Impairment of Investment Securities - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2013 Security Bank		Dec. 31, 2012		Dec. 31, 2011
Schedule of Trading Securities and Other Trading Assets [Line Items]
Non-credit related gains (losses) on securities	$ 9,800,000		$ 2,200,000		$ (400,000)
Corporate/Mortgage-Backed Securities, Amortized cost	1,350,466,000		1,169,613,000
Fair Value	1,318,365,000		1,171,303,000
Number of banks and other financial institutions comprising the security	288
Number Of Pooled Securities with No Senior Class	4
Number of Securities with No Excess Subordination	5
Number of Securities with Excess Subordination	5
Collateral issued by financial institutions	15,000,000,000
Fair Value Input Coupon Rates	10.00%
Coupon interest rate	7.00%
Estimate of future cash flows prepayment percentage in year three	40.00%
Estimate of future cash flows prepayment percentage thereafter	2.00%
Prepayment rate	5.00%
Probability percentage assigned to default bank subject to market indicators	10.00%
Probability of default	100.00%
Probability percentage assigned to default bank	100.00%
Projected recovery rate	0.00%
Net securities (losses) gains	(1,158,000)		192,000		2,185,000
Other investments	35,444,000		28,228,000
Percentage of Excess Stock to be Purchased	100.00%
Maximum percentage of stock to be purchased	5.00%
Proceeds from the redemption of FHLB stock	10,904,000		11,568,000		9,063,000
Available for sale securities book value	42,040,000
Excess recognized as an adjustment to yield	(2,375,000)	[1]	(1,462,000)	[1]	(114,000)	[1]
Other than-temporary impairment charge	13,356,000		0		0
Minimum [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Subordinated tranches range	7.00%
Total principal amount of the respective securities	5.00%
Excess subordination as a percentage of current performing collateral	3.00%
Collateral issued by financial institutions	15,000,000,000
Probabilities for performing collateral range	0.33%
Excess percent value of future cash flows over current book value	22.00%
Maximum [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Subordinated tranches range	35.00%
Excess subordination as a percentage of current performing collateral	59.00%
Collateral issued by financial institutions	2,000,000,000
Probabilities for performing collateral range	75.00%
Excess percent value of future cash flows over current book value	163.00%
Over fifteen billion [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Prepayment rate	100.00%
Corporate Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Amortized cost	6,693,000		6,703,000
Fair Value	7,021,000		6,991,000
Obligations of U.S. Government-Sponsored Enterprises [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Total unrealized losses	61.00%
Pooled Trust Preferred Collateralized Debt Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Total unrealized losses	39.00%
Corporate/Mortgage-Backed Securities, Amortized cost	42,040,000		51,866,000
Fair Value	23,523,000		23,373,000
Mm Comm Ix [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Other than-temporary impairment charge	13,400,000
Corporate Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Amortized cost	6,600,000
Net securities (losses) gains	$ 1,300,000
Trust preferred collateralized debt obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Percentage of Current Performing Collateral	0.00%

[1] Represents the increase in cash flows recognized either as principal payments or interest income during the period.