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Derivative Financial Instruments (Details) | 3 Months Ended | 12 Months Ended |  | 12 Months Ended |
--- | --- | --- | --- | --- | ---
Dec. 31, 2013 USD ($) | Sep. 30, 2013 USD ($) | Jun. 30, 2013 USD ($) | Mar. 31, 2013 USD ($) | Dec. 31, 2012 USD ($) | Sep. 30, 2012 USD ($) | Jun. 30, 2012 USD ($) | Mar. 31, 2012 USD ($) | Dec. 31, 2013 USD ($) | Dec. 31, 2012 USD ($) | Dec. 31, 2011 USD ($) | Dec. 31, 2013 Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges Reclassification out of Accumulated Other Comprehensive Income USD ($) | Dec. 31, 2013 Interest rate swap, entered in July 2005, maturity in July 2020 Cash flow hedge USD ($) item | Dec. 31, 2013 Interest rate swap, entered in November 2008, maturity in October 2016 Cash flow hedge USD ($) | Dec. 31, 2013 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge USD ($) | Dec. 31, 2013 Interest rate swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP (£) | Dec. 31, 2013 Foreign currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge USD ($) item | Dec. 31, 2013 Foreign currency swap, entered in July 2012, maturity in June 2016 Cash flow hedge GBP (£)
Derivative |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
Fixed Rate/Buy Amount (as a percent) |  |  |  |  |  |  |  |  |  |  |  |  | 3.82% | 5.95% | 1.81% |  |  |
Floating/Exchange Rate Index |  |  |  |  |  |  |  |  |  |  |  |  | BMA Swap Index | 1 Month LIBOR | 1 Month GBP LIBOR |  |  |
Floating/Exchange Rate Index, percentage |  |  |  |  |  |  |  |  |  |  |  |  |  | 1.50% | 1.20% |  |  |
Buy (sell) amount |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | $ 56,800,000 |
Notional amount |  |  |  |  |  |  |  |  |  |  |  |  | 45,600,000 | 26,400,000 |  | 137,000,000 |  | 36,200,000
Semi-annual buy (sell) amount |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 11,000,000 | (7,000,000)
Fair value of hedge, liabilities |  |  |  |  |  |  |  |  |  |  |  |  | (5,681,000) | (2,703,000) | 2,325,000 |  |  |
Fair value of hedge, liabilities |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | (2,756,000) |
Number of interest-rate swap contracts |  |  |  |  |  |  |  |  |  |  |  |  | 3 |  |  |  |  |
Exchange rate USD/GBP |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 1.5695 |
Number of foreign exchange contracts |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 5 |
Fair value of hedge, assets |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2,000,000 |  |  |
Gain (loss) on cash flow hedge, ineffective portion |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 0 |  | 0 |
Earned additional interest income resulting from cash flow hedges |  |  |  |  |  |  |  |  | 100,000 |  |  |  |  |  |  |  |  |
Additional interest expense resulting from cash flow hedges |  |  |  |  |  |  |  |  | 3,000,000 |  |  |  |  |  |  |  |  |
Gains or losses recorded to accumulated other comprehensive loss reclassified to earnings | 297,639,000 | 236,858,000 | 216,725,000 | 233,784,000 | 246,260,000 | 199,043,000 | 204,975,000 | 196,564,000 | 985,006,000 | 846,842,000 | 554,494,000 | 0 |  |  |  |  |  |
Effects of Change in Interest Rates |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
+50 Basis Points |  |  |  |  |  |  |  |  |  |  |  |  | 1,400,000 | 363,000 | 3,019,000 |  | (657,000) |
-50 Basis Points |  |  |  |  |  |  |  |  |  |  |  |  | (1,381,000) | (353,000) | (2,490,000) |  | (57,000) |
+100 Basis Points |  |  |  |  |  |  |  |  |  |  |  |  | 2,791,000 | 722,000 | 5,774,000 |  | (957,000) |
-100 Basis Points |  |  |  |  |  |  |  |  |  |  |  |  | $ (2,772,000) | $ (711,000) | $ (5,244,000) |  | $ 243,000 |

X
- Definition Represents the amount of addition (reduction) to interest income resulting from cash flow and fair value hedges. + References No definition available. + Details
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- Definition Represents the amount of addition (reduction) to interest expense resulting from cash flow and fair value hedges. + References No definition available. + Details
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- Definition The buy (sell) amount related to a fixed price risk swap derivative. + References No definition available. + Details
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- Definition The semi-annual buy (sell) amount related to a fixed price risk swap derivative. + References No definition available. + Details
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- Definition This element represents the effect of decrease in the interest rate by 100 basis points on the fair value of outstanding hedging instruments. + References No definition available. + Details
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- Definition This element represents the effect of decrease in the interest rate by 50 basis points on the fair value of outstanding hedging instruments. + References No definition available. + Details
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- Definition This element represents the effect of increase in the interest rate by 100 basis points on the fair value of outstanding hedging instruments. + References No definition available. + Details
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- Definition This element represents the effect of increase in the interest rate by 50 basis points on the fair value of outstanding hedging instruments. + References No definition available. + Details
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- Definition Nominal or face amount used to calculate payments on the derivative asset. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5580258-113959 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 1A -Subparagraph (d) -URI http://asc.fasb.org/extlink&oid=7476318&loc=SL5579245-113959 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Glossary Notional Amount -URI http://asc.fasb.org/extlink&oid=6519104 + Details
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- Definition The percentage points added to the reference rate to compute the variable rate on the interest rate derivative. + References No definition available. + Details
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- Definition The reference rate for the variable rate of the interest rate derivative, such as LIBOR or the US Treasury rate and the maturity of the reference rate used, such as three months or six months LIBOR. + References No definition available. + Details
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