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Derivative Financial Instruments Part 1 (Details) (USD $)
 3 Months Ended 9 Months Ended
Sep. 30, 2012
Sep. 30, 2012
Designated as Hedging Instrument [Member]
Forward Contracts [Member]
Dec. 31, 2011
Designated as Hedging Instrument [Member]
Forward Contracts [Member]
Sep. 30, 2012
Not Designated as Hedging Instrument [Member]
Sep. 30, 2011
Not Designated as Hedging Instrument [Member]
Sep. 30, 2012
Not Designated as Hedging Instrument [Member]
Sep. 30, 2011
Not Designated as Hedging Instrument [Member]
Sep. 30, 2012
Not Designated as Hedging Instrument [Member]
Interest Rate Lock Commitments Member]
Dec. 31, 2011
Not Designated as Hedging Instrument [Member]
Interest Rate Lock Commitments Member]
Sep. 30, 2012
Not Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Dec. 31, 2011
Not Designated as Hedging Instrument [Member]
Interest Rate Swap [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]                      
Off-balance sheet obligations   $ 391,500,000 $ 199,500,000         $ 254,600,000 $ 117,500,000    
Negative valuation adjustment   7,500,000 2,200,000                
Positive valuation adjustment               4,300,000 702,000    
Net negative ineffectiveness on MSR fair value       1,800,000   2,700,000          
Net positive ineffectiveness on MSR fair value         2,800,000   4,800,000        
Notional amount of mirror-image derivative contracts                   262,100,000 71,200,000
Termination value of derivatives                   5,500,000 1,800,000
Market value of posted collateral 1,400,000                    
Aggregate notional amount of credit risk participation agreements $ 10,100,000