
Commercial	$	9,012	$	68,409	$	3,819,806	$	120,825	$	3,698,981
Direct installment		—		14,578		1,033,688		—		1,033,688
Residential mortgages		—		4,356		673,598		—		673,598
Indirect installment		—		5,645		538,366		—		538,366
Consumer lines of credit		—		5,382		580,968		—		580,968
Commercial leases		—		1,417		103,764		—		103,764
Other		—		14		38,350		—		38,350
	$	9,012	$	99,801	$	6,788,540	$	120,825	$	6,667,715

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BORROWINGS

Following is a summary of short-term borrowings:

	September 30, 2011		December 31, 2010
Securities sold under repurchase agreements	$	672,866	$	611,902
Subordinated notes		134,477		131,458
Other short-term borrowings		10,000		10,243
	$	817,343	$	753,603

Securities sold under repurchase agreements is comprised of customer repurchase agreements, which are borrowings from commercial customers of FNBPA which are generally renewable on a daily basis. Securities are pledged to these customers in an amount equal to the outstanding balance.

Following is a summary of long-term debt:

	September 30, 2011		December 31, 2010
Federal Home Loan Bank advances	$	136,051	$	118,700
Subordinated notes		77,013		72,745
Other subordinated debt		9,116		—
Convertible debt		608		613
	$	222,788	$	192,058

The Corporation’s banking affiliate has available credit with the FHLB of $2,029,170 of which $136,051 was used as of September 30, 2011. These advances are secured by loans collateralized by 1-4 family mortgages and FHLB stock and are scheduled to mature in various amounts periodically through the year 2019. Effective interest rates paid on these advances range from 0.99% to 4.19% for the nine months ended September 30, 2011 and 0.99% to 4.79% for the year ended December 31, 2010.

JUNIOR SUBORDINATED DEBT

The Corporation has four unconsolidated subsidiary trusts (collectively, the Trusts): F.N.B. Statutory Trust I, F.N.B. Statutory Trust II, Omega Financial Capital Trust I and Sun Bancorp Statutory Trust I. One hundred percent of the common equity of each Trust is owned by the Corporation. The Trusts were formed for the purpose of issuing Corporation-obligated mandatorily redeemable capital securities (TPS) to third-party investors. The proceeds from the sale of TPS and the issuance of common equity by the Trusts were invested in junior subordinated debt securities (subordinated debt) issued by the Corporation, which are the sole assets of each Trust. Since third-party investors are the primary beneficiaries, the Trusts are not consolidated in the Corporation’s financial statements. The Trusts pay dividends on the TPS at the same rate as the distributions paid by the Corporation on the junior subordinated debt held by the Trusts. Omega Financial Capital Trust I and Sun Bancorp Statutory Trust I were acquired as a result of a previous acquisition.

Distributions on the subordinated debt issued to the Trusts are recorded as interest expense by the Corporation. The TPS are subject to mandatory redemption, in whole or in part, upon repayment of the subordinated debt. The TPS are eligible for redemption, at any time, at the Corporation’s discretion. The subordinated debt, net of the Corporation’s investment in the Trusts, qualifies as Tier 1 capital under the Board of Governors of the Federal Reserve System (FRB) guidelines. The Corporation has entered into agreements which, when taken collectively, fully and unconditionally guarantee the obligations under the TPS subject to the terms of each of the guarantees.

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The following table provides information relating to the Trusts as of September 30, 2011:

	F.N.B. Statutory Trust I			F.N.B. Statutory Trust II			Omega Financial Capital  Trust I			Sun  Bancorp Statutory Trust I
Trust preferred securities	$	125,000		$	21,500		$	36,000		$	16,500
Common securities		3,866			665			1,114			511
Junior subordinated debt		128,866			22,165			35,912			17,011
Stated maturity date		3/31/33			6/15/36			10/18/34			2/22/31
Interest rate		3.50	%		2.00	%		2.44	%		10.20	%
		variable; LIBOR plus 325 basis points			variable; LIBOR plus 165 basis points			variable; LIBOR plus 219 basis points

DERIVATIVE INSTRUMENTS

The Corporation is exposed to certain risks arising from both its business operations and economic conditions. The Corporation principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Corporation manages economic risks, including interest rate, liquidity, and credit risk, primarily by managing the amount, sources, and duration of its assets and liabilities. The Corporation’s existing interest rate derivatives result from a service provided to certain qualifying customers. The Corporation manages its derivative instruments in order to minimize its net risk exposure resulting from such transactions.

The Corporation periodically enters into interest rate swap agreements to meet the financing, interest rate and equity risk management needs of its commercial loan customers. These agreements provide the customer the ability to convert from variable to fixed interest rates. The Corporation then enters into positions with a derivative counterparty in order to offset its exposure on the fixed components of the customer agreements. These agreements meet the definition of derivatives, but are not designated as hedging instruments under ASC Topic 815, Derivatives and Hedging. The interest rate swap agreement with the loan customer and with the counterparty are reported at fair value in other assets and other liabilities on the consolidated balance sheet with any resulting gain or loss recorded in current period earnings as other income.

At September 30, 2011, the Corporation was party to 183 swaps with customers with notional amounts totaling approximately $620,287 and 183 swaps with derivative counterparties with notional amounts totaling approximately $620,287. The following table presents the fair value of the Corporation’s derivative financial instruments as well as their classification on the balance sheet:

	Balance Sheet Location		September 30, 2011		December 31, 2010
Interest Rate Products:
Asset derivatives		Other assets	$	51,984	$	25,631
Liability derivatives		Other liabilities		51,870		25,043

The following table presents the effect of the Corporation’s derivative financial instruments on the income statement:

	Income Statement Location
			Nine Months  Ended September 30,
			2011			2010
Interest rate products		Other income	$	(475	)	$	(399	)

The Corporation has agreements with each of its derivative counterparties that contain a provision where if the Corporation defaults on any of its indebtedness, including default where repayment of the indebtedness has not been accelerated by the lender, then the Corporation could also be declared in default on its derivative obligations. The Corporation also has agreements with certain of its derivative counterparties that contain a provision if the Corporation fails to maintain its status as a well capitalized institution, then the counterparty could terminate the derivative positions

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and the Corporation would be required to settle its obligations under the agreements. Certain of the Corporation’s agreements with its derivative counterparties contain provisions where if a material or adverse change occurs that materially changes the Corporation’s creditworthiness in an adverse manner the Corporation may be required to fully collateralize its obligations under the derivative instrument.

Interest rate swap agreements generally require posting of collateral by either party under certain conditions. As of September 30, 2011, the fair value of counterparty derivatives in a net liability position, which includes accrued interest but excludes any adjustment for non-performance risk related to these agreements, was $52,962. At September 30, 2011, the Corporation has posted collateral with derivative counterparties with a fair value of $52,793, of which none is cash collateral. Additionally, if the Corporation had breached its agreements with its derivative counterparties it would be required to settle its obligations under the agreements at the termination value and would be required to pay an additional $170 in excess of amounts previously posted as collateral with the respective counterparty.

The Corporation has entered into interest rate lock commitments to originate residential mortgage loans held for sale and forward commitments to sell residential mortgage loans to secondary market investors. These arrangements are considered derivative instruments. The fair values of the Corporation’s rate lock commitments to customers and commitments with investors at September 30, 2011 are not material.

COMMITMENTS, CREDIT RISK AND CONTINGENCIES

The Corporation has commitments to extend credit and standby letters of credit that involve certain elements of credit risk in excess of the amount stated in the consolidated balance sheet. The Corporation’s exposure to credit loss in the event of non-performance by the customer is represented by the contractual amount of those instruments. The credit risk associated with loan commitments and standby letters of credit is essentially the same as that involved in extending loans to customers and is subject to normal credit policies. Since many of these commitments expire without being drawn upon, the total commitment amounts do not necessarily represent future cash flow requirements.

Following is a summary of off-balance sheet credit risk information:

	September 30, 2011		December 31, 2010
Commitments to extend credit	$	1,837,315	$	1,550,256
Standby letters of credit		112,431		101,185

At September 30, 2011, funding of 80.7% of the commitments to extend credit was dependent on the financial condition of the customer. The Corporation has the ability to withdraw such commitments at its discretion. Commitments generally have fixed expiration dates or other termination clauses and may require payment of a fee. Based on management’s credit evaluation of the customer, collateral may be deemed necessary. Collateral requirements vary and may include accounts receivable, inventory, property, plant and equipment and income-producing commercial properties.

Standby letters of credit are conditional commitments issued by the Corporation that may require payment at a future date. The credit risk involved in issuing letters of credit is quantified on a quarterly basis, through the review of historical performance of the Corporation’s portfolios and allocated as a liability on the Corporation’s balance sheet.

The Corporation and its subsidiaries are involved in various pending and threatened legal proceedings in which claims for monetary damages and other relief are asserted. These actions include claims brought against the Corporation and its subsidiaries where the Corporation or a subsidiary acted as one or more of the following: a depository bank, lender, underwriter, fiduciary, financial advisor, broker or was engaged in other business activities. Although the ultimate outcome for any asserted claim cannot be predicted with certainty, the Corporation believes that it and its subsidiaries have valid defenses for all asserted claims. Reserves are established for legal claims when losses associated with the claims are judged to be probable and the amount of the loss can be reasonably estimated.

Based on information currently available, advice of counsel, available insurance coverage and established reserves, the Corporation does not anticipate, at the present time, that the aggregate liability, if any, arising out of such legal proceedings will have a material adverse effect on the Corporation’s consolidated financial position. However, the

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Corporation cannot determine whether or not any claims asserted against it will have a material adverse effect on its consolidated results of operations in any future reporting period.

STOCK INCENTIVE PLANS

Restricted Stock

The Corporation issues restricted stock awards, consisting of both restricted stock and restricted stock units, to key employees under its Incentive Compensation Plans (Plans). The grant date fair value of the restricted stock awards is equal to the price of the Corporation’s common stock on the grant date. For the nine months ended September 30, 2011 and 2010, the Corporation issued 384,847 and 500,707 restricted stock awards with aggregate weighted average grant date fair values of $3,888 and $3,890, respectively, under these Plans. As of September 30, 2011, the Corporation had available up to 3,319,016 shares of common stock to issue under these Plans.

Under the Plans, more than half of the restricted stock awards granted to management are earned if the Corporation meets or exceeds certain financial performance results when compared to its peers. These performance-related awards are expensed ratably from the date that the likelihood of meeting the performance measure is probable through the end of a four-year vesting period. The service-based awards are expensed ratably over a three-year vesting period. The Corporation also issues discretionary service-based awards to certain employees that vest over five years.

The unvested restricted stock awards are eligible to receive cash dividends or dividend equivalents which are ultimately used to purchase additional shares of stock. Any additional shares of stock received as a result of cash dividends are subject to forfeiture if the requisite service period is not completed or the specified performance criteria are not met. These awards are subject to certain accelerated vesting provisions upon retirement, death, disability or in the event of a change of control as defined in the award agreements.

Share-based compensation expense related to restricted stock awards was $3,200 and $2,059 for the nine months ended September 30, 2011 and 2010, the tax benefit of which was $1,120 and $721, respectively.

The following table summarizes certain information concerning restricted stock awards:

	Nine Months Ended September 30,
	2011					2010
	Awards			Weighted Average Grant Price		Awards			Weighted Average Grant Price
Unvested awards outstanding at beginning of period		1,309,489		$	8.52		854,440		$	10.57
Granted		384,847			10.10		500,707			7.77
Net performance adjustment		150,889			7.92		—			—
Vested		(172,030	)		13.57		(95,281	)		15.05
Forfeited		(1,397	)		9.20		(32,008	)		9.21
Dividend reinvestment		52,656			9.69		50,208			8.37
Unvested awards outstanding at end of period		1,724,454			8.36		1,278,066			9.09

The total fair value of awards vested was $1,767 and $698 for the nine months ended September 30, 2011 and 2010, respectively.

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As of September 30, 2011, there was $6,553 of unrecognized compensation cost related to unvested restricted stock awards including $183 that is subject to accelerated vesting under the Plan’s immediate vesting upon retirement provision for awards granted prior to the adoption of ASC Topic 718, Compensation – Stock Compensation, on January 1, 2006. The components of the restricted stock awards as of September 30, 2011 are as follows:

	Service- Based Awards		Performance- Based Awards		Total
Unvested awards		570,706		1,153,748		1,724,454
Unrecognized compensation expense	$	1,957	$	4,596	$	6,553
Intrinsic value	$	4,891	$	9,888	$	14,779
Weighted average remaining life (in years)		2.06		2.40		2.28

Stock Options

The Corporation did not grant stock options during the nine months ended September 30, 2011 or 2010. All outstanding stock options were granted at prices equal to the fair market value at the date of the grant, are primarily exercisable within ten years from the date of the grant and were fully vested as of January 1, 2006. The Corporation issues shares of treasury stock or authorized but unissued shares to satisfy stock options exercised. Shares issued upon the exercise of stock options were 8,389 for the nine months ended September 30, 2011. No stock options were exercised during the nine months ended September 30, 2010.

The following table summarizes certain information concerning stock option awards:

	Nine Months Ended September 30,
	2011					2010
	Shares			Weighted Average Exercise Price		Shares			Weighted Average Exercise Price
Options outstanding at beginning of period		770,610		$	14.28		968,090		$	13.67
Exercised		(8,389	)		2.68		—			—
Forfeited		(171,521	)		12.52		(155,613	)		11.42
Options outstanding and exercisable at end of period		590,700			14.96		812,477			14.10

The intrinsic value of outstanding and exercisable stock options at September 30, 2011 was $(3,673), since the fair value of the stock subject to the options was less than the exercise price.

Warrants

In conjunction with its participation in the U.S. Department of the Treasury (UST) Capital Purchase Program (CPP), the Corporation issued to the UST a warrant to purchase up to 1,302,083 shares of the Corporation’s common stock. Pursuant to Section 13(H) of the Warrant to Purchase Common Stock, the number of shares of common stock issuable upon exercise of the warrant was reduced in half to 651,042 shares on June 16, 2009, the date the Corporation completed a public offering. The warrant, which expires in 2019, has an exercise price of $11.52 per share.

RETIREMENT AND OTHER POSTRETIREMENT BENEFIT PLANS

The Corporation sponsors the Retirement Income Plan (RIP), a qualified noncontributory defined benefit pension plan that covered substantially all salaried employees hired prior to January 1, 2008. The RIP covers employees who satisfy minimum age and length of service requirements. During 2006, the Corporation amended the RIP such that effective January 1, 2007 benefits were earned based on the employee’s compensation each year. The plan amendment resulted in a remeasurement that produced a net unrecognized service credit of $14,079, which had been amortized over the average period of future service of active employees of 13.5 years. The Corporation’s funding guideline has been to make annual contributions to the RIP each year, if necessary, such that minimum funding requirements have been met. The Corporation amended the RIP on October 20, 2010 to be frozen effective December

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31, 2010, at which time the Corporation recognized the remaining previously unrecognized prior service credit of $10,543 as a reduction to expense.

The Corporation also sponsors two supplemental non-qualified retirement plans. The ERISA Excess Retirement Plan provides retirement benefits equal to the difference, if any, between the maximum benefit allowable under the Internal Revenue Code and the amount that would be provided under the RIP, if no limits were applied. The Basic Retirement Plan (BRP) is applicable to certain officers whom the Board of Directors designates. Officers participating in the BRP receive a benefit based on a target benefit percentage based on years of service at retirement and a designated tier as determined by the Board of Directors. When a participant retires, the basic benefit under the BRP is a monthly benefit equal to the target benefit percentage times the participant’s highest average monthly cash compensation during five consecutive calendar years within the last ten calendar years of employment. This monthly benefit was reduced by the monthly benefit the participant receives from Social Security, the RIP, the ERISA Excess Retirement Plan and the annuity equivalent of the three percent automatic contributions to the qualified 401(k) defined contribution plan and the ERISA Excess Lost Match Plan. The BRP was frozen as of December 31, 2008. The ERISA Excess Retirement Plan was frozen as of December 31, 2010.

The net periodic benefit cost for the defined benefit plans includes the following components:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Service cost	$	19		$	899		$	40		$	2,709
Interest cost		1,731			1,741			5,015			5,258
Expected return on plan assets		(1,996	)		(1,875	)		(5,651	)		(5,621	)
Amortization:
Unrecognized net transition asset		(24	)		(23	)		(69	)		(70	)
Unrecognized prior service cost (credit)		2			(287	)		5			(880	)
Unrecognized loss		286			843			844			2,284
Net periodic pension benefit cost	$	18		$	1,298		$	184		$	3,680

The Corporation’s subsidiaries participate in a qualified 401(k) defined contribution plan under which eligible employees may contribute a percentage of their salary. The Corporation matched 50 percent of an eligible employee’s contribution on the first 6 percent that the employee deferred through December 31, 2010. Beginning in 2011, the Corporation matches 100% of the first four percent that the employee defers. Employees are eligible to participate upon their first day of employment or having attained age 21, whichever is later. In 2007, the Corporation began making an automatic two percent contribution and may make an additional contribution of up to two percent depending on the Corporation achieving its performance goals for the plan year. Effective January 1, 2008, in lieu of the RIP benefit, the automatic contribution for substantially all new full-time employees was increased from two percent to four percent. Beginning in 2011, substantially all employees will receive an automatic contribution of three percent of compensation at the end of the year. The Corporation’s contribution expense was $6,222 and $3,724 for the nine months ended September 30, 2011 and 2010, respectively.

The Corporation also sponsors an ERISA Excess Lost Match Plan for certain officers. This plan provides retirement benefits equal to the difference, if any, between the maximum benefit allowable under the Internal Revenue Code and the amount that would have been provided under the qualified 401(k) defined contribution plan, if no limits were applied.

The Corporation sponsors a pre-Medicare eligible postretirement medical insurance plan for retirees of certain affiliates between the ages of 62 and 65. During 2006, the Corporation amended the plan such that only employees who were age 60 or older as of January 1, 2007 are eligible for employer paid coverage. The Corporation has no plan assets attributable to this plan and funds the benefits as claims arise. Benefit costs related to this plan are recognized in the periods in which employees provide service for such benefits. The Corporation reserves the right to terminate the plan or make plan changes at any time.

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The net periodic postretirement benefit cost includes the following components:

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011		2010
Interest cost	$	15	$	17	$	44	$	50
Amortization of unrecognized loss		3		—		5		—
Net periodic postretirement benefit cost	$	18	$	17	$	49	$	50

INCOME TAXES

The Corporation bases its provision for income taxes upon income before income taxes, adjusted for the effect of certain tax-exempt income and non-deductible expenses. In addition, the Corporation reports certain items of income and expense in different periods for financial reporting and tax return purposes. The Corporation recognizes the tax effects of these temporary differences currently in the deferred income tax provision or benefit. The Corporation computes deferred tax assets or liabilities based upon the differences between the financial statement and income tax bases of assets and liabilities using the applicable marginal tax rate.

The Corporation must evaluate the probability that it will ultimately realize the full value of its deferred tax assets. Realization of the Corporation’s deferred tax assets is dependent upon a number of factors including the existence of any cumulative losses in prior periods, the amount of taxes paid in available carry-back periods, expectations for future earnings, applicable tax planning strategies and assessment of current and future economic and business conditions. The Corporation establishes a valuation allowance when it is “more likely than not” that the Corporation will not be able to realize a benefit from its deferred tax assets, or when future deductibility is uncertain.

At September 30, 2011, the Corporation anticipates that it will not utilize state net operating loss carryforwards and other net deferred tax assets at certain of its subsidiaries and has recorded a valuation allowance against the state deferred tax assets. The Corporation believes that, except for the portion which is covered by the valuation allowance, it is more likely than not the Corporation will realize the benefits of its deferred tax assets, net of the valuation allowance, at September 30, 2011 based on the level of historical taxable income and taxes paid in available carry-back periods.

COMPREHENSIVE INCOME

The components of comprehensive income, net of related tax, are as follows:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Net income	$	23,773		$	17,217		$	63,310		$	51,119
Other comprehensive income:
Unrealized (losses) gains on securities:
Arising during the period, net of tax expense of $171, $852, $1,639 and $2,943		318			1,582			3,059			5,465
Less: reclassification adjustment for gains included in net income, net of tax expense of $8, $28, $41 and $80		(16	)		(52	)		(92	)		(149	)
Pension and postretirement amortization, net of tax expense of $90, $187, $279 and $988		166			347			517			1,836
Other comprehensive income		468			1,877			3,484			7,152
Comprehensive income	$	24,241		$	19,094		$	66,794		$	58,271

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The accumulated balances related to each component of other comprehensive income (loss), net of tax are as follows:

	2011			2010
September 30
Non-credit related loss on debt securities not expected to be sold	$	(8,800	)	$	(9,181	)
Unrealized net gain (loss) on other available for sale securities		7,880			7,477
Unrecognized pension and postretirement obligations		(29,328	)		(21,777	)
Accumulated other comprehensive loss	$	(30,248	)	$	(23,481	)

EARNINGS PER SHARE

Basic earnings per share is calculated by dividing net income by the weighted average number of shares of common stock outstanding net of unvested shares of restricted stock.

Diluted earnings per share is calculated by dividing net income adjusted for interest expense on convertible debt by the weighted average number of shares of common stock outstanding, adjusted for the dilutive effect of potential common shares issuable for stock options, warrants, restricted shares and convertible debt, as calculated using the treasury stock method. Adjustments to the weighted average number of shares of common stock outstanding are made only when such adjustments dilute earnings per common share.

The following table sets forth the computation of basic and diluted earnings per share:

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011		2010
Net income – basic earnings per share	$	23,773	$	17,217	$	63,310	$	51,119
Interest expense on convertible debt		5		5		15		15
Net income after assumed conversion – diluted earnings per share	$	23,778	$	17,222	$	63,325	$	51,134
Basic weighted average common shares outstanding		126,473,473		113,983,990		123,330,205		113,871,635
Net effect of dilutive stock options, warrants, restricted stock and convertible debt		868,070		502,261		820,328		416,965
Diluted weighted average common shares outstanding		127,341,543		114,486,251		124,150,533		114,288,600
Basic earnings per share	$	0.19	$	0.15	$	0.51	$	0.45
Diluted earnings per share	$	0.19	$	0.15	$	0.51	$	0.45

For the three months ended September 30, 2011 and 2010, 503,727 and 835,375 shares of common stock, respectively, related to stock options and warrants were excluded from the computation of diluted earnings per share because the exercise price of the shares was greater than the average market price of the common shares and therefore, the effect would be antidilutive. For the nine months ended September 30, 2011 and 2010, 404,164 and 870,784 shares of common stock, respectively, related to stock options and warrants were excluded from the computation of diluted earnings per share because the exercise price of the shares was greater than the average market price of the common shares and therefore, the effect would be antidilutive.

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CASH FLOW INFORMATION

Following is a summary of supplemental cash flow information:

	2011		2010
Nine Months Ended September 30
Interest paid on deposits and other borrowings	$	58,326	$	70,394
Income taxes paid		8,000		23,950
Transfers of loans to other real estate owned		18,269		22,033
Financing of other real estate owned sold		472		754

BUSINESS SEGMENTS

The Corporation operates in four reportable segments: Community Banking, Wealth Management, Insurance and Consumer Finance.

• The Community Banking segment provides services traditionally offered by full-service commercial banks, including commercial and individual demand, savings and time deposit accounts and commercial, mortgage and individual installment loans.

• The Wealth Management segment provides a broad range of personal and corporate fiduciary services including the administration of decedent and trust estates. In addition, it offers various alternative products, including securities brokerage and investment advisory services, mutual funds and annuities.

• The Insurance segment includes a full-service insurance agency offering all lines of commercial and personal insurance through major carriers. The Insurance segment also includes a reinsurer.

• The Consumer Finance segment primarily makes installment loans to individuals and purchases installment sales finance contracts from retail merchants. The Consumer Finance segment activity is funded through the sale of the Corporation’s subordinated notes at the finance company’s branch offices.

The following tables provide financial information for these segments of the Corporation. The information provided under the caption “Parent and Other” represents operations not considered to be reportable segments and/or general operating expenses of the Corporation, and includes the parent company, other non-bank subsidiaries and eliminations and adjustments which are necessary for purposes of reconciliation to the consolidated amounts.

At or for the Three Months Ended September 30, 2011	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	88,291	$	3	$	31	$	8,662	$	1,715		$	98,702
Interest expense		14,798		—		—		1,053		2,449			18,300
Net interest income		73,493		3		31		7,609		(734	)		80,402
Provision for loan losses		7,005		—		—		1,353		215			8,573
Non-interest income		22,033		5,653		3,143		509		(1,708	)		29,630
Non-interest expense		55,562		4,402		2,842		4,411		192			67,409
Intangible amortization		1,617		84		107		—		—			1,808
Income tax expense (benefit)		8,230		426		82		896		(1,165	)		8,469
Net income (loss)		23,112		744		143		1,458		(1,684	)		23,773
Total assets		9,755,499		19,869		18,435		171,312		(13,771	)		9,951,344
Total intangibles		575,300		11,716		11,458		1,809		—			600,283

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At or for the Three Months Ended September 30, 2010	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	84,282	$	4	$	48	$	8,534	$	1,079		$	93,947
Interest expense		17,901		—		—		1,216		2,571			21,688
Net interest income		66,381		4		48		7,318		(1,492	)		72,259
Provision for loan losses		10,456		—		—		1,650		207			12,313
Non-interest income		20,434		5,120		3,163		524		(1,487	)		27,754
Non-interest expense		51,611		4,046		2,929		4,041		(55	)		62,572
Intangible amortization		1,481		88		106		—		—			1,675
Income tax expense (benefit)		6,250		359		65		776		(1,214	)		6,236
Net income (loss)		17,017		631		111		1,375		(1,917	)		17,217
Total assets		8,800,430		20,139		19,642		168,269		(15,437	)		8,993,043
Total intangibles		537,073		12,054		11,884		1,809		—			562,820

At or for the Nine Months Ended September 30, 2011	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	264,281	$	9	$	97	$	25,224	$	4,617		$	294,228
Interest expense		46,910		—		—		3,234		7,705			57,849
Net interest income		217,371		9		97		21,990		(3,088	)		236,379
Provision for loan losses		20,653		—		—		4,337		362			25,352
Non-interest income		62,840		17,959		9,702		1,580		(4,761	)		87,320
Non-interest expense		169,938		13,984		8,905		13,116		791			206,734
Intangible amortization		4,838		251		320		—		—			5,409
Income tax expense (benefit)		22,561		1,344		208		2,348		(3,567	)		22,894
Net income (loss)		62,221		2,389		366		3,769		(5,435	)		63,310
Total assets		9,755,499		19,869		18,435		171,312		(13,771	)		9,951,344
Total intangibles		575,300		11,716		11,458		1,809		—			600,283
At or for the Nine Months Ended September 30, 2010	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	252,988	$	10	$	155	$	24,660	$	3,041		$	280,854
Interest expense		57,593		—		—		3,673		7,443			68,709
Net interest income		195,395		10		155		20,987		(4,402	)		212,145
Provision for loan losses		31,451		—		—		4,547		518			36,516
Non-interest income		62,389		15,339		10,045		1,710		(3,011	)		86,472
Non-interest expense		154,399		12,209		8,835		11,953		337			187,733
Intangible amortization		4,458		263		320		—		—			5,041
Income tax expense (benefit)		17,773		1,037		375		2,237		(3,214	)		18,208
Net income (loss)		49,703		1,840		670		3,960		(5,054	)		51,119
Total assets		8,800,430		20,139		19,642		168,269		(15,437	)		8,993,043
Total intangibles		537,073		12,054		11,884		1,809		—			562,820

FAIR VALUE MEASUREMENTS

The Corporation uses fair value measurements to record fair value adjustments to certain financial assets and liabilities and to determine fair value disclosures. Securities available for sale and derivatives are recorded at fair value on a recurring basis. Additionally, from time to time, the Corporation may be required to record at fair value other assets on a nonrecurring basis, such as mortgage loans held for sale, certain impaired loans, OREO and certain other assets.

Fair value is defined as an exit price, representing the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value measurements are not adjusted for transaction costs. Fair value is a market-based measure considered from the perspective of a market participant who holds the asset or owes the liability rather than an entity-specific measure.

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In determining fair value, the Corporation uses various valuation approaches, including market, income and cost approaches. ASC Topic 820, Fair Value Measurements and Disclosures, establishes a hierarchy for inputs used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used when available. Observable inputs are inputs that market participants would use in pricing the asset or liability, which are developed based on market data obtained from sources independent of the Corporation. Unobservable inputs reflect the Corporation’s assumptions about the assumptions that market participants would use in pricing an asset or liability, which are developed based on the best information available in the circumstances.

The fair value hierarchy gives the highest priority to unadjusted quoted market prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). The fair value hierarchy is broken down into three levels based on the reliability of inputs as follows:

Level 1	valuation is based upon unadjusted quoted market prices for identical instruments traded in active markets.
Level 2	valuation is based upon quoted market prices for similar instruments traded in active markets, quoted market prices for identical or similar instruments traded in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market or can be corroborated by market data.
Level 3	valuation is derived from other valuation methodologies including discounted cash flow models and similar techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in determining fair value.

A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement.

Following is a description of the valuation methodologies the Corporation uses for financial instruments recorded at fair value on either a recurring or nonrecurring basis:

Securities Available For Sale

Securities available for sale consists of both debt and equity securities. These securities are recorded at fair value on a recurring basis. At September 30, 2011, approximately 98.6% of these securities used valuation methodologies involving market-based or market-derived information, collectively Level 1 and Level 2 measurements, to measure fair value. The remaining 1.4% of these securities were measured using model-based techniques, with primarily unobservable (Level 3) inputs.

The Corporation closely monitors market conditions involving assets that have become less actively traded. If the fair value measurement is based upon recent observable market activity of such assets or comparable assets (other than forced or distressed transactions) that occur in sufficient volume, and do not require significant adjustment using unobservable inputs, those assets are classified as Level 1 or Level 2; if not, they are classified as Level 3. Making this assessment requires significant judgment.

The Corporation uses prices from independent pricing services and, to a lesser extent, indicative (non-binding) quotes from independent brokers, to measure the fair value of investment securities. The Corporation validates prices received from pricing services or brokers using a variety of methods, including, but not limited to, comparison to secondary pricing services, corroboration of pricing by reference to other independent market data such as secondary broker quotes and relevant benchmark indices, and review of pricing by Corporate personnel familiar with market liquidity and other market-related conditions.

The Corporation determines the valuation of its investments in trust preferred debt securities with the assistance of a third-party independent financial consulting firm that specializes in advisory services related to illiquid financial investments. The consulting firm provides the Corporation appropriate valuation methodology, performance assumptions, modeling techniques, discounted cash flows, discount rates and sensitivity analyses with respect to levels of defaults and deferrals necessary to produce losses. Additionally, the Corporation utilizes the firm’s expertise to reassess assumptions to reflect actual conditions. See the Securities footnote for information on how the Corporation

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reassesses assumptions to determine the valuation of its trust preferred debt securities. Accessing the services of a financial consulting firm with a focus on financial instruments assists the Corporation in accurately valuing these complex financial instruments and facilitates informed decision-making with respect to such instruments.

Derivative Financial Instruments

The Corporation determines its fair value for derivatives using widely accepted valuation techniques including discounted cash flow analysis on the expected cash flows of each derivative. This analysis reflects contractual terms of the derivative, including the period to maturity and uses observable market based inputs, including interest rate curves and implied volatilities.

The Corporation incorporates credit valuation adjustments to appropriately reflect both its own non-performance risk and the respective counterparty’s non-performance risk in the fair value measurements. In adjusting the fair value of its derivative contracts for the effect of non-performance risk, the Corporation considers the impact of netting and any applicable credit enhancements, such as collateral postings, thresholds, mutual puts and guarantees.

Although the Corporation has determined that the majority of the inputs used to value its derivatives fall within Level 2 of the fair value hierarchy, the credit valuation adjustments associated with its derivatives utilize Level 3 inputs, such as estimates of current credit spreads to evaluate the likelihood of default by itself and its counterparties. However, as of September 30, 2011, the Corporation has assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and has determined that the credit valuation adjustments are not significant to the overall valuation of its derivatives. As a result, the Corporation has determined that its derivative valuations in their entirety are classified in Level 2 of the fair value hierarchy.

Residential Mortgage Loans Held For Sale

These loans are carried at the lower of cost or fair value. Under lower of cost or fair value accounting, periodically, it may be necessary to record nonrecurring fair value adjustments. Fair value, when recorded, is based on independent quoted market prices and is classified as Level 2.

Impaired Loans

The Corporation reserves for commercial and commercial real estate loans that the Corporation considers impaired as defined in ASC Topic 310 at the time the Corporation identifies the loan as impaired based upon the present value of expected future cash flows available to pay the loan, or based upon the fair value of the collateral less estimated selling costs where a loan is collateral dependent. Collateral may be real estate and/or business assets including equipment, inventory and accounts receivable.

The Corporation determines the value of real estate based on appraisals by licensed or certified appraisers. The value of business assets is generally based on amounts reported on the business’s financial statements. Management must rely on the financial statements prepared and certified by the borrower or its accountants in determining the value of these business assets on an ongoing basis which may be subject to significant change over time. Based on the quality of information or statements provided, management may require the use of business asset appraisals and site-inspections to better value these assets. The Corporation may discount appraised and reported values based on management’s historical knowledge, changes in market conditions from the time of valuation or management’s knowledge of the borrower and the borrower’s business. Since not all valuation inputs are observable, the Corporation classifies these nonrecurring fair value determinations as Level 2 or Level 3 based on the lowest level of input that is significant to the fair value measurement.

The Corporation reviews and evaluates impaired loans no less frequently than quarterly for additional impairment based on the same factors identified above.

Other Real Estate Owned

OREO is comprised of commercial and residential real estate properties obtained in partial or total satisfaction of loan obligations plus some bank owned real estate. OREO acquired in settlement of indebtedness is recorded at the lower of carrying amount of the loan or fair value less costs to sell. Subsequently, these assets are carried at the lower of carrying value or fair value less costs to sell. Accordingly, it may be necessary to record nonrecurring fair value

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adjustments. Fair value is generally based upon appraisals by licensed or certified appraisers and other market information and is classified as Level 2 or Level 3.

The following table presents the balances of assets and liabilities measured at fair value on a recurring basis:

	Level 1		Level 2		Level 3		Total
September 30, 2011
Assets measured at fair value:
Available for sale debt securities:
U.S. Treasury and other U.S. government agencies and corporations	$	—	$	308,789	$	—	$	308,789
Residential mortgage-backed securities:
Agency mortgage-backed securities		—		233,184		—		233,184
Agency collateralized mortgage obligations		—		206,312		—		206,312
Non-agency collateralized mortgage obligations		—		31		—		31
States of the U.S. and political subdivisions		—		41,747		—		41,747
Collateralized debt obligations		—		—		5,685		5,685
Other debt securities		—		—		4,973		4,973
		—		790,063		10,658		800,721
Available for sale equity securities:
Financial services industry		324		987		388		1,699
Insurance services industry		35		—		—		35
		359		987		388		1,734
		359		791,050		11,046		802,455
Derivative financial instruments		—		51,984		—		51,984
	$	359	$	843,034	$	11,046	$	854,439
Liabilities measured at fair value:
Derivative financial instruments		—	$	51,870		—	$	51,870
		—	$	51,870		—	$	51,870

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	Level 1		Level 2		Level 3		Total
December 31, 2010
Assets measured at fair value:
Available for sale debt securities:
U.S. Treasury and other U.S. government agencies and corporations	$	—	$	300,568	$	—	$	300,568
Residential mortgage-backed securities:
Agency mortgage-backed securities		—		211,507		—		211,507
Agency collateralized mortgage obligations		—		147,866		—		147,866
Non-agency collateralized mortgage obligations		—		38		—		38
States of the U.S. and political subdivisions		—		58,738		—		58,738
Collateralized debt obligations		—		—		5,974		5,974
Other debt securities		—		—		11,245		11,245
		—		718,717		17,219		735,936
Available for sale equity securities:
Financial services industry		470		1,313		375		2,158
Insurance services industry		31		—		—		31
		501		1,313		375		2,189
		501		720,030		17,594		738,125
Derivative financial instruments		—		25,631		—		25,631
	$	501	$	745,661	$	17,594	$	763,756
Liabilities measured at fair value:
Derivative financial instruments		—	$	25,043		—	$	25,043
		—	$	25,043		—	$	25,043

The following table presents additional information about assets measured at fair value on a recurring basis and for which the Corporation has utilized Level 3 inputs to determine fair value:

	Collateralized Debt Obligations			Other Debt Securities			Equity Securities		Total
Nine Months Ended September 30, 2011
Balance at beginning of period	$	5,974		$	11,245		$	375	$	17,594
Total gains (losses) – realized/unrealized:
Included in earnings		(37	)		(48	)		—		(85	)
Included in other comprehensive income		(252	)		(130	)		13		(369	)
Redemptions		—			(6,094	)		—		(6,094	)
Transfers in and/or (out) of Level 3		—			—			—		—
Balance at end of period	$	5,685		$	4,973		$	388	$	11,046

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	Collateralized Debt Obligations			Other Debt Securities		Equity Securities		Total
Twelve Months Ended December 31, 2010
Balance at beginning of period	$	4,824		$	10,430	$	333	$	15,587
Total gains (losses) – realized/unrealized:
Included in earnings		(2,281	)		—		—		(2,281	)
Included in other comprehensive income		3,431			815		42		4,288
Purchases, issuances, and settlements		—			—		—		—
Transfers in and/or (out) of Level 3		—			—		—		—
Balance at end of period	$	5,974		$	11,245	$	375	$	17,594

The Corporation reviews fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out of Level 3 at fair value at the beginning of the period in which the changes occur.

The amount of total losses included in earnings for the nine months ended September 30, 2011 and 2010 and for the full year of 2010 attributable to the change in unrealized gains or losses relating to assets still held as of those dates was $37, $2,281 and $2,281, respectively. These losses are included in net impairment losses on securities reported as a component of non-interest income.

In accordance with GAAP, from time to time, the Corporation measures certain assets at fair value on a nonrecurring basis. These adjustments to fair value usually result from the application of lower of cost or fair value accounting or write-downs of individual assets. Valuation methodologies used to measure these fair value adjustments were previously described. For assets measured at fair value on a nonrecurring basis still held in the balance sheet, the following table provides the hierarchy level and the fair value of the related assets or portfolios:

	Level 1		Level 2		Level 3		Total
September 30, 2011
Impaired loans	$	—	$	639	$	27,952	$	28,591
Other real estate owned		—		4,327		12,160		16,487
December 31, 2010
Impaired loans		—		1,157		26,082		27,239
Other real estate owned		—		18,429		12,337		30,766

Impaired loans measured or re-measured at fair value on a non-recurring basis during the nine months ended September 30, 2011 had a carrying amount of $35,553 and an allocated allowance for loan losses of $10,246 at September 30, 2011. The allocated allowance is based on fair value of $28,591 less estimated costs to sell of $3,285. The allowance for loan losses includes a provision applicable to the current period fair value measurements of $6,486 which was included in the provision for loan losses for the nine months ended September 30, 2011. For the nine months ended September 30, 2010, the allowance and provision for loan losses include losses of $6,971 on fair value measurements or re-measurements applicable to impaired loans occurring during the period.

OREO with a carrying amount of $23,604 was written down to $14,388 (fair value of $16,487 less estimated costs to sell of $2,099), resulting in a loss of $9,216, which was included in earnings for the nine months ended September 30, 2011. Earnings for the nine months ended September 30, 2010 include losses of $6,615 on fair value measurements or re-measurements applicable to OREO occurring during the period.

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Fair Value of Financial Instruments

The following methods and assumptions were used to estimate the fair value of each financial instrument:

Cash and Cash Equivalents, Accrued Interest Receivable and Accrued Interest Payable. For these short-term instruments, the carrying amount is a reasonable estimate of fair value.

Securities. For both securities available for sale and securities held to maturity, fair value equals the quoted market price from an active market, if available, and is classified within Level 1. If a quoted market price is not available, fair value is estimated using quoted market prices for similar securities or pricing models, and is classified as Level 2. Where there is limited market activity or significant valuation inputs are unobservable, securities are classified within Level 3. Under current market conditions, assumptions used to determine the fair value of Level 3 securities have greater subjectivity due to the lack of observable market transactions.

Loans. The fair value of fixed rate loans is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities. The fair value of variable and adjustable rate loans approximates the carrying amount.

Bank Owned Life Insurance. The Corporation owns both general account and separate account bank owned life insurance (BOLI). The fair value of general account BOLI is based on the insurance contract cash surrender value. The fair value of separate account BOLI equals the quoted market price of the underlying securities, if available. If a quoted market price is not available, fair value is estimated using quoted market prices for similar securities. In connection with the separate account BOLI, the Corporation has purchased a stable value protection product that mitigates the impact of market value fluctuations of the underlying separate account assets.

Deposits. The estimated fair value of demand deposits, savings accounts and certain money market deposits is the amount payable on demand at the reporting date because of the customers’ ability to withdraw funds immediately. The fair value of fixed-maturity deposits is estimated by discounting future cash flows using rates currently offered for deposits of similar remaining maturities.

Short-Term Borrowings. The carrying amounts for short-term borrowings approximate fair value for amounts that mature in 90 days or less. The fair value of subordinated notes is estimated by discounting future cash flows using rates currently offered.

Long-Term and Junior Subordinated Debt. The fair value of long-term and junior subordinated debt is estimated by discounting future cash flows based on the market prices for the same or similar issues or on the current rates offered to the Corporation for debt of the same remaining maturities.

Loan Commitments and Standby Letters of Credit. Estimates of the fair value of these off-balance sheet items were not made because of the short-term nature of these arrangements and the credit standing of the counterparties. Also, unfunded loan commitments relate principally to variable rate commercial loans, typically non-binding, and fees are not normally assessed on these balances.

Nature of Estimates. Many of the estimates presented herein are based upon the use of highly subjective information and assumptions and, accordingly, the results may not be precise. Management believes that fair value estimates may not be comparable to other financial institutions due to the wide range of permitted valuation techniques and numerous estimates which must be made. Further, because the disclosed fair value amounts were estimated as of the balance sheet date, the amounts actually realized or paid upon maturity or settlement of the various financial instruments could be significantly different.

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The estimated fair values of the Corporation’s financial instruments are as follows:

	September 30, 2011				December 31, 2010
	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Financial Assets
Cash and cash equivalents	$	232,735	$	232,735	$	131,571	$	131,571
Securities available for sale		802,455		802,455		738,125		738,125
Securities held to maturity		984,201		1,020,643		940,481		959,414
Net loans, including loans held for sale		6,690,034		6,754,328		5,994,735		6,035,129
Bank owned life insurance		207,600		207,600		208,051		208,051
Accrued interest receivable		26,462		26,462		25,345		25,345
Financial Liabilities
Deposits		7,368,289		7,405,661		6,646,143		6,677,301
Short-term borrowings		817,343		817,343		753,603		754,211
Long-term debt		222,788		229,626		192,058		197,397
Junior subordinated debt		203,954		169,745		204,036		141,061
Accrued interest payable		6,388		6,388		6,866		6,866

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PART I.

ITEM 2. MANAGEMENT’S DISCUSSION AND ANALYSIS OF FINANCIAL CONDITION AND RESULTS OF OPERATIONS

Management’s Discussion and Analysis represents an overview of the consolidated results of operations and financial condition of the Corporation and highlights material changes to the financial condition and results of operations at and for the three-month and nine-month periods ended September 30, 2011. This Discussion and Analysis should be read in conjunction with the consolidated financial statements and notes thereto contained herein and the Corporation’s consolidated financial statements and notes thereto and Management’s Discussion and Analysis included in its 2010 Annual Report on Form 10-K filed with the SEC on February 25, 2011. The Corporation’s results of operations for the nine months ended September 30, 2011 are not necessarily indicative of results to be expected for the year ending December 31, 2011.

IMPORTANT CAUTIONARY STATEMENT REGARDING FORWARD-LOOKING INFORMATION

Certain statements in this Report are “forward-looking statements” within the meaning of the Private Securities Litigation Reform Act, relating to present or future trends or factors affecting the banking industry and, specifically, the financial operations, markets and products of the Corporation. Forward-looking statements are typically identified by words such as “believe”, “plan”, “expect”, “anticipate”, “intend”, “outlook”, “estimate”, “forecast”, “will”, “should”, “project”, “goal”, and other similar words and expressions. These forward-looking statements involve certain risks, uncertainties and assumptions. There are a number of important factors that could cause the Corporation’s future results to differ materially from historical performance or projected performance. These factors include, but are not limited to: (1) a significant increase in competitive pressures among financial institutions; (2) changes in the interest rate environment that may reduce net interest margins; (3) changes in prepayment speeds, loan sale volumes, charge-offs and loan loss provisions; (4) general economic conditions; (5) various monetary and fiscal policies and regulations of the U.S. government that may adversely affect the businesses in which the Corporation is engaged; (6) technological issues which may adversely affect the Corporation’s financial operations or customers; (7) changes in the securities markets; (8) risk factors mentioned in the reports and registration statements the Corporation files with the SEC which are available on the Corporation’s website at www.fnbcorporation.com and on the SEC website at www.sec.gov; (9) housing prices; (10) job market; (11) consumer confidence and spending habits and (12) estimates of fair value of certain the Corporation’s assets and liabilities. Although the Corporation believes that the assumptions made in connection with the forward-looking statements are reasonable, the Corporation cannot assure that these assumptions and expectations are correct. All information provided in this Report is based on information only as of the date provided and the Corporation undertakes no obligation to revise these forward-looking statements or to reflect events or circumstances after the date this Report is filed with the SEC.

CRITICAL ACCOUNTING POLICIES

A description of the Corporation’s critical accounting policies is included in the Management’s Discussion and Analysis of Financial Condition and Results of Operations section of the Corporation’s 2010 Annual Report on Form 10-K filed with the SEC on February 25, 2011 under the heading “Application of Critical Accounting Policies.” There have been no significant changes in critical accounting policies or the assumptions and judgments utilized in applying these policies since the year ended December 31, 2010.

OVERVIEW

The Corporation is a diversified financial services company headquartered in Hermitage, Pennsylvania. Its primary businesses include community banking, consumer finance, wealth management and insurance. The Corporation also conducts leasing and merchant banking activities. The Corporation operates its community banking business through a full service branch network with offices in Pennsylvania and Ohio and through a loan production office in Pennsylvania. The Corporation operates its wealth management and insurance businesses within the community banking branch network. It also conducts selected consumer finance business in Pennsylvania, Ohio, Tennessee and Kentucky.

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RESULTS OF OPERATIONS

Three Months Ended September 30, 2011 Compared to the Three Months Ended September 30, 2010

Net income for the three months ended September 30, 2011 was $23.8 million or $0.19 per diluted share, compared to net income for the three months ended September 30, 2010 of $17.2 million or $0.15 per diluted share. For the three months ended September 30, 2011, the Corporation’s return on average equity was 7.79% and its return on average assets was 0.95%, compared to 6.43% and 0.76%, respectively, for the three months ended September 30, 2010.

In addition to evaluating its results of operations in accordance with GAAP, the Corporation routinely supplements its evaluation with an analysis of certain non-GAAP financial measures, such as return on average tangible equity and return on average tangible assets. The Corporation believes these non-GAAP financial measures provide information useful to investors in understanding the Corporation’s operating performance and trends, and facilitate comparisons with the performance of the Corporation’s peers. The non-GAAP financial measures used by the Corporation may differ from the non-GAAP financial measures other financial institutions use to measure their results of operations. Non-GAAP financial measures should be viewed in addition to, and not as an alternative for, the Corporation’s reported results prepared in accordance with GAAP. The following tables summarize the Corporation’s non-GAAP financial measures for the periods indicated derived from amounts reported in the Corporation’s financial statements (dollars in thousands):

	Three Months Ended September 30,
	2011			2010
Return on average tangible equity:
Net income (annualized)	$	94,315		$	68,308
Amortization of intangibles, net of tax (annualized)		4,663			4,319
	$	98,978		$	72,627
Average total stockholders’ equity	$	1,210,953		$	1,062,512
Less: Average intangibles		(601,010	)		(563,631	)
	$	609,943		$	498,881
Return on average tangible equity		16.23	%		14.56	%
Return on average tangible assets:
Net income (annualized)	$	94,315		$	68,308
Amortization of intangibles, net of tax (annualized)		4,663			4,319
	$	98,978		$	72,627
Average total assets	$	9,971,847		$	8,958,692
Less: Average intangibles		(601,010	)		(563,631	)
	$	9,370,837		$	8,395,061
Return on average tangible assets		1.06	%		0.87	%

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The following table provides information regarding the average balances and yields earned on interest earning assets and the average balances and rates paid on interest-bearing liabilities (dollars in thousands):

	Three Months Ended September 30,
	2011									2010
	Average Balance			Interest Income/ Expense			Yield/ Rate			Average Balance			Interest Income/ Expense			Yield/ Rate
Assets
Interest earning assets:
Interest bearing deposits with banks	$	100,944		$	59			0.23	%	$	162,377		$	120			0.29	%
Taxable investment securities (1)		1,608,704			10,744			2.62			1,428,043			10,524			2.90
Non-taxable investment securities (2)		196,233			2,822			5.75			184,569			2,712			5.88
Loans (2) (3)		6,749,727			87,086			5.12			5,998,926			82,257			5.45
Total interest earning assets (2)		8,655,608			100,711			4.63			7,773,915			95,613			4.89
Cash and due from banks		180,447									147,779
Allowance for loan losses		(111,647	)								(117,982	)
Premises and equipment		126,365									115,322
Other assets		1,121,074									1,039,658
	$	9,971,847								$	8,958,692
Liabilities
Interest-bearing liabilities:
Deposits:
Interest bearing demand	$	2,905,747			2,440			0.33		$	2,439,563			2,324			0.43
Savings		982,714			416			0.17			867,693			417			0.19
Certificates and other time		2,256,182			10,221			1.80			2,201,454			13,001			2.34
Customer repurchase agreements		617,169			763			0.48			660,762			1,104			0.65
Other short-term borrowings		157,188			881			2.19			129,753			924			2.79
Long-term debt		221,206			1,698			3.05			208,433			1,825			3.47
Junior subordinated debt		203,947			1,881			3.66			204,287			2,092			4.06
Total interest-bearing liabilities (2)		7,344,153			18,300			0.99			6,711,945			21,687			1.28
Non-interest bearing demand		1,299,859									1,077,797
Other liabilities		116,882									106,438
		8,760,894									7,896,180
Stockholders’ equity		1,210,953									1,062,512
	$	9,971,847								$	8,958,692
Excess of interest earning assets over interest-bearing liabilities	$	1,311,455								$	1,061,970
Fully tax-equivalent net interest income					82,411									73,926
Tax-equivalent adjustment					(2,009	)								(1,666	)
Net interest income				$	80,402								$	72,260
Net interest spread								3.64	%								3.61	%
Net interest margin (2)								3.79	%								3.78	%

(1) The average balances and yields earned on taxable investment securities are based on historical cost.

(2) The interest income amounts are reflected on a fully taxable equivalent (FTE) basis, a non-GAAP measure, which adjusts for the tax benefit of income on certain tax-exempt loans and investments using the federal statutory tax rate of 35% for each period presented. The yields on earning assets and the net interest margin are presented on an FTE and annualized basis. The rates paid on interest-bearing liabilities are also presented on an annualized basis. The Corporation believes this measure to be the preferred industry measurement of net interest income and provides relevant comparison between taxable and non-taxable amounts.

(3) Average balances include non-accrual loans. Loans consist of average total loans less average unearned income. The amount of loan fees included in interest income on loans is immaterial.

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Net Interest Income

Net interest income, which is the Corporation’s principal source of revenue, is the difference between interest income from earning assets (loans, securities, interest bearing deposits with banks and federal funds sold) and interest expense paid on liabilities (deposits, customer repurchase agreements and short- and long-term borrowings). For the three months ended September 30, 2011, net interest income, which comprised 73.1% of net revenue (net interest income plus non-interest income) compared to 72.3% for the same period in 2010, was affected by the general level of interest rates, changes in interest rates, the shape of the yield curve, the level of non-accrual loans and changes in the amount and mix of interest earning assets and interest-bearing liabilities.

Net interest income, on an FTE basis, increased $8.5 million or 11.5% from $73.9 million for the three months ended September 30, 2010 to $82.4 million for the same period of 2011. Average earning assets increased $881.7 million or 11.3% and average interest-bearing liabilities increased $632.2 million or 9.4% from the three months ended September 30, 2010 due to organic growth in investments, loans and deposits combined with the acquisition of CBI. The Corporation’s net interest margin increased slightly from 3.78% for the third quarter of 2010 to 3.79% for the third quarter of 2011 primarily due to deposit rates declining faster than loan yields combined with the improved funding mix. Details on changes in tax equivalent net interest income attributed to changes in interest earning assets, interest-bearing liabilities, yields and cost of funds are set forth in the preceding table.

The following table sets forth certain information regarding changes in net interest income attributable to changes in the volumes of interest earning assets and interest-bearing liabilities and changes in the rates for the three months ended September 30, 2011 compared to the three months ended September 30, 2010 (in thousands):

	Volume			Rate			Net
Interest Income
Interest bearing deposits with banks	$	(40	)	$	(21	)	$	(61	)
Securities		1,377			(1,047	)		330
Loans		8,988			(4,159	)		4,829
		10,325			(5,227	)		5,098
Interest Expense
Deposits:
Interest bearing demand		374			(258	)		116
Savings		51			(52	)		(1	)
Certificates and other time		316			(3,096	)		(2,780	)
Customer repurchase agreements		(69	)		(272	)		(341	)
Other short-term borrowings		151			(194	)		(43	)
Long-term debt		107			(234	)		(127	)
Junior subordinated debt		(3	)		(208	)		(211	)
		927			(4,314	)		(3,387	)
Net Change	$	9,398		$	(913	)	$	8,485

(1) The amount of change not solely due to rate or volume changes was allocated between the change due to rate and the change due to volume based on the net size of the rate and volume changes.

(2) Interest income amounts are reflected on an FTE basis which adjusts for the tax benefit of income on certain tax-exempt loans and investments using the federal statutory tax rate of 35% for each period presented. The Corporation believes this measure to be the preferred industry measurement of net interest income and provides relevant comparison between taxable and non-taxable amounts.

Interest income, on an FTE basis, of $100.7 million for the third quarter of 2011 increased by $5.1 million or 5.3% from the same period of 2010 primarily due to increased earning assets resulting from a combination of organic growth, the May 2011 capital raise and the CBI acquisition, partially offset by lower yields. The increase in earning assets was primarily driven by a $750.8 million or 12.5% increase in average loans during the third quarter of 2011. Loans acquired from CBI totaled $445.3 million on the acquisition date. The yield on earning assets decreased 26 basis points from the three months ended September 30, 2010 to 4.63% for the three months ended September 30, 2011, reflecting the decreases in market interest rates and competitive pressure.

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Interest expense of $18.3 million for the three months ended September 30, 2011 decreased $3.4 million or 15.6% from the same period of 2010 due to lower rates paid partially offset by growth in interest-bearing liabilities resulting from a combination of organic growth and the acquisition of CBI. The rate paid on interest-bearing liabilities decreased 29 basis points to 0.99% during the third quarter of 2011 compared to the third quarter of 2010, reflecting changes in interest rates and a favorable shift in mix. The growth in average interest-bearing liabilities was primarily attributable to growth in combined deposits and customer repurchase agreements, which increased by $652.1 million or 10.7% for the third quarter of 2011, compared to the same period of 2010. This growth was driven by success with ongoing marketing campaigns designed to attract new customers combined with customer preferences to keep funds in banks due to uncertainties in the market combined with the acquisition of CBI.

Provision for Loan Losses

The provision for loan losses is determined based on management’s estimates of the appropriate level of allowance for loan losses needed to absorb probable losses inherent in the existing loan portfolio, after giving consideration to charge-offs and recoveries for the period.

The provision for loan losses of $8.6 million during the third quarter of 2011 decreased $3.7 million from the same period in 2010. During the third quarter of 2011, net charge-offs decreased $0.7 million from the same period of 2010. The Corporation recognized lower net charge-offs in all of its core portfolios, as the Pennsylvania net charge-offs decreased $0.4 million compared to the third quarter of 2010, while the Florida and Regency net charge-offs decreased $0.2 million and $0.1 million, respectively, compared to the third quarter of 2010. While the economy is recovering from the recession, the duration of the slow economic environment remains a challenge for borrowers, particularly in the Corporation’s Florida portfolio. The $8.6 million provision for loan losses for the third quarter of 2011 was comprised of $3.9 million relating to FNBPA’s Florida region, $1.4 million relating to Regency and $3.3 million relating to the remainder of the Corporation’s portfolio, which is predominantly in Pennsylvania. During the third quarter of 2011, net charge-offs were $9.0 million or 0.53% (annualized) of average loans compared to $9.7 million or 0.64% (annualized) of average loans for the same period in 2010. The net charge-offs for the third quarter of 2011 were comprised of $3.5 million or 7.74% (annualized) of average loans relating to FNBPA’s Florida region primarily related to two properties, $1.4 million or 3.42% (annualized) of average loans relating to Regency and $4.1 million or 0.25% (annualized) of average loans relating to the remainder of the Corporation’s portfolio. For additional information relating to the allowance and provision for loan losses, refer to the Allowance and Provision for Loan Losses section of this Management’s Discussion and Analysis.

Non-Interest Income

Total non-interest income of $29.6 million for the third quarter of 2011 increased $1.9 million or 6.8% from the same period of 2010. Increases in service charges, insurance commissions and fees, securities commissions and fees and trust fees were partially offset by decreases in gain on sale of residential mortgages and income from BOLI. The variances in these non-interest income items are further explained in the following paragraphs.

Service charges on loans and deposits of $16.1 million for the third quarter of 2011 increased $1.8 million or 12.7% from the same period of 2010, reflecting increases of $0.7 million in income from interchange fees, $0.6 million in overdraft fees and $0.5 million in other service charges due to a combination of higher volume, organic growth and the expanded customer base due to the CBI acquisition. For information relating to the impact of the new regulations on the Corporation’s income from interchange fees, refer to the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 section of this Management’s Discussion and Analysis.

Insurance commissions and fees of $4.0 million for the three months ended September 30, 2011 increased by $0.1 million or 2.1% from the same period of 2010 primarily as a result of the timing of contingent and commission revenues.

Securities commissions of $1.9 million for the third quarter of 2011 increased by $0.1 million or 3.6% from the same period of 2010 primarily due to positive results from initiatives started towards the end of 2010, combined with increased volume, organic growth and the CBI acquisition, partially offset by the unfavorable stock market conditions during the third quarter of 2011.

Trust fees of $3.6 million increased by $0.5 million or 15.6% from the same period of 2010 due to revenue initiatives implemented in 2011 combined with increased volume from the CBI acquisition, partially offset by the effect

49

of the unfavorable stock market conditions during the third quarter of 2011. As a result of these unfavorable stock market conditions, the market value of assets under management decreased by $160.5 million or 6.6% to $2.3 billion over this same period.

Gain on sale of residential mortgage loans of $0.7 million for the third quarter of 2011 decreased from $1.0 million for the same period of 2010 as a result of the Corporation receiving a lower return on residential mortgage loans sold during 2011. For the third quarter of 2011, the Corporation sold $46.6 million of residential mortgage loans compared to $46.8 million for the same period of 2010 as part of its ongoing strategy of generally selling 30-year residential mortgage loans.

Income from BOLI of $1.3 million for the three months ended September 30, 2011 decreased by $0.1 million or 9.6% from the same period of 2010 primarily due to lower market yields.

Other income was $2.2 million for both the third quarter of 2011 and 2010. During the third quarter of 2011, the Corporation recognized $0.7 million more in swap fee revenue given the commercial loan growth and continued low interest rate environment. The Corporation’s interest rate swap program is designed for larger commercial customers who desire fixed rate loans while the Corporation benefits from a variable rate asset, thereby helping to reduce volatility in its net interest income. The increase in swap fees during the third quarter of 2011 was offset by $0.2 million less in recoveries on impaired loans acquired in previous acquisitions and $0.1 million less in gains on the sale of fixed assets. Additionally, during the third quarter of 2010, the Corporation recognized a $0.4 million gain relating to the successful harvesting of a mezzanine financing relationship by its merchant banking subsidiary.

Non-Interest Expense

Total non-interest expense of $69.2 million for the third quarter of 2011 increased $5.0 million or 7.7% from the same period of 2010. This increase was primarily attributable to increases in salaries and employee benefits, occupancy and equipment, amortization of intangibles, merger-related expenses and other non-interest expense, partially offset by decreases in outside services and Federal Deposit Insurance Corporation (FDIC) insurance. These variances in non-interest expense items are further explained in the following paragraphs.

Salaries and employee benefits of $37.1 million for the three months ended September 30, 2011 increased $3.3 million or 9.8% from the same period of 2010. This increase was primarily attributable to the CBI acquisition as well as merit increases and higher profitability and performance-based accruals for incentive compensation and restricted stock combined with higher 401(k) contribution expense due to the 401(k) plan changes previously discussed in the Retirement and Other Postretirement Benefit Plans footnote. These increases were partially offset by lower retirement plan expense as a result of the Corporation freezing the RIP at December 31, 2010, as discussed in the Retirement and Other Postretirement Benefit Plans footnote.

Occupancy and equipment expense of $10.3 million for the third quarter of 2011 increased $1.0 million or 10.7% from the same period of 2010, due to $0.3 million in costs related to damage caused by severe flooding in northeastern Pennsylvania during the third quarter of 2011, combined with higher expenses associated with the CBI acquisition.

Amortization of intangibles expense of $1.8 million for the third quarter of 2011 increased $0.1 million or 8.0% from the same period of 2010 due to higher intangible balances from the CBI acquisition.

Outside services expense of $5.4 million for the three months ended September 30, 2011 decreased $0.3 million or 5.1% from the same period of 2010, primarily resulting from a decrease of $0.6 million in fees associated with ATM services due to new contract pricing combined with a decrease of $0.2 million in courier expenses resulting from the elimination of courier service related to the implementation of check imaging technology. These decreases were partially offset by increases of $0.4 million related to check card expenses and $0.2 million for armored car services both primarily due to the CBI acquisition.

FDIC insurance of $1.7 million for the third quarter of 2011 decreased $0.9 million or 35.3% from the same period of 2010 primarily due to new assessment methodology that was effective during the second quarter of 2011, partially offset by the impact of the CBI acquisition.

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The Corporation recorded $0.3 million in merger-related costs associated with the CBI acquisition and the pending PFC acquisition during the third quarter of 2011. Merger-related costs recorded during the same period of 2010 were $0.1 million.

Other non-interest expense increased to $12.6 million for the third quarter of 2011 from $11.0 million for the third quarter of 2010, resulting from an increase of $0.3 million in loan related expenses primarily resulting from a home equity promotional offering. Additionally, marketing expense, state capital stock tax expense and telephone expense increased $0.3 million, $0.4 million and $0.2 million, respectively, during that same time period mainly due to the acquisition of CBI.

Income Taxes

The Corporation’s income tax expense of $8.5 million for the third quarter of 2011 increased $2.2 million or 35.8% from the same period of 2010. The effective tax rate of 26.3% for the third quarter of 2011 decreased slightly from 26.6% for the same period of 2010. Both periods’ tax rates are lower than the 35.0% federal statutory tax rate due to the tax benefits primarily resulting from tax-exempt income on investments, loans and BOLI and tax credits. Additionally, the third quarter of 2011 reflects net adjustments totaling $0.5 million primarily related to the reversal of liabilities for uncertain tax positions based on a recent Internal Revenue Service directive that provides a safe harbor deduction for certain merger-related expenses, partially offset by other adjustments.

Nine Months Ended September 30, 2011 Compared to the Nine Months Ended September 30, 2010

Net income for the nine months ended September 30, 2011 was $63.3 million or $0.51 per diluted share, compared to net income for the nine months ended September 30, 2010 of $51.1 million or $0.45 per diluted share. For the nine months ended September 30, 2011, the Corporation’s return on average equity was 7.24% and its return on average assets was 0.86%, compared to 6.48% and 0.77%, respectively, for the nine months ended September 30, 2010.

The following tables summarize the Corporation’s non-GAAP financial measures for the periods indicated derived from amounts reported in the Corporation’s financial statements (dollars in thousands):

	Nine Months Ended September 30,
	2011			2010
Return on average tangible equity:
Net income (annualized)	$	84,646		$	68,349
Amortization of intangibles, net of tax (annualized)		4,701			4,380
	$	89,347		$	72,729
Average total stockholders’ equity	$	1,169,258		$	1,054,115
Less: Average intangibles		(600,020	)		(565,291	)
	$	569,238		$	488,824
Return on average tangible equity		15.70	%		14.88	%
Return on average tangible assets:
Net income (annualized)	$	84,646		$	68,349
Amortization of intangibles, net of tax (annualized)		4,701			4,380
	$	89,347		$	72,729
Average total assets	$	9,845,310		$	8,860,202
Less: Average intangibles		(600,020	)		(565,291	)
	$	9,245,290		$	8,294,911
Return on average tangible assets		0.97	%		0.88	%

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The following table provides information regarding the average balances and yields earned on interest earning assets and the average balances and rates paid on interest-bearing liabilities (dollars in thousands):

	Nine Months Ended September 30,
	2011									2010
	Average Balance			Interest Income/ Expense			Yield/ Rate			Average Balance			Interest Income/ Expense			Yield/ Rate
Assets
Interest earning assets:
Interest bearing deposits with banks	$	135,250		$	238			0.24	%	$	172,755		$	326			0.25	%
Taxable investment securities (1)		1,567,183			32,338			2.70			1,375,233			33,100			3.16
Non-taxable investment securities (2)		200,745			8,660			5.75			189,966			8,362			5.87
Loans (2) (3)		6,638,528			258,965			5.21			5,942,654			244,035			5.49
Total interest earning assets (2)		8,541,706			300,201			4.70			7,680,608			285,823			4.97
Cash and due from banks		163,212									141,414
Allowance for loan losses		(108,811	)								(113,292	)
Premises and equipment		126,730									116,264
Other assets		1,123,473									1,035,208
	$	9,845,310								$	8,860,202
Liabilities
Interest-bearing liabilities:
Deposits:
Interest bearing demand	$	2,865,526			7,747			0.36		$	2,417,642			7,871			0.44
Savings		978,672			1,368			0.19			856,638			1,241			0.19
Certificates and other time		2,303,746			32,612			1.89			2,213,129			40,960			2.47
Customer repurchase agreements		617,115			2,441			0.52			625,567			3,412			0.72
Other short-term borrowings		148,390			2,670			2.37			129,809			2,779			2.82
Long-term debt		208,899			4,981			3.19			233,238			6,462			3.70
Junior subordinated debt		203,947			6,030			3.95			204,454			5,984			3.91
Total interest-bearing liabilities (2)		7,326,295			57,849			1.05			6,680,477			68,709			1.37
Non-interest bearing demand		1,241,761									1,025,847
Other liabilities		107,997									99,763
		8,676,053									7,806,087
Stockholders’ equity		1,169,257									1,054,115
	$	9,845,310								$	8,860,202
Excess of interest earning assets over interest-bearing liabilities	$	1,215,411								$	1,000,131
Fully tax-equivalent net interest income					242,352									217,114
Tax-equivalent adjustment					(5,973	)								(4,969	)
Net interest income				$	236,379								$	212,145
Net interest spread								3.64	%								3.60	%
Net interest margin (2)								3.79	%								3.78	%

(1) The average balances and yields earned on taxable investment securities are based on historical cost.

(2) The interest income amounts are reflected on a fully taxable equivalent (FTE) basis, a non-GAAP measure, which adjusts for the tax benefit of income on certain tax-exempt loans and investments using the federal statutory tax rate of 35% for each period presented. The yields on earning assets and the net interest margin are presented on an FTE and annualized basis. The rates paid on interest-bearing liabilities are also presented on an annualized basis. The Corporation believes this measure to be the preferred industry measurement of net interest income and provides relevant comparison between taxable and non-taxable amounts.

(3) Average balances include non-accrual loans. Loans consist of average total loans less average unearned income. The amount of loan fees included in interest income on loans is immaterial.

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Net Interest Income

For the nine months ended September 30, 2011, net interest income, which comprised 73.0% of net revenue compared to 71.0% for the same period in 2010, was affected by the general level of interest rates, changes in interest rates, the shape of the yield curve, the level of non-accrual loans and changes in the amount and mix of interest earning assets and interest-bearing liabilities.

Net interest income, on an FTE basis, increased $25.2 million or 11.6% from $217.1 million for the nine months ended September 30, 2010 to $242.4 million for the same period of 2011. Average earning assets increased $861.1 million or 11.2% and average interest-bearing liabilities increased $645.8 million or 9.7% from the nine months ended September 30, 2010 due to organic growth in investments, loans, deposits and customer repurchase agreements combined with the acquisition of CBI. The Corporation’s net interest margin increased slightly from 3.78% for the first nine months of 2010 to 3.79% for the first nine months of 2011 as deposit rates declined faster than loan yields and the funding mix improved with higher transaction account balances and lower long-term debt. Details on changes in tax equivalent net interest income attributed to changes in interest earning assets, interest-bearing liabilities, yields and cost of funds are set forth in the preceding table.

The following table sets forth certain information regarding changes in net interest income attributable to changes in the volumes of interest earning assets and interest-bearing liabilities and changes in the rates for the nine months ended September 30, 2011 compared to the nine months ended September 30, 2010 (in thousands):

	Volume			Rate			Net
Interest Income
Interest bearing deposits with banks	$	(67	)	$	(21	)	$	(88	)
Securities		4,197			(4,661	)		(464	)
Loans		24,791			(9,861	)		14,930
		28,921			(14,543	)		14,378
Interest Expense
Deposits:
Interest bearing demand		1,109			(1,233	)		(124	)
Savings		167			(40	)		127
Certificates and other time		1,646			(9,994	)		(8,348	)
Customer repurchase agreements		(46	)		(925	)		(971	)
Other short-term borrowings		340			(449	)		(109	)
Long-term debt		(634	)		(847	)		(1,481	)
Junior subordinated debt		(15	)		61			46
		2,567			(13,427	)		(10,860	)
Net Change	$	26,354		$	(1,116	)	$	25,238

(1) The amount of change not solely due to rate or volume changes was allocated between the change due to rate and the change due to volume based on the net size of the rate and volume changes.

(2) Interest income amounts are reflected on an FTE basis which adjusts for the tax benefit of income on certain tax-exempt loans and investments using the federal statutory tax rate of 35% for each period presented. The Corporation believes this measure to be the preferred industry measurement of net interest income and provides relevant comparison between taxable and non-taxable amounts.

Interest income, on an FTE basis, of $300.2 million for the nine months ended September 30, 2011 increased by $14.4 million or 5.0% from the same period of 2010 primarily due to increased earning assets resulting from a combination of organic growth, the May 2011 capital raise and the CBI acquisition, partially offset by lower yields. The increase in earning assets was primarily driven by a $695.9 million or 11.7% increase in average loans during the first nine months of 2011. Loans acquired from CBI totaled $445.3 million on the acquisition date. The yield on earning assets decreased 27 basis points from the nine months ended September 30, 2010 to 4.70% for the nine months ended September 30, 2011, reflecting the decreases in market interest rates and competitive pressure.

Interest expense of $57.8 million for the nine months ended September 30, 2011 decreased $10.9 million or 15.8% from the same period of 2010 due to lower rates paid partially offset by growth in interest-bearing liabilities resulting from a combination of organic growth and the acquisition of CBI. The rate paid on interest-bearing liabilities

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decreased 32 basis points to 1.05% during the first nine months of 2011 compared to the first nine months of 2010, reflecting changes in interest rates and a favorable shift in mix. The growth in average interest-bearing liabilities was primarily attributable to growth in deposits and customer repurchase agreements, which increased by $868.0 million or 12.2% for the first nine months of 2011, compared to the same period of 2010. This growth was driven by success with ongoing marketing campaigns designed to attract new customers combined with customer preferences to keep funds in banks due to uncertainties in the market combined with the acquisition of CBI. This growth was partially offset by a $24.3 million or 10.4% reduction in long-term debt primarily associated with the pre-payment and maturities of certain higher cost borrowings during the first quarter of 2010.

Provision for Loan Losses

The provision for loan losses of $25.4 million during the first nine months of 2011 decreased $11.2 million from the same period in 2010 primarily due to an $8.1 million lower provision for the Florida portfolio. During the first nine months of 2011, net charge-offs decreased $1.9 million from the same period of 2010 as the Corporation recognized lower net charge-offs in its Florida portfolio, which decreased $1.7 million compared to the first nine months of 2010. While the economy is recovering from the recession, the duration of the slow economic environment remains a challenge for borrowers, particularly in the Corporation’s Florida portfolio. The $25.4 million provision for loan losses for the first nine months of 2011 was comprised of $7.8 million relating to FNBPA’s Florida region, $4.4 million relating to Regency and $13.2 million relating to the remainder of the Corporation’s portfolio, which is predominantly in Pennsylvania. During the first nine months of 2011, net charge-offs were $22.7 million or 0.45% (annualized) of average loans compared to $24.5 million or 0.55% (annualized) of average loans for the same period in 2010. The net charge-offs for the first nine months of 2011 were comprised of $4.8 million or 3.59% (annualized) of average loans relating to FNBPA’s Florida region, $4.4 million or 3.58% (annualized) of average loans relating to Regency and $13.5 million or 0.28% (annualized) of average loans relating to the remainder of the Corporation’s portfolio. For additional information relating to the allowance and provision for loan losses, refer to the Allowance and Provision for Loan Losses section of this Management’s Discussion and Analysis.

Non-Interest Income

Total non-interest income of $87.3 million for the first nine months of 2011 increased $0.8 million or 1.0% from the same period of 2010. Increases in service charges, securities commissions and fees, trust income and income from BOLI combined with lower OTTI charges were partially offset by decreases in insurance commissions and fees, gain on sale of securities, gain on sale of residential mortgage loans and other non-interest income. The variances in these non-interest income items are further explained in the following paragraphs.

Net impairment losses on securities for the nine months ended September 30, 2010 were $2.3 million, primarily relating to pooled TPS, compared to an immaterial amount for the same period of 2011.

Service charges on loans and deposits of $46.1 million for the first nine months of 2011 increased $3.4 million or 8.0% from the same period of 2010, reflecting increases of $2.1 million in income from interchange fees and $1.3 million in other service charges due to a combination of new account growth and the CBI acquisition. For information relating to the impact of the new regulations on the Corporation’s income from interchange fees, refer to the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 section of this Management’s Discussion and Analysis.

Insurance commissions and fees of $11.8 million for the nine months ended September 30, 2011 decreased by $0.3 million or 2.3% from the same period of 2010 primarily as a result of lower contingent and commission revenues.

Securities commissions of $6.0 million for the first nine months of 2011 increased by $0.8 million or 16.4% from the same period of 2010 primarily due to positive results from initiatives started towards the end of 2010, combined with increased volume, organic growth and the CBI acquisition, partially offset by the effect of the unfavorable stock market conditions during the third quarter of 2011.

Trust fees of $11.2 million for the first nine months of 2011 increased by $1.8 million or 19.0% from the same period of 2010 due to revenue initiatives implemented in 2011 combined with increased volume from the CBI acquisition, partially offset by the effect of the unfavorable stock market conditions during the third quarter of 2011. As a result of these unfavorable stock market conditions, the market value of assets under management decreased by $37.8 million or 1.6% to $2.3 billion over this same period.

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Gain on sale of securities of $0.1 million for the first nine months of 2011 decreased $2.4 million or 94.4% from the same period of 2010 primarily as a result of the Corporation selling a $6.0 million U.S. government agency security and $53.8 million of mortgage-backed securities during the first quarter of 2010 to better position the balance sheet.

Gain on the sale of residential mortgage loans of $1.8 million for the first nine months of 2011 decreased from $2.3 million for the same period of 2010 as a result of the Corporation receiving a lower return on residential mortgage loans sold during 2011. For the first nine months of 2011, the Corporation sold $117.4 million of residential mortgage loans compared to $121.5 million for the same period of 2010 as part of its ongoing strategy of generally selling 30-year residential mortgage loans.

Income from BOLI of $3.9 million for the nine months ended September 30, 2011 increased by $0.2 million or 4.1% from the same period of 2010 due to a death claim adjustment.

Other income of $6.5 million for the first nine months of 2011 decreased $4.4 million or 40.6% from the same period of 2010. The primary items contributing to this decrease were $3.7 million less in recoveries on impaired loans acquired in previous acquisitions and a $1.6 million gain relating to the successful harvesting of a mezzanine financing relationship by the Corporation’s merchant banking subsidiary during the first half of 2010. Additionally, gains on the sale of fixed assets decreased $0.3 million during this period. Partially offsetting these decreases was an increase of $1.6 million in fees earned through an interest rate swap program for larger commercial customers who desire fixed rate loans while the Corporation benefits from a variable rate asset, thereby helping to reduce volatility in its net interest income.

Non-Interest Expense

Total non-interest expense of $212.1 million for the first nine months of 2011 increased $19.4 million or 10.0% from the same period of 2010. This increase was primarily attributable to increases in salaries and employee benefits, occupancy and equipment, amortization of intangibles, merger-related expenses and other non-interest expenses partially offset by decreases in outside services and FDIC insurance. These variances in non-interest expense items are further explained in the following paragraphs.

Salaries and employee benefits of $112.1 million for the nine months ended September 30, 2011 increased $11.7 million or 11.7% from the same period of 2010. This increase was primarily attributable to the CBI acquisition as well as merit increases and higher profitability and performance-based accruals for incentive compensation and restricted stock combined with higher 401(k) contribution expense due to the 401(k) plan changes previously discussed in the Retirement and Other Postretirement Benefit Plans footnote. These increases were partially offset by lower retirement plan expense as a result of the Corporation freezing the RIP at December 31, 2010, as discussed in the Retirement and Other Postretirement Benefit Plans footnote.

Occupancy and equipment expense of $30.6 million for the first nine months of 2011 increased $1.8 million or 6.4% from the same period of 2010 primarily related to higher expenses associated with the CBI acquisition combined with $0.3 million in costs related to damage caused by severe flooding in northeastern Pennsylvania during the third quarter of 2011.

Amortization of intangibles expense of $5.4 million for the first nine months of 2011 increased $0.4 million or 7.3% from the same period of 2010 due to higher intangible balances from the CBI acquisition.

Outside services expense of $16.0 million for the nine months ended September 30, 2011 decreased $1.1 million or 6.5% from the same period of 2010, primarily resulting from a decrease of $1.9 million in fees associated with ATM services due to new contract pricing combined with a decrease of $0.9 million in courier expenses resulting from the elimination of courier service related to the implementation of check imaging technology. These decreases were partially offset by increases of $1.3 million, $0.3 million and $0.4 million related to check card expenses, armored car services and other outside services primarily due to the CBI acquisition.

FDIC insurance of $6.3 million for the first nine months of 2011 decreased $1.6 million or 20.3% from the same period of 2010 due to the new assessment methodology effective during the second quarter of 2011, partially offset by the impact of the CBI acquisition.

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The Corporation recorded $4.6 million in merger-related costs associated with the CBI acquisition and the pending PFC acquisition during the first nine months of 2011. Merger-related costs recorded during the same period of 2010 were $0.1 million.

Other non-interest expense of $37.1 million for the first nine months of 2011 increased $3.6 million or 10.9% from the same period of 2010. During the first nine months of 2011, OREO expenses increased $2.5 million to reflect the current valuations and property maintenance costs primarily for the Corporation’s Florida real estate loan portfolio. Loan-related expenses increased $0.8 million during this same time period resulting from costs incurred in conjunction with a home equity promotional offering. Additionally, other expenses, including marketing, state capital stock taxes, supplies, telephone and postage increased a combined $2.1 million during the first nine months of 2011 mainly due to the acquisition of CBI. Partially offsetting these increases, during the first nine months of 2010, the Corporation recorded charges of $2.3 million associated with the prepayment of certain higher cost borrowings to better position the balance sheet.

Income Taxes

The Corporation’s income tax expense of $22.9 million for the first nine months of 2011 increased $4.7 million or 25.7% from the same period of 2010. The effective tax rate of 26.6% for the first nine months of 2011 increased slightly from 26.3% for the same period of 2010 primarily due to higher taxable income for the first nine months of 2011. Both periods’ tax rates are lower than the 35.0% federal statutory tax rate due to the tax benefits primarily resulting from tax-exempt income on investments, loans and BOLI and tax credits.

LIQUIDITY

The Corporation’s goal in liquidity management is to satisfy the cash flow requirements of customers and the operating cash needs of the Corporation with cost-effective funding. The Board of Directors of the Corporation has established an Asset/Liability Management Policy in order to achieve and maintain earnings performance consistent with long-term goals while maintaining acceptable levels of interest rate risk, a “well-capitalized” balance sheet and adequate levels of liquidity. The Board of Directors of the Corporation has also established a Contingency Funding Policy to address liquidity crisis conditions. These policies designate the Corporate Asset/Liability Committee (ALCO) as the body responsible for meeting these objectives. The ALCO, which includes members of executive management, reviews liquidity on a periodic basis and approves significant changes in strategies that affect balance sheet or cash flow positions. Liquidity is centrally managed on a daily basis by the Corporation’s Treasury Department.

FNBPA generates liquidity from its normal business operations. Liquidity sources from assets include payments from loans and investments as well as the ability to securitize, pledge or sell loans, investment securities and other assets. Liquidity sources from liabilities are generated primarily through the 234 banking offices of FNBPA in the form of deposits and customer repurchase agreements. The Corporation also has access to reliable and cost-effective wholesale sources of liquidity. Short-term and long-term funds can be acquired to help fund normal business operations as well as serve as contingency funding in the event that the Corporation would be faced with a liquidity crisis.

The principal sources of the parent company’s liquidity are its strong existing cash resources plus dividends it receives from its subsidiaries. These dividends may be impacted by the parent’s or its subsidiaries’ capital needs, statutory laws and regulations, corporate policies, contractual restrictions, profitability and other factors. Cash on hand at the parent at September 30, 2011 was $146.5 million compared to $91.6 million at December 31, 2010. This increase is primarily the result of the $62.8 million of net proceeds from the stock offering completed on May 18, 2011. Management believes these are appropriate levels of cash for the Corporation given the current environment. Two metrics that are used to gauge the adequacy of the parent company’s cash position are the Liquidity Coverage Ratio (LCR) and Months of Cash on Hand (MCH). The LCR is defined as the sum of cash on hand plus cash inflows over the next 12 months divided by cash outflows over the next 12 months. The LCR was 3.1 times on September 30, 2011 and 2.0 times on December 31, 2010. The MCH is defined as the number of months of corporate expenses that can be covered by the cash on hand. The MCH was 20 months on September 30, 2011 and 12 months on December 31, 2010. Regency also has a $25.0 million committed line of credit with a major domestic bank which had $10.0 million outstanding on September 30, 2011 and December 31, 2010. In addition, the Corporation also issues subordinated notes through Regency on a regular basis. Subordinated notes increased $7.3 million or 3.6% during the first nine months of 2011 to $211.5 million at September 30, 2011.

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The liquidity position of the Corporation continues to be strong as evidenced by its ability to generate strong growth in deposits and customer repurchase agreements. On average, deposits and customer repurchase agreements increased $20.5 million or 1.0% annualized for the quarter. The growth in transaction deposit accounts and customer repurchase agreements was due to new client acquisition and higher customer balances. This was partially offset by the continued planned decline in time deposits given the Corporation’s overall positive liquidity position. FNBPA had unused wholesale credit availability of $3.1 billion or 32.0% of bank assets at September 30, 2011 and $2.9 billion or 33.1% of bank assets at December 31, 2010. These sources include the availability to borrow from the FHLB, the FRB, correspondent bank lines and access to certificates of deposit issued through brokers. FNBPA has identified certain liquid assets, including overnight cash, unpledged securities and loans, which could be sold to meet funding needs. Included in these liquid assets are overnight balances and unpledged government and agency securities which totaled 4.7% and 4.6% of bank assets as of September 30, 2011 and December 31, 2010, respectively.

Another metric for measuring liquidity risk is the liquidity gap analysis. The following liquidity gap analysis (in thousands) for the Corporation as of September 30, 2011 compares the difference between cash flows from existing assets and liabilities over future time intervals. Management seeks to limit the size of the liquidity gaps so that sources and uses of funds are reasonably matched in the normal course of business. A reasonably matched position lays a better foundation for dealing with the additional funding needs during a potential liquidity crisis. The twelve-month cumulative gap to total assets of 4.7% and (1.1)% as of September 30, 2011 and December 31, 2010, respectively. The change in this position is partially due to the low level of longer-term rates as of September 30, 2011, which is expected to shorten asset cash flows as a result of increased loan refinancing and investment security calls.

	Within 1 Month			2-3 Months			4-6 Months			7-12 Months			Total 1 Year
Assets
Loans	$	177,150		$	365,959		$	457,984		$	818,030		$	1,819,123
Investments		112,088			147,049			174,567			294,348			728,052
		289,238			513,008			632,551			1,112,378			2,547,175
Liabilities
Non-maturity deposits		46,959			93,919			140,878			281,756			563,512
Time deposits		121,520			282,129			400,300			462,268			1,266,217
Borrowings		26,767			32,766			46,826			139,742			246,101
		195,246			408,814			588,004			883,766			2,075,830
Period Gap (Assets - Liabilities)	$	93,992		$	104,194		$	44,547		$	228,612		$	471,345
Cumulative Gap	$	93,992		$	198,186		$	242,733		$	471,345
Cumulative Gap to Total Assets		0.9	%		2.0	%		2.4	%		4.7	%

In addition, the ALCO regularly monitors various liquidity ratios and stress scenarios of the Corporation’s liquidity position. Management believes the Corporation has sufficient liquidity available to meet its normal operating and contingency funding cash needs.

MARKET RISK

Market risk refers to potential losses arising from changes in interest rates, foreign exchange rates, equity prices and commodity prices. The Securities footnote discusses impairment charges the Corporation has taken on its investment portfolio relating to the pooled TPS. The Securities footnote also discusses the ongoing process management utilizes to determine whether impairment exists.

The Corporation is primarily exposed to interest rate risk inherent in its lending and deposit-taking activities as a financial intermediary. To succeed in this capacity, the Corporation offers an extensive variety of financial products to meet the diverse needs of its customers. These products sometimes contribute to interest rate risk for the Corporation when product groups do not complement one another. For example, depositors may want short-term deposits while borrowers desire long-term loans.

Changes in market interest rates may result in changes in the fair value of the Corporation’s financial instruments, cash flows and net interest income. The ALCO is responsible for market risk management which involves

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devising policy guidelines, risk measures and limits, and managing the amount of interest rate risk and its effect on net interest income and capital. The Corporation uses derivative financial instruments for interest rate risk management purposes and not for trading or speculative purposes.

Interest rate risk is comprised of repricing risk, basis risk, yield curve risk and options risk. Repricing risk arises from differences in the cash flow or repricing between asset and liability portfolios. Basis risk arises when asset and liability portfolios are related to different market rate indexes, which do not always change by the same amount. Yield curve risk arises when asset and liability portfolios are related to different maturities on a given yield curve; when the yield curve changes shape, the risk position is altered. Options risk arises from “embedded options” within asset and liability products as certain borrowers have the option to prepay their loans when rates fall while certain depositors can redeem their certificates of deposit early when rates rise.

The Corporation uses a sophisticated asset/liability model to measure its interest rate risk. Interest rate risk measures utilized by the Corporation include earnings simulation, economic value of equity (EVE) and gap analysis.

Gap analysis and EVE are static measures that do not incorporate assumptions regarding future business. Gap analysis, while a helpful diagnostic tool, displays cash flows for only a single rate environment. EVE’s long-term horizon helps identify changes in optionality and longer-term positions. However, EVE’s liquidation perspective does not translate into the earnings-based measures that are the focus of managing and valuing a going concern. Net interest income simulations explicitly measure the exposure to earnings from changes in market rates of interest. In these simulations, the Corporation’s current financial position is combined with assumptions regarding future business to calculate net interest income under various hypothetical rate scenarios. The ALCO reviews earnings simulations over multiple years under various interest rate scenarios on a periodic basis. Reviewing these various measures provides the Corporation with a comprehensive view of its interest rate profile.

The following repricing gap analysis (in thousands) as of September 30, 2011 compares the difference between the amount of interest earning assets (IEA) and interest-bearing liabilities (IBL) subject to repricing over a period of time. A ratio of more than one indicates a higher level of repricing assets over repricing liabilities for the time period. Conversely, a ratio of less than one indicates a higher level of repricing liabilities over repricing assets for the time period.

	Within 1 Month			2-3 Months			4-6 Months			7-12 Months			Total 1 Year
Interest Earning Assets (IEA)
Loans	$	2,237,100		$	697,492		$	382,185		$	671,628		$	3,988,405
Investments		114,684			182,089			247,879			338,086			882,738
		2,351,784			879,581			630,064			1,009,714			4,871,143
Interest-Bearing Liabilities (IBL)
Non-maturity deposits		1,707,357			—			—			—			1,707,357
Time deposits		132,530			283,155			400,320			461,485			1,277,490
Borrowings		811,653			27,880			7,247			60,584			907,364
		2,651,540			311,035			407,567			522,069			3,891,211
Period Gap	$	(299,756	)	$	568,546		$	222,497		$	487,645		$	978,932
Cumulative Gap	$	(299,756	)	$	268,790		$	491,287		$	978,932
IEA/IBL (Cumulative)		0.89			1.09			1.15			1.25
Cumulative Gap to IEA		(3.5	)%		3.1	%		5.7	%		11.4	%

The cumulative twelve-month IEA to IBL ratio changed to 1.25 for September 30, 2011 from 1.13 for December 31, 2010.

The allocation of non-maturity deposits to the one-month maturity category is based on the estimated sensitivity of each product to changes in market rates. For example, if a product’s rate is estimated to increase by 50% as much as the market rates, then 50% of the account balance was placed in this category.

The following net interest income metrics were calculated using rate ramps which move market rates in a parallel fashion gradually over 12 months, whereas the EVE metrics utilized rate shocks which represent immediate rate

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changes that move all market rates by the same amount. The variance percentages represent the change between the net interest income or EVE calculated under the particular rate scenario versus the net interest income or EVE that was calculated assuming market rates as of September 30, 2011.

The Corporation completed a core deposit study in early 2011 in which a statistical analysis of the behavior was conducted using historical data. The study provided historical behaviors of pricing elasticity, in terms of both rate change magnitude (beta) and the time lag in response to a change in market rates, for various core deposit categories. The study also provided estimates of the average lives of these categories. The Quarterly Report on Form 10-Q for the period ended March 31, 2011 provided interest rate risk metrics using both old and new assumptions so that the user could see the effect of this assumption change.

The following table presents an analysis of the potential sensitivity of the Corporation’s net interest income and EVE to changes in interest rates.

	September 30, 2011			December 31, 2010			ALCO Guidelines
Net interest income change (12 months):
+ 300 basis points		3.4	%		0.1	%		—
+ 200 basis points		2.4	%		0.0	%		+/-5.0	%
+ 100 basis points		1.3	%		(0.1	)%		+/-5.0	%
- 100 basis points		(0.1	)%		0.2	%		+/-5.0	%
Economic value of equity:
+ 300 basis points		4.3	%		(8.5	)%		—
+ 200 basis points		4.3	%		(5.2	)%		—
+ 100 basis points		3.2	%		(2.2	)%		—
- 100 basis points		(7.8	)%		1.4	%		—

The Corporation’s strategy is to manage to a relatively neutral interest rate risk position. Currently, rising rates are expected to have a modest, positive effect on net interest income versus net interest income if rates remained unchanged. The Corporation has maintained a relatively stable net interest margin over the last five years despite market rate volatility.

During the first nine months of 2011, the ALCO utilized several tactics to maintain the Corporation’s interest rate risk position at a relatively neutral level. For example, the Corporation successfully achieved growth in longer-term certificates of deposit. The average life of the certificates of deposit portfolio increased to 16.8 months as of September 30, 2011 from 14.6 months as of December 31, 2010. This was due to the CBI acquisition and also due to the fact that new volumes of certificates of deposit in the first nine months of 2011 had an average original term of 18 months. On the lending side, the Corporation regularly sells long-term fixed-rate residential mortgages to the secondary market and has been successful in the origination of consumer and commercial loans with short-term repricing characteristics. Total variable and adjustable-rate loans increased from 58.4% of total loans as of December 31, 2010 to 59.3% of total loans as of September 30, 2011. The investment portfolio is used, in part, to manage the Corporation’s interest rate risk position. The duration of the investment portfolio is relatively low at 2.3 years at September 30, 2011 and 2.5 years at December 31, 2010. Finally, the Corporation has made use of interest rate swaps to lessen its interest rate risk position. The $178.5 million in notional swap principal originated during the first nine months of 2011 contributed to the increase in adjustable loans and contributed to the current total of $620.3 million of notional principal under the swap program. For additional information regarding interest rate swaps, see the Derivative Instruments footnote.

OCC Bulletin 2000-16 mandates that banks have their asset/liability models independently validated on a periodic basis. The Corporation’s Asset/Liability Management Policy states that the model will be validated at least every three years. A leading asset/liability consulting firm issued a report as of December 31, 2009 after conducting a validation of the model for FNBPA. The model received an “Excellent” rating, which according to the consultant, indicates that the overall model implementation meets FNBPA’s earnings performance assessment and interest rate risk analysis needs.

The Corporation recognizes that all asset/liability models have some inherent shortcomings. Asset/liability models require certain assumptions to be made, such as prepayment rates on interest earning assets and pricing impact on non-maturity deposits, which may differ from actual experience. These business assumptions are based upon the

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Corporation’s experience, business plans and available industry data. While management believes such assumptions to be reasonable, there can be no assurance that modeled results will be achieved. Furthermore, the metrics are based upon the balance sheet structure as of the valuation date and do not reflect the planned growth or management actions which could be taken.

RISK MANAGEMENT

The key to effective risk management is to be proactive in identifying, measuring, evaluating and monitoring risk on an ongoing basis. Risk management practices support decision-making, improve the success rate for new initiatives, and strengthen the market’s confidence in the Corporation and its affiliates.

The Corporation supports its risk management process through a governance structure involving its Board of Directors and senior management. The Corporation’s Risk Committee, which is comprised of various members of the Board of Directors, oversees management execution of business decisions within the Corporation’s desired risk profile. The Risk Committee has the following key roles:

• assist management with the identification, assessment and evaluation of the types of risk to which the Corporation is exposed;

• monitor the effectiveness of risk functions throughout the Corporation’s business and operations; and

• assist management with identifying and implementing risk management best practices, as appropriate, and review strategies, policies and procedures that are designed to identify and mitigate risks to the Corporation.

FNBPA has a Risk Management Committee comprised of senior management to provide day-to-day oversight to specific areas of risk with respect to the level of risk and risk management structure. FNBPA’s Risk Management Committee reports on a regular basis to the Corporation’s Risk Committee regarding the enterprise risk profile of the Corporation and other relevant risk management issues.

The Corporation’s audit function performs an independent assessment of the internal control environment. Moreover, the Corporation’s audit function plays a critical role in risk management, testing the operation of internal control systems and reporting findings to management and to the Corporation’s Audit Committee. Both the Corporation’s Risk Committee and FNBPA’s Risk Management Committee regularly assess the Corporation’s enterprise-wide risk profile and provide guidance to senior management on actions needed to address key risk issues.

DEPOSITS AND CUSTOMER REPURCHASE AGREEMENTS

Following is a summary of deposits and customer repurchase agreements (in thousands):

	September 30, 2011		December 31, 2010
Non-interest bearing	$	1,335,417	$	1,093,230
Savings and NOW		3,794,127		3,423,844
Certificates of deposit and other time deposits		2,238,745		2,129,069
Total deposits		7,368,289		6,646,143
Customer repurchase agreements		672,866		611,902
Total deposits and customer repurchase agreements	$	8,041,155	$	7,258,045

Total deposits and customer repurchase agreements increased by $783.1 million or 10.8% to $8.0 billion at September 30, 2011 compared to December 31, 2010, primarily as a result of the CBI acquisition combined with an organic increase in transaction accounts, which are comprised of non-interest bearing, savings and NOW accounts (which includes money market deposit accounts) and customer repurchase agreements. The increase in transaction accounts is a result of the Corporation’s ongoing marketing campaigns designed to attract new customers to the Corporation’s local approach to banking combined with higher balances being carried by existing customers.

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NON-PERFORMING ASSETS

Non-performing assets, which is comprised of non-performing loans, OREO and non-performing investments, totaled $165.8 million at September 30, 2011 compared to $174.0 million at December 31, 2010. The composition of non-performing loans and OREO changed during the first nine months of 2011 as non-accrual loans and restructured loans decreased $2.2 million and 7.7 million, respectively, while OREO increased $1.9 million. Additionally, non-performing investments decreased $0.3 million during this same period. The decrease in non-accrual loans was driven by $2.0 million and $0.5 million decreases in non-accrual loans in the Corporation’s Florida and Regency portfolios, respectively, partially offset by an increase of $0.3 million in non-accrual loans in the Corporation’s Pennsylvania portfolio. The decrease in restructured loans was primarily the result of $9.6 million of accruing residential mortgage loans moving to performing status during the quarter following a period of sustained performance. The Corporation expects all contractual amounts under the restructured terms of these residential mortgage loans will be collected. Additionally, OREO increased primarily due to the transfer of a $7.4 million property from the Corporation’s Florida portfolio into OREO during the first quarter, which was partially offset by the sale of two properties totaling $5.5 million from the Florida portfolio.

The following tables provide additional information relating to non-performing loans for the Corporation’s loan portfolios (dollars in thousands):

	FNBPA (PA)			FNBPA (FL)			Regency			Total
September 30, 2011
Non-performing loans	$	65,720		$	53,254		$	6,459		$	125,433
Other real estate owned (OREO)		12,616			20,477			1,547			34,640
Total past due loans		115,052			53,254			6,137			174,443
Non-performing loans/total loans		1.02	%		30.16	%		3.99	%		1.85	%
Non-performing loans + OREO/ total loans + OREO		1.21	%		37.42	%		4.90	%		2.35	%
December 31, 2010
Non-performing loans	$	71,961		$	55,222		$	8,111		$	135,294
Other real estate owned (OREO)		10,520			20,860			1,322			32,702
Total past due loans		103,255			57,721			6,869			167,845
Non-performing loans/total loans		1.26	%		28.28	%		4.98	%		2.22	%
Non-performing loans + OREO/ total loans + OREO		1.44	%		35.20	%		5.75	%		2.74	%

FNBPA (PA) reflects FNBPA’s total portfolio excluding the Florida portfolio which is presented separately.

ALLOWANCE FOR LOAN LOSSES

The allowance for loan losses at September 30, 2011 increased $2.7 million or 2.5% from December 31, 2010. The provision for loan losses during the nine months ended September 30, 2011 was $25.4 million while net charge-offs were $22.7 million. The Corporation’s Pennsylvania portfolio continues to perform well as evidenced by its allowance for loan losses of $81.5 million or 1.26% of total loans in that portfolio and year to date net charge-offs of 0.28% (annualized) of average loans in that portfolio. The duration of the slow economic environment in the Corporation’s Florida portfolio continues to be a challenge as the allowance for loan losses for the Florida portfolio was $20.5 million or 11.60% of total loans in that portfolio at September 30, 2011 compared to $17.5 million or 8.95% of that portfolio at December 31, 2010. Based on data collected from reappraisals during 2011 and 2010 on certain properties in the Florida portfolio, along with Florida market data, the information suggests that Florida land valuations have not yet fully stabilized.

The allowance for the Florida land-related portfolio at September 30, 2011 was $9.8 million or 19.7% of the land-related portfolio compared to $7.6 million or 12.1% of the land-related portfolio at December 31, 2010.During the first nine months of 2011, the Corporation reduced its Florida land-related portfolio including OREO by $8.1 million or 10.4% to $70.0 million. In addition, the condominium portfolio including OREO has been reduced to zero as the Corporation sold the remaining property that made up this category during the first quarter of 2011.

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The allowance for loan losses as a percentage of non-performing loans for the Corporation’s total portfolio increased from 78.44% as of December 31, 2010 to 86.75% as of September 30, 2011. While the allowance for loan losses increased $2.7 million or 2.5% since December 31, 2010, non-performing loans decreased $10.0 million or 7.3% over the same period. On January 1, 2011, the Corporation acquired $445.3 million in loans from CBI which were recorded net of a $25.9 million credit mark and no longer carry an allowance for loan losses in accordance with ASC Topic 310-30. The credit mark represents the difference between the contractual and expected cash flows of these acquired loans. The ratio of the allowance for loan losses and credit mark to total loans and credit mark was 1.98% for the nine months ended September 30, 2011.

The following tables provide additional information relating to the provision and allowance for loan losses for the Corporation’s loan portfolios (dollars in thousands):

	FNBPA (PA)			FNBPA (FL)			Regency			Total
At or for the Three Months Ended September 30, 2011
Provision for loan losses	$	3,279		$	3,941		$	1,353		$	8,573
Allowance for loan losses		81,538			20,478			6,797			108,813
Net loan charge-offs		4,094			3,481			1,409			8,984
Net loan charge-offs (annualized)/ average loans		0.25	%		11.60	%		3.42	%		0.53	%
Allowance for loan losses/total loans		1.26	%		11.60	%		4.20	%		1.60	%
Allowance for loan losses/ non-performing loans		124.07	%		38.45	%		105.24	%		86.75	%
At or for the Three Months Ended December 31, 2010
Provision for loan losses	$	7,939		$	1,271		$	1,597		$	10,807
Allowance for loan losses		81,797			17,485			6,838			106,120
Net loan charge-offs		6,870			12,901			1,543			21,314
Net loan charge-offs (annualized)/ average loans		0.48	%		25.05	%		3.78	%		1.40	%
Allowance for loan losses/total loans		1.43	%		8.95	%		4.20	%		1.74	%
Allowance for loan losses/ non-performing loans		113.67	%		31.66	%		84.30	%		78.44	%

CAPITAL RESOURCES AND REGULATORY MATTERS

The access to, and cost of, funding for new business initiatives, including acquisitions, the ability to engage in expanded business activities, the ability to pay dividends, the level of deposit insurance costs and the level and nature of regulatory oversight depend, in part, on the Corporation’s capital position.

The assessment of capital adequacy depends on a number of factors such as asset quality, liquidity, earnings performance, changing competitive conditions and economic forces. The Corporation seeks to maintain a strong capital base to support its growth and expansion activities, to provide stability to current operations and to promote public confidence.

The Corporation has an effective shelf registration statement filed with the SEC. Pursuant to this registration statement, the Corporation may, from time to time, issue and sell in one or more offerings any combination of common stock, preferred stock, debt securities or TPS. Through September 30, 2011, the Corporation has issued 30,187,500 common shares in public equity offerings under this registration statement. The capital offering completed in May 2011 increased the Corporation’s capital by $62.8 million, which increased all consolidated capital ratios. This capital has been retained at the parent company with plans to downstream to FNBPA in conjunction with the pending PFC acquisition scheduled for early 2012.

Capital management is a continuous process with capital plans for the Corporation and FNBPA updated annually. Both the Corporation and FNBPA are subject to various regulatory capital requirements administered by federal banking agencies. From time to time, the Corporation issues shares initially acquired by the Corporation as

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treasury stock under its various benefit plans. The Corporation may continue to grow through acquisitions, which can potentially impact its capital position. The Corporation may issue additional common stock in to order maintain its well-capitalized status.

The Corporation and FNBPA are subject to various regulatory capital requirements administered by the federal banking agencies. Quantitative measures established by regulators to ensure capital adequacy require the Corporation and FNBPA to maintain minimum amounts and ratios of total and Tier 1 capital (as defined in the regulations) to risk-weighted assets (as defined) and of leverage ratio (as defined). Failure to meet minimum capital requirements can initiate certain mandatory, and possibly additional discretionary actions, by regulators that, if undertaken, could have a direct material effect on the Corporation’s consolidated financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Corporation and FNBPA must meet specific capital guidelines that involve quantitative measures of assets, liabilities and certain off-balance sheet items as calculated under regulatory accounting practices. The Corporation’s and FNBPA’s capital amounts and classifications are also subject to qualitative judgments by the regulators about components, risk weightings and other factors.

The Corporation’s management believes that, as of September 30, 2011 and December 31, 2010, the Corporation and FNBPA met all capital adequacy requirements to which either of them was subject.

As of September 30, 2011, the most recent notification from the federal banking agencies categorized the Corporation and FNBPA as well-capitalized under the regulatory framework for prompt corrective action. There are no conditions or events since the notification which management believes have changed this categorization.

Following are the capital ratios as of September 30, 2011 and December 31, 2010 for the Corporation and FNBPA (dollars in thousands):

	Actual					Well-Capitalized Requirements					Minimum Capital Requirements
	Amount		Ratio			Amount		Ratio			Amount		Ratio
September 30, 2011
Total Capital (to risk-weighted assets):
F.N.B. Corporation	$	963,127		13.3	%	$	726,813		10.0	%	$	581,451		8.0	%
FNBPA		838,866		11.8			709,312		10.0			567,450		8.0
Tier 1 Capital (to risk-weighted assets):
F.N.B. Corporation		844,261		11.6			436,088		6.0			290,725		4.0
FNBPA		740,908		10.5			425,587		6.0			283,725		4.0
Leverage Ratio:
F.N.B. Corporation		844,261		9.0			468,644		5.0			374,916		4.0
FNBPA		740,908		8.2			454,440		5.0			363,552		4.0
December 31, 2010
Total Capital (to risk-weighted assets):
F.N.B. Corporation	$	836,228		12.9	%	$	648,244		10.0	%	$	518,595		8.0	%
FNBPA		768,040		12.3			626,183		10.0			500,946		8.0
Tier 1 Capital (to risk-weighted assets):
F.N.B. Corporation		737,755		11.4			388,946		6.0			259,297		4.0
FNBPA		689,495		11.0			375,710		6.0			250,473		4.0
Leverage Ratio:
F.N.B. Corporation		737,755		8.7			424,362		5.0			339,490		4.0
FNBPA		689,495		8.3			414,734		5.0			331,787		4.0

63

DODD-FRANK WALL STREET REFORM AND CONSUMER PROTECTION ACT OF 2010

On July 21, 2010, the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (Dodd-Frank Act) became law. The Dodd-Frank Act broadly affects the financial services industry by establishing a framework for systemic risk oversight, creating a resolution authority for institutions determined to be systemically important, mandating higher capital and liquidity requirements, requiring banks to pay increased fees to regulatory agencies and containing numerous other provisions aimed at strengthening the sound operation of the financial services sector and will fundamentally change the system of regulatory oversight as is described in more detail under Part I, Item 1, “Business - Government Supervision and Regulation” included in the Corporation’s 2010 Annual Report on Form 10-K as filed with the SEC on February 25, 2011. Many aspects of the Dodd-Frank Act are subject to further rulemaking and will take effect over several years, making it difficult to anticipate the overall financial impact to the Corporation or across the financial services industry.

On June 29, 2011, the FRB, pursuant to its authority under the Dodd-Frank Act, issued rules regarding interchange fees charged for electronic debit transactions by payment card issuers having assets over $10 billion, adopting a per-transaction interchange cap base of $0.21 plus a 5-basis point fraud loss adjustment per transaction. The FRB deemed such fees reasonable and proportional to the actual cost of a transaction to the issuer. While the Corporation is not subject to these rules so long as it does not have assets in excess of $10 billion, the Corporation’s activities as a debit card issuer may nevertheless be indirectly impacted by the change in the applicable debit card market caused by these regulations, which may lead the Corporation to match any new lower fee structure implemented by larger financial institutions to remain competitive. Such lower fees could impact the revenue the Corporation earns from debit interchange fees, which were equal to $15.2 million for 2010 and $13.1 million for the nine months ended September 30, 2011.

However, upon completion of the merger between the Corporation and PFC, the combined company will have assets in excess of $10 billion and will be subject to the FRB rules concerning debit card interchange fees. The Corporation estimates that the combined company’s revenues earned from interchange fees could decrease by as much as $9.0 million or more per year prior to the implementation of any mitigation strategies that are currently being analyzed by the Corporation.

If the Corporation maintains remains under the $10 billion asset threshold through December 31, 2011, the impact of the above debit card regulations will not apply until July 1, 2013. If the Corporation exceeds the $10 billion asset threshold on December 31, 2011, the new regulations will become effective for the Corporation on July 1, 2012.

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

The information called for by this item is provided under the caption Market Risk in Item 2 - Management’s Discussion and Analysis of Financial Condition and Results of Operations. There are no material changes in the information provided under Part II, Item 7A, “Quantitative and Qualitative Disclosures About Market Risk” included in the Corporation’s 2010 Annual Report on Form 10-K as filed with the SEC on February 25, 2011.

ITEM 4. CONTROLS AND PROCEDURES

EVALUATION OF DISCLOSURE CONTROLS AND PROCEDURES. The Corporation’s management, with the participation of the Corporation’s principal executive and financial officers, evaluated the Corporation’s disclosure controls and procedures (as defined in Rule 13(a)–15(e) under the Securities Exchange Act of 1934, as amended) as of the end of the period covered by this Quarterly Report on Form 10-Q. Based on this evaluation, the Corporation’s management, including the Chief Executive Officer (CEO) and the Chief Financial Officer (CFO), concluded that, as of the end of the period covered by this quarterly report, the Corporation’s disclosure controls and procedures were effective as of such date at the reasonable assurance level as discussed below to ensure that information required to be disclosed by the Corporation in the reports it files under the Securities Exchange Act of 1934, as amended, is recorded, processed, summarized and reported within the time periods specified in the rules and forms of the SEC and that such information is accumulated and communicated to the Corporation’s management, including its principal executive officer and principal financial officer, as appropriate to allow timely decisions regarding required disclosure.

LIMITATIONS ON THE EFFECTIVENESS OF CONTROLS. The Corporation’s management, including the CEO and the CFO, does not expect that the Corporation’s disclosure controls and internal controls will prevent all errors

64

and all fraud. A control system, no matter how well conceived and operated, can provide only reasonable, not absolute, assurance that the objectives of the control system are met. Because of the inherent limitations in all control systems, no evaluation of controls can provide absolute assurance that all control issues and instances of fraud, if any, within the Corporation have been detected. These inherent limitations include the realities that judgments in decision-making can be faulty, and that breakdowns can occur because of simple error or mistake. In addition, controls can be circumvented by the individual acts of some persons, by collusion of two or more people or by management override of the controls.

CHANGES IN INTERNAL CONTROLS. The CEO and the CFO have evaluated the changes to the Corporation’s internal controls over financial reporting that occurred during the Corporation’s fiscal quarter ended September 30, 2011, as required by paragraph (d) of Rules 13a–15(e) and 15d–15(e) under the Securities Exchange Act of 1934, as amended, and have concluded that there were no such changes that materially affected, or are reasonably likely to materially affect, the Corporation’s internal controls over financial reporting.

PART II

ITEM 1. LEGAL PROCEEDINGS

The Corporation and its subsidiaries are involved in various pending and threatened legal proceedings in which claims for monetary damages and other relief are asserted. These actions include claims brought against the Corporation and its subsidiaries where the Corporation or a subsidiary acted as one or more of the following: a depository bank, lender, underwriter, fiduciary, financial advisor, broker or was engaged in other business activities. Although the ultimate outcome for any asserted claim cannot be predicted with certainty, the Corporation believes that it and its subsidiaries have valid defenses for all asserted claims. Reserves are established for legal claims when losses associated with the claims are judged to be probable and the amount of the loss can be reasonably estimated.

Based on information currently available, advice of counsel, available insurance coverage and established reserves, the Corporation does not anticipate, at the present time, that the aggregate liability, if any, arising out of such legal proceedings will have a material adverse effect on the Corporation’s consolidated financial position. However, the Corporation cannot determine whether or not any claims asserted against it will have a material adverse effect on its consolidated results of operations in any future reporting period.

ITEM 1A. RISK FACTORS

The Corporation, like other financial companies, is subject to a number of risks that may adversely affect its financial condition or results of operations, many of which are outside of the Corporation’s direct control, though efforts are made to manage those risks while optimizing returns. Among the principal risks assumed are:

• Credit Risk, which is the risk of loss due to loan and lease customers or other counter-parties not being able to meet their financial obligations under agreed upon terms;

• Market Risk, which is the risk of loss due to changes in the market value of assets and liabilities due to changes in market interest rates, equity prices and credit spreads;

• Liquidity Risk, which is the risk of loss due to the possibility that funds may not be available to satisfy current or future obligations resulting from external macro market issues, investor and customer perception of financial strength, and events unrelated to the company such as war, terrorism or financial institution markets specific issues; and

• Operational Risk, which is the risk of loss due to human error, inadequate or failed internal systems and controls, violations, or non-compliance with, laws, rules, regulations, prescribed best practices, or ethical standards, external influences, fraudulent activities, disasters and securities risks.

More information on risk is set forth in Part I, Item 1A, Risk Factors, included in the Corporation’s 2010 Annual Report on Form 10-K as filed with the SEC on February 25, 2011. Additional information regarding Risk Factors can also be found in the Liquidity, Market Risk and Risk Management sections of Management’s Discussion and Analysis in this Quarterly Report on Form 10-Q.

65

ITEM 2. UNREGISTERED SALES OF EQUITY SECURITIES AND USE OF PROCEEDS

NONE

ITEM 3. DEFAULTS UPON SENIOR SECURITIES

NONE

ITEM 5. OTHER INFORMATION

NONE

ITEM 6. EXHIBITS

Exhibit Index
31.1	Certification of Chief Executive Officer Sarbanes-Oxley Act Section 302. (filed herewith).
31.2	Certification of Chief Financial Officer Sarbanes-Oxley Act Section 302. (filed herewith).
32.1	Certification of Chief Executive Officer Sarbanes-Oxley Act Section 906. (furnished herewith).
32.2	Certification of Chief Financial Officer Sarbanes-Oxley Act Section 906. (furnished herewith).
101	The following materials from F.N.B. Corporation’s Quarterly Report on Form 10-Q for the period ended September 30, 2011, formatted in XBRL: (i) the Consolidated Balance Sheets, (ii) the Consolidated Statements of Income, (iii) the Consolidated Statements of Stockholders’ Equity, (iv) the Consolidated Statements of Cash Flows and (v) the Notes to Consolidated Financial Statements. *

* This information is deemed furnished, not filed.

66

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	F.N.B. Corporation
Dated: November 8, 2011	/s/ Stephen J. Gurgovits
	Stephen J. Gurgovits
	Chief Executive Officer
	(Principal Executive Officer)
Dated: November 8, 2011	/s/ Vincent J. Calabrese
	Vincent J. Calabrese
	Chief Financial Officer
	(Principal Financial Officer)
Dated: November 8, 2011	/s/ Timothy G. Rubritz
	Timothy G. Rubritz
	Corporate Controller
	(Principal Accounting Officer)

67

EX-31.1

EXHIBIT 31.1

CERTIFICATION OF CHIEF EXECUTIVE OFFICER

SARBANES-OXLEY ACT SECTION 302

I, Stephen J. Gurgovits, certify that:

1. I have reviewed this quarterly report on Form 10-Q for the quarter ended September 30, 2011 of F.N.B. Corporation;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report.

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13(a)-15(e) and 15(d)-15(e)) and internal controls over financial reporting (as defined in Exchange Act Rules 13(a)-15(f) and 15(d)-15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 8, 2011	/s/ Stephen J. Gurgovits
	Stephen J. Gurgovits Chief Executive Officer

EX-31.2

EXHIBIT 31.2

CERTIFICATION OF CHIEF FINANCIAL OFFICER

SARBANES-OXLEY ACT SECTION 302

I, Vincent J. Calabrese, certify that:

1. I have reviewed this quarterly report on Form 10-Q for the quarter ended September 30, 2011 of F.N.B. Corporation;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations and cash flows of the registrant as of, and for, the periods presented in this report.

4. The registrant’s other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Exchange Act Rules 13(a)-15(e) and 15(d)-15(e)) and internal controls over financial reporting (as defined in Exchange Act Rules 13(a)-15(f) and 15(d)-15(f)) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant’s disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of the end of the period covered by this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant’s internal control over financial reporting that occurred during the registrant’s most recent fiscal quarter (the registrant’s fourth fiscal quarter in the case of an annual report) that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting; and

5. The registrant’s other certifying officer and I have disclosed, based on our most recent evaluation of internal control over financial reporting, to the registrant’s auditors and the audit committee of registrant’s board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant’s ability to record, process, summarize and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant’s internal control over financial reporting.

Date: November 8, 2011	/s/ Vincent J. Calabrese
	Vincent J. Calabrese Chief Financial Officer

EX-32.1

EXHIBIT 32.1

CERTIFICATION OF CHIEF EXECUTIVE OFFICER

SARBANES-OXLEY ACT SECTION 906

Pursuant to Section 1350 of Title 18 of the United States Code, I, Stephen J. Gurgovits, Chief Executive Officer of F.N.B. Corporation (the “Company”), hereby certify that, to the best of my knowledge:

1. The Company’s Form 10-Q Quarterly Report for the period ended September 30, 2011 (the “Report”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

Date: November 8, 2011	/s/ Stephen J. Gurgovits
	Stephen J. Gurgovits Chief Executive Officer

EX-32.2

EXHIBIT 32.2

CERTIFICATION OF CHIEF FINANCIAL OFFICER

SARBANES-OXLEY ACT SECTION 906

Pursuant to Section 1350 of Title 18 of the United States Code, I, Vincent J. Calabrese, Chief Financial Officer of F.N.B. Corporation (the “Company”), hereby certify that, to the best of my knowledge:

1. The Company’s Form 10-Q Quarterly Report for the period ended September 30, 2011 (the “Report”) fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934; and

2. The information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Company.

Date: November 8, 2011	/s/ Vincent J. Calabrese
	Vincent J. Calabrese Chief Financial Officer

XML

Stock Incentive Plans (Components Of The Restricted Stock Awards) (Details) (USD $) In Thousands, except Share data, unless otherwise specified	Sep. 30, 2011 years securities	Dec. 31, 2010	Sep. 30, 2010	Dec. 31, 2009
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Unvested awards	1,724,454	1,309,489	1,278,066	854,440
Unrecognized compensation expense	$ 6,553
Intrinsic value	14,779
Weighted average remaining life (in years)	2.28
Service-Based Awards [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Unvested awards	570,706
Unrecognized compensation expense	1,957
Intrinsic value	4,891
Weighted average remaining life (in years)	2.06
Performance-Based Awards [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Unvested awards	1,153,748
Unrecognized compensation expense	4,596
Intrinsic value	$ 9,888
Weighted average remaining life (in years)	2.40

XML

Securities (Schedule Of Amortized Cost And Fair Value Of Securities Available For Sale) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	$ 803,986	$ 744,292
Available-for-sale Securities, Gross Unrealized Gains	14,010	9,856
Available-for-sale, Gross Unrealized Loss	(15,541)	(16,023)
Available-for-sale Securities, Fair Value	802,455	738,125
U.S. Treasury And Other U.S. Government Agencies And Corporations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	307,769	299,861
Available-for-sale Securities, Gross Unrealized Gains	1,079	1,395
Available-for-sale, Gross Unrealized Loss	(59)	(688)
Available-for-sale Securities, Fair Value	308,789	300,568
Agency Mortgage Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	225,184	205,443
Available-for-sale Securities, Gross Unrealized Gains	8,000	6,064
Available-for-sale Securities, Fair Value	233,184	211,507
Agency Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	203,014	146,977
Available-for-sale Securities, Gross Unrealized Gains	3,298	1,081
Available-for-sale, Gross Unrealized Loss		(192)
Available-for-sale Securities, Fair Value	206,312	147,866
Non-Agency Collateralized Mortgage Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	32	37
Available-for-sale Securities, Gross Unrealized Gains		1
Available-for-sale, Gross Unrealized Loss	(1)
Available-for-sale Securities, Fair Value	31	38
States Of The U.S. And Political Subdivisions [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	40,310	57,830
Available-for-sale Securities, Gross Unrealized Gains	1,437	934
Available-for-sale, Gross Unrealized Loss		(26)
Available-for-sale Securities, Fair Value	41,747	58,738
Collateralized Debt Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	19,224	19,288
Available-for-sale, Gross Unrealized Loss	(13,539)	(13,314)
Available-for-sale Securities, Fair Value	5,685	5,974
Other Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	6,860	12,989
Available-for-sale, Gross Unrealized Loss	(1,887)	(1,744)
Available-for-sale Securities, Fair Value	4,973	11,245
Total Debt Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	802,393	742,425
Available-for-sale Securities, Gross Unrealized Gains	13,814	9,475
Available-for-sale, Gross Unrealized Loss	(15,486)	(15,964)
Available-for-sale Securities, Fair Value	800,721	735,936
Equity Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale Securities, Amortized Cost	1,593	1,867
Available-for-sale Securities, Gross Unrealized Gains	196	381
Available-for-sale, Gross Unrealized Loss	(55)	(59)
Available-for-sale Securities, Fair Value	$ 1,734	$ 2,189

XML

Consolidated Balance Sheets (Parenthetical) (USD $) In Thousands, except Share data	Sep. 30, 2011	Dec. 31, 2010
Consolidated Balance Sheets [Abstract]
Securities held to maturity, fair value	$ 1,020,643	$ 959,414
Unearned income on loans	$ 45,145	$ 42,183
Common stock, par value	$ 0.01	$ 0.01
Common stock, shares authorized	500,000,000	500,000,000
Common stock, shares issued	127,342,749	114,902,454
Treasury stock, shares	215,150	155,369

XML

Consolidated Statements Of Income (USD $) In Thousands, except Per Share data	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Interest Income
Loans, including fees	$ 86,038	$ 81,507	$ 255,937	$ 241,885
Securities:
Taxable	10,744	10,524	32,233	33,100
Nontaxable	1,847	1,779	5,676	5,489
Dividends	13	17	144	54
Other	60	120	238	326
Total Interest Income	98,702	93,947	294,228	280,854
Interest Expense
Deposits	13,078	15,742	41,727	50,072
Short-term borrowings	1,644	2,029	5,111	6,191
Long-term debt	1,698	1,825	4,981	6,462
Junior subordinated debt	1,880	2,092	6,030	5,984
Total Interest Expense	18,300	21,688	57,849	68,709
Net Interest Income	80,402	72,259	236,379	212,145
Provision for loan losses	8,573	12,313	25,352	36,516
Net Interest Income After Provision for Loan Losses	71,829	59,946	211,027	175,629
Non-Interest Income
Impairment losses on securities	(473)		(473)	(9,539)
Non-credit related losses on securities not expected to be sold (recognized in other comprehensive income)	436		436	7,251
Net impairment losses on securities	(37)		(37)	(2,288)
Service charges	16,057	14,250	46,058	42,634
Insurance commissions and fees	4,002	3,921	11,812	12,094
Securities commissions and fees	1,858	1,794	5,960	5,122
Trust fees	3,565	3,084	11,222	9,430
Gain on sale of securities	49	80	141	2,517
Gain on sale of residential mortgage loans	657	964	1,800	2,339
Bank owned life insurance	1,309	1,448	3,913	3,760
Other	2,170	2,213	6,451	10,864
Total Non-Interest Income	29,630	27,754	87,320	86,472
Non-Interest Expense
Salaries and employee benefits	37,149	33,831	112,059	100,348
Net occupancy	5,514	4,781	16,484	15,159
Equipment	4,749	4,486	14,149	13,625
Amortization of intangibles	1,808	1,675	5,409	5,041
Outside services	5,447	5,737	16,024	17,144
FDIC insurance	1,699	2,627	6,288	7,890
Merger related	282	72	4,589	72
Other	12,569	11,038	37,141	33,495
Total Non-Interest Expense	69,217	64,247	212,143	192,774
Income Before Income Taxes	32,242	23,453	86,204	69,327
Income taxes	8,469	6,236	22,894	18,208
Net Income	$ 23,773	$ 17,217	$ 63,310	$ 51,119
Net Income per Share - Basic	$ 0.19	$ 0.15	$ 0.51	$ 0.45
Net Income per Share - Diluted	$ 0.19	$ 0.15	$ 0.51	$ 0.45
Cash Dividends per Share	$ 0.12	$ 0.12	$ 0.36	$ 0.36

XML

Allowance For Loan Losses (Summary Of Individual And Collective Allowance For Loan Losses And Loan Balances) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans individually evaluated for impairment	$ 9,012
Allowance for loans collectively evaluated for impairment	99,801
Loans Outstanding	6,788,540	6,088,155
Loans outstanding individually evaluated for impairment	120,825
Loans outstanding collectively evaluated for impairment	6,667,715
Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans individually evaluated for impairment	9,012
Allowance for loans collectively evaluated for impairment	68,409
Loans Outstanding	3,819,806	3,337,992
Loans outstanding individually evaluated for impairment	120,825
Loans outstanding collectively evaluated for impairment	3,698,981
Direct Installment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans collectively evaluated for impairment	14,578
Loans Outstanding	1,033,688	1,002,725
Loans outstanding collectively evaluated for impairment	1,033,688
Residential Mortgages [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans collectively evaluated for impairment	4,356
Loans Outstanding	673,598	622,242
Loans outstanding collectively evaluated for impairment	673,598
Indirect Installment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans collectively evaluated for impairment	5,645
Loans Outstanding	538,366	514,369
Loans outstanding collectively evaluated for impairment	538,366
Consumer Lines Of Credit [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans collectively evaluated for impairment	5,382
Loans Outstanding	580,968	493,881
Loans outstanding collectively evaluated for impairment	580,968
Commercial Leases [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans collectively evaluated for impairment	1,417
Loans Outstanding	103,764	79,429
Loans outstanding collectively evaluated for impairment	103,764
Other [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans collectively evaluated for impairment	14
Loans Outstanding	38,350	37,517
Loans outstanding collectively evaluated for impairment	$ 38,350

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Securities (Amortized Cost And Fair Value Of Securities, By Contractual Maturities) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Schedule of Held-to-maturity Securities [Line Items]
Available for Sale, Due in one year or less, Amortized Cost	$ 40,077
Available for Sale, Due in one year or less, Fair Value	40,384
Available for Sale, Due from one to five years, Amortized Cost	264,448
Available for Sale, Due from one to five years, Fair Value	265,085
Available for Sale, Due from five to ten years, Amortized Cost	10,883
Available for Sale, Due from five to ten years, Fair Value	11,260
Available for Sale, Due after ten years, Amortized Cost	58,755
Available for Sale, Due after ten years, Fair Value	44,465
Available for Sale, with contractual maturities, Amortized Cost	374,163
Available for Sale, with contractual maturities, Fair Value	361,194
Total securities available for sale, Amortized Cost	803,986	744,292
Available-for-sale Securities, Fair Value	802,455	738,125
Held to Maturity, Due in one year or less, Amortized Cost	6,708
Held to Maturity, Due in one year or less, Fair Value	6,769
Held to Maturity, Due from one to five years, Amortized Cost	14,500
Held to Maturity, Due from one to five years, Fair Value	15,185
Held to Maturity, Due from five to ten years, Amortized Cost	37,817
Held to Maturity, Due from five to ten years, Fair Value	39,193
Held to Maturity, Due after ten years, Amortized Cost	100,059
Held to Maturity, Due after ten years, Fair Value	103,025
Held to Maturity, Amortized Cost, total	984,201	940,481
Held to Maturity, Fair Value, total	1,020,643	959,414
Held to Maturity, with contractual maturities, Amortized Cost	159,084
Held to Maturity, with contractual maturities, Fair Value	164,172
Agency Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Total securities available for sale, Amortized Cost	225,184	205,443
Available-for-sale Securities, Fair Value	233,184	211,507
Held to Maturity, Amortized Cost, total	739,501
Held to Maturity, Fair Value, total	771,215
Agency Collateralized Mortgage Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Total securities available for sale, Amortized Cost	203,014	146,977
Available-for-sale Securities, Fair Value	206,312	147,866
Held to Maturity, Amortized Cost, total	58,610
Held to Maturity, Fair Value, total	59,188
Non-Agency Collateralized Mortgage Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Total securities available for sale, Amortized Cost	32	37
Available-for-sale Securities, Fair Value	31	38
Held to Maturity, Amortized Cost, total	27,006
Held to Maturity, Fair Value, total	26,068
Equity Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Total securities available for sale, Amortized Cost	1,593	1,867
Available-for-sale Securities, Fair Value	$ 1,734	$ 2,189

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Retirement And Other Postretirement Benefit Plans (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	1 Months Ended		9 Months Ended		12 Months Ended
	Jan. 31, 2011	Jan. 31, 2008	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2008	Jan. 01, 2007 years
Retirement And Other Postretirement Benefit Plans [Abstract]
Net unrecognized service credit								$ 14,079
Number of years for which net unrecognized service credit is being amortized								13.5
Unrecognized prior service credit included in income						10,543
Number of supplemental non-qualified retirement plans sponsored by the Corporation			2
Number of consecutive calendar years used to calculate BRP benefits							5
Number of years used to calculate BRP benefits							10
Percent of employer match					100.00%	50.00%
Employee contribution percentage					4.00%	6.00%
Annuity equivalent of contribution to defined contribution plan deducted from monthly benefit of basic retirement plan			3.00%
Employees' required age to be eligible for participation in defined contribution plan, minimum			21
Increase in annuity equivalent of contribution to defined contribution plan deducted from monthly benefit of basic retirement plan for full-time employees		4.00%
Additional automatic contribution increase, performance goals, percentage							2.00%
Contribution expense of the Corporation			$ 6,222	$ 3,724
Automatic contribution increase available under contribution method each calendar year, percentage	3.00%
Pre-Medicare eligible postretirement medical insurance plan minimum age limit			62
Pre-Medicare eligible postretirement medical insurance plan employees age limit to be eligible for employer-paid coverage								60 or older
Pre-Medicare eligible postretirement medical insurance plan maximum age limit			65

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Earnings Per Share (Details) (USD $) In Thousands, except Share data	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Earnings Per Share [Abstract]
Net income - basic earnings per share	$ 23,773	$ 17,217	$ 63,310	$ 51,119
Interest expense on convertible debt	5	5	15	15
Net income after assumed conversion - diluted earnings per share	$ 23,778	$ 17,222	$ 63,325	$ 51,134
Basic weighted average common shares outstanding	126,473,473	113,983,990	123,330,205	113,871,635
Net effect of dilutive stock options, warrants, restricted stock and convertible debt	868,070	502,261	820,328	416,965
Diluted weighted average common shares outstanding	127,341,543	114,486,251	124,150,533	114,288,600
Basic earnings per share	$ 0.19	$ 0.15	$ 0.51	$ 0.45
Diluted earnings per share	$ 0.19	$ 0.15	$ 0.51	$ 0.45
Common stock excluded from computation of diluted earnings per share	503,727	835,375	404,164	870,784

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Stock Incentive Plans

9 Months Ended

Sep. 30, 2011

Stock Incentive Plans [Abstract]

Stock Incentive Plans

STOCK INCENTIVE PLANS

Restricted Stock

The Corporation issues restricted stock awards, consisting of both restricted stock and restricted stock units, to key employees under its Incentive Compensation Plans (Plans). The grant date fair value of the restricted stock awards is equal to the price of the Corporation's common stock on the grant date. For the nine months ended September 30, 2011 and 2010, the Corporation issued 384,847 and 500,707 restricted stock awards with aggregate weighted average grant date fair values of $3,888 and $3,890, respectively, under these Plans. As of September 30, 2011, the Corporation had available up to 3,319,016 shares of common stock to issue under these Plans.

Under the Plans, more than half of the restricted stock awards granted to management are earned if the Corporation meets or exceeds certain financial performance results when compared to its peers. These performance-related awards are expensed ratably from the date that the likelihood of meeting the performance measure is probable through the end of a four-year vesting period. The service-based awards are expensed ratably over a three-year vesting period. The Corporation also issues discretionary service-based awards to certain employees that vest over five years.

The unvested restricted stock awards are eligible to receive cash dividends or dividend equivalents which are ultimately used to purchase additional shares of stock. Any additional shares of stock received as a result of cash dividends are subject to forfeiture if the requisite service period is not completed or the specified performance criteria are not met. These awards are subject to certain accelerated vesting provisions upon retirement, death, disability or in the event of a change of control as defined in the award agreements.

Share-based compensation expense related to restricted stock awards was $3,200 and $2,059 for the nine months ended September 30, 2011 and 2010, the tax benefit of which was $1,120 and $721, respectively.

The following table summarizes certain information concerning restricted stock awards:

	Nine Months Ended September 30,
	2011					2010
	Awards			Weighted Average Grant Price		Awards			Weighted Average Grant Price
Unvested awards outstanding at beginning of period		1,309,489		$	8.52		854,440		$	10.57
Granted		384,847			10.10		500,707			7.77
Net performance adjustment		150,889			7.92		—			—
Vested		(172,030	)		13.57		(95,281	)		15.05
Forfeited		(1,397	)		9.20		(32,008	)		9.21
Dividend reinvestment		52,656			9.69		50,208			8.37
Unvested awards outstanding at end of period		1,724,454			8.36		1,278,066			9.09

The total fair value of awards vested was $1,767 and $698 for the nine months ended September 30, 2011 and 2010, respectively.

As of September 30, 2011, there was $6,553 of unrecognized compensation cost related to unvested restricted stock awards including $183 that is subject to accelerated vesting under the Plan's immediate vesting upon retirement provision for awards granted prior to the adoption of ASC Topic 718, Compensation – Stock Compensation, on January 1, 2006. The components of the restricted stock awards as of September 30, 2011 are as follows:

	Service- Based Awards		Performance- Based Awards		Total
Unvested awards		570,706		1,153,748		1,724,454
Unrecognized compensation expense	$	1,957	$	4,596	$	6,553
Intrinsic value	$	4,891	$	9,888	$	14,779
Weighted average remaining life (in years)		2.06		2.40		2.28

Stock Options

The Corporation did not grant stock options during the nine months ended September 30, 2011 or 2010. All outstanding stock options were granted at prices equal to the fair market value at the date of the grant, are primarily exercisable within ten years from the date of the grant and were fully vested as of January 1, 2006. The Corporation issues shares of treasury stock or authorized but unissued shares to satisfy stock options exercised. Shares issued upon the exercise of stock options were 8,389 for the nine months ended September 30, 2011. No stock options were exercised during the nine months ended September 30, 2010.

The following table summarizes certain information concerning stock option awards:

	Nine Months Ended September 30,
	2011					2010
	Shares			Weighted Average Exercise Price		Shares			Weighted Average Exercise Price
Options outstanding at beginning of period		770,610		$	14.28		968,090		$	13.67
Exercised		(8,389	)		2.68		—			—
Forfeited		(171,521	)		12.52		(155,613	)		11.42
Options outstanding and exercisable at end of period		590,700			14.96		812,477			14.10

The intrinsic value of outstanding and exercisable stock options at September 30, 2011 was $(3,673), since the fair value of the stock subject to the options was less than the exercise price.

Warrants

In conjunction with its participation in the U.S. Department of the Treasury (UST) Capital Purchase Program (CPP), the Corporation issued to the UST a warrant to purchase up to 1,302,083 shares of the Corporation's common stock. Pursuant to Section 13(H) of the Warrant to Purchase Common Stock, the number of shares of common stock issuable upon exercise of the warrant was reduced in half to 651,042 shares on June 16, 2009, the date the Corporation completed a public offering. The warrant, which expires in 2019, has an exercise price of $11.52 per share.

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Stock Incentive Plans (Narrative) (Details) (USD $) In Thousands, except Share data	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Jun. 16, 2009
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Common stock shares available under incentive compensation plans	3,319,016
Restricted stock awards issued	384,847	500,707
Aggregate weighted average grant date fair value	$ 3,888	$ 3,890
Stock options granted	0	0
Stock options exercised	8,389
Intrinsic value of outstanding and exercisable stock options	$ (3,673)
Maximum common shares available for purchase under warrants	1,302,083		651,042
Warrant, exercise price per share	$ 11.52
Service-Based Awards [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting period of service-based payment awards expensed, years	three
Performance-Based Awards [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting period of service-based payment awards expensed, years	four
Discretionary Service-Based Awards [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting period of service-based payment awards expensed, years	five
Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based compensation expense related to restricted stock awards	3,200	2,059
Tax benefit related to restricted stock awards	1,120	721
Total fair value of awards vested	1,767	698
Accelerated vesting under incentive compensation plan's immediate vesting upon retirement provision for awards granted	183
Unrecognized compensation cost related to unvest restricted stock awareds	$ 6,553
Employee Stock Option [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Vesting period of service-based payment awards expensed, years	ten

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Document And Entity Information	9 Months Ended
	Sep. 30, 2011	Oct. 31, 2011
Document And Entity Information [Abstract]
Entity Registrant Name	FNB CORP/FL/
Entity Central Index Key	0000037808
Document Type	10-Q
Document Period End Date	Sep. 30, 2011
Amendment Flag	false
Document Fiscal Year Focus	2011
Document Fiscal Period Focus	Q3
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		127,135,221

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Mergers And Acquisitions (Details) (USD $) In Thousands, except Share data	Dec. 31, 2010	Dec. 31, 2010 Comm Bancorp Inc [Member]	Jun. 15, 2011 Parkvale Financial Corporation [Member]
Business Acquisition [Line Items]
Assets acquired as a result of merger		$ 625,570	$ 1,800,000
Loans acquired as a result of merger		445,271
Deposits acquired as a result of merger		561,796
Value of acquisition		75,547	130,000
Shares entitled to the shareholders			2.178
Cash paid for acquisition of CBI		17,202
Common stock issued for exchange in merger	5,940,742	1,719,820
Goodwill recorded as a result of merger		38,790
Core deposit intangible recorded as a result of merger		$ 4,785

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Comprehensive Income

9 Months Ended

Sep. 30, 2011

Comprehensive Income [Abstract]

Comprehensive Income

COMPREHENSIVE INCOME

The components of comprehensive income, net of related tax, are as follows:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Net income	$	23,773		$	17,217		$	63,310		$	51,119
Other comprehensive income:
Unrealized (losses) gains on securities:
Arising during the period, net of tax expense of $171, $852, $1,639 and $2,943		318			1,582			3,059			5,465
Less: reclassification adjustment for gains included in net income, net of tax expense of $8, $28, $41 and $80		(16	)		(52	)		(92	)		(149	)
Pension and postretirement amortization, net of tax expense of $90, $187, $279 and $988		166			347			517			1,836
Other comprehensive income		468			1,877			3,484			7,152
Comprehensive income	$	24,241		$	19,094		$	66,794		$	58,271

The accumulated balances related to each component of other comprehensive income (loss), net of tax are as follows:

	2011			2010
September 30
Non-credit related loss on debt securities not expected to be sold	$	(8,800	)	$	(9,181	)
Unrealized net gain (loss) on other available for sale securities		7,880			7,477
Unrecognized pension and postretirement obligations		(29,328	)		(21,777	)
Accumulated other comprehensive loss	$	(30,248	)	$	(23,481	)

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Common Stock (Details) (USD $) In Thousands, except Share data	0 Months Ended	9 Months Ended
	May 18, 2011	Sep. 30, 2011	Sep. 30, 2010
Common Stock [Abstract]
Public offering, common stock	6,037,500
Price per share, common stock	$ 10.70
Common stock purchased by underwriters	787,500
Net proceeds from issuance of common stock	$ 62,803	$ 68,608	$ 4,890

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Derivative Instruments (Fair Value Of The Corporation's Derivative Financial Instruments And Their Classification On The Balance Sheet) (Details) (Not Designated As Hedging Instrument [Member], Interest Rate Contract [Member], USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Asset derivatives	$ 51,984	$ 25,631
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Liability derivatives	$ 51,870	$ 25,043

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Mergers And Acquisitions

9 Months Ended

Sep. 30, 2011

Mergers And Acquisitions [Abstract]

Mergers And Acquisitions

MERGERS AND ACQUISITIONS

On January 1, 2011, the Corporation completed its acquisition of Comm Bancorp, Inc. (CBI), a bank holding company based in Clarks Summit, Pennsylvania. On the acquisition date, CBI had $625,570 in assets, which included $445,271 in loans, and $561,796 in deposits. The transaction, valued at $75,547, resulted in the Corporation paying $17,202 in cash and issuing 5,940,742 shares of its common stock in exchange for 1,719,820 shares of CBI common stock. The assets and liabilities of CBI were recorded on the Corporation's balance sheet at their fair values as of January 1, 2011, the acquisition date, and CBI's results of operations have been included in the Corporation's consolidated statement of income since that date. CBI's banking affiliate, Community Bank and Trust Company, was merged into FNBPA on January 1, 2011. Based on a preliminary purchase price allocation, the Corporation recorded $38,790 in goodwill and $4,785 in core deposit intangible as a result of the acquisition. The Corporation has not yet finalized its determination of the fair values of certain acquired assets and liabilities and will adjust goodwill upon completion of the valuation process. None of the goodwill is deductible for income tax purposes.

Pending Acquisition

On June 15, 2011, the Corporation announced the signing of a definitive merger agreement to acquire Parkvale Financial Corporation (PFC), a savings and loan holding company with approximately $1,800,000 in assets based in Monroeville, Pennsylvania. The transaction is valued at approximately $130,000. Under the terms of the merger agreement, PFC shareholders will be entitled to receive 2.178 shares of F.N.B. Corporation common stock for each share of PFC common stock. PFC's banking affiliate, Parkvale Savings Bank, will be merged into FNBPA. The transaction is expected to be completed in the first quarter of 2012, pending regulatory approvals, the approval of shareholders of PFC and the satisfaction of other closing conditions.

Acquired Loans

All loans acquired in acquisitions after December 31, 2010 are recorded at fair value with no carryover of the related allowance for loan losses. Determining the fair value of the loans involves estimating the amount and timing of principal and interest cash flows expected to be collected on the loans and discounting those cash flows at a market rate of interest.

The excess of gross expected cash flows at acquisition over the estimated fair value is referred to as the accretable yield and is recognized into interest income over the remaining life of the loan. The difference between contractually required payments at acquisition and the expected cash flows to be collected at acquisition is referred to as the non-accretable yield. The non-accretable yield represents estimated future credit losses expected to be incurred over the life of the loan. Subsequent decreases in expected cash flows that are attributable, at least in part, to credit quality are recognized as impairments through a charge to the provision for loan losses resulting in an increase in the allowance for loan losses. Subsequent improvements in expected cash flows result in an increase to the accretable yield that is recognized into interest income over the remaining life of the loan using the interest method. The Corporation's evaluation of the amount of future cash flows that it expects to collect is performed in a similar manner as that used to determine its allowance for loan losses. Charge-offs of the principal amount on acquired loans would be first applied to the non-accretable discount portion of the fair value adjustment.

Acquired loans that met the criteria for non-accrual of interest prior to acquisition may be considered performing upon acquisition, regardless of whether the customer is contractually delinquent, if the Corporation can reasonably estimate the timing and amount of the expected cash flows on such loans and if the Corporation expects to fully collect the new carrying value of the loans. As such, the Corporation may no longer consider the loan to be non-accrual or non-performing and may accrue interest on these loans.

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Earnings Per Share

9 Months Ended

Sep. 30, 2011

Earnings Per Share [Abstract]

Earnings Per Share

EARNINGS PER SHARE

Basic earnings per share is calculated by dividing net income by the weighted average number of shares of common stock outstanding net of unvested shares of restricted stock.

Diluted earnings per share is calculated by dividing net income adjusted for interest expense on convertible debt by the weighted average number of shares of common stock outstanding, adjusted for the dilutive effect of potential common shares issuable for stock options, warrants, restricted shares and convertible debt, as calculated using the treasury stock method. Adjustments to the weighted average number of shares of common stock outstanding are made only when such adjustments dilute earnings per common share.

The following table sets forth the computation of basic and diluted earnings per share:

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011		2010
Net income – basic earnings per share	$	23,773	$	17,217	$	63,310	$	51,119
Interest expense on convertible debt		5		5		15		15
Net income after assumed conversion – diluted earnings per share	$	23,778	$	17,222	$	63,325	$	51,134
Basic weighted average common shares outstanding		126,473,473		113,983,990		123,330,205		113,871,635
Net effect of dilutive stock options, warrants, restricted stock and convertible debt		868,070		502,261		820,328		416,965
Diluted weighted average common shares outstanding		127,341,543		114,486,251		124,150,533		114,288,600
Basic earnings per share	$	0.19	$	0.15	$	0.51	$	0.45
Diluted earnings per share	$	0.19	$	0.15	$	0.51	$	0.45

For the three months ended September 30, 2011 and 2010, 503,727 and 835,375 shares of common stock, respectively, related to stock options and warrants were excluded from the computation of diluted earnings per share because the exercise price of the shares was greater than the average market price of the common shares and therefore, the effect would be antidilutive. For the nine months ended September 30, 2011 and 2010, 404,164 and 870,784 shares of common stock, respectively, related to stock options and warrants were excluded from the computation of diluted earnings per share because the exercise price of the shares was greater than the average market price of the common shares and therefore, the effect would be antidilutive.

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Earnings Per Share (Tables)

9 Months Ended

Sep. 30, 2011

Earnings Per Share [Abstract]

Computation Of Basic And Diluted Earnings Per Share

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011		2010
Net income – basic earnings per share	$	23,773	$	17,217	$	63,310	$	51,119
Interest expense on convertible debt		5		5		15		15
Net income after assumed conversion – diluted earnings per share	$	23,778	$	17,222	$	63,325	$	51,134
Basic weighted average common shares outstanding		126,473,473		113,983,990		123,330,205		113,871,635
Net effect of dilutive stock options, warrants, restricted stock and convertible debt		868,070		502,261		820,328		416,965
Diluted weighted average common shares outstanding		127,341,543		114,486,251		124,150,533		114,288,600
Basic earnings per share	$	0.19	$	0.15	$	0.51	$	0.45
Diluted earnings per share	$	0.19	$	0.15	$	0.51	$	0.45

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Derivative Instruments (Tables)

9 Months Ended

Sep. 30, 2011

Derivative Instruments [Abstract]

Fair Value Of The Corporation's Derivative Financial Instruments And Their Classification On The Balance Sheet

	Balance Sheet Location		September 30, 2011		December 31, 2010
Interest Rate Products:
Asset derivatives		Other assets	$	51,984	$	25,631
Liability derivatives		Other liabilities		51,870		25,043

Effect Of The Corporation's Derivative Financial Instruments On The Income Statement

	Income Statement Location
			Nine Months  Ended September 30,
			2011			2010
Interest rate products		Other income	$	(475	)	$	(399	)

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Fair Value Measurements (Additional Information About Assets Measured At Fair Value On A Recurring Basis) (Details) (USD $) In Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2011	Dec. 31, 2010
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Balance at beginning of period	$ 17,594	$ 15,587
Total gains (losses) - realized/unrealized, Included in earnings	(85)	(2,281)
Total gains (losses) - realized/unrealized, Included in other comprehensive income	(369)	4,288
Redemptions	(6,094)
Purchases, issuances, and settlements
Transfers in and/or (out) of Level 3
Balance at end of period	11,046	17,594
Collateralized Debt Obligations [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Balance at beginning of period	5,974	4,824
Total gains (losses) - realized/unrealized, Included in earnings	(37)	(2,281)
Total gains (losses) - realized/unrealized, Included in other comprehensive income	(252)	3,431
Redemptions
Purchases, issuances, and settlements
Transfers in and/or (out) of Level 3
Balance at end of period	5,685	5,974
Other Debt Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Balance at beginning of period	11,245	10,430
Total gains (losses) - realized/unrealized, Included in earnings	(48)
Total gains (losses) - realized/unrealized, Included in other comprehensive income	(130)	815
Redemptions	(6,094)
Purchases, issuances, and settlements
Transfers in and/or (out) of Level 3
Balance at end of period	4,973	11,245
Equity Securities [Member]
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Balance at beginning of period	375	333
Total gains (losses) - realized/unrealized, Included in other comprehensive income	13	42
Redemptions
Purchases, issuances, and settlements
Transfers in and/or (out) of Level 3
Balance at end of period	$ 388	$ 375

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Income Taxes

9 Months Ended

Sep. 30, 2011

Income Taxes [Abstract]

Income Taxes

INCOME TAXES

The Corporation bases its provision for income taxes upon income before income taxes, adjusted for the effect of certain tax-exempt income and non-deductible expenses. In addition, the Corporation reports certain items of income and expense in different periods for financial reporting and tax return purposes. The Corporation recognizes the tax effects of these temporary differences currently in the deferred income tax provision or benefit. The Corporation computes deferred tax assets or liabilities based upon the differences between the financial statement and income tax bases of assets and liabilities using the applicable marginal tax rate.

The Corporation must evaluate the probability that it will ultimately realize the full value of its deferred tax assets. Realization of the Corporation's deferred tax assets is dependent upon a number of factors including the existence of any cumulative losses in prior periods, the amount of taxes paid in available carry-back periods, expectations for future earnings, applicable tax planning strategies and assessment of current and future economic and business conditions. The Corporation establishes a valuation allowance when it is "more likely than not" that the Corporation will not be able to realize a benefit from its deferred tax assets, or when future deductibility is uncertain.

At September 30, 2011, the Corporation anticipates that it will not utilize state net operating loss carryforwards and other net deferred tax assets at certain of its subsidiaries and has recorded a valuation allowance against the state deferred tax assets. The Corporation believes that, except for the portion which is covered by the valuation allowance, it is more likely than not the Corporation will realize the benefits of its deferred tax assets, net of the valuation allowance, at September 30, 2011 based on the level of historical taxable income and taxes paid in available carry-back periods.

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Credit Quality

9 Months Ended

Sep. 30, 2011

Credit Quality [Abstract]

Credit Quality

CREDIT QUALITY

Management monitors the credit quality of the Corporation's loan portfolio on an ongoing basis. Measurement of delinquency and past due status are based on the contractual terms of each loan.

Non-performing loans include non-accrual loans and non-performing TDRs. Past due loans are reviewed on a monthly basis to identify loans for non-accrual status. The Corporation places a loan on non-accrual status and discontinues interest accruals generally when principal or interest is due and has remained unpaid for 90 to 180 days depending on the loan type. When a loan is placed on non-accrual status, all unpaid interest recognized in the current year is reversed and interest accrued in prior years is charged to the allowance for loan losses. Non-accrual loans may not be restored to accrual status until all delinquent principal and interest have been paid and the ultimate collectibility of the remaining principal and interest is reasonably assured. TDRs are loans in which the borrower has been granted a concession on the interest rate or the original repayment terms due to financial distress. Non-performing assets also include debt securities on which OTTI has been taken in the current or prior periods.

Following is a summary of non-performing assets:

	September 30, 2011		December 31, 2010
Non-accrual loans	$	113,416	$	115,589
Troubled debt restructurings		12,017		19,705
Total non-performing loans		125,433		135,294
Other real estate owned (OREO)		34,640		32,702
Total non-performing loans and OREO		160,073		167,996
Non-performing investments		5,685		5,974
Total non-performing assets	$	165,758	$	173,970

	September 30, 2011			December 31, 2010
Asset quality ratios:
Non-performing loans as a percent of total loans		1.85	%		2.22	%
Non-performing loans + OREO as a percent of total loans + OREO		2.35	%		2.74	%
Non-performing assets as a percent of total assets		1.67	%		1.94	%

Following is an age analysis of the Corporation's past due loans, by class:

	30-89 Days Past Due		>90 Days Past Due and Still Accruing		Non- Accrual		Total Past Due		Current		Total Loans
September 30, 2011
Commercial	$	17,139	$	9,604	$	103,101	$	129,844	$	3,689,962	$	3,819,806
Direct installment		8,692		2,709		3,435		14,836		1,018,852		1,033,688
Residential mortgages		11,593		3,723		3,577		18,893		654,705		673,598
Indirect installment		3,668		300		899		4,867		533,499		538,366
Consumer lines of credit		2,303		260		1,054		3,617		577,351		580,968
Commercial leases		1,021		—		1,350		2,371		101,393		103,764
Other		1		14		—		15		38,335		38,350
	$	44,417	$	16,610	$	113,416	$	174,443	$	6,614,097	$	6,788,540
December 31, 2010
Commercial	$	17,101	$	3,020	$	106,724	$	126,845	$	3,211,147	$	3,337,992
Direct installment		8,603		2,496		3,285		14,384		988,341		1,002,725
Residential mortgages		9,127		2,144		3,272		14,543		607,699		622,242
Indirect installment		5,659		394		750		6,803		507,566		514,369
Consumer lines of credit		1,581		571		588		2,740		491,141		493,881
Commercial leases		1,551		9		970		2,530		76,899		79,429
Other		—		—		—		—		37,517		37,517
	$	43,622	$	8,634	$	115,589	$	167,845	$	5,920,310	$	6,088,155

The Corporation utilizes the following categories to monitor credit quality within its commercial loan portfolio:

Pass	in general, the condition of the borrower and the performance of the loan is satisfactory or better
Special Mention	in general, the condition of the borrower has deteriorated although the loan performs as agreed
Substandard	in general, the condition of the borrower has significantly deteriorated and the performance of the loan could further deteriorate if deficiencies are not corrected
Doubtful	in general, the condition of the borrower has significantly deteriorated and the collection in full of both principal and interest is highly questionable or improbable

The use of these internally assigned credit quality categories within the commercial loan portfolio permits management's use of migration and roll rate analysis to estimate a quantitative portion of credit risk. The Corporation's internal credit risk grading system is based on past experiences with similarly graded loans and conforms with regulatory categories. In general, loan risk ratings within each category are reviewed on an ongoing basis according to the Corporation's policy for each class of loans. Each quarter, management analyzes the resulting ratings, as well as other external statistics and factors such as delinquency, to track the migration performance of the commercial loan portfolio. Loans that migrate toward the Pass credit category or within the Pass credit category generally have a lower risk of loss and therefore a lower risk factor compared to loans that migrate toward the Substandard or Doubtful credit categories which generally have a higher risk of loss and therefore a higher risk factor applied to those related loan balances.

Following is a table showing commercial loans by credit quality category:

	Commercial Loan Credit Quality Categories
	Pass		Special Mention		Substandard		Doubtful		Total
September 30, 2011
Commercial – PA	$	3,319,082	$	133,017	$	185,777	$	5,352	$	3,643,228
Commercial – FL		79,010		16,912		80,656		—		176,578
Commercial leases		98,685		3,195		1,884		—		103,764
	$	3,496,777	$	153,124	$	268,317	$	5,352	$	3,923,570
December 31, 2010
Commercial – PA	$	2,887,682	$	80,409	$	170,714	$	3,906	$	3,142,711
Commercial – FL		83,444		38,664		73,173		—		195,281
Commercial leases		77,945		505		979		—		79,429
	$	3,049,071	$	119,578	$	244,866	$	3,906	$	3,417,421

The Corporation uses payment status and delinquency migration analysis within the consumer and other loan classes to enable management to estimate a quantitative portion of credit risk. Each month, management analyzes payment and volume activity, as well as other external statistics and factors such as unemployment, to determine how consumer loans are performing.

Following is a table showing consumer and other loans by payment activity:

	Consumer Loan Credit Quality by Payment Status
	Performing		Non-Performing		Total
September 30, 2011
Direct installment	$	1,025,841	$	7,847	$	1,033,688
Residential mortgages		664,190		9,408		673,598
Indirect installment		537,399		967		538,366
Consumer lines of credit		579,820		1,148		580,968
Other		38,350		—		38,350
December 31, 2010
Direct installment	$	991,921	$	10,804	$	1,002,725
Residential mortgages		608,642		13,600		622,242
Indirect installment		513,619		750		514,369
Consumer lines of credit		493,075		806		493,881
Other		37,517		—		37,517

Loans are designated as impaired when, in the opinion of management, based on current information and events, the collection of principal and interest in accordance with the loan contract is doubtful. Typically, the Corporation does not consider loans for impairment unless a sustained period of delinquency (i.e. 90-plus days) is noted or there are subsequent events that impact repayment probability (i.e. negative financial trends, bankruptcy filings, imminent foreclosure proceedings, etc.). Impairment is evaluated in total for smaller-balance loans of a similar nature and on an individual loan basis for other loans. If a loan is impaired, a specific valuation allowance is allocated, if necessary, so that the loan is reported net, at the present value of estimated future cash flows using the loan's existing rate or at the fair value of collateral if repayment is expected solely from the collateral. Consistent with the Corporation's existing method of income recognition for loans, interest on impaired loans, except those classified as non-accrual, is recognized as income using the accrual method. Impaired loans, or portions thereof, are charged off when deemed uncollectible.

Following is a summary of information pertaining to loans considered to be impaired, by class of loans:

	Recorded Investment		Unpaid Principal Balance		Related Allowance		Average Recorded Investment		Interest Income Recognized
At or For the Nine Months Ended September 30, 2011
With no specific allowance recorded:
Commercial	$	69,982	$	92,343	$	—	$	67,551	$	347
Direct installment		7,847		8,091		—		9,894		244
Residential mortgages		9,408		9,570		—		12,411		208
Indirect installment		967		1,062		—		971		8
Consumer lines of credit		1,148		1,148		—		1,108		7
Commercial leases		1,350		1,350		—		1,045		—
Other		—		—		—		—		—
With a specific allowance recorded:
Commercial		35,681		38,471		9,012		34,654		65
Direct installment		—		—		—		—		—
Residential mortgages		—		—		—		—		—
Indirect installment		—		—		—		—		—
Consumer lines of credit		—		—		—		—		—
Commercial leases		—		—		—		—		—
Other		—		—		—		—		—
Total:
Commercial		105,663		130,814		9,012		102,205		412
Direct installment		7,847		8,091		—		9,894		244
Residential mortgages		9,408		9,570		—		12,441		208
Indirect installment		967		1,062		—		971		8
Consumer lines of credit		1,148		1,148		—		1,108		7
Commercial leases		1,350		1,350		—		1,045		—
Other		—		—		—		—		—

	Recorded Investment		Unpaid Principal Balance		Related Allowance		Average Recorded Investment		Interest Income Recognized
At or For the Year Ended December 31, 2010
With no specific allowance recorded:
Commercial	$	70,832	$	95,725	$	—	$	81,394	$	98
Direct installment		4,542		4,669		—		5,613		77
Residential mortgages		8,032		8,055		—		8,233		260
Indirect installment		750		1,930		—		833		—
Consumer lines of credit		589		604		—		584		—
Commercial leases		979		979		—		749		—
Other		—		—		—		—		—
With a specific allowance recorded:
Commercial		37,532		39,250		10,313		38,070		—
Direct installment		6,262		6,340		626		4,503		275
Residential mortgages		5,568		5,568		557		4,252		246
Indirect installment		—		—		—		—		—
Consumer lines of credit		217		217		22		138		9
Commercial leases		—		—		—		—		—
Other		—		—		—		—		—
Total:
Commercial		108,364		134,975		10,313		119,464		98
Direct installment		10,804		11,009		626		10,116		352
Residential mortgages		13,600		13,623		557		12,485		506
Indirect installment		750		1,930		—		833		—
Consumer lines of credit		806		821		22		722		9
Commercial leases		979		979		—		749		—
Other		—		—		—		—		—

Troubled Debt Restructurings

TDRs are loans whose contractual terms have been modified in a manner that grants a concession to a borrower experiencing financial difficulties. TDRs typically result from loss mitigation activities and could include the extension of a maturity date, interest rate reduction, principal forgiveness, deferral or decrease in payments for a period of time and other actions intended to minimize the economic loss and to avoid foreclosure or repossession of collateral.

Following is a summary of the composition of total TDRs:

	September 30, 2011		December 31, 2010
Accruing:
Performing	$	15,415	$	—
Non-performing		12,017		19,705
Non-accrual		12,076		19,627
	$	39,508	$	39,332

TDRs that are accruing and performing include acquired loans that met the criteria for non-accrual of interest prior to acquisition for which the Corporation can reasonably estimate the timing and amount of the expected cash flows on such loans and for which the Corporation expects to fully collect the new carrying value of the loans. During the quarter ended September 30, 2011, the Corporation returned to performing status $9,623 in restructured loans secured by residential mortgages that have consistently met their modified obligations for an extended period of time. TDRs that are accruing and non-performing are comprised of loans that have not demonstrated a consistent repayment pattern for more than six months. TDRs that are on non-accrual are comprised of loans that have been 90 days or more past due at some point in time. These loans are not placed on accruing status until all delinquent principal and interest have been paid and the ultimate collectibility of the remaining principal and interest is reasonably assured as evidenced by a period of satisfactory performance of six months. Some loan modifications classified as TDRs may not ultimately result in the full collection of principal and interest, as modified, and result in potential incremental losses which are factored into the allowance for loan losses estimate.

Excluding purchased impaired loans, commercial loans whose terms have been modified in a TDR are generally placed on non-accrual, individually analyzed and measured for estimated impairment based on the fair value of the underlying collateral. The Corporation's allowance for loan losses included specific reserves for commercial TDRs of $146 and $515 at September 30, 2011 and December 31, 2010, respectively. Upon default, the amount of the recorded investment in the TDR in excess of the fair value of the collateral less estimated selling costs is generally considered a confirmed loss and is charged-off against the allowance for loan losses.

All other classes of loans, which are primarily secured by residential properties, whose terms have been modified in a TDR are pooled and measured for estimated impairment based on the expected net present value of the estimated future cash flows of the pool. The Corporation's allowance for loan losses included pooled reserves for these classes of loans of $916 and $1,205 at September 30, 2011 and December 31, 2010, respectively. Upon default of an individual loan, the Corporation's charge-off policy is followed accordingly for that class of loan.

The majority of TDRs are the result of interest rate concessions for a limited period of time. Following is a summary of loans, by class, that have been restructured during the periods indicated:

	Three Months Ended September 30, 2011						Nine Months Ended September 30, 2011
	Number of Contracts		Pre- Modification Outstanding Recorded Investment		Post- Modification Outstanding Recorded Investment		Number of Contracts		Pre- Modification Outstanding Recorded Investment		Post- Modification Outstanding Recorded Investment
Commercial		13	$	1,424	$	1,368		17	$	4,728	$	4,672
Direct installment		106		1,182		1,159		258		3,019		2,961
Residential mortgages		19		1,106		1,106		72		5,043		5,043
Indirect installment		5		4		4		16		41		41
Consumer lines of credit		2		3		2		2		3		2
Commercial leases		—		—		—		—		—		—
Other		—		—		—		—		—		—
		145	$	3,719	$	3,639		365	$	12,834	$	12,719

Following is a summary of TDRs, by class of loans, for which there was a payment default during the periods indicated. Default occurs when a loan is 90 days or more past due and is within 12 months of restructuring.

	Three Months Ended September 30, 2011 (1)				Nine Months Ended September 30, 2011 (1)
	Number of Contracts		Recorded Investment		Number of Contracts		Recorded Investment
Commercial		1	$	240		4	$	2,390
Direct installment		—		—		18		301
Residential mortgages		—		—		2		20
Indirect installment		—		—		2		4
Consumer lines of credit		—		—		—		—
Commercial leases		—		—		—		—
Other		—		—		—		—
		1	$	240		26	$	2,715

(1) Excludes loans that were either charged-off or cured by period end. The recorded investment is as of September 30, 2011.

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Business

9 Months Ended

Sep. 30, 2011

Business [Abstract]

Business

BUSINESS

F.N.B. Corporation (the Corporation) is a diversified financial services company headquartered in Hermitage, Pennsylvania. Its primary businesses include community banking, consumer finance, wealth management and insurance. The Corporation also conducts commercial leasing and merchant banking activities. The Corporation operates its community banking business through a full service branch network in Pennsylvania and Ohio and through a loan production office in Pennsylvania. The Corporation operates its wealth management and insurance businesses within the existing branch network. It also conducts selected consumer finance business in Pennsylvania, Ohio, Tennessee and Kentucky.

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Allowance For Loan Losses (Tables)

9 Months Ended

Sep. 30, 2011

Allowance For Loan Losses [Abstract]

Summary Of Changes In The Allowance For Loan Losses

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Balance at beginning of period	$	109,224		$	114,040		$	106,120		$	104,655
Charge-offs		(9,729	)		(10,210	)		(24,632	)		(26,495	)
Recoveries		745			484			1,973			1,951
Net charge-offs		(8,984	)		(9,726	)		(22,659	)		(24,544	)
Provision for loan losses		8,573			12,313			25,352			36,516
Balance at end of period	$	108,813		$	116,627		$	108,813		$	116,627
Allowance for loan losses to:
Total loans, net of unearned income								1.60	%		1.94	%
Non-performing loans								86.75	%		75.54	%

Summary Of Changes In The Allowance For Loan Losses By Class

	Balance at Beginning of Period		Charge-Offs			Recoveries		Provision for Loan Losses		Balance at End of Period
Commercial	$	77,958	$	(5,744	)	$	250	$	4,957	$	77,421
Direct installment		14,915		(1,920	)		212		1,371		14,578
Residential mortgages		4,480		(233	)		14		95		4,356
Indirect installment		5,705		(775	)		121		594		5,645
Consumer lines of credit		4,796		(285	)		97		774		5,382
Commercial leases		1,273		(173	)		28		289		1,417
Other		97		(599	)		23		493		14
	$	109,224	$	(9,729	)	$	745	$	8,573	$	108,813

Following is a summary of changes in the allowance for loan losses by loan class for the nine months ended September 30, 2011:

	Balance at Beginning of Period		Charge-Offs			Recoveries		Provision for Loan Losses		Balance at End of Period
Commercial	$	74,606	$	(12,772	)	$	579	$	15,008	$	77,421
Direct installment		14,941		(6,422	)		646		5,413		14,578
Residential mortgages		4,578		(640	)		45		373		4,356
Indirect installment		5,941		(2,312	)		415		1,601		5,645
Consumer lines of credit		4,743		(1,103	)		184		1,558		5,382
Commercial leases		1,070		(378	)		58		667		1,417
Other		241		(1,005	)		46		732		14
	$	106,120	$	(24,632	)	$	1,973	$	25,352	$	108,813

Summary Of Individual And Collective Allowance For Loan Losses And Loan Balances

	Allowance				Loans Outstanding
	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Loans		Individually Evaluated for Impairment		Collectively Evaluated for Impairment
Commercial	$	9,012	$	68,409	$	3,819,806	$	120,825	$	3,698,981
Direct installment		—		14,578		1,033,688		—		1,033,688
Residential mortgages		—		4,356		673,598		—		673,598
Indirect installment		—		5,645		538,366		—		538,366
Consumer lines of credit		—		5,382		580,968		—		580,968
Commercial leases		—		1,417		103,764		—		103,764
Other		—		14		38,350		—		38,350
	$	9,012	$	99,801	$	6,788,540	$	120,825	$	6,667,715

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Securities

9 Months Ended

Sep. 30, 2011

Securities [Abstract]

Securities

SECURITIES

The amortized cost and fair value of securities are as follows:

Securities Available For Sale:

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	307,769	$	1,079	$	(59	)	$	308,789
Residential mortgage-backed securities:
Agency mortgage-backed securities		225,184		8,000		—			233,184
Agency collateralized mortgage obligations		203,014		3,298		—			206,312
Non-agency collateralized mortgage obligations		32		—		(1	)		31
States of the U.S. and political subdivisions		40,310		1,437		—			41,747
Collateralized debt obligations		19,224		—		(13,539	)		5,685
Other debt securities		6,860		—		(1,887	)		4,973
Total debt securities		802,393		13,814		(15,486	)		800,721
Equity securities		1,593		196		(55	)		1,734
	$	803,986	$	14,010	$	(15,541	)	$	802,455

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	299,861	$	1,395	$	(688	)	$	300,568
Residential mortgage-backed securities:
Agency mortgage-backed securities		205,443		6,064		—			211,507
Agency collateralized mortgage obligations		146,977		1,081		(192	)		147,866
Non-agency collateralized mortgage obligations		37		1		—			38
States of the U.S. and political subdivisions		57,830		934		(26	)		58,738
Collateralized debt obligations		19,288		—		(13,314	)		5,974
Other debt securities		12,989		—		(1,744	)		11,245
Total debt securities		742,425		9,475		(15,964	)		735,936
Equity securities		1,867		381		(59	)		2,189
	$	744,292	$	9,856	$	(16,023	)	$	738,125

Securities Held To Maturity:

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	4,605	$	351	$	—		$	4,956
Residential mortgage-backed securities:
Agency mortgage-backed securities		739,501		31,714		—			771,215
Agency collateralized mortgage obligations		58,610		750		(172	)		59,188
Non-agency collateralized mortgage obligations		27,006		197		(1,135	)		26,068
States of the U.S. and political subdivisions		150,419		5,305		(6	)		155,718
Collateralized debt obligations		2,477		—		(434	)		2,043
Other debt securities		1,583		31		(159	)		1,455
	$	984,201	$	38,348	$	(1,906	)	$	1,020,643
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	4,925	$	212	$	—		$	5,137
Residential mortgage-backed securities:
Agency mortgage-backed securities		688,575		23,878		(3,079	)		709,374
Agency collateralized mortgage obligations		71,102		511		(889	)		70,724
Non-agency collateralized mortgage obligations		33,950		328		(1,331	)		32,947
States of the U.S. and political subdivisions		137,210		1,735		(1,630	)		137,315
Collateralized debt obligations		3,132		—		(778	)		2,354
Other debt securities		1,587		18		(42	)		1,563
	$	940,481	$	26,682	$	(7,749	)	$	959,414

The Corporation classifies securities as trading securities when management intends to sell such securities in the near term. Such securities are carried at fair value, with unrealized gains (losses) reflected through the consolidated statement of income. The Corporation acquired securities in conjunction with the CBI acquisition that the Corporation classified as trading securities. The Corporation both acquired and sold these trading securities during the first quarter of 2011. As of September 30, 2011 and December 31, 2010, the Corporation did not hold any trading securities.

Gross gains and gross losses were realized on sales of securities as follows:

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011			2010
Gross gains	$	49	$	80	$	337		$	2,517
Gross losses		—		—		(196	)		—
	$	49	$	80	$	141		$	2,517

The gross gains for the nine months ended September 30, 2010 included a gain of $2,291 relating to the sale of a $6,016 U.S. government agency security and $52,625 of mortgage backed securities. These securities were sold to better position the balance sheet.

As of September 30, 2011, the amortized cost and fair value of securities, by contractual maturities, were as follows:

	Available for Sale				Held to Maturity
	Amortized Cost		Fair Value		Amortized Cost		Fair Value
Due in one year or less	$	40,077	$	40,384	$	6,708	$	6,769
Due from one to five years		264,448		265,085		14,500		15,185
Due from five to ten years		10,883		11,260		37,817		39,193
Due after ten years		58,755		44,465		100,059		103,025
		374,163		361,194		159,084		164,172
Residential mortgage-backed securities:
Agency mortgage-backed securities		225,184		233,184		739,501		771,215
Agency collateralized mortgage obligations		203,014		206,312		58,610		59,188
Non-agency collateralized mortgage obligations		32		31		27,006		26,068
Equity securities		1,593		1,734		—		—
	$	803,986	$	802,455	$	984,201	$	1,020,643

Maturities may differ from contractual terms because borrowers may have the right to call or prepay obligations with or without penalties. Periodic payments are received on mortgage-backed securities based on the payment patterns of the underlying collateral.

At September 30, 2011 and December 31, 2010, securities with a carrying value of $651,077 and $651,299, respectively, were pledged to secure public deposits, trust deposits and for other purposes as required by law. Securities with a carrying value of $681,225 and $676,083 at September 30, 2011 and December 31, 2010, respectively, were pledged as collateral for short-term borrowings.

Following are summaries of the fair values and unrealized losses of securities, segregated by length of impairment:

Securities available for sale:

	Less than 12 Months					Greater than 12 Months					Total
	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	38,449	$	(59	)	$	—	$	—		$	38,449	$	(59	)
Residential mortgage-backed securities:
Non-agency collateralized mortgage obligations		31		(1	)		—		—			31		(1	)
Collateralized debt obligations		—		—			5,685		(13,539	)		5,685		(13,539	)
Other debt securities		—		—			4,973		(1,887	)		4,973		(1,887	)
Equity securities		288		(18	)		636		(37	)		924		(55	)
	$	38,768	$	(78	)	$	11,294	$	(15,463	)	$	50,062	$	(15,541	)
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	117,140	$	(688	)	$	—	$	—		$	117,140	$	(688	)
Residential mortgage-backed securities:
Agency collateralized mortgage obligations		22,616		(192	)		—		—			22,616		(192	)
States of the U.S. and political subdivisions		3,322		(26	)		—		—			3,322		(26	)
Collateralized debt obligations		—		—			5,974		(13,314	)		5,974		(13,314	)
Other debt securities		4,024		(62	)		7,221		(1,682	)		11,245		(1,744	)
Equity securities		—		—			648		(59	)		648		(59	)
	$	147,102	$	(968	)	$	13,843	$	(15,055	)	$	160,945	$	(16,023	)

Securities held to maturity:

	Less than 12 Months					Greater than 12 Months					Total
	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
September 30, 2011
Residential mortgage-backed securities:
Agency collateralized mortgage obligations	$	12,651	$	(172	)	$	—	$	—		$	12,651	$	(172	)
Non-agency collateralized mortgage obligations		3,594		(11	)		8,913		(1,124	)		12,507		(1,135	)
States of the U.S. and political subdivisions		1,478		(6	)		—		—			1,478		(6	)
Collateralized debt obligations		—		—			2,043		(434	)		2,043		(434	)
Other debt securities		—		—			1,168		(159	)		1,168		(159	)
	$	17,723	$	(189	)	$	12,124	$	(1,717	)	$	29,847	$	(1,906	)
December 31, 2010
Residential mortgage-backed securities:
Agency mortgage-backed securities	$	156,544	$	(3,079	)	$	—	$	—		$	156,544	$	(3,079	)
Agency collateralized mortgage obligations		39,074		(889	)		—		—			39,074		(889	)
Non-agency collateralized mortgage obligations		2,551		(12	)		10,739		(1,319	)		13,290		(1,331	)
States of the U.S. and political subdivisions		47,125		(1,415	)		2,319		(215	)		49,444		(1,630	)
Collateralized debt obligations		—		—			2,354		(778	)		2,354		(778	)
Other debt securities		—		—			1,288		(42	)		1,288		(42	)
	$	245,294	$	(5,395	)	$	16,700	$	(2,354	)	$	261,994	$	(7,749	)

As of September 30, 2011, securities with unrealized losses for less than 12 months include 3 investments in U.S. Treasury and other U.S. government agencies and corporations, 3 investments in residential mortgage-backed securities (1 investment in an agency collateralized mortgage obligation (CMO) and 2 investments in non-agency CMOs), 1 investment in states of the U.S. and political subdivisions and 3 investments in equity securities. Securities with unrealized losses of greater than 12 months include 2 investments in residential mortgage-backed securities (non-agency CMOs), 13 investments in collateralized debt obligations (CDOs), 5 investments in other debt securities and 2 investments in equity securities as of September 30, 2011. The Corporation does not intend to sell the debt securities and it is not more likely than not the Corporation will be required to sell the securities before recovery of their amortized cost basis.

The Corporation's unrealized losses on CDOs relate to investments in trust preferred securities (TPS). The Corporation's portfolio of TPS consists of single-issuer and pooled securities. The single-issuer securities are primarily from money-center and large regional banks. The pooled securities consist of securities issued primarily by banks and thrifts, with some of the pools including a limited number of insurance companies. Investments in pooled securities are all in mezzanine tranches except for one investment in a senior tranche, and are secured by over-collateralization or default protection provided by subordinated tranches. The non-credit portion of unrealized losses on investments in TPS is attributable to temporary illiquidity and the uncertainty affecting these markets, as well as changes in interest rates.

Other-Than-Temporary Impairment

The Corporation evaluates its investment securities portfolio for other-than-temporary impairment (OTTI) on a quarterly basis. Impairment is assessed at the individual security level. The Corporation considers an investment security impaired if the fair value of the security is less than its cost or amortized cost basis.

When impairment of an equity security is considered to be other-than-temporary, the security is written down to its fair value and an impairment loss is recorded as a loss within non-interest income in the consolidated statement of income. When impairment of a debt security is considered to be other-than-temporary, the amount of the OTTI recorded as a loss within non-interest income and thereby recognized in earnings depends on whether the Corporation intends to sell the security or whether it is more likely than not that the Corporation will be required to sell the security before recovery of its amortized cost basis.

If the Corporation intends to sell the debt security or more likely than not will be required to sell the security before recovery of its amortized cost basis, OTTI shall be recognized in earnings equal to the entire difference between the investment's amortized cost basis and its fair value.

If the Corporation does not intend to sell the debt security and it is not more likely than not the Corporation will be required to sell the security before recovery of its amortized cost basis, OTTI shall be separated into the amount representing credit loss and the amount related to all other market factors. The amount related to credit loss shall be recognized in earnings. The amount related to other market factors shall be recognized in other comprehensive income, net of applicable taxes.

The Corporation performs its OTTI evaluation process in a consistent and systematic manner and includes an evaluation of all available evidence. Documentation of the process is as extensive as necessary to support a conclusion as to whether a decline in fair value below cost or amortized cost is temporary or other-than-temporary and includes documentation supporting both observable and unobservable inputs and a rationale for conclusions reached. In making these determinations for pooled TPS, the Corporation consults with third-party advisory firms to provide additional valuation assistance.

This process considers factors such as the severity, length of time and anticipated recovery period of the impairment, recoveries or additional declines in fair value subsequent to the balance sheet date, recent events specific to the issuer, including investment downgrades by rating agencies and economic conditions in its industry, and the issuer's financial condition, repayment capacity, capital strength and near-term prospects.

For debt securities, the Corporation also considers the payment structure of the debt security, the likelihood of the issuer being able to make future payments, failure of the issuer of the security to make scheduled interest and principal payments, whether the Corporation has made a decision to sell the security and whether the Corporation's cash or working capital requirements or contractual or regulatory obligations indicate that the debt security will be required to be sold before a forecasted recovery occurs. For equity securities, the Corporation also considers its intent and ability to retain the security for a period of time sufficient to allow for a recovery in fair value. Among the factors that the Corporation considers in determining its intent and ability to retain the security is a review of its capital adequacy, interest rate risk position and liquidity. The assessment of a security's ability to recover any decline in fair value, the ability of the issuer to meet contractual obligations, the Corporation's intent and ability to retain the security, and whether it is more likely than not the Corporation will be required to sell the security before recovery of its amortized cost basis require considerable judgment.

Debt securities with credit ratings below AA at the time of purchase that are repayment-sensitive securities are evaluated using the guidance of ASC Topic 325, Investments—Other. All other securities are required to be evaluated under ASC Topic 320, Investments – Debt Securities.

The Corporation invested in TPS issued by special purpose vehicles (SPVs) which hold pools of collateral consisting of trust preferred and subordinated debt securities issued by banks, bank holding companies, thrifts and insurance companies. The securities issued by the SPVs are generally segregated into several classes known as tranches. Typically, the structure includes senior, mezzanine and equity tranches. The equity tranche represents the first loss position. The Corporation generally holds interests in mezzanine tranches. Interest and principal collected from the collateral held by the SPVs are distributed with a priority that provides the highest level of protection to the senior-most tranches. In order to provide a high level of protection to the senior tranches, cash flows are diverted to higher-level tranches if the principal and interest coverage tests are not met.

The Corporation prices its holdings of TPS using Level 3 inputs in accordance with ASC Topic 820, Fair Value Measurements and Disclosures, and guidance issued by the SEC. In this regard, the Corporation evaluates current available information in estimating the future cash flows of these securities and determines whether there have been favorable or adverse changes in estimated cash flows from the cash flows previously projected. The Corporation considers the structure and term of the pool and the financial condition of the underlying issuers. Specifically, the evaluation incorporates factors such as over-collateralization and interest coverage tests, interest rates and appropriate risk premiums, the timing and amount of interest and principal payments and the allocation of payments to the various tranches. Current estimates of cash flows are based on the most recent trustee reports, announcements of deferrals or defaults, and assumptions regarding expected future default rates, prepayment and recovery rates and other relevant information. In constructing these assumptions, the Corporation considers the following:

• that current defaults would have no recovery;

• that some individually analyzed deferrals will cure at rates varying from 10% to 90% after the deferral period ends;

• recent historical performance metrics, including profitability, capital ratios, loan charge-offs and loan reserve ratios, for the underlying institutions that would indicate a higher probability of default by the institution;

• that institutions identified as possessing a higher probability of default would recover at a rate of 10% for banks and 15% for insurance companies;

• that financial performance of the financial sector continues to be affected by the economic environment resulting in an expectation of additional deferrals and defaults in the future;

• whether the security is currently deferring interest; and

• the external rating of the security and recent changes to its external rating.

The primary evidence utilized by the Corporation is the level of current deferrals and defaults, the level of excess subordination that allows for receipt of full principal and interest, the credit rating for each security and the likelihood that future deferrals and defaults will occur at a level that will fully erode the excess subordination based on an assessment of the underlying collateral. The Corporation combines the results of these factors considered in estimating the future cash flows of these securities to determine whether there has been an adverse change in estimated cash flows from the cash flows previously projected.

The Corporation's portfolio of trust preferred CDOs consists of 13 pooled issues and five single issue securities. One of the pooled issues is a senior tranche; the remaining 12 are mezzanine tranches. At September 30, 2011, the 13 pooled TPS had an estimated fair value of $7,728 while the single-issuer TPS had an estimated fair value of $6,141. The Corporation has concluded from the analysis performed at September 30, 2011 that it is probable that the Corporation will collect all contractual principal and interest payments on all of its single-issuer and pooled TPS sufficient to recover the amortized cost basis of the securities.

The Corporation recognized net impairment losses on securities of $37 and $2,288 for the nine months ended September 30, 2011 and 2010, respectively, due to the write-down of securities that the Corporation deemed to be other-than-temporarily impaired.

At September 30, 2011, all 12 of the pooled trust preferred security investments on which OTTI has been recognized are classified as non-performing investments.

The following table presents a summary of the cumulative credit-related OTTI charges recognized as components of earnings for securities for which a portion of an OTTI is recognized in other comprehensive income:

	September 30, 2011			December 31, 2010
Beginning balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$	(18,332	)	$	(16,051	)
Additions related to credit loss for securities with previously recognized OTTI		(37	)		(2,235	)
Additions related to credit loss for securities with initial OTTI		—			(46	)
Ending balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$	(18,369	)	$	(18,332	)

TPS continue to experience price volatility as the secondary market for such securities remains limited. Write-downs in 2010 were based on the individual securities' credit performance and its ability to make its contractual principal and interest payments. Should credit quality deteriorate to a greater extent than projected, it is possible that additional write-downs may be required. The Corporation monitors actual deferrals and defaults as well as expected future deferrals and defaults to determine if there is a high probability for expected losses and contractual shortfalls of interest or principal, which could warrant further impairment. The Corporation evaluates its entire portfolio each quarter to determine if additional write-downs are warranted.

The following table provides information relating to the Corporation's TPS as of September 30, 2011:

Deal Name	Class	Current Par Value		Amortized Cost		Fair Value		Unrealized Loss			Lowest Credit Ratings	Number of Issuers Currently Performing		Actual Defaults (as a percent of original collateral)		Actual Deferrals (as a percent of original collateral)		Projected Recovery Rates on Current Deferrals (1)		Expected Defaults (%) (2)
Pooled TPS:
P1	C1	$	5,500	$	2,266	$	901	$	(1,365	)	C		42		21		17		43		11
P2	C1		4,889		2,746		572		(2,174	)	C		41		16		15		29		12
P3	C1		5,561		4,218		1,237		(2,981	)	C		50		13		5		23		14
P4	C1		3,994		2,852		776		(2,076	)	C		52		15		8		32		14
P5	MEZ		482		330		209		(121	)	C		17		19		9		57		11
P6	MEZ		1,909		1,050		614		(436	)	C		16		19		17		38		9
P7	B3		2,000		726		268		(458	)	C		20		29		9		34		10
P8	B1		3,028		2,386		711		(1,675	)	C		49		14		23		39		13
P9	C		5,048		756		138		(618	)	C		32		14		32		41		11
P10	C		507		461		71		(390	)	C		50		13		14		25		12
P11	C		2,010		788		111		(677	)	C		41		15		16		30		13
P12	A4L		2,000		645		77		(568	)	C		23		16		26		46		13
Total OTTI			36,928		19,224		5,685		(13,539	)			433		16		15		36		12
P13(3)	SNR		2,383		2,477		2,043		(434	)	BBB		15		13		16		37		12
Total Not OTTI			2,383		2,477		2,043		(434	)			15		13		16		37		12
Total Pooled TPS		$	39,311	$	21,701	$	7,728	$	(13,973	)			448		16		15		36		12
Single Issuer TPS:
S1		$	2,000	$	1,949	$	1,225	$	(724	)	BB+		1
S2			2,000		1,913		1,438		(475	)	BBB+		1
S3			2,000		2,000		1,734		(266	)	B+		1
S4			1,000		999		577		(422	)	BB+		1
S5			1,300		1,326		1,167		(159	)	BB+		1
Total Single Issuer TPS		$	8,300	$	8,187	$	6,141	$	(2,046	)			5
Total TPS		$	47,611	$	29,888	$	13,869	$	(16,019	)			453

(1) Some current deferrals will cure at rates varying from 10% to 90% after five years.

(2) Expected future defaults as a percent of remaining performing collateral.

(3) Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. The P13 security had excess subordination as a percent of current collateral of 67.42% as of September 30, 2011.

States of the U.S. and Political Subdivisions

The Corporation's municipal bond portfolio of $192,166 as of September 30, 2011 is highly rated with an average rating of AA and 99.6% of the portfolio rated A or better. General obligation bonds comprise 100% of the portfolio. Geographically, these support the Corporation's footprint as 77.1% of the securities are from municipalities located throughout Pennsylvania. The average holding size of the securities in the municipal bond portfolio is $966. Finally, this portfolio is supported by underlying insurance as 82.3% of the securities have credit support.

Non-Agency CMOs

The Corporation purchased $161,151 of non-agency CMOs from 2003 through 2005. These securities, which are classified as held to maturity, have a book value of $27,006 at September 30, 2011. Paydowns during the first nine months of 2011 amounted to $6,943, an annualized paydown rate of 27.3%. At the time of purchase, these securities were all rated AAA, with an original average loan-to-value (LTV) ratio of 66.1% and original credit score of 724. At origination, the credit support, or the amount of loss the collateral pool could absorb before the AAA securities would incur a credit loss, ranged from 2.0% to 7.0%. The current credit support range is now 2.5% to 20.0%, due to paydowns and good credit performance through the first half of 2008. Beginning in the second half of 2008, national delinquencies, an early warning sign of potential default, began to accelerate on the collateral pools. The slight upward trend of the rate of delinquencies throughout 2010 generally continued through the third quarter of 2011. All CMO holdings are current with regards to principal and interest.

The rating agencies monitor the underlying collateral performance of these non-agency CMOs for delinquencies, foreclosures and defaults. They also factor in trends in bankruptcies and housing values to ultimately arrive at an expected loss for a given piece of defaulted collateral. Based on deteriorating performance of the collateral, many of these types of securities have been downgraded by the rating agencies. For the Corporation's portfolio, six of the ten non-agency CMOs have been downgraded since the original purchase date with one being downgraded this quarter.

The Corporation determines its credit-related losses by running scenario analysis on the underlying collateral. This analysis applies default assumptions to delinquencies already in the pipeline, projects future defaults based in part on the historical trends for the collateral, applies a rate of severity and estimates prepayment rates. Because of the limited historical trends for the collateral, multiple default scenarios were analyzed including scenarios that significantly elevate defaults over the next 12—18 months. Based on the results of the analysis, the Corporation's management has concluded that there are currently no credit-related losses in its non-agency CMO portfolio.

The following table provides information relating to the Corporation's non-agency CMOs as of September 30, 2011:

													Subordination Data
					Credit Rating				Credit Support %				Delinquency %												% Total Delinquency		Original % LTV		Original Credit Score
Security	Original Year		Book Value		S&P		Moody's		Original		Current		. 30 Day		60 Day		90 Day		% Foreclosure		% OREO		% Bankruptcy
1		2003	$	2,991		AAA		n/a		2.5		5.9		0.9		0.3		0.8		0.7		0.0		0.5		3.2		51.9		738
2		2003		2,103		AAA		n/a		4.3		16.6		1.9		1.3		3.5		3.4		0.6		1.5		12.1		55.9		710
3		2003		1,403		AAA		n/a		2.0		6.6		0.9		0.0		1.1		2.6		0.2		0.5		5.3		47.2		741
4		2003		1,406		AAA		n/a		2.7		18.4		1.2		0.0		0.9		3.1		0.0		1.4		6.5		49.9		n/a
5		2004		3,604		AAA		Baa2		7.0		20.0		1.2		0.4		2.5		6.9		1.1		1.1		13.2		55.1		689
6		2004		2,514		AA+		n/a		5.3		10.4		0.0		0.5		3.7		2.4		0.0		1.0		7.6		46.1		734
7		2004		1,155		n/a		A1		2.5		8.7		0.0		0.0		0.0		6.3		0.0		0.0		6.3		55.6		736
8		2004		1,793		AAA		Baa2		4.4		9.4		1.2		0.8		0.7		2.5		0.5		1.5		7.2		55.0		733
9		2005		6,345		CCC		Caa1		5.1		4.6		3.8		1.2		10.5		7.7		1.2		2.2		26.6		65.3		706
10		2005		3,692		CC		B3		4.7		2.5		3.5		1.7		3.1		10.0		1.2		1.2		20.7		65.6		726
			$	27,006						4.1		9.3																57.1		718

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Borrowings

9 Months Ended

Sep. 30, 2011

Borrowings [Abstract]

Borrowings

BORROWINGS

Following is a summary of short-term borrowings:

	September 30, 2011		December 31, 2010
Securities sold under repurchase agreements	$	672,866	$	611,902
Subordinated notes		134,477		131,458
Other short-term borrowings		10,000		10,243
	$	817,343	$	753,603

Securities sold under repurchase agreements is comprised of customer repurchase agreements, which are borrowings from commercial customers of FNBPA which are generally renewable on a daily basis. Securities are pledged to these customers in an amount equal to the outstanding balance.

Following is a summary of long-term debt:

	September 30, 2011		December 31, 2010
Federal Home Loan Bank advances	$	136,051	$	118,700
Subordinated notes		77,013		72,745
Other subordinated debt		9,116		—
Convertible debt		608		613
	$	222,788	$	192,058

The Corporation's banking affiliate has available credit with the FHLB of $2,029,170 of which $136,051 was used as of September 30, 2011. These advances are secured by loans collateralized by 1-4 family mortgages and FHLB stock and are scheduled to mature in various amounts periodically through the year 2019. Effective interest rates paid on these advances range from 0.99% to 4.19% for the nine months ended September 30, 2011 and 0.99% to 4.79% for the year ended December 31, 2010.

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Borrowings (Summary Of Short-Term Borrowings) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Borrowings [Abstract]
Securities sold under repurchase agreements	$ 672,866	$ 611,902
Subordinated notes	134,477	131,458
Other short-term borrowings	10,000	10,243
Total	$ 817,343	$ 753,603

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Federal Home Loan Bank Stock

9 Months Ended

Sep. 30, 2011

Federal Home Loan Bank Stock [Abstract]

Federal Home Loan Bank Stock

FEDERAL HOME LOAN BANK STOCK

The Corporation is a member of the Federal Home Loan Bank (FHLB) of Pittsburgh. The FHLB requires members to purchase and hold a specified minimum level of FHLB stock based upon their level of borrowings, collateral balances and participation in other programs offered by the FHLB. Stock in the FHLB is non-marketable and is redeemable at the discretion of the FHLB. Both cash and stock dividends on FHLB stock are reported as income.

Members do not purchase stock in the FHLB for the same reasons that traditional equity investors acquire stock in an investor-owned enterprise. Rather, members purchase stock to obtain access to the low-cost products and services offered by the FHLB. Unlike equity securities of traditional for-profit enterprises, the stock of FHLB does not provide its holders with an opportunity for capital appreciation because, by regulation, FHLB stock can only be purchased, redeemed and transferred at par value.

At September 30, 2011 and December 31, 2010, the Corporation's FHLB stock totaled $24,754 and $26,564, respectively, and is included in other assets on the balance sheet. The Corporation accounts for the stock in accordance with ASC Topic 325, which requires the investment to be carried at cost and evaluated for impairment based on the ultimate recoverability of the par value.

The Corporation periodically evaluates its FHLB investment for possible impairment based on, among other things, the capital adequacy of the FHLB and its overall financial condition. The Federal Housing Finance Agency, the regulator of the FHLB, requires it to maintain a total capital-to-assets ratio of at least 4.0%. At June 30, 2011, the FHLB's capital ratio of 7.9% exceeded the regulatory requirement. Failure by the FHLB to meet this regulatory capital requirement would require an in-depth analysis of other factors including:

• the member's ability to access liquidity from the FHLB;

• the member's funding cost advantage with the FHLB compared to alternative sources of funds;

• a decline in the market value of FHLB's net assets relative to book value which may or may not affect future financial performance or cash flow;

• the FHLB's ability to obtain credit and source liquidity, for which one indicator is the credit rating of the FHLB;

• the FHLB's commitment to make payments taking into account its ability to meet statutory and regulatory payment obligations and the level of such payments in relation to the FHLB's operating performance; and

• the prospects of amendments to laws that affect the rights and obligations of the FHLB.

At September 30, 2011, the Corporation believes its holdings in the stock are ultimately recoverable at par value and, therefore, determined that FHLB stock was not other-than-temporarily impaired. In addition, the Corporation has ample liquidity and does not require redemption of its FHLB stock in the foreseeable future.

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Fair Value Measurements (Estimated Fair Values Of The Corporation's Financial Instruments) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010	Sep. 30, 2010	Dec. 31, 2009
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and Cash Equivalents	$ 232,735	$ 131,571	$ 307,021	$ 310,550
Securities available for sale	802,455	738,125
Securities held to maturity	984,201	940,481
Bank owned life insurance	207,600	208,051
Deposits	7,368,289	6,646,143
Short-term borrowings	817,343	753,603
Long-term debt	222,788	192,058
Junior subordinated debt	203,954	204,036
Fair Value [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and Cash Equivalents	232,735	131,571
Securities available for sale	802,455	738,125
Securities held to maturity	1,020,643	959,414
Net loans, including loans held for sale	6,754,328	6,035,129
Bank owned life insurance	207,600	208,051
Accrued interest receivable	26,462	25,345
Deposits	7,405,661	6,677,301
Short-term borrowings	817,343	754,211
Long-term debt	229,626	197,397
Junior subordinated debt	169,745	141,061
Accrued interest payable	6,388	6,866
Carrying Amount [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and Cash Equivalents	232,735	131,571
Securities available for sale	802,455	738,125
Securities held to maturity	984,201	940,481
Net loans, including loans held for sale	6,690,034	5,994,735
Bank owned life insurance	207,600	208,051
Accrued interest receivable	26,462	25,345
Deposits	7,368,289	6,646,143
Short-term borrowings	817,343	753,603
Long-term debt	222,788	192,058
Junior subordinated debt	203,954	204,036
Accrued interest payable	$ 6,388	$ 6,866

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Comprehensive Income (Accumulated Balances Related To Each Component Of Other Comprehensive Income (Loss), Net of Tax) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010	Sep. 30, 2010
Comprehensive Income [Abstract]
Non-credit related loss on debt securities not expected to be sold	$ (8,800)		$ (9,181)
Unrealized net gain (loss) on other available for sale securities	7,880		7,477
Unrecognized pension and postretirement obligations	(29,328)		(21,777)
Accumulated other comprehensive loss	$ (30,248)	$ (33,732)	$ (23,481)

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Retirement And Other Postretirement Benefit Plans (Net Periodic Benefit Cost) (Details) (Pension Plans, Defined Benefit [Member], USD $) In Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Pension Plans, Defined Benefit [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 19	$ 899	$ 40	$ 2,709
Interest cost	1,731	1,741	5,015	5,258
Expected return on plan assets	(1,996)	(1,875)	(5,651)	(5,621)
Amortization, unrecognized net transition asset	(24)	(23)	(69)	(70)
Amortization, unrecognized prior service cost (credit)	2	(287)	5	(880)
Amortization, unrecognized loss	286	843	844	2,284
Net periodic pension benefit cost	$ 18	$ 1,298	$ 184	$ 3,680

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Securities (Tables)

9 Months Ended

Sep. 30, 2011

Securities [Abstract]

Schedule Of Amortized Cost And Fair Value Of Securities Available For Sale

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	307,769	$	1,079	$	(59	)	$	308,789
Residential mortgage-backed securities:
Agency mortgage-backed securities		225,184		8,000		—			233,184
Agency collateralized mortgage obligations		203,014		3,298		—			206,312
Non-agency collateralized mortgage obligations		32		—		(1	)		31
States of the U.S. and political subdivisions		40,310		1,437		—			41,747
Collateralized debt obligations		19,224		—		(13,539	)		5,685
Other debt securities		6,860		—		(1,887	)		4,973
Total debt securities		802,393		13,814		(15,486	)		800,721
Equity securities		1,593		196		(55	)		1,734
	$	803,986	$	14,010	$	(15,541	)	$	802,455

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	299,861	$	1,395	$	(688	)	$	300,568
Residential mortgage-backed securities:
Agency mortgage-backed securities		205,443		6,064		—			211,507
Agency collateralized mortgage obligations		146,977		1,081		(192	)		147,866
Non-agency collateralized mortgage obligations		37		1		—			38
States of the U.S. and political subdivisions		57,830		934		(26	)		58,738
Collateralized debt obligations		19,288		—		(13,314	)		5,974
Other debt securities		12,989		—		(1,744	)		11,245
Total debt securities		742,425		9,475		(15,964	)		735,936
Equity securities		1,867		381		(59	)		2,189
	$	744,292	$	9,856	$	(16,023	)	$	738,125

Schedule Of Amortized Cost And Fair Value Of Securities Held To Maturity

	Amortized Cost		Gross Unrealized Gains		Gross Unrealized Losses			Fair Value
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	4,605	$	351	$	—		$	4,956
Residential mortgage-backed securities:
Agency mortgage-backed securities		739,501		31,714		—			771,215
Agency collateralized mortgage obligations		58,610		750		(172	)		59,188
Non-agency collateralized mortgage obligations		27,006		197		(1,135	)		26,068
States of the U.S. and political subdivisions		150,419		5,305		(6	)		155,718
Collateralized debt obligations		2,477		—		(434	)		2,043
Other debt securities		1,583		31		(159	)		1,455
	$	984,201	$	38,348	$	(1,906	)	$	1,020,643
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	4,925	$	212	$	—		$	5,137
Residential mortgage-backed securities:
Agency mortgage-backed securities		688,575		23,878		(3,079	)		709,374
Agency collateralized mortgage obligations		71,102		511		(889	)		70,724
Non-agency collateralized mortgage obligations		33,950		328		(1,331	)		32,947
States of the U.S. and political subdivisions		137,210		1,735		(1,630	)		137,315
Collateralized debt obligations		3,132		—		(778	)		2,354
Other debt securities		1,587		18		(42	)		1,563
	$	940,481	$	26,682	$	(7,749	)	$	959,414

Gross Gains And Gross Losses Realized On Sales Of Securities

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011			2010
Gross gains	$	49	$	80	$	337		$	2,517
Gross losses		—		—		(196	)		—
	$	49	$	80	$	141		$	2,517

Amortized Cost And Fair Value Of Securities, By Contractual Maturities

	Available for Sale				Held to Maturity
	Amortized Cost		Fair Value		Amortized Cost		Fair Value
Due in one year or less	$	40,077	$	40,384	$	6,708	$	6,769
Due from one to five years		264,448		265,085		14,500		15,185
Due from five to ten years		10,883		11,260		37,817		39,193
Due after ten years		58,755		44,465		100,059		103,025
		374,163		361,194		159,084		164,172
Residential mortgage-backed securities:
Agency mortgage-backed securities		225,184		233,184		739,501		771,215
Agency collateralized mortgage obligations		203,014		206,312		58,610		59,188
Non-agency collateralized mortgage obligations		32		31		27,006		26,068
Equity securities		1,593		1,734		—		—
	$	803,986	$	802,455	$	984,201	$	1,020,643

Summary Of Fair Values And Unrealized Losses Of Securities, Segregated By Length Of Impairment

	Less than 12 Months					Greater than 12 Months					Total
	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
September 30, 2011
U.S. Treasury and other U.S. government agencies and corporations	$	38,449	$	(59	)	$	—	$	—		$	38,449	$	(59	)
Residential mortgage-backed securities:
Non-agency collateralized mortgage obligations		31		(1	)		—		—			31		(1	)
Collateralized debt obligations		—		—			5,685		(13,539	)		5,685		(13,539	)
Other debt securities		—		—			4,973		(1,887	)		4,973		(1,887	)
Equity securities		288		(18	)		636		(37	)		924		(55	)
	$	38,768	$	(78	)	$	11,294	$	(15,463	)	$	50,062	$	(15,541	)
December 31, 2010
U.S. Treasury and other U.S. government agencies and corporations	$	117,140	$	(688	)	$	—	$	—		$	117,140	$	(688	)
Residential mortgage-backed securities:
Agency collateralized mortgage obligations		22,616		(192	)		—		—			22,616		(192	)
States of the U.S. and political subdivisions		3,322		(26	)		—		—			3,322		(26	)
Collateralized debt obligations		—		—			5,974		(13,314	)		5,974		(13,314	)
Other debt securities		4,024		(62	)		7,221		(1,682	)		11,245		(1,744	)
Equity securities		—		—			648		(59	)		648		(59	)
	$	147,102	$	(968	)	$	13,843	$	(15,055	)	$	160,945	$	(16,023	)

Securities held to maturity:

	Less than 12 Months					Greater than 12 Months					Total
	Fair Value		Unrealized Losses			Fair Value		Unrealized Losses			Fair Value		Unrealized Losses
September 30, 2011
Residential mortgage-backed securities:
Agency collateralized mortgage obligations	$	12,651	$	(172	)	$	—	$	—		$	12,651	$	(172	)
Non-agency collateralized mortgage obligations		3,594		(11	)		8,913		(1,124	)		12,507		(1,135	)
States of the U.S. and political subdivisions		1,478		(6	)		—		—			1,478		(6	)
Collateralized debt obligations		—		—			2,043		(434	)		2,043		(434	)
Other debt securities		—		—			1,168		(159	)		1,168		(159	)
	$	17,723	$	(189	)	$	12,124	$	(1,717	)	$	29,847	$	(1,906	)
December 31, 2010
Residential mortgage-backed securities:
Agency mortgage-backed securities	$	156,544	$	(3,079	)	$	—	$	—		$	156,544	$	(3,079	)
Agency collateralized mortgage obligations		39,074		(889	)		—		—			39,074		(889	)
Non-agency collateralized mortgage obligations		2,551		(12	)		10,739		(1,319	)		13,290		(1,331	)
States of the U.S. and political subdivisions		47,125		(1,415	)		2,319		(215	)		49,444		(1,630	)
Collateralized debt obligations		—		—			2,354		(778	)		2,354		(778	)
Other debt securities		—		—			1,288		(42	)		1,288		(42	)
	$	245,294	$	(5,395	)	$	16,700	$	(2,354	)	$	261,994	$	(7,749	)

Schedule Of Cumulative Credit-Related OTTI Charges Recognized As Components Of Earnings For Securities For Which A Portion Of An OTTI Is Recognized In Other Comprehensive Income

	September 30, 2011			December 31, 2010
Beginning balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$	(18,332	)	$	(16,051	)
Additions related to credit loss for securities with previously recognized OTTI		(37	)		(2,235	)
Additions related to credit loss for securities with initial OTTI		—			(46	)
Ending balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$	(18,369	)	$	(18,332	)

Trust Preferred Securities

Deal Name	Class	Current Par Value		Amortized Cost		Fair Value		Unrealized Loss			Lowest Credit Ratings	Number of Issuers Currently Performing		Actual Defaults (as a percent of original collateral)		Actual Deferrals (as a percent of original collateral)		Projected Recovery Rates on Current Deferrals (1)		Expected Defaults (%) (2)
Pooled TPS:
P1	C1	$	5,500	$	2,266	$	901	$	(1,365	)	C		42		21		17		43		11
P2	C1		4,889		2,746		572		(2,174	)	C		41		16		15		29		12
P3	C1		5,561		4,218		1,237		(2,981	)	C		50		13		5		23		14
P4	C1		3,994		2,852		776		(2,076	)	C		52		15		8		32		14
P5	MEZ		482		330		209		(121	)	C		17		19		9		57		11
P6	MEZ		1,909		1,050		614		(436	)	C		16		19		17		38		9
P7	B3		2,000		726		268		(458	)	C		20		29		9		34		10
P8	B1		3,028		2,386		711		(1,675	)	C		49		14		23		39		13
P9	C		5,048		756		138		(618	)	C		32		14		32		41		11
P10	C		507		461		71		(390	)	C		50		13		14		25		12
P11	C		2,010		788		111		(677	)	C		41		15		16		30		13
P12	A4L		2,000		645		77		(568	)	C		23		16		26		46		13
Total OTTI			36,928		19,224		5,685		(13,539	)			433		16		15		36		12
P13(3)	SNR		2,383		2,477		2,043		(434	)	BBB		15		13		16		37		12
Total Not OTTI			2,383		2,477		2,043		(434	)			15		13		16		37		12
Total Pooled TPS		$	39,311	$	21,701	$	7,728	$	(13,973	)			448		16		15		36		12
Single Issuer TPS:
S1		$	2,000	$	1,949	$	1,225	$	(724	)	BB+		1
S2			2,000		1,913		1,438		(475	)	BBB+		1
S3			2,000		2,000		1,734		(266	)	B+		1
S4			1,000		999		577		(422	)	BB+		1
S5			1,300		1,326		1,167		(159	)	BB+		1
Total Single Issuer TPS		$	8,300	$	8,187	$	6,141	$	(2,046	)			5
Total TPS		$	47,611	$	29,888	$	13,869	$	(16,019	)			453

(1) Some current deferrals will cure at rates varying from 10% to 90% after five years.

(2) Expected future defaults as a percent of remaining performing collateral.

(3) Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. The P13 security had excess subordination as a percent of current collateral of 67.42% as of September 30, 2011.

Non-Agency Collateralized Mortgage Obligations

													Subordination Data
					Credit Rating				Credit Support %				Delinquency %												% Total Delinquency		Original % LTV		Original Credit Score
Security	Original Year		Book Value		S&P		Moody's		Original		Current		. 30 Day		60 Day		90 Day		% Foreclosure		% OREO		% Bankruptcy
1		2003	$	2,991		AAA		n/a		2.5		5.9		0.9		0.3		0.8		0.7		0.0		0.5		3.2		51.9		738
2		2003		2,103		AAA		n/a		4.3		16.6		1.9		1.3		3.5		3.4		0.6		1.5		12.1		55.9		710
3		2003		1,403		AAA		n/a		2.0		6.6		0.9		0.0		1.1		2.6		0.2		0.5		5.3		47.2		741
4		2003		1,406		AAA		n/a		2.7		18.4		1.2		0.0		0.9		3.1		0.0		1.4		6.5		49.9		n/a
5		2004		3,604		AAA		Baa2		7.0		20.0		1.2		0.4		2.5		6.9		1.1		1.1		13.2		55.1		689
6		2004		2,514		AA+		n/a		5.3		10.4		0.0		0.5		3.7		2.4		0.0		1.0		7.6		46.1		734
7		2004		1,155		n/a		A1		2.5		8.7		0.0		0.0		0.0		6.3		0.0		0.0		6.3		55.6		736
8		2004		1,793		AAA		Baa2		4.4		9.4		1.2		0.8		0.7		2.5		0.5		1.5		7.2		55.0		733
9		2005		6,345		CCC		Caa1		5.1		4.6		3.8		1.2		10.5		7.7		1.2		2.2		26.6		65.3		706
10		2005		3,692		CC		B3		4.7		2.5		3.5		1.7		3.1		10.0		1.2		1.2		20.7		65.6		726
			$	27,006						4.1		9.3																57.1		718

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New Accounting Standards

9 Months Ended

Sep. 30, 2011

New Accounting Standards [Abstract]

New Accounting Standards

NEW ACCOUNTING STANDARDS

Intangibles – Goodwill and Other

In September 2011, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2011-08, Intangibles – Goodwill and Other, which simplifies how entities test goodwill for impairment. Under the amendments in this ASU, an entity has the option to perform a qualitative assessment to determine whether it is more likely than not that the fair value of a reporting unit is less than its carrying amount. If, after assessing updated qualitative factors, an entity determines it is not more likely than not that the fair value of a reporting unit is less than its carrying amount, it would not have to perform the current two-step goodwill impairment test. These amendments are effective for annual and interim goodwill impairment tests performed for fiscal years beginning after December 15, 2011, with early adoption permitted. The Corporation intends to adopt this standard during the fourth quarter of 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Comprehensive Income

In June 2011, the FASB issued ASU No. 2011-05, Comprehensive Income, with the intention of increasing the prominence of other comprehensive income in the financial statements. The FASB has eliminated the option to present components of other comprehensive income as part of the statement of changes in stockholders' equity and will require it be presented either in a single continuous statement of comprehensive income or in two separate but consecutive statements. The single continuous statement format would include the components of net income and total net income, the components of other comprehensive income and a total for other comprehensive income as well as the total comprehensive income. In the two statement approach, the first statement would be the traditional income statement which would immediately be followed by a separate statement which includes the components of other comprehensive income, total other comprehensive income and total comprehensive income. These requirements should be applied retrospectively and are effective for the first interim or annual period beginning after December 15, 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Amendments to Fair Value Measurements

In May 2011, the FASB issued ASU No. 2011-04, Fair Value Measurements, to improve the comparability of fair value measurements presented and disclosed in financial statements prepared in accordance with GAAP and International Financial Reporting Standards (IFRSs). The amendments explain how to measure fair value. They do not require additional fair value measurements and are not intended to establish valuation standards or affect valuation practices. The amendments result in common fair value measurement and disclosure requirements in GAAP and IFRS. Some of the amendments clarify the application of existing fair value measurement requirements and others change a particular principle or requirement for measuring fair value or for disclosing information about fair value measurements. Many of the previous fair value requirements are not changed by this standard. The amendments in this standard are to be applied prospectively and are effective during interim and annual periods beginning after December 15, 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Troubled Debt Restructurings

In April 2011, the FASB issued ASU No. 2011-02, A Creditor's Determination of Whether a Restructuring Is a Troubled Debt Restructuring, to address diversity in practice concerning determining whether a restructuring constitutes a troubled debt restructuring. This update specifies that in evaluating whether a restructuring is a troubled debt restructuring (TDR), a creditor must separately conclude both that a concession has been granted by the creditor and that the debtor is experiencing financial difficulties. Also, ASU No. 2011-02 provides clarifying guidance in determining whether a concession has been granted and whether a debtor is experiencing financial difficulties. In addition, the update precludes a creditor from using the effective interest rate test in the debtor's guidance on restructuring of payables when evaluating whether a restructuring is a TDR. These requirements are effective for the first interim or annual period beginning on or after June 15, 2011, and should be applied retrospectively to restructurings made during the period from the beginning of the annual period of adoption to the date of adoption. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Disclosure of Supplementary Pro Forma Information for Business Combinations

In December 2010, the FASB issued ASU No. 2010-29, Disclosure of Supplementary Pro Forma Information for Business Combinations, to address diversity in practice concerning pro forma revenue and earnings disclosure requirements for business combinations. This update specifies that if a public entity presents comparative financial statements, the entity should disclose revenue and earnings of the combined entity as though the business combination(s) that occurred during the current year had occurred as of the beginning of the comparable prior annual reporting period only. The update also expands the supplemental pro forma disclosures to include a description of the nature and amount of material, nonrecurring pro forma adjustments directly attributable to the business combination(s) included in the reported pro forma revenue and earnings. These requirements are effective prospectively for business combinations for which the acquisition date is on or after the beginning of the first annual reporting period beginning on or after December 15, 2010. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Disclosures about the Credit Quality of Financing Receivables and the Allowance for Credit Losses

In July 2010, the FASB issued ASU No. 2010-20, Disclosures about the Credit Quality of Financing Receivables and the Allowance for Credit Losses, to provide financial statement users with greater transparency about credit quality of financing receivables and allowance for credit losses. This update requires additional disclosures as of the end of a reporting period and additional disclosures about activity that occurs during a reporting period that will assist financial statement users in assessing credit risk exposures and evaluating the adequacy of the allowance for credit losses.

The additional disclosures are required to be provided on a disaggregated basis. ASU No. 2010-20 defines two levels of disaggregation and provides additional implementation guidance to determine the appropriate level of disaggregation of information. The disclosures should facilitate evaluation of the nature of the credit risk inherent in a portfolio of financing receivables, how that risk is analyzed and assessed in arriving at the allowance for credit losses, and the changes and reasons for those changes in the allowance for credit losses.

The disclosures as of the end of a reporting period were effective for interim and annual reporting periods ending on or after December 15, 2010. The disclosures about activity that occurs during a reporting period are effective for interim and annual reporting periods beginning on or after December 15, 2010 and are included in this Report. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

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Securities (Gross Gains And Gross Losses Realized On Sales Of Securities) (Details) (USD $) In Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Securities [Abstract]
Gross gains	$ 49	$ 80	$ 337	$ 2,517
Gross losses			(196)
Total	$ 49	$ 80	$ 141	$ 2,517

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Consolidated Statements Of Stockholders' Equity (Parenthetical) (USD $)	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Consolidated Statements Of Stockholders' Equity [Abstract]
Common stock dividends per share	$ 0.12	$ 0.12	$ 0.36	$ 0.36

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Stock Incentive Plans (Summary Of Information Concerning Stock Option Awards) (Details) (USD $)	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010
Stock Incentive Plans [Abstract]
Shares, Options outstanding at beginning of period	770,610	968,090
Shares, Exercised	(8,389)
Shares, Forfeited	(171,521)	(155,613)
Shares, Options outstanding and exercisable at end of period	590,700	812,477
Weighted Average Exercise Price, Options outstanding at beginning of period	$ 14.28	$ 13.67
Weighted Average Exercise Price, Exercised	$ 2.68
Weighted Average Exercise Price, Forfeitures	$ 12.52	$ 11.42
Weighted Average Exercise Price, Options outstanding and exercisable at end of period	$ 14.96	$ 14.10

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Basis Of Presentation

9 Months Ended

Sep. 30, 2011

Basis Of Presentation [Abstract]

Basis Of Presentation

BASIS OF PRESENTATION

The Corporation's accompanying consolidated financial statements and these notes to the financial statements include subsidiaries in which the Corporation has a controlling financial interest. The Corporation owns and operates First National Bank of Pennsylvania (FNBPA), First National Trust Company, First National Investment Services Company, LLC, F.N.B. Investment Advisors, Inc., First National Insurance Agency, LLC, Regency Finance Company (Regency), F.N.B. Capital Corporation, LLC and Bank Capital Services, LLC, and includes results for each of these entities in the accompanying consolidated financial statements.

The accompanying consolidated financial statements include all adjustments that are necessary, in the opinion of management, to fairly reflect the Corporation's financial position and results of operations in accordance with U.S. generally accepted accounting principles (GAAP). All significant intercompany balances and transactions have been eliminated. Certain prior period amounts have been reclassified to conform to the current period presentation. Events occurring subsequent to the date of the balance sheet have been evaluated for potential recognition or disclosure in the consolidated financial statements through the date of the filing of the consolidated financial statements with the Securities and Exchange Commission (SEC).

Certain information and note disclosures normally included in consolidated financial statements prepared in accordance with GAAP have been condensed or omitted pursuant to the rules and regulations of the SEC. The interim operating results are not necessarily indicative of operating results the Corporation expects for the full year. These interim consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto included in the Corporation's Annual Report on Form 10-K filed with the SEC on February 25, 2011.

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Stock Incentive Plans (Tables)

9 Months Ended

Sep. 30, 2011

Stock Incentive Plans [Abstract]

Summary Of Information Concerning Restricted Stock Awards

	Nine Months Ended September 30,
	2011					2010
	Awards			Weighted Average Grant Price		Awards			Weighted Average Grant Price
Unvested awards outstanding at beginning of period		1,309,489		$	8.52		854,440		$	10.57
Granted		384,847			10.10		500,707			7.77
Net performance adjustment		150,889			7.92		—			—
Vested		(172,030	)		13.57		(95,281	)		15.05
Forfeited		(1,397	)		9.20		(32,008	)		9.21
Dividend reinvestment		52,656			9.69		50,208			8.37
Unvested awards outstanding at end of period		1,724,454			8.36		1,278,066			9.09

Components Of The Restricted Stock Awards

	Service- Based Awards		Performance- Based Awards		Total
Unvested awards		570,706		1,153,748		1,724,454
Unrecognized compensation expense	$	1,957	$	4,596	$	6,553
Intrinsic value	$	4,891	$	9,888	$	14,779
Weighted average remaining life (in years)		2.06		2.40		2.28

Summary Of Information Concerning Stock Option Awards

	Nine Months Ended September 30,
	2011					2010
	Shares			Weighted Average Exercise Price		Shares			Weighted Average Exercise Price
Options outstanding at beginning of period		770,610		$	14.28		968,090		$	13.67
Exercised		(8,389	)		2.68		—			—
Forfeited		(171,521	)		12.52		(155,613	)		11.42
Options outstanding and exercisable at end of period		590,700			14.96		812,477			14.10

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New Accounting Standards (Policy)

9 Months Ended

Sep. 30, 2011

New Accounting Standards [Abstract]

Intangibles-Goodwill And Other

Intangibles – Goodwill and Other

In September 2011, the Financial Accounting Standards Board (FASB) issued Accounting Standards Update (ASU) No. 2011-08, Intangibles – Goodwill and Other, which simplifies how entities test goodwill for impairment. Under the amendments in this ASU, an entity has the option to perform a qualitative assessment to determine whether it is more likely than not that the fair value of a reporting unit is less than its carrying amount. If, after assessing updated qualitative factors, an entity determines it is not more likely than not that the fair value of a reporting unit is less than its carrying amount, it would not have to perform the current two-step goodwill impairment test. These amendments are effective for annual and interim goodwill impairment tests performed for fiscal years beginning after December 15, 2011, with early adoption permitted. The Corporation intends to adopt this standard during the fourth quarter of 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Comprehensive Income

Comprehensive Income

In June 2011, the FASB issued ASU No. 2011-05, Comprehensive Income, with the intention of increasing the prominence of other comprehensive income in the financial statements. The FASB has eliminated the option to present components of other comprehensive income as part of the statement of changes in stockholders' equity and will require it be presented either in a single continuous statement of comprehensive income or in two separate but consecutive statements. The single continuous statement format would include the components of net income and total net income, the components of other comprehensive income and a total for other comprehensive income as well as the total comprehensive income. In the two statement approach, the first statement would be the traditional income statement which would immediately be followed by a separate statement which includes the components of other comprehensive income, total other comprehensive income and total comprehensive income. These requirements should be applied retrospectively and are effective for the first interim or annual period beginning after December 15, 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Amendments To Fair Value Measurements

Amendments to Fair Value Measurements

In May 2011, the FASB issued ASU No. 2011-04, Fair Value Measurements, to improve the comparability of fair value measurements presented and disclosed in financial statements prepared in accordance with GAAP and International Financial Reporting Standards (IFRSs). The amendments explain how to measure fair value. They do not require additional fair value measurements and are not intended to establish valuation standards or affect valuation practices. The amendments result in common fair value measurement and disclosure requirements in GAAP and IFRS. Some of the amendments clarify the application of existing fair value measurement requirements and others change a particular principle or requirement for measuring fair value or for disclosing information about fair value measurements. Many of the previous fair value requirements are not changed by this standard. The amendments in this standard are to be applied prospectively and are effective during interim and annual periods beginning after December 15, 2011. Adoption of this standard is not expected to have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Troubled Debt Restructurings

Troubled Debt Restructurings

In April 2011, the FASB issued ASU No. 2011-02, A Creditor's Determination of Whether a Restructuring Is a Troubled Debt Restructuring, to address diversity in practice concerning determining whether a restructuring constitutes a troubled debt restructuring. This update specifies that in evaluating whether a restructuring is a troubled debt restructuring (TDR), a creditor must separately conclude both that a concession has been granted by the creditor and that the debtor is experiencing financial difficulties. Also, ASU No. 2011-02 provides clarifying guidance in determining whether a concession has been granted and whether a debtor is experiencing financial difficulties. In addition, the update precludes a creditor from using the effective interest rate test in the debtor's guidance on restructuring of payables when evaluating whether a restructuring is a TDR. These requirements are effective for the first interim or annual period beginning on or after June 15, 2011, and should be applied retrospectively to restructurings made during the period from the beginning of the annual period of adoption to the date of adoption. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Disclosure Of Supplementary Pro Forma Information For Business Combinations

Disclosure of Supplementary Pro Forma Information for Business Combinations

In December 2010, the FASB issued ASU No. 2010-29, Disclosure of Supplementary Pro Forma Information for Business Combinations, to address diversity in practice concerning pro forma revenue and earnings disclosure requirements for business combinations. This update specifies that if a public entity presents comparative financial statements, the entity should disclose revenue and earnings of the combined entity as though the business combination(s) that occurred during the current year had occurred as of the beginning of the comparable prior annual reporting period only. The update also expands the supplemental pro forma disclosures to include a description of the nature and amount of material, nonrecurring pro forma adjustments directly attributable to the business combination(s) included in the reported pro forma revenue and earnings. These requirements are effective prospectively for business combinations for which the acquisition date is on or after the beginning of the first annual reporting period beginning on or after December 15, 2010. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

Disclosures About The Credit Quality Of Financing Receivables And The Allowance For Credit Losses

Disclosures about the Credit Quality of Financing Receivables and the Allowance for Credit Losses

In July 2010, the FASB issued ASU No. 2010-20, Disclosures about the Credit Quality of Financing Receivables and the Allowance for Credit Losses, to provide financial statement users with greater transparency about credit quality of financing receivables and allowance for credit losses. This update requires additional disclosures as of the end of a reporting period and additional disclosures about activity that occurs during a reporting period that will assist financial statement users in assessing credit risk exposures and evaluating the adequacy of the allowance for credit losses.

The additional disclosures are required to be provided on a disaggregated basis. ASU No. 2010-20 defines two levels of disaggregation and provides additional implementation guidance to determine the appropriate level of disaggregation of information. The disclosures should facilitate evaluation of the nature of the credit risk inherent in a portfolio of financing receivables, how that risk is analyzed and assessed in arriving at the allowance for credit losses, and the changes and reasons for those changes in the allowance for credit losses.

The disclosures as of the end of a reporting period were effective for interim and annual reporting periods ending on or after December 15, 2010. The disclosures about activity that occurs during a reporting period are effective for interim and annual reporting periods beginning on or after December 15, 2010 and are included in this Report. Adoption of this standard did not have a material effect on the financial statements, results of operations or liquidity of the Corporation.

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Fair Value Measurements (Balances Of Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	$ 802,455	$ 738,125
Derivative financial instruments	51,984	25,631
Assets measured at fair value, Total	854,439	763,756
Derivative financial instruments	51,870	25,043
Liabilities measured at fair value, Total	51,870	25,043
Available For Sale Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	800,721	735,936
Available For Sale Debt Securities [Member] | Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	790,063	718,717
Available For Sale Debt Securities [Member] | Level 2 [Member] | U.S. Treasury And Other U.S. Government Agencies And Corporations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	308,789	300,568
Available For Sale Debt Securities [Member] | Level 2 [Member] | Agency Mortgage-Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	233,184	211,507
Available For Sale Debt Securities [Member] | Level 2 [Member] | Agency Collateralized Mortgage Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	206,312	147,866
Available For Sale Debt Securities [Member] | Level 2 [Member] | Non-Agency Collateralized Mortgage Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	31	38
Available For Sale Debt Securities [Member] | Level 2 [Member] | States Of The U.S. And Political Subdivisions [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	41,747	58,738
Available For Sale Debt Securities [Member] | Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	10,658	17,219
Available For Sale Debt Securities [Member] | Level 3 [Member] | Collateralized Debt Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	5,685	5,974
Available For Sale Debt Securities [Member] | Level 3 [Member] | Other Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	4,973	11,245
Available For Sale Debt Securities [Member] | U.S. Treasury And Other U.S. Government Agencies And Corporations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	308,789	300,568
Available For Sale Debt Securities [Member] | Agency Mortgage-Backed Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	233,184	211,507
Available For Sale Debt Securities [Member] | Agency Collateralized Mortgage Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	206,312	147,866
Available For Sale Debt Securities [Member] | Non-Agency Collateralized Mortgage Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	31	38
Available For Sale Debt Securities [Member] | States Of The U.S. And Political Subdivisions [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	41,747	58,738
Available For Sale Debt Securities [Member] | Collateralized Debt Obligations [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	5,685	5,974
Available For Sale Debt Securities [Member] | Other Debt Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	4,973	11,245
Available For Sale Equity Securities [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	1,734	2,189
Available For Sale Equity Securities [Member] | Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	359	501
Available For Sale Equity Securities [Member] | Level 1 [Member] | Financial Services Industry [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	324	470
Available For Sale Equity Securities [Member] | Level 1 [Member] | Insurance Services Industry [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	35	31
Available For Sale Equity Securities [Member] | Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	987	1,313
Available For Sale Equity Securities [Member] | Level 2 [Member] | Financial Services Industry [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	987	1,313
Available For Sale Equity Securities [Member] | Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	388	375
Available For Sale Equity Securities [Member] | Level 3 [Member] | Financial Services Industry [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	388	375
Available For Sale Equity Securities [Member] | Financial Services Industry [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	1,699	2,158
Available For Sale Equity Securities [Member] | Insurance Services Industry [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	35	31
Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	359	501
Assets measured at fair value, Total	359	501
Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	791,050	720,030
Derivative financial instruments	51,984	25,631
Assets measured at fair value, Total	843,034	745,661
Derivative financial instruments	51,870	25,043
Liabilities measured at fair value, Total	51,870	25,043
Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Assets measured at fair value, available for sale securities	11,046	17,594
Assets measured at fair value, Total	$ 11,046	$ 17,594

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Federal Home Loan Bank Stock (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2011	Jun. 30, 2011	Dec. 31, 2010
Federal Home Loan Bank Stock [Abstract]
Federal Home Loan Bank stock	$ 24,754		$ 26,564
Minimum required capital-to-assets ratio of FHLB	4.00%
Capital ratio of FHLB		7.90%

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Loans (Summary Of Loan Portfolio) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	$ 6,788,540	$ 6,088,155
Commercial [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	3,819,806	3,337,992
Direct Installment [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	1,033,688	1,002,725
Residential Mortgages [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	673,598	622,242
Indirect Installment [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	538,366	514,369
Consumer Lines Of Credit [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	580,968	493,881
Commercial Leases [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	103,764	79,429
Other [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	$ 38,350	$ 37,517

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Securities (Schedule Of Amortized Cost And Fair Value Of Securities Held To Maturity) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	$ 984,201	$ 940,481
Gross Unrealized Gains	38,348	26,682
Gross Unrealized Losses	(1,906)	(7,749)
Held to Maturity, Fair Value, total	1,020,643	959,414
U.S. Treasury And Other U.S. Government Agencies And Corporations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	4,605	4,925
Gross Unrealized Gains	351	212
Held to Maturity, Fair Value, total	4,956	5,137
Agency Mortgage Backed Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	739,501	688,575
Gross Unrealized Gains	31,714	23,878
Gross Unrealized Losses		(3,079)
Held to Maturity, Fair Value, total	771,215	709,374
Agency Collateralized Mortgage Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	58,610	71,102
Gross Unrealized Gains	750	511
Gross Unrealized Losses	(172)	(889)
Held to Maturity, Fair Value, total	59,188	70,724
Non-Agency Collateralized Mortgage Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	27,006	33,950
Gross Unrealized Gains	197	328
Gross Unrealized Losses	(1,135)	(1,331)
Held to Maturity, Fair Value, total	26,068	32,947
States Of The U.S. And Political Subdivisions [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	150,419	137,210
Gross Unrealized Gains	5,305	1,735
Gross Unrealized Losses	(6)	(1,630)
Held to Maturity, Fair Value, total	155,718	137,315
Collateralized Debt Obligations [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	2,477	3,132
Gross Unrealized Losses	(434)	(778)
Held to Maturity, Fair Value, total	2,043	2,354
Other Debt Securities [Member]
Schedule of Held-to-maturity Securities [Line Items]
Amortized Cost	1,583	1,587
Gross Unrealized Gains	31	18
Gross Unrealized Losses	(159)	(42)
Held to Maturity, Fair Value, total	$ 1,455	$ 1,563

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Credit Quality (Summary Of Consumer Loans By Payment Activity) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Credit Quality [Line Items]
Non-Performing Loans	$ 125,433	$ 135,294
Loans, net of unearned income	6,788,540	6,088,155
Direct Installment [Member] | Performing [Member]
Credit Quality [Line Items]
Performing Loans	1,025,841	991,921
Residential Mortgages [Member] | Performing [Member]
Credit Quality [Line Items]
Performing Loans	664,190	608,642
Indirect Installment [Member] | Performing [Member]
Credit Quality [Line Items]
Performing Loans	537,399	513,619
Consumer Lines Of Credit [Member] | Performing [Member]
Credit Quality [Line Items]
Performing Loans	579,820	493,075
Other [Member] | Performing [Member]
Credit Quality [Line Items]
Performing Loans	38,350	37,517
Direct Installment [Member] | Non-Performing [Member]
Credit Quality [Line Items]
Non-Performing Loans	7,847	10,804
Residential Mortgages [Member] | Non-Performing [Member]
Credit Quality [Line Items]
Non-Performing Loans	9,408	13,600
Indirect Installment [Member] | Non-Performing [Member]
Credit Quality [Line Items]
Non-Performing Loans	967	750
Consumer Lines Of Credit [Member] | Non-Performing [Member]
Credit Quality [Line Items]
Non-Performing Loans	1,148	806
Direct Installment [Member]
Credit Quality [Line Items]
Loans, net of unearned income	1,033,688	1,002,725
Residential Mortgages [Member]
Credit Quality [Line Items]
Loans, net of unearned income	673,598	622,242
Indirect Installment [Member]
Credit Quality [Line Items]
Loans, net of unearned income	538,366	514,369
Consumer Lines Of Credit [Member]
Credit Quality [Line Items]
Loans, net of unearned income	580,968	493,881
Other [Member]
Credit Quality [Line Items]
Loans, net of unearned income	$ 38,350	$ 37,517

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Use Of Estimates

9 Months Ended

Sep. 30, 2011

Use Of Estimates [Abstract]

Use Of Estimates

USE OF ESTIMATES

The accounting and reporting policies of the Corporation conform with GAAP. The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the amounts reported in the consolidated financial statements and accompanying notes. Actual results could materially differ from those estimates. Material estimates that are particularly susceptible to significant changes include the allowance for loan losses, securities valuations, goodwill and other intangible assets and income taxes.

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Derivative Instruments (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2011
Derivative Instruments [Abstract]
Notional amounts of swaps with customers	$ 620,287
Number of swaps with customers	183
Number of swaps with derivative counterparties	183
Notional amount of swaps with derivative counterparties	620,287
Fair value of derivatives, in a net liability position	52,962
Collateral posted	52,793
Cash collateral posted	0
Additional collateral required if in breach	$ 170

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Comprehensive Income (Tables)

9 Months Ended

Sep. 30, 2011

Comprehensive Income [Abstract]

Components Of Comprehensive Income, Net Of Related Tax

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Net income	$	23,773		$	17,217		$	63,310		$	51,119
Other comprehensive income:
Unrealized (losses) gains on securities:
Arising during the period, net of tax expense of $171, $852, $1,639 and $2,943		318			1,582			3,059			5,465
Less: reclassification adjustment for gains included in net income, net of tax expense of $8, $28, $41 and $80		(16	)		(52	)		(92	)		(149	)
Pension and postretirement amortization, net of tax expense of $90, $187, $279 and $988		166			347			517			1,836
Other comprehensive income		468			1,877			3,484			7,152
Comprehensive income	$	24,241		$	19,094		$	66,794		$	58,271

Accumulated Balances Related To Each Component Of Other Comprehensive Income (Loss), Net Of Tax

	2011			2010
September 30
Non-credit related loss on debt securities not expected to be sold	$	(8,800	)	$	(9,181	)
Unrealized net gain (loss) on other available for sale securities		7,880			7,477
Unrecognized pension and postretirement obligations		(29,328	)		(21,777	)
Accumulated other comprehensive loss	$	(30,248	)	$	(23,481	)

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Cash Flow Information

9 Months Ended

Sep. 30, 2011

Cash Flow Information [Abstract]

Cash Flow Information

CASH FLOW INFORMATION

Following is a summary of supplemental cash flow information:

	2011		2010
Nine Months Ended September 30
Interest paid on deposits and other borrowings	$	58,326	$	70,394
Income taxes paid		8,000		23,950
Transfers of loans to other real estate owned		18,269		22,033
Financing of other real estate owned sold		472		754

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Credit Quality (Summary Of The Composition Of Total TDR's) (Details) (USD $) In Thousands	3 Months Ended	9 Months Ended	12 Months Ended
	Sep. 30, 2011	Sep. 30, 2011	Dec. 31, 2010
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings ("TDR's")	$ 39,508	$ 39,508	$ 39,332
Specific reserves in allowance for loan losses		146	515
Pooled reserves for all other classes of loans		916	1,205
Restructured loans secured by residential mortgages returned to performing status	9,623
Non-Performing [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings ("TDR's")	12,017	12,017	19,705
Performing [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings ("TDR's")	15,415	15,415
Non-Accrual [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings ("TDR's")	$ 12,076	$ 12,076	$ 19,627

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Comprehensive Income (Components Of Comprehensive Income, Net Of Related Tax) (Details) (USD $) In Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Comprehensive Income [Abstract]
Net income	$ 23,773	$ 17,217	$ 63,310	$ 51,119
Arising during the period, net of tax expense of $171, $852, $1,639 and $2,943	318	1,582	3,059	5,465
Less: reclassification adjustment for gains included in net income, net of tax expense of $8, $28, $41 and $80	(16)	(52)	(92)	(149)
Pension and postretirement amortization, net of tax expense of $90, $187, $279 and $988	166	347	517	1,836
Other comprehensive income	468	1,877	3,484	7,152
Comprehensive income	24,241	19,094	66,794	58,271
Other comprehensive income (loss), tax expense (benefit) on unrealized holding gain (loss) on securities arising during period	171	852	1,639	2,943
Other comprehensive income (loss), tax expense (benefit) on reclassification adjustment included in net income	8	28	41	80
Other comprehensive income (loss), tax expense (benefit) on pension and postretirement amortization	$ 90	$ 187	$ 279	$ 988

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Derivative Instruments (Effect Of The Corporation's Derivative Financial Instruments On The Income Statement) (Details) (Interest Rate Contract [Member], Other Income [Member], USD $) In Thousands	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010
Interest Rate Contract [Member] | Other Income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Interest rate products	$ (475)	$ (399)

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Credit Quality (Summary Of Age Analysis Of Past Due Loans By Class) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	$ 44,417	$ 43,622
>90 Days Past Due and Still Accruing	16,610	8,634
Non-Accrual	113,416	115,589
Total Past Due	174,443	167,845
Current	6,614,097	5,920,310
Total Loans	6,788,540	6,088,155
Commercial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	17,139	17,101
>90 Days Past Due and Still Accruing	9,604	3,020
Non-Accrual	103,101	106,724
Total Past Due	129,844	126,845
Current	3,689,962	3,211,147
Total Loans	3,819,806	3,337,992
Direct Installment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	8,692	8,603
>90 Days Past Due and Still Accruing	2,709	2,496
Non-Accrual	3,435	3,285
Total Past Due	14,836	14,384
Current	1,018,852	988,341
Total Loans	1,033,688	1,002,725
Residential Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	11,593	9,127
>90 Days Past Due and Still Accruing	3,723	2,144
Non-Accrual	3,577	3,272
Total Past Due	18,893	14,543
Current	654,705	607,699
Total Loans	673,598	622,242
Indirect Installment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	3,668	5,659
>90 Days Past Due and Still Accruing	300	394
Non-Accrual	899	750
Total Past Due	4,867	6,803
Current	533,499	507,566
Total Loans	538,366	514,369
Consumer Lines Of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	2,303	1,581
>90 Days Past Due and Still Accruing	260	571
Non-Accrual	1,054	588
Total Past Due	3,617	2,740
Current	577,351	491,141
Total Loans	580,968	493,881
Commercial Leases [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	1,021	1,551
>90 Days Past Due and Still Accruing		9
Non-Accrual	1,350	970
Total Past Due	2,371	2,530
Current	101,393	76,899
Total Loans	103,764	79,429
Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-89 Days Past Due	1
>90 Days Past Due and Still Accruing	14
Total Past Due	15
Current	38,335	37,517
Total Loans	$ 38,350	$ 37,517

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Loans (Tables)

9 Months Ended

Sep. 30, 2011

Loans [Abstract]

Summary Of Loan Portfolio

	September 30, 2011		December 31, 2010
Commercial	$	3,819,806	$	3,337,992
Direct installment		1,033,688		1,002,725
Residential mortgages		673,598		622,242
Indirect installment		538,366		514,369
Consumer lines of credit		580,968		493,881
Commercial leases		103,764		79,429
Other		38,350		37,517
	$	6,788,540	$	6,088,155

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Retirement And Other Postretirement Benefit Plans (Tables)

9 Months Ended

Sep. 30, 2011

Retirement And Other Postretirement Benefit Plans [Abstract]

Net Periodic Benefit Cost For The Defined Benefit Plans, Pensions

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Service cost	$	19		$	899		$	40		$	2,709
Interest cost		1,731			1,741			5,015			5,258
Expected return on plan assets		(1,996	)		(1,875	)		(5,651	)		(5,621	)
Amortization:
Unrecognized net transition asset		(24	)		(23	)		(69	)		(70	)
Unrecognized prior service cost (credit)		2			(287	)		5			(880	)
Unrecognized loss		286			843			844			2,284
Net periodic pension benefit cost	$	18		$	1,298		$	184		$	3,680

Net Periodic Benefit Cost For The Defined Benefit Plans, Other Postretirement Benefit Plans

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011		2010
Interest cost	$	15	$	17	$	44	$	50
Amortization of unrecognized loss		3		—		5		—
Net periodic postretirement benefit cost	$	18	$	17	$	49	$	50

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Fair Value Measurements

9 Months Ended

Sep. 30, 2011

Fair Value Measurements [Abstract]

Fair Value Measurements

FAIR VALUE MEASUREMENTS

The Corporation uses fair value measurements to record fair value adjustments to certain financial assets and liabilities and to determine fair value disclosures. Securities available for sale and derivatives are recorded at fair value on a recurring basis. Additionally, from time to time, the Corporation may be required to record at fair value other assets on a nonrecurring basis, such as mortgage loans held for sale, certain impaired loans, OREO and certain other assets.

Fair value is defined as an exit price, representing the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value measurements are not adjusted for transaction costs. Fair value is a market-based measure considered from the perspective of a market participant who holds the asset or owes the liability rather than an entity-specific measure.

In determining fair value, the Corporation uses various valuation approaches, including market, income and cost approaches. ASC Topic 820, Fair Value Measurements and Disclosures, establishes a hierarchy for inputs used in measuring fair value that maximizes the use of observable inputs and minimizes the use of unobservable inputs by requiring that observable inputs be used when available. Observable inputs are inputs that market participants would use in pricing the asset or liability, which are developed based on market data obtained from sources independent of the Corporation. Unobservable inputs reflect the Corporation's assumptions about the assumptions that market participants would use in pricing an asset or liability, which are developed based on the best information available in the circumstances.

The fair value hierarchy gives the highest priority to unadjusted quoted market prices in active markets for identical assets or liabilities (Level 1 measurement) and the lowest priority to unobservable inputs (Level 3 measurement). The fair value hierarchy is broken down into three levels based on the reliability of inputs as follows:

Level 1	valuation is based upon unadjusted quoted market prices for identical instruments traded in active markets.
Level 2	valuation is based upon quoted market prices for similar instruments traded in active markets, quoted market prices for identical or similar instruments traded in markets that are not active and model-based valuation techniques for which all significant assumptions are observable in the market or can be corroborated by market data.
Level 3	valuation is derived from other valuation methodologies including discounted cash flow models and similar techniques that use significant assumptions not observable in the market. These unobservable assumptions reflect estimates of assumptions that market participants would use in determining fair value.

A financial instrument's level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement.

Following is a description of the valuation methodologies the Corporation uses for financial instruments recorded at fair value on either a recurring or nonrecurring basis:

Securities Available For Sale

Securities available for sale consists of both debt and equity securities. These securities are recorded at fair value on a recurring basis. At September 30, 2011, approximately 98.6% of these securities used valuation methodologies involving market-based or market-derived information, collectively Level 1 and Level 2 measurements, to measure fair value. The remaining 1.4% of these securities were measured using model-based techniques, with primarily unobservable (Level 3) inputs.

The Corporation closely monitors market conditions involving assets that have become less actively traded. If the fair value measurement is based upon recent observable market activity of such assets or comparable assets (other than forced or distressed transactions) that occur in sufficient volume, and do not require significant adjustment using unobservable inputs, those assets are classified as Level 1 or Level 2; if not, they are classified as Level 3. Making this assessment requires significant judgment.

The Corporation uses prices from independent pricing services and, to a lesser extent, indicative (non-binding) quotes from independent brokers, to measure the fair value of investment securities. The Corporation validates prices received from pricing services or brokers using a variety of methods, including, but not limited to, comparison to secondary pricing services, corroboration of pricing by reference to other independent market data such as secondary broker quotes and relevant benchmark indices, and review of pricing by Corporate personnel familiar with market liquidity and other market-related conditions.

The Corporation determines the valuation of its investments in trust preferred debt securities with the assistance of a third-party independent financial consulting firm that specializes in advisory services related to illiquid financial investments. The consulting firm provides the Corporation appropriate valuation methodology, performance assumptions, modeling techniques, discounted cash flows, discount rates and sensitivity analyses with respect to levels of defaults and deferrals necessary to produce losses. Additionally, the Corporation utilizes the firm's expertise to reassess assumptions to reflect actual conditions. See the Securities footnote for information on how the Corporation reassesses assumptions to determine the valuation of its trust preferred debt securities. Accessing the services of a financial consulting firm with a focus on financial instruments assists the Corporation in accurately valuing these complex financial instruments and facilitates informed decision-making with respect to such instruments.

Derivative Financial Instruments

The Corporation determines its fair value for derivatives using widely accepted valuation techniques including discounted cash flow analysis on the expected cash flows of each derivative. This analysis reflects contractual terms of the derivative, including the period to maturity and uses observable market based inputs, including interest rate curves and implied volatilities.

The Corporation incorporates credit valuation adjustments to appropriately reflect both its own non-performance risk and the respective counterparty's non-performance risk in the fair value measurements. In adjusting the fair value of its derivative contracts for the effect of non-performance risk, the Corporation considers the impact of netting and any applicable credit enhancements, such as collateral postings, thresholds, mutual puts and guarantees.

Although the Corporation has determined that the majority of the inputs used to value its derivatives fall within Level 2 of the fair value hierarchy, the credit valuation adjustments associated with its derivatives utilize Level 3 inputs, such as estimates of current credit spreads to evaluate the likelihood of default by itself and its counterparties. However, as of September 30, 2011, the Corporation has assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and has determined that the credit valuation adjustments are not significant to the overall valuation of its derivatives. As a result, the Corporation has determined that its derivative valuations in their entirety are classified in Level 2 of the fair value hierarchy.

Residential Mortgage Loans Held For Sale

These loans are carried at the lower of cost or fair value. Under lower of cost or fair value accounting, periodically, it may be necessary to record nonrecurring fair value adjustments. Fair value, when recorded, is based on independent quoted market prices and is classified as Level 2.

Impaired Loans

The Corporation reserves for commercial and commercial real estate loans that the Corporation considers impaired as defined in ASC Topic 310 at the time the Corporation identifies the loan as impaired based upon the present value of expected future cash flows available to pay the loan, or based upon the fair value of the collateral less estimated selling costs where a loan is collateral dependent. Collateral may be real estate and/or business assets including equipment, inventory and accounts receivable.

The Corporation determines the value of real estate based on appraisals by licensed or certified appraisers. The value of business assets is generally based on amounts reported on the business's financial statements. Management must rely on the financial statements prepared and certified by the borrower or its accountants in determining the value of these business assets on an ongoing basis which may be subject to significant change over time. Based on the quality of information or statements provided, management may require the use of business asset appraisals and site-inspections to better value these assets. The Corporation may discount appraised and reported values based on management's historical knowledge, changes in market conditions from the time of valuation or management's knowledge of the borrower and the borrower's business. Since not all valuation inputs are observable, the Corporation classifies these nonrecurring fair value determinations as Level 2 or Level 3 based on the lowest level of input that is significant to the fair value measurement.

The Corporation reviews and evaluates impaired loans no less frequently than quarterly for additional impairment based on the same factors identified above.

Other Real Estate Owned

OREO is comprised of commercial and residential real estate properties obtained in partial or total satisfaction of loan obligations plus some bank owned real estate. OREO acquired in settlement of indebtedness is recorded at the lower of carrying amount of the loan or fair value less costs to sell. Subsequently, these assets are carried at the lower of carrying value or fair value less costs to sell. Accordingly, it may be necessary to record nonrecurring fair value adjustments. Fair value is generally based upon appraisals by licensed or certified appraisers and other market information and is classified as Level 2 or Level 3.

The following table presents the balances of assets and liabilities measured at fair value on a recurring basis:

	Level 1		Level 2		Level 3		Total
September 30, 2011
Assets measured at fair value:
Available for sale debt securities:
U.S. Treasury and other U.S. government agencies and corporations	$	—	$	308,789	$	—	$	308,789
Residential mortgage-backed securities:
Agency mortgage-backed securities		—		233,184		—		233,184
Agency collateralized mortgage obligations		—		206,312		—		206,312
Non-agency collateralized mortgage obligations		—		31		—		31
States of the U.S. and political subdivisions		—		41,747		—		41,747
Collateralized debt obligations		—		—		5,685		5,685
Other debt securities		—		—		4,973		4,973
		—		790,063		10,658		800,721
Available for sale equity securities:
Financial services industry		324		987		388		1,699
Insurance services industry		35		—		—		35
		359		987		388		1,734
		359		791,050		11,046		802,455
Derivative financial instruments		—		51,984		—		51,984
	$	359	$	843,034	$	11,046	$	854,439
Liabilities measured at fair value:
Derivative financial instruments		—	$	51,870		—	$	51,870
		—	$	51,870		—	$	51,870

	Level 1		Level 2		Level 3		Total
December 31, 2010
Assets measured at fair value:
Available for sale debt securities:
U.S. Treasury and other U.S. government agencies and corporations	$	—	$	300,568	$	—	$	300,568
Residential mortgage-backed securities:
Agency mortgage-backed securities		—		211,507		—		211,507
Agency collateralized mortgage obligations		—		147,866		—		147,866
Non-agency collateralized mortgage obligations		—		38		—		38
States of the U.S. and political subdivisions		—		58,738		—		58,738
Collateralized debt obligations		—		—		5,974		5,974
Other debt securities		—		—		11,245		11,245
		—		718,717		17,219		735,936
Available for sale equity securities:
Financial services industry		470		1,313		375		2,158
Insurance services industry		31		—		—		31
		501		1,313		375		2,189
		501		720,030		17,594		738,125
Derivative financial instruments		—		25,631		—		25,631
	$	501	$	745,661	$	17,594	$	763,756
Liabilities measured at fair value:
Derivative financial instruments		—	$	25,043		—	$	25,043
		—	$	25,043		—	$	25,043

 The following table presents additional information about assets measured at fair value on a recurring basis and for which the Corporation has utilized Level 3 inputs to determine fair value:

	Collateralized Debt Obligations			Other Debt Securities			Equity Securities		Total
Nine Months Ended September 30, 2011
Balance at beginning of period	$	5,974		$	11,245		$	375	$	17,594
Total gains (losses) – realized/unrealized:
Included in earnings		(37	)		(48	)		—		(85	)
Included in other comprehensive income		(252	)		(130	)		13		(369	)
Redemptions		—			(6,094	)		—		(6,094	)
Transfers in and/or (out) of Level 3		—			—			—		—
Balance at end of period	$	5,685		$	4,973		$	388	$	11,046

	Collateralized Debt Obligations			Other Debt Securities		Equity Securities		Total
Twelve Months Ended December 31, 2010
Balance at beginning of period	$	4,824		$	10,430	$	333	$	15,587
Total gains (losses) – realized/unrealized:
Included in earnings		(2,281	)		—		—		(2,281	)
Included in other comprehensive income		3,431			815		42		4,288
Purchases, issuances, and settlements		—			—		—		—
Transfers in and/or (out) of Level 3		—			—		—		—
Balance at end of period	$	5,974		$	11,245	$	375	$	17,594

 The Corporation reviews fair value hierarchy classifications on a quarterly basis. Changes in the observability of the valuation attributes may result in reclassification of certain financial assets or liabilities. Such reclassifications are reported as transfers in/out of Level 3 at fair value at the beginning of the period in which the changes occur.

The amount of total losses included in earnings for the nine months ended September 30, 2011 and 2010 and for the full year of 2010 attributable to the change in unrealized gains or losses relating to assets still held as of those dates was $37, $2,281 and $2,281, respectively. These losses are included in net impairment losses on securities reported as a component of non-interest income.

In accordance with GAAP, from time to time, the Corporation measures certain assets at fair value on a nonrecurring basis. These adjustments to fair value usually result from the application of lower of cost or fair value accounting or write-downs of individual assets. Valuation methodologies used to measure these fair value adjustments were previously described. For assets measured at fair value on a nonrecurring basis still held in the balance sheet, the following table provides the hierarchy level and the fair value of the related assets or portfolios:

	Level 1		Level 2		Level 3		Total
September 30, 2011
Impaired loans	$	—	$	639	$	27,952	$	28,591
Other real estate owned		—		4,327		12,160		16,487
December 31, 2010
Impaired loans		—		1,157		26,082		27,239
Other real estate owned		—		18,429		12,337		30,766

Impaired loans measured or re-measured at fair value on a non-recurring basis during the nine months ended September 30, 2011 had a carrying amount of $35,553 and an allocated allowance for loan losses of $10,246 at September 30, 2011. The allocated allowance is based on fair value of $28,591 less estimated costs to sell of $3,285. The allowance for loan losses includes a provision applicable to the current period fair value measurements of $6,486 which was included in the provision for loan losses for the nine months ended September 30, 2011. For the nine months ended September 30, 2010, the allowance and provision for loan losses include losses of $6,971 on fair value measurements or re-measurements applicable to impaired loans occurring during the period.

OREO with a carrying amount of $23,604 was written down to $14,388 (fair value of $16,487 less estimated costs to sell of $2,099), resulting in a loss of $9,216, which was included in earnings for the nine months ended September 30, 2011. Earnings for the nine months ended September 30, 2010 include losses of $6,615 on fair value measurements or re-measurements applicable to OREO occurring during the period.

Fair Value of Financial Instruments

The following methods and assumptions were used to estimate the fair value of each financial instrument:

Cash and Cash Equivalents, Accrued Interest Receivable and Accrued Interest Payable. For these short-term instruments, the carrying amount is a reasonable estimate of fair value.

Securities. For both securities available for sale and securities held to maturity, fair value equals the quoted market price from an active market, if available, and is classified within Level 1. If a quoted market price is not available, fair value is estimated using quoted market prices for similar securities or pricing models, and is classified as Level 2. Where there is limited market activity or significant valuation inputs are unobservable, securities are classified within Level 3. Under current market conditions, assumptions used to determine the fair value of Level 3 securities have greater subjectivity due to the lack of observable market transactions.

Loans. The fair value of fixed rate loans is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities. The fair value of variable and adjustable rate loans approximates the carrying amount.

Bank Owned Life Insurance. The Corporation owns both general account and separate account bank owned life insurance (BOLI). The fair value of general account BOLI is based on the insurance contract cash surrender value. The fair value of separate account BOLI equals the quoted market price of the underlying securities, if available. If a quoted market price is not available, fair value is estimated using quoted market prices for similar securities. In connection with the separate account BOLI, the Corporation has purchased a stable value protection product that mitigates the impact of market value fluctuations of the underlying separate account assets.

Deposits. The estimated fair value of demand deposits, savings accounts and certain money market deposits is the amount payable on demand at the reporting date because of the customers' ability to withdraw funds immediately. The fair value of fixed-maturity deposits is estimated by discounting future cash flows using rates currently offered for deposits of similar remaining maturities.

Short-Term Borrowings. The carrying amounts for short-term borrowings approximate fair value for amounts that mature in 90 days or less. The fair value of subordinated notes is estimated by discounting future cash flows using rates currently offered.

Long-Term and Junior Subordinated Debt. The fair value of long-term and junior subordinated debt is estimated by discounting future cash flows based on the market prices for the same or similar issues or on the current rates offered to the Corporation for debt of the same remaining maturities.

Loan Commitments and Standby Letters of Credit. Estimates of the fair value of these off-balance sheet items were not made because of the short-term nature of these arrangements and the credit standing of the counterparties. Also, unfunded loan commitments relate principally to variable rate commercial loans, typically non-binding, and fees are not normally assessed on these balances.

Nature of Estimates. Many of the estimates presented herein are based upon the use of highly subjective information and assumptions and, accordingly, the results may not be precise. Management believes that fair value estimates may not be comparable to other financial institutions due to the wide range of permitted valuation techniques and numerous estimates which must be made. Further, because the disclosed fair value amounts were estimated as of the balance sheet date, the amounts actually realized or paid upon maturity or settlement of the various financial instruments could be significantly different.

The estimated fair values of the Corporation's financial instruments are as follows:

	September 30, 2011				December 31, 2010
	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Financial Assets
Cash and cash equivalents	$	232,735	$	232,735	$	131,571	$	131,571
Securities available for sale		802,455		802,455		738,125		738,125
Securities held to maturity		984,201		1,020,643		940,481		959,414
Net loans, including loans held for sale		6,690,034		6,754,328		5,994,735		6,035,129
Bank owned life insurance		207,600		207,600		208,051		208,051
Accrued interest receivable		26,462		26,462		25,345		25,345
Financial Liabilities
Deposits		7,368,289		7,405,661		6,646,143		6,677,301
Short-term borrowings		817,343		817,343		753,603		754,211
Long-term debt		222,788		229,626		192,058		197,397
Junior subordinated debt		203,954		169,745		204,036		141,061
Accrued interest payable		6,388		6,388		6,866		6,866

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Allowance For Loan Losses

9 Months Ended

Sep. 30, 2011

Allowance For Loan Losses [Abstract]

Allowance For Loan Losses

ALLOWANCE FOR LOAN LOSSES

The allowance for loan losses represents management's estimate of probable loan losses inherent in the loan portfolio at a specific point in time. This estimate includes losses associated with specifically identified loans, as well as estimated probable credit losses inherent in the remainder of the loan portfolio. Additions are made to the allowance through both periodic provisions charged to income and recoveries of losses previously incurred. Reductions to the allowance occur as loans are charged off. Management evaluates the adequacy of the allowance at least quarterly, and in doing so relies on various factors including, but not limited to, assessment of historical loss experience, delinquency and non-accrual trends, portfolio growth, underlying collateral coverage and current economic conditions. This evaluation is subjective and requires material estimates that may change over time.

The components of the allowance for loan losses represent estimates based upon ASC Topic 450, Contingencies, and ASC Topic 310, Receivables. ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages and consumer lines of credit, as well as commercial loans that are not individually evaluated for impairment under ASC Topic 310. ASC Topic 310 is applied to commercial loans that are individually evaluated for impairment.

Under ASC Topic 310, a loan is impaired when, based upon current information and events, it is probable that the loan will not be repaid according to its original contractual terms, including both principal and interest. Management performs individual assessments of impaired loans to determine the existence of loss exposure and, where applicable, the extent of loss exposure based upon the present value of expected future cash flows available to pay the loan, or based upon the fair value of the collateral less estimated selling costs where a loan is collateral dependent.

In estimating loan loss contingencies, management considers numerous factors, including historical charge-off rates and subsequent recoveries. Management also considers, but is not limited to, qualitative factors that influence the Corporation's credit quality, such as delinquency and non-performing loan trends, changes in loan underwriting guidelines and credit policies, as well as the results of internal loan reviews. Finally, management considers the impact of changes in current local and regional economic conditions in the markets that the Corporation serves. Assessment of relevant economic factors indicates that the Corporation's primary markets historically tend to lag the national economy, with local economies in the Corporation's primary market areas also improving or weakening, as the case may be, but at a more measured rate than the national trends. Regional economic factors influencing management's estimate of reserves include uncertainty of the labor markets in the regions the Corporation serves as well as the impact of unemployment trends in these areas, which have fluctuated in response to the recent economic cycle. Homogeneous loan pools are evaluated using similar criteria that are based upon historical loss rates for various loan types. Historical loss rates are adjusted to incorporate changes in existing conditions that may impact, both positively or negatively, the degree to which these loss histories may vary. This determination inherently involves a high degree of uncertainty and considers current risk factors that may not have occurred in the Corporation's historical loan loss experience.

At September 30, 2011 and December 31, 2010, there were $16,372 and $3,626 of loans, respectively, that were impaired loans acquired with no associated allowance for loan losses as they were accounted for in accordance with ASC Topic 310-30, Receivables – Loans and Debt Securities Acquired with Deteriorated Credit Quality.

Following is a summary of changes in the allowance for loan losses:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Balance at beginning of period	$	109,224		$	114,040		$	106,120		$	104,655
Charge-offs		(9,729	)		(10,210	)		(24,632	)		(26,495	)
Recoveries		745			484			1,973			1,951
Net charge-offs		(8,984	)		(9,726	)		(22,659	)		(24,544	)
Provision for loan losses		8,573			12,313			25,352			36,516
Balance at end of period	$	108,813		$	116,627		$	108,813		$	116,627
Allowance for loan losses to:
Total loans, net of unearned income								1.60	%		1.94	%
Non-performing loans								86.75	%		75.54	%

Following is a summary of changes in the allowance for loan losses by loan class for the three months ended September 30, 2011:

	Balance at Beginning of Period		Charge-Offs			Recoveries		Provision for Loan Losses		Balance at End of Period
Commercial	$	77,958	$	(5,744	)	$	250	$	4,957	$	77,421
Direct installment		14,915		(1,920	)		212		1,371		14,578
Residential mortgages		4,480		(233	)		14		95		4,356
Indirect installment		5,705		(775	)		121		594		5,645
Consumer lines of credit		4,796		(285	)		97		774		5,382
Commercial leases		1,273		(173	)		28		289		1,417
Other		97		(599	)		23		493		14
	$	109,224	$	(9,729	)	$	745	$	8,573	$	108,813

Following is a summary of changes in the allowance for loan losses by loan class for the nine months ended September 30, 2011:

	Balance at Beginning of Period		Charge-Offs			Recoveries		Provision for Loan Losses		Balance at End of Period
Commercial	$	74,606	$	(12,772	)	$	579	$	15,008	$	77,421
Direct installment		14,941		(6,422	)		646		5,413		14,578
Residential mortgages		4,578		(640	)		45		373		4,356
Indirect installment		5,941		(2,312	)		415		1,601		5,645
Consumer lines of credit		4,743		(1,103	)		184		1,558		5,382
Commercial leases		1,070		(378	)		58		667		1,417
Other		241		(1,005	)		46		732		14
	$	106,120	$	(24,632	)	$	1,973	$	25,352	$	108,813

Following is a summary of the individual and collective allowance for loan losses and corresponding loan balances by class as of September 30, 2011:

	Allowance				Loans Outstanding
	Individually Evaluated for Impairment		Collectively Evaluated for Impairment		Loans		Individually Evaluated for Impairment		Collectively Evaluated for Impairment
Commercial	$	9,012	$	68,409	$	3,819,806	$	120,825	$	3,698,981
Direct installment		—		14,578		1,033,688		—		1,033,688
Residential mortgages		—		4,356		673,598		—		673,598
Indirect installment		—		5,645		538,366		—		538,366
Consumer lines of credit		—		5,382		580,968		—		580,968
Commercial leases		—		1,417		103,764		—		103,764
Other		—		14		38,350		—		38,350
	$	9,012	$	99,801	$	6,788,540	$	120,825	$	6,667,715

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Securities (Trust Preferred Securities) (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2011		Dec. 31, 2010
Schedule Of Securities [Line Items]
Available-for-sale Securities, Amortized Cost	$ 803,986		$ 744,292
Available-for-sale Securities, Fair Value	802,455		738,125
Available-for-sale, Unrealized Loss	(15,541)		(16,023)
Securities held to maturity fair value, Amortized Cost	984,201		940,481
Securities held to maturity, fair value	1,020,643		959,414
Single Issuer TPS, Fair Value	6,141
TPS, Current Par Value	47,611
TPS, Amortized Cost	29,888
TPS, Fair Value	13,869
TPS, Unrealized Loss	(16,019)
TPS, Number of issuers currently performing	453
Pooled TPS P1 [Member]
Schedule Of Securities [Line Items]
Class	C1
Current Par Value	5,500
Available-for-sale Securities, Amortized Cost	2,266
Available-for-sale Securities, Fair Value	901
Available-for-sale, Unrealized Loss	(1,365)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	42
Actual Defaults (as a percent of original collateral)	21.00%
Actual Deferrals (as a percent of original collateral)	17.00%
Projected Recovery Rates on Current Deferrals	43.00%	[1]
Expected Defaults %	11.00%	[2]
Pooled TPS P2 [Member]
Schedule Of Securities [Line Items]
Class	C1
Current Par Value	4,889
Available-for-sale Securities, Amortized Cost	2,746
Available-for-sale Securities, Fair Value	572
Available-for-sale, Unrealized Loss	(2,174)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	41
Actual Defaults (as a percent of original collateral)	16.00%
Actual Deferrals (as a percent of original collateral)	15.00%
Projected Recovery Rates on Current Deferrals	29.00%	[1]
Expected Defaults %	12.00%	[2]
Pooled TPS P3 [Member]
Schedule Of Securities [Line Items]
Class	C1
Current Par Value	5,561
Available-for-sale Securities, Amortized Cost	4,218
Available-for-sale Securities, Fair Value	1,237
Available-for-sale, Unrealized Loss	(2,981)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	50
Actual Defaults (as a percent of original collateral)	13.00%
Actual Deferrals (as a percent of original collateral)	5.00%
Projected Recovery Rates on Current Deferrals	23.00%	[1]
Expected Defaults %	14.00%	[2]
Pooled TPS P4 [Member]
Schedule Of Securities [Line Items]
Class	C1
Current Par Value	3,994
Available-for-sale Securities, Amortized Cost	2,852
Available-for-sale Securities, Fair Value	776
Available-for-sale, Unrealized Loss	(2,076)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	52
Actual Defaults (as a percent of original collateral)	15.00%
Actual Deferrals (as a percent of original collateral)	8.00%
Projected Recovery Rates on Current Deferrals	32.00%	[1]
Expected Defaults %	14.00%	[2]
Pooled TPS P5 [Member]
Schedule Of Securities [Line Items]
Class	MEZ
Current Par Value	482
Available-for-sale Securities, Amortized Cost	330
Available-for-sale Securities, Fair Value	209
Available-for-sale, Unrealized Loss	(121)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	17
Actual Defaults (as a percent of original collateral)	19.00%
Actual Deferrals (as a percent of original collateral)	9.00%
Projected Recovery Rates on Current Deferrals	57.00%	[1]
Expected Defaults %	11.00%	[2]
Pooled TPS P6 [Member]
Schedule Of Securities [Line Items]
Class	MEZ
Current Par Value	1,909
Available-for-sale Securities, Amortized Cost	1,050
Available-for-sale Securities, Fair Value	614
Available-for-sale, Unrealized Loss	(436)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	16
Actual Defaults (as a percent of original collateral)	19.00%
Actual Deferrals (as a percent of original collateral)	17.00%
Projected Recovery Rates on Current Deferrals	38.00%	[1]
Expected Defaults %	9.00%	[2]
Pooled TPS P7 [Member]
Schedule Of Securities [Line Items]
Class	B3
Current Par Value	2,000
Available-for-sale Securities, Amortized Cost	726
Available-for-sale Securities, Fair Value	268
Available-for-sale, Unrealized Loss	(458)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	20
Actual Defaults (as a percent of original collateral)	29.00%
Actual Deferrals (as a percent of original collateral)	9.00%
Projected Recovery Rates on Current Deferrals	34.00%	[1]
Expected Defaults %	10.00%	[2]
Pooled TPS P8 [Member]
Schedule Of Securities [Line Items]
Class	B1
Current Par Value	3,028
Available-for-sale Securities, Amortized Cost	2,386
Available-for-sale Securities, Fair Value	711
Available-for-sale, Unrealized Loss	(1,675)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	49
Actual Defaults (as a percent of original collateral)	14.00%
Actual Deferrals (as a percent of original collateral)	23.00%
Projected Recovery Rates on Current Deferrals	39.00%	[1]
Expected Defaults %	13.00%	[2]
Pooled TPS P9 [Member]
Schedule Of Securities [Line Items]
Class	C
Current Par Value	5,048
Available-for-sale Securities, Amortized Cost	756
Available-for-sale Securities, Fair Value	138
Available-for-sale, Unrealized Loss	(618)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	32
Actual Defaults (as a percent of original collateral)	14.00%
Actual Deferrals (as a percent of original collateral)	32.00%
Projected Recovery Rates on Current Deferrals	41.00%	[1]
Expected Defaults %	11.00%	[2]
Pooled TPS P10 [Member]
Schedule Of Securities [Line Items]
Class	C
Current Par Value	507
Available-for-sale Securities, Amortized Cost	461
Available-for-sale Securities, Fair Value	71
Available-for-sale, Unrealized Loss	(390)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	50
Actual Defaults (as a percent of original collateral)	13.00%
Actual Deferrals (as a percent of original collateral)	14.00%
Projected Recovery Rates on Current Deferrals	25.00%	[1]
Expected Defaults %	12.00%	[2]
Pooled TPS P11 [Member]
Schedule Of Securities [Line Items]
Class	C
Current Par Value	2,010
Available-for-sale Securities, Amortized Cost	788
Available-for-sale Securities, Fair Value	111
Available-for-sale, Unrealized Loss	(677)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	41
Actual Defaults (as a percent of original collateral)	15.00%
Actual Deferrals (as a percent of original collateral)	16.00%
Projected Recovery Rates on Current Deferrals	30.00%	[1]
Expected Defaults %	13.00%	[2]
Pooled TPS P12 [Member]
Schedule Of Securities [Line Items]
Class	A4L
Current Par Value	2,000
Available-for-sale Securities, Amortized Cost	645
Available-for-sale Securities, Fair Value	77
Available-for-sale, Unrealized Loss	(568)
Lowest Credit Ratings	C
Number of Issuers Currently Performing	23
Actual Defaults (as a percent of original collateral)	16.00%
Actual Deferrals (as a percent of original collateral)	26.00%
Projected Recovery Rates on Current Deferrals	46.00%	[1]
Expected Defaults %	13.00%	[2]
Pooled TPS P13 [Member]
Schedule Of Securities [Line Items]
Securities held to maturity, Class	SNR	[3]
Securities held to maturity, Current Par Value	2,383	[3]
Securities held to maturity fair value, Amortized Cost	2,477	[3]
Securities held to maturity, fair value	2,043	[3]
Securities Held to Maturity, Unrealized Loss	(434)	[3]
Securities held to maturity, Lowest Credit Ratings	BBB	[3]
Securities held to maturity, Number of Issuers Currently Performing	15	[3]
Securities held to maturity, Actual Defaults (as a percent of original collateral)	13.00%	[3]
Securities held to maturity, Actual Deferrals (as a percent of original collateral)	16.00%	[3]
Securities held to maturity, Projected Recovery Rates on Current Deferrals	37.00%	[1],[3]
Securities held to maturity, Expected Defaults	12.00%	[2],[3]
Total OTTI [Member]
Schedule Of Securities [Line Items]
Current Par Value	36,928
Available-for-sale Securities, Amortized Cost	19,224
Available-for-sale Securities, Fair Value	5,685
Available-for-sale, Unrealized Loss	(13,539)
Number of Issuers Currently Performing	433
Actual Defaults (as a percent of original collateral)	16.00%
Actual Deferrals (as a percent of original collateral)	15.00%
Projected Recovery Rates on Current Deferrals	36.00%	[1]
Expected Defaults %	12.00%	[2]
Total Not OTTI [Member]
Schedule Of Securities [Line Items]
Securities held to maturity, Current Par Value	2,383
Securities held to maturity fair value, Amortized Cost	2,477
Securities held to maturity, fair value	2,043
Securities Held to Maturity, Unrealized Loss	(434)
Securities held to maturity, Number of Issuers Currently Performing	15
Securities held to maturity, Actual Defaults (as a percent of original collateral)	13.00%
Securities held to maturity, Actual Deferrals (as a percent of original collateral)	16.00%
Securities held to maturity, Projected Recovery Rates on Current Deferrals	37.00%	[1]
Securities held to maturity, Expected Defaults	12.00%	[2]
Total Pooled TPS [Member]
Schedule Of Securities [Line Items]
Securities held to maturity, Current Par Value	39,311
Securities held to maturity fair value, Amortized Cost	21,701
Securities held to maturity, fair value	7,728
Securities Held to Maturity, Unrealized Loss	(13,973)
Securities held to maturity, Number of Issuers Currently Performing	448
Securities held to maturity, Actual Defaults (as a percent of original collateral)	16.00%
Securities held to maturity, Actual Deferrals (as a percent of original collateral)	15.00%
Securities held to maturity, Projected Recovery Rates on Current Deferrals	36.00%	[1]
Securities held to maturity, Expected Defaults	12.00%	[2]
Single Issuer TPS [Member]
Schedule Of Securities [Line Items]
Single Issuer TPS, Current Par Value	8,300
Single Issuer TPS, Amortized cost	8,187
Single Issuer TPS, Fair Value	6,141
Single Issuer TPS, Unrealized Loss	(2,046)
Single Issuer TPS, Number Of Issuers Currently Performing	5
Single Issuer TPS S1 [Member]
Schedule Of Securities [Line Items]
Single Issuer TPS, Current Par Value	2,000
Single Issuer TPS, Amortized cost	1,949
Single Issuer TPS, Fair Value	1,225
Single Issuer TPS, Unrealized Loss	(724)
Single Issuer TPS, Lowest Credit Ratings	BB+
Single Issuer TPS, Number Of Issuers Currently Performing	1
Single Issuer TPS S2 [Member]
Schedule Of Securities [Line Items]
Single Issuer TPS, Current Par Value	2,000
Single Issuer TPS, Amortized cost	1,913
Single Issuer TPS, Fair Value	1,438
Single Issuer TPS, Unrealized Loss	(475)
Single Issuer TPS, Lowest Credit Ratings	BBB+
Single Issuer TPS, Number Of Issuers Currently Performing	1
Single Issuer TPS S3 [Member]
Schedule Of Securities [Line Items]
Single Issuer TPS, Current Par Value	2,000
Single Issuer TPS, Amortized cost	2,000
Single Issuer TPS, Fair Value	1,734
Single Issuer TPS, Unrealized Loss	(266)
Single Issuer TPS, Lowest Credit Ratings	B+
Single Issuer TPS, Number Of Issuers Currently Performing	1
Single Issuer TPS S4 [Member]
Schedule Of Securities [Line Items]
Single Issuer TPS, Current Par Value	1,000
Single Issuer TPS, Amortized cost	999
Single Issuer TPS, Fair Value	577
Single Issuer TPS, Unrealized Loss	(422)
Single Issuer TPS, Lowest Credit Ratings	BB+
Single Issuer TPS, Number Of Issuers Currently Performing	1
Single Issuer TPS S5 [Member]
Schedule Of Securities [Line Items]
Single Issuer TPS, Current Par Value	1,300
Single Issuer TPS, Amortized cost	1,326
Single Issuer TPS, Fair Value	1,167
Single Issuer TPS, Unrealized Loss	$ (159)
Single Issuer TPS, Lowest Credit Ratings	BB+
Single Issuer TPS, Number Of Issuers Currently Performing	1

[1] Some current deferrals will cure at rates varying from 10% to 90% after five years.

[2] Expected future defaults as a percent of remaining performing collateral.

[3] Excess subordination represents the additional defaults in excess of both current and projected defaults that the CDO can absorb before the bond experiences any credit impairment. The P13 security had excess subordination as a percent of current collateral of 67.42% as of September 30, 2011.

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Stock Incentive Plans (Summary Of Information Concerning Restricted Stock Awards) (Details) (USD $)	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010
Stock Incentive Plans [Abstract]
Awards, Unvested awards outstanding at beginning of period	1,309,489	854,440
Awards, Granted	384,847	500,707
Awards, Net performance adjustment	150,889
Awards, Vested	(172,030)	(95,281)
Awards, Forfeited	(1,397)	(32,008)
Awards, Dividend reinvestment	52,656	50,208
Awards, Unvested awards outstanding at end of period	1,724,454	1,278,066
Weighted Average Grant Price, Unvested awards outstanding at beginning of period	$ 8.52	$ 10.57
Weighted Average Grant Price, Granted	$ 10.10	$ 7.77
Weighted Average Grant Price, Net performance adjustment	$ 7.92
Weighted Average Grant Price, Vested	$ 13.57	$ 15.05
Weighted Average Grant Price, Forfeited	$ 9.20	$ 9.21
Weighted Average Grant Price, Dividend reinvestment	$ 9.69	$ 8.37
Weighted Average Grant Price, Unvested awards outstanding at end of period	$ 8.36	$ 9.09

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Borrowings (Summary Of Long-Term Debt) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Borrowings [Abstract]
Federal Home Loan Bank advances	$ 136,051	$ 118,700
Subordinated notes	77,013	72,745
Other subordinated debt	9,116
Convertible debt	608	613
Total	$ 222,788	$ 192,058

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Cash Flow Information (Summary Of Supplemental Cash Flow Information) (Details) (USD $) In Thousands	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010
Cash Flow Information [Abstract]
Interest paid on deposits and other borrowings	$ 58,326	$ 70,394
Income taxes paid	8,000	23,950
Transfers of loans to other real estate owned	18,269	22,033
Financing of other real estate owned sold	$ 472	$ 754

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Credit Quality (Summary Of Non-performing Assets) (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2011	Dec. 31, 2010
Credit Quality [Abstract]
Non-accrual loans	$ 113,416	$ 115,589
Troubled debt restructurings	12,017	19,705
Total non-performing loans	125,433	135,294
Other real estate owned (OREO)	34,640	32,702
Total non-performing loans and OREO	160,073	167,996
Non-performing investments	5,685	5,974
Total non-performing assets	$ 165,758	$ 173,970
Non-performing loans as a percent of total loans	1.85%	2.22%
Non-performing loans + OREO as a percent of total loans + OREO	2.35%	2.74%
Non-performing assets as a percent of total assets	1.67%	1.94%

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Common Stock

9 Months Ended

Sep. 30, 2011

Common Stock [Abstract]

Common Stock

COMMON STOCK

On May 18, 2011, the Corporation completed a public offering of 6,037,500 shares of common stock at a price of $10.70 per share, including 787,500 shares of common stock purchased by the underwriters pursuant to an over-allotment option, which the underwriters exercised in full. The net proceeds of the offering after deducting underwriting discounts and commissions and offering expenses were $62,803.

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Retirement And Other Postretirement Benefit Plans (Net Periodic Postretirement Benefit Cost) (Details) (Other Postretirement Benefit Plans, Defined Benefit [Member], USD $) In Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Other Postretirement Benefit Plans, Defined Benefit [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost	$ 15	$ 17	$ 44	$ 50
Amortization of unrecognized loss	3		5
Net periodic postretirement benefit cost	$ 18	$ 17	$ 49	$ 50

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Derivative Instruments

9 Months Ended

Sep. 30, 2011

Derivative Instruments [Abstract]

Derivative Instruments

DERIVATIVE INSTRUMENTS

The Corporation is exposed to certain risks arising from both its business operations and economic conditions. The Corporation principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Corporation manages economic risks, including interest rate, liquidity, and credit risk, primarily by managing the amount, sources, and duration of its assets and liabilities. The Corporation's existing interest rate derivatives result from a service provided to certain qualifying customers. The Corporation manages its derivative instruments in order to minimize its net risk exposure resulting from such transactions.

The Corporation periodically enters into interest rate swap agreements to meet the financing, interest rate and equity risk management needs of its commercial loan customers. These agreements provide the customer the ability to convert from variable to fixed interest rates. The Corporation then enters into positions with a derivative counterparty in order to offset its exposure on the fixed components of the customer agreements. These agreements meet the definition of derivatives, but are not designated as hedging instruments under ASC Topic 815, Derivatives and Hedging. The interest rate swap agreement with the loan customer and with the counterparty are reported at fair value in other assets and other liabilities on the consolidated balance sheet with any resulting gain or loss recorded in current period earnings as other income.

At September 30, 2011, the Corporation was party to 183 swaps with customers with notional amounts totaling approximately $620,287 and 183 swaps with derivative counterparties with notional amounts totaling approximately $620,287. The following table presents the fair value of the Corporation's derivative financial instruments as well as their classification on the balance sheet:

	Balance Sheet Location		September 30, 2011		December 31, 2010
Interest Rate Products:
Asset derivatives		Other assets	$	51,984	$	25,631
Liability derivatives		Other liabilities		51,870		25,043

The following table presents the effect of the Corporation's derivative financial instruments on the income statement:

	Income Statement Location
			Nine Months  Ended September 30,
			2011			2010
Interest rate products		Other income	$	(475	)	$	(399	)

The Corporation has agreements with each of its derivative counterparties that contain a provision where if the Corporation defaults on any of its indebtedness, including default where repayment of the indebtedness has not been accelerated by the lender, then the Corporation could also be declared in default on its derivative obligations. The Corporation also has agreements with certain of its derivative counterparties that contain a provision if the Corporation fails to maintain its status as a well capitalized institution, then the counterparty could terminate the derivative positions and the Corporation would be required to settle its obligations under the agreements. Certain of the Corporation's agreements with its derivative counterparties contain provisions where if a material or adverse change occurs that materially changes the Corporation's creditworthiness in an adverse manner the Corporation may be required to fully collateralize its obligations under the derivative instrument.

Interest rate swap agreements generally require posting of collateral by either party under certain conditions. As of September 30, 2011, the fair value of counterparty derivatives in a net liability position, which includes accrued interest but excludes any adjustment for non-performance risk related to these agreements, was $52,962. At September 30, 2011, the Corporation has posted collateral with derivative counterparties with a fair value of $52,793, of which none is cash collateral. Additionally, if the Corporation had breached its agreements with its derivative counterparties it would be required to settle its obligations under the agreements at the termination value and would be required to pay an additional $170 in excess of amounts previously posted as collateral with the respective counterparty.

The Corporation has entered into interest rate lock commitments to originate residential mortgage loans held for sale and forward commitments to sell residential mortgage loans to secondary market investors. These arrangements are considered derivative instruments. The fair values of the Corporation's rate lock commitments to customers and commitments with investors at September 30, 2011 are not material.

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Credit Quality (Summary Of Impaired Loans) (Details) (USD $) In Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2011	Dec. 31, 2010
Financing Receivable, Impaired [Line Items]
Recorded Investment	$ 35,553
Related Allowance	10,246
Commercial [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	69,982	70,832
Unpaid Principal Balance	92,343	95,725
Average Recorded Investment	67,551	81,394
Interest Income Recognized	347	98
Direct Installment [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	7,847	4,542
Unpaid Principal Balance	8,091	4,669
Average Recorded Investment	9,894	5,613
Interest Income Recognized	244	77
Residential Mortgages [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	9,408	8,032
Unpaid Principal Balance	9,570	8,055
Average Recorded Investment	12,411	8,233
Interest Income Recognized	208	260
Indirect Installment [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	967	750
Unpaid Principal Balance	1,062	1,930
Average Recorded Investment	971	833
Interest Income Recognized	8
Consumer Lines Of Credit [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	1,148	589
Unpaid Principal Balance	1,148	604
Average Recorded Investment	1,108	584
Interest Income Recognized	7
Commercial Leases [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	1,350	979
Unpaid Principal Balance	1,350	979
Average Recorded Investment	1,045	749
Other [Member] | With No Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment
Unpaid Principal Balance
Related Allowance
Average Recorded Investment
Interest Income Recognized
Commercial [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	35,681	37,532
Unpaid Principal Balance	38,471	39,250
Related Allowance	9,012	10,313
Average Recorded Investment	34,654	38,070
Interest Income Recognized	65
Direct Installment [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment		6,262
Unpaid Principal Balance		6,340
Related Allowance		626
Average Recorded Investment		4,503
Interest Income Recognized		275
Residential Mortgages [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment		5,568
Unpaid Principal Balance		5,568
Related Allowance		557
Average Recorded Investment		4,252
Interest Income Recognized		246
Indirect Installment [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment
Unpaid Principal Balance
Related Allowance
Average Recorded Investment
Interest Income Recognized
Consumer Lines Of Credit [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment		217
Unpaid Principal Balance		217
Related Allowance		22
Average Recorded Investment		138
Interest Income Recognized		9
Commercial Leases [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment
Unpaid Principal Balance
Related Allowance
Average Recorded Investment
Interest Income Recognized
Other [Member] | With A Specific Allowance Recorded [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment
Unpaid Principal Balance
Related Allowance
Average Recorded Investment
Interest Income Recognized
Commercial [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	105,663	108,364
Unpaid Principal Balance	130,814	134,975
Related Allowance	9,012	10,313
Average Recorded Investment	102,205	119,464
Interest Income Recognized	412	98
Direct Installment [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	7,847	10,804
Unpaid Principal Balance	8,091	11,009
Related Allowance		626
Average Recorded Investment	9,894	10,116
Interest Income Recognized	244	352
Residential Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	9,408	13,600
Unpaid Principal Balance	9,570	13,623
Related Allowance		557
Average Recorded Investment	12,441	12,485
Interest Income Recognized	208	506
Indirect Installment [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	967	750
Unpaid Principal Balance	1,062	1,930
Average Recorded Investment	971	833
Interest Income Recognized	8
Consumer Lines Of Credit [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	1,148	806
Unpaid Principal Balance	1,148	821
Related Allowance		22
Average Recorded Investment	1,108	722
Interest Income Recognized	7	9
Commercial Leases [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment	1,350	979
Unpaid Principal Balance	1,350	979
Average Recorded Investment	1,045	749
Other [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment
Unpaid Principal Balance
Related Allowance
Average Recorded Investment
Interest Income Recognized

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Credit Quality (Summary Of Commercial Loans By Credit Quality) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	$ 6,788,540	$ 6,088,155
Total commercial loans and leases	3,923,570	3,417,421
Commercial Leases [Member] | Pass [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	98,685	77,945
Pass [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Total commercial loans and leases	3,496,777	3,049,071
Pass [Member] | Commercial - PA [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	3,319,082	2,887,682
Pass [Member] | Commercial - FL [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	79,010	83,444
Commercial Leases [Member] | Special Mention [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	3,195	505
Special Mention [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Total commercial loans and leases	153,124	119,578
Special Mention [Member] | Commercial - PA [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	133,017	80,409
Special Mention [Member] | Commercial - FL [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	16,912	38,664
Commercial Leases [Member] | Substandard [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	1,884	979
Substandard [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Total commercial loans and leases	268,317	244,866
Substandard [Member] | Commercial - PA [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	185,777	170,714
Substandard [Member] | Commercial - FL [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	80,656	73,173
Doubtful [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Total commercial loans and leases	5,352	3,906
Doubtful [Member] | Commercial - PA [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	5,352	3,906
Commercial - PA [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	3,643,228	3,142,711
Commercial - FL [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	176,578	195,281
Commercial Leases [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Loans, net of unearned income	$ 103,764	$ 79,429

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Commitments, Credit Risk And Contingencies (Tables)

9 Months Ended

Sep. 30, 2011

Commitments, Credit Risk And Contingencies [Abstract]

Summary Of Off-Balance Sheet Credit Risk Information

	September 30, 2011		December 31, 2010
Commitments to extend credit	$	1,837,315	$	1,550,256
Standby letters of credit		112,431		101,185

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Allowance For Loan Losses (Summary Of Changes In The Allowance For Loan Losses By Class) (Details) (USD $) In Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	$ 109,224	$ 114,040	$ 106,120	$ 104,655
Charge-Offs	(9,729)	(10,210)	(24,632)	(26,495)
Recoveries	745	484	1,973	1,951
Provision for Loan Losses	8,573	12,313	25,352	36,516
Balance at End of Period	108,813	116,627	108,813	116,627
Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	77,958		74,606
Charge-Offs	(5,744)		(12,772)
Recoveries	250		579
Provision for Loan Losses	4,957		15,008
Balance at End of Period	77,421		77,421
Direct Installment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	14,915		14,941
Charge-Offs	(1,920)		(6,422)
Recoveries	212		646
Provision for Loan Losses	1,371		5,413
Balance at End of Period	14,578		14,578
Residential Mortgages [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	4,480		4,578
Charge-Offs	(233)		(640)
Recoveries	14		45
Provision for Loan Losses	95		373
Balance at End of Period	4,356		4,356
Indirect Installment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	5,705		5,941
Charge-Offs	(775)		(2,312)
Recoveries	121		415
Provision for Loan Losses	594		1,601
Balance at End of Period	5,645		5,645
Consumer Lines Of Credit [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	4,796		4,743
Charge-Offs	(285)		(1,103)
Recoveries	97		184
Provision for Loan Losses	774		1,558
Balance at End of Period	5,382		5,382
Commercial Leases [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	1,273		1,070
Charge-Offs	(173)		(378)
Recoveries	28		58
Provision for Loan Losses	289		667
Balance at End of Period	1,417		1,417
Other [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Balance at Beginning of Period	97		241
Charge-Offs	(599)		(1,005)
Recoveries	23		46
Provision for Loan Losses	493		732
Balance at End of Period	$ 14		$ 14

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Business Segments

9 Months Ended

Sep. 30, 2011

Business Segments [Abstract]

Business Segments

BUSINESS SEGMENTS

The Corporation operates in four reportable segments: Community Banking, Wealth Management, Insurance and Consumer Finance.

• The Community Banking segment provides services traditionally offered by full-service commercial banks, including commercial and individual demand, savings and time deposit accounts and commercial, mortgage and individual installment loans.

• The Wealth Management segment provides a broad range of personal and corporate fiduciary services including the administration of decedent and trust estates. In addition, it offers various alternative products, including securities brokerage and investment advisory services, mutual funds and annuities.

• The Insurance segment includes a full-service insurance agency offering all lines of commercial and personal insurance through major carriers. The Insurance segment also includes a reinsurer.

• The Consumer Finance segment primarily makes installment loans to individuals and purchases installment sales finance contracts from retail merchants. The Consumer Finance segment activity is funded through the sale of the Corporation's subordinated notes at the finance company's branch offices.

The following tables provide financial information for these segments of the Corporation. The information provided under the caption "Parent and Other" represents operations not considered to be reportable segments and/or general operating expenses of the Corporation, and includes the parent company, other non-bank subsidiaries and eliminations and adjustments which are necessary for purposes of reconciliation to the consolidated amounts.

At or for the Three Months Ended September 30, 2011	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	88,291	$	3	$	31	$	8,662	$	1,715		$	98,702
Interest expense		14,798		—		—		1,053		2,449			18,300
Net interest income		73,493		3		31		7,609		(734	)		80,402
Provision for loan losses		7,005		—		—		1,353		215			8,573
Non-interest income		22,033		5,653		3,143		509		(1,708	)		29,630
Non-interest expense		55,562		4,402		2,842		4,411		192			67,409
Intangible amortization		1,617		84		107		—		—			1,808
Income tax expense (benefit)		8,230		426		82		896		(1,165	)		8,469
Net income (loss)		23,112		744		143		1,458		(1,684	)		23,773
Total assets		9,755,499		19,869		18,435		171,312		(13,771	)		9,951,344
Total intangibles		575,300		11,716		11,458		1,809		—			600,283
At or for the Three Months Ended September 30, 2010	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	84,282	$	4	$	48	$	8,534	$	1,079		$	93,947
Interest expense		17,901		—		—		1,216		2,571			21,688
Net interest income		66,381		4		48		7,318		(1,492	)		72,259
Provision for loan losses		10,456		—		—		1,650		207			12,313
Non-interest income		20,434		5,120		3,163		524		(1,487	)		27,754
Non-interest expense		51,611		4,046		2,929		4,041		(55	)		62,572
Intangible amortization		1,481		88		106		—		—			1,675
Income tax expense (benefit)		6,250		359		65		776		(1,214	)		6,236
Net income (loss)		17,017		631		111		1,375		(1,917	)		17,217
Total assets		8,800,430		20,139		19,642		168,269		(15,437	)		8,993,043
Total intangibles		537,073		12,054		11,884		1,809		—			562,820

At or for the Nine Months Ended September 30, 2011	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	264,281	$	9	$	97	$	25,224	$	4,617		$	294,228
Interest expense		46,910		—		—		3,234		7,705			57,849
Net interest income		217,371		9		97		21,990		(3,088	)		236,379
Provision for loan losses		20,653		—		—		4,337		362			25,352
Non-interest income		62,840		17,959		9,702		1,580		(4,761	)		87,320
Non-interest expense		169,938		13,984		8,905		13,116		791			206,734
Intangible amortization		4,838		251		320		—		—			5,409
Income tax expense (benefit)		22,561		1,344		208		2,348		(3,567	)		22,894
Net income (loss)		62,221		2,389		366		3,769		(5,435	)		63,310
Total assets		9,755,499		19,869		18,435		171,312		(13,771	)		9,951,344
Total intangibles		575,300		11,716		11,458		1,809		—			600,283

At or for the Nine Months Ended September 30, 2010	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	252,988	$	10	$	155	$	24,660	$	3,041		$	280,854
Interest expense		57,593		—		—		3,673		7,443			68,709
Net interest income		195,395		10		155		20,987		(4,402	)		212,145
Provision for loan losses		31,451		—		—		4,547		518			36,516
Non-interest income		62,389		15,339		10,045		1,710		(3,011	)		86,472
Non-interest expense		154,399		12,209		8,835		11,953		337			187,733
Intangible amortization		4,458		263		320		—		—			5,041
Income tax expense (benefit)		17,773		1,037		375		2,237		(3,214	)		18,208
Net income (loss)		49,703		1,840		670		3,960		(5,054	)		51,119
Total assets		8,800,430		20,139		19,642		168,269		(15,437	)		8,993,043
Total intangibles		537,073		12,054		11,884		1,809		—			562,820

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Consolidated Statements Of Stockholders' Equity (USD $) In Thousands	Comprehensive Income [Member]	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Loss [Member]	Treasury Stock [Member]	Total
Balance at Dec. 31, 2009		$ 1,138	$ 1,087,369	$ (12,833)	$ (30,633)	$ (1,739)	$ 1,043,302
Net income	51,119			51,119			51,119
Change in other comprehensive income, net of tax	7,152				7,152		7,152
Comprehensive income	58,271						58,271
Common stock dividends ($0.36/share)				(41,412)			(41,412)
Issuance of common stock		4	3,604			(778)	2,830
Restricted stock compensation			2,060				2,060
Tax expense of stock-based compensation			(205)				(205)
Balance at Sep. 30, 2010		1,142	1,092,828	(3,126)	(23,481)	(2,517)	1,064,846
Balance at Dec. 31, 2010		1,143	1,094,713	6,564	(33,732)	(2,564)	1,066,124
Net income	63,310			63,310			63,310
Change in other comprehensive income, net of tax	3,484				3,484		3,484
Comprehensive income	66,794						66,794
Common stock dividends ($0.36/share)				(45,114)			(45,114)
Issuance of common stock		125	124,100			(848)	123,377
Restricted stock compensation			3,371				3,371
Tax expense of stock-based compensation			(61)				(61)
Balance at Sep. 30, 2011		$ 1,268	$ 1,222,123	$ 24,760	$ (30,248)	$ (3,412)	$ 1,214,491

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Commitments, Credit Risk And Contingencies

9 Months Ended

Sep. 30, 2011

Commitments, Credit Risk And Contingencies [Abstract]

Commitments, Credit Risk And Contingencies

COMMITMENTS, CREDIT RISK AND CONTINGENCIES

The Corporation has commitments to extend credit and standby letters of credit that involve certain elements of credit risk in excess of the amount stated in the consolidated balance sheet. The Corporation's exposure to credit loss in the event of non-performance by the customer is represented by the contractual amount of those instruments. The credit risk associated with loan commitments and standby letters of credit is essentially the same as that involved in extending loans to customers and is subject to normal credit policies. Since many of these commitments expire without being drawn upon, the total commitment amounts do not necessarily represent future cash flow requirements.

Following is a summary of off-balance sheet credit risk information:

	September 30, 2011		December 31, 2010
Commitments to extend credit	$	1,837,315	$	1,550,256
Standby letters of credit		112,431		101,185

At September 30, 2011, funding of 80.7% of the commitments to extend credit was dependent on the financial condition of the customer. The Corporation has the ability to withdraw such commitments at its discretion. Commitments generally have fixed expiration dates or other termination clauses and may require payment of a fee. Based on management's credit evaluation of the customer, collateral may be deemed necessary. Collateral requirements vary and may include accounts receivable, inventory, property, plant and equipment and income-producing commercial properties.

Standby letters of credit are conditional commitments issued by the Corporation that may require payment at a future date. The credit risk involved in issuing letters of credit is quantified on a quarterly basis, through the review of historical performance of the Corporation's portfolios and allocated as a liability on the Corporation's balance sheet.

The Corporation and its subsidiaries are involved in various pending and threatened legal proceedings in which claims for monetary damages and other relief are asserted. These actions include claims brought against the Corporation and its subsidiaries where the Corporation or a subsidiary acted as one or more of the following: a depository bank, lender, underwriter, fiduciary, financial advisor, broker or was engaged in other business activities. Although the ultimate outcome for any asserted claim cannot be predicted with certainty, the Corporation believes that it and its subsidiaries have valid defenses for all asserted claims. Reserves are established for legal claims when losses associated with the claims are judged to be probable and the amount of the loss can be reasonably estimated.

Based on information currently available, advice of counsel, available insurance coverage and established reserves, the Corporation does not anticipate, at the present time, that the aggregate liability, if any, arising out of such legal proceedings will have a material adverse effect on the Corporation's consolidated financial position. However, the Corporation cannot determine whether or not any claims asserted against it will have a material adverse effect on its consolidated results of operations in any future reporting period.

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Cash Flow Information (Tables)

9 Months Ended

Sep. 30, 2011

Cash Flow Information [Abstract]

Summary Of Supplemental Cash Flow Information

	2011		2010
Nine Months Ended September 30
Interest paid on deposits and other borrowings	$	58,326	$	70,394
Income taxes paid		8,000		23,950
Transfers of loans to other real estate owned		18,269		22,033
Financing of other real estate owned sold		472		754

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Fair Value Measurements (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	9 Months Ended		12 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010
Fair Value Measurements [Abstract]
Percentage of securities using market-based information	98.60%
Percentage of securities using model-based techniques	1.40%
Amount of total losses included in earnings relating to assets still held	$ (37)	$ (2,281)	$ (2,281)
Impaired loans, carrying amount	35,553
Allocated allowance for loan losses	10,246
Fair value of allocated allowance	28,591	(6,971)
Estimated costs to sell	3,285
Provision for fair value measurements included in allowance for loan losses	6,486
Carrying amount of OREO	23,604
Write down of OREO	14,388
Fair value of OREO	16,487
Estimated cost to sell OREO	2,099
Loss from OREO included in earnings	$ 9,216	$ 6,615

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Retirement And Other Postretirement Benefit Plans

9 Months Ended

Sep. 30, 2011

Retirement And Other Postretirement Benefit Plans [Abstract]

Retirement And Other Postretirement Benefit Plans

RETIREMENT AND OTHER POSTRETIREMENT BENEFIT PLANS

The Corporation sponsors the Retirement Income Plan (RIP), a qualified noncontributory defined benefit pension plan that covered substantially all salaried employees hired prior to January 1, 2008. The RIP covers employees who satisfy minimum age and length of service requirements. During 2006, the Corporation amended the RIP such that effective January 1, 2007 benefits were earned based on the employee's compensation each year. The plan amendment resulted in a remeasurement that produced a net unrecognized service credit of $14,079, which had been amortized over the average period of future service of active employees of 13.5 years. The Corporation's funding guideline has been to make annual contributions to the RIP each year, if necessary, such that minimum funding requirements have been met. The Corporation amended the RIP on October 20, 2010 to be frozen effective December 31, 2010, at which time the Corporation recognized the remaining previously unrecognized prior service credit of $10,543 as a reduction to expense.

The Corporation also sponsors two supplemental non-qualified retirement plans. The ERISA Excess Retirement Plan provides retirement benefits equal to the difference, if any, between the maximum benefit allowable under the Internal Revenue Code and the amount that would be provided under the RIP, if no limits were applied. The Basic Retirement Plan (BRP) is applicable to certain officers whom the Board of Directors designates. Officers participating in the BRP receive a benefit based on a target benefit percentage based on years of service at retirement and a designated tier as determined by the Board of Directors. When a participant retires, the basic benefit under the BRP is a monthly benefit equal to the target benefit percentage times the participant's highest average monthly cash compensation during five consecutive calendar years within the last ten calendar years of employment. This monthly benefit was reduced by the monthly benefit the participant receives from Social Security, the RIP, the ERISA Excess Retirement Plan and the annuity equivalent of the three percent automatic contributions to the qualified 401(k) defined contribution plan and the ERISA Excess Lost Match Plan. The BRP was frozen as of December 31, 2008. The ERISA Excess Retirement Plan was frozen as of December 31, 2010.

The net periodic benefit cost for the defined benefit plans includes the following components:

	Three Months Ended September 30,						Nine Months Ended September 30,
	2011			2010			2011			2010
Service cost	$	19		$	899		$	40		$	2,709
Interest cost		1,731			1,741			5,015			5,258
Expected return on plan assets		(1,996	)		(1,875	)		(5,651	)		(5,621	)
Amortization:
Unrecognized net transition asset		(24	)		(23	)		(69	)		(70	)
Unrecognized prior service cost (credit)		2			(287	)		5			(880	)
Unrecognized loss		286			843			844			2,284
Net periodic pension benefit cost	$	18		$	1,298		$	184		$	3,680

The Corporation's subsidiaries participate in a qualified 401(k) defined contribution plan under which eligible employees may contribute a percentage of their salary. The Corporation matched 50 percent of an eligible employee's contribution on the first 6 percent that the employee deferred through December 31, 2010. Beginning in 2011, the Corporation matches 100% of the first four percent that the employee defers. Employees are eligible to participate upon their first day of employment or having attained age 21, whichever is later. In 2007, the Corporation began making an automatic two percent contribution and may make an additional contribution of up to two percent depending on the Corporation achieving its performance goals for the plan year. Effective January 1, 2008, in lieu of the RIP benefit, the automatic contribution for substantially all new full-time employees was increased from two percent to four percent. Beginning in 2011, substantially all employees will receive an automatic contribution of three percent of compensation at the end of the year. The Corporation's contribution expense was $6,222 and $3,724 for the nine months ended September 30, 2011 and 2010, respectively.

The Corporation also sponsors an ERISA Excess Lost Match Plan for certain officers. This plan provides retirement benefits equal to the difference, if any, between the maximum benefit allowable under the Internal Revenue Code and the amount that would have been provided under the qualified 401(k) defined contribution plan, if no limits were applied.

The Corporation sponsors a pre-Medicare eligible postretirement medical insurance plan for retirees of certain affiliates between the ages of 62 and 65. During 2006, the Corporation amended the plan such that only employees who were age 60 or older as of January 1, 2007 are eligible for employer paid coverage. The Corporation has no plan assets attributable to this plan and funds the benefits as claims arise. Benefit costs related to this plan are recognized in the periods in which employees provide service for such benefits. The Corporation reserves the right to terminate the plan or make plan changes at any time.

The net periodic postretirement benefit cost includes the following components:

	Three Months Ended September 30,				Nine Months Ended September 30,
	2011		2010		2011		2010
Interest cost	$	15	$	17	$	44	$	50
Amortization of unrecognized loss		3		—		5		—
Net periodic postretirement benefit cost	$	18	$	17	$	49	$	50

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Borrowings (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	9 Months Ended	12 Months Ended
	Sep. 30, 2011	Dec. 31, 2010
Borrowings [Abstract]
Credit available with FHLB	$ 2,029,170
Credit with FHLB used	$ 136,051	$ 118,700
Federal Home Loan Bank advances are scheduled to mature periodically through the year	2019
Effective interest rates minimum	0.99%	0.99%
Effective interest rates maximum	4.19%	4.79%

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Credit Quality (Summary Of Information Relating To Troubled Debt Restructurings, By Class Of Loans, Modified) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2011		Sep. 30, 2011
Credit Quality [Line Items]
Number of Contracts	1		26
Recorded Investment	$ 240	[1]	$ 2,715	[1]
Commercial [Member]
Credit Quality [Line Items]
Number of Contracts	1		4
Recorded Investment	240	[1]	2,390	[1]
Direct Installment [Member]
Credit Quality [Line Items]
Number of Contracts			18
Recorded Investment			301	[1]
Residential Mortgages [Member]
Credit Quality [Line Items]
Number of Contracts			2
Recorded Investment			20	[1]
Indirect Installment [Member]
Credit Quality [Line Items]
Number of Contracts			2
Recorded Investment			4	[1]
Consumer Lines Of Credit [Member]
Credit Quality [Line Items]
Number of Contracts
Recorded Investment		[1]		[1]
Commercial Leases [Member]
Credit Quality [Line Items]
Number of Contracts
Recorded Investment		[1]		[1]
Other [Member]
Credit Quality [Line Items]
Number of Contracts
Recorded Investment		[1]		[1]

[1] Excludes loans that were either charged-off or cured by period end. The recorded investment is as of September 30, 2011.

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Consolidated Statements Of Cash Flows (USD $) In Thousands	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010
Operating Activities
Net income	$ 63,310	$ 51,119
Adjustments to reconcile net income to net cash flows provided by operating activities:
Depreciation, amortization and accretion	16,990	21,558
Provision for loan losses	25,352	36,516
Deferred taxes	6,892	(3,137)
Gain on sale of securities	(141)	(2,517)
Other-than-temporary impairment losses on securities	37	2,288
Tax expense of stock-based compensation	61	205
Net change in:
Interest receivable	883	275
Interest payable	(1,519)	(1,685)
Trading securities	110,490
Residential mortgage loans held for sale	2,393	(3,975)
Bank owned life insurance	476	(2,289)
Other, net	26,806	14,145
Net cash flows provided by operating activities	252,030	112,503
Investing Activities
Net change in loans	(323,897)	(204,584)
Securities available for sale:
Purchases	(250,558)	(335,865)
Sales	10,883	59,459
Maturities	292,247	259,191
Securities held to maturity:
Purchases	(332,870)	(278,089)
Maturities	176,009	181,662
Purchase of bank owned life insurance	(26)	(27)
Withdrawal/surrender of bank owned life insurance		360
Increase in premises and equipment	(9,648)	(5,305)
Net cash received in business combinations	23,374
Net cash flows used in investing activities	(414,486)	(323,198)
Financing Activities
Non-interest bearing deposits, savings and NOW accounts	297,049	235,883
Time deposits	(116,864)	(18,278)
Short-term borrowings	38,629	148,415
Increase in long-term debt	46,569	108,871
Decrease in long-term debt	(25,114)	(230,492)
Decrease in junior subordinated debt	(82)	(506)
Net proceeds from issuance of common stock	68,608	4,890
Tax expense of stock-based compensation	(61)	(205)
Cash dividends paid	(45,114)	(41,412)
Net cash flows provided by financing activities	263,620	207,166
Net Increase in Cash and Cash Equivalents	101,164	(3,529)
Cash and cash equivalents at beginning of period	131,571	310,550
Cash and Cash Equivalents at End of Period	$ 232,735	$ 307,021

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Loans

9 Months Ended

Sep. 30, 2011

Loans [Abstract]

Loans

LOANS

Following is a summary of loans, net of unearned income:

	September 30, 2011		December 31, 2010
Commercial	$	3,819,806	$	3,337,992
Direct installment		1,033,688		1,002,725
Residential mortgages		673,598		622,242
Indirect installment		538,366		514,369
Consumer lines of credit		580,968		493,881
Commercial leases		103,764		79,429
Other		38,350		37,517
	$	6,788,540	$	6,088,155

Commercial is comprised of both commercial real estate loans and commercial and industrial loans. Direct installment is comprised of fixed-rate, closed-end consumer loans for personal, family or household use, such as home equity loans and automobile loans. Residential mortgages consist of conventional mortgage loans for non-commercial properties. Indirect installment is comprised of loans written by third parties, primarily automobile loans. Consumer lines of credit includes home equity lines of credit (HELOC) and consumer lines of credit that are either unsecured or secured by collateral other than home equity. Commercial leases consist of loans for new or used equipment. Other is primarily comprised of mezzanine loans and student loans.

Unearned income on loans was $45,145 and $42,183 at September 30, 2011 and December 31, 2010, respectively.

The loan portfolio consists principally of loans to individuals and small- and medium-sized businesses within the Corporation's primary market area of Pennsylvania and northeastern Ohio. The portfolio also includes commercial loans in Florida, which totaled $176,578 or 2.6% of total loans as of September 30, 2011 compared to $195,281 or 3.2% of total loans as of December 31, 2010. In addition, the portfolio contains consumer finance loans to individuals in Pennsylvania, Ohio, Tennessee and Kentucky, which totaled $161,832 or 2.4% of total loans as of September 30, 2011 compared to $162,805 or 2.7% of total loans as of December 31, 2010.

The composition of the Corporation's commercial loan portfolio in Florida consisted of the following as of September 30, 2011: unimproved residential land (7.5%), unimproved commercial land (18.3%), improved land (2.5%), income producing commercial real estate (51.2%), residential construction (6.4%), commercial construction (12.8%) and owner-occupied (1.3%). The weighted average loan-to-value ratio for this portfolio based on most recent appraisals was 81.5% as of September 30, 2011.

The majority of the Corporation's loan portfolio consists of commercial loans. As of September 30, 2011 and December 31, 2010, commercial real estate loans were $2,310,497 and $2,115,492, or 34.0% and 34.7% of total loans, respectively. As of September 30, 2011, approximately 47.0% of the commercial real estate loans were owner-occupied, while the remaining 53.0% were non-owner-occupied. As of September 30, 2011 and December 31, 2010, the Corporation had commercial construction loans of $199,649 and $202,018, respectively, representing 2.9% and 3.3%, respectively, of total loans for those periods.

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Securities (Schedule Of Cumulative Credit-Related OTTI Charges Recognized As Components Of Earnings For Securities For Which A Portion Of An OTTI Is Recognized In Other Comprehensive Income) (Details) (USD $) In Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2011	Dec. 31, 2010
Securities [Abstract]
Beginning balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$ (18,332)	$ (16,051)
Additions related to credit loss for securities with previously recognized OTTI	(37)	(2,235)
Additions related to credit loss for securities with initial OTTI		(46)
Ending balance of the amount related to credit loss for which a portion of OTTI was recognized in other comprehensive income	$ (18,369)	$ (18,332)

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Loans (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2011	Dec. 31, 2010
Accounts, Notes, Loans And Financing Receivable [Line Items]
Unearned income on loans	$ 45,145	$ 42,183
Commercial real estate loans	2,310,497	2,115,492
Commercial construction loans	199,649	202,018
Unimproved Residential Land [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	7.50%
Unimproved Commercial Land [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	18.30%
Improved Land [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	2.50%
Commercial Real Estate [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of loan portfolio	34.00%	34.70%
Income Producing Commercial Real Estate [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	51.20%
Residential Construction [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	6.40%
Commercial Construction [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of loan portfolio	2.90%	3.30%
Commercial Construction [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	12.80%
Owner-Occupied [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial real estate loans	47.00%
Owner-Occupied [Member] | Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial loan portfolio	1.30%
Non-Owner-Occupied [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Percent of commercial real estate loans	53.00%
Consumer Finance [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Consumer loans	161,832	162,805
Percent of loan portfolio	2.40%	2.70%
Florida [Member]
Accounts, Notes, Loans And Financing Receivable [Line Items]
Commercial loans	$ 176,578	$ 195,281
Percent of loan portfolio	2.60%	3.20%
Weighted average loan-to-value ratio	81.50%

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Allowance For Loan Losses (Summary Of Changes In The Allowance For Loan Losses) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010
Allowance For Loan Losses [Abstract]
Impaired loans acquired with no associated allowance	$ 16,372		$ 16,372		$ 3,626
Balance at Beginning of Period	109,224	114,040	106,120	104,655
Charge-Offs	(9,729)	(10,210)	(24,632)	(26,495)
Recoveries	745	484	1,973	1,951
Net charge-offs	(8,984)	(9,726)	(22,659)	(24,544)
Provision for Loan Losses	8,573	12,313	25,352	36,516
Balance at End of Period	$ 108,813	$ 116,627	$ 108,813	$ 116,627
Ratio of allowance for loan losses to Total loans, net of unearned income	1.60%	1.94%	1.60%	1.94%
Ratio of allowance for loan losses to Non-performing loans	86.75%	75.54%	86.75%	75.54%

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Credit Quality (Tables)

9 Months Ended

Sep. 30, 2011

Credit Quality [Abstract]

Summary Of Non-performing Assets

	September 30, 2011		December 31, 2010
Non-accrual loans	$	113,416	$	115,589
Troubled debt restructurings		12,017		19,705
Total non-performing loans		125,433		135,294
Other real estate owned (OREO)		34,640		32,702
Total non-performing loans and OREO		160,073		167,996
Non-performing investments		5,685		5,974
Total non-performing assets	$	165,758	$	173,970

	September 30, 2011			December 31, 2010
Asset quality ratios:
Non-performing loans as a percent of total loans		1.85	%		2.22	%
Non-performing loans + OREO as a percent of total loans + OREO		2.35	%		2.74	%
Non-performing assets as a percent of total assets		1.67	%		1.94	%

Summary Of Age Analysis Of Past Due Loans By Class

	30-89 Days Past Due		>90 Days Past Due and Still Accruing		Non- Accrual		Total Past Due		Current		Total Loans
September 30, 2011
Commercial	$	17,139	$	9,604	$	103,101	$	129,844	$	3,689,962	$	3,819,806
Direct installment		8,692		2,709		3,435		14,836		1,018,852		1,033,688
Residential mortgages		11,593		3,723		3,577		18,893		654,705		673,598
Indirect installment		3,668		300		899		4,867		533,499		538,366
Consumer lines of credit		2,303		260		1,054		3,617		577,351		580,968
Commercial leases		1,021		—		1,350		2,371		101,393		103,764
Other		1		14		—		15		38,335		38,350
	$	44,417	$	16,610	$	113,416	$	174,443	$	6,614,097	$	6,788,540
December 31, 2010
Commercial	$	17,101	$	3,020	$	106,724	$	126,845	$	3,211,147	$	3,337,992
Direct installment		8,603		2,496		3,285		14,384		988,341		1,002,725
Residential mortgages		9,127		2,144		3,272		14,543		607,699		622,242
Indirect installment		5,659		394		750		6,803		507,566		514,369
Consumer lines of credit		1,581		571		588		2,740		491,141		493,881
Commercial leases		1,551		9		970		2,530		76,899		79,429
Other		—		—		—		—		37,517		37,517
	$	43,622	$	8,634	$	115,589	$	167,845	$	5,920,310	$	6,088,155

Summary Of Commercial Loans By Credit Quality

	Commercial Loan Credit Quality Categories
	Pass		Special Mention		Substandard		Doubtful		Total
September 30, 2011
Commercial – PA	$	3,319,082	$	133,017	$	185,777	$	5,352	$	3,643,228
Commercial – FL		79,010		16,912		80,656		—		176,578
Commercial leases		98,685		3,195		1,884		—		103,764
	$	3,496,777	$	153,124	$	268,317	$	5,352	$	3,923,570
December 31, 2010
Commercial – PA	$	2,887,682	$	80,409	$	170,714	$	3,906	$	3,142,711
Commercial – FL		83,444		38,664		73,173		—		195,281
Commercial leases		77,945		505		979		—		79,429
	$	3,049,071	$	119,578	$	244,866	$	3,906	$	3,417,421

Summary Of Consumer Loans By Payment Activity

	Consumer Loan Credit Quality by Payment Status
	Performing		Non-Performing		Total
September 30, 2011
Direct installment	$	1,025,841	$	7,847	$	1,033,688
Residential mortgages		664,190		9,408		673,598
Indirect installment		537,399		967		538,366
Consumer lines of credit		579,820		1,148		580,968
Other		38,350		—		38,350
December 31, 2010
Direct installment	$	991,921	$	10,804	$	1,002,725
Residential mortgages		608,642		13,600		622,242
Indirect installment		513,619		750		514,369
Consumer lines of credit		493,075		806		493,881
Other		37,517		—		37,517

Summary Of Impaired Loans

	Recorded Investment		Unpaid Principal Balance		Related Allowance		Average Recorded Investment		Interest Income Recognized
At or For the Nine Months Ended September 30, 2011
With no specific allowance recorded:
Commercial	$	69,982	$	92,343	$	—	$	67,551	$	347
Direct installment		7,847		8,091		—		9,894		244
Residential mortgages		9,408		9,570		—		12,411		208
Indirect installment		967		1,062		—		971		8
Consumer lines of credit		1,148		1,148		—		1,108		7
Commercial leases		1,350		1,350		—		1,045		—
Other		—		—		—		—		—
With a specific allowance recorded:
Commercial		35,681		38,471		9,012		34,654		65
Direct installment		—		—		—		—		—
Residential mortgages		—		—		—		—		—
Indirect installment		—		—		—		—		—
Consumer lines of credit		—		—		—		—		—
Commercial leases		—		—		—		—		—
Other		—		—		—		—		—
Total:
Commercial		105,663		130,814		9,012		102,205		412
Direct installment		7,847		8,091		—		9,894		244
Residential mortgages		9,408		9,570		—		12,441		208
Indirect installment		967		1,062		—		971		8
Consumer lines of credit		1,148		1,148		—		1,108		7
Commercial leases		1,350		1,350		—		1,045		—
Other		—		—		—		—		—

	Recorded Investment		Unpaid Principal Balance		Related Allowance		Average Recorded Investment		Interest Income Recognized
At or For the Year Ended December 31, 2010
With no specific allowance recorded:
Commercial	$	70,832	$	95,725	$	—	$	81,394	$	98
Direct installment		4,542		4,669		—		5,613		77
Residential mortgages		8,032		8,055		—		8,233		260
Indirect installment		750		1,930		—		833		—
Consumer lines of credit		589		604		—		584		—
Commercial leases		979		979		—		749		—
Other		—		—		—		—		—
With a specific allowance recorded:
Commercial		37,532		39,250		10,313		38,070		—
Direct installment		6,262		6,340		626		4,503		275
Residential mortgages		5,568		5,568		557		4,252		246
Indirect installment		—		—		—		—		—
Consumer lines of credit		217		217		22		138		9
Commercial leases		—		—		—		—		—
Other		—		—		—		—		—
Total:
Commercial		108,364		134,975		10,313		119,464		98
Direct installment		10,804		11,009		626		10,116		352
Residential mortgages		13,600		13,623		557		12,485		506
Indirect installment		750		1,930		—		833		—
Consumer lines of credit		806		821		22		722		9
Commercial leases		979		979		—		749		—
Other		—		—		—		—		—

Summary Of The Composition Of Total TDR's

	September 30, 2011		December 31, 2010
Accruing:
Performing	$	15,415	$	—
Non-performing		12,017		19,705
Non-accrual		12,076		19,627
	$	39,508	$	39,332

Summary Of Information Relating To Troubled Debt Restructurings, By Class Of Loans

	Three Months Ended September 30, 2011						Nine Months Ended September 30, 2011
	Number of Contracts		Pre- Modification Outstanding Recorded Investment		Post- Modification Outstanding Recorded Investment		Number of Contracts		Pre- Modification Outstanding Recorded Investment		Post- Modification Outstanding Recorded Investment
Commercial		13	$	1,424	$	1,368		17	$	4,728	$	4,672
Direct installment		106		1,182		1,159		258		3,019		2,961
Residential mortgages		19		1,106		1,106		72		5,043		5,043
Indirect installment		5		4		4		16		41		41
Consumer lines of credit		2		3		2		2		3		2
Commercial leases		—		—		—		—		—		—
Other		—		—		—		—		—		—
		145	$	3,719	$	3,639		365	$	12,834	$	12,719

Summary Of Information Relating To Troubled Debt Restructurings, By Class Of Loans, Modified

	Three Months Ended September 30, 2011 (1)				Nine Months Ended September 30, 2011 (1)
	Number of Contracts		Recorded Investment		Number of Contracts		Recorded Investment
Commercial		1	$	240		4	$	2,390
Direct installment		—		—		18		301
Residential mortgages		—		—		2		20
Indirect installment		—		—		2		4
Consumer lines of credit		—		—		—		—
Commercial leases		—		—		—		—
Other		—		—		—		—
		1	$	240		26	$	2,715

(1) Excludes loans that were either charged-off or cured by period end. The recorded investment is as of September 30, 2011.

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Junior Subordinated Debt

9 Months Ended

Sep. 30, 2011

Junior Subordinated Debt [Abstract]

Junior Subordinated Debt

JUNIOR SUBORDINATED DEBT

The Corporation has four unconsolidated subsidiary trusts (collectively, the Trusts): F.N.B. Statutory Trust I, F.N.B. Statutory Trust II, Omega Financial Capital Trust I and Sun Bancorp Statutory Trust I. One hundred percent of the common equity of each Trust is owned by the Corporation. The Trusts were formed for the purpose of issuing Corporation-obligated mandatorily redeemable capital securities (TPS) to third-party investors. The proceeds from the sale of TPS and the issuance of common equity by the Trusts were invested in junior subordinated debt securities (subordinated debt) issued by the Corporation, which are the sole assets of each Trust. Since third-party investors are the primary beneficiaries, the Trusts are not consolidated in the Corporation's financial statements. The Trusts pay dividends on the TPS at the same rate as the distributions paid by the Corporation on the junior subordinated debt held by the Trusts. Omega Financial Capital Trust I and Sun Bancorp Statutory Trust I were acquired as a result of a previous acquisition.

Distributions on the subordinated debt issued to the Trusts are recorded as interest expense by the Corporation. The TPS are subject to mandatory redemption, in whole or in part, upon repayment of the subordinated debt. The TPS are eligible for redemption, at any time, at the Corporation's discretion. The subordinated debt, net of the Corporation's investment in the Trusts, qualifies as Tier 1 capital under the Board of Governors of the Federal Reserve System (FRB) guidelines. The Corporation has entered into agreements which, when taken collectively, fully and unconditionally guarantee the obligations under the TPS subject to the terms of each of the guarantees.

The following table provides information relating to the Trusts as of September 30, 2011:

	F.N.B. Statutory Trust I			F.N.B. Statutory Trust II			Omega Financial Capital  Trust I			Sun  Bancorp Statutory Trust I
Trust preferred securities	$	125,000		$	21,500		$	36,000		$	16,500
Common securities		3,866			665			1,114			511
Junior subordinated debt		128,866			22,165			35,912			17,011
Stated maturity date		3/31/33			6/15/36			10/18/34			2/22/31
Interest rate		3.50	%		2.00	%		2.44	%		10.20	%
		variable; LIBOR plus 325 basis points			variable; LIBOR plus 165 basis points			variable; LIBOR plus 219 basis points

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Consolidated Balance Sheets (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Assets
Cash and due from banks	$ 197,753	$ 115,556
Interest bearing deposits with banks	34,982	16,015
Cash and Cash Equivalents	232,735	131,571
Securities available for sale	802,455	738,125
Securities held to maturity (fair value of $1,020,643 and $959,414)	984,201	940,481
Residential mortgage loans held for sale	10,307	12,700
Loans, net of unearned income of $45,145 and $42,183	6,788,540	6,088,155
Allowance for loan losses	(108,813)	(106,120)
Net Loans	6,679,727	5,982,035
Premises and equipment, net	125,748	115,956
Goodwill	567,511	528,720
Core deposit and other intangible assets, net	32,772	32,428
Bank owned life insurance	207,600	208,051
Other assets	308,288	269,848
Total Assets	9,951,344	8,959,915
Liabilities
Non-interest bearing demand	1,335,417	1,093,230
Savings and NOW	3,794,127	3,423,844
Certificates and other time deposits	2,238,745	2,129,069
Total Deposits	7,368,289	6,646,143
Other liabilities	124,479	97,951
Short-term borrowings	817,343	753,603
Long-term debt	222,788	192,058
Junior subordinated debt	203,954	204,036
Total Liabilities	8,736,853	7,893,791
Stockholders' Equity
Common stock-$0.01 par value Authorized - 500,000,000 shares Issued - 127,342,749 and 114,902,454 shares	1,268	1,143
Additional paid-in capital	1,222,123	1,094,713
Retained earnings	24,760	6,564
Accumulated other comprehensive loss	(30,248)	(33,732)
Treasury stock - 215,150 and 155,369 shares at cost	(3,412)	(2,564)
Total Stockholders' Equity	1,214,491	1,066,124
Total Liabilities and Stockholders' Equity	$ 9,951,344	$ 8,959,915

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Borrowings (Tables)

9 Months Ended

Sep. 30, 2011

Borrowings [Abstract]

Summary Of Short-Term Borrowings

	September 30, 2011		December 31, 2010
Securities sold under repurchase agreements	$	672,866	$	611,902
Subordinated notes		134,477		131,458
Other short-term borrowings		10,000		10,243
	$	817,343	$	753,603

Summary Of Long-Term Debt

	September 30, 2011		December 31, 2010
Federal Home Loan Bank advances	$	136,051	$	118,700
Subordinated notes		77,013		72,745
Other subordinated debt		9,116		—
Convertible debt		608		613
	$	222,788	$	192,058

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Commitments, Credit Risk And Contingencies (Summary Of Off-Balance Sheet Credit Risk Information) (Details) (USD $) In Thousands, unless otherwise specified	Sep. 30, 2011	Dec. 31, 2010
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Percentage of commitments to extend credit dependent upon the financial condition of the customers	80.70%
Commitments To Extend Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Extended credit and standby letters of credit	$ 1,837,315	$ 1,550,256
Standby Letters Of Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Extended credit and standby letters of credit	$ 112,431	$ 101,185

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Business Segments (Financial Information For Segments Of The Corporation) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2011	Sep. 30, 2010	Sep. 30, 2011	Sep. 30, 2010	Dec. 31, 2010
Segment Reporting Information [Line Items]
Interest income	$ 98,702	$ 93,947	$ 294,228	$ 280,854
Interest expense	18,300	21,688	57,849	68,709
Net interest income	80,402	72,259	236,379	212,145
Provision for loan losses	8,573	12,313	25,352	36,516
Non-interest income	29,630	27,754	87,320	86,472
Non-interest expense	67,409	62,572	206,734	187,733
Intangible amortization	1,808	1,675	5,409	5,041
Income tax expense (benefit)	8,469	6,236	22,894	18,208
Net income (loss)	23,773	17,217	63,310	51,119
Total assets	9,951,344	8,993,043	9,951,344	8,993,043	8,959,915
Total intangibles	600,283	562,820	600,283	562,820
Number of reportable segments			4
Community Banking [Member]
Segment Reporting Information [Line Items]
Interest income	88,291	84,282	264,281	252,988
Interest expense	14,798	17,901	46,910	57,593
Net interest income	73,493	66,381	217,371	195,395
Provision for loan losses	7,005	10,456	20,653	31,451
Non-interest income	22,033	20,434	62,840	62,389
Non-interest expense	55,562	51,611	169,938	154,399
Intangible amortization	1,617	1,481	4,838	4,458
Income tax expense (benefit)	8,230	6,250	22,561	17,773
Net income (loss)	23,112	17,017	62,221	49,703
Total assets	9,755,499	8,800,430	9,755,499	8,800,430
Total intangibles	575,300	537,073	575,300	537,073
Wealth Management [Member]
Segment Reporting Information [Line Items]
Interest income	3	4	9	10
Net interest income	3	4	9	10
Non-interest income	5,653	5,120	17,959	15,339
Non-interest expense	4,402	4,046	13,984	12,209
Intangible amortization	84	88	251	263
Income tax expense (benefit)	426	359	1,344	1,037
Net income (loss)	744	631	2,389	1,840
Total assets	19,869	20,139	19,869	20,139
Total intangibles	11,716	12,054	11,716	12,054
Insurance [Member]
Segment Reporting Information [Line Items]
Interest income	31	48	97	155
Net interest income	31	48	97	155
Non-interest income	3,143	3,163	9,702	10,045
Non-interest expense	2,842	2,929	8,905	8,835
Intangible amortization	107	106	320	320
Income tax expense (benefit)	82	65	208	375
Net income (loss)	143	111	366	670
Total assets	18,435	19,642	18,435	19,642
Total intangibles	11,458	11,884	11,458	11,884
Consumer Finance [Member]
Segment Reporting Information [Line Items]
Interest income	8,662	8,534	25,224	24,660
Interest expense	1,053	1,216	3,234	3,673
Net interest income	7,609	7,318	21,990	20,987
Provision for loan losses	1,353	1,650	4,337	4,547
Non-interest income	509	524	1,580	1,710
Non-interest expense	4,411	4,041	13,116	11,953
Income tax expense (benefit)	896	776	2,348	2,237
Net income (loss)	1,458	1,375	3,769	3,960
Total assets	171,312	168,269	171,312	168,269
Total intangibles	1,809	1,809	1,809	1,809
Parent And Other [Member]
Segment Reporting Information [Line Items]
Interest income	1,715	1,079	4,617	3,041
Interest expense	2,449	2,571	7,705	7,443
Net interest income	(734)	(1,492)	(3,088)	(4,402)
Provision for loan losses	215	207	362	518
Non-interest income	(1,708)	(1,487)	(4,761)	(3,011)
Non-interest expense	192	(55)	791	337
Income tax expense (benefit)	(1,165)	(1,214)	(3,567)	(3,214)
Net income (loss)	(1,684)	(1,917)	(5,435)	(5,054)
Total assets	$ (13,771)	$ (15,437)	$ (13,771)	$ (15,437)

XML

Junior Subordinated Debt (Information Relating To The Trusts) (Details) (USD $) In Thousands, unless otherwise specified			9 Months Ended
	Sep. 30, 2011	Dec. 31, 2010	Sep. 30, 2011 F.N.B. Statutory Trust I [Member]	Sep. 30, 2011 F.N.B. Statutory Trust II [Member]	Sep. 30, 2011 Omega Financial Capital Trust I [Member]	Sep. 30, 2011 Sun Bancorp Statutory Trust I [Member]
Subordinated Borrowing [Line Items]
Trust preferred securities			$ 125,000	$ 21,500	$ 36,000	$ 16,500
Percent of the common equity of each Trust owned by the Corporation	100.00%
Common securities			3,866	665	1,114	511
Junior subordinated debt	$ 203,954	$ 204,036	$ 128,866	$ 22,165	$ 35,912	$ 17,011
Stated maturity date			Mar. 31, 2033	Jun. 15, 2036	Oct. 18, 2034	Feb. 22, 2031
Interest rate			3.50%	2.00%	2.44%	10.20%
Description of Variable Rate			% variable; LIBOR plus 325 basis points	% variable; LIBOR plus 165 basis points	% variable; LIBOR plus 219 basis points
Basis points			3.25%	1.65%	2.19%
Number of unconsolidated subsidiary trusts	4

XML

Securities (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended		9 Months Ended
	Sep. 30, 2011 years securities	Sep. 30, 2010	Sep. 30, 2011 years securities	Sep. 30, 2010	Dec. 31, 2010
Schedule of Securities
Securities pledged to secure public deposits, trust deposits, and for other purposes, carrying value	$ 651,077		$ 651,077		$ 651,299
Securities pledged as collateral for short-term borrowings, carrying value	681,225		681,225		676,083
Gross gains	49	80	337	2,517
Total securities sold			10,883	59,459
Number of pooled issue securities	13		13
Held to maturity securities, book value	984,201		984,201		940,481
Percentage of current collateral securities	67.42%		67.42%
Recognized impairment losses on securities	37		37	2,288
Deferral Rates after the deferral period ends minimum	10.00%		10.00%
Deferral Rates after the deferral period ends maximum	90.00%		90.00%
Recover rate of banks	10.00%		10.00%
Recover rate of insurance companies	15.00%		15.00%
Number of single issue securities	5		5
Estimated fair value of single-issue trust preferred securities	6,141		6,141
Estimated fair value of pooled trust preferred securities	7,728		7,728
Number of non-performing investments	12		12
Purchase of non-agency collateralized mortgage obligations from 2003 through 2005			161,151
Municipal bond portfolio, value	192,166		192,166
Percent of municipal bond portfolio rated A or better	99.60%		99.60%
Percent of municipal bond portfolio consisting of general obligation bonds	100.00%		100.00%
Percent of municipal bonds from Pennsylvania	77.10%		77.10%
Average holding size of municipal bonds	966		966
Percent of portfolio with credit support	82.30%		82.30%
Non-agency collateralized mortgage obligations paydown balance on maturity			6,943
Annualized payout rate			27.30%
Ratio of original average loan-to-value	66.10%		66.10%
Original credit score	724		724
Maximum [Member]
Schedule of Securities
Deferral rate after five years	90.00%		90.00%
Range of credit loss	7.00%		7.00%
Range of grown percentage of credit support due to paydowns and good credit performance	20.00%		20.00%
Minimum [Member]
Schedule of Securities
Deferral rate after five years	10.00%		10.00%
Range of credit loss	2.00%		2.00%
Range of grown percentage of credit support due to paydowns and good credit performance	2.50%		2.50%
U.S. Treasury And Other U.S. Government Agencies And Corporations [Member]
Schedule of Securities
Securities continuous unrealized loss position less than twelve months, number of investments	3		3
Residential Mortgage Backed Securities [Member]
Schedule of Securities
Total securities sold				52,625
Securities continuous unrealized loss position less than twelve months, number of investments	3		3
Securities continuous unrealized loss position greater than twelve months, number of investments	2		2
Agency Collateralized Mortgage Obligations [Member]
Schedule of Securities
Securities continuous unrealized loss position less than twelve months, number of investments	1		1
Held to maturity securities, book value	58,610		58,610
Non-Agency Collateralized Mortgage Obligations [Member]
Schedule of Securities
Securities continuous unrealized loss position less than twelve months, number of investments	2		2
Held to maturity securities, book value	27,006		27,006
States Of The U.S. And Political Subdivisions [Member]
Schedule of Securities
Securities continuous unrealized loss position less than twelve months, number of investments	1		1
Collateralized Debt Obligations [Member]
Schedule of Securities
Securities continuous unrealized loss position greater than twelve months, number of investments	13		13
Other Debt Securities [Member]
Schedule of Securities
Securities continuous unrealized loss position greater than twelve months, number of investments	5		5
Equity Securities [Member]
Schedule of Securities
Securities continuous unrealized loss position less than twelve months, number of investments	3		3
Securities continuous unrealized loss position greater than twelve months, number of investments	2		2
Senior Tranche [Member]
Schedule of Securities
Number of single issue securities	1		1
Mezzanine Tranches [Member]
Schedule of Securities
Number of pooled issue securities	12		12
Government Agencies And Mortgage Backed Securities [Member]
Schedule of Securities
Gross gains				2,291
U.S. Government Agencies Debt Securities [Member]
Schedule of Securities
Total securities sold				$ 6,016

XML

Securities (Non-Agency Collateralized Mortgage Obligations) (Details) (USD $) In Thousands, unless otherwise specified	9 Months Ended
	Sep. 30, 2011
Schedule of Held-to-maturity Securities [Line Items]
Book Value	$ 27,006
Original, Credit Support%	4.10%
Current, Credit Support%	9.30%
%, LTV, Subordination Data	57.10%
Credit Score, Subordination Data	718
Security 1 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2003
Book Value	2,991
S & P, Credit Rating	AAA
Moodys, Credit Rating	n/a
Original, Credit Support%	2.50%
Current, Credit Support%	5.90%
30 Day, Delinquency%, Subordination Data	0.90%
60 Day, Delinquency%, Subordination Data	0.30%
90 Day, Delinquency%, Subordination Data	0.80%
%, Foreclosure, Subordination Data	0.70%
%, Foreclosure, OREO, Subordination Data	0.00%
%, Bankruptcy, Subordination Data	0.50%
%, Total Delinquency, Subordination Data	3.20%
%, LTV, Subordination Data	51.90%
Credit Score, Subordination Data	738
Security 2 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2003
Book Value	2,103
S & P, Credit Rating	AAA
Moodys, Credit Rating	n/a
Original, Credit Support%	4.30%
Current, Credit Support%	16.60%
30 Day, Delinquency%, Subordination Data	1.90%
60 Day, Delinquency%, Subordination Data	1.30%
90 Day, Delinquency%, Subordination Data	3.50%
%, Foreclosure, Subordination Data	3.40%
%, Foreclosure, OREO, Subordination Data	0.60%
%, Bankruptcy, Subordination Data	1.50%
%, Total Delinquency, Subordination Data	12.10%
%, LTV, Subordination Data	55.90%
Credit Score, Subordination Data	710
Security 3 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2003
Book Value	1,403
S & P, Credit Rating	AAA
Moodys, Credit Rating	n/a
Original, Credit Support%	2.00%
Current, Credit Support%	6.60%
30 Day, Delinquency%, Subordination Data	0.90%
60 Day, Delinquency%, Subordination Data	0.00%
90 Day, Delinquency%, Subordination Data	1.10%
%, Foreclosure, Subordination Data	2.60%
%, Foreclosure, OREO, Subordination Data	0.20%
%, Bankruptcy, Subordination Data	0.50%
%, Total Delinquency, Subordination Data	5.30%
%, LTV, Subordination Data	47.20%
Credit Score, Subordination Data	741
Security 4 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2003
Book Value	1,406
S & P, Credit Rating	AAA
Moodys, Credit Rating	n/a
Original, Credit Support%	2.70%
Current, Credit Support%	18.40%
30 Day, Delinquency%, Subordination Data	1.20%
60 Day, Delinquency%, Subordination Data	0.00%
90 Day, Delinquency%, Subordination Data	0.90%
%, Foreclosure, Subordination Data	3.10%
%, Foreclosure, OREO, Subordination Data	0.00%
%, Bankruptcy, Subordination Data	1.40%
%, Total Delinquency, Subordination Data	6.50%
%, LTV, Subordination Data	49.90%
Security 5 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2004
Book Value	3,604
S & P, Credit Rating	AAA
Moodys, Credit Rating	Baa2
Original, Credit Support%	7.00%
Current, Credit Support%	20.00%
30 Day, Delinquency%, Subordination Data	1.20%
60 Day, Delinquency%, Subordination Data	0.40%
90 Day, Delinquency%, Subordination Data	2.50%
%, Foreclosure, Subordination Data	6.90%
%, Foreclosure, OREO, Subordination Data	1.10%
%, Bankruptcy, Subordination Data	1.10%
%, Total Delinquency, Subordination Data	13.20%
%, LTV, Subordination Data	55.10%
Credit Score, Subordination Data	689
Security 6 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2004
Book Value	2,514
S & P, Credit Rating	AA+
Moodys, Credit Rating	n/a
Original, Credit Support%	5.30%
Current, Credit Support%	10.40%
30 Day, Delinquency%, Subordination Data	0.00%
60 Day, Delinquency%, Subordination Data	0.50%
90 Day, Delinquency%, Subordination Data	3.70%
%, Foreclosure, Subordination Data	2.40%
%, Foreclosure, OREO, Subordination Data	0.00%
%, Bankruptcy, Subordination Data	1.00%
%, Total Delinquency, Subordination Data	7.60%
%, LTV, Subordination Data	46.10%
Credit Score, Subordination Data	734
Security 7 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2004
Book Value	1,155
S & P, Credit Rating	n/a
Moodys, Credit Rating	A1
Original, Credit Support%	2.50%
Current, Credit Support%	8.70%
30 Day, Delinquency%, Subordination Data	0.00%
60 Day, Delinquency%, Subordination Data	0.00%
90 Day, Delinquency%, Subordination Data	0.00%
%, Foreclosure, Subordination Data	6.30%
%, Foreclosure, OREO, Subordination Data	0.00%
%, Bankruptcy, Subordination Data	0.00%
%, Total Delinquency, Subordination Data	6.30%
%, LTV, Subordination Data	55.60%
Credit Score, Subordination Data	736
Security 8 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2004
Book Value	1,793
S & P, Credit Rating	AAA
Moodys, Credit Rating	Baa2
Original, Credit Support%	4.40%
Current, Credit Support%	9.40%
30 Day, Delinquency%, Subordination Data	1.20%
60 Day, Delinquency%, Subordination Data	0.80%
90 Day, Delinquency%, Subordination Data	0.70%
%, Foreclosure, Subordination Data	2.50%
%, Foreclosure, OREO, Subordination Data	0.50%
%, Bankruptcy, Subordination Data	1.50%
%, Total Delinquency, Subordination Data	7.20%
%, LTV, Subordination Data	55.00%
Credit Score, Subordination Data	733
Security 9 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2005
Book Value	6,345
S & P, Credit Rating	CCC
Moodys, Credit Rating	Caa1
Original, Credit Support%	5.10%
Current, Credit Support%	4.60%
30 Day, Delinquency%, Subordination Data	3.80%
60 Day, Delinquency%, Subordination Data	1.20%
90 Day, Delinquency%, Subordination Data	10.50%
%, Foreclosure, Subordination Data	7.70%
%, Foreclosure, OREO, Subordination Data	1.20%
%, Bankruptcy, Subordination Data	2.20%
%, Total Delinquency, Subordination Data	26.60%
%, LTV, Subordination Data	65.30%
Credit Score, Subordination Data	706
Security 10 [Member]
Schedule of Held-to-maturity Securities [Line Items]
Original Year	2005
Book Value	$ 3,692
S & P, Credit Rating	CC
Moodys, Credit Rating	B3
Original, Credit Support%	4.70%
Current, Credit Support%	2.50%
30 Day, Delinquency%, Subordination Data	3.50%
60 Day, Delinquency%, Subordination Data	1.70%
90 Day, Delinquency%, Subordination Data	3.10%
%, Foreclosure, Subordination Data	10.00%
%, Foreclosure, OREO, Subordination Data	1.20%
%, Bankruptcy, Subordination Data	1.20%
%, Total Delinquency, Subordination Data	20.70%
%, LTV, Subordination Data	65.60%
Credit Score, Subordination Data	726

XML

Credit Quality (Summary Of Information Relating To Troubled Debt Restructurings, By Class Of Loans) (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	9 Months Ended
	Sep. 30, 2011	Sep. 30, 2011
Credit Quality [Line Items]
Number of Contracts	145	365
Pre-Modification Outstanding Recorded Investment	$ 3,719	$ 12,834
Post-Modification Outstanding Recorded Investment	3,639	12,719
Commercial [Member]
Credit Quality [Line Items]
Number of Contracts	13	17
Pre-Modification Outstanding Recorded Investment	1,424	4,728
Post-Modification Outstanding Recorded Investment	1,368	4,672
Direct Installment [Member]
Credit Quality [Line Items]
Number of Contracts	106	258
Pre-Modification Outstanding Recorded Investment	1,182	3,019
Post-Modification Outstanding Recorded Investment	1,159	2,961
Residential Mortgages [Member]
Credit Quality [Line Items]
Number of Contracts	19	72
Pre-Modification Outstanding Recorded Investment	1,106	5,043
Post-Modification Outstanding Recorded Investment	1,106	5,043
Indirect Installment [Member]
Credit Quality [Line Items]
Number of Contracts	5	16
Pre-Modification Outstanding Recorded Investment	4	41
Post-Modification Outstanding Recorded Investment	4	41
Consumer Lines Of Credit [Member]
Credit Quality [Line Items]
Number of Contracts	2	2
Pre-Modification Outstanding Recorded Investment	3	3
Post-Modification Outstanding Recorded Investment	2	2
Commercial Leases [Member]
Credit Quality [Line Items]
Number of Contracts
Pre-Modification Outstanding Recorded Investment
Post-Modification Outstanding Recorded Investment
Other [Member]
Credit Quality [Line Items]
Number of Contracts
Pre-Modification Outstanding Recorded Investment
Post-Modification Outstanding Recorded Investment

XML

Fair Value Measurements (Hierarchy Level And The Fair Value Of The Related Assets Or Portfolios) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Impaired loans	$ 28,591	$ 27,239
Other real estate owned	34,640	32,702
Other real estate owned	16,487	30,766
Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Impaired loans	0
Other real estate owned
Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Impaired loans	639	1,157
Other real estate owned	4,327	18,429
Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Impaired loans	27,952	26,082
Other real estate owned	$ 12,160	$ 12,337

XML

Business Segments (Tables)

9 Months Ended

Sep. 30, 2011

Business Segments [Abstract]

Financial Information For Segments Of The Corporation

At or for the Three Months Ended September 30, 2011	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	88,291	$	3	$	31	$	8,662	$	1,715		$	98,702
Interest expense		14,798		—		—		1,053		2,449			18,300
Net interest income		73,493		3		31		7,609		(734	)		80,402
Provision for loan losses		7,005		—		—		1,353		215			8,573
Non-interest income		22,033		5,653		3,143		509		(1,708	)		29,630
Non-interest expense		55,562		4,402		2,842		4,411		192			67,409
Intangible amortization		1,617		84		107		—		—			1,808
Income tax expense (benefit)		8,230		426		82		896		(1,165	)		8,469
Net income (loss)		23,112		744		143		1,458		(1,684	)		23,773
Total assets		9,755,499		19,869		18,435		171,312		(13,771	)		9,951,344
Total intangibles		575,300		11,716		11,458		1,809		—			600,283
At or for the Three Months Ended September 30, 2010	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	84,282	$	4	$	48	$	8,534	$	1,079		$	93,947
Interest expense		17,901		—		—		1,216		2,571			21,688
Net interest income		66,381		4		48		7,318		(1,492	)		72,259
Provision for loan losses		10,456		—		—		1,650		207			12,313
Non-interest income		20,434		5,120		3,163		524		(1,487	)		27,754
Non-interest expense		51,611		4,046		2,929		4,041		(55	)		62,572
Intangible amortization		1,481		88		106		—		—			1,675
Income tax expense (benefit)		6,250		359		65		776		(1,214	)		6,236
Net income (loss)		17,017		631		111		1,375		(1,917	)		17,217
Total assets		8,800,430		20,139		19,642		168,269		(15,437	)		8,993,043
Total intangibles		537,073		12,054		11,884		1,809		—			562,820

At or for the Nine Months Ended September 30, 2011	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	264,281	$	9	$	97	$	25,224	$	4,617		$	294,228
Interest expense		46,910		—		—		3,234		7,705			57,849
Net interest income		217,371		9		97		21,990		(3,088	)		236,379
Provision for loan losses		20,653		—		—		4,337		362			25,352
Non-interest income		62,840		17,959		9,702		1,580		(4,761	)		87,320
Non-interest expense		169,938		13,984		8,905		13,116		791			206,734
Intangible amortization		4,838		251		320		—		—			5,409
Income tax expense (benefit)		22,561		1,344		208		2,348		(3,567	)		22,894
Net income (loss)		62,221		2,389		366		3,769		(5,435	)		63,310
Total assets		9,755,499		19,869		18,435		171,312		(13,771	)		9,951,344
Total intangibles		575,300		11,716		11,458		1,809		—			600,283

At or for the Nine Months Ended September 30, 2010	Community Banking		Wealth Management		Insurance		Consumer Finance		Parent and Other			Consolidated
Interest income	$	252,988	$	10	$	155	$	24,660	$	3,041		$	280,854
Interest expense		57,593		—		—		3,673		7,443			68,709
Net interest income		195,395		10		155		20,987		(4,402	)		212,145
Provision for loan losses		31,451		—		—		4,547		518			36,516
Non-interest income		62,389		15,339		10,045		1,710		(3,011	)		86,472
Non-interest expense		154,399		12,209		8,835		11,953		337			187,733
Intangible amortization		4,458		263		320		—		—			5,041
Income tax expense (benefit)		17,773		1,037		375		2,237		(3,214	)		18,208
Net income (loss)		49,703		1,840		670		3,960		(5,054	)		51,119
Total assets		8,800,430		20,139		19,642		168,269		(15,437	)		8,993,043
Total intangibles		537,073		12,054		11,884		1,809		—			562,820

XML

Fair Value Measurements (Tables)

9 Months Ended

Sep. 30, 2011

Fair Value Measurements [Abstract]

Balances Of Assets And Liabilities Measured At Fair Value On A Recurring Basis

	Level 1		Level 2		Level 3		Total
September 30, 2011
Assets measured at fair value:
Available for sale debt securities:
U.S. Treasury and other U.S. government agencies and corporations	$	—	$	308,789	$	—	$	308,789
Residential mortgage-backed securities:
Agency mortgage-backed securities		—		233,184		—		233,184
Agency collateralized mortgage obligations		—		206,312		—		206,312
Non-agency collateralized mortgage obligations		—		31		—		31
States of the U.S. and political subdivisions		—		41,747		—		41,747
Collateralized debt obligations		—		—		5,685		5,685
Other debt securities		—		—		4,973		4,973
		—		790,063		10,658		800,721
Available for sale equity securities:
Financial services industry		324		987		388		1,699
Insurance services industry		35		—		—		35
		359		987		388		1,734
		359		791,050		11,046		802,455
Derivative financial instruments		—		51,984		—		51,984
	$	359	$	843,034	$	11,046	$	854,439
Liabilities measured at fair value:
Derivative financial instruments		—	$	51,870		—	$	51,870
		—	$	51,870		—	$	51,870

	Level 1		Level 2		Level 3		Total
December 31, 2010
Assets measured at fair value:
Available for sale debt securities:
U.S. Treasury and other U.S. government agencies and corporations	$	—	$	300,568	$	—	$	300,568
Residential mortgage-backed securities:
Agency mortgage-backed securities		—		211,507		—		211,507
Agency collateralized mortgage obligations		—		147,866		—		147,866
Non-agency collateralized mortgage obligations		—		38		—		38
States of the U.S. and political subdivisions		—		58,738		—		58,738
Collateralized debt obligations		—		—		5,974		5,974
Other debt securities		—		—		11,245		11,245
		—		718,717		17,219		735,936
Available for sale equity securities:
Financial services industry		470		1,313		375		2,158
Insurance services industry		31		—		—		31
		501		1,313		375		2,189
		501		720,030		17,594		738,125
Derivative financial instruments		—		25,631		—		25,631
	$	501	$	745,661	$	17,594	$	763,756
Liabilities measured at fair value:
Derivative financial instruments		—	$	25,043		—	$	25,043
		—	$	25,043		—	$	25,043

Additional Information About Assets Measured At Fair Value On A Recurring Basis

	Collateralized Debt Obligations			Other Debt Securities			Equity Securities		Total
Nine Months Ended September 30, 2011
Balance at beginning of period	$	5,974		$	11,245		$	375	$	17,594
Total gains (losses) – realized/unrealized:
Included in earnings		(37	)		(48	)		—		(85	)
Included in other comprehensive income		(252	)		(130	)		13		(369	)
Redemptions		—			(6,094	)		—		(6,094	)
Transfers in and/or (out) of Level 3		—			—			—		—
Balance at end of period	$	5,685		$	4,973		$	388	$	11,046

	Collateralized Debt Obligations			Other Debt Securities		Equity Securities		Total
Twelve Months Ended December 31, 2010
Balance at beginning of period	$	4,824		$	10,430	$	333	$	15,587
Total gains (losses) – realized/unrealized:
Included in earnings		(2,281	)		—		—		(2,281	)
Included in other comprehensive income		3,431			815		42		4,288
Purchases, issuances, and settlements		—			—		—		—
Transfers in and/or (out) of Level 3		—			—		—		—
Balance at end of period	$	5,974		$	11,245	$	375	$	17,594

Hierarchy Level And The Fair Value Of The Related Assets Or Portfolios

	Level 1		Level 2		Level 3		Total
September 30, 2011
Impaired loans	$	—	$	639	$	27,952	$	28,591
Other real estate owned		—		4,327		12,160		16,487
December 31, 2010
Impaired loans		—		1,157		26,082		27,239
Other real estate owned		—		18,429		12,337		30,766

Estimated Fair Values Of The Corporation's Financial Instruments

	September 30, 2011				December 31, 2010
	Carrying Amount		Fair Value		Carrying Amount		Fair Value
Financial Assets
Cash and cash equivalents	$	232,735	$	232,735	$	131,571	$	131,571
Securities available for sale		802,455		802,455		738,125		738,125
Securities held to maturity		984,201		1,020,643		940,481		959,414
Net loans, including loans held for sale		6,690,034		6,754,328		5,994,735		6,035,129
Bank owned life insurance		207,600		207,600		208,051		208,051
Accrued interest receivable		26,462		26,462		25,345		25,345
Financial Liabilities
Deposits		7,368,289		7,405,661		6,646,143		6,677,301
Short-term borrowings		817,343		817,343		753,603		754,211
Long-term debt		222,788		229,626		192,058		197,397
Junior subordinated debt		203,954		169,745		204,036		141,061
Accrued interest payable		6,388		6,388		6,866		6,866

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Securities (Summary Of Fair Values And Unrealized Losses Of Securities, Segregated By Length Of Impairment) (Details) (USD $) In Thousands	Sep. 30, 2011	Dec. 31, 2010
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value	$ 38,768	$ 147,102
Securities available for sale, Less than 12 Months, Unrealized Losses	(78)	(968)
Securities available for sale, Greater than 12 Months, Fair Value	11,294	13,843
Securities available for sale, Greater than 12 Months, Unrealized Losses	(15,463)	(15,055)
Securities available for sale, Fair Value, Total	50,062	160,945
Securities available for sale, Unrealized Losses, Total	(15,541)	(16,023)
Securities held to maturity, Less than 12 Months, Fair Value	17,723	245,294
Securities held to maturity, Less than 12 Months, Unrealized Losses	(189)	(5,395)
Securities held to maturity, Greater than 12 Months, Fair Value	12,124	16,700
Securities held to maturity, Greater than 12 Months, Unrealized Losses	(1,717)	(2,354)
Securities held to maturity, Fair Value, Total	29,847	261,994
Securities held to maturity, Unrealized Losses, Total	(1,906)	(7,749)
U.S. Treasury And Other U.S. Government Agencies And Corporations [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value	38,449	117,140
Securities available for sale, Less than 12 Months, Unrealized Losses	(59)	(688)
Securities available for sale, Fair Value, Total	38,449	117,140
Securities available for sale, Unrealized Losses, Total	(59)	(688)
Agency Mortgage Backed Securities [Member]
Schedule Of Securities [Line Items]
Securities held to maturity, Less than 12 Months, Fair Value		156,544
Securities held to maturity, Less than 12 Months, Unrealized Losses		(3,079)
Securities held to maturity, Fair Value, Total		156,544
Securities held to maturity, Unrealized Losses, Total		(3,079)
Agency Collateralized Mortgage Obligations [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value		22,616
Securities available for sale, Less than 12 Months, Unrealized Losses		(192)
Securities available for sale, Fair Value, Total		22,616
Securities available for sale, Unrealized Losses, Total		(192)
Securities held to maturity, Less than 12 Months, Fair Value	12,651	39,074
Securities held to maturity, Less than 12 Months, Unrealized Losses	(172)	(889)
Securities held to maturity, Fair Value, Total	12,651	39,074
Securities held to maturity, Unrealized Losses, Total	(172)	(889)
Non-Agency Collateralized Mortgage Obligations [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value	31
Securities available for sale, Less than 12 Months, Unrealized Losses	(1)
Securities available for sale, Fair Value, Total	31
Securities available for sale, Unrealized Losses, Total	(1)
Securities held to maturity, Less than 12 Months, Fair Value	3,594	2,551
Securities held to maturity, Less than 12 Months, Unrealized Losses	(11)	(12)
Securities held to maturity, Greater than 12 Months, Fair Value	8,913	10,739
Securities held to maturity, Greater than 12 Months, Unrealized Losses	(1,124)	(1,319)
Securities held to maturity, Fair Value, Total	12,507	13,290
Securities held to maturity, Unrealized Losses, Total	(1,135)	(1,331)
States Of The U.S. And Political Subdivisions [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value		3,322
Securities available for sale, Less than 12 Months, Unrealized Losses		(26)
Securities available for sale, Fair Value, Total		3,322
Securities available for sale, Unrealized Losses, Total		(26)
Securities held to maturity, Less than 12 Months, Fair Value	1,478	47,125
Securities held to maturity, Less than 12 Months, Unrealized Losses	(6)	(1,415)
Securities held to maturity, Greater than 12 Months, Fair Value		2,319
Securities held to maturity, Greater than 12 Months, Unrealized Losses		(215)
Securities held to maturity, Fair Value, Total	1,478	49,444
Securities held to maturity, Unrealized Losses, Total	(6)	(1,630)
Collateralized Debt Obligations [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Greater than 12 Months, Fair Value	5,685	5,974
Securities available for sale, Greater than 12 Months, Unrealized Losses	(13,539)	(13,314)
Securities available for sale, Fair Value, Total	5,685	5,974
Securities available for sale, Unrealized Losses, Total	(13,539)	(13,314)
Securities held to maturity, Greater than 12 Months, Fair Value	2,043	2,354
Securities held to maturity, Greater than 12 Months, Unrealized Losses	(434)	(778)
Securities held to maturity, Fair Value, Total	2,043	2,354
Securities held to maturity, Unrealized Losses, Total	(434)	(778)
Other Debt Securities [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value		4,024
Securities available for sale, Less than 12 Months, Unrealized Losses		(62)
Securities available for sale, Greater than 12 Months, Fair Value	4,973	7,221
Securities available for sale, Greater than 12 Months, Unrealized Losses	(1,887)	(1,682)
Securities available for sale, Fair Value, Total	4,973	11,245
Securities available for sale, Unrealized Losses, Total	(1,887)	(1,744)
Securities held to maturity, Greater than 12 Months, Fair Value	1,168	1,288
Securities held to maturity, Greater than 12 Months, Unrealized Losses	(159)	(42)
Securities held to maturity, Fair Value, Total	1,168	1,288
Securities held to maturity, Unrealized Losses, Total	(159)	(42)
Equity Securities [Member]
Schedule Of Securities [Line Items]
Securities available for sale, Less than 12 Months, Fair Value	288
Securities available for sale, Less than 12 Months, Unrealized Losses	(18)
Securities available for sale, Greater than 12 Months, Fair Value	636	648
Securities available for sale, Greater than 12 Months, Unrealized Losses	(37)	(59)
Securities available for sale, Fair Value, Total	924	648
Securities available for sale, Unrealized Losses, Total	$ (55)	$ (59)

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Junior Subordinated Debt (Tables)

9 Months Ended

Sep. 30, 2011

Junior Subordinated Debt [Abstract]

Junior Subordinated Debt

	F.N.B. Statutory Trust I			F.N.B. Statutory Trust II			Omega Financial Capital  Trust I			Sun  Bancorp Statutory Trust I
Trust preferred securities	$	125,000		$	21,500		$	36,000		$	16,500
Common securities		3,866			665			1,114			511
Junior subordinated debt		128,866			22,165			35,912			17,011
Stated maturity date		3/31/33			6/15/36			10/18/34			2/22/31
Interest rate		3.50	%		2.00	%		2.44	%		10.20	%
		variable; LIBOR plus 325 basis points			variable; LIBOR plus 165 basis points			variable; LIBOR plus 219 basis points