DERIVATIVES - Additional Information (Detail) (USD $) In Millions, unless otherwise specified	1 Months Ended	3 Months Ended	6 Months Ended
Mar. 30, 2009	Jun. 30, 2011 Entity	Dec. 31, 2010	Jun. 30, 2011 Entity
Derivative Instruments and Hedging Activities Disclosure [Line Items]
Maximum derivative notional position as a percentage of assets		35.00%		35.00%
Maximum credit exposure as a percentage of capital		3.00%		3.00%
Maximum single counterparty credit risk exposure				$ 20
Total counterparty notional amount outstanding		361.8		361.8
Number of counterparties		6		6
Outstanding liability from counterparty contracts		18.9		18.9
Cash collateral posted with derivative counterparties		17.0	12.5	17.0
Trust preferred swap entered	20.0
Period of swap	10 years
Effective fixed derivative interest rate		6.20%		6.20%
Swap terminated			20.0
Pre-tax loss included in accumulated other comprehensive income (loss)			(0.6)
Recognition of loss		$ 0.6

Credit Risk Derivatives, Maximum Percent of Credit Exposure to Capital

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Credit Risk Derivatives, Maximum Percent of Derivative Notional Amounts to Assets

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Derivative Instruments and Hedging Activities Disclosure [Line Items]

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Notional Amount Of Derivatives, Terminations

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Number Of Derivative Counterparty

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

+ References

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Reflects the maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity.

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Fair value as of the balance sheet date of credit risk derivative liabilities, which includes all such derivative instruments in hedging and non-hedging relationships that are recognized as liabilities on the balance sheet.

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Fixed interest rate related to the interest rate derivative.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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The effective portion of loss reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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Maximum length of time over which the entity is hedging its exposure to the variability in future cash flows for forecasted transactions, excluding those forecasted transactions related to the payment of variable interest on existing financial instruments.

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Aggregate notional amount of credit risk derivatives.

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Aggregate notional amount of all interest rate derivatives designated as hedging instruments in cash flow hedges. Notional amount refers to the monetary amount specified in the interest rate derivative contract.

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