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Note Fair value measurement - Additional Information (Detail)
 12 Months Ended
Dec. 31, 2018
Dec. 31, 2017
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Fair Value, Level 3 Transfers out, Description   During the year ended December 31, 2017, certain MBS and CMO’s were transferred from Level 3 to Level 2 due to a change in valuation technique from an internally-prepared pricing matrix and discounted cash flow models, respectively, to a bond’s theoretical value.
Mortgage Servicing Rights    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Fair Value Measurements, Sensitivity Analysis, Description The significant unobservable inputs used in the fair value measurement of the Corporation’s mortgage servicing rights are constant prepayment rates and discount rates. Increases in interest rates may result in lower prepayments. Discount rates vary according to products and / or portfolios depending on the perceived risk. Increases in discount rates result in a lower fair value measurement.  
Mortgage Backed Securities | Trading account debt securities    
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation    
Fair Value Measurements, Sensitivity Analysis, Description The significant unobservable inputs used in the fair value measurement of the Corporation’s collateralized mortgage obligations and interest-only collateralized mortgage obligation (reported as “other”), which are classified in the “trading” category, are yield, constant prepayment rate, and weighted average life. Significant increases (decreases) in any of those inputs in isolation would result in significantly lower (higher) fair value measurement. Generally, a change in the assumption used for the constant prepayment rate will generate a directionally opposite change in the weighted average life. For example, as the average life is reduced by a higher constant prepayment rate, a lower yield will be realized, and when there is a reduction in the constant prepayment rate, the average life of these collateralized mortgage obligations will extend, thus resulting in a higher yield.