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REGULATORY MATTERS, COMMITMENTS AND CONTINGENCIES - Additional Information (Detail) $ in Millions	6 Months Ended
	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%

X

- Definition

The percentage by which the company's Common Equity Tier 1 Risk Based Capital must exceeds the minimum required for no restrictions in the first year of transition period under Basel III rule.

+ References

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Common Equity Tier 1 capital divided by risk weighted assets as defined by new Basel III rule.

+ References

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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.

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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.

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- Definition

Minimum Tier 1 capital to average assets for capital adequacy purposes as required by Basel III rule.

+ References

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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.

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- Definition

Minimun Total capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

+ References

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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

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Minimun Tier 1 capital to risk weight assets for capital adequacy purposes plus capital conservation buffer as required by Basel III rule.

+ References

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

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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

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