Impairment of Investment Securities - Additional Information (Detail) (USD $)	6 Months Ended			6 Months Ended				6 Months Ended				3 Months Ended					6 Months Ended					6 Months Ended
	Jun. 30, 2014 Security Rate Bank	Jun. 30, 2013	Dec. 31, 2013	Jun. 30, 2014 Minimum [Member]	Jun. 30, 2014 Maximum [Member]	Jun. 30, 2014 Pooled Trust Preferred Collateralized Debt Obligations [Member]	Dec. 31, 2013 Pooled Trust Preferred Collateralized Debt Obligations [Member]	Jun. 30, 2014 Trust preferred collateralized debt obligations [Member]	Jun. 30, 2013 Trust preferred collateralized debt obligations [Member]	Jun. 30, 2014 Corporate Debt Securities [Member]	Dec. 31, 2013 Corporate Debt Securities [Member]	Jun. 30, 2014 Pooled Trust Preferred Securities [Member]	Jun. 30, 2013 Pooled Trust Preferred Securities [Member]	Jun. 30, 2014 Equity Securities [Member]	Jun. 30, 2013 Equity Securities [Member]	Dec. 31, 2013 Equity Securities [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 1 [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 2 [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 3 [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 3 [Member] Minimum [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 3 [Member] Maximum [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 4 [Member]	Jun. 30, 2014 Asset Size and Coupon Rate 5 [Member]	Jun. 30, 2014 Obligations of U.S. Government-Sponsored Enterprises - Other Government-Sponsored Enterprises [Member]	Jun. 30, 2014 Reported Value Measurement [Member]	Dec. 31, 2013 Reported Value Measurement [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Other than temporary impairment charges recognized	$ 0	$ 0						$ 0	$ 0			$ 0	$ 0	$ 0	$ 0
Percent of unrealized losses						49.00%																		51.00%
Continuous Unrealized Loss Position, Fair Value	789,890,000		931,156,000			26,548,000	23,523,000							0	0
Amortized Cost	1,357,315,000		1,350,466,000			41,851,000	42,040,000			6,688,000	6,693,000			1,420,000		1,420,000
Securities available for sale, at fair value	1,347,611,000		1,318,365,000			28,154,000	23,523,000			7,249,000	7,021,000			1,420,000		1,420,000									1,347,611,000	1,318,365,000
Number of banks and other financial institutions comprising the security	285
Number Of Pooled Securities with No Senior Class	4
Subordinated tranches range				7.00%	35.00%
Total principal amount of the respective securities				5.00%
Number of securities with no excess subordination	5
Number of Securities with Excess Subordination	5
Excess subordination as a percentage of current performing collateral				10.00%	55.00%
Collateral issued by financial institutions																	15,000,000,000			2,000,000,000	15,000,000,000	2,000,000,000
Prepayment rate																	100.00%		5.00%			5.00%	0.00%
Coupon rate	7.00%																7.00%	7.00%				10.00%
Fair Value Inputs , Prepayment Rate Year One and Two																		40.00%
Fair Value Inputs , Prepayment Rate After Year Two																		2.00%
Probability of default	100.00%
Projected recovery rate	0.00%
Probability percentage assigned to default bank subject to market indicators	10.00%
Probability percentage assigned to default bank	100.00%
Probabilities for performing collateral range				0.33%	75.00%
Percentage of Current Performing Collateral								0.00%
Excess present value of future cash flows over our current book value				23.00%	151.00%
Federal Home Loan Bank Stock	44,077,000		35,444,000																						44,077,000	35,444,000
Percentage of Excess Stock to be Purchased	100.00%
Maximum Percentage Of Stock To Be Purchased	5.00%
Proceeds from Sale of Federal Reserve Bank Stock	$ 10,025,000	$ 4,984,000