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REGULATORY MATTERS, COMMITMENTS AND CONTINGENCIES - Additional Information (Detail) $ in Millions | 6 Months Ended
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Jun. 30, 2019 USD ($)
Commitments To Extend Credit [Member] |
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items] |
Commitments | $ 1,300.0
Commitments To Extend Credit [Member] | Credit Card [Member] |
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items] |
Commitments | 658.2
Commitments To Extend Credit [Member] | Commercial And Financial Standby Letters Of Credit [Member] |
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items] |
Commitments | $ 52.2
Basel III [Member] |
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items] |
Capital Conservation Buffer | 2.50%
Common Equity Tier 1 Capital Conservation Buffer First Year | 0.625%
Basel III [Member] | Minimum [Member] |
Compliance With Regulatory Capital Requirements Under Banking Regulations [Line Items] |
Common Equity Tier1 Capital To Risk Weight Assets Ratio | 4.50%
Common Equity Tier 1 Capital To Risk Weight Assets Ratio Plus Common Equity Tier 1 Capital Conservation Buffer | 7.00%
Total Tier 1 Capital To Risk Weight Assets Ratio | 6.00%
Total Tier 1 Capital To Risk Weight Assets Ratio Plus Common Equity Tier 1 Capital Conservation Buffer | 8.50%
Total Tier 1 Capital And Tier 2 Capital To Risk Weight Assets Ratio | 8.00%
Total Tier 1 Capital And Tier 2 Capital To Risk Weight Assets Ratio Plus Common Equity Tier 1 Capital Conservation Buffer | 10.50%
Leverage Ratio | 4.00%

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- Definition Common Equity Tier 1 capital divided by risk weighted assets as defined by new Basel III rule. + References No definition available. + Details
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- Definition Minimun common equity tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule. + References No definition available. + Details
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- Definition In order to avoid limitations on capital distributions and certain discretionary bonus payments, banking organizations will be requiered to hold a specific amount of excess of their minimum risk-based capital ratios. + References No definition available. + Details
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- Definition Minimum Tier 1 capital to average assets for capital adequacy purposes as required by Basel III rule. + References No definition available. + Details
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- Definition New total tier 1 capital plus tier 2 capital to risk weight assets ratio introduced by Basel III rules. + References No definition available. + Details
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- Definition Minimum Tier 1 capital divided by risk weighted assets for capital adequacy purposes as defined by new Basel III rule. + References No definition available. + Details
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- Definition Minimun Tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule. + References No definition available. + Details
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- Definition Maximum amount of loss due to credit risk that, based on the gross fair value of the financial instrument, the entity would incur if parties to the financial instruments that make up the concentration failed completely to perform according to the terms of the contracts and the collateral or other security, if any, for the amount due proved to be of no value to the entity. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 825 -SubTopic 10 -Section 50 -Paragraph 21 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=109250915&loc=d3e13537-108611 + Details
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