Derivative and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2011

Derivative and Hedging Activities [Abstract]

Summary of Fair Value of Derivative Instruments Designated as Cash flow hedges

	Notional				Balance Sheet	Weighted Average
	Amount		Fair Value		Category	Receive Rate		Pay Rate		Maturity
December 31, 2011	($ in Thousands)
Interest rate swap — short-term funding	$	100,000	$	(2,011)	Other liabilities	0.07	%	3.04	%	8 months
December 31, 2010
Interest rate swap — short-term funding	$	200,000	$	(6,295)	Other liabilities	0.19	%	3.15	%	14 months

Gains and losses recognized on the Corporation's derivative instruments designated as cash flow hedges

The table below identifies the gains and losses recognized on the Corporation’s derivative instruments designated as cash flow hedges.

									Gross
	Amount of		Category of		Amount of			Category of	Amount of
	Gain /(Loss)		Gain /(Loss)		Gain /(Loss)			Gain /(Loss)	Gain /(Loss)
	Recognized in		Reclassified		Reclassified			Recognized in	Recognized
	OCI on		from AOCI into		from AOCI into			Income on	in Income on
	Derivatives		Income		Income			Derivatives	Derivatives
	(Effective		(Effective		(Effective			(Ineffective	(Ineffective
	Portion)		Portion)		Portion)			Portion)	Portion)
	($ in Thousands)

Year Ended December 31, 2011				Interest Expense			Interest Expense
				Short-term				Short-term
Interest rate swap — short-term funding	$	(557)		funding	$	4,708		funding	$	13

Year Ended December 31, 2010				Interest Expense			Interest Expense
				Short-term				Short-term
Interest rate swap — short-term funding	$	(4,542)		funding	$	6,013		funding	$	(201)

Balance sheet category and fair values of derivative instruments not designated as hedging instruments

The table below identifies the balance sheet category and fair values of the Corporation's derivative instruments not designated
as hedging instruments.
						Weighted Average
	Notional				Balance Sheet	Receive		Pay
	Amount		Fair Value		Category	Rate ⁽¹⁾		Rate ⁽¹⁾		Maturity
	($ in Thousands)
December 31, 2011
Interest rate-related instruments — customer and mirror	$	1,563,831	$	71,143	Other assets	1.66	%	1.66	%	45 months
Interest rate-related instruments — customer and mirror		1,563,831		(78,064)	Other liabilities	1.66	%	1.66	%	45 months
Interest rate lock commitments (mortgage)		235,375		4,571	Other assets	—		—		—
Forward commitments (mortgage)		437,500		(4,771)	Other liabilities	—		—		—
Foreign currency exchange forwards		52,973		2,079	Other assets	—		—		—
Foreign currency exchange forwards		44,107		(1,891)	Other liabilities	—		—		—
Purchased options (time deposit)		54,780		2,854	Other assets	—		—		—
Written options (time deposit)		54,780		(2,854)	Other liabilities	—		—		—

December 31, 2010
Interest rate-related instruments — customer and mirror	$	1,268,502	$	54,154	Other assets	1.78	%	1.78	%	41 months
Interest rate-related instruments — customer and mirror		1,268,502		(58,632)	Other liabilities	1.78	%	1.78	%	41 months
Interest rate lock commitments (mortgage)		129,377		(78)	Other liabilities	—		—		—
Forward commitments (mortgage)		281,000		5,617	Other assets	—		—		—
Foreign currency exchange forwards		56,584		1,530	Other assets	—		—		—
Foreign currency exchange forwards		48,652		(1,289)	Other liabilities	—		—		—

(1) Reflects the weighted average receive rate and pay rate for the interest rate swap derivative financial instruments only.

Gain (loss) on derivative instruments not designated as hedging instruments

The table below identifies the income statement category of the gains and losses recognized in income on the Corporation’s
derivative instruments not designated as hedging instruments.

	Income Statement Category of	Gain /(Loss)
	Gain /(Loss) Recognized in Income	Recognized in Income
			($ in Thousands)
Year ended December 31, 2011
Interest rate-related instruments —customer and mirror, net	Capital market fees, net		(2,443)
Interest rate lock commitments (mortgage)	Mortgage banking, net		4,649
Forward commitments (mortgage)	Mortgage banking, net		(10,388)
Foreign currency exchange forwards	Capital market fees, net		(53)

Year ended December 31, 2010
Interest rate-related instruments —customer and mirror, net	Capital market fees, net		(1,876)
Interest rate lock commitments (mortgage)	Mortgage banking, net		1,293
Forward commitments (mortgage)	Mortgage banking, net		1,105
Foreign currency exchange forwards	Capital market fees, net		(309)

- Definition

Tabular disclosure of the location and amount of gains and losses reported in the statement of financial performance, or when applicable, the statement of financial position. For example, (a) gains and losses recognized in the income statement on derivative instruments designated and qualifying as hedging instruments in fair value hedges and related hedged items designated and qualifying in fair value hedges and (b) gains and losses initially recognized in other comprehensive income on derivative instruments designated and qualifying as cash flow hedges.

+ References+ Details

- Definition

Tabular disclosure of the location and fair value amounts of derivative instruments (and nonderivative instruments that are designated and qualify as hedging instruments) reported in the statement of financial position.

+ References+ Details