Wintrust Financial (WTFC) 10-Q 8 Aug 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Jul. 31, 2016
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
Entity Current Reporting Status	Yes
Trading Symbol	WTFC
Entity Registrant Name	WINTRUST FINANCIAL CORP
Entity Central Index Key	1,015,328
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		51,671,067

Consolidated Statements Of Cond

Consolidated Statements Of Condition - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Assets
Cash and due from banks	$ 267,551	$ 271,454	$ 248,094
Federal funds sold and securities purchased under resale agreements	4,024	4,341	4,115
Interest bearing deposits with banks	693,269	607,782	591,721
Available-for-sale securities, at fair value	637,663	1,716,388	2,162,061
Held-to-maturity securities, at amortized cost ($1.0 billion and $878.1 million fair value at June 30, 2016 and December 31, 2015, respectively)	992,211	884,826	0
Trading account securities	3,613	448	1,597
Federal Home Loan Bank and Federal Reserve Bank stock	121,319	101,581	89,818
Brokerage customer receivables	26,866	27,631	29,753
Mortgage loans held-for-sale	554,256	388,038	497,283
Loans, net of unearned income, excluding covered loans	18,174,655	17,118,117	15,513,650
Covered loans	105,248	148,673	193,410
Total loans	18,279,903	17,266,790	15,707,060
Allowance for loan losses	(114,356)	(105,400)	(100,204)
Allowance for covered loan losses	(2,412)	(3,026)	(2,215)
Net loans	18,163,135	17,158,364	15,604,641
Premises and equipment, net	595,792	592,256	571,498
Lease investments, net	103,749	63,170	13,447
FDIC indemnification asset	(11,729)	(6,100)	3,429
Accrued interest receivable and other assets	670,014	597,099	533,175
Trade date securities receivable	1,079,238	0	0
Goodwill	486,095	471,761	421,646
Other intangible assets	21,821	24,209	17,924
Total assets	24,420,616	22,909,348	20,790,202
Deposits:
Non-interest bearing	5,367,672	4,836,420	3,910,310
Interest bearing	14,674,078	13,803,214	13,172,108
Total deposits	20,041,750	18,639,634	17,082,418
Federal Home Loan Bank advances	588,055	853,431	435,721
Other borrowings	252,611	265,785	261,674
Subordinated notes	138,915	138,861	138,808
Junior subordinated debentures	253,566	268,566	249,493
Trade date securities payable	40,000	538	0
Accrued interest payable and other liabilities	482,124	390,259	357,106
Total liabilities	21,797,021	20,557,074	18,525,220
Preferred stock, no par value; 20,000,000 shares authorized:
Common stock, no par value; $1.00 stated value; 100,000,000 shares authorized at June 30, 2016, December 31, 2015 and June 30, 2015; 51,708,585 shares issued at June 30, 2016, 48,468,894 shares issued at December 31, 2015 and 47,762,681 shares issued at June 30, 2015	51,708	48,469	47,763
Surplus	1,350,751	1,190,988	1,159,052
Treasury stock, at cost, 89,430 shares at June 30, 2016, 85,615 shares at December 31, 2015, and 85,424 shares at June 30, 2015	(4,145)	(3,973)	(3,964)
Retained earnings	1,008,464	928,211	872,690
Accumulated other comprehensive loss	(34,440)	(62,708)	(61,871)
Total shareholders' equity	2,623,595	2,352,274	2,264,982
Total liabilities and shareholders' equity	24,420,616	22,909,348	20,790,202
Series C - $1,000 liquidation value; 126,257 shares issued and outstanding at June 30, 2016, 126,287 shares issued and outstanding at December 31, 2015, and 126,312 shares issued and outstanding at June 30, 2015
Preferred stock, no par value; 20,000,000 shares authorized:
Preferred stock, Series C and Series D	126,257	126,287	126,312
Series D - $25 liquidation value; 5,000,000 shares issued and outstanding at June 30, 2016, December 31, 2015 and June 30, 2015
Preferred stock, no par value; 20,000,000 shares authorized:
Preferred stock, Series C and Series D	$ 125,000	$ 125,000	$ 125,000

Consolidated Statements Of Con3

Consolidated Statements Of Condition (Unaudited) (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Held-to-maturity securities, Fair Value	$ 1,010,179	$ 878,111	$ 0
Preferred stock, no par value (usd per share)
Preferred stock, 20,000,000 shares authorized	20,000,000	20,000,000	20,000,000
Common stock, no par value (usd per share)
Common stock, $1.00 stated value (usd per share)	$ 1	$ 1	$ 1
Common stock, 100,000,000 shares authorized	100,000,000	100,000,000	100,000,000
Common stock, shares issued	51,708,585	48,468,894	47,762,681
Treasury stock, shares	89,430	85,615	85,424
Series C Preferred Stock
Preferred stock, liquidation value per share (usd per share)	$ 1,000	$ 1,000	$ 1,000
Preferred stock, shares outstanding	126,257	126,287	126,312
Series D Preferred Stock
Preferred stock, liquidation value per share (usd per share)	$ 25	$ 25	$ 25
Preferred stock, shares outstanding	5,000,000	5,000,000	5,000,000

Consolidated Statements Of Inco

Consolidated Statements Of Income (Unaudited) - USD ($) shares in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest income
Interest and fees on loans	$ 178,530	$ 159,823	$ 351,657	$ 314,499
Interest bearing deposits with banks	793	305	1,539	621
Federal funds sold and securities purchased under resale agreements	1	1	2	3
Investment securities	16,398	14,071	33,588	28,471
Trading account securities	14	51	25	64
Federal Home Loan Bank and Federal Reserve Bank stock	1,112	785	2,049	1,554
Brokerage customer receivables	216	205	435	386
Total interest income	197,064	175,241	389,295	345,598
Interest expense
Interest on deposits	13,594	11,996	26,375	23,810
Interest on Federal Home Loan Bank advances	2,984	1,812	5,870	3,968
Interest on other borrowings	1,086	787	2,144	1,575
Interest on subordinated notes	1,777	1,777	3,554	3,552
Interest on junior subordinated debentures	2,353	1,977	4,573	3,910
Total interest expense	21,794	18,349	42,516	36,815
Net interest income	175,270	156,892	346,779	308,783
Provision for credit losses	9,129	9,482	17,163	15,561
Net interest income after provision for credit losses	166,141	147,410	329,616	293,222
Non-interest income
Wealth management	18,852	18,476	37,172	36,576
Mortgage banking	36,807	36,007	58,542	63,807
Service charges on deposit accounts	7,726	6,474	15,132	12,771
Gains (losses) on available-for-sale securities, net	1,440	(24)	2,765	500
Fees from covered call options	4,649	4,565	6,361	8,925
Trading (losses) gains, net	(316)	160	(484)	(317)
Operating lease income, net	4,005	77	6,811	142
Other	11,636	11,278	27,252	19,150
Total non-interest income	84,799	77,013	153,551	141,554
Non-interest expense
Salaries and employee benefits	100,894	94,421	196,705	184,551
Equipment	9,307	7,855	18,074	15,634
Operating lease equipment depreciation	3,385	59	5,435	116
Occupancy, net	11,943	11,401	23,891	23,752
Data processing	7,138	6,081	13,657	11,529
Advertising and marketing	6,941	6,406	10,720	10,313
Professional fees	5,419	5,074	9,478	9,738
Amortization of other intangible assets	1,248	934	2,546	1,947
FDIC insurance	4,040	3,047	7,653	6,034
OREO expense, net	1,348	841	1,908	2,252
Other	19,306	18,178	34,632	35,749
Total non-interest expense	170,969	154,297	324,699	301,615
Income before taxes	79,971	70,126	158,468	133,161
Income tax expense	29,930	26,295	59,316	50,278
Net income	50,041	43,831	99,152	82,883
Preferred stock dividends and discount accretion	3,628	1,580	7,256	3,161
Net income applicable to common shares	$ 46,413	$ 42,251	$ 91,896	$ 79,722
Net income per common share-Basic (usd per share)	$ 0.94	$ 0.89	$ 1.88	$ 1.68
Net income per common share-Diluted (usd per share)	0.90	0.85	1.80	1.61
Cash dividends declared per common share (usd per share)	$ 0.12	$ 0.11	$ 0.24	$ 0.22
Weighted average common shares outstanding	49,140	47,567	48,794	47,404
Dilutive potential common shares	3,965	4,156	3,887	4,220
Average common shares and dilutive common shares	53,105	51,723	52,681	51,624

Consolidated Statements Of Comp

Consolidated Statements Of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 50,041	$ 43,831	$ 99,152	$ 82,883
Unrealized gains (losses) on securities
Before tax	5,968	(53,400)	31,144	(27,124)
Tax effect	(2,244)	20,959	(12,232)	10,628
Net of tax	3,724	(32,441)	18,912	(16,496)
Reclassification of net gains (losses) included in net income
Before tax	1,440	(24)	2,765	500
Tax effect	(565)	10	(1,086)	(196)
Net of tax	875	(14)	1,679	304
Reclassification of amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale
Before tax	(3,832)	0	(7,257)	0
Tax effect	1,506	0	2,845	0
Net of tax	(2,326)	0	(4,412)	0
Net unrealized gains (losses) on securities	5,175	(32,427)	21,645	(16,800)
Unrealized (losses) gains on derivative instruments
Before tax	(523)	215	(45)	(346)
Tax effect	206	(84)	18	136
Net unrealized (losses) gains on derivative instruments	(317)	131	(27)	(210)
Foreign currency adjustment
Before tax	856	2,072	9,203	(10,218)
Tax effect	(244)	(556)	(2,553)	2,689
Net foreign currency adjustment	612	1,516	6,650	(7,529)
Total other comprehensive income (loss)	5,470	(30,780)	28,268	(24,539)
Comprehensive income	$ 55,511	$ 13,051	$ 127,420	$ 58,344

Consolidated Statements Of Chan

Consolidated Statements Of Changes In Shareholders' Equity (Unaudited) - USD ($) $ in Thousands	Total	Preferred stock	Common stock	Surplus	Treasury stock	Retained earnings	Accumulated other comprehensive loss
Balance at Dec. 31, 2014	$ 2,069,822	$ 126,467	$ 46,881	$ 1,133,955	$ (3,549)	$ 803,400	$ (37,332)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	82,883					82,883
Other comprehensive income, net of tax	(24,539)						(24,539)
Cash dividends declared on common stock	(10,432)					(10,432)
Dividends on preferred stock	(3,161)					(3,161)
Stock-based compensation	5,286			5,286
Issuance of stock	121,151	125,000		(3,849)
Conversion of Series C preferred stock to common stock	0	(155)	4	151
Common stock issued for:
Acquisitions	19,171		422	18,749
Exercise of stock options and warrants	2,448		312	2,266	(130)
Restricted stock awards	160		93	352	(285)
Employee stock purchase plan	1,391		31	1,360
Director compensation plan	802		20	782
Balance at Jun. 30, 2015	2,264,982	251,312	47,763	1,159,052	(3,964)	872,690	(61,871)
Balance at Dec. 31, 2015	2,352,274	251,287	48,469	1,190,988	(3,973)	928,211	(62,708)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	99,152					99,152	0
Other comprehensive income, net of tax	28,268						28,268
Cash dividends declared on common stock	(11,643)					(11,643)
Dividends on preferred stock	(7,256)					(7,256)
Stock-based compensation	4,752			4,752
Issuance of stock	152,823		3,000	149,823
Conversion of Series C preferred stock to common stock	0	(30)	1	29
Common stock issued for:
Exercise of stock options and warrants	3,088		97	2,991
Restricted stock awards	29		87	114	(172)
Employee stock purchase plan	1,299		29	1,270
Director compensation plan	809		25	784
Balance at Jun. 30, 2016	$ 2,623,595	$ 251,257	$ 51,708	$ 1,350,751	$ (4,145)	$ 1,008,464	$ (34,440)

Consolidated Statements Of Cash

Consolidated Statements Of Cash Flows (Unaudited) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Operating Activities:
Net income	$ 99,152	$ 82,883
Adjustments to reconcile net income to net cash used for operating activities
Provision for credit losses	17,163	15,561
Depreciation, amortization and accretion, net	27,296	17,908
Stock-based compensation expense	4,752	5,286
Excess tax benefits from stock-based compensation arrangements	(267)	(476)
Net amortization of premium on securities	1,840	205
Accretion of discount on loans	(15,849)	(15,887)
Mortgage servicing rights fair value change, net	(4,291)	258
Originations and purchases of mortgage loans held-for-sale	(1,948,890)	(2,121,237)
Proceeds from sales of mortgage loans held-for-sale	1,825,686	2,034,173
Bank owned life insurance, net of claims	(1,729)	(1,470)
Increase in trading securities, net	(3,165)	(391)
Net decrease (increase) in brokerage customer receivables	765	(5,532)
Gains on mortgage loans sold	(43,014)	(58,929)
Gains on investment securities, net	(2,765)	(500)
Gains on early extinguishment of debt	(4,305)	0
Losses on sales of premises and equipment, net	3	403
Net losses on sales and fair value adjustments of other real estate owned	322	430
Increase in accrued interest receivable and other assets, net	(116,118)	(42,642)
Increase in accrued interest payable and other liabilities, net	70,756	17,757
Net Cash Used for Operating Activities	(92,658)	(72,200)
Investing Activities:
Proceeds from maturities of available-for-sale securities	529,463	335,286
Proceeds from maturities of held-to-maturity securities	319	0
Proceeds from sales and calls of available-for-sale securities	1,071,996	1,134,033
Proceeds from calls of held-to-maturity securities	281,981	0
Purchases of available-for-sale securities	(1,526,467)	(1,353,356)
Purchases of held-to-maturity securities	(350,078)	0
(Purchase) redemption of Federal Home Loan Bank and Federal Reserve Bank stock, net	(19,738)	1,764
Net cash (paid) received for acquisitions	(18,133)	12,004
Proceeds from sales of other real estate owned	19,455	24,444
Proceeds received from the FDIC related to reimbursements on covered assets	420	150
Net (increase) decrease in interest bearing deposits with banks	(81,250)	406,784
Net increase in loans	(942,958)	(949,907)
Redemption of bank owned life insurance	659	2,701
Purchases of premises and equipment, net	(24,235)	(25,478)
Net Cash Used for Investing Activities	(1,058,566)	(411,575)
Financing Activities:
Increase in deposit accounts	1,302,188	630,785
(Decrease) increase in other borrowings, net	(13,249)	54,645
Decrease in Federal Home Loan Bank advances, net	(271,025)	(293,584)
Proceeds from the issuance of common stock, net	152,823	0
Proceeds from the issuance of preferred stock, net	0	121,151
Redemption of junior subordinated debentures, net	(10,695)	0
Redemption of junior subordinated debentures, net	267	476
Issuance of common shares resulting from the exercise of stock options and the employee stock purchase plan	5,766	5,812
Common stock repurchases	(172)	(415)
Dividends paid	(18,899)	(13,593)
Net Cash Provided by Financing Activities	1,147,004	505,277
Net (Decrease) Increase in Cash and Cash Equivalents	(4,220)	21,502
Cash and Cash Equivalents at Beginning of Period	275,795	230,707
Cash and Cash Equivalents at End of Period	$ 271,575	$ 252,209

Basis of Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2016
Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation The consolidated financial statements of Wintrust Financial Corporation and Subsidiaries (“Wintrust” or “the Company”) presented herein are unaudited, but in the opinion of management reflect all necessary adjustments of a normal or recurring nature for a fair presentation of results as of the dates and for the periods covered by the consolidated financial statements. The accompanying consolidated financial statements are unaudited and do not include information or footnotes necessary for a complete presentation of financial condition, results of operations or cash flows in accordance with U.S. generally accepted accounting principles ("GAAP"). The consolidated financial statements should be read in conjunction with the consolidated financial statements and notes included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 (“ 2015 Form 10-K”). Operating results reported for the three-month and six-month periods are not necessarily indicative of the results which may be expected for the entire year. Reclassifications of certain prior period amounts have been made to conform to the current period presentation. The preparation of the financial statements requires management to make estimates, assumptions and judgments that affect the reported amounts of assets and liabilities. Management believes that the estimates made are reasonable, however, changes in estimates may be required if economic or other conditions develop differently from management’s expectations. Certain policies and accounting principles inherently have a greater reliance on the use of estimates, assumptions and judgments and as such have a greater possibility of producing results that could be materially different than originally reported. Management views critical accounting policies to be those which are highly dependent on subjective or complex judgments, estimates and assumptions, and where changes in those estimates and assumptions could have a significant impact on the financial statements. Management currently views the determination of the allowance for loan losses, allowance for covered loan losses and the allowance for losses on lending-related commitments, loans acquired with evidence of credit quality deterioration since origination, estimations of fair value, the valuations required for impairment testing of goodwill, the valuation and accounting for derivative instruments and income taxes as the accounting areas that require the most subjective and complex judgments, and as such could be the most subject to revision as new information becomes available. Descriptions of the Company's significant accounting policies are included in Note 1 - “Summary of Significant Accounting Policies” of the 2015 Form 10-K.

Recent Accounting Developments

Recent Accounting Developments	6 Months Ended
	Jun. 30, 2016
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recent Accounting Developments	Recent Accounting Developments Revenue Recognition In May 2014, the FASB issued ASU No. 2014-09, which created "Revenue from Contracts with Customers (Topic 606)," to clarify the principles for recognizing revenue and develop a common revenue standard for customer contracts. This ASU provides guidance regarding how an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The ASU also added a new subtopic to the codification, ASC 340-40, "Other Assets and Deferred Costs: Contracts with Customers" to provide guidance on costs related to obtaining and fulfilling a customer contract. Furthermore, the new standard requires disclosure of sufficient information to enable users of financial statements to understand the nature, amount, timing, and uncertainty of revenue and cash flows arising from contracts with customers. At the time ASU No. 2014-09 was issued, the guidance was effective for fiscal years beginning after December 15, 2016. In July 2015, the FASB approved a deferral of the effective date by one year, which would result in the guidance becoming effective for fiscal years beginning after December 15, 2017. The FASB has continued to issue various Updates to clarify and improve specific areas of ASU No. 2014-09. In March 2016, the FASB issued ASU No. 2016-08, "Revenue from Contracts with Customers (Topic 606): Principal versus Agent Considerations (Reporting Revenue Gross versus Net)," to clarify the implementation guidance within ASU No. 2014-09 surrounding principal versus agent considerations and its impact on revenue recognition. In April 2016, the FASB issued ASU No. 2016-10, "Revenue from Contracts with Customers (Topic 606): Identifying Performance Obligations and Licensing," to also clarify the implementation guidance within ASU No. 2014-09 related to these two topics. In May 2016, the FASB issued ASU No. 2016-11, "Revenue Recognition (Topic 605) and Derivative and Hedging (Topic 815): Rescission of SEC Guidance Because of Accounting Standards Updates 2014-09 and 2014-16 Pursuant to Staff Announcements at the March 3, 2016 EITF Meeting," to remove certain areas of SEC Staff Guidance from those specific Topics. Additionally, in May 2016, the FASB issued ASU 2016-12, "Revenue from Contracts with Customers (Topic 606): Narrow-Scope Improvements and Practical Expedients," to clarify specific aspects of implementation, including the collectibility criterion, exclusion of sale taxes collected from a transaction price, noncash consideration, contract modifications and completed contracts at transition. Like ASU No. 2014-09, this guidance is effective for fiscal years beginning after December 15, 2017. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Extraordinary and Unusual Items In January 2015, the FASB issued ASU No. 2015-01, “Income Statement - Extraordinary and Unusual Items (Subtopic 225-20): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items,” to eliminate the concept of extraordinary items related to separately classifying, presenting and disclosing certain events and transactions that meet the criteria for that concept. This guidance was effective for fiscal years beginning after December 15, 2015 and did not have a material impact on the Company’s consolidated financial statements. Consolidation In February 2015, the FASB issued ASU No. 2015-02, “Consolidation (Topic 810): Amendments to the Consolidation Analysis,” which changes the analysis that a reporting entity must perform to determine whether it should consolidate certain types of legal entities. This guidance was effective for fiscal years beginning after December 15, 2015 and did not have a material impact on the Company's consolidated financial statements. Debt Issuance Costs In April 2015, the FASB issued ASU No. 2015-03, "Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs," to clarify the presentation of debt issuance costs within the balance sheet. This ASU requires that an entity present debt issuance costs related to a recognized debt liability on the balance sheet as a direct deduction from the carrying amount of that debt liability, not as a separate asset. The ASU does not affect the current guidance for the recognition and measurement for these debt issuance costs. Additionally, in August 2015, the FASB issued ASU No. 2015-15, "Interest - Imputation of Interest (Subtopic 835-30): Presentation and Subsequent Measurement of Debt Issuance Costs Associated with Line-of-Credit Arrangements (Amendments to SEC Paragraphs Pursuant to Staff Announcement at June 18, 2015 EITF Meeting," to further clarify the presentation of debt issuance costs related to line-of-credit agreements. This ASU states the SEC would not object to an entity deferring and presenting debt issuance costs related to line-of-credit agreements as an asset on the balance sheet and subsequently amortizing these costs ratably over the term of the agreement, regardless of any outstanding borrowing under the line-of-credit agreement. This guidance was effective for fiscal years beginning after December 15, 2015 and was applied retrospectively within the Company’s consolidated financial statements. For December 31, 2015 and June 30, 2015, the Company reclassified as a direct reduction to the related debt balance $7.8 million and $9.7 million , respectively, of debt issuance costs that were previously presented as accrued interest receivable and other assets on the Consolidated Statements of Condition. Business Combinations In September 2015, the FASB issued ASU No. 2015-16, "Business Combinations (Topic 805): Simplifying the Accounting for Measurement-Period Adjustments," to simplify the accounting for subsequent adjustments made to provisional amounts recognized at the acquisition date of a business combination. This ASU eliminates the requirement to retrospectively account for these adjustment for all prior periods impacted. The acquirer is required to recognize these adjustments identified during the measurement period in the reporting period in which the adjustment amount is determined. Additionally, the ASU requires an entity to present separately on the face of the income statement or disclose in the notes the portion of the amount recorded in current-period earnings that would have been recorded in previous reporting periods if the adjustment had been recognized at the acquisition date. This guidance was effective for fiscal years beginning after December 15, 2015 and did not have a material impact on the Company’s consolidated financial statements. Financial Instruments In January 2016, the FASB issued ASU No. 2016-01, "Financial Instruments - Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities," to improve the accounting for financial instruments. This ASU requires equity investments with readily determinable fair values to be measured at fair value with changes recognized in net income regardless of classification. For equity investments without a readily determinable fair value, the value of the investment would be measured at cost minus impairment, if any, plus or minus changes resulting from observable price changes in orderly transactions for the identical or a similar investment of the same issuer instead of fair value, unless a qualitative assessment indicates impairment. Additionally, this ASU requires the separate presentation of financial assets and financial liabilities by measurement category and form of financial asset on the balance sheet or the accompanying notes to the financial statements. This guidance is effective for fiscal years beginning after December 15, 2017 and is to be applied prospectively with a cumulative-effect adjustment to the balance sheet as of the beginning of the fiscal year of adoption. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Leases In February 2016, the FASB issued ASU No. 2016-02, "Leases (Topic 842)," to improve transparency and comparability across entities regarding leasing arrangements. This ASU requires the recognition of a separate lease liability representing the required lease payments over the lease term and a separate lease asset representing the right to use the underlying asset during the same lease term. Additionally, this ASU provides clarification regarding the identification of certain components of contracts that would represent a lease as well as requires additional disclosures to the notes of the financial statements. This guidance is effective for fiscal years beginning after December 15, 2018, including interim periods within those fiscal years, and is to be applied under a modified retrospective approach, including the option to apply certain practical expedients. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Derivatives In March 2016, the FASB issued ASU No. 2016-05, "Derivatives and Hedging (Topic 815): Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships," to clarify guidance surrounding the effect on an existing hedging relationship of a change in the counterparty to a derivative instrument that has been designated as a hedging instrument. This ASU states that a change in counterparty to such derivative instrument does not, in and of itself, require dedesignation of that hedging relationship provided that all other hedge accounting criteria continue to be met. This guidance is effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years, and is to be applied either under a prospective or a modified retrospective approach. The Company does not expect this guidance to have a material impact on the Company's consolidated financial statements. Equity Method Investments In March 2016, the FASB issued ASU No. 2016-07, "Investments - Equity Method and Joint Ventures (Topic 323): Simplifying the Transition to the Equity Method of Accounting," to simplify the accounting for investments qualifying for the use of the equity method of accounting. This ASU eliminates the requirement to retroactively adopt the equity method of accounting when an investment qualifies for such method as a result of an increase in the level of ownership interest or degree of influence. The ASU requires the equity method investor add the cost of acquiring the additional interest to the current basis and adopt the equity method of accounting as of that date going forward. Additionally, for available-for-sale equity securities that become qualified for equity method accounting, the ASU requires the related unrealized holding gains or losses included in accumulated other comprehensive income be recognized in earnings at the date the investment qualifies for such accounting. This guidance is effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years, and is to be applied under a prospective approach. The Company does not expect this guidance to have a material impact on the Company's consolidated financial statements. Employee Share-Based Compensation In March 2016, the FASB issued ASU No. 2016-09, "Compensation - Stock Compensation (Topic 718): Improvements to Employee Share-Based Payment Accounting," to simplify the accounting for several areas of share-based payment transactions. This includes the recognition of all excess tax benefits and tax deficiencies as income tax expense instead of surplus, the classification on the statement of cash flows of excess tax benefits and taxes paid when the employer withholds shares for tax-withholding purposes. Additionally, related to forfeitures, the ASU provides the option to estimate the number of awards that are expected to vest or account for forfeitures as they occur. This guidance is effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years, and is to be applied under a modified retrospective and retrospective approach based upon the specific amendment of the ASU. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Allowance for Credit Losses In June 2016, the FASB issued ASU No. 2016-13, "Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments," to replace the current incurred loss methodology for recognizing credit losses, which delays recognition until it is probable a loss has been incurred, with a methodology that reflects an estimate of all expected credit losses and considers additional reasonable and supportable forecasted information when determining credit loss estimates. This impacts the calculation of the allowance for credit losses for all financial assets measured under the amortized cost basis, including purchased credit impaired ("PCI") loans at the time of and subsequent to acquisition. Additionally, credit losses related to available-for-sale debt securities would be recorded through the allowance for credit losses and not as a direct adjustment to the amortized cost of the securities. This guidance is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years, and is to be applied under a modified retrospective approach. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements as well as the impact on current systems and processes.

Business Combinations

Business Combinations	6 Months Ended
	Jun. 30, 2016
Business Combinations [Abstract]
Business Combinations	Business Combinations Non-FDIC Assisted Bank Acquisitions On March 31, 2016 , the Company acquired Generations Bancorp, Inc ("Generations"). Generations was the parent company of Foundations Bank, which had one banking location in Pewaukee, Wisconsin. Foundations Bank was merged into the Company's wholly-owned subsidiary Town Bank. The Company acquired assets with a fair value of approximately $131.0 million , including approximately $67.5 million of loans, and assumed deposits with a fair value of approximately $100.2 million . Additionally, the Company recorded goodwill of $11.4 million on the acquisition. On July 24, 2015 , the Company acquired Community Financial Shares, Inc ("CFIS"). CFIS was the parent company of Community Bank - Wheaton/Glen Ellyn ("CBWGE"), which had four banking locations. CBWGE was merged into the Company's wholly-owned subsidiary Wheaton Bank & Trust Company ("Wheaton Bank"). The Company acquired assets with a fair value of approximately $350.5 million , including approximately $159.5 million of loans, and assumed deposits with a fair value of approximately $290.0 million . Additionally, the Company recorded goodwill of $27.6 million on the acquisition. On July 17, 2015 , the Company acquired Suburban Illinois Bancorp, Inc. ("Suburban"). Suburban was the parent company of Suburban Bank & Trust Company ("SBT"), which operated ten banking locations. SBT was merged into the Company's wholly-owned subsidiary Hinsdale Bank & Trust Company ("Hinsdale Bank"). The Company acquired assets with a fair value of approximately $494.7 million , including approximately $257.8 million of loans, and assumed deposits with a fair value of approximately $416.7 million . Additionally, the Company recorded goodwill of $18.6 million on the acquisition. On July 1, 2015 , the Company, through its wholly-owned subsidiary Wintrust Bank, acquired North Bank, which had two banking locations. The Company acquired assets with a fair value of $117.9 million , including approximately $51.6 million of loans, and assumed deposits with a fair value of approximately $101.0 million . Additionally, the Company recorded goodwill of $6.7 million on the acquisition. On January 16, 2015 , the Company acquired Delavan Bancshares, Inc. ("Delavan"). Delavan was the parent company of Community Bank CBD, which had four banking locations. Community Bank CBD was merged into the Company's wholly-owned subsidiary Town Bank. The Company acquired assets with a fair value of approximately $224.1 million , including approximately $128.0 million of loans, and assumed liabilities with a fair value of approximately $186.4 million , including approximately $170.2 million of deposits. Additionally the Company recorded goodwill of $16.8 million on the acquisition. FDIC-Assisted Transactions Since 2010, the Company acquired the banking operations, including the acquisition of certain assets and the assumption of liabilities, of nine financial institutions in FDIC-assisted transactions. Loans comprise the majority of the assets acquired in nearly all of these FDIC-assisted transactions, most of which are subject to loss sharing agreements with the FDIC whereby the FDIC has agreed to reimburse the Company for 80% of losses incurred on the purchased loans, other real estate owned (“OREO”), and certain other assets. Additionally, clawback provisions within these loss share agreements with the FDIC require the Company to reimburse the FDIC in the event that actual losses on covered assets are lower than the original loss estimates agreed upon with the FDIC with respect of such assets in the loss share agreements. The Company refers to the loans subject to these loss sharing agreements as “covered loans” and uses the term “covered assets” to refer to covered loans, covered OREO and certain other covered assets. The agreements with the FDIC require that the Company follow certain servicing procedures or risk losing the FDIC reimbursement of covered asset losses. The loans covered by the loss sharing agreements are classified and presented as covered loans and the estimated reimbursable losses are recorded as an FDIC indemnification asset or liability in the Consolidated Statements of Condition. The Company recorded the acquired assets and liabilities at their estimated fair values at the acquisition date. The fair value for loans reflected expected credit losses at the acquisition date. Therefore, the Company will only recognize a provision for credit losses and charge-offs on the acquired loans for any further credit deterioration subsequent to the acquisition date. See Note 7 — Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans for further discussion of the allowance on covered loans. The loss share agreements with the FDIC cover realized losses on loans, foreclosed real estate and certain other assets and require the Company to record loss share assets and liabilities that are measured separately from the loan portfolios because they are not contractually embedded in the loans and are not transferable with the loans should the Company choose to dispose of them. Fair values at the acquisition dates were estimated based on projected cash flows available for loss share based on the credit adjustments estimated for each loan pool and the loss share percentages. The loss share assets and liabilities are recorded as FDIC indemnification assets and other liabilities, respectively, on the Consolidated Statements of Condition. Subsequent to the acquisition date, reimbursements received from the FDIC for actual incurred losses will reduce the FDIC indemnification assets. Reductions to expected losses, to the extent such reductions to expected losses are the result of an improvement to the actual or expected cash flows from the covered assets, will also reduce the FDIC indemnification assets and, if necessary, increase any loss share liability when necessary reductions exceed the current value of the FDIC indemnification assets. In accordance with the clawback provision noted above, the Company may be required to reimburse the FDIC when actual losses are less than certain thresholds established for each lose share agreement. The balance of these estimated reimbursements in accordance with clawback provisions and any related amortization are adjusted periodically for changes in the expected losses on covered assets. On the Consolidated Statements of Condition, estimated reimbursements from clawback provisions are recorded as a reduction to the FDIC indemnification asset or, if necessary, an increase to the loss share liability, which is included within accrued interest payable and other liabilities. Although these assets are contractual receivables from the FDIC and these liabilities are contractual payables to the FDIC, there are no contractual interest rates. Additional expected losses, to the extent such expected losses result in recognition of an allowance for covered loan losses, will increase the FDIC indemnification asset or reduce the FDIC indemnification liability. The corresponding amortization is recorded as a component of non-interest income on the Consolidated Statements of Income. The following table summarizes the activity in the Company’s FDIC indemnification (liability) asset during the periods indicated: Three Months Ended Six Months Ended (Dollars in thousands) June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Balance at beginning of period $ (10,029 ) $ 10,224 $ (6,100 ) $ 11,846 Additions from acquisitions — — — — Additions from reimbursable expenses 649 934 731 2,509 Amortization (92 ) (1,206 ) (193 ) (2,466 ) Changes in expected reimbursements from the FDIC for changes in expected credit losses (2,200 ) (4,317 ) (5,747 ) (8,310 ) (Payments received from) provided to the FDIC (57 ) (2,206 ) (420 ) (150 ) Balance at end of period $ (11,729 ) $ 3,429 $ (11,729 ) $ 3,429 PCI Loans Purchased loans acquired in a business combination are recorded at estimated fair value on their purchase date. Expected future cash flows at the purchase date in excess of the fair value of loans are recorded as interest income over the life of the loans if the timing and amount of the future cash flows is reasonably estimable (“accretable yield”). The difference between contractually required payments and the cash flows expected to be collected at acquisition is referred to as the non-accretable difference and represents probable losses in the portfolio. In determining the acquisition date fair value of PCI loans, and in subsequent accounting, the Company aggregates these purchased loans into pools of loans by common risk characteristics, such as credit risk rating and loan type. Subsequent to the purchase date, increases in cash flows over those expected at the purchase date are recognized as interest income prospectively. Subsequent decreases to the expected cash flows will generally result in a provision for loan losses. The Company purchased a portfolio of life insurance premium finance receivables in 2009. These purchased life insurance premium finance receivables are valued on an individual basis with the accretable component being recognized into interest income using the effective yield method over the estimated remaining life of the loans. The non-accretable portion is evaluated each quarter and if the loans’ credit related conditions improve, a portion is transferred to the accretable component and accreted over future periods. In the event a specific loan prepays in whole, any remaining accretable and non-accretable discount is recognized in income immediately. If credit related conditions deteriorate, an allowance related to these loans will be established as part of the provision for credit losses. See Note 6—Loans, for additional information on PCI loans.

Cash and Cash Equivalents

Cash and Cash Equivalents	6 Months Ended
	Jun. 30, 2016
Cash and Cash Equivalents [Abstract]
Cash and Cash Equivalents	Cash and Cash Equivalents For purposes of the Consolidated Statements of Cash Flows, the Company considers cash and cash equivalents to include cash on hand, cash items in the process of collection, non-interest bearing amounts due from correspondent banks, federal funds sold and securities purchased under resale agreements with original maturities of three months or less.

Investment Securities

Investment Securities	6 Months Ended
	Jun. 30, 2016
Available-for-sale Securities and Held-to-maturity Securities [Abstract]
Investment Securities	Investment Securities The following tables are a summary of the available-for-sale and held-to-maturity securities portfolios as of the dates shown: June 30, 2016 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available-for-sale securities U.S. Treasury $ 122,296 $ 35 $ (1 ) $ 122,330 U.S. Government agencies 69,678 238 — 69,916 Municipal 108,179 3,588 (127 ) 111,640 Corporate notes: Financial issuers 68,097 1,502 (1,411 ) 68,188 Other 1,500 2 — 1,502 Mortgage-backed: (1) Mortgage-backed securities 162,593 4,280 (150 ) 166,723 Collateralized mortgage obligations 40,419 457 (91 ) 40,785 Equity securities 51,426 5,544 (391 ) 56,579 Total available-for-sale securities $ 624,188 $ 15,646 $ (2,171 ) $ 637,663 Held-to-maturity securities U.S. Government agencies $ 789,482 $ 11,861 $ (647 ) $ 800,696 Municipal 202,729 6,967 (213 ) 209,483 Total held-to-maturity securities $ 992,211 $ 18,828 $ (860 ) $ 1,010,179 December 31, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 312,282 $ — $ (5,553 ) $ 306,729 U.S. Government agencies 70,313 198 (275 ) 70,236 Municipal 105,702 3,249 (356 ) 108,595 Corporate notes: Financial issuers 80,014 1,510 (1,481 ) 80,043 Other 1,500 4 (2 ) 1,502 Mortgage-backed: (1) Mortgage-backed securities 1,069,680 3,834 (21,004 ) 1,052,510 Collateralized mortgage obligations 40,421 172 (506 ) 40,087 Equity securities 51,380 5,799 (493 ) 56,686 Total available-for-sale securities $ 1,731,292 $ 14,766 $ (29,670 ) $ 1,716,388 Held-to-maturity securities U.S. Government agencies $ 687,302 $ 4 $ (7,144 ) $ 680,162 Municipal 197,524 867 (442 ) 197,949 Total held-to-maturity securities $ 884,826 $ 871 $ (7,586 ) $ 878,111 June 30, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 288,196 $ 138 $ (7,173 ) $ 281,161 U.S. Government agencies 651,737 2,074 (25,151 ) 628,660 Municipal 269,562 4,222 (3,994 ) 269,790 Corporate notes: Financial issuers 124,924 1,773 (1,289 ) 125,408 Other 2,726 9 (2 ) 2,733 Mortgage-backed: (1) Mortgage-backed securities 777,087 4,053 (23,499 ) 757,641 Collateralized mortgage obligations 42,550 342 (432 ) 42,460 Equity securities 48,740 5,876 (408 ) 54,208 Total available-for-sale securities $ 2,205,522 $ 18,487 $ (61,948 ) $ 2,162,061 Held-to-maturity securities U.S. Government agencies $ — $ — $ — $ — Municipal — — — — Total held-to-maturity securities $ — $ — $ — $ — (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime. In the fourth quarter of 2015, the Company transferred $862.7 million of investment securities with an unrealized loss of $14.4 million from the available-for-sale classification to the held-to-maturity classification. No investment securities were transferred from the available-for-sale classification to the held-to-maturity classification in the first six months of 2016. The following table presents the portion of the Company’s available-for-sale and held-to-maturity securities portfolios which has gross unrealized losses, reflecting the length of time that individual securities have been in a continuous unrealized loss position at June 30, 2016 : Continuous unrealized losses existing for less than 12 months Continuous unrealized losses existing for greater than 12 months Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses Available-for-sale securities U.S. Treasury $ 2,250 $ (1 ) $ — $ — $ 2,250 $ (1 ) U.S. Government agencies — — — — — — Municipal 10,789 (16 ) 7,701 (111 ) 18,490 (127 ) Corporate notes: Financial issuers 19,822 (178 ) 24,727 (1,233 ) 44,549 (1,411 ) Other — — — — — — Mortgage-backed: Mortgage-backed securities — — 4,089 (150 ) 4,089 (150 ) Collateralized mortgage obligations 2,528 (15 ) 6,433 (76 ) 8,961 (91 ) Equity securities 1,897 (121 ) 8,791 (270 ) 10,688 (391 ) Total available-for-sale securities $ 37,286 $ (331 ) $ 51,741 $ (1,840 ) $ 89,027 $ (2,171 ) Held-to-maturity securities U.S. Government agencies $ 134,808 $ (647 ) $ — $ — $ 134,808 $ (647 ) Municipal 12,172 (172 ) 3,313 (41 ) 15,485 (213 ) Total held-to-maturity securities $ 146,980 $ (819 ) $ 3,313 $ (41 ) $ 150,293 $ (860 ) The Company conducts a regular assessment of its investment securities to determine whether securities are other-than-temporarily impaired considering, among other factors, the nature of the securities, credit ratings or financial condition of the issuer, the extent and duration of the unrealized loss, expected cash flows, market conditions and the Company’s ability to hold the securities through the anticipated recovery period. The Company does not consider securities with unrealized losses at June 30, 2016 to be other-than-temporarily impaired. The Company does not intend to sell these investments and it is more likely than not that the Company will not be required to sell these investments before recovery of the amortized cost bases, which may be the maturity dates of the securities. The unrealized losses within each category have occurred as a result of changes in interest rates, market spreads and market conditions subsequent to purchase. Securities with continuous unrealized losses existing for more than twelve months were primarily corporate notes and mortgage-backed securities. Unrealized losses recognized on corporate notes and mortgage-backed securities are the result of increases in yields for similar types of securities. The following table provides information as to the amount of gross gains and gross losses realized and proceeds received through the sale or call of investment securities: Three months ended June 30, Six months ended June 30, (Dollars in thousands) 2016 2015 2016 2015 Realized gains $ 1,487 $ 14 $ 4,037 $ 567 Realized losses (47 ) (38 ) (1,272 ) (67 ) Net realized gains (losses) $ 1,440 $ (24 ) $ 2,765 $ 500 Other than temporary impairment charges — — — — Gains (losses) on investment securities, net $ 1,440 $ (24 ) $ 2,765 $ 500 Proceeds from sales and calls of available-for-sale securities $ 1,068,795 $ 498,501 $ 1,071,996 $ 1,134,033 Proceeds from calls of held-to-maturity securities 183,738 — 281,981 — The amortized cost and fair value of securities as of June 30, 2016 , December 31, 2015 and June 30, 2015 , by contractual maturity, are shown in the following table. Contractual maturities may differ from actual maturities as borrowers may have the right to call or repay obligations with or without call or prepayment penalties. Mortgage-backed securities are not included in the maturity categories in the following maturity summary as actual maturities may differ from contractual maturities because the underlying mortgages may be called or prepaid without penalties: June 30, 2016 December 31, 2015 June 30, 2015 (Dollars in thousands) Amortized Cost Fair Value Amortized Cost Fair Value Amortized Cost Fair Value Available-for-sale securities Due in one year or less $ 214,917 $ 215,290 $ 160,856 $ 160,756 $ 141,792 $ 141,897 Due in one to five years 113,263 113,395 166,550 166,468 261,285 261,146 Due in five to ten years 28,111 30,870 228,652 225,699 291,451 285,192 Due after ten years 13,459 14,021 13,753 14,182 642,617 619,517 Mortgage-backed 203,012 207,508 1,110,101 1,092,597 819,637 800,101 Equity securities 51,426 56,579 51,380 56,686 48,740 54,208 Total available-for-sale securities $ 624,188 $ 637,663 $ 1,731,292 $ 1,716,388 $ 2,205,522 $ 2,162,061 Held-to-maturity securities Due in one year or less $ — $ — $ — $ — $ — $ — Due in one to five years 27,505 27,738 19,208 19,156 — — Due in five to ten years 68,691 70,121 96,454 96,091 — — Due after ten years 896,015 912,320 769,164 762,864 — — Total held-to-maturity securities $ 992,211 $ 1,010,179 $ 884,826 $ 878,111 $ — $ — Securities having a fair value of $1.4 billion at June 30, 2016 as well as securities having a carrying value of $1.2 billion and $1.1 billion at December 31, 2015 and June 30, 2015 , respectively, were pledged as collateral for public deposits, trust deposits, Federal Home Loan Bank ("FHLB") advances, securities sold under repurchase agreements and derivatives. At June 30, 2016 , there were no securities of a single issuer, other than U.S. Government-sponsored agency securities, which exceeded 10% of shareholders’ equity.

Loans

Loans	6 Months Ended
	Jun. 30, 2016
Loans and Leases Receivable Disclosure [Abstract]
Loans	Loans The following table shows the Company’s loan portfolio by category as of the dates shown: June 30, December 31, June 30, (Dollars in thousands) 2016 2015 2015 Balance: Commercial $ 5,144,533 $ 4,713,909 $ 4,330,344 Commercial real estate 5,848,334 5,529,289 4,850,590 Home equity 760,904 784,675 712,350 Residential real estate 653,664 607,451 503,015 Premium finance receivables—commercial 2,478,280 2,374,921 2,460,408 Premium finance receivables—life insurance 3,161,562 2,961,496 2,537,475 Consumer and other 127,378 146,376 119,468 Total loans, net of unearned income, excluding covered loans $ 18,174,655 $ 17,118,117 $ 15,513,650 Covered loans 105,248 148,673 193,410 Total loans $ 18,279,903 $ 17,266,790 $ 15,707,060 Mix: Commercial 28 % 27 % 27 % Commercial real estate 31 32 31 Home equity 4 5 5 Residential real estate 4 3 3 Premium finance receivables—commercial 14 14 16 Premium finance receivables—life insurance 17 17 16 Consumer and other 1 1 1 Total loans, net of unearned income, excluding covered loans 99 % 99 % 99 % Covered loans 1 1 1 Total loans 100 % 100 % 100 % The Company’s loan portfolio is generally comprised of loans to consumers and small to medium-sized businesses located within the geographic market areas that the banks serve. The premium finance receivables portfolios are made to customers throughout the United States and Canada. The Company strives to maintain a loan portfolio that is diverse in terms of loan type, industry, borrower and geographic concentrations. Such diversification reduces the exposure to economic downturns that may occur in different segments of the economy or in different industries. Certain premium finance receivables are recorded net of unearned income. The unearned income portions of such premium finance receivables were $64.1 million at June 30, 2016 , $56.7 million at December 31, 2015 and $53.7 million at June 30, 2015 , respectively. Certain life insurance premium finance receivables attributable to the life insurance premium finance loan acquisition in 2009 as well as PCI loans are recorded net of credit discounts. See “Acquired Loan Information at Acquisition” below. Total loans, excluding PCI loans, include net deferred loan fees and costs and fair value purchase accounting adjustments totaling $(5.0) million at June 30, 2016 , $(9.2) million at December 31, 2015 and $1.7 million at June 30, 2015 . The net credit balance at June 30, 2016 and December 31, 2015 , is primarily the result of purchase accounting adjustments related to acquisitions in 2016 and 2015. It is the policy of the Company to review each prospective credit in order to determine the appropriateness and, when required, the adequacy of security or collateral necessary to obtain when making a loan. The type of collateral, when required, will vary from liquid assets to real estate. The Company seeks to ensure access to collateral, in the event of default, through adherence to state lending laws and the Company’s credit monitoring procedures. Acquired Loan Information at Acquisition—PCI Loans As part of the Company's previous acquisitions, the Company acquired loans for which there was evidence of credit quality deterioration since origination (PCI loans) and we determined that it was probable that the Company would be unable to collect all contractually required principal and interest payments. The following table presents the unpaid principal balance and carrying value for these acquired loans: June 30, 2016 December 31, 2015 Unpaid Principal Carrying Unpaid Principal Carrying (Dollars in thousands) Balance Value Balance Value Bank acquisitions $ 306,706 $ 256,083 $ 326,470 $ 271,260 Life insurance premium finance loans acquisition 295,337 291,602 372,738 368,292 The following table provides estimated details as of the date of acquisition on loans acquired in 2016 with evidence of credit quality deterioration since origination: (Dollars in thousands) Foundations Contractually required payments including interest $ 20,100 Less: Nonaccretable difference 3,728 Cash flows expected to be collected (1) $ 16,372 Less: Accretable yield 1,266 Fair value of PCI loans acquired $ 15,106 (1) Represents undiscounted expected principal and interest cash at acquisition. See Note 7—Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans for further discussion regarding the allowance for loan losses associated with PCI loans at June 30, 2016 . Accretable Yield Activity - PCI Loans Changes in expected cash flows may vary from period to period as the Company periodically updates its cash flow model assumptions for PCI loans. The factors that most significantly affect the estimates of gross cash flows expected to be collected, and accordingly the accretable yield, include changes in the benchmark interest rate indices for variable-rate products and changes in prepayment assumptions and loss estimates. The following table provides activity for the accretable yield of PCI loans: Three Months Ended (Dollars in thousands) June 30, June 30, Accretable yield, beginning balance $ 59,218 $ 70,198 Acquisitions 125 — Accretable yield amortized to interest income (5,199 ) (6,315 ) Accretable yield amortized to indemnification asset/liability (1) (1,624 ) (4,089 ) Reclassification from non-accretable difference (2) 2,536 1,753 Increases in interest cash flows due to payments and changes in interest rates 574 2,096 Accretable yield, ending balance (3) $ 55,630 $ 63,643 Six Months Ended (Dollars in thousands) June 30, 2016 June 30, 2015 Accretable yield, beginning balance $ 63,902 $ 79,102 Acquisitions 1,266 898 Accretable yield amortized to interest income (10,656 ) (12,420 ) Accretable yield amortized to indemnification asset/liability (1) (3,795 ) (7,665 ) Reclassification from non-accretable difference (2) 6,729 2,856 (Decreases) increases in interest cash flows due to payments and changes in interest rates (1,816 ) 872 Accretable yield, ending balance (3) $ 55,630 $ 63,643 (1) Represents the portion of the current period accreted yield, resulting from lower expected losses, applied to reduce the loss share indemnification asset. (2) Reclassification is the result of subsequent increases in expected principal cash flows. (3) As of June 30, 2016, the Company estimates that the remaining accretable yield balance to be amortized to the indemnification asset for the bank acquisitions is $3.3 million . The remainder of the accretable yield related to bank acquisitions is expected to be amortized to interest income. Accretion to interest income accounted for under ASC 310-30 totaled $5.2 million and $6.3 million in the second quarter of 2016 and 2015, respectively. For the six months ended June 30, 2016 and 2015, the Company recorded accretion to interest income of $10.7 million and $12.4 million , respectively. These amounts include accretion from both covered and non-covered loans, and are both included within interest and fees on loans in the Consolidated Statements of Income.

Allowance for Loan Losses, Allo

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans	Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans The tables below show the aging of the Company’s loan portfolio at June 30, 2016 , December 31, 2015 and June 30, 2015 : As of June 30, 2016 90+ days and still accruing 60-89 days past due 30-59 days past due (Dollars in thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other $ 16,414 $ — $ 1,412 $ 22,317 $ 3,416,432 $ 3,456,575 Franchise — — 560 87 289,258 289,905 Mortgage warehouse lines of credit — — — — 270,586 270,586 Asset-based lending — 235 1,899 6,421 834,112 842,667 Leases 387 — 48 — 267,639 268,074 PCI - commercial (1) — 1,956 630 1,426 12,714 16,726 Total commercial 16,801 2,191 4,549 30,251 5,090,741 5,144,533 Commercial real estate: Construction 673 — 46 7,922 396,264 404,905 Land 1,725 — — 340 103,816 105,881 Office 6,274 — 5,452 4,936 892,791 909,453 Industrial 10,295 — 1,108 719 754,647 766,769 Retail 916 — 535 6,450 889,945 897,846 Multi-family 90 — 2,077 1,275 775,075 778,517 Mixed use and other 4,442 — 4,285 8,007 1,795,931 1,812,665 PCI - commercial real estate (1) — 27,228 1,663 2,608 140,799 172,298 Total commercial real estate 24,415 27,228 15,166 32,257 5,749,268 5,848,334 Home equity 8,562 — 380 4,709 747,253 760,904 Residential real estate, including PCI 12,413 1,479 1,367 299 638,106 653,664 Premium finance receivables Commercial insurance loans 14,497 10,558 6,966 9,456 2,436,803 2,478,280 Life insurance loans — — 46,651 11,953 2,811,356 2,869,960 PCI - life insurance loans (1) — — — — 291,602 291,602 Consumer and other, including PCI 475 226 610 1,451 124,616 127,378 Total loans, net of unearned income, excluding covered loans $ 77,163 $ 41,682 $ 75,689 $ 90,376 $ 17,889,745 $ 18,174,655 Covered loans 2,651 6,810 697 1,610 93,480 105,248 Total loans, net of unearned income $ 79,814 $ 48,492 $ 76,386 $ 91,986 $ 17,983,225 $ 18,279,903 As of December 31, 2015 90+ days and still accruing 60-89 days past due 30-59 days past due (Dollars in thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other $ 12,704 $ 6 $ 6,749 $ 12,930 $ 3,226,139 $ 3,258,528 Franchise — — — — 245,228 245,228 Mortgage warehouse lines of credit — — — — 222,806 222,806 Asset-based lending 8 — 3,864 1,844 736,968 742,684 Leases — 535 748 4,192 220,599 226,074 PCI - commercial (1) — 892 — 2,510 15,187 18,589 Total commercial 12,712 1,433 11,361 21,476 4,666,927 4,713,909 Commercial real estate Construction 306 — 1,371 1,645 355,338 358,660 Land 1,751 — — 120 76,546 78,417 Office 4,619 — 764 3,817 853,801 863,001 Industrial 9,564 — 1,868 1,009 715,207 727,648 Retail 1,760 — 442 2,310 863,887 868,399 Multi-family 1,954 — 597 6,568 733,230 742,349 Mixed use and other 6,691 — 6,723 7,215 1,712,187 1,732,816 PCI - commercial real estate (1) — 22,111 4,662 16,559 114,667 157,999 Total commercial real estate 26,645 22,111 16,427 39,243 5,424,863 5,529,289 Home equity 6,848 — 1,889 5,517 770,421 784,675 Residential real estate, including PCI 12,043 488 2,166 3,903 588,851 607,451 Premium finance receivables Commercial insurance loans 14,561 10,294 6,624 21,656 2,321,786 2,374,921 Life insurance loans — — 3,432 11,140 2,578,632 2,593,204 PCI - life insurance loans (1) — — — — 368,292 368,292 Consumer and other, including PCI 263 211 204 1,187 144,511 146,376 Total loans, net of unearned income, excluding covered loans $ 73,072 $ 34,537 $ 42,103 $ 104,122 $ 16,864,283 $ 17,118,117 Covered loans 5,878 7,335 703 5,774 128,983 148,673 Total loans, net of unearned income $ 78,950 $ 41,872 $ 42,806 $ 109,896 $ 16,993,266 $ 17,266,790 (1) PCI loans represent loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. Loan agings are based upon contractually required payments. As of June 30, 2015 90+ days and still accruing 60-89 days past due 30-59 days past due (Dollars in thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other $ 4,424 $ — $ 1,846 $ 6,027 $ 2,845,833 $ 2,858,130 Franchise 905 — 113 396 227,185 228,599 Mortgage warehouse lines of credit — — — — 213,797 213,797 Asset-based lending — — 1,767 7,423 823,265 832,455 Leases 65 — — — 187,565 187,630 PCI - commercial (1) — 474 — 233 9,026 9,733 Total commercial 5,394 474 3,726 14,079 4,306,671 4,330,344 Commercial real estate: Construction 19 — — 4 307,122 307,145 Land 2,035 — 1,123 2,399 82,280 87,837 Office 6,360 701 163 2,601 744,992 754,817 Industrial 2,568 — 18 484 624,337 627,407 Retail 2,352 — 896 2,458 744,285 749,991 Multi-family 1,730 — 933 223 665,562 668,448 Mixed use and other 8,119 — 2,405 3,752 1,577,846 1,592,122 PCI - commercial real estate (1) — 15,646 3,490 2,798 40,889 62,823 Total commercial real estate 23,183 16,347 9,028 14,719 4,787,313 4,850,590 Home equity 5,695 — 511 3,365 702,779 712,350 Residential real estate, including PCI 16,631 264 2,494 1,205 482,421 503,015 Premium finance receivables Commercial insurance loans 15,156 9,053 5,048 11,071 2,420,080 2,460,408 Life insurance loans — 351 — 6,823 2,145,981 2,153,155 PCI - life insurance loans (1) — — — — 384,320 384,320 Consumer and other, including PCI 280 110 196 919 117,963 119,468 Total loans, net of unearned income, excluding covered loans $ 66,339 $ 26,599 $ 21,003 $ 52,181 $ 15,347,528 $ 15,513,650 Covered loans 6,353 10,030 1,333 1,720 173,974 193,410 Total loans, net of unearned income $ 72,692 $ 36,629 $ 22,336 $ 53,901 $ 15,521,502 $ 15,707,060 (1) PCI loans represent loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. Loan agings are based upon contractually required payments. The Company's ability to manage credit risk depends in large part on our ability to properly identify and manage problem loans. To do so, the Company operates a credit risk rating system under which our credit management personnel assign a credit risk rating (1 to 10 rating) to each loan at the time of origination and review loans on a regular basis. Each loan officer is responsible for monitoring his or her loan portfolio, recommending a credit risk rating for each loan in his or her portfolio and ensuring the credit risk ratings are appropriate. These credit risk ratings are then ratified by the bank’s chief credit officer and/or concurrence credit officer. Credit risk ratings are determined by evaluating a number of factors including: a borrower’s financial strength, cash flow coverage, collateral protection and guarantees. The Company’s Problem Loan Reporting system automatically includes all loans with credit risk ratings of 6 through 9. This system is designed to provide an on-going detailed tracking mechanism for each problem loan. Once management determines that a loan has deteriorated to a point where it has a credit risk rating of 6 or worse, the Company’s Managed Asset Division performs an overall credit and collateral review. As part of this review, all underlying collateral is identified and the valuation methodology is analyzed and tracked. As a result of this initial review by the Company’s Managed Asset Division, the credit risk rating is reviewed and a portion of the outstanding loan balance may be deemed uncollectible or an impairment reserve may be established. The Company’s impairment analysis utilizes an independent re-appraisal of the collateral (unless such a third-party evaluation is not possible due to the unique nature of the collateral, such as a closely-held business or thinly traded securities). In the case of commercial real estate collateral, an independent third party appraisal is ordered by the Company’s Real Estate Services Group to determine if there has been any change in the underlying collateral value. These independent appraisals are reviewed by the Real Estate Services Group and sometimes by independent third party valuation experts and may be adjusted depending upon market conditions. Through the credit risk rating process, loans are reviewed to determine if they are performing in accordance with the original contractual terms. If the borrower has failed to comply with the original contractual terms, further action may be required by the Company, including a downgrade in the credit risk rating, movement to non-accrual status, a charge-off or the establishment of a specific impairment reserve. If we determine that a loan amount, or portion thereof, is uncollectible, the loan’s credit risk rating is immediately downgraded to an 8 or 9 and the uncollectible amount is charged-off. Any loan that has a partial charge-off continues to be assigned a credit risk rating of an 8 or 9 for the duration of time that a balance remains outstanding. The Company undertakes a thorough and ongoing analysis to determine if additional impairment and/or charge-offs are appropriate and to begin a workout plan for the credit to minimize actual losses. If, based on current information and events, it is probable that the Company will be unable to collect all amounts due to it according to the contractual terms of the loan agreement, a specific impairment reserve is established. In determining the appropriate charge-off for collateral-dependent loans, the Company considers the results of appraisals for the associated collateral. Non-performing loans include all non-accrual loans (8 and 9 risk ratings) as well as loans 90 days past due and still accruing interest, excluding PCI and covered loans. The remainder of the portfolio is considered performing under the contractual terms of the loan agreement. The following table presents the recorded investment based on performance of loans by class, excluding covered loans, per the most recent analysis at June 30, 2016 , December 31, 2015 and June 30, 2015 : Performing Non-performing Total (Dollars in thousands) June 30, December 31, 2015 June 30, June 30, 2016 December 31, 2015 June 30, June 30, December 31, 2015 June 30, Loan Balances: Commercial Commercial, industrial and other $ 3,440,161 $ 3,245,818 $ 2,853,706 $ 16,414 $ 12,710 $ 4,424 $ 3,456,575 $ 3,258,528 $ 2,858,130 Franchise 289,905 245,228 227,694 — — 905 289,905 245,228 228,599 Mortgage warehouse lines of credit 270,586 222,806 213,797 — — — 270,586 222,806 213,797 Asset-based lending 842,432 742,676 832,455 235 8 — 842,667 742,684 832,455 Leases 267,687 225,539 187,565 387 535 65 268,074 226,074 187,630 PCI - commercial (1) 16,726 18,589 9,733 — — — 16,726 18,589 9,733 Total commercial 5,127,497 4,700,656 4,324,950 17,036 13,253 5,394 5,144,533 4,713,909 4,330,344 Commercial real estate Construction 404,232 358,354 307,126 673 306 19 404,905 358,660 307,145 Land 104,156 76,666 85,802 1,725 1,751 2,035 105,881 78,417 87,837 Office 903,179 858,382 747,756 6,274 4,619 7,061 909,453 863,001 754,817 Industrial 756,474 718,084 624,839 10,295 9,564 2,568 766,769 727,648 627,407 Retail 896,930 866,639 747,639 916 1,760 2,352 897,846 868,399 749,991 Multi-family 778,427 740,395 666,718 90 1,954 1,730 778,517 742,349 668,448 Mixed use and other 1,808,223 1,726,125 1,584,003 4,442 6,691 8,119 1,812,665 1,732,816 1,592,122 PCI - commercial real estate (1) 172,298 157,999 62,823 — — — 172,298 157,999 62,823 Total commercial real estate 5,823,919 5,502,644 4,826,706 24,415 26,645 23,884 5,848,334 5,529,289 4,850,590 Home equity 752,342 777,827 706,655 8,562 6,848 5,695 760,904 784,675 712,350 Residential real estate, including PCI 641,251 595,408 486,384 12,413 12,043 16,631 653,664 607,451 503,015 Premium finance receivables Commercial insurance loans 2,453,225 2,350,066 2,436,199 25,055 24,855 24,209 2,478,280 2,374,921 2,460,408 Life insurance loans 2,869,960 2,593,204 2,152,804 — — 351 2,869,960 2,593,204 2,153,155 PCI - life insurance loans (1) 291,602 368,292 384,320 — — — 291,602 368,292 384,320 Consumer and other, including PCI 126,740 145,963 119,078 638 413 390 127,378 146,376 119,468 Total loans, net of unearned income, excluding covered loans $ 18,086,536 $ 17,034,060 $ 15,437,096 $ 88,119 $ 84,057 $ 76,554 $ 18,174,655 $ 17,118,117 $ 15,513,650 (1) PCI loans represent loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. See Note 6 - Loans for further discussion of these purchased loans. A summary of activity in the allowance for credit losses by loan portfolio (excluding covered loans) for the three and six months ended June 30, 2016 and 2015 is as follows: Three months ended June 30, 2016 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Commercial Allowance for credit losses Allowance for loan losses at beginning of period $ 38,435 $ 45,263 $ 12,915 $ 5,164 $ 7,205 $ 1,189 $ 110,171 Other adjustments (59 ) (70 ) — (9 ) 4 — (134 ) Reclassification from allowance for unfunded lending-related commitments — (40 ) — — — — (40 ) Charge-offs (721 ) (502 ) (2,046 ) (693 ) (1,911 ) (224 ) (6,097 ) Recoveries 121 296 71 31 633 35 1,187 Provision for credit losses 3,878 1,877 443 912 1,883 276 9,269 Allowance for loan losses at period end $ 41,654 $ 46,824 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 114,356 Allowance for unfunded lending-related commitments at period end $ — $ 1,070 $ — $ — $ — $ — $ 1,070 Allowance for credit losses at period end $ 41,654 $ 47,894 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 115,426 Individually evaluated for impairment $ 3,417 $ 2,121 $ 477 $ 625 $ — $ 5 $ 6,645 Collectively evaluated for impairment 37,571 45,736 10,906 4,720 7,814 1,271 108,018 Loans acquired with deteriorated credit quality 666 37 — 60 — — 763 Loans at period end Individually evaluated for impairment $ 21,173 $ 49,284 $ 8,562 $ 17,281 $ — $ 536 $ 96,836 Collectively evaluated for impairment 5,106,634 5,626,752 752,342 632,125 5,348,240 126,842 17,592,935 Loans acquired with deteriorated credit quality 16,726 172,298 — 4,258 291,602 — 484,884 Three months ended June 30, 2015 Commercial Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Allowance for credit losses Allowance for loan losses at beginning of period $ 33,726 $ 37,002 $ 12,664 $ 4,096 $ 5,992 $ 966 $ 94,446 Other adjustments (13 ) (81 ) — (5 ) 6 — (93 ) Reclassification from allowance for unfunded lending-related commitments — 4 — — — — 4 Charge-offs (1,243 ) (856 ) (1,847 ) (923 ) (1,526 ) (115 ) (6,510 ) Recoveries 285 1,824 39 16 458 34 2,656 Provision for credit losses 145 4,305 1,432 1,835 1,991 (7 ) 9,701 Allowance for loan losses at period end $ 32,900 $ 42,198 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 100,204 Allowance for unfunded lending-related commitments at period end $ — $ 884 $ — $ — $ — $ — $ 884 Allowance for credit losses at period end $ 32,900 $ 43,082 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 101,088 Individually evaluated for impairment $ 2,282 $ 5,602 $ 808 $ 1,387 $ — $ 44 $ 10,123 Collectively evaluated for impairment 30,600 37,145 11,480 3,589 6,921 834 90,569 Loans acquired with deteriorated credit quality 18 335 — 43 — — 396 Loans at period end Individually evaluated for impairment $ 11,921 $ 65,870 $ 5,909 $ 20,459 $ — $ 418 $ 104,577 Collectively evaluated for impairment 4,308,690 4,721,897 706,441 480,214 4,613,563 119,050 14,949,855 Loans acquired with deteriorated credit quality 9,733 62,823 — 2,342 384,320 — 459,218 Six months ended June 30, 2016 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Commercial Allowance for credit losses Allowance for loan losses at beginning of period $ 36,135 $ 43,758 $ 12,012 $ 4,734 $ 7,233 $ 1,528 $ 105,400 Other adjustments (68 ) (146 ) — (39 ) 41 — (212 ) Reclassification from allowance for unfunded lending-related commitments — (121 ) — — — — (121 ) Charge-offs (1,392 ) (1,173 ) (3,098 ) (1,186 ) (4,391 ) (331 ) (11,571 ) Recoveries 750 665 119 143 1,420 71 3,168 Provision for credit losses 6,229 3,841 2,350 1,753 3,511 8 17,692 Allowance for loan losses at period end $ 41,654 $ 46,824 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 114,356 Allowance for unfunded lending-related commitments at period end $ — $ 1,070 $ — $ — $ — $ — $ 1,070 Allowance for credit losses at period end $ 41,654 $ 47,894 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 115,426 Six months ended June 30, 2015 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Commercial Allowance for credit losses Allowance for loan losses at beginning of period $ 31,699 $ 35,533 $ 12,500 $ 4,218 $ 6,513 $ 1,242 $ 91,705 Other adjustments (30 ) (261 ) — (8 ) (42 ) — (341 ) Reclassification from allowance for unfunded lending-related commitments — (109 ) — — — — (109 ) Charge-offs (1,920 ) (1,861 ) (2,431 ) (1,554 ) (2,789 ) (226 ) (10,781 ) Recoveries 655 2,136 87 92 787 87 3,844 Provision for credit losses 2,496 6,760 2,132 2,271 2,452 (225 ) 15,886 Allowance for loan losses at period end $ 32,900 $ 42,198 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 100,204 Allowance for unfunded lending-related commitments at period end $ — $ 884 $ — $ — $ — $ — $ 884 Allowance for credit losses at period end $ 32,900 $ 43,082 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 101,088 A summary of activity in the allowance for covered loan losses for the three and six months ended June 30, 2016 and 2015 is as follows: Three Months Ended Six Months Ended June 30, June 30, June 30, June 30, (Dollars in thousands) 2016 2015 2016 2015 Balance at beginning of period $ 2,507 $ 1,878 $ 3,026 $ 2,131 Provision for covered loan losses before benefit attributable to FDIC loss share agreements (702 ) (1,094 ) (2,648 ) (1,623 ) Benefit attributable to FDIC loss share agreements 562 875 2,119 1,298 Net provision for covered loan losses (140 ) (219 ) (529 ) (325 ) Increase/decrease in FDIC indemnification liability/asset (562 ) (875 ) (2,119 ) (1,298 ) Loans charged-off (143 ) (140 ) (373 ) (377 ) Recoveries of loans charged-off 750 1,571 2,407 2,084 Net recoveries 607 1,431 2,034 1,707 Balance at end of period $ 2,412 $ 2,215 $ 2,412 $ 2,215 In conjunction with FDIC-assisted transactions, the Company entered into loss share agreements with the FDIC. Additional expected losses, to the extent such expected losses result in the recognition of an allowance for loan losses, will increase the FDIC loss share asset or reduce any FDIC loss share liability. The allowance for loan losses for loans acquired in FDIC-assisted transactions is determined without giving consideration to the amounts recoverable through loss share agreements (since the loss share agreements are separately accounted for and thus presented “gross” on the balance sheet). On the Consolidated Statements of Income, the provision for credit losses is reported net of changes in the amount recoverable under the loss share agreements. Reductions to expected losses, to the extent such reductions to expected losses are the result of an improvement to the actual or expected cash flows from the covered assets, will reduce the FDIC loss share asset or increase any FDIC loss share liability. Additions to expected losses will require an increase to the allowance for loan losses, and a corresponding increase to the FDIC loss share asset or reduction to any FDIC loss share liability. See “FDIC-Assisted Transactions” within Note 3 – Business Combinations for more detail. Impaired Loans A summary of impaired loans, including troubled debt restructurings ("TDRs"), is as follows: June 30, December 31, June 30, (Dollars in thousands) 2016 2015 2015 Impaired loans (included in non-performing and TDRs): Impaired loans with an allowance for loan loss required (1) $ 42,968 $ 49,961 $ 50,748 Impaired loans with no allowance for loan loss required 53,008 51,294 52,609 Total impaired loans (2) $ 95,976 $ 101,255 $ 103,357 Allowance for loan losses related to impaired loans $ 6,611 $ 6,380 $ 10,075 TDRs $ 49,635 $ 51,853 $ 62,776 (1) These impaired loans require an allowance for loan losses because the estimated fair value of the loans or related collateral is less than the recorded investment in the loans. (2) Impaired loans are considered by the Company to be non-accrual loans, TDRs or loans with principal and/or interest at risk, even if the loan is current with all payments of principal and interest. The following tables present impaired loans by loan class, excluding covered loans, for the periods ended as follows: For the Six Months Ended As of June 30, 2016 June 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (Dollars in thousands) Impaired loans with a related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 10,253 $ 12,866 $ 3,280 $ 10,172 $ 375 Asset-based lending — — — — — Leases 387 387 128 390 10 Commercial real estate Construction — — — — — Land 4,538 4,538 18 4,592 83 Office 2,401 3,059 176 2,427 70 Industrial 7,369 7,773 1,514 7,552 195 Retail 7,007 7,024 264 7,064 95 Multi-family 1,274 1,274 15 1,066 18 Mixed use and other 3,040 3,162 109 3,063 73 Home equity 1,349 1,511 477 1,443 30 Residential real estate 5,230 5,840 625 5,289 123 Consumer and other 120 148 5 123 4 Impaired loans with no related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 10,092 $ 10,950 $ — $ 10,045 $ 328 Asset-based lending — — — — — Leases — — — — — Commercial real estate Construction 2,677 2,677 — 2,693 77 Land 2,979 7,492 — 3,001 254 Office 6,967 8,715 — 7,107 227 Industrial 3,966 5,093 — 4,326 168 Retail 1,122 1,122 — 1,129 27 Multi-family 90 174 — 119 3 Mixed use and other 5,435 5,960 — 5,498 159 Home equity 7,213 9,674 — 8,356 219 Residential real estate 12,051 14,180 — 11,997 308 Consumer and other 416 494 — 427 14 Total impaired loans, net of unearned income $ 95,976 $ 114,113 $ 6,611 $ 97,879 $ 2,860 For the Twelve Months Ended As of December 31, 2015 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (Dollars in thousands) Impaired loans with a related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 9,754 $ 12,498 $ 2,012 $ 10,123 $ 792 Asset-based lending — — — — — Leases — — — — — Commercial real estate Construction — — — — — Land 4,929 8,711 41 5,127 547 Office 5,050 6,051 632 5,394 314 Industrial 8,413 9,105 1,943 10,590 565 Retail 8,527 9,230 343 8,596 386 Multi-family 370 370 202 372 25 Mixed use and other 7,590 7,708 570 7,681 328 Home equity 423 435 333 351 16 Residential real estate 4,710 4,799 294 4,618 182 Consumer and other 195 220 10 216 12 Impaired loans with no related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 8,562 $ 9,915 $ — $ 9,885 $ 521 Asset-based lending 8 1,570 — 5 88 Leases — — — — — Commercial real estate Construction 2,328 2,329 — 2,316 113 Land 888 2,373 — 929 90 Office 3,500 4,484 — 3,613 237 Industrial 2,217 2,426 — 2,286 188 Retail 2,757 2,925 — 2,897 129 Multi-family 2,344 2,807 — 2,390 117 Mixed use and other 10,510 14,060 — 11,939 624 Home equity 6,424 7,987 — 5,738 288 Residential real estate 11,559 13,979 — 11,903 624 Consumer and other 197 267 — 201 12 Total impaired loans, net of unearned income $ 101,255 $ 124,249 $ 6,380 $ 107,170 $ 6,198 For the Six Months Ended As of June 30, 2015 June 30, 2015 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (Dollars in thousands) Impaired loans with a related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 7,607 $ 8,046 $ 2,200 $ 7,788 $ 181 Asset-based lending — — — — — Leases 65 65 65 66 2 Commercial real estate Construction — — — — — Land 6,924 10,539 50 6,931 294 Office 7,005 7,010 2,414 7,060 154 Industrial 1,218 1,218 558 1,218 34 Retail 8,336 9,222 404 8,482 194 Multi-family 2,149 2,258 322 2,168 51 Mixed use and other 10,507 12,694 1,847 10,557 290 Home equity 1,673 1,728 808 1,680 34 Residential real estate 6,945 7,138 1,363 6,963 137 Consumer and other 180 245 44 190 6 Impaired loans with no related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 3,760 $ 6,731 $ — $ 4,052 $ 219 Asset-based lending — — — — — Leases — — — — — Commercial real estate Construction 2,665 2,665 — 2,650 61 Land 1,906 2,643 — 1,924 50 Office 6,289 8,780 — 6,834 221 Industrial 2,022 2,200 — 2,059 88 Retail 4,099 5,248 — 4,113 112 Multi-family 592 1,015 — 598 22 Mixed use and other 11,683 12,008 — 12,427 266 Home equity 4,236 5,697 — 4,320 118 Residential real estate 13,258 14,961 — 13,553 294 Consumer and other 238 267 — 241 7 Total impaired loans, net of unearned income $ 103,357 $ 122,378 $ 10,075 $ 105,874 $ 2,835 TDRs At June 30, 2016 , the Company had $49.6 million in loans modified in TDRs. The $49.6 million in TDRs represents 97 credits in which economic concessions were granted to certain borrowers to better align the terms of their loans with their current ability to pay. The Company’s approach to restructuring loans, excluding PCI loans, is built on its credit risk rating system which requires credit management personnel to assign a credit risk rating to each loan. In each case, the loan officer is responsible for recommending a credit risk rating for each loan and ensuring the credit risk ratings are appropriate. These credit risk ratings are then reviewed and approved by the bank’s chief credit officer and/or concurrence credit officer. Credit risk ratings are determined by evaluating a number of factors including a borrower’s financial strength, cash flow coverage, collateral protection and guarantees. The Company’s credit risk rating scale is one through ten with higher scores indicating higher risk. In the case of loans rated six or worse following modification, the Company’s Managed Assets Division evaluates the loan and the credit risk rating and determines that the loan has been restructured to be reasonably assured of repayment and of performance according to the modified terms and is supported by a current, well-documented credit assessment of the borrower’s financial condition and prospects for repayment under the revised terms. A modification of a loan, excluding PCI loans, with an existing credit risk rating of 6 or worse or a modification of any other credit, which will result in a restructured credit risk rating of six or worse, must be reviewed for possible TDR classification. In that event, our Managed Assets Division conducts an overall credit and collateral review. A modification of these loans is considered to be a TDR if both (1) the borrower is experiencing financial difficulty and (2) for economic or legal reasons, the bank grants a concession to a borrower that it would not otherwise consider. The modification of a loan, excluding PCI loans, where the credit risk rating is 5 or better both before and after such modification is not considered to be a TDR. Based on the Company’s credit risk rating system, it considers that borrowers whose credit risk rating is 5 or better are not experiencing financial difficulties and therefore, are not considered TDRs. All credits determined to be a TDR will continue to be classified as a TDR in all subsequent periods, unless the borrower has been in compliance with the loan’s modified terms for a period of six months (including over a calendar year-end) and the current interest rate represents a market rate at the time of restructuring. The Managed Assets Division, in consultation with the respective loan officer, determines whether the modified interest rate represented a current market rate at the time of restructuring. Using knowledge of current market conditions and rates, competitive pricing on recent loan originations, and an assessment of various characteristics of the modified loan (including collateral position and payment history), an appropriate market rate for a new borrower with similar risk is determined. If the modified interest rate meets or exceeds this market rate for a new borrower with similar risk, the modified interest rate represents a market rate at the time of restructuring. Additionally, before removing a loan from TDR classification, a review of the current or previously measured impairment on the loan and any concerns related to future performance by the borrower is conducted. If concerns exist about the future ability of the borrower to meet its obligations under the loans based on a credit review by the Managed Assets Division, the TDR classification is not removed from the loan. TDRs are reviewed at the time of the modification and on a quarterly basis to determine if a specific reserve is necessary. The carrying amount of the loan is compared to the expected payments to be received, discounted at the loan's original rate, or for collateral dependent loans, to the fair value of the collateral. Any shortfall is recorded as a specific reserve. The Company, in accordance with ASC 310-10, continues to individually measure impairment of these loans after the TDR classification is removed. Each TDR was reviewed for impairment at June 30, 2016 and approximately $3.2 million of impairment was present and appropriately reserved for through the Company’s normal reserving methodology in the Company’s allowance for loan losses. For TDRs in which impairment is calculated by the present value of future cash flows, the Company records interest income representing the decrease in impairment resulting from the passage of time during the respective period, which differs from interest income from contractually required interest on these specific loans. During the three months ended June 30, 2016 and 2015, the Company recorded $135,000 and $94,000 , respectively, in interest income representing this decrease in impairment. For the six months ended June 30, 2016 and 2015, the Company recorded $225,000 and $287,000 , respectively, in interest income. TDRs may arise in which, due to financial difficulties experienced by the borrower, the Company obtains through physical possession one or more collateral assets in satisfaction of all or part of an existing credit. Once possession is obtained, the Company reclassifies the appropriate portion of the remaining balance of the credit from loans to OREO, which is included within other assets in the Consolidated Statements of Condition. For any residential real estate property collateralizing a consumer mortgage loan, the Company is considered to possess the related collateral only if legal title is obtained upon completion of foreclosure, or the borrower conveys all interest in the residential real estate property to the Company through completion of a deed in lieu of foreclosure or similar legal agreement. Excluding covered OREO, at June 30, 2016 , the Company had $11.3 million of foreclosed residential real estate properties included within OREO. The tables below present a summary of the post-modification balance of loans restructured during the three and six months ended June 30, 2016 and 2015, respectively, which represent TDRs: Three months ended June 30, 2016 (Dollars in thousands) Total (1)(2) Extension at Below Market (2) Reduction of Interest Rate (2) Modification to Interest-only Payments (2) Forgiveness of Debt (2) Count Balance Count Balance Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 1 $ 275 1 $ 275 — $ — — $ — 1 $ 275 Commercial real estate Office — — — — — — — — — — Industrial — — — — — — — — — — Mixed use and other — — — — — — — — — — Residential real estate and other 1 380 1 380 1 380 1 380 — — Total loans 2 $ 655 2 $ 655 1 $ 380 1 $ 380 1 $ 275 Three months ended June 30, 2015 (Dollars in thousands) Total (1)(2) Extension at Below Market Terms (2) Reduction of Interest Rate (2) Modification to Interest-only Payments (2) Forgiveness of Debt (2) Count Balance Count Balance Count Balance Count Balance Count Balance Commercial Commercial, industrial and other — $ — — $ — — $ — — $ — — $ — Commercial real estate Office — — — — — — — — — — Industrial 1 169 1 169 — — 1 169 — — Mixed use and other — — — — — — — — — — Residential real estate and other 5 1,148 5 1,148 2 372 — — Total loans 6 $ 1,317 6 $ 1,317 2 $ 372 1 $ 169 — $ — (1) TDRs may have more than one modification representing a concession. As such, TDRs during the period may be represented in more than one of the categories noted above. (2) Balances represent the recorded investment in the loan at the time of the restructuri

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	6 Months Ended
	Jun. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets	Goodwill and Other Intangible Assets A summary of the Company’s goodwill assets by business segment is presented in the following table: (Dollars in thousands) January 1, 2016 Goodwill Acquired Impairment Loss Goodwill Adjustments June 30, Community banking $ 401,612 $ 11,427 $ — $ 1,354 $ 414,393 Specialty finance 38,035 — — 1,553 39,588 Wealth management 32,114 — — — 32,114 Total $ 471,761 $ 11,427 $ — $ 2,907 $ 486,095 The community banking segment's goodwill increased $12.8 million in the first six months of 2016 primarily as a result of the acquisition of Generations. The specialty finance segment's goodwill increased $1.6 million in the first six months of 2016 as a result of foreign currency translation adjustments related to the Canadian acquisitions. At June 30, 2016, the Company utilized a qualitative approach for its annual goodwill impairment test of the community banking segment and determined that it is not more likely than not than an impairment existed at that time. The annual goodwill impairment tests of the specialty finance and wealth management segments will be conducted at December 31, 2016. A summary of finite-lived intangible assets as of the dates shown and the expected amortization as of June 30, 2016 is as follows: (Dollars in thousands) June 30, December 31, 2015 June 30, Community banking segment: Core deposit intangibles: Gross carrying amount $ 34,998 $ 34,841 $ 25,881 Accumulated amortization (19,654 ) (17,382 ) (14,983 ) Net carrying amount $ 15,344 $ 17,459 $ 10,898 Specialty finance segment: Customer list intangibles: Gross carrying amount $ 1,800 $ 1,800 $ 1,800 Accumulated amortization (1,100 ) (1,052 ) (1,001 ) Net carrying amount $ 700 $ 748 $ 799 Wealth management segment: Customer list and other intangibles: Gross carrying amount $ 7,940 $ 7,940 $ 7,940 Accumulated amortization (2,163 ) (1,938 ) (1,713 ) Net carrying amount $ 5,777 $ 6,002 $ 6,227 Total other intangible assets, net $ 21,821 $ 24,209 $ 17,924 Estimated amortization Actual in six months ended June 30, 2016 $ 2,546 Estimated remaining in 2016 2,160 Estimated—2017 3,902 Estimated—2018 3,395 Estimated—2019 2,872 Estimated—2020 2,328 The core deposit intangibles recognized in connection with prior bank acquisitions are amortized over a ten -year period on an accelerated basis. The customer list intangibles recognized in connection with the purchase of life insurance premium finance assets in 2009 are being amortized over an 18 -year period on an accelerated basis while the customer list intangibles recognized in connection with prior acquisitions within the wealth management segment are being amortized over a ten -year period on a straight-line basis. Total amortization expense associated with finite-lived intangibles totaled approximately $2.5 million and $1.9 million for the six months ended June 30, 2016 and 2015, respectively.

Deposits

Deposits	6 Months Ended
	Jun. 30, 2016
Deposits [Abstract]
Deposits	Deposits The following table is a summary of deposits as of the dates shown: (Dollars in thousands) June 30, 2016 December 31, 2015 June 30, 2015 Balance: Non-interest bearing $ 5,367,672 $ 4,836,420 $ 3,910,310 NOW and interest bearing demand deposits 2,450,710 2,390,217 2,240,832 Wealth management deposits 1,904,121 1,643,653 1,591,251 Money market 4,384,134 4,041,300 3,898,495 Savings 1,851,863 1,723,367 1,504,654 Time certificates of deposit 4,083,250 4,004,677 3,936,876 Total deposits $ 20,041,750 $ 18,639,634 $ 17,082,418 Mix: Non-interest bearing 27 % 26 % 23 % NOW and interest bearing demand deposits 12 13 13 Wealth management deposits 10 9 9 Money market 22 22 23 Savings 9 9 9 Time certificates of deposit 20 21 23 Total deposits 100 % 100 % 100 % Wealth management deposits represent deposit balances (primarily money market accounts) at the Company’s subsidiary banks from brokerage customers of Wayne Hummer Investments, trust and asset management customers of Company and brokerage customers from unaffiliated companies.

FHLB Advances, Other Borrowings

FHLB Advances, Other Borrowings and Subordinated Notes	6 Months Ended
	Jun. 30, 2016
Debt Disclosure [Abstract]
FHLB Advances, Other Borrowings and Subordinated Notes	FHLB Advances, Other Borrowings and Subordinated Notes The following table is a summary of notes payable, FHLB advances, other borrowings and subordinated notes as of the dates shown: (Dollars in thousands) June 30, December 31, 2015 June 30, FHLB advances $ 588,055 $ 853,431 $ 435,721 Other borrowings: Notes payable 59,937 67,429 75,000 Short-term borrowings 38,798 63,887 48,295 Other 18,564 18,965 18,413 Secured borrowings 135,312 115,504 119,966 Total other borrowings 252,611 265,785 261,674 Subordinated notes 138,915 138,861 138,808 Total FHLB advances, other borrowings and subordinated notes $ 979,581 $ 1,258,077 $ 836,203 FHLB Advances FHLB advances consist of obligations of the banks and are collateralized by qualifying residential real estate and home equity loans and certain securities. FHLB advances are stated at par value of the debt adjusted for unamortized prepayment fees paid at the time of prior restructurings of FHLB advances and unamortized fair value adjustments recorded in connection with advances acquired through acquisitions. Notes Payable At June 30, 2016 , notes payable represented a $59.9 million term facility ("Term Facility"), which is part of a $150.0 million loan agreement ("Credit Agreement") with unaffiliated banks dated December 15, 2014 . The Credit Agreement consists of the Term Facility with an original outstanding balance of $75.0 million and a $75.0 million revolving credit facility ("Revolving Credit Facility"). At June 30, 2016 , the Company had a balance of $59.9 million compared to $67.4 million at December 31, 2015 and $75.0 million at June 30, 2015 under the Term Facility. The Term Facility is stated at par of the current outstanding balance of the debt adjusted for unamortized costs paid by the Company in relation to the debt issuance. The Company was contractually required to borrow the entire amount of the Term Facility on June 15, 2015 and all such borrowings must be repaid by June 15, 2020 . Beginning September 30, 2015 , the Company was required to make straight-line quarterly amortizing payments on the Term Facility. At June 30, 2016 , December 31, 2015 and June 30, 2015 , the Company had no outstanding balance under the Revolving Credit Facility. As no outstanding balance exists on the Revolving Credit Facility, unamortized costs paid by the Company in relation to the issuance of this debt are classified in other assets on the Consolidated Statements of Condition. In December 2015 , the Company amended the Credit Agreement, effectively extending the maturity date on the Revolving Credit Facility from December 14, 2015 to December 12, 2016 . Borrowings under the Credit Agreement that are considered “Base Rate Loans” bear interest at a rate equal to the sum of (1) 50 basis points (in the case of a borrowing under the Revolving Credit Facility) or 75 basis points (in the case of a borrowing under the Term Facility) plus (2) the highest of (a) the federal funds rate plus 50 basis points , (b) the lender's prime rate, and (c) the Eurodollar Rate (as defined below) that would be applicable for an interest period of one month plus 100 basis points . Borrowings under the agreement that are considered “Eurodollar Rate Loans” bear interest at a rate equal to the sum of (1) 150 basis points (in the case of a borrowing under the Revolving Credit Facility) or 175 basis points (in the case of a borrowing under the Term Facility) plus (2) the LIBOR rate for the applicable period, as adjusted for statutory reserve requirements for eurocurrency liabilities (the “Eurodollar Rate”). A commitment fee is payable quarterly equal to 0.20% of the actual daily amount by which the lenders' commitment under the Revolving Credit Facility exceeded the amount outstanding under such facility. Borrowings under the Credit Agreement are secured by pledges of and first priority perfected security interests in the Company's equity interest in its bank subsidiaries and contain several restrictive covenants, including the maintenance of various capital adequacy levels, asset quality and profitability ratios, and certain restrictions on dividends and other indebtedness. At June 30, 2016 , the Company was in compliance with all such covenants. The Revolving Credit Facility and the Term Facility are available to be utilized, as needed, to provide capital to fund continued growth at the Company’s banks and to serve as an interim source of funds for acquisitions, common stock repurchases or other general corporate purposes. Short-term Borrowings Short-term borrowings include securities sold under repurchase agreements and federal funds purchased. These borrowings totaled $38.8 million at June 30, 2016 compared to $63.9 million at December 31, 2015 and $48.3 million at June 30, 2015 . At June 30, 2016 , December 31, 2015 and June 30, 2015 , securities sold under repurchase agreements represent $38.8 million , $58.9 million and $48.3 million , respectively, of customer sweep accounts in connection with master repurchase agreements at the banks. The Company records securities sold under repurchase agreements at their gross value and does not offset positions on the Consolidated Statements of Condition. As of June 30, 2016 , the Company had pledged securities related to its customer balances in sweep accounts of $63.5 million . Securities pledged for customer balances in sweep accounts and short-term borrowings from brokers are maintained under the Company’s control and consist of U.S. Government agency, mortgage-backed and corporate securities. These securities are included in the available-for-sale and held-to-maturity securities portfolios as reflected on the Company’s Consolidated Statements of Condition. The following is a summary of these securities pledged as of June 30, 2016 disaggregated by investment category and maturity, and reconciled to the outstanding balance of securities sold under repurchase agreements: (Dollars in thousands) Overnight Sweep Collateral Available-for-sale securities pledged U.S. Treasury $ 10,009 Corporate notes: Financial issuers 3,945 Mortgage-backed securities 47,464 Held-to-maturity securities pledged U.S. Government agencies 2,053 Total collateral pledged $ 63,471 Excess collateral 24,673 Securities sold under repurchase agreements $ 38,798 Other Borrowings Other borrowings at June 30, 2016 represent a fixed-rate promissory note issued by the Company in August 2012 ("Fixed-Rate Promissory Note") related to and secured by an office building owned by the Company, and non-recourse notes issued by the Company to other banks related to certain capital leases. At June 30, 2016 , the Fixed-Rate Promissory Note had a balance of $18.0 million compared to a balance of $18.3 million and $18.4 million at December 31, 2015 and June 30, 2015 , respectively. Under the Fixed-Rate Promissory Note, the Company will make monthly principal payments and pay interest at a fixed rate of 3.75% until maturity on September 1, 2017 . At June 30, 2016 and December 31, 2015, the non-recourse notes related to certain capital leases totaled $591,000 and $732,000 , respectively. Secured Borrowings Secured borrowings at June 30, 2016 primarily represents transactions to sell an undivided co-ownership interest in all receivables owed to the Company's subsidiary, FIFC Canada. In December 2014, FIFC Canada sold such interest to an unrelated third party in exchange for a cash payment of approximately C$150 million pursuant to a receivables purchase agreement (“Receivables Purchase Agreement”). The Receivables Purchase Agreement was amended in December 2015, effectively extending the maturity date from December 15, 2015 to December 15, 2017 . Additionally, at that time, the unrelated third party paid an additional C$10 million , which increased the total payments to C$160 million . These transactions were not considered sales of receivables and, as such, related proceeds received are reflected on the Company’s Consolidated Statements of Condition as a secured borrowing owed to the unrelated third party, net of unamortized debt issuance costs, and translated to the Company’s reporting currency as of the respective date. At June 30, 2016 , the translated balance of the secured borrowing totaled $123.7 million compared to $115.5 million at December 31, 2015 and $120.0 million at June 30, 2015. Additionally, the interest rate under the Receivables Purchase Agreement at June 30, 2016 was 1.6044% . Subordinated Notes At June 30, 2016, the Company had outstanding subordinated notes totaling $138.9 million compared to $138.9 million and $138.8 million outstanding at December 31, 2015 and June 30, 2015, respectively. The notes have a stated interest rate of 5.00% and mature in June 2024 . These notes are stated at par adjusted for unamortized costs paid related to the issuance of this debt.

Junior Subordinated Debentures

Junior Subordinated Debentures	6 Months Ended
	Jun. 30, 2016
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust [Abstract]
Junior Subordinated Debentures	Junior Subordinated Debentures As of June 30, 2016 , the Company owned 100% of the common securities of eleven trusts, Wintrust Capital Trust III, Wintrust Statutory Trust IV, Wintrust Statutory Trust V, Wintrust Capital Trust VII, Wintrust Capital Trust VIII, Wintrust Capital Trust IX, Northview Capital Trust I, Town Bankshares Capital Trust I, First Northwest Capital Trust I, Suburban Illinois Capital Trust II, and Community Financial Shares Statutory Trust II (the “Trusts”) set up to provide long-term financing. The Northview, Town, First Northwest, Suburban, and Community Financial Shares capital trusts were acquired as part of the acquisitions of Northview Financial Corporation, Town Bankshares, Ltd., First Northwest Bancorp, Inc., Suburban and CFIS, respectively. The Trusts were formed for purposes of issuing trust preferred securities to third-party investors and investing the proceeds from the issuance of the trust preferred securities and common securities solely in junior subordinated debentures issued by the Company (or assumed by the Company in connection with an acquisition), with the same maturities and interest rates as the trust preferred securities. The junior subordinated debentures are the sole assets of the Trusts. In each Trust, the common securities represent approximately 3% of the junior subordinated debentures and the trust preferred securities represent approximately 97% of the junior subordinated debentures. In January 2016, the Company acquired $15.0 million of the $40.0 million of trust preferred securities issued by Wintrust Capital Trust VIII from a third-party investor. The purchase effectively extinguished $15.0 million of junior subordinated debentures related to Wintrust Capital Trust VIII and resulted in a $4.3 million gain from the early extinguishment of debt. The Trusts are reported in the Company’s consolidated financial statements as unconsolidated subsidiaries. Accordingly, in the Consolidated Statements of Condition, the junior subordinated debentures issued by the Company to the Trusts are reported as liabilities and the common securities of the Trusts, all of which are owned by the Company, are included in available-for-sale securities. The following table provides a summary of the Company’s junior subordinated debentures as of June 30, 2016 . The junior subordinated debentures represent the par value of the obligations owed to the Trusts. (Dollars in thousands) Common Securities Trust Preferred Securities Junior Subordinated Debentures Rate Structure Contractual rate at 6/30/2016 Issue Date Maturity Date Earliest Redemption Date Wintrust Capital Trust III $ 774 $ 25,000 $ 25,774 L+3.25 3.88 % 04/2003 04/2033 04/2008 Wintrust Statutory Trust IV 619 20,000 20,619 L+2.80 3.43 % 12/2003 12/2033 12/2008 Wintrust Statutory Trust V 1,238 40,000 41,238 L+2.60 3.23 % 05/2004 05/2034 06/2009 Wintrust Capital Trust VII 1,550 50,000 51,550 L+1.95 2.60 % 12/2004 03/2035 03/2010 Wintrust Capital Trust VIII 1,238 25,000 26,238 L+1.45 2.08 % 08/2005 09/2035 09/2010 Wintrust Capital Trust IX 1,547 50,000 51,547 L+1.63 2.28 % 09/2006 09/2036 09/2011 Northview Capital Trust I 186 6,000 6,186 L+3.00 3.64 % 08/2003 11/2033 08/2008 Town Bankshares Capital Trust I 186 6,000 6,186 L+3.00 3.64 % 08/2003 11/2033 08/2008 First Northwest Capital Trust I 155 5,000 5,155 L+3.00 3.63 % 05/2004 05/2034 05/2009 Suburban Illinois Capital Trust II 464 15,000 15,464 L+1.75 2.40 % 12/2006 12/2036 12/2011 Community Financial Shares Statutory Trust II 109 3,500 3,609 L+1.62 2.27 % 06/2007 09/2037 06/2012 Total $ 253,566 2.84 % The junior subordinated debentures totaled $253.6 million at June 30, 2016 compared to $268.6 million at December 31, 2015 and $249.5 million at June 30, 2015 . The interest rates on the variable rate junior subordinated debentures are based on the three-month LIBOR rate and reset on a quarterly basis. At June 30, 2016 , the weighted average contractual interest rate on the junior subordinated debentures was 2.84% . The Company entered into interest rate swaps and caps with an aggregate notional value of $225 million to hedge the variable cash flows on certain junior subordinated debentures. The hedge-adjusted rate on the junior subordinated debentures as of June 30, 2016 , was 3.79% . Distributions on the common and preferred securities issued by the Trusts are payable quarterly at a rate per annum equal to the interest rates being earned by the Trusts on the junior subordinated debentures. Interest expense on the junior subordinated debentures is deductible for income tax purposes. The Company has guaranteed the payment of distributions and payments upon liquidation or redemption of the trust preferred securities, in each case to the extent of funds held by the Trusts. The Company and the Trusts believe that, taken together, the obligations of the Company under the guarantees, the junior subordinated debentures, and other related agreements provide, in the aggregate, a full, irrevocable and unconditional guarantee, on a subordinated basis, of all of the obligations of the Trusts under the trust preferred securities. Subject to certain limitations, the Company has the right to defer the payment of interest on the junior subordinated debentures at any time, or from time to time, for a period not to exceed 20 consecutive quarters. The trust preferred securities are subject to mandatory redemption, in whole or in part, upon repayment of the junior subordinated debentures at maturity or their earlier redemption. The junior subordinated debentures are redeemable in whole or in part prior to maturity at any time after the earliest redemption dates shown in the table, and earlier at the discretion of the Company if certain conditions are met, and, in any event, only after the Company has obtained Federal Reserve Bank ("FRB") approval, if then required under applicable guidelines or regulations. Prior to January 1, 2015, the junior subordinated debentures, subject to certain limitations, qualified as Tier 1 regulatory capital of the Company and the amount in excess of those certain limitations could, subject to other restrictions, be included in Tier 2 capital. Starting in 2015, a portion of these junior subordinated debentures still qualified as Tier 1 regulatory capital of the Company and the amount in excess of those certain limitations, subject to certain restrictions, was included in Tier 2 capital. At December 31, 2015 , $65.1 million and $195.4 million of the junior subordinated debentures, net of common securities, were included in the Company's Tier 1 and Tier 2 regulatory capital, respectively. At June 30, 2015 , $60.5 million and $181.5 million of the junior subordinated debentures, net of common securities, were included in the Company's Tier 1 and Tier 2 regulatory capital, respectively. Starting in 2016, none of the junior subordinated debentures qualified as Tier 1 regulatory capital of the Company resulting in $245.5 million of the junior subordinated debentures, net of common securities, being included in the Company's Tier 2 regulatory capital.

Segment Information

Segment Information	6 Months Ended
	Jun. 30, 2016
Segment Reporting [Abstract]
Segment Information	Segment Information The Company’s operations consist of three primary segments: community banking, specialty finance and wealth management. The three reportable segments are strategic business units that are separately managed as they offer different products and services and have different marketing strategies. In addition, each segment’s customer base has varying characteristics and each segment has a different regulatory environment. While the Company’s management monitors each of the fifteen bank subsidiaries’ operations and profitability separately, these subsidiaries have been aggregated into one reportable operating segment due to the similarities in products and services, customer base, operations, profitability measures, and economic characteristics. For purposes of internal segment profitability, management allocates certain intersegment and parent company balances. Management allocates a portion of revenues to the specialty finance segment related to loans and leases originated by the specialty finance segment and sold or assigned to the community banking segment. Similarly, for purposes of analyzing the contribution from the wealth management segment, management allocates a portion of the net interest income earned by the community banking segment on deposit balances of customers of the wealth management segment to the wealth management segment. See Note 9 — Deposits, for more information on these deposits. Finally, expenses incurred at the Wintrust parent company are allocated to each segment based on each segment's risk-weighted assets. The segment financial information provided in the following tables has been derived from the internal profitability reporting system used by management to monitor and manage the financial performance of the Company. The accounting policies of the segments are substantially similar to those described in “Summary of Significant Accounting Policies” in Note 1 of the Company’s 2015 Form 10-K. The Company evaluates segment performance based on after-tax profit or loss and other appropriate profitability measures common to each segment. The following is a summary of certain operating information for reportable segments: Three months ended $ Change in Contribution % Change in Contribution (Dollars in thousands) June 30, 2016 June 30, 2015 Net interest income: Community Banking $ 142,251 $ 126,964 $ 15,287 12 % Specialty Finance 24,352 21,338 3,014 14 Wealth Management 4,383 4,280 103 2 Total Operating Segments 170,986 152,582 18,404 12 Intersegment Eliminations 4,284 4,310 (26 ) (1 ) Consolidated net interest income $ 175,270 $ 156,892 $ 18,378 12 % Non-interest income: Community Banking $ 60,813 $ 56,253 $ 4,560 8 % Specialty Finance 12,482 9,135 3,347 37 Wealth Management 19,863 19,013 850 4 Total Operating Segments 93,158 84,401 8,757 10 Intersegment Eliminations (8,359 ) (7,388 ) (971 ) (13 ) Consolidated non-interest income $ 84,799 $ 77,013 $ 7,786 10 % Net revenue: Community Banking $ 203,064 $ 183,217 $ 19,847 11 % Specialty Finance 36,834 30,473 6,361 21 Wealth Management 24,246 23,293 953 4 Total Operating Segments 264,144 236,983 27,161 11 Intersegment Eliminations (4,075 ) (3,078 ) (997 ) (32 ) Consolidated net revenue $ 260,069 $ 233,905 $ 26,164 11 % Segment profit: Community Banking $ 34,576 $ 29,133 $ 5,443 19 % Specialty Finance 12,044 11,378 666 6 Wealth Management 3,421 3,320 101 3 Consolidated net income $ 50,041 $ 43,831 $ 6,210 14 % Segment assets: Community Banking $ 20,190,707 $ 17,312,377 $ 2,878,330 17 % Specialty Finance 3,645,077 2,931,838 713,239 24 Wealth Management 584,832 545,987 38,845 7 Consolidated total assets $ 24,420,616 $ 20,790,202 $ 3,630,414 17 % Six months ended $ Change in Contribution % Change in Contribution (Dollars in thousands) June 30, 2016 June 30, 2015 Net interest income: Community Banking $ 283,949 $ 249,645 $ 34,304 14 % Specialty Finance 45,532 42,384 3,148 7 Wealth Management 8,866 8,469 397 5 Total Operating Segments 338,347 300,498 37,849 13 Intersegment Eliminations 8,432 8,285 147 2 Consolidated net interest income $ 346,779 $ 308,783 $ 37,996 12 % Non-interest income: Community Banking $ 106,480 $ 101,165 $ 5,315 5 % Specialty Finance 24,885 17,006 7,879 46 Wealth Management 38,615 37,741 874 2 Total Operating Segments 169,980 155,912 14,068 9 Intersegment Eliminations (16,429 ) (14,358 ) (2,071 ) (14 ) Consolidated non-interest income $ 153,551 $ 141,554 $ 11,997 8 % Net revenue: Community Banking $ 390,429 $ 350,810 $ 39,619 11 % Specialty Finance 70,417 59,390 11,027 19 Wealth Management 47,481 46,210 1,271 3 Total Operating Segments 508,327 456,410 51,917 11 Intersegment Eliminations (7,997 ) (6,073 ) (1,924 ) (32 ) Consolidated net revenue $ 500,330 $ 450,337 $ 49,993 11 % Segment profit: Community Banking $ 69,333 $ 54,098 $ 15,235 28 % Specialty Finance 23,516 22,330 1,186 5 Wealth Management 6,303 6,455 (152 ) (2 ) Consolidated net income $ 99,152 $ 82,883 $ 16,269 20 %

Derivative Financial Instrument

Derivative Financial Instruments	6 Months Ended
	Jun. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	Derivative Financial Instruments The Company primarily enters into derivative financial instruments as part of its strategy to manage its exposure to changes in interest rates. Derivative instruments represent contracts between parties that result in one party delivering cash to the other party based on a notional amount and an underlying term (such as a rate, security price or price index) specified in the contract. The amount of cash delivered from one party to the other is determined based on the interaction of the notional amount of the contract with the underlying term. Derivatives are also implicit in certain contracts and commitments. The derivative financial instruments currently used by the Company to manage its exposure to interest rate risk include: (1) interest rate swaps and caps to manage the interest rate risk of certain fixed and variable rate assets and variable rate liabilities; (2) interest rate lock commitments provided to customers to fund certain mortgage loans to be sold into the secondary market; (3) forward commitments for the future delivery of such mortgage loans to protect the Company from adverse changes in interest rates and corresponding changes in the value of mortgage loans held-for-sale; and (4) covered call options to economically hedge specific investment securities and receive fee income effectively enhancing the overall yield on such securities to compensate for net interest margin compression. The Company also enters into derivatives (typically interest rate swaps) with certain qualified borrowers to facilitate the borrowers’ risk management strategies and concurrently enters into mirror-image derivatives with a third party counterparty, effectively making a market in the derivatives for such borrowers. Additionally, the Company enters into foreign currency contracts to manage foreign exchange risk associated with certain foreign currency denominated assets. The Company has purchased interest rate cap derivatives to hedge or manage its own risk exposures. Certain interest rate cap derivatives have been designated as cash flow hedge derivatives of the variable cash outflows associated with interest expense on the Company’s junior subordinated debentures and certain deposits. Other cap derivatives are not designated for hedge accounting but are economic hedges of the Company's overall portfolio, therefore any mark to market changes in the value of these caps are recognized in earnings. Below is a summary of the interest rate cap derivatives held by the Company as of June 30, 2016 : (Dollars in thousands) Notional Accounting Fair Value as of Effective Date Maturity Date Amount Treatment June 30, 2016 August 29, 2012 August 29, 2016 216,500 Cash Flow Hedging — February 22, 2013 August 22, 2016 43,500 Cash Flow Hedging — February 22, 2013 August 22, 2016 56,500 Non-Hedge Designated — March 21, 2013 March 21, 2017 100,000 Non-Hedge Designated 2 May 16, 2013 November 16, 2016 75,000 Non-Hedge Designated — September 15, 2013 September 15, 2017 50,000 Cash Flow Hedging 6 September 30, 2013 September 30, 2017 40,000 Cash Flow Hedging 6 $ 581,500 $ 14 The Company recognizes derivative financial instruments in the consolidated financial statements at fair value regardless of the purpose or intent for holding the instrument. The Company records derivative assets and derivative liabilities on the Consolidated Statements of Condition within accrued interest receivable and other assets and accrued interest payable and other liabilities, respectively. Changes in the fair value of derivative financial instruments are either recognized in income or in shareholders’ equity as a component of other comprehensive income depending on whether the derivative financial instrument qualifies for hedge accounting and, if so, whether it qualifies as a fair value hedge or cash flow hedge. Generally, changes in fair values of derivatives accounted for as fair value hedges are recorded in income in the same period and in the same income statement line as changes in the fair values of the hedged items that relate to the hedged risk(s). Changes in fair values of derivative financial instruments accounted for as cash flow hedges, to the extent they are effective hedges, are recorded as a component of other comprehensive income, net of deferred taxes, and reclassified to earnings when the hedged transaction affects earnings. Changes in fair values of derivative financial instruments not designated in a hedging relationship pursuant to ASC 815, including changes in fair value related to the ineffective portion of cash flow hedges, are reported in non-interest income during the period of the change. Derivative financial instruments are valued by a third party and are corroborated through comparison with valuations provided by the respective counterparties. Fair values of certain mortgage banking derivatives (interest rate lock commitments and forward commitments to sell mortgage loans) are estimated based on changes in mortgage interest rates from the date of the loan commitment. The fair value of foreign currency derivatives is computed based on changes in foreign currency rates stated in the contract compared to those prevailing at the measurement date. The table below presents the fair value of the Company’s derivative financial instruments as of June 30, 2016 , December 31, 2015 and June 30, 2015 : Derivative Assets Derivative Liabilities Fair Value Fair Value (Dollars in thousands) June 30, 2016 December 31, 2015 June 30, June 30, 2016 December 31, 2015 June 30, Derivatives designated as hedging instruments under ASC 815: Interest rate derivatives designated as Cash Flow Hedges $ 12 $ 242 $ 514 $ 1,577 $ 846 $ 1,573 Interest rate derivatives designated as Fair Value Hedges — 27 39 999 143 — Total derivatives designated as hedging instruments under ASC 815 $ 12 $ 269 $ 553 $ 2,576 $ 989 $ 1,573 Derivatives not designated as hedging instruments under ASC 815: Interest rate derivatives $ 89,024 $ 42,510 $ 36,194 $ 88,316 $ 41,469 $ 35,032 Interest rate lock commitments 11,435 7,401 11,990 2,973 171 — Forward commitments to sell mortgage loans — 745 — 6,496 2,275 3,805 Foreign exchange contracts 581 373 181 551 115 89 Total derivatives not designated as hedging instruments under ASC 815 $ 101,040 $ 51,029 $ 48,365 $ 98,336 $ 44,030 $ 38,926 Total Derivatives $ 101,052 $ 51,298 $ 48,918 $ 100,912 $ 45,019 $ 40,499 Cash Flow Hedges of Interest Rate Risk The Company’s objectives in using interest rate derivatives are to add stability to net interest income and to manage its exposure to interest rate movements. To accomplish these objectives, the Company primarily uses interest rate swaps and interest rate caps as part of its interest rate risk management strategy. Interest rate swaps designated as cash flow hedges involve the receipt of variable-rate amounts from a counterparty in exchange for the Company making fixed-rate payments over the life of the agreements without the exchange of the underlying notional amount. Interest rate caps designated as cash flow hedges involve the receipt of payments at the end of each period in which the interest rate specified in the contract exceeds the agreed upon strike price. As of June 30, 2016, the Company had one interest rate swap and two interest rate cap derivatives designated as cash flow hedges of variable rate deposits. The interest rate swap derivative had a notional amount of $250.0 million and matures in July 2019. The cap derivatives had notional amounts of $216.5 million and $43.5 million , respectively, both maturing in August 2016. Additionally, as of June 30, 2016 , the Company had two interest rate swaps and two interest rate caps designated as hedges of the variable cash outflows associated with interest expense on the Company’s junior subordinated debentures. The swap derivatives associated with the Company's junior subordinated debentures had notional amounts of $50.0 million and $25.0 million and mature in September 2016 and October 2016. The cap derivatives associated with the Company's junior subordinated debentures had notional amounts of $50.0 million and $40.0 million , respectively, both maturing in September 2017. The effective portion of changes in the fair value of these cash flow hedges is recorded in accumulated other comprehensive income and is subsequently reclassified to interest expense as interest payments are made on the Company’s variable rate junior subordinated debentures. The changes in fair value (net of tax) are separately disclosed in the Consolidated Statements of Comprehensive Income. The ineffective portion of the change in fair value of these derivatives is recognized directly in earnings; however, no hedge ineffectiveness was recognized during the six months ended June 30, 2016 or June 30, 2015 . The Company uses the hypothetical derivative method to assess and measure hedge effectiveness. The table below provides details on each of these cash flow hedges as of June 30, 2016 : June 30, 2016 (Dollars in thousands) Notional Fair Value Maturity Date Amount Asset (Liability) Interest Rate Swaps: September 2016 $ 50,000 $ (170 ) October 2016 25,000 (113 ) July 2019 250,000 (1,294 ) Total Interest Rate Swaps $ 325,000 $ (1,577 ) Interest Rate Caps: August 2016 43,500 — August 2016 216,500 — September 2017 50,000 6 September 2017 40,000 6 Total Interest Rate Caps $ 350,000 $ 12 Total Cash Flow Hedges $ 675,000 $ (1,565 ) A rollforward of the amounts in accumulated other comprehensive loss related to interest rate derivatives designated as cash flow hedges follows: Three months ended Six months ended (Dollars in thousands) June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Unrealized loss at beginning of period $ (3,051 ) $ (4,623 ) $ (3,529 ) $ (4,062 ) Amount reclassified from accumulated other comprehensive loss to interest expense on deposits and junior subordinated debentures 832 475 1,555 889 Amount of loss recognized in other comprehensive income (1,355 ) (260 ) (1,600 ) (1,235 ) Unrealized loss at end of period $ (3,574 ) $ (4,408 ) $ (3,574 ) $ (4,408 ) As of June 30, 2016 , the Company estimates that during the next twelve months, $1.7 million will be reclassified from accumulated other comprehensive loss as an increase to interest expense. Fair Value Hedges of Interest Rate Risk Interest rate swaps designated as fair value hedges involve the payment of fixed amounts to a counterparty in exchange for the Company receiving variable payments over the life of the agreements without the exchange of the underlying notional amount. As of June 30, 2016 , the Company has four interest rate swaps with an aggregate notional amount of $24.7 million that were designated as fair value hedges associated with fixed rate commercial and industrial and commercial franchise loans. For derivatives designated and that qualify as fair value hedges, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in earnings. The Company includes the gain or loss on the hedged item in the same line item as the offsetting loss or gain on the related derivatives. The Company recognized a net gain of $17,000 in other income related to hedge ineffectiveness for the three months ended June 30, 2016 and a $2,000 net gain for the three months ended June 30, 2015. On a year-to-date basis, the Company recognized a net loss of $22,000 and $2,000 for the six months ending June 30, 2016 and 2015, respectively. On June 1, 2013, the Company de-designated a $96.5 million notional amount cap which was previously designated as a fair value hedge of interest rate risk associated with an embedded cap in one of the Company’s floating rate loans. The hedged loan was restructured which resulted in the interest rate cap no longer qualifying as an effective fair value hedge. As such, the interest rate cap derivative is no longer accounted for under hedge accounting and all changes in the interest rate cap derivative value subsequent to June 1, 2013 are recorded in earnings. Additionally, the Company has recorded amortization of the basis in the previously hedged item as a reduction to interest income of $43,000 and $86,000 in the three month period and six month period ended June 30, 2016 , respectively. The following table presents the gain/(loss) and hedge ineffectiveness recognized on derivative instruments and the related hedged items that are designated as a fair value hedge accounting relationship as of June 30, 2016 and 2015: (Dollars in thousands) Derivatives in Fair Value Hedging Relationships Location of Gain/(Loss) Recognized in Income on Derivative Amount of Gain/(Loss) Recognized in Income on Derivative Three Months Ended Amount of (Loss)/Gain Recognized in Income on Hedged Item Three Months Ended Income Statement Gain/ (Loss) due to Hedge Ineffectiveness Three Months Ended June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Interest rate swaps Trading (losses) gains, net $ (329 ) $ 17 $ 346 $ (15 ) $ 17 $ 2 (Dollars in thousands) Derivatives in Fair Value Hedging Relationships Location of Gain/(Loss) Recognized in Income on Derivative Amount of Gain/(Loss) Recognized in Income on Derivative Six Months Ended Amount of (Loss)/Gain Recognized in Income on Hedged Item Six Months Ended Income Statement Gain/ (Loss) due to Hedge Ineffectiveness Six Months Ended June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Interest rate swaps Trading (losses) gains, net $ (883 ) $ (15 ) $ 861 $ 13 $ (22 ) $ (2 ) Non-Designated Hedges The Company does not use derivatives for speculative purposes. Derivatives not designated as accounting hedges are used to manage the Company’s economic exposure to interest rate movements and other identified risks but do not meet the strict hedge accounting requirements of ASC 815. Changes in the fair value of derivatives not designated in hedging relationships are recorded directly in earnings. Interest Rate Derivatives —The Company has interest rate derivatives, including swaps and option products, resulting from a service the Company provides to certain qualified borrowers. The Company’s banking subsidiaries execute certain derivative products (typically interest rate swaps) directly with qualified commercial borrowers to facilitate their respective risk management strategies. For example, these arrangements allow the Company’s commercial borrowers to effectively convert a variable rate loan to a fixed rate. In order to minimize the Company’s exposure on these transactions, the Company simultaneously executes offsetting derivatives with third parties. In most cases, the offsetting derivatives have mirror-image terms, which result in the positions’ changes in fair value substantially offsetting through earnings each period. However, to the extent that the derivatives are not a mirror-image and because of differences in counterparty credit risk, changes in fair value will not completely offset resulting in some earnings impact each period. Changes in the fair value of these derivatives are included in non-interest income. At June 30, 2016 , the Company had interest rate derivative transactions with an aggregate notional amount of approximately $3.8 billion (all interest rate swaps and caps with customers and third parties) related to this program. These interest rate derivatives had maturity dates ranging from July 2016 to February 2045 . Mortgage Banking Derivatives— These derivatives include interest rate lock commitments provided to customers to fund certain mortgage loans to be sold into the secondary market and forward commitments for the future delivery of such loans. It is the Company’s practice to enter into forward commitments for the future delivery of a portion of our residential mortgage loan production when interest rate lock commitments are entered into in order to economically hedge the effect of future changes in interest rates on its commitments to fund the loans as well as on its portfolio of mortgage loans held-for-sale. The Company’s mortgage banking derivatives have not been designated as being in accounting hedge relationships. At June 30, 2016 , the Company had forward commitments to sell mortgage loans with an aggregate notional amount of approximately $1.2 billion and interest rate lock commitments with an aggregate notional amount of approximately $655.3 million . The fair values of these derivatives were estimated based on changes in mortgage rates from the dates of the commitments. Changes in the fair value of these mortgage banking derivatives are included in mortgage banking revenue. Foreign Currency Derivatives— These derivatives include foreign currency contracts used to manage the foreign exchange risk associated with foreign currency denominated assets and to facilitate the respective risk management strategies of certain customer's foreign currency transactions. Foreign currency contracts, which include spot and forward contracts, represent agreements to exchange the currency of one country for the currency of another country at an agreed-upon price on an agreed-upon settlement date. As a result of fluctuations in foreign currencies, the U.S. dollar-equivalent value of the foreign currency denominated assets or forecasted transactions increase or decrease. Gains or losses on the derivative instruments related to these foreign currency denominated assets or forecasted transactions are expected to substantially offset this variability. For certain foreign currency contracts with customers, the Company simultaneously executes offsetting derivatives with third parties. These offsetting derivatives have mirror-image terms, which result in the positions’ changes in fair value substantially offsetting through earnings each period. As of June 30, 2016 the Company held foreign currency derivatives with an aggregate notional amount of approximately $35.1 million . Other Derivatives— Periodically, the Company will sell options to a bank or dealer for the right to purchase certain securities held within the banks’ investment portfolios (covered call options). These option transactions are designed primarily to mitigate overall interest rate risk and to increase the total return associated with the investment securities portfolio. These options do not qualify as accounting hedges pursuant to ASC 815, and, accordingly, changes in fair value of these contracts are recognized as other non-interest income. There were no covered call options outstanding as of June 30, 2016 , December 31, 2015 or June 30, 2015 . As discussed above, the Company has entered into interest rate cap derivatives to protect the Company in a rising rate environment against increased margin compression due to the repricing of variable rate liabilities and lack of repricing of fixed rate loans and/or securities. As of June 30, 2016 , the Company held three interest rate cap derivative contracts, which are not designated in accounting hedge relationships, with an aggregate notional value of $231.5 million . Amounts included in the Consolidated Statements of Income related to derivative instruments not designated in accounting hedge relationships were as follows: (Dollars in thousands) Three Months Ended Six Months Ended Derivative Location in income statement June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Interest rate swaps and caps Trading (losses) gains, net $ (432 ) $ 133 $ (356 ) $ (317 ) Mortgage banking derivatives Mortgage banking revenue (2,707 ) 299 (843 ) 2,393 Covered call options Fees from covered call options 4,649 4,565 6,361 8,925 Foreign exchange contracts Trading (losses) gains, net (173 ) 71 (236 ) 20 Credit Risk Derivative instruments have inherent risks, primarily market risk and credit risk. Market risk is associated with changes in interest rates and credit risk relates to the risk that the counterparty will fail to perform according to the terms of the agreement. The amounts potentially subject to market and credit risks are the streams of interest payments under the contracts and the market value of the derivative instrument and not the notional principal amounts used to express the volume of the transactions. Market and credit risks are managed and monitored as part of the Company's overall asset-liability management process, except that the credit risk related to derivatives entered into with certain qualified borrowers is managed through the Company's standard loan underwriting process since these derivatives are secured through collateral provided by the loan agreements. Actual exposures are monitored against various types of credit limits established to contain risk within parameters. When deemed necessary, appropriate types and amounts of collateral are obtained to minimize credit exposure. The Company has agreements with certain of its interest rate derivative counterparties that contain cross-default provisions, which provide that if the Company defaults on any of its indebtedness, including default where repayment of the indebtedness has not been accelerated by the lender, then the Company could also be declared in default on its derivative obligations. The Company also has agreements with certain of its derivative counterparties that contain a provision allowing the counterparty to terminate the derivative positions if the Company fails to maintain its status as a well or adequately capitalized institution, which would require the Company to settle its obligations under the agreements. As of June 30, 2016 , the fair value of interest rate derivatives in a net liability position that were subject to such agreements, which includes accrued interest related to these agreements, was $92.3 million . If at June 30, 2016 the Company had breached any of these provisions and the derivative positions were terminated as a result, the Company would have been required to settle its obligations under the agreements at the termination value and would have been required to pay any additional amounts due in excess of amounts previously posted as collateral with the respective counterparty. The Company is also exposed to the credit risk of its commercial borrowers who are counterparties to interest rate derivatives with the banks. This counterparty risk related to the commercial borrowers is managed and monitored through the banks' standard underwriting process applicable to loans since these derivatives are secured through collateral provided by the loan agreement. The counterparty risk associated with the mirror-image swaps executed with third parties is monitored and managed in connection with the Company's overall asset liability management process. The Company records interest rate derivatives subject to master netting agreements at their gross value and does not offset derivative assets and liabilities on the Consolidated Statements of Condition. The tables below summarize the Company's interest rate derivatives and offsetting positions as of the dates shown. Derivative Assets Derivative Liabilities Fair Value Fair Value (Dollars in thousands) June 30, 2016 December 31, 2015 June 30, 2015 June 30, 2016 December 31, 2015 June 30, 2015 Gross Amounts Recognized $ 89,036 $ 42,779 $ 36,747 $ 90,892 $ 42,458 $ 36,605 Less: Amounts offset in the Statements of Financial Condition — — — — — — Net amount presented in the Statements of Financial Condition $ 89,036 $ 42,779 $ 36,747 $ 90,892 $ 42,458 $ 36,605 Gross amounts not offset in the Statements of Financial Condition Offsetting Derivative Positions (161 ) (753 ) (1,896 ) (161 ) (753 ) (1,896 ) Collateral Posted (1) — — — (90,731 ) (41,705 ) (34,709 ) Net Credit Exposure $ 88,875 $ 42,026 $ 34,851 $ — $ — $ — (1) As of June 30, 2016, December 31, 2015 and June 30, 2015, the Company posted collateral of $94.2 million , $45.5 million and $36.0 million , respectively, which resulted in excess collateral with its counterparties. For purposes of this disclosure, the amount of posted collateral is limited to the amount offsetting the derivative liability.

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	6 Months Ended
	Jun. 30, 2016
Fair Value Disclosures [Abstract]
Fair Values of Assets and Liabilities	Fair Values of Assets and Liabilities The Company measures, monitors and discloses certain of its assets and liabilities on a fair value basis. These financial assets and financial liabilities are measured at fair value in three levels, based on the markets in which the assets and liabilities are traded and the observability of the assumptions used to determine fair value. These levels are: • Level 1—unadjusted quoted prices in active markets for identical assets or liabilities. • Level 2 — inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These include quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the asset or liability or inputs that are derived principally from or corroborated by observable market data by correlation or other means. • Level 3—significant unobservable inputs that reflect the Company’s own assumptions that market participants would use in pricing the assets or liabilities. Level 3 assets and liabilities include financial instruments whose value is determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation. A financial instrument’s categorization within the above valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement. The Company’s assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the assets or liabilities. Following is a description of the valuation methodologies used for the Company’s assets and liabilities measured at fair value on a recurring basis. Available-for-sale and trading account securities —Fair values for available-for-sale and trading securities are typically based on prices obtained from independent pricing vendors. Securities measured with these valuation techniques are generally classified as Level 2 of the fair value hierarchy. Typically, standard inputs such as benchmark yields, reported trades for similar securities, issuer spreads, benchmark securities, bids, offers and reference data including market research publications are used to fair value a security. When these inputs are not available, broker/dealer quotes may be obtained by the vendor to determine the fair value of the security. We review the vendor’s pricing methodologies to determine if observable market information is being used, versus unobservable inputs. Fair value measurements using significant inputs that are unobservable in the market due to limited activity or a less liquid market are classified as Level 3 in the fair value hierarchy. The Company’s Investment Operations Department is responsible for the valuation of Level 3 available-for-sale securities. The methodology and variables used as inputs in pricing Level 3 securities are derived from a combination of observable and unobservable inputs. The unobservable inputs are determined through internal assumptions that may vary from period to period due to external factors, such as market movement and credit rating adjustments. At June 30, 2016 , the Company classified $69.8 million of municipal securities as Level 3. These municipal securities are bond issues for various municipal government entities primarily located in the Chicago metropolitan area and southern Wisconsin and are privately placed, non-rated bonds without CUSIP numbers. The Company’s methodology for pricing the non-rated bonds focuses on three distinct inputs: equivalent rating, yield and other pricing terms. To determine the rating for a given non-rated municipal bond, the Investment Operations Department references a publicly issued bond by the same issuer if available. A reduction is then applied to the rating obtained from the comparable bond, as the Company believes if liquidated, a non-rated bond would be valued less than a similar bond with a verifiable rating. The reduction applied by the Company is one complete rating grade (i.e. a “AA” rating for a comparable bond would be reduced to “A” for the Company’s valuation). In the second quarter of 2016, all of the ratings derived in the above process by Investment Operations were BBB or better, for both bonds with and without comparable bond proxies. The fair value measurement of municipal bonds is sensitive to the rating input, as a higher rating typically results in an increased valuation. The remaining pricing inputs used in the bond valuation are observable. Based on the rating determined in the above process, Investment Operations obtains a corresponding current market yield curve available to market participants. Other terms including coupon, maturity date, redemption price, number of coupon payments per year, and accrual method are obtained from the individual bond term sheets. Certain municipal bonds held by the Company at June 30, 2016 have a call date that has passed, and are now continuously callable. When valuing these bonds, the fair value is capped at par value as the Company assumes a market participant would not pay more than par for a continuously callable bond. At June 30, 2016 , the Company held $25.2 million of equity securities classified as Level 3. The securities in Level 3 are primarily comprised of auction rate preferred securities. The Company’s valuation methodology includes modeling the contractual cash flows of the underlying preferred securities and applying a discount to these cash flows by a market spread derived from the market price of the securities underlying debt. At June 30, 2016 , the Company considered three different securities whose implied market spreads were believed to provide a proxy for the Company’s auction rate preferred securities. The market spreads ranged from 2.16% - 2.81% with an average of 2.48% which was added to three-month LIBOR to be used as the discount rate input to the Company's model. Fair value of the securities is sensitive to the discount rate utilized as a higher discount rate results in a decreased fair value measurement. Mortgage loans held-for-sale —The fair value of mortgage loans held-for-sale is determined by reference to investor price sheets for loan products with similar characteristics. Mortgage servicing rights ("MSRs") —Fair value for MSRs is determined utilizing a valuation model which calculates the fair value of each servicing rights based on the present value of estimated future cash flows. The Company uses a discount rate commensurate with the risk associated with each servicing rights, given current market conditions. At June 30, 2016 , the Company classified $13.4 million of MSRs as Level 3. The weighted average discount rate used as an input to value the MSRs at June 30, 2016 was 5.20% with discount rates applied ranging from 3% - 6% . The higher the rate utilized to discount estimated future cash flows, the lower the fair value measurement. Additionally, fair value estimates include assumptions about prepayment speeds which ranged from 2% - 47% or a weighted average prepayment speed of 11.67% used as an input to value the MSRs at June 30, 2016 . Prepayment speeds are inversely related to the fair value of MSRs as an increase in prepayment speeds results in a decreased valuation. Derivative instruments —The Company’s derivative instruments include interest rate swaps and caps, commitments to fund mortgages for sale into the secondary market (interest rate locks), forward commitments to end investors for the sale of mortgage loans and foreign currency contracts. Interest rate swaps and caps are valued by a third party, using models that primarily use market observable inputs, such as yield curves, and are corroborated by comparison with valuations provided by the respective counterparties. The credit risk associated with derivative financial instruments that are subject to master netting agreements is measured on a net basis by counterparty portfolio. The fair value for mortgage-related derivatives is based on changes in mortgage rates from the date of the commitments. The fair value of foreign currency derivatives is computed based on change in foreign currency rates stated in the contract compared to those prevailing at the measurement date. Nonqualified deferred compensation assets —The underlying assets relating to the nonqualified deferred compensation plan are included in a trust and primarily consist of non-exchange traded institutional funds which are priced based by an independent third party service. The following tables present the balances of assets and liabilities measured at fair value on a recurring basis for the periods presented: June 30, 2016 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 122,330 $ — $ 122,330 $ — U.S. Government agencies 69,916 — 69,916 — Municipal 111,640 — 41,828 69,812 Corporate notes 69,690 — 69,690 — Mortgage-backed 207,508 — 207,508 — Equity securities 56,579 — 31,392 25,187 Trading account securities 3,613 — 3,613 — Mortgage loans held-for-sale 554,256 — 554,256 — MSRs 13,382 — — 13,382 Nonqualified deferred compensation assets 9,076 — 9,076 — Derivative assets 101,052 — 101,052 — Total $ 1,319,042 $ — $ 1,210,661 $ 108,381 Derivative liabilities $ 100,912 $ — $ 100,912 $ — December 31, 2015 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 306,729 $ — $ 306,729 $ — U.S. Government agencies 70,236 — 70,236 — Municipal 108,595 — 39,982 68,613 Corporate notes 81,545 — 81,545 — Mortgage-backed 1,092,597 — 1,092,597 — Equity securities 56,686 — 31,487 25,199 Trading account securities 448 — 448 — Mortgage loans held-for-sale 388,038 — 388,038 — MSRs 9,092 — — 9,092 Nonqualified deferred compensation assets 8,517 — 8,517 — Derivative assets 51,298 — 51,298 — Total $ 2,173,781 $ — $ 2,070,877 $ 102,904 Derivative liabilities $ 45,019 $ — $ 45,019 $ — June 30, 2015 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 281,161 $ — $ 281,161 $ — U.S. Government agencies 628,660 — 628,660 — Municipal 269,790 — 211,218 58,572 Corporate notes 128,141 — 128,141 — Mortgage-backed 800,101 — 800,101 — Equity securities 54,208 — 29,212 24,996 Trading account securities 1,597 — 1,597 — Mortgage loans held-for-sale 497,283 — 497,283 — MSRs 8,034 — — 8,034 Nonqualified deferred compensation assets 8,778 — 8,778 — Derivative assets 48,918 — 48,918 — Total $ 2,726,671 $ — $ 2,635,069 $ 91,602 Derivative liabilities $ 40,500 $ — $ 40,500 $ — The aggregate remaining contractual principal balance outstanding as of June 30, 2016 , December 31, 2015 and June 30, 2015 for mortgage loans held-for-sale measured at fair value under ASC 825 was $529.0 million , $372.0 million and $475.9 million , respectively, while the aggregate fair value of mortgage loans held-for-sale was $554.3 million , $388.0 million and $497.3 million , for the same respective periods, as shown in the above tables. There were no nonaccrual loans or loans past due greater than 90 days and still accruing in the mortgage loans held-for-sale portfolio measured at fair value as of June 30, 2016 , December 31, 2015 and June 30, 2015 . The changes in Level 3 assets measured at fair value on a recurring basis during the three and six months ended June 30, 2016 and 2015 are summarized as follows: Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at April 1, 2016 $ 70,242 $ 24,054 $ 10,128 Total net gains (losses) included in: Net income (1) — — 3,254 Other comprehensive income 113 1,133 — Purchases 1,003 — — Issuances — — — Sales — — — Settlements (1,546 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2016 $ 69,812 $ 25,187 $ 13,382 Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at January 1, 2016 $ 68,613 $ 25,199 $ 9,092 Total net gains (losses) included in: Net income (1) — — 4,290 Other comprehensive income 100 (12 ) — Purchases 4,274 — — Issuances — — — Sales — — — Settlements (3,175 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2016 $ 69,812 $ 25,187 $ 13,382 Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at April 1, 2015 $ 56,049 $ 24,656 $ 7,852 Total net gains (losses) included in: Net income (1) — — 182 Other comprehensive income (713 ) 340 — Purchases 4,175 — — Issuances — — — Sales — — — Settlements (939 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2015 $ 58,572 $ 24,996 $ 8,034 (1) Changes in the balance of MSRs are recorded as a component of mortgage banking revenue in non-interest income. Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at January 1, 2015 $ 58,953 $ 23,711 $ 8,435 Total net gains (losses) included in: Net income (1) — — (401 ) Other comprehensive income (510 ) 1,285 — Purchases 10,849 — — Issuances — — — Sales — — — Settlements (10,720 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2015 $ 58,572 $ 24,996 $ 8,034 (1) Changes in the balance of MSRs are recorded as a component of mortgage banking revenue in non-interest income. Also, the Company may be required, from time to time, to measure certain other financial assets at fair value on a nonrecurring basis in accordance with GAAP. These adjustments to fair value usually result from impairment charges on individual assets. For assets measured at fair value on a nonrecurring basis that were still held in the balance sheet at the end of the period, the following table provides the carrying value of the related individual assets or portfolios at June 30, 2016 . June 30, 2016 Three Months Ended June 30, 2016 Fair Value Losses Recognized, net Six Months Ended June 30, 2016 Fair Value Losses Recognized, net (Dollars in thousands) Total Level 1 Level 2 Level 3 Impaired loans—collateral based $ 67,837 $ — $ — $ 67,837 $ 3,897 $ 6,230 Other real estate owned, including covered other real estate owned (1) 51,046 — — 51,046 2,293 3,380 Total $ 118,883 $ — $ — $ 118,883 $ 6,190 $ 9,610 (1) Fair value losses recognized, net on other real estate owned include valuation adjustments and charge-offs during the respective period. Impaired loans —A loan is considered to be impaired when, based on current information and events, it is probable that the Company will be unable to collect all amounts due pursuant to the contractual terms of the loan agreement. A loan modified in a TDR is an impaired loan according to applicable accounting guidance. Impairment is measured by estimating the fair value of the loan based on the present value of expected cash flows, the market price of the loan, or the fair value of the underlying collateral. Impaired loans are considered a fair value measurement where an allowance is established based on the fair value of collateral. Appraised values, which may require adjustments to market-based valuation inputs, are generally used on real estate collateral-dependent impaired loans. The Company’s Managed Assets Division is primarily responsible for the valuation of Level 3 inputs of impaired loans. For more information on the Managed Assets Division review of impaired loans refer to Note 7 – Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans. At June 30, 2016 , the Company had $96.0 million of impaired loans classified as Level 3. Of the $96.0 million of impaired loans, $67.8 million were measured at fair value based on the underlying collateral of the loan as shown in the table above. The remaining $28.1 million were valued based on discounted cash flows in accordance with ASC 310. Other real estate owned (including covered other real estate owned) —Other real estate owned is comprised of real estate acquired in partial or full satisfaction of loans and is included in other assets. Other real estate owned is recorded at its estimated fair value less estimated selling costs at the date of transfer, with any excess of the related loan balance over the fair value less expected selling costs charged to the allowance for loan losses. Subsequent changes in value are reported as adjustments to the carrying amount and are recorded in other non-interest expense. Gains and losses upon sale, if any, are also charged to other non-interest expense. Fair value is generally based on third party appraisals and internal estimates that are adjusted by a discount representing the estimated cost of sale and is therefore considered a Level 3 valuation. The Company’s Managed Assets Division is primarily responsible for the valuation of Level 3 inputs for non-covered other real estate owned and covered other real estate owned. At June 30, 2016 , the Company had $51.0 million of other real estate owned classified as Level 3. The unobservable input applied to other real estate owned relates to the 10% reduction to the appraisal value representing the estimated cost of sale of the foreclosed property. A higher discount for the estimated cost of sale results in a decreased carrying value. The valuation techniques and significant unobservable inputs used to measure both recurring and non-recurring Level 3 fair value measurements at June 30, 2016 were as follows: (Dollars in thousands) Fair Value Valuation Methodology Significant Unobservable Input Range of Inputs Weighted Average of Inputs Impact to valuation from an increased or higher input value Measured at fair value on a recurring basis: Municipal Securities $ 69,812 Bond pricing Equivalent rating BBB-AA+ N/A Increase Equity Securities 25,187 Discounted cash flows Discount rate 2.16%-2.81% 2.48% Decrease MSRs 13,382 Discounted cash flows Discount rate 3%-6% 5.20% Decrease Constant prepayment rate (CPR) 2%-47% 11.67% Decrease Measured at fair value on a non-recurring basis: Impaired loans—collateral based $ 67,837 Appraisal value Appraisal adjustment - cost of sale 10% 10.00% Decrease Other real estate owned, including covered other real estate owned 51,046 Appraisal value Appraisal adjustment - cost of sale 10% 10.00% Decrease The Company is required under applicable accounting guidance to report the fair value of all financial instruments on the consolidated statements of condition, including those financial instruments carried at cost. The table below presents the carrying amounts and estimated fair values of the Company’s financial instruments as of the dates shown: At June 30, 2016 At December 31, 2015 At June 30, 2015 Carrying Fair Carrying Fair Carrying Fair (Dollars in thousands) Value Value Value Value Value Value Financial Assets: Cash and cash equivalents $ 271,575 $ 271,575 $ 275,795 $ 275,795 $ 252,209 $ 252,209 Interest bearing deposits with banks 693,269 693,269 607,782 607,782 591,721 591,721 Available-for-sale securities 637,663 637,663 1,716,388 1,716,388 2,162,061 2,162,061 Held-to-maturity securities 992,211 1,010,179 884,826 878,111 — — Trading account securities 3,613 3,613 448 448 1,597 1,597 FHLB and FRB stock, at cost 121,319 121,319 101,581 101,581 89,818 89,818 Brokerage customer receivables 26,866 26,866 27,631 27,631 29,753 29,753 Mortgage loans held-for-sale, at fair value 554,256 554,256 388,038 388,038 497,283 497,283 Total loans 18,279,903 19,228,691 17,266,790 18,106,829 15,707,060 16,469,518 MSRs 13,382 13,382 9,092 9,092 8,034 8,034 Nonqualified deferred compensation assets 9,076 9,076 8,517 8,517 8,778 8,778 Derivative assets 101,052 101,052 51,298 51,298 48,918 48,918 FDIC indemnification asset — — — — 3,429 3,429 Accrued interest receivable and other 198,017 198,017 193,092 193,092 178,349 178,349 Total financial assets $ 21,902,202 $ 22,868,958 $ 21,531,278 $ 22,364,602 $ 19,579,010 $ 20,341,468 Financial Liabilities Non-maturity deposits $ 15,958,500 $ 15,958,500 $ 14,634,957 $ 14,634,957 $ 13,145,542 $ 13,145,542 Deposits with stated maturities 4,083,250 4,086,350 4,004,677 3,998,180 3,936,876 3,937,146 FHLB advances 588,055 597,568 853,431 863,437 435,721 448,870 Other borrowings 252,611 252,611 265,785 265,785 261,674 261,674 Subordinated notes 138,915 141,858 138,861 140,302 138,808 142,810 Junior subordinated debentures 253,566 254,143 268,566 268,046 249,493 250,265 Derivative liabilities 100,912 100,912 45,019 45,019 40,500 40,500 FDIC indemnification liability 11,729 11,729 6,100 6,100 — — Accrued interest payable 6,175 6,175 7,394 7,394 6,827 6,827 Total financial liabilities $ 21,393,713 $ 21,409,846 $ 20,224,790 $ 20,229,220 $ 18,215,441 $ 18,233,634 Not all the financial instruments listed in the table above are subject to the disclosure provisions of ASC Topic 820, as certain assets and liabilities result in their carrying value approximating fair value. These include cash and cash equivalents, interest bearing deposits with banks, brokerage customer receivables, FHLB and FRB stock, FDIC indemnification asset and liability, accrued interest receivable and accrued interest payable and non-maturity deposits. The following methods and assumptions were used by the Company in estimating fair values of financial instruments that were not previously disclosed. Held-to-maturity securities. Held-to-maturity securities include U.S. Government-sponsored agency securities and municipal bonds issued by various municipal government entities primarily located in the Chicago metropolitan area and southern Wisconsin. Fair values for held-to-maturity securities are typically based on prices obtained from independent pricing vendors. In accordance with ASC 820, the Company has categorized held-to-maturity securities as a Level 2 fair value measurement. Loans. Fair values are estimated for portfolios of loans with similar financial characteristics. Loans are analyzed by type such as commercial, residential real estate, etc. Each category is further segmented by interest rate type (fixed and variable) and term. For variable-rate loans that reprice frequently, estimated fair values are based on carrying values. The fair value of residential loans is based on secondary market sources for securities backed by similar loans, adjusted for differences in loan characteristics. The fair value for other fixed rate loans is estimated by discounting scheduled cash flows through the estimated maturity using estimated market discount rates that reflect credit and interest rate risks inherent in the loan. The primary impact of credit risk on the present value of the loan portfolio, however, was assessed through the use of the allowance for loan losses, which is believed to represent the current fair value of probable incurred losses for purposes of the fair value calculation. In accordance with ASC 820, the Company has categorized loans as a Level 3 fair value measurement. Deposits with stated maturities. The fair value of certificates of deposit is based on the discounted value of contractual cash flows. The discount rate is estimated using the rates currently in effect for deposits of similar remaining maturities. In accordance with ASC 820, the Company has categorized deposits with stated maturities as a Level 3 fair value measurement. FHLB advances. The fair value of FHLB advances is obtained from the FHLB which uses a discounted cash flow analysis based on current market rates of similar maturity debt securities to discount cash flows. In accordance with ASC 820, the Company has categorized FHLB advances as a Level 3 fair value measurement. Subordinated notes. The fair value of the subordinated notes is based on a market price obtained from an independent pricing vendor. In accordance with ASC 820, the Company has categorized subordinated notes as a Level 2 fair value measurement. Junior subordinated debentures. The fair value of the junior subordinated debentures is based on the discounted value of contractual cash flows. In accordance with ASC 820, the Company has categorized junior subordinated debentures as a Level 3 fair value measurement.

Stock-Based Compensation Plans

Stock-Based Compensation Plans	6 Months Ended
	Jun. 30, 2016
Share-based Compensation [Abstract]
Stock-Based Compensation Plans	Stock-Based Compensation Plans In May 2015, the Company’s shareholders approved the 2015 Stock Incentive Plan (“the 2015 Plan”) which provides for the issuance of up to 5,485,000 shares of common stock. The 2015 Plan replaced the 2007 Stock Incentive Plan (“the 2007 Plan”) which replaced the 1997 Stock Incentive Plan (“the 1997 Plan”). The 2015 Plan, the 2007 Plan and the 1997 Plan are collectively referred to as “the Plans.” The 2015 Plan has substantially similar terms to the 2007 Plan and the 1997 Plan. Outstanding awards under the Plans for which common shares are not issued by reason of cancellation, forfeiture, lapse of such award or settlement of such award in cash, are again available under the 2015 Plan. All grants made after the approval of the 2015 Plan will be made pursuant to the 2015 Plan. The Plans cover substantially all employees of Wintrust. The Compensation Committee of the Board of Directors administers all stock-based compensation programs and authorizes all awards granted pursuant to the Plans. The Plans permit the grant of incentive stock options, non-qualified stock options, stock appreciation rights, stock awards, restricted share or unit awards, performance awards settled in shares of common stock and other incentive awards based in whole or in part by reference to the Company’s common stock. The Company historically awarded stock-based compensation in the form of time-vested non-qualified stock options and time-vested restricted share unit awards (“restricted shares”). The grants of options provide for the purchase of shares of the Company’s common stock at the fair market value of the stock on the date the options are granted. Stock options under the 2015 Plan and the 2007 Plan generally vest ratably over periods of three to five years and have a maximum term of seven years from the date of grant. Stock options granted under the 1997 Plan provided for a maximum term of 10 years. Restricted shares entitle the holders to receive, at no cost, shares of the Company’s common stock. Restricted shares generally vest over periods of one to five years from the date of grant. Beginning in 2011, the Company has awarded annual grants under the Long-Term Incentive Program (“LTIP”), which is administered under the Plans. The LTIP is designed in part to align the interests of management with the interests of shareholders, foster retention, create a long-term focus based on sustainable results and provide participants with a target long-term incentive opportunity. It is anticipated that LTIP awards will continue to be granted annually. LTIP grants to date have consisted of time-vested non-qualified stock options and performance-based stock and cash awards. Performance-based stock and cash awards granted under the LTIP are contingent upon the achievement of pre-established long-term performance goals set in advance by the Compensation Committee over a three-year period starting at the beginning of each calendar year. These performance awards are granted at a target level, and based on the Company’s achievement of the pre-established long-term goals, the actual payouts can range from 0% to a maximum of 150% (for awards granted in 2015 and 2016) or 200% (for awards granted prior to 2015) of the target award. The awards vest in the quarter after the end of the performance period upon certification of the payout by the Compensation Committee of the Board of Directors. Holders of restricted share awards and performance-based stock awards received under the Plans are not entitled to vote or receive cash dividends (or cash payments equal to the cash dividends) on the underlying common shares until the awards are vested and issued. Except in limited circumstances, these awards are canceled upon termination of employment without any payment of consideration by the Company. Shares that are vested but not issuable pursuant to deferred compensation arrangements accrue additional shares based on the value of dividends otherwise paid. Stock-based compensation is measured as the fair value of an award on the date of grant, and the measured cost is recognized over the period which the recipient is required to provide service in exchange for the award. The fair values of restricted share and performance-based stock awards are determined based on the average of the high and low trading prices on the grant date, and the fair value of stock options is estimated using a Black-Scholes option-pricing model that utilizes the assumptions outlined in the following table. Option-pricing models require the input of highly subjective assumptions and are sensitive to changes in the option's expected life and the price volatility of the underlying stock, which can materially affect the fair value estimate. Expected life of options granted since the inception of the LTIP awards has been based on the safe harbor rule of the SEC Staff Accounting Bulletin No. 107 “Share-Based Payment” as the Company believes historical exercise data may not provide a reasonable basis to estimate the expected term of these options. Expected stock price volatility is based on historical volatility of the Company's common stock, which correlates with the expected life of the options, and the risk-free interest rate is based on comparable U.S. Treasury rates. Management reviews and adjusts the assumptions used to calculate the fair value of an option on a periodic basis to better reflect expected trends. The following table presents the weighted average assumptions used to determine the fair value of options granted in the six month periods ending June 30, 2016 and 2015 . Six Months Ended June 30, June 30, 2016 2015 Expected dividend yield 0.9 % 0.9 % Expected volatility 25.2 % 26.5 % Risk-free rate 1.3 % 1.3 % Expected option life (in years) 4.5 4.5 Stock based compensation is recognized based upon the number of awards that are ultimately expected to vest, taking into account expected forfeitures. In addition, for performance-based awards, an estimate is made of the number of shares expected to vest as a result of actual performance against the performance criteria in the award to determine the amount of compensation expense to recognize. The estimate is reevaluated periodically and total compensation expense is adjusted for any change in estimate in the current period. Stock-based compensation expense recognized in the Consolidated Statements of Income was $2.3 million in the second quarter of 2016 and $3.0 million in the second quarter of 2015 , and $4.8 million and $5.3 million for the year-to-date periods, respectively. A summary of the Company's stock option activity for the six months ended June 30, 2016 and June 30, 2015 is presented below: Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2016 1,551,734 $ 41.32 Granted 558,411 40.96 Exercised (99,760 ) 37.56 Forfeited or canceled (84,750 ) 49.03 Outstanding at June 30, 2016 1,925,635 $ 41.07 4.9 $ 19,159 Exercisable at June 30, 2016 896,155 $ 39.08 3.6 $ 10,695 Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2015 1,618,426 $ 43.00 Conversion of options of acquired company 16,364 21.18 Granted 493,690 44.17 Exercised (108,042 ) 33.70 Forfeited or canceled (219,356 ) 53.47 Outstanding at June 30, 2015 1,801,082 $ 42.40 4.4 $ 20,012 Exercisable at June 30, 2015 916,168 $ 40.62 2.9 $ 11,928 (1) Represents the remaining weighted average contractual life in years. (2) Aggregate intrinsic value represents the total pre-tax intrinsic value (i.e., the difference between the Company's stock price on the last trading day of the quarter and the option exercise price, multiplied by the number of shares) that would have been received by the option holders if they had exercised their options on the last day of the quarter. Options with exercise prices above the stock price on the last trading day of the quarter are excluded from the calculation of intrinsic value. The intrinsic value will change based on the fair market value of the Company's stock. The weighted average grant date fair value per share of options granted during the six months ended June 30, 2016 and June 30, 2015 was $8.61 and $9.69 , respectively. The aggregate intrinsic value of options exercised during the six months ended June 30, 2016 and 2015, was $1.2 million and $1.6 million , respectively. A summary of the Plans' restricted share activity for the six months ended June 30, 2016 and June 30, 2015 is presented below: Six months ended June 30, 2016 Six months ended June 30, 2015 Restricted Shares Common Shares Weighted Average Grant-Date Fair Value Common Shares Weighted Average Grant-Date Fair Value Outstanding at January 1 137,593 $ 49.63 146,112 $ 47.45 Granted 14,546 43.95 14,907 45.35 Vested and issued (8,523 ) 44.10 (14,015 ) 38.78 Forfeited or canceled (504 ) 44.26 — — Outstanding at June 30 143,112 $ 49.40 147,004 $ 48.07 Vested, but not issuable at June 30 88,696 $ 51.43 85,000 $ 51.88 A summary of the Plans' performance-based stock award activity, based on the target level of the awards, for the six months ended June 30, 2016 and June 30, 2015 is presented below: Six months ended June 30, 2016 Six months ended June 30, 2015 Performance-based Stock Common Weighted Common Weighted Outstanding at January 1 276,533 $ 43.01 295,679 $ 38.18 Granted 117,409 40.95 104,191 44.17 Vested and issued (78,410 ) 37.90 (78,590 ) 31.10 Forfeited (13,064 ) 41.13 (33,522 ) 32.62 Outstanding at June 30 302,468 $ 43.62 287,758 $ 42.93 Vested, but deferred at June 30 6,646 $ 37.89 — $ — The Company issues new shares to satisfy its obligation to issue shares granted pursuant to the Plans.

Shareholders' Equity and Earnin

Shareholders' Equity and Earnings Per Share	6 Months Ended
	Jun. 30, 2016
Earnings Per Share, Basic and Diluted, Other Disclosures [Abstract]
Shareholders' Equity and Earnings Per Share	Shareholders’ Equity and Earnings Per Share Common Stock Offering In June 2016, the Company issued through a public offering a total of 3,000,000 shares of its common stock. Net proceeds to the Company totaled approximately $152.8 million . Series D Preferred Stock In June 2015, the Company issued and sold 5,000,000 shares of fixed-to-floating non-cumulative perpetual preferred stock, Series D, liquidation preference $25 per share (the “Series D Preferred Stock”) for $125.0 million in a public offering. When, as and if declared, dividends on the Series D Preferred Stock are payable quarterly in arrears at a fixed rate of 6.50% per annum from the original issuance date to, but excluding, July 15, 2025 , and from (and including) that date at a floating rate equal to three-month LIBOR plus a spread of 4.06% per annum. Series C Preferred Stock In March 2012, the Company issued and sold 126,500 shares of non-cumulative perpetual convertible preferred stock, Series C, liquidation preference $1,000 per share (the “Series C Preferred Stock”) for $126.5 million in a public offering. When, as and if declared, dividends on the Series C Preferred Stock are payable quarterly in arrears at a rate of 5.00% per annum. The Series C Preferred Stock is convertible into common stock at the option of the holder at a current conversion rate of 24.6213 shares of common stock per share of Series C Preferred Stock subject to customary anti-dilution adjustments. In the first six months of of 2016, pursuant to such terms, 30 shares of the Series C Preferred Stock were converted at the option of the respective holders into 729 shares of the Company's common stock. In 2015, pursuant to such terms, 180 shares of the Series C Preferred Stock were converted at the option of the respective holders into 4,374 shares of the Company's common stock. On and after April 15, 2017, the Company will have the right under certain circumstances to cause the Series C Preferred Stock to be converted into common stock if the closing price of the Company’s common stock exceeds a certain amount. Common Stock Warrant Pursuant to the U.S. Department of the Treasury’s (the “U.S. Treasury”) Capital Purchase Program, on December 19, 2008, the Company issued to the U.S. Treasury a warrant to exercise 1,643,295 warrant shares of Wintrust common stock at a per share exercise price of $22.82 , subject to customary anti-dilution adjustments, and with a term of 10 years. In February 2011, the U.S. Treasury sold all of its interest in the warrant issued to it in a secondary underwritten public offering. During the first six months of 2016, no warrant shares were exercised. At June 30, 2016 , all remaining holders of the interest in the warrant were able to exercise 367,432 warrant shares. Other In July 2015, the Company issued 388,573 shares of its common stock in the acquisition of CFIS. In January 2015, the Company issued 422,122 shares of its common stock in the acquisition of Delavan. At the January 2016 Board of Directors meeting, a quarterly cash dividend of $0.12 per share ( $0.48 on an annualized basis) was declared. It was paid on February 25, 2016 to shareholders of record as of February 11, 2016 . At the April 2016 Board of Directors meeting, a quarterly cash dividend of $0.12 per share ( $0.48 on an annualized basis) was declared. It was paid on May 26, 2016 to shareholders of record as of May 12, 2016 . Accumulated Other Comprehensive Income (Loss) The following tables summarize the components of other comprehensive income (loss), including the related income tax effects, and the related amount reclassified to net income for the periods presented (in thousands). Accumulated Unrealized Gains (Losses) on Securities Accumulated Unrealized Losses on Derivative Instruments Accumulated Foreign Currency Translation Adjustments Total Accumulated Other Comprehensive Loss Balance at April 1, 2016 $ (1,204 ) $ (1,903 ) $ (36,803 ) $ (39,910 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 3,724 (822 ) 612 3,514 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (875 ) 505 — (370 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax 2,326 — — 2,326 Net other comprehensive income (loss) during the period, net of tax $ 5,175 $ (317 ) $ 612 $ 5,470 Balance at June 30, 2016 $ 3,971 $ (2,220 ) $ (36,191 ) $ (34,440 ) Balance at January 1, 2016 $ (17,674 ) $ (2,193 ) $ (42,841 ) $ (62,708 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 18,912 (971 ) 6,650 24,591 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (1,679 ) 944 — (735 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax $ 4,412 $ — $ — $ 4,412 Net other comprehensive income (loss) during the period, net of tax $ 21,645 $ (27 ) $ 6,650 $ 28,268 Balance at June 30, 2016 $ 3,971 $ (2,220 ) $ (36,191 ) $ (34,440 ) Balance at April 1, 2015 $ 6,094 $ (2,858 ) $ (34,327 ) $ (31,091 ) Other comprehensive (loss) income during the period, net of tax, before reclassifications (32,441 ) (147 ) 1,516 (31,072 ) Amount reclassified from accumulated other comprehensive (loss) income into net income, net of tax 14 278 — 292 Amount reclassified from accumulated other comprehensive (loss) income related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax — — — — Net other comprehensive (loss) income during the period, net of tax $ (32,427 ) $ 131 $ 1,516 $ (30,780 ) Balance at June 30, 2015 $ (26,333 ) $ (2,727 ) $ (32,811 ) $ (61,871 ) Accumulated Unrealized Gains (Losses) on Securities Accumulated Unrealized Losses on Derivative Instruments Accumulated Foreign Currency Translation Adjustments Total Accumulated Other Comprehensive Loss Balance at January 1, 2015 $ (9,533 ) $ (2,517 ) $ (25,282 ) $ (37,332 ) Other comprehensive loss during the period, net of tax, before reclassifications (16,496 ) (740 ) (7,529 ) (24,765 ) Amount reclassified from accumulated other comprehensive loss into net income, net of tax (304 ) 530 — 226 Amount reclassified from accumulated other comprehensive loss related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax — — — — Net other comprehensive loss during the period, net of tax $ (16,800 ) $ (210 ) $ (7,529 ) $ (24,539 ) Balance at June 30, 2015 $ (26,333 ) $ (2,727 ) $ (32,811 ) $ (61,871 ) Amount Reclassified from Accumulated Other Comprehensive Income for the Details Regarding the Component of Accumulated Other Comprehensive Income Three Months Ended Six Months Ended Impacted Line on the Consolidated Statements of Income June 30, June 30, 2016 2015 2016 2015 Accumulated unrealized losses on securities Gains (losses) included in net income $ 1,440 $ (24 ) $ 2,765 $ 500 Gains (losses) on investment securities, net 1,440 (24 ) 2,765 500 Income before taxes Tax effect $ (565 ) $ 10 $ (1,086 ) $ (196 ) Income tax expense Net of tax $ 875 $ (14 ) $ 1,679 $ 304 Net income Accumulated unrealized losses on derivative instruments Amount reclassified to interest expense on deposits $ 338 $ — $ 593 $ — Interest on deposits Amount reclassified to interest expense on junior subordinated debentures 494 457 $ 962 $ 871 Interest on junior subordinated debentures (832 ) (457 ) (1,555 ) (871 ) Income before taxes Tax effect $ 327 $ 179 $ 611 $ 341 Income tax expense Net of tax $ (505 ) $ (278 ) $ (944 ) $ (530 ) Net income Earnings per Share The following table shows the computation of basic and diluted earnings per share for the periods indicated: Three Months Ended Six Months Ended (In thousands, except per share data) June 30, June 30, June 30, June 30, Net income $ 50,041 $ 43,831 $ 99,152 $ 82,883 Less: Preferred stock dividends and discount accretion 3,628 1,580 7,256 3,161 Net income applicable to common shares—Basic (A) 46,413 42,251 91,896 79,722 Add: Dividends on convertible preferred stock, if dilutive 1,578 1,580 3,156 3,161 Net income applicable to common shares—Diluted (B) 47,991 43,831 95,052 82,883 Weighted average common shares outstanding (C) 49,140 47,567 48,794 47,404 Effect of dilutive potential common shares Common stock equivalents 856 1,085 778 1,149 Convertible preferred stock, if dilutive 3,109 3,071 3,109 3,071 Total dilutive potential common shares 3,965 4,156 3,887 4,220 Weighted average common shares and effect of dilutive potential common shares (D) 53,105 51,723 52,681 51,624 Net income per common share: Basic (A/C) $ 0.94 $ 0.89 $ 1.88 $ 1.68 Diluted (B/D) $ 0.90 $ 0.85 $ 1.80 $ 1.61 Potentially dilutive common shares can result from stock options, restricted stock unit awards, stock warrants, the Company’s convertible preferred stock and shares to be issued under the Employee Stock Purchase Plan and the Directors Deferred Fee and Stock Plan, being treated as if they had been either exercised or issued, computed by application of the treasury stock method. While potentially dilutive common shares are typically included in the computation of diluted earnings per share, potentially dilutive common shares are excluded from this computation in periods in which the effect would reduce the loss per share or increase the income per share. For diluted earnings per share, net income applicable to common shares can be affected by the conversion of the Company’s convertible preferred stock. Where the effect of this conversion would reduce the loss per share or increase the income per share, net income applicable to common shares is not adjusted by the associated preferred dividends.

Regulatory Matters

Regulatory Matters	6 Months Ended
	Jun. 30, 2016
Regulatory Capital Requirements [Abstract]
Regulatory Matters	Regulatory Matters The Company is a bank holding company that has elected to be treated by the FRB as a financial holding company for purposes of the Bank Holding Company Act of 1956 (as amended, the “BHC Act”). The activities of bank holding companies generally are limited to the business of banking, managing or controlling banks, and other activities determined by the FRB, by regulation or order prior to November 11, 1999, to be so closely related to banking as to be a proper incident thereto. Impermissible activities for bank holding companies and their subsidiaries include activities that are related to commerce, such as retail sales of nonfinancial products or manufacturing. As a financial holding company, we may engage in an expanded range of activities, including securities and insurance activities conducted as agent or principal that are considered to be financial in nature. Moreover, financial holding companies may engage in activities incidental or complementary to financial activities, if the FRB determines that such activities pose no substantial risk to the safety or soundness of depository institutions or the financial system in general. Maintaining our financial holding company status requires that our subsidiary banks remain “well-capitalized” and “well-managed” as defined by regulation, and maintain at least a “satisfactory” rating under the Community Reinvestment Act. In addition, under the Dodd-Frank Wall Street Reform and Consumer Protection Act, we must also remain well-capitalized and well-managed to maintain our financial holding company status. If we or our subsidiary banks fail to continue to meet these requirements, we could be subject to restrictions on new activities and acquisitions, and/or be required to cease and possibly divest of operations that conduct existing activities that are not permissible for a bank holding company that is not a financial holding company. In light of these requirements, the Company consistently monitors the capitalization of its banks, utilizing the ratios required by regulatory definition: 10.0% , 8.0% , 6.5% and 5.0% for each of total capital to risk-weighted assets, Tier 1 capital to risk-weighted assets, common equity Tier 1 capital to risk-weighted assets and Tier 1 leverage ratio, respectively. To maintain adequate capitalization in satisfaction of these required ratios, the Company from time to time makes subordinated loans to one or more of its subsidiary banks, with a corresponding intercompany subordinated note issued by such subsidiary bank to the Company on account of each such loan. Such subordinated indebtedness is included in the Company’s calculation of its subsidiary banks’ respective Tier 2 capital. On April 29, 2016 the Company determined that the intercompany subordinated note agreements that the Company’s subsidiary national banks utilized to issue subordinated debt did not conform with the provisions of 12 CFR 5.47(f)(ii) and OCC Bulletin 2015-22, which were issued in early 2015. This ruling impacted four of the Company’s national bank subsidiaries: Beverly Bank & Trust Company, N.A. (“Beverly Bank”), Schaumburg Bank & Trust Company, N.A. (“Schaumburg Bank”), Barrington Bank & Trust Company, N.A. (“Barrington Bank”) and Old Plank Trail Community Bank, N.A. (“Old Plank Trail Bank”). Accordingly, the Company recalculated the capitalization ratios of its affected subsidiary national banks to exclude subordinated debt that had been issued by such banks subsequent to January 1, 2015 from each bank’s respective Tier 2 capital. On April 29, 2016, each of these banks repaid to the Company 100% of their respective outstanding subordinated indebtedness, and the Company in turn infused corresponding amounts of capital surplus (Tier 1 capital) into the four banks as follows: (a) Beverly Bank - $13.0 million ; (b) Schaumburg Bank - $10.3 million ; (c) Barrington Bank - $5.0 million ; and (d) Old Plank Trail Bank - $4.0 million . Following this effective substitution of Tier 1 capital for Tier 2 capital, the total capital to risk-weighted assets ratios of the four banks remained identical and each bank remains well capitalized. In May 2016 the Company determined that certain intercompany subordinated note agreements that the Company’s Illinois-chartered banks utilized to issue subordinated debt did not qualify as Tier 2 capital due to a provision in the agreement which allowed the note holder to accelerate payment of principal. Accordingly, the subordinated notes issued after January 1, 2015 were not includable in Tier 2 capital and therefore the bank subsidiaries filed revised call reports for the periods affected. These filings impacted eight of the Company’s Illinois-chartered bank subsidiaries: Lake Forest Bank & Trust Company (“Lake Forest Bank”), Libertyville Bank & Trust Company (“Libertyville Bank”), Northbrook Bank & Trust Company (“Northbrook Bank”), St. Charles Bank & Trust Company (“St. Charles Bank”), State Bank of the Lakes, Village Bank & Trust (“Village Bank”), Wheaton Bank, and Wintrust Bank. Accordingly, the Company recalculated the capitalization ratios of its affected Illinois-chartered banks to exclude subordinated debt that had been issued by such banks subsequent to January 1, 2015 from each bank’s respective Tier 2 capital. In May 2016, each of these banks issued replacement subordinated note agreements in a form that the Company is advised is sufficient to qualify as Tier 2 capital. Following this issuance of replacement subordinated note agreements, the total capital to risk-weighted assets ratios of the eight banks remained identical and each bank remains well capitalized. After excluding the following outstanding amounts of subordinated debt from Tier 2 capital, the recalculated total capital to risk-weighted assets ratios for each bank were as follows: March 31, December 31, September 30, June 30, March 31, (Dollars in thousands) 2016 2015 2015 2015 2015 Subordinated debt excluded from Tier 2 capital Beverly Bank $ 13,000 $ 13,000 $ 11,000 $ 11,000 $ 1,000 Schaumburg Bank 8,500 8,500 3,500 3,500 3,500 Barrington Bank 5,000 — — — — Old Plank Trail Bank 4,000 — — — — Lake Forest Bank 10,000 10,000 10,000 14,000 14,000 Libertyville Bank — — — 2,500 2,500 Northbrook Bank 12,500 6,500 6,500 7,500 7,500 St. Charles Bank 2,500 2,500 2,500 2,000 2,000 State Bank of the Lakes 3,500 3,500 3,500 3,500 2,500 Village Bank 2,500 2,500 2,500 7,000 7,000 Wheaton Bank 15,500 13,500 13,500 6,000 — Wintrust Bank 17,000 13,000 13,000 13,000 6,000 Total capital (to risk-weighted assets) (1) Beverly Bank 9.7 % 9.6 % 10.1 % 10.2 % 11.0 % Schaumburg Bank 10.2 10.3 10.7 10.8 10.7 Barrington Bank 11.4 11.3 11.6 11.4 11.1 Old Plank Trail Bank 10.8 11.3 11.8 11.6 11.9 Lake Forest Bank 11.8 10.9 11.0 10.8 10.8 Libertyville Bank 11.7 11.5 11.2 11.3 11.0 Northbrook Bank 10.3 10.5 10.7 10.6 10.6 St. Charles Bank 11.1 10.9 10.9 10.8 10.8 State Bank of the Lakes 11.0 10.6 10.9 10.9 10.9 Village Bank 11.0 11.0 10.9 11.0 10.5 Wheaton Bank 10.2 10.1 10.4 10.6 11.5 Wintrust Bank 10.9 10.9 10.9 11.1 11.2 (1) Note that the OCC-regulated bank subsidiaries' first quarter 2016 call reports did not require refiling as the determination to exclude the subordinated debt from the capitalization ratios as of March 31, 2016 was made prior to the filing deadline of those call reports. The Company believes that all of its banks have effectively been consistently well capitalized at all times during 2015 and 2016. As a technical matter under these revised ratio calculations, however, Beverly was not considered to be well capitalized at December 31, 2015 or March 31, 2016. The Company considers this to be immaterial because of the amount of subordinated indebtedness that actually was held by Beverly as of both dates, respectively, notwithstanding the required recalculation to exclude subordinated indebtedness from Tier 2 capital. Nonetheless, because the Credit Agreement requires that the Company’s banks maintain certain minimum regulatory capital ratios which are higher than some of the adjusted capital ratios, the Company received waivers from the Required Lenders under the Credit Agreement, waiving any technical default that may have existed on these dates.

Basis of Presentation (Policies

Basis of Presentation (Policies)	6 Months Ended
	Jun. 30, 2016
Accounting Policies [Abstract]
Basis of Accounting, Policy	The consolidated financial statements of Wintrust Financial Corporation and Subsidiaries (“Wintrust” or “the Company”) presented herein are unaudited, but in the opinion of management reflect all necessary adjustments of a normal or recurring nature for a fair presentation of results as of the dates and for the periods covered by the consolidated financial statements. The accompanying consolidated financial statements are unaudited and do not include information or footnotes necessary for a complete presentation of financial condition, results of operations or cash flows in accordance with U.S. generally accepted accounting principles ("GAAP"). The consolidated financial statements should be read in conjunction with the consolidated financial statements and notes included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 (“ 2015 Form 10-K”). Operating results reported for the three-month and six-month periods are not necessarily indicative of the results which may be expected for the entire year. Reclassifications of certain prior period amounts have been made to conform to the current period presentation. The preparation of the financial statements requires management to make estimates, assumptions and judgments that affect the reported amounts of assets and liabilities. Management believes that the estimates made are reasonable, however, changes in estimates may be required if economic or other conditions develop differently from management’s expectations. Certain policies and accounting principles inherently have a greater reliance on the use of estimates, assumptions and judgments and as such have a greater possibility of producing results that could be materially different than originally reported. Management views critical accounting policies to be those which are highly dependent on subjective or complex judgments, estimates and assumptions, and where changes in those estimates and assumptions could have a significant impact on the financial statements. Management currently views the determination of the allowance for loan losses, allowance for covered loan losses and the allowance for losses on lending-related commitments, loans acquired with evidence of credit quality deterioration since origination, estimations of fair value, the valuations required for impairment testing of goodwill, the valuation and accounting for derivative instruments and income taxes as the accounting areas that require the most subjective and complex judgments, and as such could be the most subject to revision as new information becomes available. Descriptions of the Company's significant accounting policies are included in Note 1 - “Summary of Significant Accounting Policies” of the 2015 Form 10-K.
Recent Accounting Developments	Revenue Recognition In May 2014, the FASB issued ASU No. 2014-09, which created "Revenue from Contracts with Customers (Topic 606)," to clarify the principles for recognizing revenue and develop a common revenue standard for customer contracts. This ASU provides guidance regarding how an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The ASU also added a new subtopic to the codification, ASC 340-40, "Other Assets and Deferred Costs: Contracts with Customers" to provide guidance on costs related to obtaining and fulfilling a customer contract. Furthermore, the new standard requires disclosure of sufficient information to enable users of financial statements to understand the nature, amount, timing, and uncertainty of revenue and cash flows arising from contracts with customers. At the time ASU No. 2014-09 was issued, the guidance was effective for fiscal years beginning after December 15, 2016. In July 2015, the FASB approved a deferral of the effective date by one year, which would result in the guidance becoming effective for fiscal years beginning after December 15, 2017. The FASB has continued to issue various Updates to clarify and improve specific areas of ASU No. 2014-09. In March 2016, the FASB issued ASU No. 2016-08, "Revenue from Contracts with Customers (Topic 606): Principal versus Agent Considerations (Reporting Revenue Gross versus Net)," to clarify the implementation guidance within ASU No. 2014-09 surrounding principal versus agent considerations and its impact on revenue recognition. In April 2016, the FASB issued ASU No. 2016-10, "Revenue from Contracts with Customers (Topic 606): Identifying Performance Obligations and Licensing," to also clarify the implementation guidance within ASU No. 2014-09 related to these two topics. In May 2016, the FASB issued ASU No. 2016-11, "Revenue Recognition (Topic 605) and Derivative and Hedging (Topic 815): Rescission of SEC Guidance Because of Accounting Standards Updates 2014-09 and 2014-16 Pursuant to Staff Announcements at the March 3, 2016 EITF Meeting," to remove certain areas of SEC Staff Guidance from those specific Topics. Additionally, in May 2016, the FASB issued ASU 2016-12, "Revenue from Contracts with Customers (Topic 606): Narrow-Scope Improvements and Practical Expedients," to clarify specific aspects of implementation, including the collectibility criterion, exclusion of sale taxes collected from a transaction price, noncash consideration, contract modifications and completed contracts at transition. Like ASU No. 2014-09, this guidance is effective for fiscal years beginning after December 15, 2017. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Extraordinary and Unusual Items In January 2015, the FASB issued ASU No. 2015-01, “Income Statement - Extraordinary and Unusual Items (Subtopic 225-20): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items,” to eliminate the concept of extraordinary items related to separately classifying, presenting and disclosing certain events and transactions that meet the criteria for that concept. This guidance was effective for fiscal years beginning after December 15, 2015 and did not have a material impact on the Company’s consolidated financial statements. Consolidation In February 2015, the FASB issued ASU No. 2015-02, “Consolidation (Topic 810): Amendments to the Consolidation Analysis,” which changes the analysis that a reporting entity must perform to determine whether it should consolidate certain types of legal entities. This guidance was effective for fiscal years beginning after December 15, 2015 and did not have a material impact on the Company's consolidated financial statements. Debt Issuance Costs In April 2015, the FASB issued ASU No. 2015-03, "Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs," to clarify the presentation of debt issuance costs within the balance sheet. This ASU requires that an entity present debt issuance costs related to a recognized debt liability on the balance sheet as a direct deduction from the carrying amount of that debt liability, not as a separate asset. The ASU does not affect the current guidance for the recognition and measurement for these debt issuance costs. Additionally, in August 2015, the FASB issued ASU No. 2015-15, "Interest - Imputation of Interest (Subtopic 835-30): Presentation and Subsequent Measurement of Debt Issuance Costs Associated with Line-of-Credit Arrangements (Amendments to SEC Paragraphs Pursuant to Staff Announcement at June 18, 2015 EITF Meeting," to further clarify the presentation of debt issuance costs related to line-of-credit agreements. This ASU states the SEC would not object to an entity deferring and presenting debt issuance costs related to line-of-credit agreements as an asset on the balance sheet and subsequently amortizing these costs ratably over the term of the agreement, regardless of any outstanding borrowing under the line-of-credit agreement. This guidance was effective for fiscal years beginning after December 15, 2015 and was applied retrospectively within the Company’s consolidated financial statements. For December 31, 2015 and June 30, 2015, the Company reclassified as a direct reduction to the related debt balance $7.8 million and $9.7 million , respectively, of debt issuance costs that were previously presented as accrued interest receivable and other assets on the Consolidated Statements of Condition. Business Combinations In September 2015, the FASB issued ASU No. 2015-16, "Business Combinations (Topic 805): Simplifying the Accounting for Measurement-Period Adjustments," to simplify the accounting for subsequent adjustments made to provisional amounts recognized at the acquisition date of a business combination. This ASU eliminates the requirement to retrospectively account for these adjustment for all prior periods impacted. The acquirer is required to recognize these adjustments identified during the measurement period in the reporting period in which the adjustment amount is determined. Additionally, the ASU requires an entity to present separately on the face of the income statement or disclose in the notes the portion of the amount recorded in current-period earnings that would have been recorded in previous reporting periods if the adjustment had been recognized at the acquisition date. This guidance was effective for fiscal years beginning after December 15, 2015 and did not have a material impact on the Company’s consolidated financial statements. Financial Instruments In January 2016, the FASB issued ASU No. 2016-01, "Financial Instruments - Overall (Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities," to improve the accounting for financial instruments. This ASU requires equity investments with readily determinable fair values to be measured at fair value with changes recognized in net income regardless of classification. For equity investments without a readily determinable fair value, the value of the investment would be measured at cost minus impairment, if any, plus or minus changes resulting from observable price changes in orderly transactions for the identical or a similar investment of the same issuer instead of fair value, unless a qualitative assessment indicates impairment. Additionally, this ASU requires the separate presentation of financial assets and financial liabilities by measurement category and form of financial asset on the balance sheet or the accompanying notes to the financial statements. This guidance is effective for fiscal years beginning after December 15, 2017 and is to be applied prospectively with a cumulative-effect adjustment to the balance sheet as of the beginning of the fiscal year of adoption. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Leases In February 2016, the FASB issued ASU No. 2016-02, "Leases (Topic 842)," to improve transparency and comparability across entities regarding leasing arrangements. This ASU requires the recognition of a separate lease liability representing the required lease payments over the lease term and a separate lease asset representing the right to use the underlying asset during the same lease term. Additionally, this ASU provides clarification regarding the identification of certain components of contracts that would represent a lease as well as requires additional disclosures to the notes of the financial statements. This guidance is effective for fiscal years beginning after December 15, 2018, including interim periods within those fiscal years, and is to be applied under a modified retrospective approach, including the option to apply certain practical expedients. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Derivatives In March 2016, the FASB issued ASU No. 2016-05, "Derivatives and Hedging (Topic 815): Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships," to clarify guidance surrounding the effect on an existing hedging relationship of a change in the counterparty to a derivative instrument that has been designated as a hedging instrument. This ASU states that a change in counterparty to such derivative instrument does not, in and of itself, require dedesignation of that hedging relationship provided that all other hedge accounting criteria continue to be met. This guidance is effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years, and is to be applied either under a prospective or a modified retrospective approach. The Company does not expect this guidance to have a material impact on the Company's consolidated financial statements. Equity Method Investments In March 2016, the FASB issued ASU No. 2016-07, "Investments - Equity Method and Joint Ventures (Topic 323): Simplifying the Transition to the Equity Method of Accounting," to simplify the accounting for investments qualifying for the use of the equity method of accounting. This ASU eliminates the requirement to retroactively adopt the equity method of accounting when an investment qualifies for such method as a result of an increase in the level of ownership interest or degree of influence. The ASU requires the equity method investor add the cost of acquiring the additional interest to the current basis and adopt the equity method of accounting as of that date going forward. Additionally, for available-for-sale equity securities that become qualified for equity method accounting, the ASU requires the related unrealized holding gains or losses included in accumulated other comprehensive income be recognized in earnings at the date the investment qualifies for such accounting. This guidance is effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years, and is to be applied under a prospective approach. The Company does not expect this guidance to have a material impact on the Company's consolidated financial statements. Employee Share-Based Compensation In March 2016, the FASB issued ASU No. 2016-09, "Compensation - Stock Compensation (Topic 718): Improvements to Employee Share-Based Payment Accounting," to simplify the accounting for several areas of share-based payment transactions. This includes the recognition of all excess tax benefits and tax deficiencies as income tax expense instead of surplus, the classification on the statement of cash flows of excess tax benefits and taxes paid when the employer withholds shares for tax-withholding purposes. Additionally, related to forfeitures, the ASU provides the option to estimate the number of awards that are expected to vest or account for forfeitures as they occur. This guidance is effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years, and is to be applied under a modified retrospective and retrospective approach based upon the specific amendment of the ASU. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements. Allowance for Credit Losses In June 2016, the FASB issued ASU No. 2016-13, "Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments," to replace the current incurred loss methodology for recognizing credit losses, which delays recognition until it is probable a loss has been incurred, with a methodology that reflects an estimate of all expected credit losses and considers additional reasonable and supportable forecasted information when determining credit loss estimates. This impacts the calculation of the allowance for credit losses for all financial assets measured under the amortized cost basis, including purchased credit impaired ("PCI") loans at the time of and subsequent to acquisition. Additionally, credit losses related to available-for-sale debt securities would be recorded through the allowance for credit losses and not as a direct adjustment to the amortized cost of the securities. This guidance is effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years, and is to be applied under a modified retrospective approach. The Company is currently evaluating the impact of adopting this new guidance on the consolidated financial statements as well as the impact on current systems and processes.
FDIC-Assisted Transactions, Policy	Since 2010, the Company acquired the banking operations, including the acquisition of certain assets and the assumption of liabilities, of nine financial institutions in FDIC-assisted transactions. Loans comprise the majority of the assets acquired in nearly all of these FDIC-assisted transactions, most of which are subject to loss sharing agreements with the FDIC whereby the FDIC has agreed to reimburse the Company for 80% of losses incurred on the purchased loans, other real estate owned (“OREO”), and certain other assets. Additionally, clawback provisions within these loss share agreements with the FDIC require the Company to reimburse the FDIC in the event that actual losses on covered assets are lower than the original loss estimates agreed upon with the FDIC with respect of such assets in the loss share agreements. The Company refers to the loans subject to these loss sharing agreements as “covered loans” and uses the term “covered assets” to refer to covered loans, covered OREO and certain other covered assets. The agreements with the FDIC require that the Company follow certain servicing procedures or risk losing the FDIC reimbursement of covered asset losses. The loans covered by the loss sharing agreements are classified and presented as covered loans and the estimated reimbursable losses are recorded as an FDIC indemnification asset or liability in the Consolidated Statements of Condition. The Company recorded the acquired assets and liabilities at their estimated fair values at the acquisition date. The fair value for loans reflected expected credit losses at the acquisition date. Therefore, the Company will only recognize a provision for credit losses and charge-offs on the acquired loans for any further credit deterioration subsequent to the acquisition date. See Note 7 — Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans for further discussion of the allowance on covered loans. The loss share agreements with the FDIC cover realized losses on loans, foreclosed real estate and certain other assets and require the Company to record loss share assets and liabilities that are measured separately from the loan portfolios because they are not contractually embedded in the loans and are not transferable with the loans should the Company choose to dispose of them. Fair values at the acquisition dates were estimated based on projected cash flows available for loss share based on the credit adjustments estimated for each loan pool and the loss share percentages. The loss share assets and liabilities are recorded as FDIC indemnification assets and other liabilities, respectively, on the Consolidated Statements of Condition. Subsequent to the acquisition date, reimbursements received from the FDIC for actual incurred losses will reduce the FDIC indemnification assets. Reductions to expected losses, to the extent such reductions to expected losses are the result of an improvement to the actual or expected cash flows from the covered assets, will also reduce the FDIC indemnification assets and, if necessary, increase any loss share liability when necessary reductions exceed the current value of the FDIC indemnification assets. In accordance with the clawback provision noted above, the Company may be required to reimburse the FDIC when actual losses are less than certain thresholds established for each lose share agreement. The balance of these estimated reimbursements in accordance with clawback provisions and any related amortization are adjusted periodically for changes in the expected losses on covered assets. On the Consolidated Statements of Condition, estimated reimbursements from clawback provisions are recorded as a reduction to the FDIC indemnification asset or, if necessary, an increase to the loss share liability, which is included within accrued interest payable and other liabilities. Although these assets are contractual receivables from the FDIC and these liabilities are contractual payables to the FDIC, there are no contractual interest rates. Additional expected losses, to the extent such expected losses result in recognition of an allowance for covered loan losses, will increase the FDIC indemnification asset or reduce the FDIC indemnification liability. The corresponding amortization is recorded as a component of non-interest income on the Consolidated Statements of Income.
Purchased Credit Impaired (PCI) Loans, Policy	Purchased loans acquired in a business combination are recorded at estimated fair value on their purchase date. Expected future cash flows at the purchase date in excess of the fair value of loans are recorded as interest income over the life of the loans if the timing and amount of the future cash flows is reasonably estimable (“accretable yield”). The difference between contractually required payments and the cash flows expected to be collected at acquisition is referred to as the non-accretable difference and represents probable losses in the portfolio. In determining the acquisition date fair value of PCI loans, and in subsequent accounting, the Company aggregates these purchased loans into pools of loans by common risk characteristics, such as credit risk rating and loan type. Subsequent to the purchase date, increases in cash flows over those expected at the purchase date are recognized as interest income prospectively. Subsequent decreases to the expected cash flows will generally result in a provision for loan losses. The Company purchased a portfolio of life insurance premium finance receivables in 2009. These purchased life insurance premium finance receivables are valued on an individual basis with the accretable component being recognized into interest income using the effective yield method over the estimated remaining life of the loans. The non-accretable portion is evaluated each quarter and if the loans’ credit related conditions improve, a portion is transferred to the accretable component and accreted over future periods. In the event a specific loan prepays in whole, any remaining accretable and non-accretable discount is recognized in income immediately. If credit related conditions deteriorate, an allowance related to these loans will be established as part of the provision for credit losses.
Cash and Cash Equivalents, Policy	For purposes of the Consolidated Statements of Cash Flows, the Company considers cash and cash equivalents to include cash on hand, cash items in the process of collection, non-interest bearing amounts due from correspondent banks, federal funds sold and securities purchased under resale agreements with original maturities of three months or less.
Investment Securities, Policy	The Company conducts a regular assessment of its investment securities to determine whether securities are other-than-temporarily impaired considering, among other factors, the nature of the securities, credit ratings or financial condition of the issuer, the extent and duration of the unrealized loss, expected cash flows, market conditions and the Company’s ability to hold the securities through the anticipated recovery period. The Company does not consider securities with unrealized losses at June 30, 2016 to be other-than-temporarily impaired.
Finance, Loans and Leases Receivable, Policy	Certain premium finance receivables are recorded net of unearned income. The unearned income portions of such premium finance receivables were $64.1 million at June 30, 2016 , $56.7 million at December 31, 2015 and $53.7 million at June 30, 2015 , respectively. Certain life insurance premium finance receivables attributable to the life insurance premium finance loan acquisition in 2009 as well as PCI loans are recorded net of credit discounts.
Receivables, Policy	These amounts include accretion from both covered and non-covered loans, and are both included within interest and fees on loans in the Consolidated Statements of Income.
Allowance and Nonperforming Loans, Allowance Policy	As a result of this initial review by the Company’s Managed Asset Division, the credit risk rating is reviewed and a portion of the outstanding loan balance may be deemed uncollectible or an impairment reserve may be established. The Company’s impairment analysis utilizes an independent re-appraisal of the collateral (unless such a third-party evaluation is not possible due to the unique nature of the collateral, such as a closely-held business or thinly traded securities). In the case of commercial real estate collateral, an independent third party appraisal is ordered by the Company’s Real Estate Services Group to determine if there has been any change in the underlying collateral value. These independent appraisals are reviewed by the Real Estate Services Group and sometimes by independent third party valuation experts and may be adjusted depending upon market conditions. Through the credit risk rating process, loans are reviewed to determine if they are performing in accordance with the original contractual terms. If the borrower has failed to comply with the original contractual terms, further action may be required by the Company, including a downgrade in the credit risk rating, movement to non-accrual status, a charge-off or the establishment of a specific impairment reserve. If we determine that a loan amount, or portion thereof, is uncollectible, the loan’s credit risk rating is immediately downgraded to an 8 or 9 and the uncollectible amount is charged-off. Any loan that has a partial charge-off continues to be assigned a credit risk rating of an 8 or 9 for the duration of time that a balance remains outstanding. The Company undertakes a thorough and ongoing analysis to determine if additional impairment and/or charge-offs are appropriate and to begin a workout plan for the credit to minimize actual losses. If, based on current information and events, it is probable that the Company will be unable to collect all amounts due to it according to the contractual terms of the loan agreement, a specific impairment reserve is established. In determining the appropriate charge-off for collateral-dependent loans, the Company considers the results of appraisals for the associated collateral.
Loans and Leases Receivable, Nonperforming Loan and Lease, Policy	Non-performing loans include all non-accrual loans (8 and 9 risk ratings) as well as loans 90 days past due and still accruing interest, excluding PCI and covered loans. The remainder of the portfolio is considered performing under the contractual terms of the loan agreement.
Loans and Leases Receivable, Allowance for Loan Losses, Policy	In conjunction with FDIC-assisted transactions, the Company entered into loss share agreements with the FDIC. Additional expected losses, to the extent such expected losses result in the recognition of an allowance for loan losses, will increase the FDIC loss share asset or reduce any FDIC loss share liability. The allowance for loan losses for loans acquired in FDIC-assisted transactions is determined without giving consideration to the amounts recoverable through loss share agreements (since the loss share agreements are separately accounted for and thus presented “gross” on the balance sheet). On the Consolidated Statements of Income, the provision for credit losses is reported net of changes in the amount recoverable under the loss share agreements. Reductions to expected losses, to the extent such reductions to expected losses are the result of an improvement to the actual or expected cash flows from the covered assets, will reduce the FDIC loss share asset or increase any FDIC loss share liability. Additions to expected losses will require an increase to the allowance for loan losses, and a corresponding increase to the FDIC loss share asset or reduction to any FDIC loss share liability.
Impaired Financing Receivable, Policy	These impaired loans require an allowance for loan losses because the estimated fair value of the loans or related collateral is less than the recorded investment in the loans. Impaired loans are considered by the Company to be non-accrual loans, TDRs or loans with principal and/or interest at risk, even if the loan is current with all payments of principal and interest. A loan is considered to be impaired when, based on current information and events, it is probable that the Company will be unable to collect all amounts due pursuant to the contractual terms of the loan agreement. A loan modified in a TDR is an impaired loan according to applicable accounting guidance. Impairment is measured by estimating the fair value of the loan based on the present value of expected cash flows, the market price of the loan, or the fair value of the underlying collateral. Impaired loans are considered a fair value measurement where an allowance is established based on the fair value of collateral. Appraised values, which may require adjustments to market-based valuation inputs, are generally used on real estate collateral-dependent impaired loans.
Loans and Leases Receivable, Troubled Debt Restructuring Policy	The Company’s approach to restructuring loans, excluding PCI loans, is built on its credit risk rating system which requires credit management personnel to assign a credit risk rating to each loan. In each case, the loan officer is responsible for recommending a credit risk rating for each loan and ensuring the credit risk ratings are appropriate. These credit risk ratings are then reviewed and approved by the bank’s chief credit officer and/or concurrence credit officer. Credit risk ratings are determined by evaluating a number of factors including a borrower’s financial strength, cash flow coverage, collateral protection and guarantees. The Company’s credit risk rating scale is one through ten with higher scores indicating higher risk. In the case of loans rated six or worse following modification, the Company’s Managed Assets Division evaluates the loan and the credit risk rating and determines that the loan has been restructured to be reasonably assured of repayment and of performance according to the modified terms and is supported by a current, well-documented credit assessment of the borrower’s financial condition and prospects for repayment under the revised terms. A modification of a loan, excluding PCI loans, with an existing credit risk rating of 6 or worse or a modification of any other credit, which will result in a restructured credit risk rating of six or worse, must be reviewed for possible TDR classification. In that event, our Managed Assets Division conducts an overall credit and collateral review. A modification of these loans is considered to be a TDR if both (1) the borrower is experiencing financial difficulty and (2) for economic or legal reasons, the bank grants a concession to a borrower that it would not otherwise consider. The modification of a loan, excluding PCI loans, where the credit risk rating is 5 or better both before and after such modification is not considered to be a TDR. Based on the Company’s credit risk rating system, it considers that borrowers whose credit risk rating is 5 or better are not experiencing financial difficulties and therefore, are not considered TDRs. All credits determined to be a TDR will continue to be classified as a TDR in all subsequent periods, unless the borrower has been in compliance with the loan’s modified terms for a period of six months (including over a calendar year-end) and the current interest rate represents a market rate at the time of restructuring. The Managed Assets Division, in consultation with the respective loan officer, determines whether the modified interest rate represented a current market rate at the time of restructuring. Using knowledge of current market conditions and rates, competitive pricing on recent loan originations, and an assessment of various characteristics of the modified loan (including collateral position and payment history), an appropriate market rate for a new borrower with similar risk is determined. If the modified interest rate meets or exceeds this market rate for a new borrower with similar risk, the modified interest rate represents a market rate at the time of restructuring. Additionally, before removing a loan from TDR classification, a review of the current or previously measured impairment on the loan and any concerns related to future performance by the borrower is conducted. If concerns exist about the future ability of the borrower to meet its obligations under the loans based on a credit review by the Managed Assets Division, the TDR classification is not removed from the loan. TDRs are reviewed at the time of the modification and on a quarterly basis to determine if a specific reserve is necessary. The carrying amount of the loan is compared to the expected payments to be received, discounted at the loan's original rate, or for collateral dependent loans, to the fair value of the collateral. Any shortfall is recorded as a specific reserve. The Company, in accordance with ASC 310-10, continues to individually measure impairment of these loans after the TDR classification is removed. Each TDR was reviewed for impairment at June 30, 2016 and approximately $3.2 million of impairment was present and appropriately reserved for through the Company’s normal reserving methodology in the Company’s allowance for loan losses. For TDRs in which impairment is calculated by the present value of future cash flows, the Company records interest income representing the decrease in impairment resulting from the passage of time during the respective period, which differs from interest income from contractually required interest on these specific loans. During the three months ended June 30, 2016 and 2015, the Company recorded $135,000 and $94,000 , respectively, in interest income representing this decrease in impairment. For the six months ended June 30, 2016 and 2015, the Company recorded $225,000 and $287,000 , respectively, in interest income. TDRs may arise in which, due to financial difficulties experienced by the borrower, the Company obtains through physical possession one or more collateral assets in satisfaction of all or part of an existing credit. Once possession is obtained, the Company reclassifies the appropriate portion of the remaining balance of the credit from loans to OREO, which is included within other assets in the Consolidated Statements of Condition. For any residential real estate property collateralizing a consumer mortgage loan, the Company is considered to possess the related collateral only if legal title is obtained upon completion of foreclosure, or the borrower conveys all interest in the residential real estate property to the Company through completion of a deed in lieu of foreclosure or similar legal agreement. Excluding covered OREO, at June 30, 2016 , the Company had $11.3 million of foreclosed residential real estate properties included within OREO.
Goodwill and Intangible Assets, Goodwill, Policy [Policy Text Block]	At June 30, 2016, the Company utilized a qualitative approach for its annual goodwill impairment test of the community banking segment and determined that it is not more likely than not than an impairment existed at that time. The annual goodwill impairment tests of the specialty finance and wealth management segments will be conducted at December 31, 2016.
Goodwill and Intangible Assets, Intangible Assets, Policy	The core deposit intangibles recognized in connection with prior bank acquisitions are amortized over a ten -year period on an accelerated basis. The customer list intangibles recognized in connection with the purchase of life insurance premium finance assets in 2009 are being amortized over an 18 -year period on an accelerated basis while the customer list intangibles recognized in connection with prior acquisitions within the wealth management segment are being amortized over a ten -year period on a straight-line basis.
Debt, Policy	FHLB advances are stated at par value of the debt adjusted for unamortized prepayment fees paid at the time of prior restructurings of FHLB advances and unamortized fair value adjustments recorded in connection with advances acquired through acquisitions. These transactions were not considered sales of receivables and, as such, related proceeds received are reflected on the Company’s Consolidated Statements of Condition as a secured borrowing owed to the unrelated third party, net of unamortized debt issuance costs, and translated to the Company’s reporting currency as of the respective date. As no outstanding balance exists on the Revolving Credit Facility, unamortized costs paid by the Company in relation to the issuance of this debt are classified in other assets on the Consolidated Statements of Condition. The Term Facility is stated at par of the current outstanding balance of the debt adjusted for unamortized costs paid by the Company in relation to the debt issuance. These notes are stated at par adjusted for unamortized costs paid related to the issuance of this debt.
Offsetting Assets and Liabilities, Policy	The Company records securities sold under repurchase agreements at their gross value and does not offset positions on the Consolidated Statements of Condition.
Repurchase Agreements, Policy	Securities pledged for customer balances in sweep accounts and short-term borrowings from brokers are maintained under the Company’s control and consist of U.S. Government agency, mortgage-backed and corporate securities. These securities are included in the available-for-sale and held-to-maturity securities portfolios as reflected on the Company’s Consolidated Statements of Condition.
Junior Subordinated Debentures, Policy	The Trusts are reported in the Company’s consolidated financial statements as unconsolidated subsidiaries. Accordingly, in the Consolidated Statements of Condition, the junior subordinated debentures issued by the Company to the Trusts are reported as liabilities and the common securities of the Trusts, all of which are owned by the Company, are included in available-for-sale securities.
Segment Reporting, Policy	The Company’s operations consist of three primary segments: community banking, specialty finance and wealth management. The three reportable segments are strategic business units that are separately managed as they offer different products and services and have different marketing strategies. In addition, each segment’s customer base has varying characteristics and each segment has a different regulatory environment. While the Company’s management monitors each of the fifteen bank subsidiaries’ operations and profitability separately, these subsidiaries have been aggregated into one reportable operating segment due to the similarities in products and services, customer base, operations, profitability measures, and economic characteristics. For purposes of internal segment profitability, management allocates certain intersegment and parent company balances. Management allocates a portion of revenues to the specialty finance segment related to loans and leases originated by the specialty finance segment and sold or assigned to the community banking segment. Similarly, for purposes of analyzing the contribution from the wealth management segment, management allocates a portion of the net interest income earned by the community banking segment on deposit balances of customers of the wealth management segment to the wealth management segment. See Note 9 — Deposits, for more information on these deposits. Finally, expenses incurred at the Wintrust parent company are allocated to each segment based on each segment's risk-weighted assets. The segment financial information provided in the following tables has been derived from the internal profitability reporting system used by management to monitor and manage the financial performance of the Company. The accounting policies of the segments are substantially similar to those described in “Summary of Significant Accounting Policies” in Note 1 of the Company’s 2015 Form 10-K. The Company evaluates segment performance based on after-tax profit or loss and other appropriate profitability measures common to each segment.
Derivatives, Policy	The fair values of these derivatives were estimated based on changes in mortgage rates from the dates of the commitments. Changes in the fair value of these mortgage banking derivatives are included in mortgage banking revenue. For derivatives designated and that qualify as fair value hedges, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in earnings. The Company includes the gain or loss on the hedged item in the same line item as the offsetting loss or gain on the related derivatives. The Company recognized a net gain of $17,000 in other income related to hedge ineffectiveness for the three months ended June 30, 2016 and a $2,000 net gain for the three months ended June 30, 2015. Changes in the fair value of derivatives not designated in hedging relationships are recorded directly in earnings. The Company recognizes derivative financial instruments in the consolidated financial statements at fair value regardless of the purpose or intent for holding the instrument. The Company records derivative assets and derivative liabilities on the Consolidated Statements of Condition within accrued interest receivable and other assets and accrued interest payable and other liabilities, respectively. Changes in the fair value of derivative financial instruments are either recognized in income or in shareholders’ equity as a component of other comprehensive income depending on whether the derivative financial instrument qualifies for hedge accounting and, if so, whether it qualifies as a fair value hedge or cash flow hedge. Generally, changes in fair values of derivatives accounted for as fair value hedges are recorded in income in the same period and in the same income statement line as changes in the fair values of the hedged items that relate to the hedged risk(s). Changes in fair values of derivative financial instruments accounted for as cash flow hedges, to the extent they are effective hedges, are recorded as a component of other comprehensive income, net of deferred taxes, and reclassified to earnings when the hedged transaction affects earnings. Changes in fair values of derivative financial instruments not designated in a hedging relationship pursuant to ASC 815, including changes in fair value related to the ineffective portion of cash flow hedges, are reported in non-interest income during the period of the change. Derivative financial instruments are valued by a third party and are corroborated through comparison with valuations provided by the respective counterparties. Fair values of certain mortgage banking derivatives (interest rate lock commitments and forward commitments to sell mortgage loans) are estimated based on changes in mortgage interest rates from the date of the loan commitment. The fair value of foreign currency derivatives is computed based on changes in foreign currency rates stated in the contract compared to those prevailing at the measurement date. Periodically, the Company will sell options to a bank or dealer for the right to purchase certain securities held within the banks’ investment portfolios (covered call options). These option transactions are designed primarily to mitigate overall interest rate risk and to increase the total return associated with the investment securities portfolio. These options do not qualify as accounting hedges pursuant to ASC 815, and, accordingly, changes in fair value of these contracts are recognized as other non-interest income. In most cases, the offsetting derivatives have mirror-image terms, which result in the positions’ changes in fair value substantially offsetting through earnings each period. However, to the extent that the derivatives are not a mirror-image and because of differences in counterparty credit risk, changes in fair value will not completely offset resulting in some earnings impact each period. Changes in the fair value of these derivatives are included in non-interest income. On June 1, 2013, the Company de-designated a $96.5 million notional amount cap which was previously designated as a fair value hedge of interest rate risk associated with an embedded cap in one of the Company’s floating rate loans. The hedged loan was restructured which resulted in the interest rate cap no longer qualifying as an effective fair value hedge. As such, the interest rate cap derivative is no longer accounted for under hedge accounting and all changes in the interest rate cap derivative value subsequent to June 1, 2013 are recorded in earnings. Additionally, the Company has recorded amortization of the basis in the previously hedged item as a reduction to interest income of $43,000 and $86,000 in the three month period and six month period ended June 30, 2016 , respectively. The effective portion of changes in the fair value of these cash flow hedges is recorded in accumulated other comprehensive income and is subsequently reclassified to interest expense as interest payments are made on the Company’s variable rate junior subordinated debentures. The changes in fair value (net of tax) are separately disclosed in the Consolidated Statements of Comprehensive Income. The ineffective portion of the change in fair value of these derivatives is recognized directly in earnings; however, no hedge ineffectiveness was recognized during the six months ended June 30, 2016 or June 30, 2015 . The Company uses the hypothetical derivative method to assess and measure hedge effectiveness.
Derivatives, Offsetting Fair Value Amounts, Policy	The Company records interest rate derivatives subject to master netting agreements at their gross value and does not offset derivative assets and liabilities on the Consolidated Statements of Condition.
Fair Value of Financial Instruments, Policy	The Company measures, monitors and discloses certain of its assets and liabilities on a fair value basis. These financial assets and financial liabilities are measured at fair value in three levels, based on the markets in which the assets and liabilities are traded and the observability of the assumptions used to determine fair value. These levels are: • Level 1—unadjusted quoted prices in active markets for identical assets or liabilities. • Level 2 — inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. These include quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the asset or liability or inputs that are derived principally from or corroborated by observable market data by correlation or other means. • Level 3—significant unobservable inputs that reflect the Company’s own assumptions that market participants would use in pricing the assets or liabilities. Level 3 assets and liabilities include financial instruments whose value is determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation. A financial instrument’s categorization within the above valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement. The Company’s assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the assets or liabilities. Following is a description of the valuation methodologies used for the Company’s assets and liabilities measured at fair value on a recurring basis. Available-for-sale and trading account securities —Fair values for available-for-sale and trading securities are typically based on prices obtained from independent pricing vendors. Securities measured with these valuation techniques are generally classified as Level 2 of the fair value hierarchy. Typically, standard inputs such as benchmark yields, reported trades for similar securities, issuer spreads, benchmark securities, bids, offers and reference data including market research publications are used to fair value a security. When these inputs are not available, broker/dealer quotes may be obtained by the vendor to determine the fair value of the security. We review the vendor’s pricing methodologies to determine if observable market information is being used, versus unobservable inputs. Fair value measurements using significant inputs that are unobservable in the market due to limited activity or a less liquid market are classified as Level 3 in the fair value hierarchy. The Company’s Investment Operations Department is responsible for the valuation of Level 3 available-for-sale securities. The methodology and variables used as inputs in pricing Level 3 securities are derived from a combination of observable and unobservable inputs. The unobservable inputs are determined through internal assumptions that may vary from period to period due to external factors, such as market movement and credit rating adjustments. At June 30, 2016 , the Company classified $69.8 million of municipal securities as Level 3. These municipal securities are bond issues for various municipal government entities primarily located in the Chicago metropolitan area and southern Wisconsin and are privately placed, non-rated bonds without CUSIP numbers. The Company’s methodology for pricing the non-rated bonds focuses on three distinct inputs: equivalent rating, yield and other pricing terms. To determine the rating for a given non-rated municipal bond, the Investment Operations Department references a publicly issued bond by the same issuer if available. A reduction is then applied to the rating obtained from the comparable bond, as the Company believes if liquidated, a non-rated bond would be valued less than a similar bond with a verifiable rating. The reduction applied by the Company is one complete rating grade (i.e. a “AA” rating for a comparable bond would be reduced to “A” for the Company’s valuation). In the second quarter of 2016, all of the ratings derived in the above process by Investment Operations were BBB or better, for both bonds with and without comparable bond proxies. The fair value measurement of municipal bonds is sensitive to the rating input, as a higher rating typically results in an increased valuation. The remaining pricing inputs used in the bond valuation are observable. Based on the rating determined in the above process, Investment Operations obtains a corresponding current market yield curve available to market participants. Other terms including coupon, maturity date, redemption price, number of coupon payments per year, and accrual method are obtained from the individual bond term sheets. Certain municipal bonds held by the Company at June 30, 2016 have a call date that has passed, and are now continuously callable. When valuing these bonds, the fair value is capped at par value as the Company assumes a market participant would not pay more than par for a continuously callable bond. At June 30, 2016 , the Company held $25.2 million of equity securities classified as Level 3. The securities in Level 3 are primarily comprised of auction rate preferred securities. The Company’s valuation methodology includes modeling the contractual cash flows of the underlying preferred securities and applying a discount to these cash flows by a market spread derived from the market price of the securities underlying debt. At June 30, 2016 , the Company considered three different securities whose implied market spreads were believed to provide a proxy for the Company’s auction rate preferred securities. The market spreads ranged from 2.16% - 2.81% with an average of 2.48% which was added to three-month LIBOR to be used as the discount rate input to the Company's model. Fair value of the securities is sensitive to the discount rate utilized as a higher discount rate results in a decreased fair value measurement. Mortgage loans held-for-sale —The fair value of mortgage loans held-for-sale is determined by reference to investor price sheets for loan products with similar characteristics. Mortgage servicing rights ("MSRs") —Fair value for MSRs is determined utilizing a valuation model which calculates the fair value of each servicing rights based on the present value of estimated future cash flows. The Company uses a discount rate commensurate with the risk associated with each servicing rights, given current market conditions. At June 30, 2016 , the Company classified $13.4 million of MSRs as Level 3. The weighted average discount rate used as an input to value the MSRs at June 30, 2016 was 5.20% with discount rates applied ranging from 3% - 6% . The higher the rate utilized to discount estimated future cash flows, the lower the fair value measurement. Additionally, fair value estimates include assumptions about prepayment speeds which ranged from 2% - 47% or a weighted average prepayment speed of 11.67% used as an input to value the MSRs at June 30, 2016 . Prepayment speeds are inversely related to the fair value of MSRs as an increase in prepayment speeds results in a decreased valuation. Derivative instruments —The Company’s derivative instruments include interest rate swaps and caps, commitments to fund mortgages for sale into the secondary market (interest rate locks), forward commitments to end investors for the sale of mortgage loans and foreign currency contracts. Interest rate swaps and caps are valued by a third party, using models that primarily use market observable inputs, such as yield curves, and are corroborated by comparison with valuations provided by the respective counterparties. The credit risk associated with derivative financial instruments that are subject to master netting agreements is measured on a net basis by counterparty portfolio. The fair value for mortgage-related derivatives is based on changes in mortgage rates from the date of the commitments. The fair value of foreign currency derivatives is computed based on change in foreign currency rates stated in the contract compared to those prevailing at the measurement date. Nonqualified deferred compensation assets —The underlying assets relating to the nonqualified deferred compensation plan are included in a trust and primarily consist of non-exchange traded institutional funds which are priced based by an independent third party service.
Foreclosed Assets, Policy	Other real estate owned is comprised of real estate acquired in partial or full satisfaction of loans and is included in other assets. Other real estate owned is recorded at its estimated fair value less estimated selling costs at the date of transfer, with any excess of the related loan balance over the fair value less expected selling costs charged to the allowance for loan losses. Subsequent changes in value are reported as adjustments to the carrying amount and are recorded in other non-interest expense. Gains and losses upon sale, if any, are also charged to other non-interest expense. Fair value is generally based on third party appraisals and internal estimates that are adjusted by a discount representing the estimated cost of sale and is therefore considered a Level 3 valuation.
Fair Value Measurement, Policy	Also, the Company may be required, from time to time, to measure certain other financial assets at fair value on a nonrecurring basis in accordance with GAAP. These adjustments to fair value usually result from impairment charges on individual assets. The following methods and assumptions were used by the Company in estimating fair values of financial instruments that were not previously disclosed. Held-to-maturity securities. Held-to-maturity securities include U.S. Government-sponsored agency securities and municipal bonds issued by various municipal government entities primarily located in the Chicago metropolitan area and southern Wisconsin. Fair values for held-to-maturity securities are typically based on prices obtained from independent pricing vendors. In accordance with ASC 820, the Company has categorized held-to-maturity securities as a Level 2 fair value measurement. Loans. Fair values are estimated for portfolios of loans with similar financial characteristics. Loans are analyzed by type such as commercial, residential real estate, etc. Each category is further segmented by interest rate type (fixed and variable) and term. For variable-rate loans that reprice frequently, estimated fair values are based on carrying values. The fair value of residential loans is based on secondary market sources for securities backed by similar loans, adjusted for differences in loan characteristics. The fair value for other fixed rate loans is estimated by discounting scheduled cash flows through the estimated maturity using estimated market discount rates that reflect credit and interest rate risks inherent in the loan. The primary impact of credit risk on the present value of the loan portfolio, however, was assessed through the use of the allowance for loan losses, which is believed to represent the current fair value of probable incurred losses for purposes of the fair value calculation. In accordance with ASC 820, the Company has categorized loans as a Level 3 fair value measurement. Deposits with stated maturities. The fair value of certificates of deposit is based on the discounted value of contractual cash flows. The discount rate is estimated using the rates currently in effect for deposits of similar remaining maturities. In accordance with ASC 820, the Company has categorized deposits with stated maturities as a Level 3 fair value measurement. FHLB advances. The fair value of FHLB advances is obtained from the FHLB which uses a discounted cash flow analysis based on current market rates of similar maturity debt securities to discount cash flows. In accordance with ASC 820, the Company has categorized FHLB advances as a Level 3 fair value measurement. Subordinated notes. The fair value of the subordinated notes is based on a market price obtained from an independent pricing vendor. In accordance with ASC 820, the Company has categorized subordinated notes as a Level 2 fair value measurement. Junior subordinated debentures. The fair value of the junior subordinated debentures is based on the discounted value of contractual cash flows. In accordance with ASC 820, the Company has categorized junior subordinated debentures as a Level 3 fair value measurement. The Company is required under applicable accounting guidance to report the fair value of all financial instruments on the consolidated statements of condition, including those financial instruments carried at cost.
Stock-Based Compensation, Policy	Stock-based compensation is measured as the fair value of an award on the date of grant, and the measured cost is recognized over the period which the recipient is required to provide service in exchange for the award. The fair values of restricted share and performance-based stock awards are determined based on the average of the high and low trading prices on the grant date, and the fair value of stock options is estimated using a Black-Scholes option-pricing model that utilizes the assumptions outlined in the following table. Option-pricing models require the input of highly subjective assumptions and are sensitive to changes in the option's expected life and the price volatility of the underlying stock, which can materially affect the fair value estimate. Expected life of options granted since the inception of the LTIP awards has been based on the safe harbor rule of the SEC Staff Accounting Bulletin No. 107 “Share-Based Payment” as the Company believes historical exercise data may not provide a reasonable basis to estimate the expected term of these options. Expected stock price volatility is based on historical volatility of the Company's common stock, which correlates with the expected life of the options, and the risk-free interest rate is based on comparable U.S. Treasury rates. Management reviews and adjusts the assumptions used to calculate the fair value of an option on a periodic basis to better reflect expected trends.
Share-based Compensation, Option and Incentive Plans, Policy	Stock based compensation is recognized based upon the number of awards that are ultimately expected to vest, taking into account expected forfeitures. In addition, for performance-based awards, an estimate is made of the number of shares expected to vest as a result of actual performance against the performance criteria in the award to determine the amount of compensation expense to recognize. The estimate is reevaluated periodically and total compensation expense is adjusted for any change in estimate in the current period. Stock-based compensation expense recognized in the Consolidated Statements of Income was $2.3 million in the second quarter of 2016 and $3.0 million in the second quarter of 2015
Earnings Per Share, Policy	Potentially dilutive common shares can result from stock options, restricted stock unit awards, stock warrants, the Company’s convertible preferred stock and shares to be issued under the Employee Stock Purchase Plan and the Directors Deferred Fee and Stock Plan, being treated as if they had been either exercised or issued, computed by application of the treasury stock method. While potentially dilutive common shares are typically included in the computation of diluted earnings per share, potentially dilutive common shares are excluded from this computation in periods in which the effect would reduce the loss per share or increase the income per share. For diluted earnings per share, net income applicable to common shares can be affected by the conversion of the Company’s convertible preferred stock. Where the effect of this conversion would reduce the loss per share or increase the income per share, net income applicable to common shares is not adjusted by the associated preferred dividends.

Business Combinations (Tables)

Business Combinations (Tables)	6 Months Ended
	Jun. 30, 2016
Business Combinations [Abstract]
Summary of FDIC Indemnification Asset	The following table summarizes the activity in the Company’s FDIC indemnification (liability) asset during the periods indicated: Three Months Ended Six Months Ended (Dollars in thousands) June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Balance at beginning of period $ (10,029 ) $ 10,224 $ (6,100 ) $ 11,846 Additions from acquisitions — — — — Additions from reimbursable expenses 649 934 731 2,509 Amortization (92 ) (1,206 ) (193 ) (2,466 ) Changes in expected reimbursements from the FDIC for changes in expected credit losses (2,200 ) (4,317 ) (5,747 ) (8,310 ) (Payments received from) provided to the FDIC (57 ) (2,206 ) (420 ) (150 ) Balance at end of period $ (11,729 ) $ 3,429 $ (11,729 ) $ 3,429

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2016
Available-for-sale Securities and Held-to-maturity Securities [Abstract]
Marketable Securities	The following tables are a summary of the available-for-sale and held-to-maturity securities portfolios as of the dates shown: June 30, 2016 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available-for-sale securities U.S. Treasury $ 122,296 $ 35 $ (1 ) $ 122,330 U.S. Government agencies 69,678 238 — 69,916 Municipal 108,179 3,588 (127 ) 111,640 Corporate notes: Financial issuers 68,097 1,502 (1,411 ) 68,188 Other 1,500 2 — 1,502 Mortgage-backed: (1) Mortgage-backed securities 162,593 4,280 (150 ) 166,723 Collateralized mortgage obligations 40,419 457 (91 ) 40,785 Equity securities 51,426 5,544 (391 ) 56,579 Total available-for-sale securities $ 624,188 $ 15,646 $ (2,171 ) $ 637,663 Held-to-maturity securities U.S. Government agencies $ 789,482 $ 11,861 $ (647 ) $ 800,696 Municipal 202,729 6,967 (213 ) 209,483 Total held-to-maturity securities $ 992,211 $ 18,828 $ (860 ) $ 1,010,179 December 31, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 312,282 $ — $ (5,553 ) $ 306,729 U.S. Government agencies 70,313 198 (275 ) 70,236 Municipal 105,702 3,249 (356 ) 108,595 Corporate notes: Financial issuers 80,014 1,510 (1,481 ) 80,043 Other 1,500 4 (2 ) 1,502 Mortgage-backed: (1) Mortgage-backed securities 1,069,680 3,834 (21,004 ) 1,052,510 Collateralized mortgage obligations 40,421 172 (506 ) 40,087 Equity securities 51,380 5,799 (493 ) 56,686 Total available-for-sale securities $ 1,731,292 $ 14,766 $ (29,670 ) $ 1,716,388 Held-to-maturity securities U.S. Government agencies $ 687,302 $ 4 $ (7,144 ) $ 680,162 Municipal 197,524 867 (442 ) 197,949 Total held-to-maturity securities $ 884,826 $ 871 $ (7,586 ) $ 878,111 June 30, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 288,196 $ 138 $ (7,173 ) $ 281,161 U.S. Government agencies 651,737 2,074 (25,151 ) 628,660 Municipal 269,562 4,222 (3,994 ) 269,790 Corporate notes: Financial issuers 124,924 1,773 (1,289 ) 125,408 Other 2,726 9 (2 ) 2,733 Mortgage-backed: (1) Mortgage-backed securities 777,087 4,053 (23,499 ) 757,641 Collateralized mortgage obligations 42,550 342 (432 ) 42,460 Equity securities 48,740 5,876 (408 ) 54,208 Total available-for-sale securities $ 2,205,522 $ 18,487 $ (61,948 ) $ 2,162,061 Held-to-maturity securities U.S. Government agencies $ — $ — $ — $ — Municipal — — — — Total held-to-maturity securities $ — $ — $ — $ — (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime.
Investment Securities, Continuous Unrealized Loss Position, Fair Value	The following table presents the portion of the Company’s available-for-sale and held-to-maturity securities portfolios which has gross unrealized losses, reflecting the length of time that individual securities have been in a continuous unrealized loss position at June 30, 2016 : Continuous unrealized losses existing for less than 12 months Continuous unrealized losses existing for greater than 12 months Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses Available-for-sale securities U.S. Treasury $ 2,250 $ (1 ) $ — $ — $ 2,250 $ (1 ) U.S. Government agencies — — — — — — Municipal 10,789 (16 ) 7,701 (111 ) 18,490 (127 ) Corporate notes: Financial issuers 19,822 (178 ) 24,727 (1,233 ) 44,549 (1,411 ) Other — — — — — — Mortgage-backed: Mortgage-backed securities — — 4,089 (150 ) 4,089 (150 ) Collateralized mortgage obligations 2,528 (15 ) 6,433 (76 ) 8,961 (91 ) Equity securities 1,897 (121 ) 8,791 (270 ) 10,688 (391 ) Total available-for-sale securities $ 37,286 $ (331 ) $ 51,741 $ (1,840 ) $ 89,027 $ (2,171 ) Held-to-maturity securities U.S. Government agencies $ 134,808 $ (647 ) $ — $ — $ 134,808 $ (647 ) Municipal 12,172 (172 ) 3,313 (41 ) 15,485 (213 ) Total held-to-maturity securities $ 146,980 $ (819 ) $ 3,313 $ (41 ) $ 150,293 $ (860 )
Schedule of Realized Gain (Loss)	The following table provides information as to the amount of gross gains and gross losses realized and proceeds received through the sale or call of investment securities: Three months ended June 30, Six months ended June 30, (Dollars in thousands) 2016 2015 2016 2015 Realized gains $ 1,487 $ 14 $ 4,037 $ 567 Realized losses (47 ) (38 ) (1,272 ) (67 ) Net realized gains (losses) $ 1,440 $ (24 ) $ 2,765 $ 500 Other than temporary impairment charges — — — — Gains (losses) on investment securities, net $ 1,440 $ (24 ) $ 2,765 $ 500 Proceeds from sales and calls of available-for-sale securities $ 1,068,795 $ 498,501 $ 1,071,996 $ 1,134,033 Proceeds from calls of held-to-maturity securities 183,738 — 281,981 —
Investments Classified by Contractual Maturity Date	The amortized cost and fair value of securities as of June 30, 2016 , December 31, 2015 and June 30, 2015 , by contractual maturity, are shown in the following table. Contractual maturities may differ from actual maturities as borrowers may have the right to call or repay obligations with or without call or prepayment penalties. Mortgage-backed securities are not included in the maturity categories in the following maturity summary as actual maturities may differ from contractual maturities because the underlying mortgages may be called or prepaid without penalties: June 30, 2016 December 31, 2015 June 30, 2015 (Dollars in thousands) Amortized Cost Fair Value Amortized Cost Fair Value Amortized Cost Fair Value Available-for-sale securities Due in one year or less $ 214,917 $ 215,290 $ 160,856 $ 160,756 $ 141,792 $ 141,897 Due in one to five years 113,263 113,395 166,550 166,468 261,285 261,146 Due in five to ten years 28,111 30,870 228,652 225,699 291,451 285,192 Due after ten years 13,459 14,021 13,753 14,182 642,617 619,517 Mortgage-backed 203,012 207,508 1,110,101 1,092,597 819,637 800,101 Equity securities 51,426 56,579 51,380 56,686 48,740 54,208 Total available-for-sale securities $ 624,188 $ 637,663 $ 1,731,292 $ 1,716,388 $ 2,205,522 $ 2,162,061 Held-to-maturity securities Due in one year or less $ — $ — $ — $ — $ — $ — Due in one to five years 27,505 27,738 19,208 19,156 — — Due in five to ten years 68,691 70,121 96,454 96,091 — — Due after ten years 896,015 912,320 769,164 762,864 — — Total held-to-maturity securities $ 992,211 $ 1,010,179 $ 884,826 $ 878,111 $ — $ —

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2016
Loans and Leases Receivable Disclosure [Abstract]
Summary of Loan Portfolio	The following table shows the Company’s loan portfolio by category as of the dates shown: June 30, December 31, June 30, (Dollars in thousands) 2016 2015 2015 Balance: Commercial $ 5,144,533 $ 4,713,909 $ 4,330,344 Commercial real estate 5,848,334 5,529,289 4,850,590 Home equity 760,904 784,675 712,350 Residential real estate 653,664 607,451 503,015 Premium finance receivables—commercial 2,478,280 2,374,921 2,460,408 Premium finance receivables—life insurance 3,161,562 2,961,496 2,537,475 Consumer and other 127,378 146,376 119,468 Total loans, net of unearned income, excluding covered loans $ 18,174,655 $ 17,118,117 $ 15,513,650 Covered loans 105,248 148,673 193,410 Total loans $ 18,279,903 $ 17,266,790 $ 15,707,060 Mix: Commercial 28 % 27 % 27 % Commercial real estate 31 32 31 Home equity 4 5 5 Residential real estate 4 3 3 Premium finance receivables—commercial 14 14 16 Premium finance receivables—life insurance 17 17 16 Consumer and other 1 1 1 Total loans, net of unearned income, excluding covered loans 99 % 99 % 99 % Covered loans 1 1 1 Total loans 100 % 100 % 100 %
Schedule of Unpaid Principal Balance and Carrying Value of Acquired Loans	The following table presents the unpaid principal balance and carrying value for these acquired loans: June 30, 2016 December 31, 2015 Unpaid Principal Carrying Unpaid Principal Carrying (Dollars in thousands) Balance Value Balance Value Bank acquisitions $ 306,706 $ 256,083 $ 326,470 $ 271,260 Life insurance premium finance loans acquisition 295,337 291,602 372,738 368,292
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period	The following table provides estimated details as of the date of acquisition on loans acquired in 2016 with evidence of credit quality deterioration since origination: (Dollars in thousands) Foundations Contractually required payments including interest $ 20,100 Less: Nonaccretable difference 3,728 Cash flows expected to be collected (1) $ 16,372 Less: Accretable yield 1,266 Fair value of PCI loans acquired $ 15,106 (1) Represents undiscounted expected principal and interest cash at acquisition.
Activity Related to Accretable Yield of Loans Acquired With Evidence of Credit Quality Deterioratio Since Origination	The following table provides activity for the accretable yield of PCI loans: Three Months Ended (Dollars in thousands) June 30, June 30, Accretable yield, beginning balance $ 59,218 $ 70,198 Acquisitions 125 — Accretable yield amortized to interest income (5,199 ) (6,315 ) Accretable yield amortized to indemnification asset/liability (1) (1,624 ) (4,089 ) Reclassification from non-accretable difference (2) 2,536 1,753 Increases in interest cash flows due to payments and changes in interest rates 574 2,096 Accretable yield, ending balance (3) $ 55,630 $ 63,643 Six Months Ended (Dollars in thousands) June 30, 2016 June 30, 2015 Accretable yield, beginning balance $ 63,902 $ 79,102 Acquisitions 1,266 898 Accretable yield amortized to interest income (10,656 ) (12,420 ) Accretable yield amortized to indemnification asset/liability (1) (3,795 ) (7,665 ) Reclassification from non-accretable difference (2) 6,729 2,856 (Decreases) increases in interest cash flows due to payments and changes in interest rates (1,816 ) 872 Accretable yield, ending balance (3) $ 55,630 $ 63,643 (1) Represents the portion of the current period accreted yield, resulting from lower expected losses, applied to reduce the loss share indemnification asset. (2) Reclassification is the result of subsequent increases in expected principal cash flows. (3) As of June 30, 2016, the Company estimates that the remaining accretable yield balance to be amortized to the indemnification asset for the bank acquisitions is $3.3 million . The remainder of the accretable yield related to bank acquisitions is expected to be amortized to interest income.

Allowance for Loan Losses, Al29

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Tables)	6 Months Ended
	Jun. 30, 2016
Receivables [Abstract]
Schedule of Aging of the Company's Loan Portfolio	The tables below show the aging of the Company’s loan portfolio at June 30, 2016 , December 31, 2015 and June 30, 2015 : As of June 30, 2016 90+ days and still accruing 60-89 days past due 30-59 days past due (Dollars in thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other $ 16,414 $ — $ 1,412 $ 22,317 $ 3,416,432 $ 3,456,575 Franchise — — 560 87 289,258 289,905 Mortgage warehouse lines of credit — — — — 270,586 270,586 Asset-based lending — 235 1,899 6,421 834,112 842,667 Leases 387 — 48 — 267,639 268,074 PCI - commercial (1) — 1,956 630 1,426 12,714 16,726 Total commercial 16,801 2,191 4,549 30,251 5,090,741 5,144,533 Commercial real estate: Construction 673 — 46 7,922 396,264 404,905 Land 1,725 — — 340 103,816 105,881 Office 6,274 — 5,452 4,936 892,791 909,453 Industrial 10,295 — 1,108 719 754,647 766,769 Retail 916 — 535 6,450 889,945 897,846 Multi-family 90 — 2,077 1,275 775,075 778,517 Mixed use and other 4,442 — 4,285 8,007 1,795,931 1,812,665 PCI - commercial real estate (1) — 27,228 1,663 2,608 140,799 172,298 Total commercial real estate 24,415 27,228 15,166 32,257 5,749,268 5,848,334 Home equity 8,562 — 380 4,709 747,253 760,904 Residential real estate, including PCI 12,413 1,479 1,367 299 638,106 653,664 Premium finance receivables Commercial insurance loans 14,497 10,558 6,966 9,456 2,436,803 2,478,280 Life insurance loans — — 46,651 11,953 2,811,356 2,869,960 PCI - life insurance loans (1) — — — — 291,602 291,602 Consumer and other, including PCI 475 226 610 1,451 124,616 127,378 Total loans, net of unearned income, excluding covered loans $ 77,163 $ 41,682 $ 75,689 $ 90,376 $ 17,889,745 $ 18,174,655 Covered loans 2,651 6,810 697 1,610 93,480 105,248 Total loans, net of unearned income $ 79,814 $ 48,492 $ 76,386 $ 91,986 $ 17,983,225 $ 18,279,903 As of December 31, 2015 90+ days and still accruing 60-89 days past due 30-59 days past due (Dollars in thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other $ 12,704 $ 6 $ 6,749 $ 12,930 $ 3,226,139 $ 3,258,528 Franchise — — — — 245,228 245,228 Mortgage warehouse lines of credit — — — — 222,806 222,806 Asset-based lending 8 — 3,864 1,844 736,968 742,684 Leases — 535 748 4,192 220,599 226,074 PCI - commercial (1) — 892 — 2,510 15,187 18,589 Total commercial 12,712 1,433 11,361 21,476 4,666,927 4,713,909 Commercial real estate Construction 306 — 1,371 1,645 355,338 358,660 Land 1,751 — — 120 76,546 78,417 Office 4,619 — 764 3,817 853,801 863,001 Industrial 9,564 — 1,868 1,009 715,207 727,648 Retail 1,760 — 442 2,310 863,887 868,399 Multi-family 1,954 — 597 6,568 733,230 742,349 Mixed use and other 6,691 — 6,723 7,215 1,712,187 1,732,816 PCI - commercial real estate (1) — 22,111 4,662 16,559 114,667 157,999 Total commercial real estate 26,645 22,111 16,427 39,243 5,424,863 5,529,289 Home equity 6,848 — 1,889 5,517 770,421 784,675 Residential real estate, including PCI 12,043 488 2,166 3,903 588,851 607,451 Premium finance receivables Commercial insurance loans 14,561 10,294 6,624 21,656 2,321,786 2,374,921 Life insurance loans — — 3,432 11,140 2,578,632 2,593,204 PCI - life insurance loans (1) — — — — 368,292 368,292 Consumer and other, including PCI 263 211 204 1,187 144,511 146,376 Total loans, net of unearned income, excluding covered loans $ 73,072 $ 34,537 $ 42,103 $ 104,122 $ 16,864,283 $ 17,118,117 Covered loans 5,878 7,335 703 5,774 128,983 148,673 Total loans, net of unearned income $ 78,950 $ 41,872 $ 42,806 $ 109,896 $ 16,993,266 $ 17,266,790 (1) PCI loans represent loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. Loan agings are based upon contractually required payments. As of June 30, 2015 90+ days and still accruing 60-89 days past due 30-59 days past due (Dollars in thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other $ 4,424 $ — $ 1,846 $ 6,027 $ 2,845,833 $ 2,858,130 Franchise 905 — 113 396 227,185 228,599 Mortgage warehouse lines of credit — — — — 213,797 213,797 Asset-based lending — — 1,767 7,423 823,265 832,455 Leases 65 — — — 187,565 187,630 PCI - commercial (1) — 474 — 233 9,026 9,733 Total commercial 5,394 474 3,726 14,079 4,306,671 4,330,344 Commercial real estate: Construction 19 — — 4 307,122 307,145 Land 2,035 — 1,123 2,399 82,280 87,837 Office 6,360 701 163 2,601 744,992 754,817 Industrial 2,568 — 18 484 624,337 627,407 Retail 2,352 — 896 2,458 744,285 749,991 Multi-family 1,730 — 933 223 665,562 668,448 Mixed use and other 8,119 — 2,405 3,752 1,577,846 1,592,122 PCI - commercial real estate (1) — 15,646 3,490 2,798 40,889 62,823 Total commercial real estate 23,183 16,347 9,028 14,719 4,787,313 4,850,590 Home equity 5,695 — 511 3,365 702,779 712,350 Residential real estate, including PCI 16,631 264 2,494 1,205 482,421 503,015 Premium finance receivables Commercial insurance loans 15,156 9,053 5,048 11,071 2,420,080 2,460,408 Life insurance loans — 351 — 6,823 2,145,981 2,153,155 PCI - life insurance loans (1) — — — — 384,320 384,320 Consumer and other, including PCI 280 110 196 919 117,963 119,468 Total loans, net of unearned income, excluding covered loans $ 66,339 $ 26,599 $ 21,003 $ 52,181 $ 15,347,528 $ 15,513,650 Covered loans 6,353 10,030 1,333 1,720 173,974 193,410 Total loans, net of unearned income $ 72,692 $ 36,629 $ 22,336 $ 53,901 $ 15,521,502 $ 15,707,060 (1) PCI loans represent loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. Loan agings are based upon contractually required payments.
Summary of Performance by Loan Class	The following table presents the recorded investment based on performance of loans by class, excluding covered loans, per the most recent analysis at June 30, 2016 , December 31, 2015 and June 30, 2015 : Performing Non-performing Total (Dollars in thousands) June 30, December 31, 2015 June 30, June 30, 2016 December 31, 2015 June 30, June 30, December 31, 2015 June 30, Loan Balances: Commercial Commercial, industrial and other $ 3,440,161 $ 3,245,818 $ 2,853,706 $ 16,414 $ 12,710 $ 4,424 $ 3,456,575 $ 3,258,528 $ 2,858,130 Franchise 289,905 245,228 227,694 — — 905 289,905 245,228 228,599 Mortgage warehouse lines of credit 270,586 222,806 213,797 — — — 270,586 222,806 213,797 Asset-based lending 842,432 742,676 832,455 235 8 — 842,667 742,684 832,455 Leases 267,687 225,539 187,565 387 535 65 268,074 226,074 187,630 PCI - commercial (1) 16,726 18,589 9,733 — — — 16,726 18,589 9,733 Total commercial 5,127,497 4,700,656 4,324,950 17,036 13,253 5,394 5,144,533 4,713,909 4,330,344 Commercial real estate Construction 404,232 358,354 307,126 673 306 19 404,905 358,660 307,145 Land 104,156 76,666 85,802 1,725 1,751 2,035 105,881 78,417 87,837 Office 903,179 858,382 747,756 6,274 4,619 7,061 909,453 863,001 754,817 Industrial 756,474 718,084 624,839 10,295 9,564 2,568 766,769 727,648 627,407 Retail 896,930 866,639 747,639 916 1,760 2,352 897,846 868,399 749,991 Multi-family 778,427 740,395 666,718 90 1,954 1,730 778,517 742,349 668,448 Mixed use and other 1,808,223 1,726,125 1,584,003 4,442 6,691 8,119 1,812,665 1,732,816 1,592,122 PCI - commercial real estate (1) 172,298 157,999 62,823 — — — 172,298 157,999 62,823 Total commercial real estate 5,823,919 5,502,644 4,826,706 24,415 26,645 23,884 5,848,334 5,529,289 4,850,590 Home equity 752,342 777,827 706,655 8,562 6,848 5,695 760,904 784,675 712,350 Residential real estate, including PCI 641,251 595,408 486,384 12,413 12,043 16,631 653,664 607,451 503,015 Premium finance receivables Commercial insurance loans 2,453,225 2,350,066 2,436,199 25,055 24,855 24,209 2,478,280 2,374,921 2,460,408 Life insurance loans 2,869,960 2,593,204 2,152,804 — — 351 2,869,960 2,593,204 2,153,155 PCI - life insurance loans (1) 291,602 368,292 384,320 — — — 291,602 368,292 384,320 Consumer and other, including PCI 126,740 145,963 119,078 638 413 390 127,378 146,376 119,468 Total loans, net of unearned income, excluding covered loans $ 18,086,536 $ 17,034,060 $ 15,437,096 $ 88,119 $ 84,057 $ 76,554 $ 18,174,655 $ 17,118,117 $ 15,513,650 (1) PCI loans represent loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. See Note 6 - Loans for further discussion of these purchased loans.
Summary of Activity in the Allowance for Credit Losses	A summary of activity in the allowance for credit losses by loan portfolio (excluding covered loans) for the three and six months ended June 30, 2016 and 2015 is as follows: Three months ended June 30, 2016 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Commercial Allowance for credit losses Allowance for loan losses at beginning of period $ 38,435 $ 45,263 $ 12,915 $ 5,164 $ 7,205 $ 1,189 $ 110,171 Other adjustments (59 ) (70 ) — (9 ) 4 — (134 ) Reclassification from allowance for unfunded lending-related commitments — (40 ) — — — — (40 ) Charge-offs (721 ) (502 ) (2,046 ) (693 ) (1,911 ) (224 ) (6,097 ) Recoveries 121 296 71 31 633 35 1,187 Provision for credit losses 3,878 1,877 443 912 1,883 276 9,269 Allowance for loan losses at period end $ 41,654 $ 46,824 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 114,356 Allowance for unfunded lending-related commitments at period end $ — $ 1,070 $ — $ — $ — $ — $ 1,070 Allowance for credit losses at period end $ 41,654 $ 47,894 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 115,426 Individually evaluated for impairment $ 3,417 $ 2,121 $ 477 $ 625 $ — $ 5 $ 6,645 Collectively evaluated for impairment 37,571 45,736 10,906 4,720 7,814 1,271 108,018 Loans acquired with deteriorated credit quality 666 37 — 60 — — 763 Loans at period end Individually evaluated for impairment $ 21,173 $ 49,284 $ 8,562 $ 17,281 $ — $ 536 $ 96,836 Collectively evaluated for impairment 5,106,634 5,626,752 752,342 632,125 5,348,240 126,842 17,592,935 Loans acquired with deteriorated credit quality 16,726 172,298 — 4,258 291,602 — 484,884 Three months ended June 30, 2015 Commercial Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Allowance for credit losses Allowance for loan losses at beginning of period $ 33,726 $ 37,002 $ 12,664 $ 4,096 $ 5,992 $ 966 $ 94,446 Other adjustments (13 ) (81 ) — (5 ) 6 — (93 ) Reclassification from allowance for unfunded lending-related commitments — 4 — — — — 4 Charge-offs (1,243 ) (856 ) (1,847 ) (923 ) (1,526 ) (115 ) (6,510 ) Recoveries 285 1,824 39 16 458 34 2,656 Provision for credit losses 145 4,305 1,432 1,835 1,991 (7 ) 9,701 Allowance for loan losses at period end $ 32,900 $ 42,198 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 100,204 Allowance for unfunded lending-related commitments at period end $ — $ 884 $ — $ — $ — $ — $ 884 Allowance for credit losses at period end $ 32,900 $ 43,082 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 101,088 Individually evaluated for impairment $ 2,282 $ 5,602 $ 808 $ 1,387 $ — $ 44 $ 10,123 Collectively evaluated for impairment 30,600 37,145 11,480 3,589 6,921 834 90,569 Loans acquired with deteriorated credit quality 18 335 — 43 — — 396 Loans at period end Individually evaluated for impairment $ 11,921 $ 65,870 $ 5,909 $ 20,459 $ — $ 418 $ 104,577 Collectively evaluated for impairment 4,308,690 4,721,897 706,441 480,214 4,613,563 119,050 14,949,855 Loans acquired with deteriorated credit quality 9,733 62,823 — 2,342 384,320 — 459,218 Six months ended June 30, 2016 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Commercial Allowance for credit losses Allowance for loan losses at beginning of period $ 36,135 $ 43,758 $ 12,012 $ 4,734 $ 7,233 $ 1,528 $ 105,400 Other adjustments (68 ) (146 ) — (39 ) 41 — (212 ) Reclassification from allowance for unfunded lending-related commitments — (121 ) — — — — (121 ) Charge-offs (1,392 ) (1,173 ) (3,098 ) (1,186 ) (4,391 ) (331 ) (11,571 ) Recoveries 750 665 119 143 1,420 71 3,168 Provision for credit losses 6,229 3,841 2,350 1,753 3,511 8 17,692 Allowance for loan losses at period end $ 41,654 $ 46,824 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 114,356 Allowance for unfunded lending-related commitments at period end $ — $ 1,070 $ — $ — $ — $ — $ 1,070 Allowance for credit losses at period end $ 41,654 $ 47,894 $ 11,383 $ 5,405 $ 7,814 $ 1,276 $ 115,426 Six months ended June 30, 2015 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivable Consumer and Other Total, Excluding Covered Loans (Dollars in thousands) Commercial Allowance for credit losses Allowance for loan losses at beginning of period $ 31,699 $ 35,533 $ 12,500 $ 4,218 $ 6,513 $ 1,242 $ 91,705 Other adjustments (30 ) (261 ) — (8 ) (42 ) — (341 ) Reclassification from allowance for unfunded lending-related commitments — (109 ) — — — — (109 ) Charge-offs (1,920 ) (1,861 ) (2,431 ) (1,554 ) (2,789 ) (226 ) (10,781 ) Recoveries 655 2,136 87 92 787 87 3,844 Provision for credit losses 2,496 6,760 2,132 2,271 2,452 (225 ) 15,886 Allowance for loan losses at period end $ 32,900 $ 42,198 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 100,204 Allowance for unfunded lending-related commitments at period end $ — $ 884 $ — $ — $ — $ — $ 884 Allowance for credit losses at period end $ 32,900 $ 43,082 $ 12,288 $ 5,019 $ 6,921 $ 878 $ 101,088
Summary of Activity in the Allowance for Covered Loan Losses	A summary of activity in the allowance for covered loan losses for the three and six months ended June 30, 2016 and 2015 is as follows: Three Months Ended Six Months Ended June 30, June 30, June 30, June 30, (Dollars in thousands) 2016 2015 2016 2015 Balance at beginning of period $ 2,507 $ 1,878 $ 3,026 $ 2,131 Provision for covered loan losses before benefit attributable to FDIC loss share agreements (702 ) (1,094 ) (2,648 ) (1,623 ) Benefit attributable to FDIC loss share agreements 562 875 2,119 1,298 Net provision for covered loan losses (140 ) (219 ) (529 ) (325 ) Increase/decrease in FDIC indemnification liability/asset (562 ) (875 ) (2,119 ) (1,298 ) Loans charged-off (143 ) (140 ) (373 ) (377 ) Recoveries of loans charged-off 750 1,571 2,407 2,084 Net recoveries 607 1,431 2,034 1,707 Balance at end of period $ 2,412 $ 2,215 $ 2,412 $ 2,215
Summary of Impaired Loans, Including Restructured Loans	A summary of impaired loans, including troubled debt restructurings ("TDRs"), is as follows: June 30, December 31, June 30, (Dollars in thousands) 2016 2015 2015 Impaired loans (included in non-performing and TDRs): Impaired loans with an allowance for loan loss required (1) $ 42,968 $ 49,961 $ 50,748 Impaired loans with no allowance for loan loss required 53,008 51,294 52,609 Total impaired loans (2) $ 95,976 $ 101,255 $ 103,357 Allowance for loan losses related to impaired loans $ 6,611 $ 6,380 $ 10,075 TDRs $ 49,635 $ 51,853 $ 62,776 (1) These impaired loans require an allowance for loan losses because the estimated fair value of the loans or related collateral is less than the recorded investment in the loans. (2) Impaired loans are considered by the Company to be non-accrual loans, TDRs or loans with principal and/or interest at risk, even if the loan is current with all payments of principal and interest.
Summary of Impaired Loans by Loan Class	The following tables present impaired loans by loan class, excluding covered loans, for the periods ended as follows: For the Six Months Ended As of June 30, 2016 June 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (Dollars in thousands) Impaired loans with a related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 10,253 $ 12,866 $ 3,280 $ 10,172 $ 375 Asset-based lending — — — — — Leases 387 387 128 390 10 Commercial real estate Construction — — — — — Land 4,538 4,538 18 4,592 83 Office 2,401 3,059 176 2,427 70 Industrial 7,369 7,773 1,514 7,552 195 Retail 7,007 7,024 264 7,064 95 Multi-family 1,274 1,274 15 1,066 18 Mixed use and other 3,040 3,162 109 3,063 73 Home equity 1,349 1,511 477 1,443 30 Residential real estate 5,230 5,840 625 5,289 123 Consumer and other 120 148 5 123 4 Impaired loans with no related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 10,092 $ 10,950 $ — $ 10,045 $ 328 Asset-based lending — — — — — Leases — — — — — Commercial real estate Construction 2,677 2,677 — 2,693 77 Land 2,979 7,492 — 3,001 254 Office 6,967 8,715 — 7,107 227 Industrial 3,966 5,093 — 4,326 168 Retail 1,122 1,122 — 1,129 27 Multi-family 90 174 — 119 3 Mixed use and other 5,435 5,960 — 5,498 159 Home equity 7,213 9,674 — 8,356 219 Residential real estate 12,051 14,180 — 11,997 308 Consumer and other 416 494 — 427 14 Total impaired loans, net of unearned income $ 95,976 $ 114,113 $ 6,611 $ 97,879 $ 2,860 For the Twelve Months Ended As of December 31, 2015 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (Dollars in thousands) Impaired loans with a related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 9,754 $ 12,498 $ 2,012 $ 10,123 $ 792 Asset-based lending — — — — — Leases — — — — — Commercial real estate Construction — — — — — Land 4,929 8,711 41 5,127 547 Office 5,050 6,051 632 5,394 314 Industrial 8,413 9,105 1,943 10,590 565 Retail 8,527 9,230 343 8,596 386 Multi-family 370 370 202 372 25 Mixed use and other 7,590 7,708 570 7,681 328 Home equity 423 435 333 351 16 Residential real estate 4,710 4,799 294 4,618 182 Consumer and other 195 220 10 216 12 Impaired loans with no related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 8,562 $ 9,915 $ — $ 9,885 $ 521 Asset-based lending 8 1,570 — 5 88 Leases — — — — — Commercial real estate Construction 2,328 2,329 — 2,316 113 Land 888 2,373 — 929 90 Office 3,500 4,484 — 3,613 237 Industrial 2,217 2,426 — 2,286 188 Retail 2,757 2,925 — 2,897 129 Multi-family 2,344 2,807 — 2,390 117 Mixed use and other 10,510 14,060 — 11,939 624 Home equity 6,424 7,987 — 5,738 288 Residential real estate 11,559 13,979 — 11,903 624 Consumer and other 197 267 — 201 12 Total impaired loans, net of unearned income $ 101,255 $ 124,249 $ 6,380 $ 107,170 $ 6,198 For the Six Months Ended As of June 30, 2015 June 30, 2015 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Interest Income Recognized (Dollars in thousands) Impaired loans with a related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 7,607 $ 8,046 $ 2,200 $ 7,788 $ 181 Asset-based lending — — — — — Leases 65 65 65 66 2 Commercial real estate Construction — — — — — Land 6,924 10,539 50 6,931 294 Office 7,005 7,010 2,414 7,060 154 Industrial 1,218 1,218 558 1,218 34 Retail 8,336 9,222 404 8,482 194 Multi-family 2,149 2,258 322 2,168 51 Mixed use and other 10,507 12,694 1,847 10,557 290 Home equity 1,673 1,728 808 1,680 34 Residential real estate 6,945 7,138 1,363 6,963 137 Consumer and other 180 245 44 190 6 Impaired loans with no related ASC 310 allowance recorded Commercial Commercial, industrial and other $ 3,760 $ 6,731 $ — $ 4,052 $ 219 Asset-based lending — — — — — Leases — — — — — Commercial real estate Construction 2,665 2,665 — 2,650 61 Land 1,906 2,643 — 1,924 50 Office 6,289 8,780 — 6,834 221 Industrial 2,022 2,200 — 2,059 88 Retail 4,099 5,248 — 4,113 112 Multi-family 592 1,015 — 598 22 Mixed use and other 11,683 12,008 — 12,427 266 Home equity 4,236 5,697 — 4,320 118 Residential real estate 13,258 14,961 — 13,553 294 Consumer and other 238 267 — 241 7 Total impaired loans, net of unearned income $ 103,357 $ 122,378 $ 10,075 $ 105,874 $ 2,835
Summary of the Post-Modification Balance of TDRs	The tables below present a summary of the post-modification balance of loans restructured during the three and six months ended June 30, 2016 and 2015, respectively, which represent TDRs: Three months ended June 30, 2016 (Dollars in thousands) Total (1)(2) Extension at Below Market (2) Reduction of Interest Rate (2) Modification to Interest-only Payments (2) Forgiveness of Debt (2) Count Balance Count Balance Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 1 $ 275 1 $ 275 — $ — — $ — 1 $ 275 Commercial real estate Office — — — — — — — — — — Industrial — — — — — — — — — — Mixed use and other — — — — — — — — — — Residential real estate and other 1 380 1 380 1 380 1 380 — — Total loans 2 $ 655 2 $ 655 1 $ 380 1 $ 380 1 $ 275 Three months ended June 30, 2015 (Dollars in thousands) Total (1)(2) Extension at Below Market Terms (2) Reduction of Interest Rate (2) Modification to Interest-only Payments (2) Forgiveness of Debt (2) Count Balance Count Balance Count Balance Count Balance Count Balance Commercial Commercial, industrial and other — $ — — $ — — $ — — $ — — $ — Commercial real estate Office — — — — — — — — — — Industrial 1 169 1 169 — — 1 169 — — Mixed use and other — — — — — — — — — — Residential real estate and other 5 1,148 5 1,148 2 372 — — Total loans 6 $ 1,317 6 $ 1,317 2 $ 372 1 $ 169 — $ — (1) TDRs may have more than one modification representing a concession. As such, TDRs during the period may be represented in more than one of the categories noted above. (2) Balances represent the recorded investment in the loan at the time of the restructuring. Six months ended Total (1)(2) Extension at (2) Reduction of Interest (2) Modification to (2) Forgiveness of Debt (2) Count Balance Count Balance Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 2 $ 317 2 $ 317 — $ — — $ — 1 $ 275 Commercial real estate Office 1 450 1 450 — — — — — — Industrial 6 7,921 6 7,921 3 7,196 — — — — Mixed use and other 2 150 2 150 — — — — — — Residential real estate and other 2 540 1 380 2 540 1 380 — — Total loans 13 $ 9,378 12 $ 9,218 5 $ 7,736 1 $ 380 1 $ 275 Six months ended Total (1)(2) Extension at (2) Reduction of Interest (2) Modification to (2) Forgiveness of Debt (2) Count Balance Count Balance Count Balance Count Balance Count Balance Commercial Commercial, industrial and other — $ — — $ — — $ — — $ — — $ — Commercial real estate Office 1 169 1 169 — — 1 169 — — Industrial — — — — — — — — — — Mixed use and other — — — — — — — — — — Residential real estate and other 8 1,442 8 1,442 4 452 1 50 — — Total loans 9 $ 1,611 9 $ 1,611 4 $ 452 2 $ 219 — $ — (1) TDRs may have more than one modification representing a concession. As such, TDRs during the period may be represented in more than one of the categories noted above. (2) Balances represent the recorded investment in the loan at the time of the restructuring.
Summary of TDRs Subsequent Default Under the Restructured Terms	The following table presents a summary of all loans restructured in TDRs during the twelve months ended June 30, 2016 and 2015, and such loans which were in payment default under the restructured terms during the respective periods below: (Dollars in thousands) As of June 30, 2016 Three Months Ended June 30, 2016 Six Months Ended June 30, 2016 Total (1)(3) Payments in Default (2)(3) Payments in Default (2)(3) Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 2 $ 317 — $ — — $ — Commercial real estate Office 1 450 1 450 1 450 Industrial 6 7,921 3 725 3 725 Mixed use and other 4 351 1 16 3 217 Residential real estate and other 3 762 1 222 1 222 Total loans 16 $ 9,801 6 $ 1,413 8 $ 1,614 (Dollars in thousands) As of June 30, 2015 Three Months Ended Six Months Ended Total (1)(3) Payments in Default (2)(3) Payments in Default (2)(3) Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 1 $ 1,461 — $ — — $ — Commercial real estate Office 1 720 — — — — Industrial 2 854 — — — — Mixed use and other — — — — — — Residential real estate and other 13 3,058 4 833 4 833 Total loans 17 $ 6,093 4 $ 833 4 $ 833 (1) Total TDRs represent all loans restructured in TDRs during the previous twelve months from the date indicated. (2) TDRs considered to be in payment default are over 30 days past-due subsequent to the restructuring. (3) Balances represent the recorded investment in the loan at the time of the restructuring.

Goodwill and Other Intangible30

Goodwill and Other Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 2016
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill Assets by Business Segment	A summary of the Company’s goodwill assets by business segment is presented in the following table: (Dollars in thousands) January 1, 2016 Goodwill Acquired Impairment Loss Goodwill Adjustments June 30, Community banking $ 401,612 $ 11,427 $ — $ 1,354 $ 414,393 Specialty finance 38,035 — — 1,553 39,588 Wealth management 32,114 — — — 32,114 Total $ 471,761 $ 11,427 $ — $ 2,907 $ 486,095
Summary of Finite-Lived Intangible Assets	A summary of finite-lived intangible assets as of the dates shown and the expected amortization as of June 30, 2016 is as follows: (Dollars in thousands) June 30, December 31, 2015 June 30, Community banking segment: Core deposit intangibles: Gross carrying amount $ 34,998 $ 34,841 $ 25,881 Accumulated amortization (19,654 ) (17,382 ) (14,983 ) Net carrying amount $ 15,344 $ 17,459 $ 10,898 Specialty finance segment: Customer list intangibles: Gross carrying amount $ 1,800 $ 1,800 $ 1,800 Accumulated amortization (1,100 ) (1,052 ) (1,001 ) Net carrying amount $ 700 $ 748 $ 799 Wealth management segment: Customer list and other intangibles: Gross carrying amount $ 7,940 $ 7,940 $ 7,940 Accumulated amortization (2,163 ) (1,938 ) (1,713 ) Net carrying amount $ 5,777 $ 6,002 $ 6,227 Total other intangible assets, net $ 21,821 $ 24,209 $ 17,924
Estimated Amortization	Estimated amortization Actual in six months ended June 30, 2016 $ 2,546 Estimated remaining in 2016 2,160 Estimated—2017 3,902 Estimated—2018 3,395 Estimated—2019 2,872 Estimated—2020 2,328

Deposits (Tables)

Deposits (Tables)	6 Months Ended
	Jun. 30, 2016
Deposits [Abstract]
Summary of Deposits	The following table is a summary of deposits as of the dates shown: (Dollars in thousands) June 30, 2016 December 31, 2015 June 30, 2015 Balance: Non-interest bearing $ 5,367,672 $ 4,836,420 $ 3,910,310 NOW and interest bearing demand deposits 2,450,710 2,390,217 2,240,832 Wealth management deposits 1,904,121 1,643,653 1,591,251 Money market 4,384,134 4,041,300 3,898,495 Savings 1,851,863 1,723,367 1,504,654 Time certificates of deposit 4,083,250 4,004,677 3,936,876 Total deposits $ 20,041,750 $ 18,639,634 $ 17,082,418 Mix: Non-interest bearing 27 % 26 % 23 % NOW and interest bearing demand deposits 12 13 13 Wealth management deposits 10 9 9 Money market 22 22 23 Savings 9 9 9 Time certificates of deposit 20 21 23 Total deposits 100 % 100 % 100 %

Federal Home Loan Bank Advances

Federal Home Loan Bank Advances, Other Borrowings and Subordinated Notes (Tables)	6 Months Ended
	Jun. 30, 2016
Debt Disclosure [Abstract]
Summary of Debt	The following table is a summary of notes payable, FHLB advances, other borrowings and subordinated notes as of the dates shown: (Dollars in thousands) June 30, December 31, 2015 June 30, FHLB advances $ 588,055 $ 853,431 $ 435,721 Other borrowings: Notes payable 59,937 67,429 75,000 Short-term borrowings 38,798 63,887 48,295 Other 18,564 18,965 18,413 Secured borrowings 135,312 115,504 119,966 Total other borrowings 252,611 265,785 261,674 Subordinated notes 138,915 138,861 138,808 Total FHLB advances, other borrowings and subordinated notes $ 979,581 $ 1,258,077 $ 836,203
Summary of Pledged Securities Related to Securities Sold Under Repurchase Agreements	The following is a summary of these securities pledged as of June 30, 2016 disaggregated by investment category and maturity, and reconciled to the outstanding balance of securities sold under repurchase agreements: (Dollars in thousands) Overnight Sweep Collateral Available-for-sale securities pledged U.S. Treasury $ 10,009 Corporate notes: Financial issuers 3,945 Mortgage-backed securities 47,464 Held-to-maturity securities pledged U.S. Government agencies 2,053 Total collateral pledged $ 63,471 Excess collateral 24,673 Securities sold under repurchase agreements $ 38,798

Junior Subordinated Debentures

Junior Subordinated Debentures (Tables)	6 Months Ended
	Jun. 30, 2016
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust [Abstract]
Summary of Junior Subordinated Debentures	The following table provides a summary of the Company’s junior subordinated debentures as of June 30, 2016 . The junior subordinated debentures represent the par value of the obligations owed to the Trusts. (Dollars in thousands) Common Securities Trust Preferred Securities Junior Subordinated Debentures Rate Structure Contractual rate at 6/30/2016 Issue Date Maturity Date Earliest Redemption Date Wintrust Capital Trust III $ 774 $ 25,000 $ 25,774 L+3.25 3.88 % 04/2003 04/2033 04/2008 Wintrust Statutory Trust IV 619 20,000 20,619 L+2.80 3.43 % 12/2003 12/2033 12/2008 Wintrust Statutory Trust V 1,238 40,000 41,238 L+2.60 3.23 % 05/2004 05/2034 06/2009 Wintrust Capital Trust VII 1,550 50,000 51,550 L+1.95 2.60 % 12/2004 03/2035 03/2010 Wintrust Capital Trust VIII 1,238 25,000 26,238 L+1.45 2.08 % 08/2005 09/2035 09/2010 Wintrust Capital Trust IX 1,547 50,000 51,547 L+1.63 2.28 % 09/2006 09/2036 09/2011 Northview Capital Trust I 186 6,000 6,186 L+3.00 3.64 % 08/2003 11/2033 08/2008 Town Bankshares Capital Trust I 186 6,000 6,186 L+3.00 3.64 % 08/2003 11/2033 08/2008 First Northwest Capital Trust I 155 5,000 5,155 L+3.00 3.63 % 05/2004 05/2034 05/2009 Suburban Illinois Capital Trust II 464 15,000 15,464 L+1.75 2.40 % 12/2006 12/2036 12/2011 Community Financial Shares Statutory Trust II 109 3,500 3,609 L+1.62 2.27 % 06/2007 09/2037 06/2012 Total $ 253,566 2.84 %

Segment Information (Tables)

Segment Information (Tables)	6 Months Ended
	Jun. 30, 2016
Segment Reporting [Abstract]
Summary of Segment Information	The following is a summary of certain operating information for reportable segments: Three months ended $ Change in Contribution % Change in Contribution (Dollars in thousands) June 30, 2016 June 30, 2015 Net interest income: Community Banking $ 142,251 $ 126,964 $ 15,287 12 % Specialty Finance 24,352 21,338 3,014 14 Wealth Management 4,383 4,280 103 2 Total Operating Segments 170,986 152,582 18,404 12 Intersegment Eliminations 4,284 4,310 (26 ) (1 ) Consolidated net interest income $ 175,270 $ 156,892 $ 18,378 12 % Non-interest income: Community Banking $ 60,813 $ 56,253 $ 4,560 8 % Specialty Finance 12,482 9,135 3,347 37 Wealth Management 19,863 19,013 850 4 Total Operating Segments 93,158 84,401 8,757 10 Intersegment Eliminations (8,359 ) (7,388 ) (971 ) (13 ) Consolidated non-interest income $ 84,799 $ 77,013 $ 7,786 10 % Net revenue: Community Banking $ 203,064 $ 183,217 $ 19,847 11 % Specialty Finance 36,834 30,473 6,361 21 Wealth Management 24,246 23,293 953 4 Total Operating Segments 264,144 236,983 27,161 11 Intersegment Eliminations (4,075 ) (3,078 ) (997 ) (32 ) Consolidated net revenue $ 260,069 $ 233,905 $ 26,164 11 % Segment profit: Community Banking $ 34,576 $ 29,133 $ 5,443 19 % Specialty Finance 12,044 11,378 666 6 Wealth Management 3,421 3,320 101 3 Consolidated net income $ 50,041 $ 43,831 $ 6,210 14 % Segment assets: Community Banking $ 20,190,707 $ 17,312,377 $ 2,878,330 17 % Specialty Finance 3,645,077 2,931,838 713,239 24 Wealth Management 584,832 545,987 38,845 7 Consolidated total assets $ 24,420,616 $ 20,790,202 $ 3,630,414 17 % Six months ended $ Change in Contribution % Change in Contribution (Dollars in thousands) June 30, 2016 June 30, 2015 Net interest income: Community Banking $ 283,949 $ 249,645 $ 34,304 14 % Specialty Finance 45,532 42,384 3,148 7 Wealth Management 8,866 8,469 397 5 Total Operating Segments 338,347 300,498 37,849 13 Intersegment Eliminations 8,432 8,285 147 2 Consolidated net interest income $ 346,779 $ 308,783 $ 37,996 12 % Non-interest income: Community Banking $ 106,480 $ 101,165 $ 5,315 5 % Specialty Finance 24,885 17,006 7,879 46 Wealth Management 38,615 37,741 874 2 Total Operating Segments 169,980 155,912 14,068 9 Intersegment Eliminations (16,429 ) (14,358 ) (2,071 ) (14 ) Consolidated non-interest income $ 153,551 $ 141,554 $ 11,997 8 % Net revenue: Community Banking $ 390,429 $ 350,810 $ 39,619 11 % Specialty Finance 70,417 59,390 11,027 19 Wealth Management 47,481 46,210 1,271 3 Total Operating Segments 508,327 456,410 51,917 11 Intersegment Eliminations (7,997 ) (6,073 ) (1,924 ) (32 ) Consolidated net revenue $ 500,330 $ 450,337 $ 49,993 11 % Segment profit: Community Banking $ 69,333 $ 54,098 $ 15,235 28 % Specialty Finance 23,516 22,330 1,186 5 Wealth Management 6,303 6,455 (152 ) (2 ) Consolidated net income $ 99,152 $ 82,883 $ 16,269 20 %

Derivative Financial Instrume35

Derivative Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Interest Rate Cap Derivative Summary	Below is a summary of the interest rate cap derivatives held by the Company as of June 30, 2016 : (Dollars in thousands) Notional Accounting Fair Value as of Effective Date Maturity Date Amount Treatment June 30, 2016 August 29, 2012 August 29, 2016 216,500 Cash Flow Hedging — February 22, 2013 August 22, 2016 43,500 Cash Flow Hedging — February 22, 2013 August 22, 2016 56,500 Non-Hedge Designated — March 21, 2013 March 21, 2017 100,000 Non-Hedge Designated 2 May 16, 2013 November 16, 2016 75,000 Non-Hedge Designated — September 15, 2013 September 15, 2017 50,000 Cash Flow Hedging 6 September 30, 2013 September 30, 2017 40,000 Cash Flow Hedging 6 $ 581,500 $ 14
Schedule Of Fair Value Of Derivative Financial Instruments	The table below presents the fair value of the Company’s derivative financial instruments as of June 30, 2016 , December 31, 2015 and June 30, 2015 : Derivative Assets Derivative Liabilities Fair Value Fair Value (Dollars in thousands) June 30, 2016 December 31, 2015 June 30, June 30, 2016 December 31, 2015 June 30, Derivatives designated as hedging instruments under ASC 815: Interest rate derivatives designated as Cash Flow Hedges $ 12 $ 242 $ 514 $ 1,577 $ 846 $ 1,573 Interest rate derivatives designated as Fair Value Hedges — 27 39 999 143 — Total derivatives designated as hedging instruments under ASC 815 $ 12 $ 269 $ 553 $ 2,576 $ 989 $ 1,573 Derivatives not designated as hedging instruments under ASC 815: Interest rate derivatives $ 89,024 $ 42,510 $ 36,194 $ 88,316 $ 41,469 $ 35,032 Interest rate lock commitments 11,435 7,401 11,990 2,973 171 — Forward commitments to sell mortgage loans — 745 — 6,496 2,275 3,805 Foreign exchange contracts 581 373 181 551 115 89 Total derivatives not designated as hedging instruments under ASC 815 $ 101,040 $ 51,029 $ 48,365 $ 98,336 $ 44,030 $ 38,926 Total Derivatives $ 101,052 $ 51,298 $ 48,918 $ 100,912 $ 45,019 $ 40,499
Schedule Of Cash Flow Hedging Instruments	The table below provides details on each of these cash flow hedges as of June 30, 2016 : June 30, 2016 (Dollars in thousands) Notional Fair Value Maturity Date Amount Asset (Liability) Interest Rate Swaps: September 2016 $ 50,000 $ (170 ) October 2016 25,000 (113 ) July 2019 250,000 (1,294 ) Total Interest Rate Swaps $ 325,000 $ (1,577 ) Interest Rate Caps: August 2016 43,500 — August 2016 216,500 — September 2017 50,000 6 September 2017 40,000 6 Total Interest Rate Caps $ 350,000 $ 12 Total Cash Flow Hedges $ 675,000 $ (1,565 )
Rollforward Of Amounts In Accumulated Other Comprehensive Income Related To Interest Rate Swaps Designated As Cash Flow Hedges	A rollforward of the amounts in accumulated other comprehensive loss related to interest rate derivatives designated as cash flow hedges follows: Three months ended Six months ended (Dollars in thousands) June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Unrealized loss at beginning of period $ (3,051 ) $ (4,623 ) $ (3,529 ) $ (4,062 ) Amount reclassified from accumulated other comprehensive loss to interest expense on deposits and junior subordinated debentures 832 475 1,555 889 Amount of loss recognized in other comprehensive income (1,355 ) (260 ) (1,600 ) (1,235 ) Unrealized loss at end of period $ (3,574 ) $ (4,408 ) $ (3,574 ) $ (4,408 )
Derivatives Used To Hedge Changes In Fair Value Attributable To Interest Rate Risk	The following table presents the gain/(loss) and hedge ineffectiveness recognized on derivative instruments and the related hedged items that are designated as a fair value hedge accounting relationship as of June 30, 2016 and 2015: (Dollars in thousands) Derivatives in Fair Value Hedging Relationships Location of Gain/(Loss) Recognized in Income on Derivative Amount of Gain/(Loss) Recognized in Income on Derivative Three Months Ended Amount of (Loss)/Gain Recognized in Income on Hedged Item Three Months Ended Income Statement Gain/ (Loss) due to Hedge Ineffectiveness Three Months Ended June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Interest rate swaps Trading (losses) gains, net $ (329 ) $ 17 $ 346 $ (15 ) $ 17 $ 2 (Dollars in thousands) Derivatives in Fair Value Hedging Relationships Location of Gain/(Loss) Recognized in Income on Derivative Amount of Gain/(Loss) Recognized in Income on Derivative Six Months Ended Amount of (Loss)/Gain Recognized in Income on Hedged Item Six Months Ended Income Statement Gain/ (Loss) due to Hedge Ineffectiveness Six Months Ended June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Interest rate swaps Trading (losses) gains, net $ (883 ) $ (15 ) $ 861 $ 13 $ (22 ) $ (2 )
Summary Amounts Included In Consolidated Statement Of Income Related To Derivatives	Amounts included in the Consolidated Statements of Income related to derivative instruments not designated in accounting hedge relationships were as follows: (Dollars in thousands) Three Months Ended Six Months Ended Derivative Location in income statement June 30, 2016 June 30, 2015 June 30, 2016 June 30, 2015 Interest rate swaps and caps Trading (losses) gains, net $ (432 ) $ 133 $ (356 ) $ (317 ) Mortgage banking derivatives Mortgage banking revenue (2,707 ) 299 (843 ) 2,393 Covered call options Fees from covered call options 4,649 4,565 6,361 8,925 Foreign exchange contracts Trading (losses) gains, net (173 ) 71 (236 ) 20
Derivative Asset and Liability Balance Sheet Offsetting	The tables below summarize the Company's interest rate derivatives and offsetting positions as of the dates shown. Derivative Assets Derivative Liabilities Fair Value Fair Value (Dollars in thousands) June 30, 2016 December 31, 2015 June 30, 2015 June 30, 2016 December 31, 2015 June 30, 2015 Gross Amounts Recognized $ 89,036 $ 42,779 $ 36,747 $ 90,892 $ 42,458 $ 36,605 Less: Amounts offset in the Statements of Financial Condition — — — — — — Net amount presented in the Statements of Financial Condition $ 89,036 $ 42,779 $ 36,747 $ 90,892 $ 42,458 $ 36,605 Gross amounts not offset in the Statements of Financial Condition Offsetting Derivative Positions (161 ) (753 ) (1,896 ) (161 ) (753 ) (1,896 ) Collateral Posted (1) — — — (90,731 ) (41,705 ) (34,709 ) Net Credit Exposure $ 88,875 $ 42,026 $ 34,851 $ — $ — $ — (1) As of June 30, 2016, December 31, 2015 and June 30, 2015, the Company posted collateral of $94.2 million , $45.5 million and $36.0 million , respectively, which resulted in excess collateral with its counterparties. For purposes of this disclosure, the amount of posted collateral is limited to the amount offsetting the derivative liability.

Fair Values of Assets and Lia36

Fair Values of Assets and Liabilities (Tables)	6 Months Ended
	Jun. 30, 2016
Fair Value Disclosures [Abstract]
Summary Of Balances Of Assets And Liabilities Measured At Fair Value On A Recurring Basis	The following tables present the balances of assets and liabilities measured at fair value on a recurring basis for the periods presented: June 30, 2016 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 122,330 $ — $ 122,330 $ — U.S. Government agencies 69,916 — 69,916 — Municipal 111,640 — 41,828 69,812 Corporate notes 69,690 — 69,690 — Mortgage-backed 207,508 — 207,508 — Equity securities 56,579 — 31,392 25,187 Trading account securities 3,613 — 3,613 — Mortgage loans held-for-sale 554,256 — 554,256 — MSRs 13,382 — — 13,382 Nonqualified deferred compensation assets 9,076 — 9,076 — Derivative assets 101,052 — 101,052 — Total $ 1,319,042 $ — $ 1,210,661 $ 108,381 Derivative liabilities $ 100,912 $ — $ 100,912 $ — December 31, 2015 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 306,729 $ — $ 306,729 $ — U.S. Government agencies 70,236 — 70,236 — Municipal 108,595 — 39,982 68,613 Corporate notes 81,545 — 81,545 — Mortgage-backed 1,092,597 — 1,092,597 — Equity securities 56,686 — 31,487 25,199 Trading account securities 448 — 448 — Mortgage loans held-for-sale 388,038 — 388,038 — MSRs 9,092 — — 9,092 Nonqualified deferred compensation assets 8,517 — 8,517 — Derivative assets 51,298 — 51,298 — Total $ 2,173,781 $ — $ 2,070,877 $ 102,904 Derivative liabilities $ 45,019 $ — $ 45,019 $ — June 30, 2015 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 281,161 $ — $ 281,161 $ — U.S. Government agencies 628,660 — 628,660 — Municipal 269,790 — 211,218 58,572 Corporate notes 128,141 — 128,141 — Mortgage-backed 800,101 — 800,101 — Equity securities 54,208 — 29,212 24,996 Trading account securities 1,597 — 1,597 — Mortgage loans held-for-sale 497,283 — 497,283 — MSRs 8,034 — — 8,034 Nonqualified deferred compensation assets 8,778 — 8,778 — Derivative assets 48,918 — 48,918 — Total $ 2,726,671 $ — $ 2,635,069 $ 91,602 Derivative liabilities $ 40,500 $ — $ 40,500 $ —
Summary Of Changes In Level 3 Assets And Liabilities Measured At Fair Value On A Recurring Basis	The changes in Level 3 assets measured at fair value on a recurring basis during the three and six months ended June 30, 2016 and 2015 are summarized as follows: Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at April 1, 2016 $ 70,242 $ 24,054 $ 10,128 Total net gains (losses) included in: Net income (1) — — 3,254 Other comprehensive income 113 1,133 — Purchases 1,003 — — Issuances — — — Sales — — — Settlements (1,546 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2016 $ 69,812 $ 25,187 $ 13,382 Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at January 1, 2016 $ 68,613 $ 25,199 $ 9,092 Total net gains (losses) included in: Net income (1) — — 4,290 Other comprehensive income 100 (12 ) — Purchases 4,274 — — Issuances — — — Sales — — — Settlements (3,175 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2016 $ 69,812 $ 25,187 $ 13,382 Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at April 1, 2015 $ 56,049 $ 24,656 $ 7,852 Total net gains (losses) included in: Net income (1) — — 182 Other comprehensive income (713 ) 340 — Purchases 4,175 — — Issuances — — — Sales — — — Settlements (939 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2015 $ 58,572 $ 24,996 $ 8,034 (1) Changes in the balance of MSRs are recorded as a component of mortgage banking revenue in non-interest income. Equity securities Mortgage servicing rights (Dollars in thousands) Municipal Balance at January 1, 2015 $ 58,953 $ 23,711 $ 8,435 Total net gains (losses) included in: Net income (1) — — (401 ) Other comprehensive income (510 ) 1,285 — Purchases 10,849 — — Issuances — — — Sales — — — Settlements (10,720 ) — — Net transfers into/(out of) Level 3 — — — Balance at June 30, 2015 $ 58,572 $ 24,996 $ 8,034 (1) Changes in the balance of MSRs are recorded as a component of mortgage banking revenue in non-interest income.
Summary Of Assets Measured At Fair Value On A Nonrecurring Basis	For assets measured at fair value on a nonrecurring basis that were still held in the balance sheet at the end of the period, the following table provides the carrying value of the related individual assets or portfolios at June 30, 2016 . June 30, 2016 Three Months Ended June 30, 2016 Fair Value Losses Recognized, net Six Months Ended June 30, 2016 Fair Value Losses Recognized, net (Dollars in thousands) Total Level 1 Level 2 Level 3 Impaired loans—collateral based $ 67,837 $ — $ — $ 67,837 $ 3,897 $ 6,230 Other real estate owned, including covered other real estate owned (1) 51,046 — — 51,046 2,293 3,380 Total $ 118,883 $ — $ — $ 118,883 $ 6,190 $ 9,610 (1) Fair value losses recognized, net on other real estate owned include valuation adjustments and charge-offs during the respective period.
Schedule Of Valuation Techniques And Significant Unobservable Inputs Used To Measure Both Recurring And Non-Recurring	The valuation techniques and significant unobservable inputs used to measure both recurring and non-recurring Level 3 fair value measurements at June 30, 2016 were as follows: (Dollars in thousands) Fair Value Valuation Methodology Significant Unobservable Input Range of Inputs Weighted Average of Inputs Impact to valuation from an increased or higher input value Measured at fair value on a recurring basis: Municipal Securities $ 69,812 Bond pricing Equivalent rating BBB-AA+ N/A Increase Equity Securities 25,187 Discounted cash flows Discount rate 2.16%-2.81% 2.48% Decrease MSRs 13,382 Discounted cash flows Discount rate 3%-6% 5.20% Decrease Constant prepayment rate (CPR) 2%-47% 11.67% Decrease Measured at fair value on a non-recurring basis: Impaired loans—collateral based $ 67,837 Appraisal value Appraisal adjustment - cost of sale 10% 10.00% Decrease Other real estate owned, including covered other real estate owned 51,046 Appraisal value Appraisal adjustment - cost of sale 10% 10.00% Decrease
Summary Of Carrying Amounts And Estimated Fair Values Of Financial Instruments	The table below presents the carrying amounts and estimated fair values of the Company’s financial instruments as of the dates shown: At June 30, 2016 At December 31, 2015 At June 30, 2015 Carrying Fair Carrying Fair Carrying Fair (Dollars in thousands) Value Value Value Value Value Value Financial Assets: Cash and cash equivalents $ 271,575 $ 271,575 $ 275,795 $ 275,795 $ 252,209 $ 252,209 Interest bearing deposits with banks 693,269 693,269 607,782 607,782 591,721 591,721 Available-for-sale securities 637,663 637,663 1,716,388 1,716,388 2,162,061 2,162,061 Held-to-maturity securities 992,211 1,010,179 884,826 878,111 — — Trading account securities 3,613 3,613 448 448 1,597 1,597 FHLB and FRB stock, at cost 121,319 121,319 101,581 101,581 89,818 89,818 Brokerage customer receivables 26,866 26,866 27,631 27,631 29,753 29,753 Mortgage loans held-for-sale, at fair value 554,256 554,256 388,038 388,038 497,283 497,283 Total loans 18,279,903 19,228,691 17,266,790 18,106,829 15,707,060 16,469,518 MSRs 13,382 13,382 9,092 9,092 8,034 8,034 Nonqualified deferred compensation assets 9,076 9,076 8,517 8,517 8,778 8,778 Derivative assets 101,052 101,052 51,298 51,298 48,918 48,918 FDIC indemnification asset — — — — 3,429 3,429 Accrued interest receivable and other 198,017 198,017 193,092 193,092 178,349 178,349 Total financial assets $ 21,902,202 $ 22,868,958 $ 21,531,278 $ 22,364,602 $ 19,579,010 $ 20,341,468 Financial Liabilities Non-maturity deposits $ 15,958,500 $ 15,958,500 $ 14,634,957 $ 14,634,957 $ 13,145,542 $ 13,145,542 Deposits with stated maturities 4,083,250 4,086,350 4,004,677 3,998,180 3,936,876 3,937,146 FHLB advances 588,055 597,568 853,431 863,437 435,721 448,870 Other borrowings 252,611 252,611 265,785 265,785 261,674 261,674 Subordinated notes 138,915 141,858 138,861 140,302 138,808 142,810 Junior subordinated debentures 253,566 254,143 268,566 268,046 249,493 250,265 Derivative liabilities 100,912 100,912 45,019 45,019 40,500 40,500 FDIC indemnification liability 11,729 11,729 6,100 6,100 — — Accrued interest payable 6,175 6,175 7,394 7,394 6,827 6,827 Total financial liabilities $ 21,393,713 $ 21,409,846 $ 20,224,790 $ 20,229,220 $ 18,215,441 $ 18,233,634

Stock-Based Compensation Plans

Stock-Based Compensation Plans (Tables)	6 Months Ended
	Jun. 30, 2016
Share-based Compensation [Abstract]
Weighted Average Assumptions Used To Determine The Options Fair Value	The following table presents the weighted average assumptions used to determine the fair value of options granted in the six month periods ending June 30, 2016 and 2015 . Six Months Ended June 30, June 30, 2016 2015 Expected dividend yield 0.9 % 0.9 % Expected volatility 25.2 % 26.5 % Risk-free rate 1.3 % 1.3 % Expected option life (in years) 4.5 4.5
Summary Of Stock Option Activity	A summary of the Company's stock option activity for the six months ended June 30, 2016 and June 30, 2015 is presented below: Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2016 1,551,734 $ 41.32 Granted 558,411 40.96 Exercised (99,760 ) 37.56 Forfeited or canceled (84,750 ) 49.03 Outstanding at June 30, 2016 1,925,635 $ 41.07 4.9 $ 19,159 Exercisable at June 30, 2016 896,155 $ 39.08 3.6 $ 10,695 Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2015 1,618,426 $ 43.00 Conversion of options of acquired company 16,364 21.18 Granted 493,690 44.17 Exercised (108,042 ) 33.70 Forfeited or canceled (219,356 ) 53.47 Outstanding at June 30, 2015 1,801,082 $ 42.40 4.4 $ 20,012 Exercisable at June 30, 2015 916,168 $ 40.62 2.9 $ 11,928 (1) Represents the remaining weighted average contractual life in years. (2) Aggregate intrinsic value represents the total pre-tax intrinsic value (i.e., the difference between the Company's stock price on the last trading day of the quarter and the option exercise price, multiplied by the number of shares) that would have been received by the option holders if they had exercised their options on the last day of the quarter. Options with exercise prices above the stock price on the last trading day of the quarter are excluded from the calculation of intrinsic value. The intrinsic value will change based on the fair market value of the Company's stock.
Summary Of Plans' Restricted Share And Performance-Vested Stock Award Activity	A summary of the Plans' restricted share activity for the six months ended June 30, 2016 and June 30, 2015 is presented below: Six months ended June 30, 2016 Six months ended June 30, 2015 Restricted Shares Common Shares Weighted Average Grant-Date Fair Value Common Shares Weighted Average Grant-Date Fair Value Outstanding at January 1 137,593 $ 49.63 146,112 $ 47.45 Granted 14,546 43.95 14,907 45.35 Vested and issued (8,523 ) 44.10 (14,015 ) 38.78 Forfeited or canceled (504 ) 44.26 — — Outstanding at June 30 143,112 $ 49.40 147,004 $ 48.07 Vested, but not issuable at June 30 88,696 $ 51.43 85,000 $ 51.88 A summary of the Plans' performance-based stock award activity, based on the target level of the awards, for the six months ended June 30, 2016 and June 30, 2015 is presented below: Six months ended June 30, 2016 Six months ended June 30, 2015 Performance-based Stock Common Weighted Common Weighted Outstanding at January 1 276,533 $ 43.01 295,679 $ 38.18 Granted 117,409 40.95 104,191 44.17 Vested and issued (78,410 ) 37.90 (78,590 ) 31.10 Forfeited (13,064 ) 41.13 (33,522 ) 32.62 Outstanding at June 30 302,468 $ 43.62 287,758 $ 42.93 Vested, but deferred at June 30 6,646 $ 37.89 — $ —

Shareholders' Equity and Earn38

Shareholders' Equity and Earnings Per Share (Tables)	6 Months Ended
	Jun. 30, 2016
Earnings Per Share, Basic and Diluted, Other Disclosures [Abstract]
Components Of Other Comprehensive Income (Loss)	The following tables summarize the components of other comprehensive income (loss), including the related income tax effects, and the related amount reclassified to net income for the periods presented (in thousands). Accumulated Unrealized Gains (Losses) on Securities Accumulated Unrealized Losses on Derivative Instruments Accumulated Foreign Currency Translation Adjustments Total Accumulated Other Comprehensive Loss Balance at April 1, 2016 $ (1,204 ) $ (1,903 ) $ (36,803 ) $ (39,910 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 3,724 (822 ) 612 3,514 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (875 ) 505 — (370 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax 2,326 — — 2,326 Net other comprehensive income (loss) during the period, net of tax $ 5,175 $ (317 ) $ 612 $ 5,470 Balance at June 30, 2016 $ 3,971 $ (2,220 ) $ (36,191 ) $ (34,440 ) Balance at January 1, 2016 $ (17,674 ) $ (2,193 ) $ (42,841 ) $ (62,708 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 18,912 (971 ) 6,650 24,591 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (1,679 ) 944 — (735 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax $ 4,412 $ — $ — $ 4,412 Net other comprehensive income (loss) during the period, net of tax $ 21,645 $ (27 ) $ 6,650 $ 28,268 Balance at June 30, 2016 $ 3,971 $ (2,220 ) $ (36,191 ) $ (34,440 ) Balance at April 1, 2015 $ 6,094 $ (2,858 ) $ (34,327 ) $ (31,091 ) Other comprehensive (loss) income during the period, net of tax, before reclassifications (32,441 ) (147 ) 1,516 (31,072 ) Amount reclassified from accumulated other comprehensive (loss) income into net income, net of tax 14 278 — 292 Amount reclassified from accumulated other comprehensive (loss) income related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax — — — — Net other comprehensive (loss) income during the period, net of tax $ (32,427 ) $ 131 $ 1,516 $ (30,780 ) Balance at June 30, 2015 $ (26,333 ) $ (2,727 ) $ (32,811 ) $ (61,871 ) Accumulated Unrealized Gains (Losses) on Securities Accumulated Unrealized Losses on Derivative Instruments Accumulated Foreign Currency Translation Adjustments Total Accumulated Other Comprehensive Loss Balance at January 1, 2015 $ (9,533 ) $ (2,517 ) $ (25,282 ) $ (37,332 ) Other comprehensive loss during the period, net of tax, before reclassifications (16,496 ) (740 ) (7,529 ) (24,765 ) Amount reclassified from accumulated other comprehensive loss into net income, net of tax (304 ) 530 — 226 Amount reclassified from accumulated other comprehensive loss related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax — — — — Net other comprehensive loss during the period, net of tax $ (16,800 ) $ (210 ) $ (7,529 ) $ (24,539 ) Balance at June 30, 2015 $ (26,333 ) $ (2,727 ) $ (32,811 ) $ (61,871 )
Other Comprehensive Income Reclassified from AOCI	Amount Reclassified from Accumulated Other Comprehensive Income for the Details Regarding the Component of Accumulated Other Comprehensive Income Three Months Ended Six Months Ended Impacted Line on the Consolidated Statements of Income June 30, June 30, 2016 2015 2016 2015 Accumulated unrealized losses on securities Gains (losses) included in net income $ 1,440 $ (24 ) $ 2,765 $ 500 Gains (losses) on investment securities, net 1,440 (24 ) 2,765 500 Income before taxes Tax effect $ (565 ) $ 10 $ (1,086 ) $ (196 ) Income tax expense Net of tax $ 875 $ (14 ) $ 1,679 $ 304 Net income Accumulated unrealized losses on derivative instruments Amount reclassified to interest expense on deposits $ 338 $ — $ 593 $ — Interest on deposits Amount reclassified to interest expense on junior subordinated debentures 494 457 $ 962 $ 871 Interest on junior subordinated debentures (832 ) (457 ) (1,555 ) (871 ) Income before taxes Tax effect $ 327 $ 179 $ 611 $ 341 Income tax expense Net of tax $ (505 ) $ (278 ) $ (944 ) $ (530 ) Net income
Computation Of Basic And Diluted Earnings Per Common Share	The following table shows the computation of basic and diluted earnings per share for the periods indicated: Three Months Ended Six Months Ended (In thousands, except per share data) June 30, June 30, June 30, June 30, Net income $ 50,041 $ 43,831 $ 99,152 $ 82,883 Less: Preferred stock dividends and discount accretion 3,628 1,580 7,256 3,161 Net income applicable to common shares—Basic (A) 46,413 42,251 91,896 79,722 Add: Dividends on convertible preferred stock, if dilutive 1,578 1,580 3,156 3,161 Net income applicable to common shares—Diluted (B) 47,991 43,831 95,052 82,883 Weighted average common shares outstanding (C) 49,140 47,567 48,794 47,404 Effect of dilutive potential common shares Common stock equivalents 856 1,085 778 1,149 Convertible preferred stock, if dilutive 3,109 3,071 3,109 3,071 Total dilutive potential common shares 3,965 4,156 3,887 4,220 Weighted average common shares and effect of dilutive potential common shares (D) 53,105 51,723 52,681 51,624 Net income per common share: Basic (A/C) $ 0.94 $ 0.89 $ 1.88 $ 1.68 Diluted (B/D) $ 0.90 $ 0.85 $ 1.80 $ 1.61

Regulatory Matters (Tables)

Regulatory Matters (Tables)	6 Months Ended
	Jun. 30, 2016
Regulatory Capital Requirements [Abstract]
Schedule Of Adjusted Total Risk Based Capital Ratios	After excluding the following outstanding amounts of subordinated debt from Tier 2 capital, the recalculated total capital to risk-weighted assets ratios for each bank were as follows: March 31, December 31, September 30, June 30, March 31, (Dollars in thousands) 2016 2015 2015 2015 2015 Subordinated debt excluded from Tier 2 capital Beverly Bank $ 13,000 $ 13,000 $ 11,000 $ 11,000 $ 1,000 Schaumburg Bank 8,500 8,500 3,500 3,500 3,500 Barrington Bank 5,000 — — — — Old Plank Trail Bank 4,000 — — — — Lake Forest Bank 10,000 10,000 10,000 14,000 14,000 Libertyville Bank — — — 2,500 2,500 Northbrook Bank 12,500 6,500 6,500 7,500 7,500 St. Charles Bank 2,500 2,500 2,500 2,000 2,000 State Bank of the Lakes 3,500 3,500 3,500 3,500 2,500 Village Bank 2,500 2,500 2,500 7,000 7,000 Wheaton Bank 15,500 13,500 13,500 6,000 — Wintrust Bank 17,000 13,000 13,000 13,000 6,000 Total capital (to risk-weighted assets) (1) Beverly Bank 9.7 % 9.6 % 10.1 % 10.2 % 11.0 % Schaumburg Bank 10.2 10.3 10.7 10.8 10.7 Barrington Bank 11.4 11.3 11.6 11.4 11.1 Old Plank Trail Bank 10.8 11.3 11.8 11.6 11.9 Lake Forest Bank 11.8 10.9 11.0 10.8 10.8 Libertyville Bank 11.7 11.5 11.2 11.3 11.0 Northbrook Bank 10.3 10.5 10.7 10.6 10.6 St. Charles Bank 11.1 10.9 10.9 10.8 10.8 State Bank of the Lakes 11.0 10.6 10.9 10.9 10.9 Village Bank 11.0 11.0 10.9 11.0 10.5 Wheaton Bank 10.2 10.1 10.4 10.6 11.5 Wintrust Bank 10.9 10.9 10.9 11.1 11.2 (1) Note that the OCC-regulated bank subsidiaries' first quarter 2016 call reports did not require refiling as the determination to exclude the subordinated debt from the capitalization ratios as of March 31, 2016 was made prior to the filing deadline of those call reports.

Recent Accounting Developments

Recent Accounting Developments (Narrative) (Details) - USD ($) $ in Millions	Dec. 31, 2015	Jun. 30, 2015
Accounting Changes and Error Corrections [Abstract]
Debt issuance costs	$ 7.8	$ 9.7

Business Combinations (Summary

Business Combinations (Summary of FDIC Indemnification Asset) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
FDIC Indemnification Asset [Roll Forward]
Balance at beginning of period	$ (10,029)	$ 10,224	$ (6,100)	$ 11,846
Additions from acquisitions	0	0	0	0
Additions from reimbursable expenses	649	934	731	2,509
Amortization	(92)	(1,206)	(193)	(2,466)
Changes in expected reimbursements from the FDIC for changes in expected credit losses	(2,200)	(4,317)	(5,747)	(8,310)
(Payments received from) provided to the FDIC	(57)	(2,206)	(420)	(150)
Balance at end of period	$ (11,729)	$ 3,429	$ (11,729)	$ 3,429

Business Combinations (Narrativ

Business Combinations (Narrative) (Detail) $ in Thousands	Mar. 31, 2016USD ($)locations	Jul. 24, 2015USD ($)locations	Jul. 17, 2015USD ($)locations	Jul. 02, 2015USD ($)	Jan. 16, 2015USD ($)locations	Jun. 30, 2016USD ($)financial_institution	Jul. 01, 2015USD ($)locations
Business Acquisition [Line Items]
Goodwill, Acquired During Period						$ 11,427
FDIC loss sharing percentage on purchased loans, OREO, and certain other assets						80.00%
Generations Bancorp Inc.
Business Acquisition [Line Items]
Effective date of acquisition	Mar. 31, 2016
Number of locations | locations	1
Assets acquired	$ 131,000
Loans acquired	67,500
Assumed deposits	100,200
Goodwill, Acquired During Period	$ 11,400
Community Financial Shares, Inc.
Business Acquisition [Line Items]
Effective date of acquisition		Jul. 24, 2015
Number of locations | locations		4
Assets acquired		$ 350,500
Loans acquired		159,500
Assumed deposits		290,000
Goodwill, Acquired During Period		$ 27,600
Suburban Illinois Bancorp
Business Acquisition [Line Items]
Effective date of acquisition			Jul. 17, 2015
Number of locations | locations			10
Assets acquired			$ 494,700
Loans acquired			257,800
Assumed deposits			416,700
Goodwill, Acquired During Period			$ 18,600
North Bank
Business Acquisition [Line Items]
Effective date of acquisition				Jul. 1, 2015
Number of locations | locations							2
Assets acquired							$ 117,900
Loans acquired							51,600
Assumed deposits							$ 101,000
Goodwill, Acquired During Period				$ 6,700
Delavan Bancshares
Business Acquisition [Line Items]
Effective date of acquisition					Jan. 16, 2015
Number of locations | locations					4
Assets acquired					$ 224,100
Loans acquired					128,000
Assumed deposits					170,200
Goodwill, Acquired During Period					16,800
Liabilities assumed					$ 186,400
FDIC Assisted
Business Acquisition [Line Items]
Number of FDIC assisted banks acquired | financial_institution						9

Investment Securities (Marketab

Investment Securities (Marketable Securities) (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	$ 624,188,000	$ 1,731,292,000	$ 2,205,522,000
Gross Unrealized Gains	15,646,000	14,766,000	18,487,000
Gross Unrealized Losses	(2,171,000)	(29,670,000)	(61,948,000)
Available-for-sale securities, Fair Value	637,663,000	1,716,388,000	2,162,061,000
Held-to-maturity securities, Amortized Cost	992,211,000	884,826,000	0
Held-to-maturity securities, Gross Unrealized Gains	18,828,000	871,000	0
Held-to-maturity securities, Gross Unrealized Losses	(860,000)	(7,586,000)	0
Held-to-maturity securities, Fair Value	1,010,179,000	878,111,000	0
U.S. Treasury
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	122,296,000	312,282,000	288,196,000
Gross Unrealized Gains	35,000	0	138,000
Gross Unrealized Losses	(1,000)	(5,553,000)	(7,173,000)
Available-for-sale securities, Fair Value	122,330,000	306,729,000	281,161,000
U.S. Government agencies
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	69,678,000	70,313,000	651,737,000
Gross Unrealized Gains	238,000	198,000	2,074,000
Gross Unrealized Losses	0	(275,000)	(25,151,000)
Available-for-sale securities, Fair Value	69,916,000	70,236,000	628,660,000
Held-to-maturity securities, Amortized Cost	789,482,000	687,302,000	0
Held-to-maturity securities, Gross Unrealized Gains	11,861,000	4,000	0
Held-to-maturity securities, Gross Unrealized Losses	(647,000)	(7,144,000)	0
Held-to-maturity securities, Fair Value	800,696,000	680,162,000	0
Municipal
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	108,179,000	105,702,000	269,562,000
Gross Unrealized Gains	3,588,000	3,249,000	4,222,000
Gross Unrealized Losses	(127,000)	(356,000)	(3,994,000)
Available-for-sale securities, Fair Value	111,640,000	108,595,000	269,790,000
Held-to-maturity securities, Amortized Cost	202,729,000	197,524,000	0
Held-to-maturity securities, Gross Unrealized Gains	6,967,000	867,000	0
Held-to-maturity securities, Gross Unrealized Losses	(213,000)	(442,000)	0
Held-to-maturity securities, Fair Value	209,483,000	197,949,000	0
Corporate notes, Financial issuers
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	68,097,000	80,014,000	124,924,000
Gross Unrealized Gains	1,502,000	1,510,000	1,773,000
Gross Unrealized Losses	(1,411,000)	(1,481,000)	(1,289,000)
Available-for-sale securities, Fair Value	68,188,000	80,043,000	125,408,000
Corporate notes, Other
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	1,500,000	1,500,000	2,726,000
Gross Unrealized Gains	2,000	4,000	9,000
Gross Unrealized Losses	0	(2,000)	(2,000)
Available-for-sale securities, Fair Value	1,502,000	1,502,000	2,733,000
Mortgage-backed securities
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	162,593,000	1,069,680,000	777,087,000
Gross Unrealized Gains	4,280,000	3,834,000	4,053,000
Gross Unrealized Losses	(150,000)	(21,004,000)	(23,499,000)
Available-for-sale securities, Fair Value	166,723,000	1,052,510,000	757,641,000
Mortgage-backed, Collateralized mortgage obligations
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	40,419,000	40,421,000	42,550,000
Gross Unrealized Gains	457,000	172,000	342,000
Gross Unrealized Losses	(91,000)	(506,000)	(432,000)
Available-for-sale securities, Fair Value	40,785,000	40,087,000	42,460,000
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Amortized Cost	51,426,000	51,380,000	48,740,000
Gross Unrealized Gains	5,544,000	5,799,000	5,876,000
Gross Unrealized Losses	(391,000)	(493,000)	(408,000)
Available-for-sale securities, Fair Value	56,579,000	56,686,000	54,208,000
Mortgage-backed securities, subprime
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities, Fair Value	$ 0	$ 0	$ 0

Investment Securities (Investme

Investment Securities (Investment Securities, Continuous Unrealized Loss Position, Fair Value) (Detail) $ in Thousands	Jun. 30, 2016USD ($)
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	$ 37,286
Continuous unrealized losses existing for less than 12 months, Unrealized losses	(331)
Continuous unrealized losses existing for greater than 12 months, Fair value	51,741
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	(1,840)
Total, Fair value	89,027
Total, Unrealized losses	(2,171)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	146,980
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	(819)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	3,313
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	(41)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	150,293
Held-to-maturity Securities, Continuous Unrealized Loss Position, Unrealized Losses	(860)
U.S. Treasury
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	2,250
Continuous unrealized losses existing for less than 12 months, Unrealized losses	(1)
Continuous unrealized losses existing for greater than 12 months, Fair value	0
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	0
Total, Fair value	2,250
Total, Unrealized losses	(1)
U.S. Government agencies
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	0
Continuous unrealized losses existing for less than 12 months, Unrealized losses	0
Continuous unrealized losses existing for greater than 12 months, Fair value	0
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	0
Total, Fair value	0
Total, Unrealized losses	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	134,808
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	(647)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	0
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	134,808
Held-to-maturity Securities, Continuous Unrealized Loss Position, Unrealized Losses	(647)
Municipal
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	10,789
Continuous unrealized losses existing for less than 12 months, Unrealized losses	(16)
Continuous unrealized losses existing for greater than 12 months, Fair value	7,701
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	(111)
Total, Fair value	18,490
Total, Unrealized losses	(127)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than Twelve Months, Fair Value	12,172
Held-to-maturity Securities, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	(172)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Twelve Months or Longer, Fair Value	3,313
Held-to-maturity Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	(41)
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value	15,485
Held-to-maturity Securities, Continuous Unrealized Loss Position, Unrealized Losses	(213)
Corporate notes, Financial issuers
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	19,822
Continuous unrealized losses existing for less than 12 months, Unrealized losses	(178)
Continuous unrealized losses existing for greater than 12 months, Fair value	24,727
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	(1,233)
Total, Fair value	44,549
Total, Unrealized losses	(1,411)
Corporate notes, Other
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	0
Continuous unrealized losses existing for less than 12 months, Unrealized losses	0
Continuous unrealized losses existing for greater than 12 months, Fair value	0
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	0
Total, Fair value	0
Total, Unrealized losses	0
Mortgage-backed securities
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	0
Continuous unrealized losses existing for less than 12 months, Unrealized losses	0
Continuous unrealized losses existing for greater than 12 months, Fair value	4,089
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	(150)
Total, Fair value	4,089
Total, Unrealized losses	(150)
Mortgage-backed, Collateralized mortgage obligations
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	2,528
Continuous unrealized losses existing for less than 12 months, Unrealized losses	(15)
Continuous unrealized losses existing for greater than 12 months, Fair value	6,433
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	(76)
Total, Fair value	8,961
Total, Unrealized losses	(91)
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Continuous unrealized losses existing for less than 12 months, Fair value	1,897
Continuous unrealized losses existing for less than 12 months, Unrealized losses	(121)
Continuous unrealized losses existing for greater than 12 months, Fair value	8,791
Continuous unrealized losses existing for greater than 12 months, Unrealized losses	(270)
Total, Fair value	10,688
Total, Unrealized losses	$ (391)

Investment Securities (Schedule

Investment Securities (Schedule of Realized Gain (Loss)) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Available-for-sale Securities and Held-to-maturity Securities [Abstract]
Realized gains	$ 1,487	$ 14	$ 4,037	$ 567
Realized losses	(47)	(38)	(1,272)	(67)
Net realized gains (losses)	1,440	(24)	2,765	500
Other than temporary impairment charges	0	0	0	0
Gains (losses) on available-for-sale securities, net	1,440	(24)	2,765	500
Proceeds from sales and calls of available-for-sale securities	1,068,795	498,501	1,071,996	1,134,033
Proceeds from calls of held-to-maturity securities	$ 183,738	$ 0	$ 281,981	$ 0

Investment Securities (Invest46

Investment Securities (Investments Classified by Contractual Maturity Date) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Schedule of Available-for-sale Securities [Line Items]
Due in one year or less, Amortized Cost	$ 214,917	$ 160,856	$ 141,792
Due in one to five years, Amortized Cost	113,263	166,550	261,285
Due in five to ten years, Amortized Cost	28,111	228,652	291,451
Due after ten years, Amortized Cost	13,459	13,753	642,617
Amortized Cost	624,188	1,731,292	2,205,522
Due in one year or less, Fair Value	215,290	160,756	141,897
Due in one to five years, Fair Value	113,395	166,468	261,146
Due in five to ten years, Fair Value	30,870	225,699	285,192
Due after ten years, Fair Value	14,021	14,182	619,517
Available-for-sale securities, at fair value	637,663	1,716,388	2,162,061
Held-to-maturity securities, Due in one year or less, Amortized Cost	0	0	0
Held-to-maturity securities, Due in one to five years, Amortized Cost	27,505	19,208	0
Held-to-maturity securities, Due in five to ten years, Amortized Cost	68,691	96,454	0
Held-to-maturity securities, Due after ten years, Amortized Cost	896,015	769,164	0
Held-to-maturity securities, Due in one year or less, Fair Value	0	0	0
Held-to-maturity securities, Due in one to five years, Fair Value	27,738	19,156	0
Held-to-maturity securities, Due in five to ten years, Fair Value	70,121	96,091	0
Held-to-maturity securities, Due after ten years, Fair Value	912,320	762,864	0
Held-to-maturity securities, Amortized Cost	992,211	884,826	0
Held-to-maturity securities, Fair Value	1,010,179	878,111	0
Mortgage-backed securities
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	203,012	1,110,101	819,637
Available-for-sale securities, at fair value	207,508	1,092,597	800,101
Equity securities
Schedule of Available-for-sale Securities [Line Items]
Amortized Cost	51,426	51,380	48,740
Available-for-sale securities, at fair value	$ 56,579	$ 56,686	$ 54,208

Investment Securities (Narrativ

Investment Securities (Narrative) (Detail) $ in Millions	3 Months Ended	6 Months Ended
	Dec. 31, 2015USD ($)	Jun. 30, 2016USD ($)securities	Jun. 30, 2015USD ($)
Available-for-sale Securities and Held-to-maturity Securities [Abstract]
Available-for-sale securities, transferred to held-to-maturity securities	$ 862.7	$ 0
Available-for-sale securities, transferred to held-to-maturity, unrealized gain (loss)	14.4
Pledged Securities, carrying value	$ 1,200	$ 1,400	$ 1,100
Number of securities by a single non-goverment sponsored issuer exceeding 10% of shareholders' equity | securities		0

Loans (Summary of Loan Portfoli

Loans (Summary of Loan Portfolio) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 18,174,655	$ 17,118,117	$ 15,513,650
Covered loans	105,248	148,673	193,410
Total loans	$ 18,279,903	$ 17,266,790	$ 15,707,060
Total loans, net of unearned income, excluding covered loans, percentage	99.00%	99.00%	99.00%
Covered loans, percentage	1.00%	1.00%	1.00%
Total loans, percentage	100.00%	100.00%	100.00%
Commercial
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 5,144,533	$ 4,713,909	$ 4,330,344
Total loans, net of unearned income, excluding covered loans, percentage	28.00%	27.00%	27.00%
Commercial real estate
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 5,848,334	$ 5,529,289	$ 4,850,590
Total loans, net of unearned income, excluding covered loans, percentage	31.00%	32.00%	31.00%
Home equity
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 760,904	$ 784,675	$ 712,350
Total loans, net of unearned income, excluding covered loans, percentage	4.00%	5.00%	5.00%
Residential real estate
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 653,664	$ 607,451	$ 503,015
Total loans, net of unearned income, excluding covered loans, percentage	4.00%	3.00%	3.00%
Consumer and other
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 127,378	$ 146,376	$ 119,468
Total loans, net of unearned income, excluding covered loans, percentage	1.00%	1.00%	1.00%
Commercial insurance loans | Premium finance receivables
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 2,478,280	$ 2,374,921	$ 2,460,408
Total loans, net of unearned income, excluding covered loans, percentage	14.00%	14.00%	16.00%
Life insurance | Premium finance receivables
Loans [Line Items]
Loans, net of unearned income, excluding covered loans	$ 3,161,562	$ 2,961,496	$ 2,537,475
Total loans, net of unearned income, excluding covered loans, percentage	17.00%	17.00%	16.00%

Loans (Schedule of Unpaid Princ

Loans (Schedule of Unpaid Principal Balance And Carrying Value Of Acquired Loans) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Bank acquisitions
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Unpaid Principal Balance	$ 306,706	$ 326,470
Carrying Value	256,083	271,260
Life insurance premium finance loans acquisition
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Unpaid Principal Balance	295,337	372,738
Carrying Value	$ 291,602	$ 368,292

Loans (Certain Loans Acquired i

Loans (Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period) (Details) - Generations Bancorp Inc. $ in Thousands	Mar. 31, 2016USD ($)
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Contractually required payments including interest	$ 20,100
Less: Nonaccretable difference	3,728
Cash flows expected to be collected	16,372
Less: Accretable yield	1,266
Fair value of PCI loans acquired	$ 15,106

Loans (Activity Related to Accr

Loans (Activity Related to Accretable Yield of Loans Acquired With Evidence of Credit Quality Deterioration Since Origination) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$ 59,218	$ 70,198	$ 63,902	$ 79,102
Acquisitions	125	0	1,266	898
Accretable yield amortized to interest income	(5,199)	(6,315)	(10,656)	(12,420)
Accretable yield amortized to indemnification asset/liability	(1,624)	(4,089)	(3,795)	(7,665)
Reclassification from non-accretable difference	2,536	1,753	6,729	2,856
Decreases in interest cash flows due to payments and changes in interest rates	574	2,096	(1,816)	872
Accretable yield, ending balance	55,630	$ 63,643	55,630	$ 63,643
Accretable yield, to be amortized to indemnification asset	$ 3,300		$ 3,300

Loans (Narrative) (Detail)

Loans (Narrative) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Schedule Of Accretable Yield Activity Related to Loans Acquired With Evidence Of Credit Quality Deterioration Since Origination Table [Line Items]
Net deferred loan fees and costs and fair value accounting adjustments	$ (5,000)	$ 1,700	$ (5,000)	$ 1,700	$ (9,200)
Accretable yield amortized to interest income	(5,199)	(6,315)	(10,656)	(12,420)
Premium finance receivables
Schedule Of Accretable Yield Activity Related to Loans Acquired With Evidence Of Credit Quality Deterioration Since Origination Table [Line Items]
Unearned income portion of premium finance receivables	$ 64,100	$ 53,700	$ 64,100	$ 53,700	$ 56,700

Allowance for Loan Losses, Al53

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Schedule of Aging of the Company's Loan Portfolio) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	$ 79,814	$ 78,950	$ 72,692
90+ days and still accruing	48,492	41,872	36,629
Current	17,983,225	16,993,266	15,521,502
Loans, net of unearned income, excluding covered loans	18,174,655	17,118,117	15,513,650
Nonaccrual	77,163	73,072	66,339
90+ days and still accruing	41,682	34,537	26,599
Current	17,889,745	16,864,283	15,347,528
Covered loans, Nonaccrual	2,651	5,878	6,353
Covered loans, 90 plus days and still accruing	6,810	7,335	10,030
Covered loans, Current	93,480	128,983	173,974
Covered loans	105,248	148,673	193,410
Total loans	18,279,903	17,266,790	15,707,060
60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	76,386	42,806	22,336
60-89 days past due	75,689	42,103	21,003
Covered loans, 60-89 days past due	697	703	1,333
30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	91,986	109,896	53,901
30-59 days past due	90,376	104,122	52,181
Covered loans, 30-59 days past due	1,610	5,774	1,720
Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	16,801	12,712	5,394
90+ days and still accruing	2,191	1,433	474
Current	5,090,741	4,666,927	4,306,671
Loans, net of unearned income, excluding covered loans	5,144,533	4,713,909	4,330,344
Commercial | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	4,549	11,361	3,726
Commercial | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	30,251	21,476	14,079
Commercial | Commercial, industrial and other
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	16,414	12,704	4,424
90+ days and still accruing	0	6	0
Current	3,416,432	3,226,139	2,845,833
Loans, net of unearned income, excluding covered loans	3,456,575	3,258,528	2,858,130
Commercial | Commercial, industrial and other | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,412	6,749	1,846
Commercial | Commercial, industrial and other | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	22,317	12,930	6,027
Commercial | Franchise
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	0	905
90+ days and still accruing	0	0	0
Current	289,258	245,228	227,185
Loans, net of unearned income, excluding covered loans	289,905	245,228	228,599
Commercial | Franchise | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	560	0	113
Commercial | Franchise | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	87	0	396
Commercial | Mortgage warehouse lines of credit
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	0	0
90+ days and still accruing	0	0	0
Current	270,586	222,806	213,797
Loans, net of unearned income, excluding covered loans	270,586	222,806	213,797
Commercial | Mortgage warehouse lines of credit | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	0	0	0
Commercial | Mortgage warehouse lines of credit | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	0	0	0
Commercial | Asset-based lending
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	8	0
90+ days and still accruing	235	0	0
Current	834,112	736,968	823,265
Loans, net of unearned income, excluding covered loans	842,667	742,684	832,455
Commercial | Asset-based lending | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,899	3,864	1,767
Commercial | Asset-based lending | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	6,421	1,844	7,423
Commercial | Leases
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	387	0	65
90+ days and still accruing	0	535	0
Current	267,639	220,599	187,565
Loans, net of unearned income, excluding covered loans	268,074	226,074	187,630
Commercial | Leases | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	48	748	0
Commercial | Leases | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	0	4,192	0
Commercial | PCI - commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	0	0
90+ days and still accruing	1,956	892	474
Current	12,714	15,187	9,026
Loans, net of unearned income, excluding covered loans	16,726	18,589	9,733
Commercial | PCI - commercial | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	630	0	0
Commercial | PCI - commercial | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,426	2,510	233
Commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	24,415	26,645	23,183
90+ days and still accruing	27,228	22,111	16,347
Current	5,749,268	5,424,863	4,787,313
Loans, net of unearned income, excluding covered loans	5,848,334	5,529,289	4,850,590
Commercial real estate | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	15,166	16,427	9,028
Commercial real estate | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	32,257	39,243	14,719
Commercial real estate | Construction
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	673	306	19
90+ days and still accruing	0	0	0
Current	396,264	355,338	307,122
Loans, net of unearned income, excluding covered loans	404,905	358,660	307,145
Commercial real estate | Construction | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	46	1,371	0
Commercial real estate | Construction | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	7,922	1,645	4
Commercial real estate | Land
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	1,725	1,751	2,035
90+ days and still accruing	0	0	0
Current	103,816	76,546	82,280
Loans, net of unearned income, excluding covered loans	105,881	78,417	87,837
Commercial real estate | Land | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	0	0	1,123
Commercial real estate | Land | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	340	120	2,399
Commercial real estate | Office
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	6,274	4,619	6,360
90+ days and still accruing	0	0	701
Current	892,791	853,801	744,992
Loans, net of unearned income, excluding covered loans	909,453	863,001	754,817
Commercial real estate | Office | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	5,452	764	163
Commercial real estate | Office | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	4,936	3,817	2,601
Commercial real estate | Industrial
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	10,295	9,564	2,568
90+ days and still accruing	0	0	0
Current	754,647	715,207	624,337
Loans, net of unearned income, excluding covered loans	766,769	727,648	627,407
Commercial real estate | Industrial | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,108	1,868	18
Commercial real estate | Industrial | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	719	1,009	484
Commercial real estate | Retail
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	916	1,760	2,352
90+ days and still accruing	0	0	0
Current	889,945	863,887	744,285
Loans, net of unearned income, excluding covered loans	897,846	868,399	749,991
Commercial real estate | Retail | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	535	442	896
Commercial real estate | Retail | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	6,450	2,310	2,458
Commercial real estate | Multi-family
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	90	1,954	1,730
90+ days and still accruing	0	0	0
Current	775,075	733,230	665,562
Loans, net of unearned income, excluding covered loans	778,517	742,349	668,448
Commercial real estate | Multi-family | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	2,077	597	933
Commercial real estate | Multi-family | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,275	6,568	223
Commercial real estate | Mixed use and other
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	4,442	6,691	8,119
90+ days and still accruing	0	0	0
Current	1,795,931	1,712,187	1,577,846
Loans, net of unearned income, excluding covered loans	1,812,665	1,732,816	1,592,122
Commercial real estate | Mixed use and other | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	4,285	6,723	2,405
Commercial real estate | Mixed use and other | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	8,007	7,215	3,752
Commercial real estate | PCI - commercial real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	0	0
90+ days and still accruing	27,228	22,111	15,646
Current	140,799	114,667	40,889
Loans, net of unearned income, excluding covered loans	172,298	157,999	62,823
Commercial real estate | PCI - commercial real estate | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,663	4,662	3,490
Commercial real estate | PCI - commercial real estate | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	2,608	16,559	2,798
Home equity
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	8,562	6,848	5,695
90+ days and still accruing	0	0	0
Current	747,253	770,421	702,779
Loans, net of unearned income, excluding covered loans	760,904	784,675	712,350
Home equity | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	380	1,889	511
Home equity | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	4,709	5,517	3,365
Residential real estate
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	12,413	12,043	16,631
90+ days and still accruing	1,479	488	264
Current	638,106	588,851	482,421
Loans, net of unearned income, excluding covered loans	653,664	607,451	503,015
Residential real estate | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	1,367	2,166	2,494
Residential real estate | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	299	3,903	1,205
Premium finance receivables | Commercial insurance loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	14,497	14,561	15,156
90+ days and still accruing	10,558	10,294	9,053
Current	2,436,803	2,321,786	2,420,080
Loans, net of unearned income, excluding covered loans	2,478,280	2,374,921	2,460,408
Premium finance receivables | Commercial insurance loans | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	6,966	6,624	5,048
Premium finance receivables | Commercial insurance loans | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	9,456	21,656	11,071
Premium finance receivables | Life insurance loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	0	0
90+ days and still accruing	0	0	351
Current	2,811,356	2,578,632	2,145,981
Loans, net of unearned income, excluding covered loans	2,869,960	2,593,204	2,153,155
Premium finance receivables | Life insurance loans | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	46,651	3,432	0
Premium finance receivables | Life insurance loans | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	11,953	11,140	6,823
Premium finance receivables | PCI - life insurance loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	0	0	0
90+ days and still accruing	0	0	0
Current	291,602	368,292	384,320
Loans, net of unearned income, excluding covered loans	291,602	368,292	384,320
Premium finance receivables | PCI - life insurance loans | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	0	0	0
Premium finance receivables | PCI - life insurance loans | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	0	0	0
Consumer and other
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual	475	263	280
90+ days and still accruing	226	211	110
Current	124,616	144,511	117,963
Loans, net of unearned income, excluding covered loans	127,378	146,376	119,468
Consumer and other | 60-89 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	610	204	196
Consumer and other | 30-59 days past due
Financing Receivable, Recorded Investment, Past Due [Line Items]
Past Due	$ 1,451	$ 1,187	$ 919

Allowance for Loan Losses, Al54

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of Performance by Loan Class) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	$ 18,174,655	$ 17,118,117	$ 15,513,650
Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	18,086,536	17,034,060	15,437,096
Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	88,119	84,057	76,554
Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	5,144,533	4,713,909	4,330,344
Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	5,127,497	4,700,656	4,324,950
Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	17,036	13,253	5,394
Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	5,848,334	5,529,289	4,850,590
Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	5,823,919	5,502,644	4,826,706
Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	24,415	26,645	23,884
Home equity
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	760,904	784,675	712,350
Home equity | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	752,342	777,827	706,655
Home equity | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	8,562	6,848	5,695
Residential real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	653,664	607,451	503,015
Residential real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	641,251	595,408	486,384
Residential real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	12,413	12,043	16,631
Consumer and other
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	127,378	146,376	119,468
Consumer and other | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	126,740	145,963	119,078
Consumer and other | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	638	413	390
Commercial, industrial and other | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	3,456,575	3,258,528	2,858,130
Commercial, industrial and other | Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	3,440,161	3,245,818	2,853,706
Commercial, industrial and other | Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	16,414	12,710	4,424
Franchise | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	289,905	245,228	228,599
Franchise | Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	289,905	245,228	227,694
Franchise | Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	0	0	905
Mortgage warehouse lines of credit | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	270,586	222,806	213,797
Mortgage warehouse lines of credit | Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	270,586	222,806	213,797
Mortgage warehouse lines of credit | Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	0	0	0
Asset-based lending | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	842,667	742,684	832,455
Asset-based lending | Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	842,432	742,676	832,455
Asset-based lending | Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	235	8	0
Leases | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	268,074	226,074	187,630
Leases | Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	267,687	225,539	187,565
Leases | Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	387	535	65
PCI - commercial | Commercial
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	16,726	18,589	9,733
PCI - commercial | Commercial | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	16,726	18,589	9,733
PCI - commercial | Commercial | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	0	0	0
Construction | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	404,905	358,660	307,145
Construction | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	404,232	358,354	307,126
Construction | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	673	306	19
Land | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	105,881	78,417	87,837
Land | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	104,156	76,666	85,802
Land | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	1,725	1,751	2,035
Office | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	909,453	863,001	754,817
Office | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	903,179	858,382	747,756
Office | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	6,274	4,619	7,061
Industrial | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	766,769	727,648	627,407
Industrial | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	756,474	718,084	624,839
Industrial | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	10,295	9,564	2,568
Retail | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	897,846	868,399	749,991
Retail | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	896,930	866,639	747,639
Retail | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	916	1,760	2,352
Multi-family | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	778,517	742,349	668,448
Multi-family | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	778,427	740,395	666,718
Multi-family | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	90	1,954	1,730
Mixed use and other | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	1,812,665	1,732,816	1,592,122
Mixed use and other | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	1,808,223	1,726,125	1,584,003
Mixed use and other | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	4,442	6,691	8,119
PCI - commercial real estate | Commercial real estate
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	172,298	157,999	62,823
PCI - commercial real estate | Commercial real estate | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	172,298	157,999	62,823
PCI - commercial real estate | Commercial real estate | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	0	0	0
Commercial insurance loans | Premium finance receivables
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	2,478,280	2,374,921	2,460,408
Commercial insurance loans | Premium finance receivables | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	2,453,225	2,350,066	2,436,199
Commercial insurance loans | Premium finance receivables | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	25,055	24,855	24,209
Life insurance loans | Premium finance receivables
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	2,869,960	2,593,204	2,153,155
Life insurance loans | Premium finance receivables | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	2,869,960	2,593,204	2,152,804
Life insurance loans | Premium finance receivables | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	0	0	351
PCI - life insurance loans | Premium finance receivables
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	291,602	368,292	384,320
PCI - life insurance loans | Premium finance receivables | Performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	291,602	368,292	384,320
PCI - life insurance loans | Premium finance receivables | Non-performing
Financing Receivable, Recorded Investment [Line Items]
Loans, net of unearned income, excluding covered loans	$ 0	$ 0	$ 0

Allowance for Loan Losses, Al55

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of Activity in the Allowance for Credit Losses) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	$ 110,171	$ 94,446	$ 105,400	$ 91,705
Other adjustments	(134)	(93)	(212)	(341)
Reclassification from allowance for unfunded lending-related commitments	(40)	4	(121)	(109)
Charge-offs	(6,097)	(6,510)	(11,571)	(10,781)
Recoveries	1,187	2,656	3,168	3,844
Provision for credit losses	9,269	9,701	17,692	15,886
Allowance for loan losses at period end	114,356	100,204	114,356	100,204
Allowance for unfunded lending-related commitments at period end	1,070	884	1,070	884
Allowance for credit losses at period end	115,426	101,088	115,426	101,088
Allowance for credit losses at period end, Individually evaluated for impairment	6,645	10,123	6,645	10,123
Allowance for credit losses at period end, Collectively evaluated for impairment	108,018	90,569	108,018	90,569
Loans at period end, Individually evaluated for impairment	96,836	104,577	96,836	104,577
Loans at period end, Collectively evaluated for impairment	17,592,935	14,949,855	17,592,935	14,949,855
Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	763	396	763	396
Loans at period end, Loans acquired with deteriorated credit quality	484,884	459,218	484,884	459,218
Commercial
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	38,435	33,726	36,135	31,699
Other adjustments	(59)	(13)	(68)	(30)
Reclassification from allowance for unfunded lending-related commitments	0	0	0	0
Charge-offs	(721)	(1,243)	(1,392)	(1,920)
Recoveries	121	285	750	655
Provision for credit losses	3,878	145	6,229	2,496
Allowance for loan losses at period end	41,654	32,900	41,654	32,900
Allowance for unfunded lending-related commitments at period end	0	0	0	0
Allowance for credit losses at period end	41,654	32,900	41,654	32,900
Allowance for credit losses at period end, Individually evaluated for impairment	3,417	2,282	3,417	2,282
Allowance for credit losses at period end, Collectively evaluated for impairment	37,571	30,600	37,571	30,600
Loans at period end, Individually evaluated for impairment	21,173	11,921	21,173	11,921
Loans at period end, Collectively evaluated for impairment	5,106,634	4,308,690	5,106,634	4,308,690
Commercial | Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	666	18	666	18
Loans at period end, Loans acquired with deteriorated credit quality	16,726	9,733	16,726	9,733
Commercial real estate
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	45,263	37,002	43,758	35,533
Other adjustments	(70)	(81)	(146)	(261)
Reclassification from allowance for unfunded lending-related commitments	(40)	4	(121)	(109)
Charge-offs	(502)	(856)	(1,173)	(1,861)
Recoveries	296	1,824	665	2,136
Provision for credit losses	1,877	4,305	3,841	6,760
Allowance for loan losses at period end	46,824	42,198	46,824	42,198
Allowance for unfunded lending-related commitments at period end	1,070	884	1,070	884
Allowance for credit losses at period end	47,894	43,082	47,894	43,082
Allowance for credit losses at period end, Individually evaluated for impairment	2,121	5,602	2,121	5,602
Allowance for credit losses at period end, Collectively evaluated for impairment	45,736	37,145	45,736	37,145
Loans at period end, Individually evaluated for impairment	49,284	65,870	49,284	65,870
Loans at period end, Collectively evaluated for impairment	5,626,752	4,721,897	5,626,752	4,721,897
Commercial real estate | Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	37	335	37	335
Loans at period end, Loans acquired with deteriorated credit quality	172,298	62,823	172,298	62,823
Home equity
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	12,915	12,664	12,012	12,500
Other adjustments	0	0	0	0
Reclassification from allowance for unfunded lending-related commitments	0	0	0	0
Charge-offs	(2,046)	(1,847)	(3,098)	(2,431)
Recoveries	71	39	119	87
Provision for credit losses	443	1,432	2,350	2,132
Allowance for loan losses at period end	11,383	12,288	11,383	12,288
Allowance for unfunded lending-related commitments at period end	0	0	0	0
Allowance for credit losses at period end	11,383	12,288	11,383	12,288
Allowance for credit losses at period end, Individually evaluated for impairment	477	808	477	808
Allowance for credit losses at period end, Collectively evaluated for impairment	10,906	11,480	10,906	11,480
Loans at period end, Individually evaluated for impairment	8,562	5,909	8,562	5,909
Loans at period end, Collectively evaluated for impairment	752,342	706,441	752,342	706,441
Home equity | Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	0	0	0	0
Loans at period end, Loans acquired with deteriorated credit quality	0	0	0	0
Residential real estate
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	5,164	4,096	4,734	4,218
Other adjustments	(9)	(5)	(39)	(8)
Reclassification from allowance for unfunded lending-related commitments	0	0	0	0
Charge-offs	(693)	(923)	(1,186)	(1,554)
Recoveries	31	16	143	92
Provision for credit losses	912	1,835	1,753	2,271
Allowance for loan losses at period end	5,405	5,019	5,405	5,019
Allowance for unfunded lending-related commitments at period end	0	0	0	0
Allowance for credit losses at period end	5,405	5,019	5,405	5,019
Allowance for credit losses at period end, Individually evaluated for impairment	625	1,387	625	1,387
Allowance for credit losses at period end, Collectively evaluated for impairment	4,720	3,589	4,720	3,589
Loans at period end, Individually evaluated for impairment	17,281	20,459	17,281	20,459
Loans at period end, Collectively evaluated for impairment	632,125	480,214	632,125	480,214
Residential real estate | Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	60	43	60	43
Loans at period end, Loans acquired with deteriorated credit quality	4,258	2,342	4,258	2,342
Premium finance receivables
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	7,205	5,992	7,233	6,513
Other adjustments	4	6	41	(42)
Reclassification from allowance for unfunded lending-related commitments	0	0	0	0
Charge-offs	(1,911)	(1,526)	(4,391)	(2,789)
Recoveries	633	458	1,420	787
Provision for credit losses	1,883	1,991	3,511	2,452
Allowance for loan losses at period end	7,814	6,921	7,814	6,921
Allowance for unfunded lending-related commitments at period end	0	0	0	0
Allowance for credit losses at period end	7,814	6,921	7,814	6,921
Allowance for credit losses at period end, Individually evaluated for impairment	0	0	0	0
Allowance for credit losses at period end, Collectively evaluated for impairment	7,814	6,921	7,814	6,921
Loans at period end, Individually evaluated for impairment	0	0	0	0
Loans at period end, Collectively evaluated for impairment	5,348,240	4,613,563	5,348,240	4,613,563
Premium finance receivables | Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	0	0	0	0
Loans at period end, Loans acquired with deteriorated credit quality	291,602	384,320	291,602	384,320
Consumer and other
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for loan losses at beginning of period	1,189	966	1,528	1,242
Other adjustments	0	0	0	0
Reclassification from allowance for unfunded lending-related commitments	0	0	0	0
Charge-offs	(224)	(115)	(331)	(226)
Recoveries	35	34	71	87
Provision for credit losses	276	(7)	8	(225)
Allowance for loan losses at period end	1,276	878	1,276	878
Allowance for unfunded lending-related commitments at period end	0	0	0	0
Allowance for credit losses at period end	1,276	878	1,276	878
Allowance for credit losses at period end, Individually evaluated for impairment	5	44	5	44
Allowance for credit losses at period end, Collectively evaluated for impairment	1,271	834	1,271	834
Loans at period end, Individually evaluated for impairment	536	418	536	418
Loans at period end, Collectively evaluated for impairment	126,842	119,050	126,842	119,050
Consumer and other | Receivables Acquired with Deteriorated Credit Quality
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance for credit losses at period end	0	0	0	0
Loans at period end, Loans acquired with deteriorated credit quality	$ 0	$ 0	$ 0	$ 0

Allowance for Loan Losses, Al56

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of Activity in the Allowance for Covered Loan Losses) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Allowance for Covered Loan Losses [Roll Forward]
Balance at beginning of period	$ 2,507	$ 1,878	$ 3,026	$ 2,131
Provision for covered loan losses before benefit attributable to FDIC loss share agreements	(702)	(1,094)	(2,648)	(1,623)
Benefit attributable to FDIC loss share agreements	562	875	2,119	1,298
Net provision for covered loan losses	(140)	(219)	(529)	(325)
Increase/decrease in FDIC indemnification liability/asset	(562)	(875)	(2,119)	(1,298)
Loans charged-off	(143)	(140)	(373)	(377)
Recoveries of loans charged-off	750	1,571	2,407	2,084
Net recoveries	607	1,431	2,034	1,707
Balance at end of period	$ 2,412	$ 2,215	$ 2,412	$ 2,215

Allowance for Loan Losses, Al57

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of Impaired Loans, Including Restructured Loans) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Impaired [Line Items]
Impaired loans with an allowance for loan loss required	$ 42,968	$ 49,961	$ 50,748
Impaired loans with no allowance for loan loss required	53,008	51,294	52,609
Total impaired loans	95,976	101,255	103,357
Allowance for loan losses related to impaired loans	6,611	6,380	10,075
Financing Receivable
Financing Receivable, Impaired [Line Items]
Allowance for loan losses related to impaired loans	3,200
TDRs	$ 49,635	$ 51,853	$ 62,776

Allowance for Loan Losses, Al58

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of Impaired Loans by Loan Class) (Detail) - USD ($) $ in Thousands	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	$ 42,968	$ 50,748	$ 49,961
Impaired Financing Receivable, Related Allowance	6,611	10,075	6,380
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	53,008	52,609	51,294
Impaired Financing Receivable, Recorded Investment	95,976	103,357	101,255
Impaired Financing Receivable, Unpaid Principal Balance	114,113	122,378	124,249
Impaired Financing Receivable, Average Recorded Investment	97,879	105,874	107,170
Impaired Financing Receivable, Interest Income Recognized	2,860	2,835	6,198
Commercial | Commercial, industrial and other
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	10,253	7,607	9,754
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	12,866	8,046	12,498
Impaired Financing Receivable, Related Allowance	3,280	2,200	2,012
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	10,172	7,788	10,123
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	375	181	792
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	10,092	3,760	8,562
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	10,950	6,731	9,915
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	10,045	4,052	9,885
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	328	219	521
Commercial | Asset-based lending
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	0	0	0
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	0	0	0
Impaired Financing Receivable, Related Allowance	0	0	0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	0	0	0
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	0	0	0
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	0	8
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	0	0	1,570
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	0	0	5
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	0	0	88
Commercial | Leases
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	387	65	0
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	387	65	0
Impaired Financing Receivable, Related Allowance	128	65	0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	390	66	0
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	10	2	0
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	0	0	0
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	0	0	0
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	0	0	0
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	0	0	0
Commercial real estate | Construction
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	0	0	0
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	0	0	0
Impaired Financing Receivable, Related Allowance	0	0	0
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	0	0	0
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	0	0	0
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	2,677	2,665	2,328
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	2,677	2,665	2,329
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	2,693	2,650	2,316
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	77	61	113
Commercial real estate | Land
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	4,538	6,924	4,929
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	4,538	10,539	8,711
Impaired Financing Receivable, Related Allowance	18	50	41
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	4,592	6,931	5,127
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	83	294	547
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	2,979	1,906	888
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	7,492	2,643	2,373
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	3,001	1,924	929
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	254	50	90
Commercial real estate | Office
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	2,401	7,005	5,050
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	3,059	7,010	6,051
Impaired Financing Receivable, Related Allowance	176	2,414	632
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	2,427	7,060	5,394
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	70	154	314
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	6,967	6,289	3,500
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	8,715	8,780	4,484
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	7,107	6,834	3,613
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	227	221	237
Commercial real estate | Industrial
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	7,369	1,218	8,413
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	7,773	1,218	9,105
Impaired Financing Receivable, Related Allowance	1,514	558	1,943
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	7,552	1,218	10,590
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	195	34	565
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	3,966	2,022	2,217
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	5,093	2,200	2,426
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	4,326	2,059	2,286
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	168	88	188
Commercial real estate | Retail
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	7,007	8,336	8,527
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	7,024	9,222	9,230
Impaired Financing Receivable, Related Allowance	264	404	343
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	7,064	8,482	8,596
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	95	194	386
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	1,122	4,099	2,757
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	1,122	5,248	2,925
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	1,129	4,113	2,897
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	27	112	129
Commercial real estate | Multi-family
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1,274	2,149	370
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	1,274	2,258	370
Impaired Financing Receivable, Related Allowance	15	322	202
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	1,066	2,168	372
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	18	51	25
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	90	592	2,344
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	174	1,015	2,807
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	119	598	2,390
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	3	22	117
Commercial real estate | Mixed use and other
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	3,040	10,507	7,590
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	3,162	12,694	7,708
Impaired Financing Receivable, Related Allowance	109	1,847	570
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	3,063	10,557	7,681
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	73	290	328
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	5,435	11,683	10,510
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	5,960	12,008	14,060
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	5,498	12,427	11,939
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	159	266	624
Home equity
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	1,349	1,673	423
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	1,511	1,728	435
Impaired Financing Receivable, Related Allowance	477	808	333
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	1,443	1,680	351
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	30	34	16
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	7,213	4,236	6,424
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	9,674	5,697	7,987
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	8,356	4,320	5,738
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	219	118	288
Residential real estate
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	5,230	6,945	4,710
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	5,840	7,138	4,799
Impaired Financing Receivable, Related Allowance	625	1,363	294
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	5,289	6,963	4,618
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	123	137	182
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	12,051	13,258	11,559
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	14,180	14,961	13,979
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	11,997	13,553	11,903
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	308	294	624
Consumer and other
Financing Receivable, Impaired [Line Items]
Impaired Financing Receivable, with Related Allowance, Recorded Investment	120	180	195
Impaired Financing Receivable, with Related Allowance, Unpaid Principal Balance	148	245	220
Impaired Financing Receivable, Related Allowance	5	44	10
Impaired Financing Receivable, with Related Allowance, Average Recorded Investment	123	190	216
Impaired Financing Receivable, with Related Allowance, Interest Income Recognized	4	6	12
Impaired Financing Receivable, with No Related Allowance, Recorded Investment	416	238	197
Impaired Financing Receivable, with No Related Allowance, Unpaid Principal Balance	494	267	267
Impaired Financing Receivable, with No Related Allowance, Average Recorded Investment	427	241	201
Impaired Financing Receivable, with No Related Allowance, Interest Income Recognized	$ 14	$ 7	$ 12

Allowance for Loan Losses, Al59

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of the Post-Modification Balance of TDRs) (Detail) $ in Thousands	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)contracts	Jun. 30, 2015USD ($)contracts	Jun. 30, 2016USD ($)contracts	Jun. 30, 2015USD ($)contracts	Jun. 30, 2016USD ($)Loan	Jun. 30, 2015USD ($)Loan
Financing Receivable, Modifications [Line Items]
TDRs, number	2	6	13	9	16	17
TDRs, Additions	$ 655	$ 1,317	$ 9,378	$ 1,611	$ 9,801	$ 6,093
Extension at Below Market Terms
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	2	6	12	9
TDRs, Additions	$ 655	$ 1,317	$ 9,218	$ 1,611
Reduction of Interest Rate
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	2	5	4
TDRs, Additions	$ 380	$ 372	$ 7,736	$ 452
Modification to Interest Only Payments
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	1	1	2
TDRs, Additions	$ 380	$ 169	$ 380	$ 219
Forgiveness of Debt
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	0	1	0
TDRs, Additions	$ 275	$ 0	$ 275	$ 0
Residential real estate and other
Financing Receivable, Modifications [Line Items]
TDRs, number	1	5	2	8	3	13
TDRs, Additions	$ 380	$ 1,148	$ 540	$ 1,442	$ 762	$ 3,058
Residential real estate and other | Extension at Below Market Terms
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	5	1	8
TDRs, Additions	$ 380	$ 1,148	$ 380	$ 1,442
Residential real estate and other | Reduction of Interest Rate
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	2	2	4
TDRs, Additions	$ 380	$ 372	$ 540	$ 452
Residential real estate and other | Modification to Interest Only Payments
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1		1	1
TDRs, Additions	$ 380		$ 380	$ 50
Residential real estate and other | Forgiveness of Debt
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Commercial, industrial and other | Commercial
Financing Receivable, Modifications [Line Items]
TDRs, number	1	0	2	0	2	1
TDRs, Additions	$ 275	$ 0	$ 317	$ 0	$ 317	$ 1,461
Commercial, industrial and other | Commercial | Extension at Below Market Terms
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	0	2	0
TDRs, Additions	$ 275	$ 0	$ 317	$ 0
Commercial, industrial and other | Commercial | Reduction of Interest Rate
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Commercial, industrial and other | Commercial | Modification to Interest Only Payments
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Commercial, industrial and other | Commercial | Forgiveness of Debt
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	1	0	1	0
TDRs, Additions	$ 275	$ 0	$ 275	$ 0
Office | Commercial real estate
Financing Receivable, Modifications [Line Items]
TDRs, number	0	0	1	1	1	1
TDRs, Additions	$ 0	$ 0	$ 450	$ 169	$ 450	$ 720
Office | Commercial real estate | Extension at Below Market Terms
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	1	1
TDRs, Additions	$ 0	$ 0	$ 450	$ 169
Office | Commercial real estate | Reduction of Interest Rate
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Office | Commercial real estate | Modification to Interest Only Payments
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	1
TDRs, Additions	$ 0	$ 0	$ 0	$ 169
Office | Commercial real estate | Forgiveness of Debt
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Industrial | Commercial real estate
Financing Receivable, Modifications [Line Items]
TDRs, number	0	1	6	0	6	2
TDRs, Additions	$ 0	$ 169	$ 7,921	$ 0	$ 7,921	$ 854
Industrial | Commercial real estate | Extension at Below Market Terms
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	1	6	0
TDRs, Additions	$ 0	$ 169	$ 7,921	$ 0
Industrial | Commercial real estate | Reduction of Interest Rate
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	3	0
TDRs, Additions	$ 0	$ 0	$ 7,196	$ 0
Industrial | Commercial real estate | Modification to Interest Only Payments
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	1	0	0
TDRs, Additions	$ 0	$ 169	$ 0	$ 0
Industrial | Commercial real estate | Forgiveness of Debt
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Mixed use and other | Commercial real estate
Financing Receivable, Modifications [Line Items]
TDRs, number	0	0	2	0	4	0
TDRs, Additions	$ 0	$ 0	$ 150	$ 0	$ 351	$ 0
Mixed use and other | Commercial real estate | Extension at Below Market Terms
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	2	0
TDRs, Additions	$ 0	$ 0	$ 150	$ 0
Mixed use and other | Commercial real estate | Reduction of Interest Rate
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Mixed use and other | Commercial real estate | Modification to Interest Only Payments
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0
Mixed use and other | Commercial real estate | Forgiveness of Debt
Financing Receivable, Modifications [Line Items]
TDRs, number | contracts	0	0	0	0
TDRs, Additions	$ 0	$ 0	$ 0	$ 0

Allowance for Loan Losses, Al60

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Summary of TDRs Subsequent Default Under the Restructured Terms) (Detail) $ in Thousands	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)Loancontracts	Jun. 30, 2015USD ($)Loancontracts	Jun. 30, 2016USD ($)Loancontracts	Jun. 30, 2015USD ($)Loancontracts	Jun. 30, 2016USD ($)Loan	Jun. 30, 2015USD ($)Loan
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
Total, Count	2	6	13	9	16	17
Total, Balance	$ 655	$ 1,317	$ 9,378	$ 1,611	$ 9,801	$ 6,093
Subsequent Default, Count | Loan	6	4	8	4
Subsequent Default, Balance	$ 1,413	$ 833	$ 1,614	$ 833
Commercial | Commercial, industrial and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
Total, Count	1	0	2	0	2	1
Total, Balance	$ 275	$ 0	$ 317	$ 0	$ 317	$ 1,461
Subsequent Default, Count | Loan	0	0	0	0
Subsequent Default, Balance	$ 0	$ 0	$ 0	$ 0
Commercial real estate | Office
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
Total, Count	0	0	1	1	1	1
Total, Balance	$ 0	$ 0	$ 450	$ 169	$ 450	$ 720
Subsequent Default, Count | Loan	1	0	1	0
Subsequent Default, Balance	$ 450	$ 0	$ 450	$ 0
Commercial real estate | Industrial
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
Total, Count	0	1	6	0	6	2
Total, Balance	$ 0	$ 169	$ 7,921	$ 0	$ 7,921	$ 854
Subsequent Default, Count | Loan	3	0	3	0
Subsequent Default, Balance	$ 725	$ 0	$ 725	$ 0
Commercial real estate | Mixed use and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
Total, Count	0	0	2	0	4	0
Total, Balance	$ 0	$ 0	$ 150	$ 0	$ 351	$ 0
Subsequent Default, Count | Loan	1	0	3	0
Subsequent Default, Balance	$ 16	$ 0	$ 217	$ 0
Residential real estate and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
Total, Count	1	5	2	8	3	13
Total, Balance	$ 380	$ 1,148	$ 540	$ 1,442	$ 762	$ 3,058
Subsequent Default, Count | Loan	1	4	1	4
Subsequent Default, Balance	$ 222	$ 833	$ 222	$ 833

Allowance for Loan Losses, Al61

Allowance for Loan Losses, Allowance for Losses on Lending-Related Commitments and Impaired Loans (Narrative) (Detail)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2016USD ($)contractsRate	Jun. 30, 2015USD ($)contractsRate	Jun. 30, 2016USD ($)contractsRate	Jun. 30, 2015USD ($)contractsRate	Jun. 30, 2016USD ($)Loan	Jun. 30, 2015USD ($)Loan	Dec. 31, 2015USD ($)
Financing Receivable, Allowance for Credit Losses [Line Items]
TDRs, number	2	6	13	9	16	17
Allowance for loan losses related to impaired loans	$ 6,611,000	$ 10,075,000	$ 6,611,000	$ 10,075,000	$ 6,611,000	$ 10,075,000	$ 6,380,000
TDRs, Additions	$ 655,000	$ 1,317,000	$ 9,378,000	$ 1,611,000	9,801,000	6,093,000
Weighted average extension term	36 months	29 months	6 months	27 months
Weighted average stated interest rate, basis points | Rate	2.75%	4.08%	0.30%	3.67%
Weighted average interest only term	6 months	29 months	6 months	28 months
Loan forgiveness	$ 300,000	$ 0	$ 300,000	$ 0
Modification to Interest Only Payments
Financing Receivable, Allowance for Credit Losses [Line Items]
TDRs, number | contracts	1	1	1	2
TDRs, Additions	$ 380,000	$ 169,000	$ 380,000	$ 219,000
Financing Receivable
Financing Receivable, Allowance for Credit Losses [Line Items]
TDRs	49,635,000	62,776,000	$ 49,635,000	62,776,000	49,635,000	$ 62,776,000	$ 51,853,000
TDRs, number | contracts			97
Allowance for loan losses related to impaired loans	3,200,000		$ 3,200,000		3,200,000
Interest income, passage of time	135,000	$ 94,000	225,000	$ 287,000
Residential Real Estate | Financing Receivable
Financing Receivable, Allowance for Credit Losses [Line Items]
Foreclosed residential properties	$ 11,300,000		$ 11,300,000		$ 11,300,000

Goodwill And Other Intangible62

Goodwill And Other Intangible Assets (Goodwill Assets by Business Segment) (Detail) - USD ($) $ in Thousands	Jul. 02, 2015	Jun. 30, 2016
Goodwill [Roll Forward]
Beginning balance	$ 421,646	$ 471,761
Goodwill Acquired		11,427
Impairment Loss		0
Goodwill Adjustments		2,907
Ending balance		486,095
Community banking
Goodwill [Roll Forward]
Beginning balance		401,612
Goodwill Acquired		11,427
Impairment Loss		0
Goodwill Adjustments		1,354
Ending balance		414,393
Specialty finance
Goodwill [Roll Forward]
Beginning balance		38,035
Goodwill Acquired		0
Impairment Loss		0
Goodwill Adjustments		1,553
Ending balance		39,588
Wealth management
Goodwill [Roll Forward]
Beginning balance		32,114
Goodwill Acquired		0
Impairment Loss		0
Goodwill Adjustments		0
Ending balance		$ 32,114

Goodwill And Other Intangible63

Goodwill And Other Intangible Assets (Summary of Finite-Lived Intangible Assets) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Finite-Lived Intangible Assets [Line Items]
Total other intangible assets, net	$ 21,821	$ 24,209	$ 17,924
Core deposit intangibles | Community banking
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	34,998	34,841	25,881
Accumulated amortization	(19,654)	(17,382)	(14,983)
Net carrying amount	15,344	17,459	10,898
Customer list intangibles | Specialty finance
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	1,800	1,800	1,800
Accumulated amortization	(1,100)	(1,052)	(1,001)
Net carrying amount	700	748	799
Customer list and other intangibles | Wealth management
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	7,940	7,940	7,940
Accumulated amortization	(2,163)	(1,938)	(1,713)
Net carrying amount	$ 5,777	$ 6,002	$ 6,227

Goodwill And Other Intangible64

Goodwill And Other Intangible Assets (Estimated Amortization) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Goodwill and Intangible Assets Disclosure [Abstract]
Actual in six months ended June 30, 2016	$ 1,248	$ 934	$ 2,546	$ 1,947
Estimated remaining in 2016	2,160		2,160
Estimated—2017	3,902		3,902
Estimated—2018	3,395		3,395
Estimated—2019	2,872		2,872
Estimated—2020	$ 2,328		$ 2,328

Goodwill And Other Intangible65

Goodwill And Other Intangible Assets (Narrative) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Indefinite-lived Intangible Assets [Line Items]
Goodwill increase due to foreign currency translation adjustments			$ 2,907
Amortization of other intangible assets	$ 1,248	$ 934	2,546	$ 1,947
Community banking
Indefinite-lived Intangible Assets [Line Items]
Goodwill increase			12,800
Goodwill increase due to foreign currency translation adjustments			$ 1,354
Community banking | Core deposit intangibles
Indefinite-lived Intangible Assets [Line Items]
Amortization period in years, other intangible assets			10 years
Specialty finance
Indefinite-lived Intangible Assets [Line Items]
Goodwill increase due to foreign currency translation adjustments			$ 1,553
Specialty finance | Customer list intangibles
Indefinite-lived Intangible Assets [Line Items]
Amortization period in years, other intangible assets			18 years
Wealth management
Indefinite-lived Intangible Assets [Line Items]
Goodwill increase due to foreign currency translation adjustments			$ 0
Wealth management | Customer list intangibles
Indefinite-lived Intangible Assets [Line Items]
Amortization period in years, other intangible assets			10 years

Deposits (Summary of Deposits)

Deposits (Summary of Deposits) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Balance:
Non-interest bearing	$ 5,367,672	$ 4,836,420	$ 3,910,310
NOW and interest bearing demand deposits	2,450,710	2,390,217	2,240,832
Wealth management deposits	1,904,121	1,643,653	1,591,251
Money market	4,384,134	4,041,300	3,898,495
Savings	1,851,863	1,723,367	1,504,654
Time certificates of deposit	4,083,250	4,004,677	3,936,876
Total deposits	$ 20,041,750	$ 18,639,634	$ 17,082,418
Mix:
Non-interest bearing	27.00%	26.00%	23.00%
NOW and interest bearing demand deposits	12.00%	13.00%	13.00%
Wealth management deposits	10.00%	9.00%	9.00%
Money market	22.00%	22.00%	23.00%
Savings	9.00%	9.00%	9.00%
Time certificates of deposit	20.00%	21.00%	23.00%
Total deposits	100.00%	100.00%	100.00%

Federal Home Loan Bank Advanc67

Federal Home Loan Bank Advances, Other Borrowings and Subordinated Notes (Summary of Debt) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Debt Disclosure [Abstract]
FHLB advances	$ 588,055	$ 853,431	$ 435,721
Other borrowings:
Notes payable	59,937	67,429	75,000
Short-term borrowings	38,798	63,887	48,295
Other	18,564	18,965	18,413
Secured borrowings	135,312	115,504	119,966
Total other borrowings	252,611	265,785	261,674
Subordinated notes	138,915	138,861	138,808
Total FHLB advances, other borrowings and subordinated notes	$ 979,581	$ 1,258,077	$ 836,203

Federal Home Loan Bank Advanc68

Federal Home Loan Bank Advances, Other Borrowings and Subordinated Notes (Summary of Pledged Securities Related to Securities Sold Under Repurchase Agreements) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Financial Instruments Owned and Pledged as Collateral [Line Items]
Excess pledged collateral	$ 24,673
Securities sold under agreements to repurchase	38,798
Securities Sold under Agreements to Repurchase
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments, Not separately reported, Securities for repurchase agreements	63,500
Securities sold under agreements to repurchase	38,800	$ 58,900	$ 48,300
Maturity Overnight | Securities Sold under Agreements to Repurchase
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments, Not separately reported, Securities for repurchase agreements	63,471
Available-for-sale securities | Maturity Overnight | U.S. Treasury
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments, Not separately reported, Securities for repurchase agreements	10,009
Available-for-sale securities | Maturity Overnight | Corporate notes, Financial issuers
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments, Not separately reported, Securities for repurchase agreements	3,945
Available-for-sale securities | Maturity Overnight | Mortgage-backed securities
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments, Not separately reported, Securities for repurchase agreements	47,464
Held-to-maturity securities | Maturity Overnight | U.S. Government agencies
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments, Not separately reported, Securities for repurchase agreements	$ 2,053

Federal Home Loan Bank Advanc69

Federal Home Loan Bank Advances, Other Borrowings and Subordinated Notes (Narrative) (Details) CAD in Millions	1 Months Ended		6 Months Ended	12 Months Ended
	Dec. 31, 2015CAD	Dec. 31, 2014CAD	Jun. 30, 2016USD ($)Rate	Dec. 31, 2015USD ($)	Dec. 31, 2015CAD	Jun. 30, 2015USD ($)	Jun. 15, 2015USD ($)
Debt Instrument [Line Items]
Notes payable			$ 59,937,000	$ 67,429,000		$ 75,000,000
Loan agreement with unaffiliated banks			150,000,000
Short-term borrowings			38,798,000	63,887,000		48,295,000
Securities sold under agreements to repurchase			38,798,000
Secured borrowings			135,312,000	115,504,000		119,966,000
Other			18,564,000	18,965,000		18,413,000
Subordinated notes			$ 138,915,000	138,861,000		138,808,000
Loans Payable
Debt Instrument [Line Items]
Debt instrument, Issuance date			Dec. 15, 2014
Term Facility
Debt Instrument [Line Items]
Notes payable			$ 59,900,000	67,400,000		75,000,000	$ 75,000,000
Maturity date			Jun. 15, 2020
Debt instrument, Date of first required payment			Sep. 30, 2015
Debt instrument, Frequency of periodic payment			quarterly
Revolving Credit Facility
Debt Instrument [Line Items]
Notes payable			$ 0	$ 0		0
Maximum borrowing capacity			$ 75,000,000
Maturity date			Dec. 12, 2016	Dec. 14, 2015
Debt instrument, Frequency of periodic payment			quarterly
Line of credit facility, Unused capacity, Commitment fee percentage | Rate			0.20%
Securities Sold under Agreements to Repurchase
Debt Instrument [Line Items]
Securities sold under agreements to repurchase			$ 38,800,000	$ 58,900,000		48,300,000
Pledged financial instruments, Not separately reported, Securities for repurchase agreements			$ 63,500,000
Fixed Rate Promissory Note
Debt Instrument [Line Items]
Debt instrument, Issuance date			Aug. 31, 2012
Maturity date			Sep. 1, 2017
Debt instrument, Frequency of periodic payment			monthly
Other			$ 18,000,000	18,300,000		$ 18,400,000
Contractual rate			3.75%
Non Recourse Debt
Debt Instrument [Line Items]
Other			$ 591,000	$ 732,000
Subordinated Debt
Debt Instrument [Line Items]
Maturity date			Jun. 13, 2024
Contractual rate			5.00%
Base Rate Loan | Base Rate | Term Facility
Debt Instrument [Line Items]
Basis spread on variable rate			0.75%
Base Rate Loan | Base Rate | Revolving Credit Facility
Debt Instrument [Line Items]
Basis spread on variable rate			0.50%
Base Rate Loan | Eurodollar Rate
Debt Instrument [Line Items]
Basis spread on variable rate			1.00%
Base Rate Loan | Federal Funds Rate
Debt Instrument [Line Items]
Basis spread on variable rate			0.50%
Eurodollar Rate Loan | London Interbank Offered Rate (LIBOR) | Term Facility
Debt Instrument [Line Items]
Basis spread on variable rate			1.75%
Eurodollar Rate Loan | London Interbank Offered Rate (LIBOR) | Revolving Credit Facility
Debt Instrument [Line Items]
Basis spread on variable rate			1.50%
Receivables Purchase Agreement [Member] | Secured Debt
Debt Instrument [Line Items]
Maturity date	Dec. 15, 2017	Dec. 15, 2015
Secured borrowings		CAD 150	$ 123,700,000		CAD 160
Contractual rate			1.6044%
Additional amount paid by third party | CAD	CAD 10

Junior Subordinated Debenture70

Junior Subordinated Debentures (Summary of Junior Subordinated Debentures) (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2016	Jan. 22, 2016	Dec. 31, 2015	Jun. 30, 2015
Subordinated Borrowing [Line Items]
Junior subordinated debentures	$ 253,566,000		$ 268,566,000	$ 249,493,000
Wintrust Capital Trust III
Subordinated Borrowing [Line Items]
Common Securities	774,000
Trust Preferred Securities	25,000,000
Junior subordinated debentures	$ 25,774,000
Rate Structure	L+3.25
Contractual rate	3.88%
Issue Date	Apr. 30, 2003
Maturity Date	Apr. 30, 2033
Earliest Redemption Date	Apr. 30, 2008
Wintrust Statutory Trust IV
Subordinated Borrowing [Line Items]
Common Securities	$ 619,000
Trust Preferred Securities	20,000,000
Junior subordinated debentures	$ 20,619,000
Rate Structure	L+2.80
Contractual rate	3.43%
Issue Date	Dec. 31, 2003
Maturity Date	Dec. 31, 2033
Earliest Redemption Date	Dec. 31, 2008
Wintrust Statutory Trust V
Subordinated Borrowing [Line Items]
Common Securities	$ 1,238,000
Trust Preferred Securities	40,000,000
Junior subordinated debentures	$ 41,238,000
Rate Structure	L+2.60
Contractual rate	3.23%
Issue Date	May 31, 2004
Maturity Date	May 31, 2034
Earliest Redemption Date	Jun. 30, 2009
Wintrust Capital Trust VII
Subordinated Borrowing [Line Items]
Common Securities	$ 1,550,000
Trust Preferred Securities	50,000,000
Junior subordinated debentures	$ 51,550,000
Rate Structure	L+1.95
Contractual rate	2.60%
Issue Date	Dec. 31, 2004
Maturity Date	Mar. 31, 2035
Earliest Redemption Date	Mar. 31, 2010
Wintrust Capital Trust VIII
Subordinated Borrowing [Line Items]
Common Securities	$ 1,238,000
Trust Preferred Securities	25,000,000	$ 15,000,000	$ 40,000,000
Junior subordinated debentures	$ 26,238,000	$ 15,000,000
Rate Structure	L+1.45
Contractual rate	2.08%
Issue Date	Aug. 31, 2005
Maturity Date	Sep. 30, 2035
Earliest Redemption Date	Sep. 30, 2010
Wintrust Capital Trust IX
Subordinated Borrowing [Line Items]
Common Securities	$ 1,547,000
Trust Preferred Securities	50,000,000
Junior subordinated debentures	$ 51,547,000
Rate Structure	L+1.63
Contractual rate	2.28%
Issue Date	Sep. 30, 2006
Maturity Date	Sep. 30, 2036
Earliest Redemption Date	Sep. 30, 2011
Northview Capital Trust I
Subordinated Borrowing [Line Items]
Common Securities	$ 186,000
Trust Preferred Securities	6,000,000
Junior subordinated debentures	$ 6,186,000
Rate Structure	L+3.00
Contractual rate	3.64%
Issue Date	Aug. 31, 2003
Maturity Date	Nov. 30, 2033
Earliest Redemption Date	Aug. 31, 2008
Town Bankshares Capital Trust I
Subordinated Borrowing [Line Items]
Common Securities	$ 186,000
Trust Preferred Securities	6,000,000
Junior subordinated debentures	$ 6,186,000
Rate Structure	L+3.00
Contractual rate	3.64%
Issue Date	Aug. 31, 2003
Maturity Date	Nov. 30, 2033
Earliest Redemption Date	Aug. 31, 2008
First Northwest Capital Trust I
Subordinated Borrowing [Line Items]
Common Securities	$ 155,000
Trust Preferred Securities	5,000,000
Junior subordinated debentures	$ 5,155,000
Rate Structure	L+3.00
Contractual rate	3.63%
Issue Date	May 31, 2004
Maturity Date	May 31, 2034
Earliest Redemption Date	May 31, 2009
Suburban Illinois Capital Trust II
Subordinated Borrowing [Line Items]
Common Securities	$ 464,000
Trust Preferred Securities	15,000,000
Junior subordinated debentures	$ 15,464,000
Rate Structure	L+1.75
Contractual rate	2.40%
Issue Date	Dec. 31, 2006
Maturity Date	Dec. 31, 2036
Earliest Redemption Date	Dec. 31, 2011
Community Financial Shares Statutory Trust II
Subordinated Borrowing [Line Items]
Common Securities	$ 109,000
Trust Preferred Securities	3,500,000
Junior subordinated debentures	$ 3,609,000
Rate Structure	L+1.62
Contractual rate	2.27%
Issue Date	Jun. 30, 2007
Maturity Date	Sep. 30, 2037
Earliest Redemption Date	Jun. 30, 2012
Junior Subordinated Debt
Subordinated Borrowing [Line Items]
Debt, weighted average interest rate	2.84%
London Interbank Offered Rate (LIBOR) | Wintrust Capital Trust III
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	3.25%
London Interbank Offered Rate (LIBOR) | Wintrust Statutory Trust IV
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	2.80%
London Interbank Offered Rate (LIBOR) | Wintrust Statutory Trust V
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	2.60%
London Interbank Offered Rate (LIBOR) | Wintrust Capital Trust VII
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	1.95%
London Interbank Offered Rate (LIBOR) | Wintrust Capital Trust VIII
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	1.45%
London Interbank Offered Rate (LIBOR) | Wintrust Capital Trust IX
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	1.63%
London Interbank Offered Rate (LIBOR) | Northview Capital Trust I
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	3.00%
London Interbank Offered Rate (LIBOR) | Town Bankshares Capital Trust I
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	3.00%
London Interbank Offered Rate (LIBOR) | First Northwest Capital Trust I
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	3.00%
London Interbank Offered Rate (LIBOR) | Suburban Illinois Capital Trust II
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	1.75%
London Interbank Offered Rate (LIBOR) | Community Financial Shares Statutory Trust II
Subordinated Borrowing [Line Items]
Rate Structure, Incremental interest rate over base rate	1.62%

Junior Subordinated Debenture71

Junior Subordinated Debentures (Narrative) (Detail)	Jan. 22, 2016USD ($)	Jun. 30, 2016USD ($)trustRate	Jun. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Subordinated Borrowing [Line Items]
Percentage ownership interest in subsidiary trusts		100.00%
Number of unconsolidated subsidiary trusts | trust		11
Common securities, approximate percentage of junior subordinated debentures		3.00%
Trust preferred securities, approximate percentage of junior subordinated debentures		97.00%
Junior subordinated debentures		$ 253,566,000	$ 249,493,000	$ 268,566,000
Gains on early extinguishment of debt		4,305,000	0
Wintrust Capital Trust VIII
Subordinated Borrowing [Line Items]
Trust Preferred Securities	$ 15,000,000	25,000,000		40,000,000
Junior subordinated debentures	15,000,000	$ 26,238,000
Gains on early extinguishment of debt	$ 4,300,000
Junior Subordinated Debt
Subordinated Borrowing [Line Items]
Debt, weighted average interest rate | Rate		2.84%
Debt, Hedge Adjusted Weighted Average Interest Rate | Rate		3.79%
Tier One Risk Based Capital		$ 0	60,500,000	65,100,000
Tier Two Risk Based Capital		$ 245,500,000	$ 181,500,000	$ 195,400,000
Junior Subordinated Debt | Maximum
Subordinated Borrowing [Line Items]
Period of deferred payment, not to exceed		60 months
Cash Flow Hedge of Junior Subordinated Debentures | Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swaps and Caps
Subordinated Borrowing [Line Items]
Notional amount		$ 225,000,000

Segment Information (Summary of

Segment Information (Summary of Segment Information) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Segment Reporting Information [Line Items]
Net interest income	$ 175,270	$ 156,892	$ 346,779	$ 308,783
Net interest income, Change in Contribution	$ 18,378		$ 37,996
Net interest income, Change in Contribution Percentage	12.00%		12.00%
Non-interest income	$ 84,799	77,013	$ 153,551	141,554
Non-interest income, Change in Contribution	$ 7,786		$ 11,997
Non-interest income, Change in Contribution Percentage	10.00%		8.00%
Net revenue	$ 260,069	233,905	$ 500,330	450,337
Net revenue, Change in Contribution	$ 26,164		$ 49,993
Net revenue, Change in Contribution Percentage	11.00%		11.00%
Segment profit	$ 50,041	43,831	$ 99,152	82,883
Segment profit, Change in Contribution	$ 6,210		$ 16,269
Segment profit, Change in Contribution Percentage	14.00%		20.00%
Segment assets	$ 24,420,616	20,790,202	$ 24,420,616	20,790,202	$ 22,909,348
Segment assets, Change in Contribution	$ 3,630,414
Segment assets, Change in Contribution Percentage	17.00%
Operating Segments
Segment Reporting Information [Line Items]
Net interest income	$ 170,986	152,582	338,347	300,498
Net interest income, Change in Contribution	$ 18,404		$ 37,849
Net interest income, Change in Contribution Percentage	12.00%		13.00%
Non-interest income	$ 93,158	84,401	$ 169,980	155,912
Non-interest income, Change in Contribution	$ 8,757		$ 14,068
Non-interest income, Change in Contribution Percentage	10.00%		9.00%
Net revenue	$ 264,144	236,983	$ 508,327	456,410
Net revenue, Change in Contribution	$ 27,161		$ 51,917
Net revenue, Change in Contribution Percentage	11.00%		11.00%
Operating Segments | Community banking
Segment Reporting Information [Line Items]
Net interest income	$ 142,251	126,964	$ 283,949	249,645
Net interest income, Change in Contribution	$ 15,287		$ 34,304
Net interest income, Change in Contribution Percentage	12.00%		14.00%
Non-interest income	$ 60,813	56,253	$ 106,480	101,165
Non-interest income, Change in Contribution	$ 4,560		$ 5,315
Non-interest income, Change in Contribution Percentage	8.00%		5.00%
Net revenue	$ 203,064	183,217	$ 390,429	350,810
Net revenue, Change in Contribution	$ 19,847		$ 39,619
Net revenue, Change in Contribution Percentage	11.00%		11.00%
Segment profit	$ 34,576	29,133	$ 69,333	54,098
Segment profit, Change in Contribution	$ 5,443		$ 15,235
Segment profit, Change in Contribution Percentage	19.00%		28.00%
Segment assets	$ 20,190,707	17,312,377	$ 20,190,707	17,312,377
Segment assets, Change in Contribution	$ 2,878,330
Segment assets, Change in Contribution Percentage	17.00%
Operating Segments | Specialty finance
Segment Reporting Information [Line Items]
Net interest income	$ 24,352	21,338	45,532	42,384
Net interest income, Change in Contribution	$ 3,014		$ 3,148
Net interest income, Change in Contribution Percentage	14.00%		7.00%
Non-interest income	$ 12,482	9,135	$ 24,885	17,006
Non-interest income, Change in Contribution	$ 3,347		$ 7,879
Non-interest income, Change in Contribution Percentage	37.00%		46.00%
Net revenue	$ 36,834	30,473	$ 70,417	59,390
Net revenue, Change in Contribution	$ 6,361		$ 11,027
Net revenue, Change in Contribution Percentage	21.00%		19.00%
Segment profit	$ 12,044	11,378	$ 23,516	22,330
Segment profit, Change in Contribution	$ 666		$ 1,186
Segment profit, Change in Contribution Percentage	6.00%		5.00%
Segment assets	$ 3,645,077	2,931,838	$ 3,645,077	2,931,838
Segment assets, Change in Contribution	$ 713,239
Segment assets, Change in Contribution Percentage	24.00%
Operating Segments | Wealth management
Segment Reporting Information [Line Items]
Net interest income	$ 4,383	4,280	8,866	8,469
Net interest income, Change in Contribution	$ 103		$ 397
Net interest income, Change in Contribution Percentage	2.00%		5.00%
Non-interest income	$ 19,863	19,013	$ 38,615	37,741
Non-interest income, Change in Contribution	$ 850		$ 874
Non-interest income, Change in Contribution Percentage	4.00%		2.00%
Net revenue	$ 24,246	23,293	$ 47,481	46,210
Net revenue, Change in Contribution	$ 953		$ 1,271
Net revenue, Change in Contribution Percentage	4.00%		3.00%
Segment profit	$ 3,421	3,320	$ 6,303	6,455
Segment profit, Change in Contribution	$ 101		$ (152)
Segment profit, Change in Contribution Percentage	3.00%		(2.00%)
Segment assets	$ 584,832	545,987	$ 584,832	545,987
Segment assets, Change in Contribution	$ 38,845
Segment assets, Change in Contribution Percentage	7.00%
Intersegment Eliminations
Segment Reporting Information [Line Items]
Net interest income	$ 4,284	4,310	8,432	8,285
Net interest income, Change in Contribution	$ (26)		$ 147
Net interest income, Change in Contribution Percentage	(1.00%)		2.00%
Non-interest income	$ (8,359)	(7,388)	$ (16,429)	(14,358)
Non-interest income, Change in Contribution	$ (971)		$ (2,071)
Non-interest income, Change in Contribution Percentage	(13.00%)		(14.00%)
Net revenue	$ (4,075)	$ (3,078)	$ (7,997)	$ (6,073)
Net revenue, Change in Contribution	$ (997)		$ (1,924)
Net revenue, Change in Contribution Percentage	(32.00%)		(32.00%)

Segment Information (Narrative)

Segment Information (Narrative) (Detail)	6 Months Ended
	Jun. 30, 2016segmentsubsidiary
Segment Reporting Information [Line Items]
Number of reportable segments	3
Number Of Subsidiaries | subsidiary	15
Community banking
Segment Reporting Information [Line Items]
Number of reportable segments	1

Derivative Financial Instrume74

Derivative Financial Instruments (Interest Rate Cap Derivative Summary) (Detail) $ in Thousands	6 Months Ended
	Jun. 30, 2016USD ($)
Interest Rate Cap, $56.5 million, August 2016 | Not Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Aug. 22, 2016
Notional amount	$ 56,500
Fair Value as of End of Period	$ 0
Interest Rate Cap, $100 million, March 2017 | Not Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Mar. 21, 2017
Notional amount	$ 100,000
Fair Value as of End of Period	$ 2
Interest Rate Cap, $75 million, November 2016 | Not Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Nov. 16, 2016
Notional amount	$ 75,000
Fair Value as of End of Period	0
Total Interest Rate Cap
Interest Rate Cap Derivative Summary [Line Items]
Notional amount	581,500
Fair Value as of End of Period	$ 14
Cash Flow Hedging | Interest Rate Cap, $216.5 million, August 2016 | Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Aug. 29, 2016
Notional amount	$ 216,500
Fair Value as of End of Period	$ 0
Cash Flow Hedging | Interest Rate Cap, $43.5 million, August 2016 | Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Aug. 22, 2016
Notional amount	$ 43,500
Fair Value as of End of Period	$ 0
Cash Flow Hedging | Interest Rate Cap, $50 million, September 2017 | Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Sep. 15, 2017
Notional amount	$ 50,000
Fair Value as of End of Period	$ 6
Cash Flow Hedging | Interest Rate Cap, $40 million, September 2017 | Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Derivative, maturity date	Sep. 30, 2017
Notional amount	$ 40,000
Fair Value as of End of Period	6
Cash Flow Hedging | Total Interest Rate Cap | Designated as Hedging Instrument
Interest Rate Cap Derivative Summary [Line Items]
Notional amount	350,000
Fair Value as of End of Period	$ 12

Derivative Financial Instrume75

Derivative Financial Instruments (Schedule Of Fair Value Of Derivative Financial Instruments) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	$ 89,036	$ 42,779	$ 36,747
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	90,892	42,458	36,605
Other Assets
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	101,052	51,298	48,918
Other Assets | Designated as Hedging Instrument
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	12	269	553
Other Assets | Designated as Hedging Instrument | Interest Rate Contract | Cash Flow Hedging
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	12	242	514
Other Assets | Designated as Hedging Instrument | Interest Rate Contract | Fair Value Hedging
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	0	27	39
Other Assets | Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	101,040	51,029	48,365
Other Assets | Not Designated as Hedging Instrument | Interest Rate Contract
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	89,024	42,510	36,194
Other Assets | Not Designated as Hedging Instrument | Interest Rate Lock Commitments
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	11,435	7,401	11,990
Other Assets | Not Designated as Hedging Instrument | Forward Commitments to Sell Mortgage Loans
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	0	745	0
Other Assets | Not Designated as Hedging Instrument | Foreign Exchange Contract
Derivative [Line Items]
Derivative Assets, Fair Value, Amount not Offset Against Collateral	581	373	181
Other Liabilities
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	100,912	45,019	40,499
Other Liabilities | Designated as Hedging Instrument
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	2,576	989	1,573
Other Liabilities | Designated as Hedging Instrument | Interest Rate Contract | Cash Flow Hedging
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	1,577	846	1,573
Other Liabilities | Designated as Hedging Instrument | Interest Rate Contract | Fair Value Hedging
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	999	143	0
Other Liabilities | Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	98,336	44,030	38,926
Other Liabilities | Not Designated as Hedging Instrument | Interest Rate Contract
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	88,316	41,469	35,032
Other Liabilities | Not Designated as Hedging Instrument | Interest Rate Lock Commitments
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	2,973	171	0
Other Liabilities | Not Designated as Hedging Instrument | Forward Commitments to Sell Mortgage Loans
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	6,496	2,275	3,805
Other Liabilities | Not Designated as Hedging Instrument | Foreign Exchange Contract
Derivative [Line Items]
Derivative Liabilities, Fair Value, Amount Not Offset Against Collateral	$ 551	$ 115	$ 89

Derivative Financial Instrume76

Derivative Financial Instruments (Schedule Of Cash Flow Hedging Instruments) (Detail) $ in Thousands	Jun. 30, 2016USD ($)
Total Interest Rate Cap
Derivative [Line Items]
Notional amount	$ 581,500
Fair Value Asset (Liability)	14
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, $50 million, September 2016
Derivative [Line Items]
Notional amount	50,000
Fair Value Asset (Liability)	(170)
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, $25 million, October 2016
Derivative [Line Items]
Notional amount	25,000
Fair Value Asset (Liability)	(113)
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swap, $250 million, July 2019
Derivative [Line Items]
Notional amount	250,000
Fair Value Asset (Liability)	(1,294)
Cash Flow Hedging | Designated as Hedging Instrument | Total Interest Rate Swap
Derivative [Line Items]
Notional amount	325,000
Fair Value Asset (Liability)	(1,577)
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Cap, $43.5 million, August 2016
Derivative [Line Items]
Notional amount	43,500
Fair Value Asset (Liability)	0
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Cap, $216.5 million, August 2016
Derivative [Line Items]
Notional amount	216,500
Fair Value Asset (Liability)	0
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Cap, $50 million, September 2017
Derivative [Line Items]
Notional amount	50,000
Fair Value Asset (Liability)	6
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Cap, $40 million, September 2017
Derivative [Line Items]
Notional amount	40,000
Fair Value Asset (Liability)	6
Cash Flow Hedging | Designated as Hedging Instrument | Total Interest Rate Cap
Derivative [Line Items]
Notional amount	350,000
Fair Value Asset (Liability)	12
Cash Flow Hedging | Designated as Hedging Instrument | Interest Rate Swaps and Caps
Derivative [Line Items]
Notional amount	675,000
Fair Value Asset (Liability)	$ (1,565)

Derivative Financial Instrume77

Derivative Financial Instruments (Rollforward Of Amounts In Accumulated Other Comprehensive Income Related To Interest Rate Swaps Designated As Cash Flow Hedges) (Detail) - Interest Rate Contract - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Rollforward of AOCI from Cash Flow Hedging Derivatives [Roll Forward]
Unrealized loss at beginning of period	$ (3,051)	$ (4,623)	$ (3,529)	$ (4,062)
Amount reclassified from accumulated other comprehensive income to interest expense on deposits and junior subordinated debentures	832	475	1,555	889
Amount of loss recognized in other comprehensive income	(1,355)	(260)	(1,600)	(1,235)
Unrealized loss at end of period	$ (3,574)	$ (4,408)	$ (3,574)	$ (4,408)

Derivative Financial Instrume78

Derivative Financial Instruments (Derivatives Used To Hedge Changes In Fair Value Attributable To Interest Rate Risk) (Detail) - Fair Value Hedging - Designated as Hedging Instrument - Interest Rate Contract - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative [Line Items]
Amount of Gain or (Loss) Recognized in Income on Derivative	$ (329)	$ 17	$ (883)	$ (15)
Amount of Gain or (Loss) Recognized in Income on Hedged Item	346	(15)	861	13
Income Statement Gain/(Loss) due to Hedge Ineffectiveness	$ 17	$ 2	$ (22)	$ (2)

Derivative Financial Instrume79

Derivative Financial Instruments (Summary Amounts Included In Consolidated Statement Of Income Related To Derivatives) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest Rate Swaps and Caps | Trading (losses) gains, net
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	$ (432)	$ 133	$ (356)	$ (317)
Mortgage Banking Derivatives | Mortgage banking revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	(2,707)	299	(843)	2,393
Covered Call Options | Fees from covered call options
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	4,649	4,565	6,361	8,925
Foreign Exchange Contract | Trading (losses) gains, net
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	$ (173)	$ 71	$ (236)	$ 20

Derivative Financial Instrume80

Derivative Financial Instruments (Derivative Asset and Liability Balance Sheet Offsetting) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Derivative Assets
Gross Amounts Recognized	$ 89,036	$ 42,779	$ 36,747
Less: Amounts offset in the Statements of Financial Condition	0	0	0
Net amount presented in the Statements of Financial Condition	89,036	42,779	36,747
Offsetting Derivative Positions	(161)	(753)	(1,896)
Collateral Posted	0	0	0
Net Credit Exposure	88,875	42,026	34,851
Derivative Liabilities
Gross Amounts Recognized	90,892	42,458	36,605
Less: Amounts offset in the Statements of Financial Condition	0	0	0
Net amount presented in the Statements of Financial Condition	90,892	42,458	36,605
Offsetting Derivative Positions	(161)	(753)	(1,896)
Collateral Posted	(90,731)	(41,705)	(34,709)
Net Credit Exposure	0	0	0
Security Owned and Pledged as Collateral, Fair Value	$ 94,200	$ 45,500	$ 36,000

Derivative Financial Instrume81

Derivative Financial Instruments (Narrative) (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2016USD ($)contractsderivative_instruments	Jun. 30, 2015USD ($)derivative_instruments	Jun. 30, 2016USD ($)contractsderivative_instruments	Jun. 30, 2015USD ($)derivative_instruments	Dec. 31, 2015derivative_instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount reclassified from accumulated other comprehensive income to interest expense in the next twelve months			$ 1,700,000
Basis Amortization of Hedged item no longer in a Hedging Relationship	$ 43,000		86,000
Derivative, Net Liability Position, Aggregate Fair Value	$ 92,300,000		$ 92,300,000
Interest Rate Cap | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of Interest Rate Derivatives Held | contracts	3		3
Notional amount	$ 231,500,000		$ 231,500,000
Interest Rate Contract | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	3,800,000,000		3,800,000,000
Forward Commitments to Sell Mortgage Loans | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	1,200,000,000		1,200,000,000
Interest Rate Lock Commitments | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	655,300,000		655,300,000
Foreign Exchange Contract | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	$ 35,100,000		$ 35,100,000
Covered Call Options | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, Number of Instruments Held | derivative_instruments	0	0	0	0	0
Minimum | Interest Rate Contract | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, maturity date			Jul. 31, 2016
Maximum | Interest Rate Contract | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Derivative, maturity date			Feb. 28, 2045
Cash Flow Hedging | Interest Rate Swap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of Interest Rate Derivatives Held | derivative_instruments	1		1
Notional amount	$ 250,000,000		$ 250,000,000
Cash Flow Hedging | Interest Rate Contract | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net			$ 0	$ 0
Fair Value Hedging | Interest Rate Swap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of Interest Rate Derivatives Held | derivative_instruments	4		4
Notional amount	$ 24,700,000		$ 24,700,000
Fair Value Hedging | Interest Rate Contract | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Income Statement Gain/(Loss) due to Hedge Ineffectiveness	$ 17,000	$ 2,000	$ (22,000)	$ (2,000)
Cash flow hedge of variable rate deposits | Cash Flow Hedging | Interest Rate Cap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of Interest Rate Derivatives Held | derivative_instruments	2		2
Interest Rate Cap, $216.5 million, August 2016 | Cash Flow Hedging | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	$ 216,500,000		$ 216,500,000
Derivative, maturity date			Aug. 29, 2016
Interest Rate Cap, $43.5 million, August 2016 | Cash Flow Hedging | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	$ 43,500,000		$ 43,500,000
Derivative, maturity date			Aug. 22, 2016
Cash Flow Hedge of Junior Subordinated Debentures | Cash Flow Hedging | Interest Rate Cap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of Interest Rate Derivatives Held | derivative_instruments	2		2
Cash Flow Hedge of Junior Subordinated Debentures | Cash Flow Hedging | Interest Rate Swap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of Interest Rate Derivatives Held | derivative_instruments	2		2
De-designated Hedge | Interest Rate Cap | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	$ 96,500,000		$ 96,500,000

Fair Values Of Assets And Lia82

Fair Values Of Assets And Liabilities (Summary Of Balances Of Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 637,663	$ 1,716,388	$ 2,162,061
Trading account securities	3,613	448	1,597
Mortgage loans held-for-sale	554,256	388,038	497,283
Derivative assets	89,036	42,779	36,747
Derivative liabilities	90,892	42,458	36,605
U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	122,330	306,729	281,161
U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	69,916	70,236	628,660
Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	111,640	108,595	269,790
Mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	207,508	1,092,597	800,101
Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	56,579	56,686	54,208
Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	3,613	448	1,597
Mortgage loans held-for-sale	554,256	388,038	497,283
MSRs	13,382	9,092	8,034
Nonqualified deferred compensation assets	9,076	8,517	8,778
Derivative assets	101,052	51,298	48,918
Total	1,319,042	2,173,781	2,726,671
Derivative liabilities	100,912	45,019	40,500
Fair Value, Measurements, Recurring | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	122,330	306,729	281,161
Fair Value, Measurements, Recurring | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	69,916	70,236	628,660
Fair Value, Measurements, Recurring | Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	111,640	108,595	269,790
Fair Value, Measurements, Recurring | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	69,690	81,545	128,141
Fair Value, Measurements, Recurring | Mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	207,508	1,092,597	800,101
Fair Value, Measurements, Recurring | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	56,579	56,686	54,208
Fair Value, Measurements, Recurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	3,613	448	1,597
Mortgage loans held-for-sale	554,256	388,038	497,283
MSRs	0	0	0
Nonqualified deferred compensation assets	9,076	8,517	8,778
Derivative assets	101,052	51,298	48,918
Total	1,210,661	2,070,877	2,635,069
Derivative liabilities	100,912	45,019	40,500
Fair Value, Measurements, Recurring | Level 2 | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	122,330	306,729	281,161
Fair Value, Measurements, Recurring | Level 2 | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	69,916	70,236	628,660
Fair Value, Measurements, Recurring | Level 2 | Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	41,828	39,982	211,218
Fair Value, Measurements, Recurring | Level 2 | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	69,690	81,545	128,141
Fair Value, Measurements, Recurring | Level 2 | Mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	207,508	1,092,597	800,101
Fair Value, Measurements, Recurring | Level 2 | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	31,392	31,487	29,212
Fair Value, Measurements, Recurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	0	0	0
Mortgage loans held-for-sale	0	0	0
MSRs	13,382	9,092	8,034
Nonqualified deferred compensation assets	0	0	0
Derivative assets	0	0	0
Total	108,381	102,904	91,602
Derivative liabilities	0	0	0
Fair Value, Measurements, Recurring | Level 3 | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	0	0	0
Fair Value, Measurements, Recurring | Level 3 | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	0	0	0
Fair Value, Measurements, Recurring | Level 3 | Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	69,812	68,613	58,572
Fair Value, Measurements, Recurring | Level 3 | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	0	0	0
Fair Value, Measurements, Recurring | Level 3 | Mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	0	0	0
Fair Value, Measurements, Recurring | Level 3 | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 25,187	$ 25,199	$ 24,996

Fair Values Of Assets And Lia83

Fair Values Of Assets And Liabilities (Summary Of Changes In Level 3 Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Mortgage Servicing Rights
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	$ 10,128	$ 7,852	$ 9,092	$ 8,435
Total net gains (losses) included in Net income	3,254	182	4,290	(401)
Total net gains (losses) included in Other comprehensive income		0		0
Purchases		0		0
Settlements		0		0
Net transfers into/(out of) Level 3		0	0	0
Ending Balance	13,382	8,034	13,382	8,034
Municipal
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	70,242	56,049	68,613	58,953
Total net gains (losses) included in Net income		0		0
Total net gains (losses) included in Other comprehensive income	113	(713)	100	(510)
Purchases	1,003	4,175	4,274	10,849
Settlements	(1,546)	(939)	(3,175)	(10,720)
Net transfers into/(out of) Level 3		0		0
Ending Balance	69,812	58,572	69,812	58,572
Equity securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	24,054	24,656	25,199	23,711
Total net gains (losses) included in Net income		0		0
Total net gains (losses) included in Other comprehensive income	1,133	340	(12)	1,285
Purchases		0		0
Settlements		0		0
Net transfers into/(out of) Level 3		0	0	0
Ending Balance	$ 25,187	$ 24,996	$ 25,187	$ 24,996

Fair Values Of Assets And Lia84

Fair Values Of Assets And Liabilities (Summary Of Assets Measured At Fair Value On A Nonrecurring Basis) (Detail) - USD ($) $ in Thousands	3 Months Ended	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	$ 95,976	$ 95,976	$ 101,255	$ 103,357
Fair Value Losses Recognized, Impaired loans—collateral based	3,897	6,230
Fair Value Losses Recognized, Other real estate owned	2,293	3,380
Fair Value Losses Recognized, Total	6,190	9,610
Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	67,837	67,837
Other real estate owned	51,046	51,046
Total	118,883	118,883
Fair Value, Measurements, Nonrecurring | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	0	0
Other real estate owned	0	0
Total	0	0
Fair Value, Measurements, Nonrecurring | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	0	0
Other real estate owned	0	0
Total	0	0
Fair Value, Measurements, Nonrecurring | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	67,837	67,837
Other real estate owned	51,046	51,046
Total	$ 118,883	$ 118,883

Fair Values Of Assets and Lia85

Fair Values Of Assets and Liabilities (Schedule Of Valuation Techniques And Significant Unobservable Inputs Used To Measure Both Recurring And Non-Recurring) (Detail) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	$ 637,663	$ 1,716,388	$ 2,162,061
Impaired loans—collateral based	$ 95,976	101,255	103,357
Other Real Estate Owned
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Municipal
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	$ 111,640	108,595	269,790
Equity securities
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	56,579	56,686	54,208
Fair Value, Measurements, Recurring
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
MSRs	13,382	9,092	8,034
Fair Value, Measurements, Recurring | Municipal
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	111,640	108,595	269,790
Fair Value, Measurements, Recurring | Equity securities
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	56,579	56,686	54,208
Fair Value, Measurements, Nonrecurring
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Impaired loans—collateral based	67,837
Other real estate owned	51,046
Level 3 | Fair Value, Measurements, Recurring
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
MSRs	$ 13,382	9,092	8,034
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights | Weighted Average
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	5.20%
Fair Value Inputs, Prepayment Rate	11.67%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights | Minimum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	3.00%
Fair Value Inputs, Prepayment Rate	2.00%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights | Maximum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	6.00%
Fair Value Inputs, Prepayment Rate	47.00%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Discount Rate Input
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Valuation Methodology	Discounted cash flows
Significant Unobservable Input	Discount rate
Range of Inputs	3%-6%
Impact to valuation from an increased or higher input value	Decrease
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Discount Rate Input | Weighted Average
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	5.20%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Discount Rate Input | Minimum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	3.00%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Discount Rate Input | Maximum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	6.00%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Prepayment Rate Input
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Significant Unobservable Input	Constant prepayment rate (CPR)
Range of Inputs	2%-47%
Impact to valuation from an increased or higher input value	Decrease
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Prepayment Rate Input | Weighted Average
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	11.67%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Prepayment Rate Input | Minimum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	2.00%
Level 3 | Fair Value, Measurements, Recurring | Mortgage Servicing Rights Prepayment Rate Input | Maximum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Prepayment Rate	47.00%
Level 3 | Fair Value, Measurements, Recurring | Municipal
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	$ 69,812	68,613	58,572
Valuation Methodology	Bond pricing
Significant Unobservable Input	Equivalent rating
Range of Inputs	BBB-AA+
Impact to valuation from an increased or higher input value	Increase
Level 3 | Fair Value, Measurements, Recurring | Equity securities
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	$ 25,187	$ 25,199	$ 24,996
Valuation Methodology	Discounted cash flows
Significant Unobservable Input	Discount rate
Range of Inputs	2.16%-2.81%
Impact to valuation from an increased or higher input value	Decrease
Level 3 | Fair Value, Measurements, Recurring | Equity securities | Weighted Average
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	2.48%
Level 3 | Fair Value, Measurements, Recurring | Equity securities | Minimum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	2.16%
Level 3 | Fair Value, Measurements, Recurring | Equity securities | Maximum
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount Rate	2.81%
Level 3 | Fair Value, Measurements, Nonrecurring
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Impaired loans—collateral based	$ 67,837
Other real estate owned	$ 51,046
Level 3 | Fair Value, Measurements, Nonrecurring | Impaired Loans
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Valuation Methodology	Appraisal value
Significant Unobservable Input	Appraisal adjustment - cost of sale
Impact to valuation from an increased or higher input value	Decrease
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Level 3 | Fair Value, Measurements, Nonrecurring | Impaired Loans | Weighted Average
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Level 3 | Fair Value, Measurements, Nonrecurring | Other Real Estate Owned
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Valuation Methodology	Appraisal value
Significant Unobservable Input	Appraisal adjustment - cost of sale
Impact to valuation from an increased or higher input value	Decrease
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Level 3 | Fair Value, Measurements, Nonrecurring | Other Real Estate Owned | Weighted Average
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Inputs, Discount for Lack of Marketability	10.00%

Fair Values Of Assets And Lia86

Fair Values Of Assets And Liabilities (Summary Of Carrying Amounts And Estimated Fair Values Of Financial Instruments) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Interest bearing deposits with banks	$ 693,269		$ 607,782	$ 591,721
Available-for-sale securities, at fair value	637,663		1,716,388	2,162,061
Held-to-maturity securities, Amortized Cost	992,211		884,826	0
Trading account securities	3,613		448	1,597
FHLB and FRB stock, at cost	121,319		101,581	89,818
Brokerage customer receivables	26,866		27,631	29,753
Mortgage loans held-for-sale, at fair value	554,256		388,038	497,283
Derivative assets	88,875		42,026	34,851
FDIC indemnification asset	(11,729)	$ (10,029)	(6,100)	3,429	$ 10,224	$ 11,846
Accrued interest receivable and other	670,014		597,099	533,175
FHLB advances	588,055		853,431	435,721
Other borrowings	252,611		265,785	261,674
Subordinated notes	138,915		138,861	138,808
Junior subordinated debentures	253,566		268,566	249,493
Derivative liabilities	90,892		42,458	36,605
Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	271,575		275,795	252,209
Interest bearing deposits with banks	693,269		607,782	591,721
Available-for-sale securities, at fair value	637,663		1,716,388	2,162,061
Held-to-maturity securities, Amortized Cost	992,211		884,826	0
Trading account securities	3,613		448	1,597
FHLB and FRB stock, at cost	121,319		101,581	89,818
Brokerage customer receivables	26,866		27,631	29,753
Mortgage loans held-for-sale, at fair value	554,256		388,038	497,283
Total loans	18,279,903		17,266,790	15,707,060
MSRs	13,382		9,092	8,034
Nonqualified deferred compensation assets	9,076		8,517	8,778
Derivative assets	101,052		51,298	48,918
FDIC indemnification asset	0		0	3,429
Accrued interest receivable and other	198,017		193,092	178,349
Total financial assets	21,902,202		21,531,278	19,579,010
Non-maturity deposits	15,958,500		14,634,957	13,145,542
Deposits with stated maturities	4,083,250		4,004,677	3,936,876
FHLB advances	588,055		853,431	435,721
Other borrowings	252,611		265,785	261,674
Subordinated notes	138,915		138,861	138,808
Junior subordinated debentures	253,566		268,566	249,493
Derivative liabilities	100,912		45,019	40,500
FDIC indemnification liability	11,729		6,100	0
Accrued interest payable	6,175		7,394	6,827
Total financial liabilities	21,393,713		20,224,790	18,215,441
Fair Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	271,575		275,795	252,209
Interest bearing deposits with banks	693,269		607,782	591,721
Available-for-sale securities, at fair value	637,663		1,716,388	2,162,061
Held-to-maturity securities, Amortized Cost	1,010,179		878,111	0
Trading account securities	3,613		448	1,597
FHLB and FRB stock, at cost	121,319		101,581	89,818
Brokerage customer receivables	26,866		27,631	29,753
Mortgage loans held-for-sale, at fair value	554,256		388,038	497,283
Total loans	19,228,691		18,106,829	16,469,518
MSRs	13,382		9,092	8,034
Nonqualified deferred compensation assets	9,076		8,517	8,778
Derivative assets	101,052		51,298	48,918
FDIC indemnification asset	0		0	3,429
Accrued interest receivable and other	198,017		193,092	178,349
Total financial assets	22,868,958		22,364,602	20,341,468
Non-maturity deposits	15,958,500		14,634,957	13,145,542
Deposits with stated maturities	4,086,350		3,998,180	3,937,146
FHLB advances	597,568		863,437	448,870
Other borrowings	252,611		265,785	261,674
Subordinated notes	141,858		140,302	142,810
Junior subordinated debentures	254,143		268,046	250,265
Derivative liabilities	100,912		45,019	40,500
FDIC indemnification liability	11,729		6,100	0
Accrued interest payable	6,175		7,394	6,827
Total financial liabilities	$ 21,409,846		$ 20,229,220	$ 18,233,634

Fair Values Of Assets And Lia87

Fair Values Of Assets And Liabilities (Narrative) (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 637,663,000	$ 1,716,388,000	$ 2,162,061,000
Mortgage loans held-for-sale	554,256,000	388,038,000	497,283,000
Impaired loans—collateral based	$ 95,976,000	101,255,000	103,357,000
Other Real Estate Owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Estimate of Fair Value Measurement
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 637,663,000	1,716,388,000	2,162,061,000
MSRs	13,382,000	9,092,000	8,034,000
Remaining contractual principal balance outstanding, mortgage loans held-for-sale	529,000,000	372,000,000	475,900,000
Mortgage loans held-for-sale	554,256,000	388,038,000	497,283,000
Impaired loans—collateral based	67,800,000
Portion at Other than Fair Value Measurement
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	28,100,000
Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	111,640,000	108,595,000	269,790,000
Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	56,579,000	56,686,000	54,208,000
Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs	13,382,000	9,092,000	8,034,000
Mortgage loans held-for-sale	554,256,000	388,038,000	497,283,000
Fair Value, Measurements, Recurring | Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	111,640,000	108,595,000	269,790,000
Fair Value, Measurements, Recurring | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	56,579,000	56,686,000	54,208,000
Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	67,837,000
Other real estate owned	51,046,000
Level 3 | Fair Value, Measurements, Recurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs	13,382,000	9,092,000	8,034,000
Mortgage loans held-for-sale	$ 0	0	0
Level 3 | Fair Value, Measurements, Recurring | Minimum | Mortgage Servicing Rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount Rate	3.00%
Fair Value Inputs, Prepayment Rate	2.00%
Level 3 | Fair Value, Measurements, Recurring | Maximum | Mortgage Servicing Rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount Rate	6.00%
Fair Value Inputs, Prepayment Rate	47.00%
Level 3 | Fair Value, Measurements, Recurring | Weighted Average | Mortgage Servicing Rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount Rate	5.20%
Fair Value Inputs, Prepayment Rate	11.67%
Level 3 | Fair Value, Measurements, Recurring | Municipal
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 69,812,000	68,613,000	58,572,000
Level 3 | Fair Value, Measurements, Recurring | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 25,187,000	25,199,000	24,996,000
Level 3 | Fair Value, Measurements, Recurring | Equity securities | Minimum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount Rate	2.16%
Level 3 | Fair Value, Measurements, Recurring | Equity securities | Maximum
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount Rate	2.81%
Level 3 | Fair Value, Measurements, Recurring | Equity securities | Weighted Average
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount Rate	2.48%
Level 3 | Fair Value, Measurements, Nonrecurring
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Impaired loans—collateral based	$ 67,837,000
Other real estate owned	$ 51,046,000
Level 3 | Fair Value, Measurements, Nonrecurring | Other Real Estate Owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Level 3 | Fair Value, Measurements, Nonrecurring | Weighted Average | Other Real Estate Owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Inputs, Discount for Lack of Marketability	10.00%
Non-performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held-for-sale	$ 0	$ 0	$ 0

Stock-Based Compensation Plan88

Stock-Based Compensation Plans (Weighted Average Assumptions Used To Determine The Options Fair Value) (Detail)	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Share-based Compensation [Abstract]
Expected dividend yield	0.90%	0.90%
Expected volatility	25.20%	26.50%
Risk-free rate	1.30%	1.30%
Expected option life (in years)	4 years 6 months	4 years 6 months

Stock-Based Compensation Plan89

Stock-Based Compensation Plans (Summary Of Stock Option Activity) (Detail) - USD ($) $ / shares in Units, $ in Thousands	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding [Roll Forward]
Common Shares, Outstanding at beginning of the period (in shares)	1,551,734	1,618,426
Common Shares, Conversion of options of acquired company (in shares)		16,364
Common Shares, Granted (in shares)	558,411	493,690
Common Shares, Exercised (in shares)	(99,760)	(108,042)
Common Shares, Forfeited or canceled (in shares)	(84,750)	(219,356)
Common Shares, Outstanding at end of the period (in shares)	1,925,635	1,801,082
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding, Weighted Average Exercise Price [Roll Forward]
Weighted Average Strike Price, Outstanding at beginning of period (usd per share)	$ 41.32	$ 43
Weighted Average Strike Price, Conversion of options of acquired company (usd per share)		21.18
Weighted Average Strike Price, Granted (usd per share)	40.96	44.17
Weighted Average Strike Price, Exercised (usd per share)	37.56	33.70
Weighted Average Strike Price, Forfeited or canceled (usd per share)	49.03	53.47
Weighted Average Strike Price, Outstanding at end of period (usd per share)	$ 41.07	$ 42.40
Stock Options, Exercisable (in shares)	896,155	916,168
Stock Options, Weighted Average Strike Price, Exercisable (usd per share)	$ 39.08	$ 40.62
Stock Options, Remaining Contractual Term, Outstanding, Years	4 years 10 months 24 days	4 years 4 months 24 days
Stock Options, Remaining Contractual Term, Exercisable, Years	3 years 7 months 18 days	2 years 10 months 24 days
Stock Options, Intrinsic Value, Outstanding	$ 19,159	$ 20,012
Stock Options, Intrinsic Value, Exercisable	$ 10,695	$ 11,928

Stock-Based Compensation Plan90

Stock-Based Compensation Plans (Summary Of Plans' Restricted Share And Performance-Vested Stock Award Activity) (Detail) - $ / shares	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Restricted Stock
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Outstanding [Roll Forward]
Shares, Beginning of the Period (in shares)	137,593	146,112
Shares, Granted (in shares)	14,546	14,907
Shares, Vested and issued (in shares)	(8,523)	(14,015)
Shares, Forfeited (in shares)	(504)	0
Shares, Outstanding, End of the Period (in shares)	143,112	147,004
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Weighted Average Grant Date Fair Value [Roll Forward]
Weighted Average Grant-Date Fair Value (usd per share)	$ 49.63	$ 47.45
Weighted Average Grant-Date Fair Value, Granted (usd per share)	43.95	45.35
Weighted Average Grant-Date Fair Value, Vested and issued (usd per share)	44.10	38.78
Weighted Average Grant-Date Fair Value, Forfeited (usd per share)	44.26	0
Weighted Average Grant-Date Fair Value (usd per share)	$ 49.40	$ 48.07
Shares, Vested, but not issuable (in shares)	88,696	85,000
Weighted Average Grant-Date Fair Value, Vested, but not issuable (usd per share)	$ 51.43	$ 51.88
Performance Shares
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Outstanding [Roll Forward]
Shares, Beginning of the Period (in shares)	276,533	295,679
Shares, Granted (in shares)	117,409	104,191
Shares, Vested and issued (in shares)	(78,410)	(78,590)
Shares, Forfeited (in shares)	(13,064)	(33,522)
Shares, Outstanding, End of the Period (in shares)	302,468	287,758
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Weighted Average Grant Date Fair Value [Roll Forward]
Weighted Average Grant-Date Fair Value (usd per share)	$ 43.01	$ 38.18
Weighted Average Grant-Date Fair Value, Granted (usd per share)	40.95	44.17
Weighted Average Grant-Date Fair Value, Vested and issued (usd per share)	37.90	31.10
Weighted Average Grant-Date Fair Value, Forfeited (usd per share)	41.13	32.62
Weighted Average Grant-Date Fair Value (usd per share)	$ 43.62	$ 42.93
Shares, Vested, but not issuable (in shares)	6,646	0
Weighted Average Grant-Date Fair Value, Vested, but not issuable (usd per share)	$ 37.89	$ 0

Stock-Based Compensation Plan91

Stock-Based Compensation Plans (Narrative) (Detail) - USD ($) $ / shares in Units, $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	May 31, 2015
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock-based compensation expense	$ 2.3	$ 3	$ 4.8	$ 5.3
Weighted average grant date fair value per share of options granted (usd per share)			$ 8.61	$ 9.69
Aggregate intrinsic value of options exercised			$ 1.2	$ 1.6
Two Thousand And Fifteen Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares approved for issuance (in shares)					5,485,000
Two Thousand And Seven Plan And Two Thousand And Fifteen Plan | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			3 years
Two Thousand And Seven Plan And Two Thousand And Fifteen Plan | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			5 years
Share based payment award options term			7 years
Nineteen Ninety Seven Plan | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share based payment award options term			10 years
Restricted Stock | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			1 year
Restricted Stock | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			5 years
Ltip Awards | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Percentage of performance based award payouts			0.00%
Granted in Two Thousand Fifteen | Ltip Awards | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Percentage of performance based award payouts			150.00%
Granted Prior To Two Thousand Fifteen | Ltip Awards | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Percentage of performance based award payouts			200.00%

Shareholders' Equity And Earn92

Shareholders' Equity And Earnings Per Share (Components Of Other Comprehensive Income (Loss)) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance at beginning of period	$ (39,910)	$ (31,091)	$ (62,708)	$ (37,332)
Other comprehensive income (loss) during the period, net of tax, before reclassifications	3,514	(31,072)	24,591	(24,765)
Amount reclassified from accumulated other comprehensive income (loss), net of tax	(370)	292	(735)	226
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax	2,326	0	4,412	0
Other comprehensive income, net of tax	5,470	(30,780)	28,268	(24,539)
Balance at end of period	(34,440)	(61,871)	(34,440)	(61,871)
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance at beginning of period	(1,204)	6,094	(17,674)	(9,533)
Other comprehensive income (loss) during the period, net of tax, before reclassifications	3,724	(32,441)	18,912	(16,496)
Amount reclassified from accumulated other comprehensive income (loss), net of tax	(875)	14	(1,679)	(304)
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax	2,326	0	4,412	0
Other comprehensive income, net of tax	5,175	(32,427)	21,645	(16,800)
Balance at end of period	3,971	(26,333)	3,971	(26,333)
Accumulated Unrealized Losses on Derivative Instruments
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance at beginning of period	(1,903)	(2,858)	(2,193)	(2,517)
Other comprehensive income (loss) during the period, net of tax, before reclassifications	(822)	(147)	(971)	(740)
Amount reclassified from accumulated other comprehensive income (loss), net of tax	505	278	944	530
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax	0	0	0	0
Other comprehensive income, net of tax	(317)	131	(27)	(210)
Balance at end of period	(2,220)	(2,727)	(2,220)	(2,727)
Accumulated Foreign Currency Adjustment Attributable to Parent [Member]
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance at beginning of period	(36,803)	(34,327)	(42,841)	(25,282)
Other comprehensive income (loss) during the period, net of tax, before reclassifications	612	1,516	6,650	(7,529)
Amount reclassified from accumulated other comprehensive income (loss), net of tax	0	0	0	0
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized losses on investment securities transferred to held-to-maturity from available-for-sale, net of tax	0	0	0	0
Other comprehensive income, net of tax	612	1,516	6,650	(7,529)
Balance at end of period	$ (36,191)	$ (32,811)	$ (36,191)	$ (32,811)

Shareholders' Equity And Earn93

Shareholders' Equity And Earnings Per Share (Other Comprehensive Income Reclassified from AOCI) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Gains (losses) on available-for-sale securities, net	$ 1,440	$ (24)	$ 2,765	$ 500
Interest on deposits	13,594	11,996	26,375	23,810
Interest on junior subordinated debentures	2,353	1,977	4,573	3,910
Income before taxes	79,971	70,126	158,468	133,161
Income tax expense	(29,930)	(26,295)	(59,316)	(50,278)
Net income	50,041	43,831	99,152	82,883
Reclassification Out of Accumulated Other Comprehensive Income [Member] | Accumulated Unrealized Losses on Securities
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Gains (losses) on available-for-sale securities, net	1,440	(24)	2,765	500
Income before taxes	1,440	(24)	2,765	500
Income tax expense	(565)	10	(1,086)	(196)
Net income	875	(14)	1,679	304
Reclassification Out of Accumulated Other Comprehensive Income [Member] | Accumulated Unrealized Losses on Derivative Instruments
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Interest on deposits	338	0	593	0
Interest on junior subordinated debentures	494	457	962	871
Income before taxes	(832)	(457)	(1,555)	(871)
Income tax expense	327	179	611	341
Net income	$ (505)	$ (278)	$ (944)	$ (530)

Shareholders' Equity And Earn94

Shareholders' Equity And Earnings Per Share (Computation Of Basic And Diluted Earnings Per Common Share) (Detail) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Earnings Per Share, Basic and Diluted, Other Disclosures [Abstract]
Net income	$ 50,041	$ 43,831	$ 99,152	$ 82,883
Less: Preferred stock dividends and discount accretion	3,628	1,580	7,256	3,161
Net income applicable to common shares	46,413	42,251	91,896	79,722
Add: Dividends on convertible preferred stock, if dilutive	1,578	1,580	3,156	3,161
Net income applicable to common shares—Diluted	$ 47,991	$ 43,831	$ 95,052	$ 82,883
Weighted average common shares outstanding	49,140	47,567	48,794	47,404
Effect of dilutive potential common shares
Common stock equivalents	856	1,085	778	1,149
Convertible preferred stock, if dilutive	3,109	3,071	3,109	3,071
Total dilutive potential common shares	3,965	4,156	3,887	4,220
Weighted average common shares and effect of dilutive potential common shares	53,105	51,723	52,681	51,624
Net income per common share-Basic (usd per share)	$ 0.94	$ 0.89	$ 1.88	$ 1.68
Net income per common share-Diluted (usd per share)	$ 0.90	$ 0.85	$ 1.80	$ 1.61

Shareholders' Equity And Earn95

Shareholders' Equity And Earnings Per Share (Narrative) (Detail) - USD ($) $ / shares in Units, $ in Thousands	May 26, 2016	May 12, 2016	Feb. 25, 2016	Feb. 11, 2016	Dec. 19, 2008	Jun. 30, 2016	Apr. 30, 2016	Jan. 31, 2016	Jul. 31, 2015	Jun. 30, 2015	Jan. 31, 2015	Mar. 31, 2012	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Temporary Equity [Line Items]
Stock issued in public offering, shares						3,000,000
Proceeds from the issuance of common stock, net						$ 152,800									$ 152,823	$ 0
Cash dividends declared per common share (usd per share)							$ 0.12	$ 0.12					$ 0.12	$ 0.11	$ 0.24	$ 0.22
Common stock dividends per share declared annualized (usd per share)							$ 0.48	$ 0.48
Dividends payable, date to be paid	May 26, 2016		Feb. 25, 2016
Dividends payable, date of record		May 12, 2016		Feb. 11, 2016
Community Financial Shares, Inc.
Temporary Equity [Line Items]
Common stock, acquisition, shares issued									388,573
Delavan Bancshares
Temporary Equity [Line Items]
Common stock, acquisition, shares issued											422,122
US Treasury
Temporary Equity [Line Items]
Warrants outstanding, shares					1,643,295	367,432							367,432		367,432
Investment warrants, exercise price (usd per share)					$ 22.82
Warrant termination period					10 years
Warrants exercised, shares															0
Series D Preferred Stock
Temporary Equity [Line Items]
Preferred stock, shares issued										5,000,000				5,000,000		5,000,000
Preferred stock, liquidation value per share (usd per share)						$ 25				$ 25			$ 25	$ 25	$ 25	$ 25	$ 25
Preferred stock, value						$ 125,000				$ 125,000			$ 125,000	$ 125,000	$ 125,000	$ 125,000	$ 125,000
Preferred stock, Dividend payment terms										quarterly
Preferred stock, dividend rate, percentage										6.50%
Series C Preferred Stock
Temporary Equity [Line Items]
Preferred stock, shares issued												126,500
Preferred stock, liquidation value per share (usd per share)						$ 1,000				$ 1,000		$ 1,000	$ 1,000	$ 1,000	$ 1,000	$ 1,000	$ 1,000
Preferred stock, value						$ 126,257				$ 126,312		$ 126,500	$ 126,257	$ 126,312	$ 126,257	$ 126,312	$ 126,287
Preferred stock, Dividend payment terms												quarterly
Preferred stock, dividend rate, percentage												5.00%
Convertible preferred stock, rate of conversion, shares												24.6213
Preferred stock, shares converted															30		180
Common stock, conversion of preferred stock, shares															729		4,374
London Interbank Offered Rate (LIBOR) | Series D Preferred Stock
Temporary Equity [Line Items]
Preferred stock, dividend rate, percentage, variable spread										4.06%

Regulatory Matters (Schedule Of

Regulatory Matters (Schedule Of Adjusted Total Risk Based Capital Ratios) (Detail) - USD ($) $ in Thousands	Mar. 31, 2016	Dec. 31, 2015	Sep. 30, 2015	Jun. 30, 2015	Mar. 31, 2015
Beverly Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 13,000	$ 13,000	$ 11,000	$ 11,000	$ 1,000
Total Capital (to Risk Weighted Assets)	9.70%	9.60%	10.10%	10.20%	11.00%
Schaumburg Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 8,500	$ 8,500	$ 3,500	$ 3,500	$ 3,500
Total Capital (to Risk Weighted Assets)	10.20%	10.30%	10.70%	10.80%	10.70%
Barrington Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 5,000	$ 0	$ 0	$ 0	$ 0
Total Capital (to Risk Weighted Assets)	11.40%	11.30%	11.60%	11.40%	11.10%
Old Plank Trail Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 4,000	$ 0	$ 0	$ 0	$ 0
Total Capital (to Risk Weighted Assets)	10.80%	11.30%	11.80%	11.60%	11.90%
Lake Forest Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 10,000	$ 10,000	$ 10,000	$ 14,000	$ 14,000
Total Capital (to Risk Weighted Assets)	11.80%	10.90%	11.00%	10.80%	10.80%
Libertyville Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 0	$ 0	$ 0	$ 2,500	$ 2,500
Total Capital (to Risk Weighted Assets)	11.70%	11.50%	11.20%	11.30%	11.00%
Northbrook Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 12,500	$ 6,500	$ 6,500	$ 7,500	$ 7,500
Total Capital (to Risk Weighted Assets)	10.30%	10.50%	10.70%	10.60%	10.60%
St. Charles Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 2,500	$ 2,500	$ 2,500	$ 2,000	$ 2,000
Total Capital (to Risk Weighted Assets)	11.10%	10.90%	10.90%	10.80%	10.80%
State Bank Of Lakes
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 3,500	$ 3,500	$ 3,500	$ 3,500	$ 2,500
Total Capital (to Risk Weighted Assets)	11.00%	10.60%	10.90%	10.90%	10.90%
Village Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 2,500	$ 2,500	$ 2,500	$ 7,000	$ 7,000
Total Capital (to Risk Weighted Assets)	11.00%	11.00%	10.90%	11.00%	10.50%
Wheaton Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 15,500	$ 13,500	$ 13,500	$ 6,000	$ 0
Total Capital (to Risk Weighted Assets)	10.20%	10.10%	10.40%	10.60%	11.50%
Wintrust Bank
Entity Information [Line Items]
Subordinated debt excluded from Tier Two Capital	$ 17,000	$ 13,000	$ 13,000	$ 13,000	$ 6,000
Total Capital (to Risk Weighted Assets)	10.90%	10.90%	10.90%	11.10%	11.20%

Regulatory Matters (Narrative)

Regulatory Matters (Narrative) (Detail) $ in Millions	Apr. 29, 2016USD ($)bank	Jun. 30, 2016Rate	May 31, 2016bank
Entity Information [Line Items]
Total capital to risk-weighted assets | Rate		10.00%
Tier 1 capital to risk-weighted assets | Rate		8.00%
Common equity Tier 1 capital to risk-weighted assets | Rate		6.50%
Tier 1 leverage ratio | Rate		5.00%
Number of banks impacted by regulations | bank	4		8
Number of banks infused | bank	4
Beverly Bank
Entity Information [Line Items]
Capital infusion | $	$ 13
Schaumburg Bank
Entity Information [Line Items]
Capital infusion | $	10.3
Barrington Bank
Entity Information [Line Items]
Capital infusion | $	5
Old Plank Trail Bank
Entity Information [Line Items]
Capital infusion | $	$ 4