Derivative Instruments And Hedging Activities - Narrative (Detail) $ in Thousands	12 Months Ended
Dec. 31, 2020 USD ($) contract Swap position	Dec. 31, 2019 USD ($) Swap contract
Derivative Instruments, Gain (Loss) [Line Items]
Reclassification from AOCI to interest expense	$ 14,800
Period for hedging exposure to the variability in future cash flows for forecasted transactions	59 months
Derivative, net liability position, fair value	$ 102,100
Interest Rate Contract
Derivative Instruments, Gain (Loss) [Line Items]
Cash collateral pledged	$ 97,641	$ 45,727
Not Designated as Hedging Instrument \| Minimum
Derivative Instruments, Gain (Loss) [Line Items]
Derivative expiration period	30 days
Not Designated as Hedging Instrument \| Maximum
Derivative Instruments, Gain (Loss) [Line Items]
Derivative expiration period	60 days
Not Designated as Hedging Instrument \| Interest rate swaps
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swaps \| Swap	155	140
Derivative notional amount	$ 1,400,000	$ 1,400,000
Not Designated as Hedging Instrument \| Interest rate caps
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swaps \| Swap	12	4
Derivative notional amount	$ 204,900	$ 78,600
Not Designated as Hedging Instrument \| Residential mortgage loan commitments
Derivative Instruments, Gain (Loss) [Line Items]
Derivative notional amount	11,900	4,500
Not Designated as Hedging Instrument \| Credit contracts
Derivative Instruments, Gain (Loss) [Line Items]
Derivative notional amount	$ 177,200	$ 167,100
Cash Flow Hedging \| Designated as Hedging Instrument \| Interest rate swaps
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swaps \| contract	5	4
Derivative notional amount	$ 1,100,000	$ 725,000
Fair Value Hedging \| Designated as Hedging Instrument \| Interest rate swaps
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate swaps \| position	24
Derivative notional amount	$ 272,300

Period for Hedging Exposure to the Variability in Future Cash Flows for Forecasted Transactions

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- Definition

Amount of right to receive cash collateral under master netting arrangements that have not been offset against derivative liabilities.

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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.

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No definition available.

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The estimated value of gains (losses), net anticipated to be transferred in the future from accumulated other comprehensive income into earnings.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
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- Definition

The aggregate fair value amounts of derivative instruments that contain credit-risk-related contingent features that are in a net liability position at the end of the reporting period. For nonderivative instruments that are designated and qualify as hedging instruments, the fair value amounts are the carrying value of the nonderivative hedging instrument, including the adjustment for the foreign currency transaction gain (loss) on that instrument.

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Nominal or face amount used to calculate payment on derivative.

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The number of derivative instruments of a particular group held by the entity.

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Period remaining until the derivative contract matures, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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