Derivative instruments and hedging activities- Additional Information (Detail) (USD $)	12 Months Ended
Dec. 31, 2011	Dec. 31, 2010	Dec. 31, 2009
Derivative [Line Items]
Derivative, Credit Risk	By using derivative instruments, the Corporation exposes itself to credit and market risk. If a counterparty fails to fulfill its performance obligations under a derivative contract, the Corporation’s credit risk will equal the fair value of the derivative asset. Generally, when the fair value of a derivative contract is positive, this indicates that the counterparty owes the Corporation, thus creating a repayment risk for the Corporation. To manage the level of credit risk, the Corporation deals with counterparties of good credit standing, enters into master netting agreements whenever possible and, when appropriate, obtains collateral. On the other hand, when the fair value of a derivative contract is negative, the Corporation owes the counterparty and, therefore, the fair value of derivatives liabilities incorporates nonperformance risk or the risk that the obligation will not be fulfilled.
Derivatives, Offsetting Fair Value Amounts, Policy [Policy Text Block]	Pursuant to the Corporation's accounting policy, the fair value of derivatives is not offset with the amounts for the right to reclaim cash collateral or the obligation to return cash collateral.
Derivative, Collateral, Right to Reclaim Cash	$ 72,000,000	$ 86,000,000
Derivative, Collateral, Obligation to Return Cash	2,000,000	3,000,000
Derivative, Net Liability Position, Aggregate Fair Value	57,000,000	67,000,000
Collateral Already Posted, Aggregate Fair Value	72,000,000	86,000,000
Additional Collateral, Aggregate Fair Value	0	0
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months	2,294,000
Fair Value Hedges, Net	0	0
Gain (Loss) on Derivative Instruments Held for Trading Purposes, Net	$ (42,293,000)	$ (15,033,000)	$ (19,534,000)
Cash Flow Hedging [Member]
Derivative [Line Items]
Derivative, Higher Remaining Maturity Range	79

The aggregate fair value of additional assets that would be required to be posted as collateral for derivative instruments with credit-risk-related contingent features if the credit-risk-related contingent features were triggered at the end of the reporting period.

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The estimated net amount of existing gains or losses on cash flow hedges at the reporting date expected to be reclassified to earnings within the next 12 months.

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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.

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The amount of the obligation to return cash collateral under master netting arrangements that have not been offset against net derivative instrument positions.

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The amount of the right to reclaim cash collateral under master netting arrangements that have not been offset against net derivative instrument positions.

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Describes the risk that a counterparty to the derivative instrument will not perform.

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The high end of the range of time remaining until maturity when a range is presented for a group of derivatives.

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The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Disclosure of accounting policy for offsetting or not offsetting fair value amounts recognized for derivative instruments against such amounts recognized for the right to reclaim cash collateral (a receivable) or the obligation to return cash collateral (a payable) arising from derivative instruments recognized at fair value.

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Net fair value of all derivative instruments designated as fair value hedging instruments.

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Aggregate net gain and losses (whether realized or unrealized) on all derivative instruments held for trading purposes whether or not settled physically.

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