Basis Points Above LIBOR For Variable-Rate Payments

Name:	fcnca_BasisPointsAboveLiborForVariableRatePayments
Namespace Prefix:	fcnca
Data Type:	xbrli:decimalItemType
Balance Type:	na
Period Type:	instant

Fair value of collateral pledged to secure interest rate contracts

Name:	fcnca_FairValueOfCollateralPledgedToSecureInterestRateContracts
Namespace Prefix:	fcnca
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

Incremental interest expense paid to interest rate swap counterparties

Name:	fcnca_IncrementalInterestExpensePaidToInterestRateSwapCounterparties
Namespace Prefix:	fcnca
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	duration

Fixed interest rate related to the interest rate derivative.

Name:	us-gaap_DerivativeFixedInterestRate
Namespace Prefix:	us-gaap
Data Type:	us-types:percentItemType
Balance Type:	na
Period Type:	instant

The number of derivative instruments of a particular group held by the entity.

Name:	us-gaap_DerivativeNumberOfInstrumentsHeld
Namespace Prefix:	us-gaap
Data Type:	xbrli:integerItemType
Balance Type:	na
Period Type:	instant

Aggregate notional amount of interest rate derivatives, which relates to the currency amount specified in the interest rate derivative instruments.

Name:	us-gaap_NotionalAmountOfInterestRateDerivatives
Namespace Prefix:	us-gaap
Data Type:	xbrli:monetaryItemType
Balance Type:	debit
Period Type:	instant

Derivatives (Narrative) (Details) (USD $) In Thousands, unless otherwise specified	6 Months Ended
	Jun. 30, 2011	Jun. 30, 2010	Jun. 30, 2011 Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2006-2011 [Member]	Dec. 31, 2010 Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2006-2011 [Member]	Jun. 30, 2010 Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2006-2011 [Member]	Jun. 30, 2011 Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2011-2016 [Member]	Dec. 31, 2010 Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2011-2016 [Member]	Jun. 30, 2010 Interest Rate Swap Hedging Variable Rate Exposure On Trust Preferred Securities 2011-2016 [Member]
Basis points above LIBOR for variable-rate payments			175			175
notional amount of interest rate derivatives			$ 115,000	$ 115,000	$ 115,000	$ 115,000	$ 115,000	$ 115,000
Number of interest rate swaps	1
Fixed rate payments, interest rate			7.125%			5.50%
Fair value of collateral pledged to secure interest rate contracts	14,691
Incremental interest expense paid to interest rate swap counterparties	$ 2,931	$ 2,951