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Assumptions Used in Black Scholes Model (Detail)	6 Months Ended
Assumptions Used in Black Scholes Model (Detail)	Jun. 30, 2012
Share based Compensation Arrangement by Share based Payment Award, Fair Value Assumptions, Method Used [Line Items]
Risk-free interest rate	1.36%
Expected price volatility	46.22%
Dividend yield	3.29%
Forfeiture rate	4.77%
Weighted-average expected life, until exercise	7 years 2 months 12 days

The estimated measure of the percentage by which a share price is expected to fluctuate during a period. Volatility also may be defined as a probability-weighted measure of the dispersion of returns about the mean. The volatility of a share price is the standard deviation of the continuously compounded rates of return on the share over a specified period. That is the same as the standard deviation of the differences in the natural logarithms of the stock prices plus dividends, if any, over the period.

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