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Impairment of Investment Securities - Additional Information (Detail) (USD $)	12 Months Ended
	Dec. 31, 2012 Security Bank	Dec. 31, 2011	Dec. 31, 2010
Schedule of Trading Securities and Other Trading Assets [Line Items]
Non-credit related gains on securities	$ 2,200,000	$ 400,000
Corporate/Mortgage-Backed Securities, Amortized cost	1,169,613,000	1,140,212,000
Corporate/Mortgage-Backed Securities, Estimated fair value	1,171,303,000	1,142,776,000
Gross unrealized loss	28,960,000	32,486,000
Available for sale securities book value	51,866,000
Number of banks and other financial institutions comprising the security	335
Number of pooled securities representing senior tranches	2
Amount of pooled issues that remained above investment grade	2,200,000
Amount of book value of the pooled issues	51,900,000
Collateral issued by financial institutions	15,000,000,000
Estimate of future cash flows prepayment percentage in year three	40.00%
Estimate of future cash flows prepayment percentage thereafter	2.00%
Coupon interest rate	7.00%
Prepayment rate	5.00%
Probability of default	100.00%
Projected recovery rate	0.00%
Probability percentage assigned to default bank subject to market indicators	10.00%
Probability percentage assigned to default bank	100.00%
Excess recognized as an adjustment to yield	(1,462,000)	(114,000)	0
Minimum [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Subordinated tranches range	7.00%
Total principal amount of the respective securities	5.00%
Excess subordination as a percentage of current performing collateral	6.00%
Collateral issued by financial institutions	15,000,000,000
Probabilities for performing collateral range	0.33%
Excess percent value of future cash flows over current book value	13.00%
Maximum [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Subordinated tranches range	35.00%
Excess subordination as a percentage of current performing collateral	573.00%
Collateral issued by financial institutions	2,000,000,000
Probabilities for performing collateral range	75.00%
Excess percent value of future cash flows over current book value	148.00%
Over fifteen billion [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Prepayment rate	100.00%
Pooled Trust Preferred Collateralized Debt Obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Pooled trust preferred collateralized debt obligations	98.00%
Corporate/Mortgage-Backed Securities, Amortized cost	51,866,000	54,762,000
Corporate/Mortgage-Backed Securities, Estimated fair value	23,373,000	22,980,000
Gross unrealized loss	28,496,000	31,785,000
Nonperforming securities	15,800,000
Obligations of U.S. Government [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Total unrealized losses	2.00%
Equities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Amortized cost	1,859,000	1,860,000
Corporate/Mortgage-Backed Securities, Estimated fair value	1,975,000	1,860,000
Gross unrealized loss	0	0
Impairment recognized on equity securities	0	0
Other than-temporary impairment charge			400,000
Corporate Securities [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Amortized cost	6,700,000	11,800,000
Corporate/Mortgage-Backed Securities, Estimated fair value	7,000,000	11,400,000
Gross unrealized loss		600,000
Trust preferred collateralized debt obligations [Member]
Schedule of Trading Securities and Other Trading Assets [Line Items]
Corporate/Mortgage-Backed Securities, Estimated fair value	23,400,000
Available for sale securities book value	$ 51,900,000
Percentage of Current Performing Collateral	0.00%

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Available-for-sale securities recognized on a nonaccrual basis due to performance of the asset.

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Current performing collateral related to the security.

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Probabilities for performing collateral range.

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