Impairment of Investment Securities - Additional Information (Detail) (USD $)	3 Months Ended				9 Months Ended
	Sep. 30, 2012 Bank		Sep. 30, 2011		Sep. 30, 2012 Security Bank		Sep. 30, 2011		Dec. 31, 2011
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Amortized cost	$ 1,123,728,000				$ 1,123,728,000				$ 1,140,212,000
Corporate/Mortgage-Backed Securities, Estimated fair value	1,130,822,000				1,130,822,000				1,142,776,000
Gross unrealized loss	(29,645,000)				(29,645,000)
Available for sale securities book value	52,696,000				52,696,000
Number of banks and other financial institutions comprising the security	339				339
Number of pooled securities representing senior tranches					2
Amount of pooled issues that remained above investment grade	2,900,000				2,900,000
Amount of book value of the pooled issues	52,700,000				52,700,000
Collateral issued by financial institutions	15,000,000,000				15,000,000,000
Estimate of future cash flows prepayment percentage in year three					20.00%
Estimate of future cash flows prepayment percentage year four					20.00%
Estimate of future cash flows prepayment percentage thereafter					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%
Excess recognized as an adjustment to yield	436,000	[1]	0	[1]	942,000	[1]	0	[1]
Minimum [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Subordinated tranches range	7.00%				7.00%
Total principal amount of the respective securities	5.00%				5.00%
Excess subordination as a percentage of current performing collateral					10.00%
Probabilities for performing collateral range					0.33%
Excess present value of future cash flows over our current book value					14.00%
Maximum [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Subordinated tranches range	35.00%				35.00%
Excess subordination as a percentage of current performing collateral					566.00%
Probabilities for performing collateral range					75.00%
Excess present value of future cash flows over our current book value					144.00%
Trust preferred collateralized debt obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Non-credit related losses on securities							200,000
Non-credit related gains on securities					1,500,000
Corporate/Mortgage-Backed Securities, Estimated fair value	23,100,000				23,100,000
Available for sale securities book value	52,700,000				52,700,000
Percentage of Current Performing Collateral	0.00%				0.00%
Corporate Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Amortized cost	10,800,000				10,800,000				11,800,000
Corporate/Mortgage-Backed Securities, Estimated fair value	11,100,000				11,100,000				11,400,000
Gross unrealized loss	$ 0				$ 0				$ 600,000

[1] Represents the increase in cash flows recognized in interest income during the period.