Wintrust Financial (WTFC) 10-Q 6 Nov 20 2020 Q3 Quarterly report Financial data

Cover

Cover - shares	9 Months Ended
	Sep. 30, 2020	Nov. 02, 2020
Entity Information [Line Items]
Document Type	10-Q
Document Quarterly Report	true
Document Period End Date	Sep. 30, 2020
Document Transition Report	false
Entity File Number	001-35077
Entity Registrant Name	WINTRUST FINANCIAL CORP
Entity Incorporation, State or Country Code	IL
Entity Tax Identification Number	36-3873352
Entity Address, Address Line One	9700 W. Higgins Road, Suite 800
Entity Address, City or Town	Rosemont
Entity Address, State or Province	IL
Entity Address, Postal Zip Code	60018
City Area Code	847
Local Phone Number	939-9000
Entity Current Reporting Status	Yes
Entity Interactive Data Current	Yes
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false
Entity Shell Company	false
Entity Common Stock, Shares Outstanding		57,635,908
Entity Central Index Key	0001015328
Current Fiscal Year End Date	--12-31
Document Fiscal Year Focus	2020
Document Fiscal Period Focus	Q3
Amendment Flag	false
Common Stock, no par value
Entity Information [Line Items]
Title of 12(b) Security	Common Stock, no par value
Trading Symbol	WTFC
Security Exchange Name	NASDAQ
Series D Preferred Stock, no par value
Entity Information [Line Items]
Title of 12(b) Security	Series D Preferred Stock, no par value
Trading Symbol	WTFCM
Security Exchange Name	NASDAQ
Depositary Shares
Entity Information [Line Items]
Title of 12(b) Security	6.875% Fixed-Rate Reset Non-Cumulative Perpetual Series EPreferred Stock, no par value
Trading Symbol	WTFCP
Security Exchange Name	NASDAQ

Consolidated Statements Of Cond

Consolidated Statements Of Condition - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Assets
Cash and due from banks	$ 308,639	$ 286,167	$ 448,755
Federal funds sold and securities purchased under resale agreements	56	309	59
Interest-bearing deposits with banks	3,825,823	2,164,560	2,260,806
Available-for-sale securities, at fair value	2,946,459	3,106,214	2,270,059
Held-to-maturity securities, at amortized cost, net of allowance for credit losses of $63 at September 30, 2020 ($575.9 million, $1.1 billion and $1.1 billion fair value at September 30, 2020, December 31, 2019 and September 30, 2019 respectively)	560,267	1,134,400	1,095,802
Trading account securities	1,720	1,068	3,204
Equity securities with readily determinable fair value	54,398	50,840	46,086
Federal Home Loan Bank and Federal Reserve Bank stock	135,568	100,739	92,714
Brokerage customer receivables	16,818	16,573	14,943
Mortgage loans held-for-sale, at fair value	959,671	377,313	464,727
Allowance for loan losses	(325,959)	(156,828)	(161,763)
Loans, net of unearned income	32,135,555	26,800,290	25,710,171
Premises and equipment, net	774,288	754,328	721,856
Lease investments, net	230,373	231,192	228,647
Financing Receivable, after Allowance for Credit Loss	31,809,596	26,643,462	25,548,408
Accrued interest receivable and other assets	1,424,728	1,061,141	1,087,864
Goodwill	644,644	645,220	584,315
Other intangible assets	38,670	47,057	43,657
Total assets	43,731,718	36,620,583	34,911,902
Deposits:
Non-interest bearing	10,409,747	7,216,758	7,067,960
Interest bearing	25,434,675	22,890,380	21,642,419
Total deposits	35,844,422	30,107,138	28,710,379
Federal Home Loan Bank advances	1,228,422	674,870	574,847
Other borrowings	507,395	418,174	410,488
Subordinated notes	436,385	436,095	435,979
Junior subordinated debentures	253,566	253,566	253,566
Trade date securities payable	0	0	226
Accrued interest payable and other liabilities	1,387,439	1,039,490	986,092
Total liabilities	39,657,629	32,929,333	31,371,577
Shareholders' Equity:
Common stock, no par value; $1.00 stated value; 100,000,000 shares authorized at September 30, 2020, December 31, 2019 and September 30, 2019; 58,322,775 shares issued at September 30, 2020, 57,950,803 shares issued at December 31, 2019 and 56,824,911 shares issued at September 30, 2019	58,323	57,951	56,825
Surplus	1,647,049	1,650,278	1,574,011
Treasury stock, at cost, 720,784 shares at September 30, 2020, 128,912 shares at December 31, 2019, and 126,482 shares at September 30, 2019	(44,891)	(6,931)	(6,799)
Retained earnings	2,001,949	1,899,630	1,830,165
Accumulated other comprehensive loss	(841)	(34,678)	(38,877)
Total shareholders’ equity	4,074,089	3,691,250	3,540,325
Total liabilities and shareholders’ equity	43,731,718	36,620,583	34,911,902
Series D - $25 liquidation value; 5,000,000 shares issued and outstanding at September 30, 2020, December 31, 2019 and September 30, 2019
Shareholders' Equity:
Preferred stock, no par value; 20,000,000 shares authorized:	125,000	125,000	125,000
Series E - $25,000 liquidation value; 11,500 shares issued and outstanding at September 30, 2020 and no shares issued and outstanding at December 31, 2019 and September 30, 2019
Shareholders' Equity:
Preferred stock, no par value; 20,000,000 shares authorized:	$ 287,500	$ 0	$ 0

Consolidated Statements Of Co_2

Consolidated Statements Of Condition (Parenthetical) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Held-to-maturity securities, fair value	$ 575,947	$ 1,138,396	$ 1,104,903
Allowance for held-to-maturity securities losses	$ 63	$ 0	$ 0
Preferred stock, shares authorized (in shares)	20,000,000	20,000,000	20,000,000
Preferred stock, liquidation value per share (usd per share)	$ 25	$ 25	$ 25
Preferred stock, shares outstanding (in shares)	5,000,000	5,000,000	5,000,000
Preferred stock, shares issued (in shares)	5,000,000	5,000,000	5,000,000
Common stock, $1.00 stated value (usd per share)	$ 1	$ 1	$ 1
Common stock, 100,000,000 shares authorized (in shares)	100,000,000	100,000,000	100,000,000
Common stock, shares issued (in shares)	58,322,775	57,950,803	56,824,911
Treasury stock, (in shares)	720,784	128,912	126,482
Series D Preferred Stock
Preferred stock, liquidation value per share (usd per share)	$ 25	$ 25	$ 25
Preferred stock, shares outstanding (in shares)	5,000,000	5,000,000	5,000,000
Preferred stock, shares issued (in shares)	5,000,000	5,000,000	5,000,000
Series E Preferred Stock
Preferred stock, liquidation value per share (usd per share)	$ 25,000	$ 0	$ 0
Preferred stock, shares outstanding (in shares)	11,500	0	0
Preferred stock, shares issued (in shares)	11,500	0	0

Consolidated Statements Of Inco

Consolidated Statements Of Income (Unaudited) - USD ($) shares in Thousands, $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Interest income
Interest and fees on loans	$ 280,479	$ 314,277	$ 877,064	$ 920,425
Mortgage loans held-for-sale	5,791	3,478	13,720	8,791
Interest bearing deposits with banks	1,181	10,326	7,259	20,832
Federal funds sold and securities purchased under resale agreements	0	310	102	310
Investment securities	21,819	24,758	81,391	80,435
Trading account securities	6	20	26	33
Federal Home Loan Bank and Federal Reserve Bank stock	1,774	1,294	5,116	4,088
Brokerage customer receivables	106	164	361	497
Total interest income	311,156	354,627	985,039	1,035,411
Interest expense
Interest on deposits	39,084	76,168	156,576	204,168
Interest on Federal Home Loan Bank advances	4,947	1,774	13,241	8,417
Interest on other borrowings	3,012	3,466	9,994	10,624
Interest on subordinated notes	5,474	5,470	16,452	10,051
Interest on junior subordinated debentures	2,703	2,897	8,266	9,111
Total interest expense	55,220	89,775	204,529	242,371
Net interest income	255,936	264,852	780,510	793,040
Provision for credit losses	25,026	10,834	213,040	46,038
Net interest income after provision for credit losses	230,910	254,018	567,470	747,002
Non-interest income
Mortgage banking	108,544	50,864	259,194	106,433
Revenue from contracts with customers	42,797	40,834	124,908	120,281
Gains (losses) on investment securities, net	411	710	(3,140)	2,938
Fees from covered call options	0	0	2,292	2,427
Trading gains (losses), net	183	11	(902)	(204)
Operating lease income, net	11,717	12,025	35,486	34,554
Other	13,284	17,556	46,182	48,592
Total non-interest income	170,593	115,137	445,828	294,952
Non-interest expense
Salaries and employee benefits	164,042	141,024	454,960	400,479
Equipment	17,251	13,314	47,931	37,843
Operating lease equipment depreciation	9,425	8,907	27,977	25,994
Occupancy, net	15,830	14,991	50,270	47,157
Data processing	5,689	6,522	24,468	20,251
Advertising and marketing	7,880	13,375	26,446	36,078
Professional fees	6,488	8,037	20,896	19,821
Amortization of other intangible assets	2,701	2,928	8,384	8,827
FDIC insurance	6,772	148	17,988	7,851
OREO expense, net	(168)	1,170	(807)	3,092
Other	28,309	24,138	79,715	71,142
Total non-interest expense	264,219	234,554	758,228	678,535
Income before taxes	137,284	134,601	255,070	363,419
Income tax expense	29,969	35,480	63,284	93,686
Net income	107,315	99,121	191,786	269,733
Preferred stock dividends	10,286	2,050	14,386	6,150
Net income applicable to common shares	$ 97,029	$ 97,071	$ 177,400	$ 263,583
Net income per common share-Basic (usd per share)	$ 1.68	$ 1.71	$ 3.08	$ 4.65
Net income per common share-Diluted (usd per share)	1.67	1.69	3.06	4.60
Cash dividends declared per common share (usd per share)	$ 0.28	$ 0.25	$ 0.84	$ 0.75
Weighted average common shares outstanding (in shares)	57,597	56,690	57,595	56,627
Dilutive potential common shares (in shares)	449	773	469	724
Average common shares and dilutive common shares (in shares)	58,046	57,463	58,064	57,351
Wealth management
Non-interest income
Revenue from contracts with customers	$ 24,957	$ 23,999	$ 73,534	$ 72,115
Service charges on deposit accounts
Non-interest income
Revenue from contracts with customers	$ 11,497	$ 9,972	$ 33,182	$ 28,097

Consolidated Statements Of Comp

Consolidated Statements Of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Statement of Comprehensive Income [Abstract]
Net income	$ 107,315	$ 99,121	$ 191,786	$ 269,733
Unrealized (losses) gains on available-for-sale securities
Before tax	(14,563)	18,231	81,859	82,683
Tax effect	3,881	(4,860)	(21,816)	(22,156)
Net of tax	(10,682)	13,371	60,043	60,527
Reclassification of net gains on available-for-sale securities included in net income
Before tax	50	400	200	856
Tax effect	(14)	(108)	(54)	(230)
Net of tax	36	292	146	626
Reclassification of amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale
Before tax	54	58	178	416
Tax effect	(14)	(16)	(47)	(114)
Net of tax	40	42	131	302
Net unrealized (losses) gains on available-for-sale securities	(10,758)	13,037	59,766	59,599
Unrealized gains (losses) on derivative instruments
Before tax	10,393	(6,848)	(31,167)	(34,012)
Tax effect	(2,770)	1,834	8,325	9,097
Net unrealized gains (losses) on derivative instruments	7,623	(5,014)	(22,842)	(24,915)
Foreign currency adjustment
Before tax	3,716	(1,889)	(3,939)	4,234
Tax effect	(825)	418	852	(923)
Net foreign currency adjustment	2,891	(1,471)	(3,087)	3,311
Total other comprehensive (loss) income	(244)	6,552	33,837	37,995
Comprehensive income	$ 107,071	$ 105,673	$ 225,623	$ 307,728

Consolidated Statements Of Chan

Consolidated Statements Of Changes In Shareholders' Equity (Unaudited) - USD ($) shares in Thousands, $ in Thousands	Total	Preferred stock	Common stock	Surplus	Treasury stock	Retained earnings	Accumulated other comprehensive loss	Cumulative Effect, Period of Adoption, Adjustment	Cumulative Effect, Period of Adoption, AdjustmentRetained earnings
Balance at Dec. 31, 2018	$ 3,267,570	$ 125,000	$ 56,518	$ 1,557,984	$ (5,634)	$ 1,610,574	$ (76,872)	$ (1,531)	$ (1,531)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	269,733					269,733
Other comprehensive income, net of tax	37,995						37,995
Cash dividends declared on common stock	(42,461)					(42,461)
Dividends on preferred stock	(6,150)					(6,150)
Stock-based compensation	8,278			8,278
Common stock issued for:
Exercise of stock options and warrants	3,613		112	4,225	(724)
Restricted stock awards	(441)		144	(144)	(441)
Employee stock purchase plan	2,131		32	2,099
Director compensation plan	1,588		19	1,569
Balance at Sep. 30, 2019	$ 3,540,325	125,000	56,825	1,574,011	(6,799)	1,830,165	(38,877)
Common stock issued for:
Accounting Standards Update [Extensible List]	us-gaap:AccountingStandardsUpdate201708Member
Balance at Jun. 30, 2019	$ 3,446,950	125,000	56,794	1,569,969	(6,650)	1,747,266	(45,429)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	99,121					99,121
Other comprehensive income, net of tax	6,552						6,552
Cash dividends declared on common stock	(14,172)					(14,172)
Dividends on preferred stock	(2,050)					(2,050)
Stock-based compensation	1,995			1,995
Common stock issued for:
Exercise of stock options and warrants	586		17	718	(149)
Restricted stock awards			2	(2)
Employee stock purchase plan	782		11	771
Director compensation plan	561		1	560
Balance at Sep. 30, 2019	3,540,325	125,000	56,825	1,574,011	(6,799)	1,830,165	(38,877)
Balance at Dec. 31, 2019	3,691,250	$ 125,000	57,951	1,650,278	(6,931)	1,899,630	(34,678)	$ (26,717)	$ (26,717)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	191,786					191,786
Other comprehensive income, net of tax	33,837						33,837
Cash dividends declared on common stock	(48,364)					(48,364)
Dividends on preferred stock	(14,386)					(14,386)
Common stock repurchased under authorized program	(37,116)				(37,116)
Stock-based compensation	(1,023)			(1,023)
Issuance of Series E preferred stock (in shares)		287,500
Issuance of Series E preferred stock	277,643			(9,857)
Common stock issued for:
Exercise of stock options and warrants	3,936		105	3,923	(92)
Restricted stock awards	(752)		195	(195)	(752)
Employee stock purchase plan	2,232		52	2,180
Director compensation plan	1,763		20	1,743
Balance at Sep. 30, 2020	$ 4,074,089	$ 412,500	58,323	1,647,049	(44,891)	2,001,949	(841)
Common stock issued for:
Accounting Standards Update [Extensible List]	us-gaap:AccountingStandardsUpdate201613Member
Balance at Jun. 30, 2020	$ 3,990,218	412,500	58,294	1,643,864	(44,891)	1,921,048	(597)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	107,315					107,315
Other comprehensive income, net of tax	(244)						(244)
Cash dividends declared on common stock	(16,128)					(16,128)
Dividends on preferred stock	(10,286)					(10,286)
Stock-based compensation	1,255			1,255
Common stock issued for:
Exercise of stock options and warrants	497		7	490
Restricted stock awards			2	(2)
Employee stock purchase plan	847		20	827
Director compensation plan	615			615
Balance at Sep. 30, 2020	$ 4,074,089	$ 412,500	$ 58,323	$ 1,647,049	$ (44,891)	$ 2,001,949	$ (841)

Consolidated Statements Of Ch_2

Consolidated Statements Of Changes In Shareholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Cash dividends declared per common share (usd per share)	$ 0.28	$ 0.25	$ 0.84	$ 0.75
Series D Preferred Stock
Dividends on preferred stock (usd per share)	0.41	$ 0.41	1.23	$ 1.23
Series E Preferred Stock
Dividends on preferred stock (usd per share)	$ 716.15		$ 716.15

Consolidated Statements Of Cash

Consolidated Statements Of Cash Flows (Unaudited) - USD ($) $ in Thousands	9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019
Operating Activities:
Net income	$ 191,786	$ 269,733
Adjustments to reconcile net income to net cash used for operating activities
Provision for credit losses	213,040	46,038
Depreciation, amortization and accretion, net	71,295	64,838
Stock-based compensation expense	(1,023)	8,278
Net amortization of premium on securities	8,079	4,501
Accretion of discount and deferred fees on loans, net	(60,451)	(17,335)
Mortgage servicing rights fair value change, net	48,497	30,417
Originations and purchases of mortgage loans held-for-sale	(5,653,486)	(3,252,539)
Proceeds from sales of mortgage loans held-for-sale	5,208,962	3,118,102
Bank owned life insurance (BOLI) income	(1,884)	(3,469)
Increase in trading securities, net	(652)	(1,512)
Net increase in brokerage customer receivables	(245)	(2,334)
Gains on mortgage loans sold	(260,622)	(96,631)
Losses (gains) on investment securities, net	3,140	(2,938)
Losses on sales of premises and equipment, net	192	43
Net (gains) losses on sales and fair value adjustments of other real estate owned	(933)	1,823
Increase in accrued interest receivable and other assets, net	(154,912)	(181,144)
Decrease in accrued interest payable and other liabilities, net	(33,935)	(8,826)
Net Cash Used for Operating Activities	(423,152)	(22,955)
Investing Activities:
Proceeds from maturities and calls of available-for-sale securities	1,005,968	391,434
Proceeds from maturities and calls of held-to-maturity securities	698,305	341,912
Proceeds from sales of available-for-sale securities	502,676	905,926
Proceeds from sales of equity securities with readily determinable fair value	6,530	16,200
Proceeds from sales and capital distributions of equity securities without readily determinable fair value	1,691	1,461
Purchases of available-for-sale securities	(1,273,798)	(1,098,566)
Purchases of held-to-maturity securities	(125,220)	(373,394)
Purchases of equity securities with readily determinable fair value	(11,367)	(25,677)
Purchases of equity securities without readily determinable fair value	(3,666)	(1,847)
Purchases of Federal Home Loan Bank and Federal Reserve Bank stock, net	(34,829)	(1,360)
(Purchases of) distributions from investments in partnerships, net	(606)	1,532
Net cash received in business combinations	0	748
Proceeds from sales of other real estate owned	6,937	9,656
Net increase in interest-bearing deposits with banks	(1,662,172)	(1,161,452)
Net increase in loans	(5,174,163)	(1,744,613)
Redemption of BOLI	0	326
Purchases of premises and equipment, net	(54,392)	(51,450)
Net Cash Used for Investing Activities	(6,118,106)	(2,789,164)
Financing Activities:
Increase in deposit accounts, net	5,737,721	2,454,510
Increase in other borrowings, net	91,823	10,950
Increase in Federal Home Loan Bank advances, net	553,500	148,442
Proceeds from the issuance of subordinated notes, net	0	296,617
Proceeds from the issuance of preferred stock, net	277,643	0
Cash payments to settle contingent consideration liabilities recognized in business combinations	(4,523)	(66)
Issuance of common shares resulting from the exercise of stock options, employee stock purchase plan and conversion of common stock warrants	8,023	8,056
Common stock repurchases under authorized program	(37,116)	0
Common stock repurchases for tax withholdings related to stock-based compensation	(844)	(1,165)
Dividends paid	(62,750)	(48,611)
Net Cash Provided by Financing Activities	6,563,477	2,868,733
Net Increase in Cash and Cash Equivalents	22,219	56,614
Cash and Cash Equivalents at Beginning of Period	286,476	392,200
Cash and Cash Equivalents at End of Period	$ 308,695	$ 448,814

Basis of Presentation

Basis of Presentation	9 Months Ended
	Sep. 30, 2020
Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation The interim consolidated financial statements of Wintrust Financial Corporation and its subsidiaries (collectively, “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 interim consolidated financial statements. The accompanying interim 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 interim unaudited 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, 2019 (“ 2019 Form 10-K”). Operating results reported for the period 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 credit losses, including the allowance for loan losses, the allowance for unfunded commitment losses and the allowance for held-to-maturity securities losses, 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 2019 Form 10-K, some of which were superseded by the Company's adoption of certain accounting standards as of January 1, 2020. For further discussion of the Company's adoption of such accounting standards as of January 1, 2020, see Note 2 - “Recent Accounting Developments”.

Recent Accounting Developments

Recent Accounting Developments	9 Months Ended
	Sep. 30, 2020
Accounting Changes and Error Corrections [Abstract]
Recent Accounting Developments	Recent Accounting Developments Allowance for Credit Losses In June 2016, the FASB issued Accounting Standards Update ("ASU") No. 2016-13, “Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments,” to replace the 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 lifetime credit loss estimates. This impacts the calculation of an allowance for credit losses for all financial assets measured under the amortized cost basis, including held-to-maturity debt securities and purchased credit deteriorated ("PCD") assets 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. The FASB has continued to issue various updates to clarify and improve specific areas of ASU No. 2016-13. In November 2018, the FASB issued ASU No. 2018-19, “Codification Improvements to Topic 326, Financial Instruments-Credit Losses,” to clarify the implementation guidance within ASU No. 2016-13 surrounding narrow aspects of Topic 326, including the impact of the guidance on operating lease receivables. In May 2019, FASB issued ASU No. 2019-05, “Financial Instruments - Credit Losses (Topic 326): Targeted Transition Relief," allowing for the irrevocable election of the fair value option for certain financial assets, on an instrument-by-instrument basis, within the scope previously measured at amortized cost basis. In February 2020, the FASB issued ASU No. 2020-02, “Financial Instruments - Credit Losses (Topic 326) and Leases (Topic 842), Amendments to SEC Paragraphs Pursuant to SEC Staff Accounting Bulletin No. 119 and Update to SEC Section on Effective Date Related to Accounting Standards Update No. 2016-02, Leases (Topic 842),” which adds and amends SEC Staff Guidance paragraphs within these Topics in the Codification to reflect the issuance of SEC Staff Accounting Bulletin (SAB) No. 119, which includes the SEC's general statement on measuring current expected credit losses, and information on developing, reporting, and validating a systematic methodology. ASU No. 2020-02 was effective upon issuance. In May 2020, federal and state banking regulators issued the final “Interagency Policy Statement on Allowance for Credit Losses." The policy statement was issued to maintain conformance with GAAP and FASB Accounting Standards Codification ("ASC") Topic 326 and does not prescribe how estimation methods are used, nor how key assumptions are determined. The final guidance describes the measurement of expected credit losses, including the design, documentation, and validation of expected credit loss estimation processes, internal controls over these processes, and the responsibilities of boards of directors and management, in addition to examiner reviews of the allowance for credit losses. The final Policy Statement replaces the existing policy statements related to the allowance for loan and lease losses under the prior incurred loss methodology and was effective upon adoption of ASC Topic 326. The Company adopted ASU No. 2016-13 and all subsequent updates issued to clarify and improve specific areas of this ASU as of January 1, 2020. Guidance was adopted under a modified retrospective approach and, at January 1, 2020, the Company recognized a cumulative-effect adjustment to the allowance for credit losses of $47.4 million representing current expected credit losses on financial instruments. Of this amount, $33.2 million was recorded to the allowance for unfunded commitment losses within accrued interest and other liabilities and $74,000 was recorded to the allowance for held-to-maturity securities losses presented as a reduction to the carrying balance of held-to-maturity debt securities, both on the Company's Consolidated Statements of Condition, with an offsetting amount recorded directly to retained earnings, net of taxes. The remaining $14.2 million cumulative effect adjustment was recorded to the allowance for loan losses, presented separately on the Company's Consolidated Statements of Condition. Of the amount recorded to the allowance for loan losses, $11.0 million related to PCD loans with such offsetting amount added directly to the carrying balance of the loans and the remaining $3.2 million not related to PCD loans recorded directly to retained earnings, net of taxes, on the Company's Consolidated Statements of Condition. Further, as noted above, certain accounting policy elections are available under the new rules. The Company utilized the following approach to such elections: • The Company elected to not measure an allowance for credit losses on accrued interest as such accrued interest is written off in a timely manner when deemed uncollectible. Any such write-off of accrued interest will reverse previously recognized interest income. • The Company elected to not include accrued interest within presentation and disclosures of the carrying amount of financial assets held at amortized cost. This election is applicable to the various disclosures included within the Company's financial statements. Accrued interest related to financial assets held at amortized cost is included within accrued interest receivable and other assets within the Company's Consolidated Statements of Condition and totaled $116.9 million at September 30, 2020. • The Company elected to estimate expected credit losses by measuring the face amount or unpaid principal balance component of the amortized cost basis of a financial asset separately from other components such as premiums, discount and deferred fees and costs. • The Company elected to not maintain current accounting policies for existing purchase credit impaired ("PCI") financial assets. Upon adoption, such assets were considered PCD assets and measured accordingly under the new rules. See Note 7 - Allowance for Credit Losses for further information on the Company’s current expected credit losses methodology. Legislation and Regulations Issued as a Result of the COVID-19 Pandemic On March 27, 2020, the President of the United States signed the Coronavirus Aid, Relief, and Economic Security Act (the "CARES Act" or the "Act"), which provides entities with optional temporary relief from certain accounting and financial reporting requirements under U.S. GAAP. Section 4013 of the CARES Act allows financial institutions to suspend application of certain current troubled debt restructuring ("TDR") accounting guidance under ASC 310-40 for loan modifications related to the COVID-19 pandemic made between March 1, 2020 and the earlier of December 31, 2020 or 60 days after the end of the COVID-19 national emergency, provided certain criteria are met. This relief can be applied to loan modifications for borrowers that were not more than 30 days past due as of December 31, 2019 and to loan modifications that defer or delay the payment of principal or interest, or change the interest rate on the loan. The Company chose to apply this relief to eligible loan modifications. In April 2020, federal and state banking regulators issued the Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus to provide separate relief, specifically indicating that if a modification is either short-term (e.g., six months) or mandated by a federal or state government in response to the COVID-19 pandemic, the borrower is not considered to be experiencing financial difficulty and thus does not represent a TDR under ASC 310-40. Additionally, in August 2020, regulators issued the Joint Statement on Additional Loan Accommodations Related to COVID-19 Event to provide prudent risk management and consumer protection principles for financial institutions to consider while working with borrowers as loans near the end of initial loan accommodation periods applicable during the COVID-19 pandemic. The Company continues to prudently work with borrowers negatively impacted by the COVID-19 pandemic while managing credit risks and recognizing appropriate allowance for credit losses on its loan portfolio. The CARES Act also provided financial institutions with the option to defer adoption of ASU No. 2016-13 until the earlier of the date the COVID-19 national emergency comes to an end or December 31, 2020. The Company did not elect to defer adoption and elected to adopt ASU No. 2016-13 and all subsequent updates issued to clarify and improve specific areas of this ASU as of January 1, 2020. The business tax provisions of the Act include temporary changes to income and non-income based tax laws, including immediate recovery of qualified improvement property costs and acceleration of Alternative Minimum Tax ("AMT") credits. These provisions are not expected to have a material impact on the Company's deferred taxes. Income Taxes In December 2019, the FASB issued ASU No. 2019-12, "Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes," to simplify the accounting for income taxes by removing certain exceptions to the general principles of ASC 740. The guidance also improves consistent application by clarifying and amending existing guidance from ASC 740. This guidance is effective for fiscal years beginning after December 15, 2020, including interim periods therein and is to be applied on a retrospective, modified retrospective or prospective approach, depending on the specific amendment. Early adoption is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. Investment Securities In January 2020, the FASB issued ASU No. 2020-01, “Clarifying the Interactions Between Investments-Equity Securities (ASC Topic 321), Investments-Equity Method and Joint Ventures (ASC Topic 323), and Derivatives and Hedging (ASC Topic 815),” which amends ASC 323, Investments-Equity Method & Joint Ventures to clarify that an entity should consider observable transactions that require it to either apply or discontinue using the equity method of accounting for purposes of applying the measurement alternative in accordance with ASC 321, Investments-Equity Securities, immediately before applying or discontinuing the equity method under ASC 323. The guidance also amends ASC 815, Derivatives & Hedging, to clarify that, when determining the accounting for certain non-derivative forward contracts and purchased options, an entity should not consider how to account for the resulting investments upon eventual settlement or exercise, and that an entity should evaluate the remaining characteristics in accordance with ASC 815 to determine the accounting for those forward contracts and purchased options. This guidance is effective for fiscal years beginning after December 15, 2020, including interim periods therein, and is to be applied under a prospective approach. Early adoption is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. Codification Improvements to Financial Instruments In March 2020, the FASB issued ASU No. 2020-03, “Codification Improvements to Financial Instruments,” to clarify and improve various aspects of financial instruments guidance, including amending ASC 326, Financial Instruments-Credit Losses, to align the contractual term used to measure expected credit losses for a lease to be consistent with the lease term determined under ASC 842, Leases, and amending ASC 860, Transfers and Servicing, to clarify that, when an entity regains control of financial assets previously sold, an allowance for credit losses should be recognized in accordance with ASC 326. The guidance also amends ASC 820, Fair Value Measurement, to clarify the applicability of the portfolio exception to non-financial items accounted for as derivatives, and amends ASC 942, Financial Services, to clarify the applicability of certain disclosure requirements in ASC 320, Investments-Debt Securities, to depository and lending institutions. Amendments to clarify Codification sections relevant to the accounting for certain fees and costs related to exchanges or modifications of debt instruments within ASC 470, Debt, is also provided. As the Company has already adopted the standards amended by this ASU, this guidance is effective upon issuance. Amendments to ASC 326 were applied under a modified retrospective approach through a cumulative-effect adjustment recognized by the Company directly to retained earnings on the Company's Consolidated Statements of Condition. Adoption of this guidance did not have a material impact on the Company’s consolidated financial statements. Reference Rate Reform In March 2020, the FASB issued ASU No. 2020-04, “Reference Rate Reform (Topic 848),” which provides temporary optional relief for contracts modified as a result of reference rate reform meeting certain modification criteria, generally allowing an entity to account for contract modifications occurring due to reference rate reform as an event that does not require contract remeasurement or reassessment of a previous accounting determination at the modification date. The guidance also includes temporary optional expedients intended to provide relief from various hedge effectiveness requirements for hedging relationships affected by reference rate reform, provided certain criteria are met, and allows a one-time election to sell or transfer to either available-for-sale or trading any held-to-maturity ("HTM") debt securities that refer to an interest rate affected by reference rate reform and were classified as HTM prior to January 1, 2020. This guidance is effective upon issuance and can be applied prospectively, with certain exceptions, through December 31, 2022. The Company continues to evaluate the impact of adopting this new guidance on its consolidated financial statements. Debt In August 2020, the FASB issued ASU No. 2020-06, “Debt-Debt with Conversion and Other Options (Subtopic 470-20) and Derivatives and Hedging-Contracts in Entity’s Own Equity (Subtopic 815-40): Accounting for Convertible Instruments and Contracts in an Entity’s Own Equity,” which includes provisions for reducing the number of accounting models used in accounting for convertible debt instruments and convertible preferred stock, amending derivatives and earnings-per-share (EPS) guidance and expanding disclosures for convertible debt instruments and EPS. This guidance is effective for fiscal years beginning after December 15, 2021, including interim periods therein, and is to be applied under either a full or modified retrospective approach. Early adoption is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. SEC Amendments to Financial Disclosures about Acquired and Disposed Businesses In May 2020, the SEC issued a final rule on “Amendments to Financial Disclosures about Acquired and Disposed Businesses,” which provides for specific disclosure changes, including revising the investment and income significance tests, conforming the significance threshold and tests for a disposed business to those used for an acquired business, permitting abbreviated financial statements for certain acquisitions of a component of an entity, and reducing the maximum number of years for which financial statements are required for acquired businesses from three years to two years, among other amendments. This guidance is effective on January 1, 2021 and early compliance is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. SEC Update of Statistical Disclosures for Bank and Savings and Loan Registrants In September 2020, the SEC issued a final rule on the “Update of Statistical Disclosures for Bank and Savings and Loan Registrants,” which adopts rules to update statistical disclosure requirements for banking registrants. The amendments update and expand the disclosures that registrants are required to provide, codify certain Industry Guide 3 disclosure items and eliminate other Guide 3 disclosures that overlap with SEC rules, GAAP or IFRS standards. In addition, Guide 3 is being rescinded and replaced with a new subpart of Regulation S-K. The SEC ruling is applicable to fiscal years beginning after December 15, 2021 and early compliance is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements.

Business Combinations and Asset

Business Combinations and Asset Acquisitions	9 Months Ended
	Sep. 30, 2020
Business Combinations And Asset Acquisitions [Abstract]
Business Combinations and Asset Acquisitions	Business Combinations and Asset Acquisitions Bank Acquisitions On November 1, 2019, the Company completed its acquisition of SBC, Incorporated ("SBC"). SBC was the parent company of Countryside Bank. Through this business combination, the Company acquired Countryside Bank's six banking offices located in Countryside, Burbank, Darien, Homer Glen, Oak Brook and Chicago, Illinois. As of the acquisition date, the Company acquired approximately $619.8 million in assets, including approximately $423.0 million in loans, and approximately $507.8 million in deposits. The Company recorded goodwill of approximately $40.3 million related to the acquisition. On October 7, 2019, the Company completed its acquisition of STC Bancshares Corp. ("STC"). STC was the parent company of STC Capital Bank. Through this business combination, the Company acquired STC Capital Bank's five banking offices located in the communities of St. Charles, Geneva and South Elgin, Illinois. As of the acquisition date, the Company acquired approximately $250.1 million in assets, including approximately $174.3 million in loans, and approximately $201.2 million in deposits. The Company recorded goodwill of approximately $19.1 million related to the acquisition. On May 24, 2019, the Company completed its acquisition of Rush-Oak Corporation ("ROC"). ROC was the parent company of Oak Bank. Through this business combination, the Company acquired Oak Bank's one banking location in Chicago, Illinois, as well as approximately $223.4 million in assets, including loans with a fair value of approximately $124.7 million , and deposits with a fair value of approximately $161.2 million . The Company recorded goodwill of $11.7 million on the acquisition.

Cash and Cash Equivalents

Cash and Cash Equivalents	9 Months Ended
	Sep. 30, 2020
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. These items are included within the Company’s Consolidated Statements of Condition as cash and due from banks, and federal funds sold and securities purchased under resale agreements.

Investment Securities

Investment Securities	9 Months Ended
	Sep. 30, 2020
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Investment Securities The following tables are a summary of the investment securities portfolios as of the dates shown: September 30, 2020 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available-for-sale securities U.S. Treasury $ 279,903 $ 206 $ (1 ) $ 280,108 U.S. Government agencies 172,951 5,715 — 178,666 Municipal 150,333 3,996 (134 ) 154,195 Corporate notes: Financial issuers 106,764 455 (4,110 ) 103,109 Other 1,000 26 — 1,026 Mortgage-backed: (1) Mortgage-backed securities 2,121,423 94,543 (11 ) 2,215,955 Collateralized mortgage obligations 13,036 365 (1 ) 13,400 Total available-for-sale securities $ 2,845,410 $ 105,306 $ (4,257 ) $ 2,946,459 Held-to-maturity securities U.S. Government agencies $ 349,415 $ 4,396 $ — $ 353,811 Municipal 210,915 11,339 (118 ) 222,136 Total held-to-maturity securities $ 560,330 $ 15,735 $ (118 ) $ 575,947 Less: Allowance for credit losses (2) (63 ) Held-to-maturity securities, net of allowance for credit losses $ 560,267 Equity securities with readily determinable fair value $ 53,250 $ 1,537 $ (389 ) $ 54,398 (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime. (2) As of January 1, 2020, the Company adopted ASU 2016-13 related to credit losses on financial assets held at amortized cost. As a result of such adoption, the Company measured an allowance for credit losses related to lifetime expected credit losses on held-to-maturity investment securities. December 31, 2019 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 120,275 $ 813 $ — $ 121,088 U.S. Government agencies 365,639 3,557 (3,754 ) 365,442 Municipal 141,701 3,785 (168 ) 145,318 Corporate notes: Financial issuers 97,051 761 (4,002 ) 93,810 Other 1,000 31 — 1,031 Mortgage-backed: (1) Mortgage-backed securities 2,328,383 21,240 (3,013 ) 2,346,610 Collateralized mortgage obligations 32,775 280 (140 ) 32,915 Total available-for-sale securities $ 3,086,824 $ 30,467 $ (11,077 ) $ 3,106,214 Held-to-maturity securities U.S. Government agencies $ 902,974 $ 2,159 $ (5,460 ) $ 899,673 Municipal 231,426 7,536 (239 ) 238,723 Total held-to-maturity securities $ 1,134,400 $ 9,695 $ (5,699 ) $ 1,138,396 Equity securities with readily determinable fair value $ 48,044 $ 3,511 $ (715 ) $ 50,840 (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime. September 30, 2019 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 220,756 $ 914 $ — $ 221,670 U.S. Government agencies 221,891 3,569 (1 ) 225,459 Municipal 141,311 4,896 (103 ) 146,104 Corporate notes: Financial issuers 97,058 126 (4,233 ) 92,951 Other 1,000 53 — 1,053 Mortgage-backed: (1) Mortgage-backed securities 1,529,749 18,682 (1,762 ) 1,546,669 Collateralized mortgage obligations 35,880 370 (97 ) 36,153 Total available-for-sale securities $ 2,247,645 $ 28,610 $ (6,196 ) $ 2,270,059 Held-to-maturity securities U.S. Government agencies $ 859,011 $ 3,310 $ (2,187 ) $ 860,134 Municipal 236,791 8,211 (233 ) 244,769 Total held-to-maturity securities $ 1,095,802 $ 11,521 $ (2,420 ) $ 1,104,903 Equity securities with readily determinable fair value $ 43,941 $ 2,794 $ (649 ) $ 46,086 (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime. Equity securities without readily determinable fair values totaled $30.0 million as of September 30, 2020 . Equity securities without readily determinable fair values are included as part of accrued interest receivable and other assets in the Company's Consolidated Statements of Condition. The Company monitors its equity investments without readily determinable fair values to identify potential transactions that may indicate an observable price change in orderly transactions for the identical or a similar investment of the same issuer, requiring adjustment to its carrying amount. The Company recorded no upward adjustments related to such observable price changes for the three months ended September 30, 2020 and a $393,000 upward adjustment for the nine months ended September 30, 2020. No downward adjustments on such securities were recorded for the three and nine month periods ended September 30, 2020. The Company conducts a quarterly assessment of its equity securities without readily determinable fair values to determine whether impairment exists in such securities, considering, among other factors, the nature of the securities, financial condition of the issuer and expected future cash flows. During the three months ended September 30, 2020 , the Company recorded no impairment of equity securities without readily determinable fair values and $2.1 million of impairment during the nine month period ending September 30, 2020. The following table presents the portion of the Company’s available-for-sale investment securities portfolios that have gross unrealized losses, reflecting the length of time that individual securities have been in a continuous unrealized loss position at September 30, 2020 : 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 $ 109,968 $ (1 ) $ — $ — $ 109,968 $ (1 ) U.S. Government agencies — — — — — — Municipal 38,446 (132 ) 113 (2 ) 38,559 (134 ) Corporate notes: Financial issuers — — 69,869 (4,110 ) 69,869 (4,110 ) Other — — — — — — Mortgage-backed: Mortgage-backed securities 989 (10 ) 62 (1 ) 1,051 (11 ) Collateralized mortgage obligations — — 348 (1 ) 348 (1 ) Total available-for-sale securities $ 149,403 $ (143 ) $ 70,392 $ (4,114 ) $ 219,795 $ (4,257 ) The Company conducts a regular assessment of its investment securities to determine whether securities are experiencing credit losses. Factors for consideration include the nature of the securities, credit ratings or financial condition of the issuer, the extent 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 available-for-sale securities with unrealized losses at September 30, 2020 to be experiencing credit losses and recognized no resulting allowance for credit losses for such individually assessed credit losses. 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. Available-for-sale securities with continuous unrealized losses existing for more than twelve months were primarily corporate notes. See Note 7—Allowance for Credit Losses for further discussion regarding any credit losses associated with held-to-maturity securities at September 30, 2020 . The following table provides information as to the amount of gross gains and losses, adjustments and impairment on investment securities recognized in earnings and proceeds received through the sale or call of investment securities: Three months ended September 30, Nine months ended September 30, (Dollars in thousands) 2020 2019 2020 2019 Realized gains on investment securities $ 78 $ 801 $ 725 $ 1,348 Realized losses on investment securities (28 ) (5 ) (525 ) (96 ) Net realized gains on investment securities 50 796 200 1,252 Unrealized gains on equity securities with readily determinable fair value 471 165 2,118 2,299 Unrealized losses on equity securities with readily determinable fair value (110 ) (251 ) (3,766 ) (460 ) Net unrealized gains (losses) on equity securities with readily determinable fair value 361 (86 ) (1,648 ) 1,839 Upward adjustments of equity securities without readily determinable fair values — — 393 110 Downward adjustments of equity securities without readily determinable fair values — — — — Impairment of equity securities without readily determinable fair values — — (2,085 ) (263 ) Adjustment and impairment, net, of equity securities without readily determinable fair values — — (1,692 ) (153 ) Other than temporary impairment charges (1) — — — — Gains (losses) on investment securities, net $ 411 $ 710 $ (3,140 ) $ 2,938 Proceeds from sales of available-for-sale securities (2) $ — $ 238,008 $ 502,676 $ 905,926 Proceeds from sales of equity securities with readily determinable fair value 2,500 5,200 6,530 16,200 Proceeds from sales and capital distributions of equity securities without readily determinable fair value 1,247 852 1,691 1,461 (1) Applicable to periods prior to the adoption of ASU 2016-13. (2) Includes proceeds from available-for-sale securities sold in accordance with written covered call options sold to a third party. The amortized cost and fair value of available-for-sale and held-to-maturity investment securities as of September 30, 2020 , December 31, 2019 and September 30, 2019 , 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: September 30, 2020 December 31, 2019 September 30, 2019 (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 $ 338,702 $ 338,954 $ 183,996 $ 185,035 $ 201,572 $ 201,866 Due in one to five years 76,843 78,843 62,679 64,064 141,319 143,804 Due in five to ten years 108,688 105,968 186,683 184,666 200,118 198,250 Due after ten years 186,718 193,339 292,308 292,924 139,007 143,317 Mortgage-backed 2,134,459 2,229,355 2,361,158 2,379,525 1,565,629 1,582,822 Total available-for-sale securities $ 2,845,410 $ 2,946,459 $ 3,086,824 $ 3,106,214 $ 2,247,645 $ 2,270,059 Held-to-maturity securities Due in one year or less $ 6,911 $ 6,942 $ 6,061 $ 6,074 $ 7,748 $ 7,749 Due in one to five years 21,392 21,999 28,697 28,986 28,138 28,335 Due in five to ten years 144,468 151,175 213,104 216,957 231,021 235,138 Due after ten years 387,559 395,831 886,538 886,379 828,895 833,681 Total held-to-maturity securities $ 560,330 $ 575,947 $ 1,134,400 $ 1,138,396 $ 1,095,802 $ 1,104,903 Less: Allowance for credit losses (1) (63 ) Held-to-maturity securities, net of allowance for credit losses $ 560,267 (1) As of January 1, 2020, the Company adopted ASU 2016-13 related to credit losses on financial assets held at amortized cost. As a result of such adoption, the Company measured an allowance for credit losses as of September 30, 2020 related to lifetime expected credit losses on held-to-maturity investment securities. Securities having a carrying value of $3.0 billion at September 30, 2020 as well as securities having a carrying value of $1.7 billion and $1.9 billion at December 31, 2019 and September 30, 2019 , respectively, were pledged as collateral for public deposits, trust deposits, Federal Home Loan Bank ("FHLB") advances and available lines of credit, securities sold under repurchase agreements and derivatives. At September 30, 2020 , there were no securities of a single issuer, other than U.S. Government-sponsored agency securities, which exceeded 10% of shareholders’ equity.

Loans

Loans	9 Months Ended
	Sep. 30, 2020
Loans and Leases Receivable Disclosure [Abstract]
Loans	Loans The following table shows the Company’s loan portfolio by category as of the dates shown: September 30, December 31, September 30, (Dollars in thousands) 2020 2019 2019 Balance: Commercial $ 12,276,999 $ 8,285,920 $ 8,195,602 Commercial real estate 8,423,142 8,020,276 7,448,667 Home equity 446,274 513,066 512,303 Residential real estate 1,384,810 1,354,221 1,218,666 Premium finance receivables Commercial insurance 4,060,144 3,442,027 3,449,950 Life insurance 5,488,832 5,074,602 4,795,496 Consumer and other 55,354 110,178 89,487 Total loans, net of unearned income $ 32,135,555 $ 26,800,290 $ 25,710,171 Mix: Commercial 39 % 31 % 32 % Commercial real estate 26 30 29 Home equity 1 2 2 Residential real estate 4 5 5 Premium finance receivables Commercial insurance 13 13 13 Life insurance 17 19 19 Consumer and other 0 0 0 Total loans, net of unearned income 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. Additionally, to provide short-term relief due to macroeconomic deterioration from the COVID-19 pandemic to small businesses within such market areas, the Company originated loans through the Paycheck Protection Program ("PPP"), an expansion of guaranteed lending under Section 7(a) of the Small Business Act within the CARES Act. As of September 30, 2020, the Company's commercial portfolio included approximately $3.4 billion of such PPP loans. 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 $108.5 million at September 30, 2020 , $118.4 million at December 31, 2019 and $117.5 million at September 30, 2019 . Total loans, excluding PCD loans, include net deferred loan fees and costs and fair value purchase accounting adjustments totaling $(42.3) million at September 30, 2020 , $9.1 million at December 31, 2019 and $8.9 million at September 30, 2019 . Prior to January 1, 2020, PCI loans were recorded net of credit discounts. See “PCI Loans” below. Net deferred fees as of September 30, 2020 includes $49.3 million of net deferred fees paid by the Small Business Administration ("SBA") for loans originated under PPP. As PPP loans share similar characteristics (loan terms), and prepayments are considered probable and can reasonably be estimated due to terms of the program, the Company considers estimated future principal prepayments in recognizing such deferred fee for determining a constant effective yield on the portfolio of loans. 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. PCI Loans Prior to January 1, 2020, PCI loans were aggregated into pools by common risk characteristics for accounting purposes, including recognition of interest income on a pool basis. Measurement of any allowance for loan losses on these loans were offset by the remaining credit discount related to the pool. Changes in expected cash flows would vary from period to period as the Company periodically updated 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, included changes in the benchmark interest rate indices for variable-rate products and changes in prepayment assumptions and loss estimates. As a result of the implementation of ASU No. 2016-13, beginning in the first quarter of 2020, PCI loans transitioned to a classification of PCD, which no longer maintains the prior pools and related accounting concepts. The following tables present the required disclosures for PCI loans before the adoption of ASU No. 2016-13. Acquired Loan Information at Acquisition—PCI Loans The following table presents the unpaid principal balance and carrying value for these acquired loans: December 31, 2019 (In thousands) Unpaid Carrying PCI loans $ 455,784 $ 425,372 Accretable Yield Activity - PCI Loans The following table provides activity for the accretable yield of PCI loans as of September 30, 2019 : Three Months Ended Nine Months Ended (In thousands) September 30, September 30, Accretable yield, beginning balance $ 34,289 $ 34,876 Acquisitions — 1,874 Accretable yield amortized to interest income (4,266 ) (12,179 ) Reclassification from non-accretable difference (1) 184 2,190 Increases in interest cash flows due to payments and changes in interest rates 1,164 4,610 Accretable yield, ending balance $ 31,371 $ 31,371 (1) Reclassification is the result of subsequent increases in expected principal cash flows.

Allowance for Credit Losses

Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2020
Credit Loss [Abstract]
Allowance for Credit Losses	Allowance for Credit Losses In accordance with ASC 326, the Company is required to measure the allowance for credit losses of financial assets with similar risk characteristics on a collective or pooled basis. In considering the segmentation of financial assets measured at amortized cost into pools, the Company considered various risk characteristics in its analysis. Generally, the segmentation utilized represents the level at which the Company develops and documents its systematic methodology to determine the allowance for credit losses for the financial asset held at amortized cost, specifically the Company's loan portfolio and debt securities classified as held-to-maturity. Below is a summary of the Company's loan portfolio segments and major debt security types: Commercial loans, including PPP loans: The Company makes commercial loans for many purposes, including working capital lines and leasing arrangements, that are generally renewable annually and supported by business assets, personal guarantees and additional collateral. Underlying collateral includes receivables, inventory, enterprise value and the assets of the business. Commercial business lending is generally considered to involve a slightly higher degree of risk than traditional consumer bank lending. This portfolio includes a range of industries, including manufacturing, restaurants, franchise, professional services, equipment finance and leasing, mortgage warehouse lending and industrial. The Company also originates loans through PPP. Administered by the SBA, PPP provides short-term relief primarily related to the disruption from COVID-19 to companies and non-profits that meet the SBA’s definition of an eligible small business. Under the program, the SBA will forgive all or a portion of the loan if, during a certain period, loans are used for qualifying expenses. If all or a portion of the loan is not forgiven, the borrower is responsible for repayment. PPP loans are fully guaranteed by the SBA, including any portion not forgiven. The SBA guarantee exists at the inception of the loan and throughout its life and is not separated from the loan if the loan is subsequently sold or transferred. As it is not considered a freestanding contract, the Company considers the impact of the SBA guarantee when measuring the allowance for credit losses. Commercial real estate loans, including construction and development, and non-construction: The Company's commercial real estate loans are generally secured by a first mortgage lien and assignment of rents on the underlying property. Since most of the Company's bank branches are located in the Chicago metropolitan area and southern Wisconsin, a significant portion of the Company's commercial real estate loan portfolio is located in this region. As the risks and circumstances of such loans in construction phase vary from that of non-construction commercial real estate loans, the Company assessed the allowance for credit losses separately for these two segments. Home equity loans: The Company's home equity loans and lines of credit are primarily originated by each of the bank subsidiaries in their local markets where there is a strong understanding of the underlying real estate value. The Company's banks monitor and manage these loans, and conduct an automated review of all home equity loans and lines of credit at least twice per year. The banks subsidiaries use this information to manage loans that may be higher risk and to determine whether to obtain additional credit information or updated property valuations. In a limited number of cases, the Company may issue home equity credit together with first mortgage financing, and requests for such financing are evaluated on a combined basis. Residential real estate loans: The Company's residential real estate portfolio predominantly includes one- to four-family adjustable rate mortgages that have repricing terms generally from one to three years, construction loans to individuals and bridge financing loans for qualifying customers. The Company's adjustable rate mortgages relate to properties located principally in the Chicago metropolitan area and southern Wisconsin or vacation homes owned by local residents. The Company believes that since this loan portfolio consists primarily of locally originated loans, and since the majority of the borrowers are longer-term customers with lower LTV ratios, the Company faces a relatively low risk of borrower default and delinquency. It is not the Company's current practice to underwrite, and there are no plans to underwrite subprime, Alt A, no or little documentation loans, or option ARM loans. Premium finance receivables: The Company makes loans to businesses to finance the insurance premiums they pay on their commercial insurance policies. The loans are indirectly originated by working through independent medium and large insurance agents and brokers located throughout the United States and Canada. The insurance premiums financed are primarily for commercial customers’ purchases of liability, property and casualty and other commercial insurance. This lending involves relatively rapid turnover of the loan portfolio and high volume of loan originations. The Company performs ongoing credit and other reviews of the agents and brokers to mitigate against the risk of fraud. The Company also originates life insurance premium finance receivables. These loans are originated directly with the borrowers with assistance from life insurance carriers, independent insurance agents, financial advisors and legal counsel. The life insurance policy is the primary form of collateral. In addition, these loans often are secured with a letter of credit, marketable securities or certificates of deposit. In some cases, the Company may make a loan that has a partially unsecured position. Consumer and other loans: Included in the consumer and other loan category is a wide variety of personal and consumer loans to individuals. The Company originates consumer loans in order to provide a wider range of financial services to their customers. Consumer loans generally have shorter terms and higher interest rates than mortgage loans but generally involve more credit risk than mortgage loans due to the type and nature of the collateral. U.S. government agency securities: This security type includes debt obligations of certain government-sponsored entities of the U.S. government such as the Federal Home Loan Bank, Federal Agricultural Mortgage Corporation, Federal Farm Credit Banks Funding Corporation and Fannie Mae. Such securities often contain an explicit or implicit guarantee of the U.S. government. Municipal securities: The Company's municipal securities portfolio include bond issues for various municipal government entities located throughout the United States, including the Chicago metropolitan area and southern Wisconsin, some of which are privately placed and non-rated. Though the risk of loss is typically low, including within the Company, default history exists on municipal securities within the United States. The tables below show the aging of the Company’s loan portfolio by the segmentation noted above at September 30, 2020 , December 31, 2019 and September 30, 2019 . For periods prior to January 1, 2020, PCI loans are disclosed in segmentation consistent with that discussed above for comparative purposes. For accounting purposes, including recognition of interest income, PCI loans were aggregated into pools by common risk characteristics separate from non-acquired loans. As a result of the implementation of ASU 2016-13, beginning in the first quarter of 2020, PCI loans transitioned to a classification of purchased financial assets with credit deterioration ("PCD"), which no longer maintains the prior pools and related accounting concepts. Recognition of interest income on PCD loans is considered at the individual asset level following the Company's accrual policies, instead of based upon the entire pool of loans. As a result, such PCD loans are included within nonaccrual status, if applicable. As of September 30, 2020 90+ days and still accruing 60-89 days past due 30-59 days past due (In thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other, excluding PPP loans $ 42,036 $ — $ 2,168 $ 48,271 $ 8,805,511 $ 8,897,986 Commercial PPP loans — — — — 3,379,013 3,379,013 Commercial real estate Construction and development 10,980 — — 12,150 1,310,019 1,333,149 Non-construction 57,835 — 8,299 41,312 6,982,547 7,089,993 Home equity 6,329 — 70 1,148 438,727 446,274 Residential real estate 22,069 — 814 2,443 1,359,484 1,384,810 Premium finance receivables Commercial insurance loans 21,080 12,177 7,495 18,839 4,000,553 4,060,144 Life insurance loans — — 30,791 61,893 5,396,148 5,488,832 Consumer and other 422 175 273 493 53,991 55,354 Total loans, net of unearned income $ 160,751 $ 12,352 $ 49,910 $ 186,549 $ 31,725,993 $ 32,135,555 As of December 31, 2019 90+ days and still accruing 60-89 days past due 30-59 days past due (In thousands) Nonaccrual Current Total Loans Loan Balances: (1) Commercial Commercial, industrial and other, excluding PPP loans $ 37,224 $ 1,855 $ 3,275 $ 77,324 $ 8,166,242 $ 8,285,920 Commercial PPP loans — — — — — — Commercial real estate Construction and development 2,112 3,514 5,292 48,964 1,223,567 1,283,449 Non-construction 24,001 11,432 26,254 48,603 6,626,537 6,736,827 Home equity 7,363 — 454 3,533 501,716 513,066 Residential real estate 13,797 5,771 3,089 18,041 1,313,523 1,354,221 Premium finance receivables Commercial insurance loans 20,590 11,517 12,119 18,783 3,379,018 3,442,027 Life insurance loans 590 — — 32,559 5,041,453 5,074,602 Consumer and other 231 287 40 344 109,276 110,178 Total loans, net of unearned income $ 105,908 $ 34,376 $ 50,523 $ 248,151 $ 26,361,332 $ 26,800,290 As of September 30, 2019 90+ days and still accruing 60-89 days past due 30-59 days past due (In thousands) Nonaccrual Current Total Loans Loan Balances: (1) Commercial Commercial, industrial and other, excluding PPP loans $ 43,931 $ 382 $ 12,860 $ 51,487 $ 8,086,942 $ 8,195,602 Commercial PPP loans — — — — — — Commercial real estate Construction and development 2,024 576 88 7,050 1,032,473 1,042,211 Non-construction 19,533 4,416 9,541 26,048 6,346,918 6,406,456 Home equity 7,920 — 95 3,100 501,188 512,303 Residential real estate 13,447 3,244 1,868 1,433 1,198,674 1,218,666 Premium finance receivables Commercial insurance loans 15,950 10,612 8,853 16,972 3,397,563 3,449,950 Life insurance loans 590 — 17,753 27,795 4,749,358 4,795,496 Consumer and other 224 117 55 272 88,819 89,487 Total loans, net of unearned income $ 103,619 $ 19,347 $ 51,113 $ 134,157 $ 25,401,935 $ 25,710,171 (1) Includes PCD loans and, for periods prior to the adoption of ASU 2016-13, PCI loans. PCI loans represented loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. Loan agings disclosed in comparative periods are based upon contractually required payments. As a result of the adoption of ASU 2016-13, the Company transitioned all previously classified PCI loans to PCD loans effective January 1, 2020. Credit Quality Indicators Credit quality indicators, specifically the Company's internal risk rating systems, reflect how the Company monitors credit losses and represents factors used by the Company when measuring the allowance for credit losses. The following discusses the Company's credit quality indicators by financial asset. Loan portfolios 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 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. These credit risk ratings are also an important aspect of the Company's allowance for credit losses measurement methodology. The credit risk rating structure and classifications are shown below: Pass (risk rating 1 to 5): Based on various factors (liquidity, leverage, etc.), the Company believes asset quality is acceptable and is deemed to not require additional monitoring by the Company. Special mention (risk rating 6): Assets in this category are currently protected, potentially weak, but not to the point of substandard classification. Loss potential is moderate if corrective action is not taken. Substandard accrual (risk rating 7): Assets in this category have well defined weaknesses that jeopardize the liquidation of the debt. Loss potential is distinct but with no discernible impairment. Substandard nonaccrual/doubtful (risk rating 8 and 9): Assets have all the weaknesses in those classified “substandard accrual” with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of current existing facts, conditions, and values, improbable. Loss/fully charged-off (risk rating 10): Assets in this category are considered fully uncollectible. As such, these assets have no carrying balance on the Company's Consolidated Statements of Condition. 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 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 and, as a result, no longer share similar risk characteristics as its related pool. If that is the case, the individual loan is considered collateral dependent and individually assessed for an allowance for credit loss. The Company’s individual assessment 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 or a charge-off. If the Company determines 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. In determining the appropriate charge-off for collateral-dependent loans, the Company considers the results of appraisals for the associated collateral. The table below shows the Company’s loan portfolio by credit quality indicator and year of origination at September 30, 2020 : As of September 30, 2020 Year of Origination Revolving Total (In thousands) 2020 2019 2018 2017 2016 Prior Revolving to Term Loans Loan Balances: Commercial, industrial and other Pass $ 1,380,874 $ 1,246,209 $ 978,844 $ 688,865 $ 349,659 $ 554,865 $ 2,755,857 $ 17,970 $ 7,973,143 Special mention 38,670 115,731 75,859 69,144 53,537 21,993 128,730 138 503,802 Substandard accrual 15,054 134,060 74,803 43,066 13,169 31,280 66,437 1,136 379,005 Substandard nonaccrual/doubtful 1,254 1,027 4,483 6,143 7,517 12,285 9,045 282 42,036 Total commercial, industrial and other $ 1,435,852 $ 1,497,027 $ 1,133,989 $ 807,218 $ 423,882 $ 620,423 $ 2,960,069 $ 19,526 $ 8,897,986 Commercial PPP Pass $ 3,379,013 $ — $ — $ — $ — $ — $ — $ — $ 3,379,013 Special mention — — — — — — — — — Substandard accrual — — — — — — — — — Substandard nonaccrual/doubtful — — — — — — — — — Total commercial PPP $ 3,379,013 $ — $ — $ — $ — $ — $ — $ — $ 3,379,013 Construction and development Pass $ 176,894 $ 454,031 $ 255,974 $ 157,559 $ 82,421 $ 63,379 $ 22,358 $ — $ 1,212,616 Special mention — 20,058 48,593 13,842 2,741 6,862 — — 92,096 Substandard accrual — 1,194 9,848 3,562 — 2,853 — — 17,457 Substandard nonaccrual/doubtful — — 3,312 2,917 1,072 3,679 — — 10,980 Total construction and development $ 176,894 $ 475,283 $ 317,727 $ 177,880 $ 86,234 $ 76,773 $ 22,358 $ — $ 1,333,149 Non-construction Pass $ 940,359 $ 1,024,971 $ 957,701 $ 797,355 $ 684,954 $ 1,736,025 $ 180,231 $ 7,007 $ 6,328,603 Special mention 2,379 88,103 78,047 69,884 91,313 164,465 737 2,765 497,693 Substandard accrual 1,135 19,448 26,611 24,928 20,523 112,350 867 — 205,862 Substandard nonaccrual/doubtful — 1,107 6,031 3,602 8,138 38,957 — — 57,835 Total non-construction $ 943,873 $ 1,133,629 $ 1,068,390 $ 895,769 $ 804,928 $ 2,051,797 $ 181,835 $ 9,772 $ 7,089,993 Home equity Pass $ 47 $ — $ 47 $ 28 $ 37 $ 6,012 $ 406,565 $ 171 $ 412,907 Special mention — — — 393 83 3,615 7,852 565 12,508 Substandard accrual — — 134 — 248 12,037 1,118 993 14,530 Substandard nonaccrual/doubtful — 56 190 90 227 4,113 1,529 124 6,329 Total home equity $ 47 $ 56 $ 371 $ 511 $ 595 $ 25,777 $ 417,064 $ 1,853 $ 446,274 Residential real estate Pass $ 171,033 $ 367,779 $ 142,761 $ 149,854 $ 122,718 $ 373,499 $ — $ — $ 1,327,644 Special mention 314 1,570 2,686 2,770 2,440 8,558 — — 18,338 Substandard accrual 1,425 516 1,359 2,537 5,422 5,500 — — 16,759 Substandard nonaccrual/doubtful — 962 1,892 3,618 3,347 12,250 — — 22,069 Total residential real estate $ 172,772 $ 370,827 $ 148,698 $ 158,779 $ 133,927 $ 399,807 $ — $ — $ 1,384,810 Premium finance receivables - commercial Pass $ 3,898,133 $ 103,562 $ 6,077 $ 116 $ — $ — $ — $ — $ 4,007,888 Special mention 25,295 1,674 4 — — — — — 26,973 Substandard accrual 2,291 1,803 109 — — — — — 4,203 Substandard nonaccrual/doubtful 9,435 11,057 587 1 — — — — 21,080 Total premium finance receivables - commercial $ 3,935,154 $ 118,096 $ 6,777 $ 117 $ — $ — $ — $ — $ 4,060,144 Premium finance receivables - life Pass $ 408,171 $ 533,284 $ 565,371 $ 616,055 $ 733,758 $ 2,631,613 $ — $ — $ 5,488,252 Special mention — — — 580 — — — — 580 Substandard accrual — — — — — — — — — Substandard nonaccrual/doubtful — — — — — — — — — Total premium finance receivables - life $ 408,171 $ 533,284 $ 565,371 $ 616,635 $ 733,758 $ 2,631,613 $ — $ — $ 5,488,832 Consumer and other Pass $ 1,781 $ 2,618 $ 2,149 $ 663 $ 531 $ 26,768 $ 19,847 $ — $ 54,357 Special mention 24 26 — 127 — 147 2 — 326 Substandard accrual 10 6 — — — 230 3 — 249 Substandard nonaccrual/doubtful 1 12 3 17 — 389 — — 422 Total consumer and other $ 1,816 $ 2,662 $ 2,152 $ 807 $ 531 $ 27,534 $ 19,852 $ — $ 55,354 Total loans (1) Pass $ 10,356,305 $ 3,732,454 $ 2,908,924 $ 2,410,495 $ 1,974,078 $ 5,392,161 $ 3,384,858 $ 25,148 $ 30,184,423 Special mention 66,682 227,162 205,189 156,740 150,114 205,640 137,321 3,468 1,152,316 Substandard accrual 19,915 157,027 112,864 74,093 39,362 164,250 68,425 2,129 638,065 Substandard nonaccrual/doubtful 10,690 14,221 16,498 16,388 20,301 71,673 10,574 406 160,751 Total loans $ 10,453,592 $ 4,130,864 $ 3,243,475 $ 2,657,716 $ 2,183,855 $ 5,833,724 $ 3,601,178 $ 31,151 $ 32,135,555 (1) Includes $236.3 million of loans with COVID-19 related modifications that migrated from pass as of March 1, 2020 to special mention or substandard accrual as of September 30, 2020. These loans were qualitatively evaluated as a part of the measurement of the allowance for credit losses as of September 30, 2020. Held-to-maturity debt securities The Company conducts an assessment of its investment securities, including those classified as held-to-maturity, at the time of purchase and on at least an annual basis to ensure such investment securities remain within appropriate levels of risk and continue to perform satisfactorily in fulfilling its obligations. The Company considers, among other factors, the nature of the securities and credit ratings or financial condition of the issuer. If available, the Company obtains a credit rating for issuers from a Nationally Recognized Statistical Rating Organization (“NRSRO”) for consideration. If no such rating is available for an issuer, the Company performs an internal rating based on the scale utilized within the loan portfolio as discussed above. For purposes of the table below, the Company has converted any issuer rating from an NRSRO into the Company’s internal ratings based on Investment Policy and review by the Company’s management. As of September 30, 2020 Year of Origination Total (In thousands) 2020 2019 2018 2017 2016 Prior Balance Amortized Cost Balances: U.S. government agencies 1-4 internal grade $ 124,575 $ 119,995 $ 101,450 $ — $ — $ 3,395 $ 349,415 5-7 internal grade — — — — — — — 8-10 internal grade — — — — — — — Total U.S. government agencies $ 124,575 $ 119,995 $ 101,450 $ — $ — $ 3,395 $ 349,415 Municipal 1-4 internal grade $ — $ 162 $ 7,590 $ 43,863 $ 10,172 $ 149,128 $ 210,915 5-7 internal grade — — — — — — — 8-10 internal grade — — — — — — — Total municipal $ — $ 162 $ 7,590 $ 43,863 $ 10,172 $ 149,128 $ 210,915 Total held-to-maturity securities $ 560,330 Less: Allowance for credit losses (63 ) Held-to-maturity securities, net of allowance for credit losses $ 560,267 Measurement of Allowance for Credit Losses The Company's allowance for credit losses consists of the allowance for loan losses, the allowance for unfunded commitment losses and the allowance for held-to-maturity debt security losses. In accordance with ASC 326, the Company measures the allowance for credit losses at the time of origination or purchase of a financial asset, representing an estimate of lifetime expected credit losses on the related asset. When developing its estimate, the Company considers available information relevant to assessing the collectability of cash flows, from both internal and external sources. Historical credit loss experience is one input in the estimation process as well as inputs relevant to current conditions and reasonable and supportable forecasts. In considering past events, the Company considers the relevance, or lack thereof, of historical information due to changes in such things as financial asset underwriting or collection practices, and changes in portfolio mix due to changing business plans and strategies. In considering current conditions and forecasts, the Company considers both the current economic environment and the forecasted direction of the economic environment with emphasis on those factors deemed relevant to or driving changes in expected credit losses. As significant judgment is required, the review of the appropriateness of the allowance for credit losses is performed quarterly by various committees with participation by the Company's executive management. September 30, December 31, September 30, (In thousands) 2020 2019 2019 Allowance for loan losses $ 325,959 $ 156,828 $ 161,763 Allowance for unfunded lending-related commitments losses 62,949 1,633 1,510 Allowance for loan losses and unfunded lending-related commitments losses 388,908 158,461 163,273 Allowance for held-to-maturity securities losses 63 — — Allowance for credit losses $ 388,971 $ 158,461 $ 163,273 The allowance for credit losses is measured on a collective or pooled basis when similar risk characteristics exist, based upon the segmentation discussed above. The Company utilizes modeling methodologies that estimate lifetime credit loss rates on each pool, including methodologies estimating the probability of default and loss given default on specific segments. Historical credit loss history is adjusted for reasonable and supportable forecasts developed by the Company on a quantitative or qualitative basis. Reasonable and supportable forecasts consider the macroeconomic factors that are most relevant to evaluating and predicting expected credit losses in the Company's financial assets. Currently, the Company utilizes an eight quarter forecast period using a single macroeconomic scenario provided by a third-party and reviewed within the Company's governance structure. For periods beyond the ability to develop reasonable and supportable forecasts, the Company reverts to historical loss rates at an input level, straight-line over a four quarter reversion period. Expected credit losses are measured over the contractual term of the financial asset with consideration of expected prepayments. Expected extensions, renewals or modifications of the financial asset are only considered when either 1) the expected extension, renewal or modification is contained within the existing agreement and is not unconditionally cancelable, or 2) the expected extension, renewal or modification is reasonably expected to result in a TDR. The methodologies discussed above are applied to both current asset balances on the Company's Consolidated Statements of Condition and off-balance sheet commitments (i.e. unfunded lending-related commitments). Assets that do not share similar risk characteristics with a pool are assessed for the allowance for credit losses on an individual basis. These typically include assets experiencing financial difficulties, including substandard nonaccrual assets and assets currently classified or expected to be classified as TDRs. If foreclosure is probable or the asset is considered collateral-dependent, expected credit losses are measured based upon the fair value of the underlying collateral adjusted for selling costs, if appropriate. Underlying collateral across the Company's segments consist primarily of real estate, land and construction assets as well as general business assets of the borrower. As of September 30, 2020, substandard nonaccrual loans totaling $82.2 million in carrying balance had no related allowance for credit losses. For certain accruing current and expected TDRs, expected credit losses are measured based upon the present value of future cash flows of the modified asset terms compared to the amortized cost of the asset. Considering accounting relief provided under Section 4013 of the CARES Act, loans identified as being reasonably expected to be modified into TDRs in the future totaled $3.7 million as of September 30, 2020. The Company does not measure an allowance for credit losses on accrued interest receivable balances because these balances are written off in a timely manner as a reduction to interest income when assets are placed on nonaccrual status. Loan portfolios A summary of activity in the allowance for credit losses, specifically for the loan portfolio (i.e. allowance for loan losses and allowance for unfunded commitment losses), for the three and nine months ended September 30, 2020 and 2019 is as follows. Periods prior to January 1, 2020 are presented in accordance with accounting rules effective at that time. Three months ended September 30, 2020 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Commercial Allowance for credit losses at beginning of period $ 133,597 $ 197,126 $ 12,189 $ 11,915 $ 17,592 $ 690 $ 373,109 Other adjustments — — — — 55 — 55 Charge-offs (5,270 ) (1,529 ) (138 ) (83 ) (4,640 ) (103 ) (11,763 ) Recoveries 428 175 111 25 1,720 20 2,479 Provision for credit losses (15,861 ) 38,238 (485 ) (67 ) 3,129 74 25,028 Allowance for credit losses at period end $ 112,894 $ 234,010 $ 11,677 $ 11,790 $ 17,856 $ 681 $ 388,908 Individually measured $ 10,642 $ 4,741 $ 196 $ 680 $ — $ 108 $ 16,367 Collectively measured 102,252 229,269 11,481 11,110 17,856 573 372,541 Loans at period end Individually measured $ 49,900 $ 79,661 $ 22,962 $ 30,596 $ — $ 548 $ 183,667 Collectively measured 12,227,099 8,343,481 423,312 1,100,699 9,548,976 54,806 31,698,373 Loans held at fair value — — — 253,515 — — 253,515 Three months ended September 30, 2019 Commercial Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Allowance for credit losses at beginning of period $ 74,893 $ 64,750 $ 3,631 $ 8,146 $ 8,940 $ 1,541 $ 161,901 Other adjustments — — — — (13 ) — (13 ) Charge-offs (6,775 ) (809 ) (1,594 ) (25 ) (1,866 ) (117 ) (11,186 ) Recoveries 367 385 183 203 563 36 1,737 Provision for credit losses 4,642 2,122 1,500 1,087 1,742 (259 ) 10,834 Allowance for credit losses at period end $ 73,127 $ 66,448 $ 3,720 $ 9,411 $ 9,366 $ 1,201 $ 163,273 Individually measured $ 10,606 $ 3,600 $ 313 $ 315 $ — $ 106 $ 14,940 Collectively measured 62,160 62,795 3,407 9,037 9,366 1,095 147,860 Loans acquired with deteriorated credit quality (1) 361 53 — 59 — — 473 Loans at period end Individually measured $ 58,030 $ 32,155 $ 18,702 $ 21,889 $ — $ 274 $ 131,050 Collectively measured 8,122,040 7,299,229 493,601 1,070,795 8,104,538 86,887 25,177,090 Loans acquired with deteriorated credit quality (1) 15,532 117,283 — 9,960 140,908 2,326 286,009 Loans held at fair value — — — 116,022 — — 116,022 (1) Prior to January 1, 2020, measurement of any allowance for loan losses on PCI loans were offset by the remaining discount related to the acquired pool. As a result of the adoption of ASU 2016-13, PCI loans transitioned to a classification of PCD. Measurement of any allowance for loan losses on PCD loans is no longer offset by the remaining discount. Nine months ended September 30, 2020 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Commercial Allowance for credit losses at beginning of period $ 64,920 $ 68,511 $ 3,878 $ 9,800 $ 9,647 $ 1,705 $ 158,461 Cumulative effect adjustment from the adoption of ASU 2016-13 9,039 32,064 9,061 3,002 (4,959 ) (863 ) 47,344 Other adjustments — — — — 24 — 24 Charge-offs (13,109 ) (9,323 ) (1,378 ) (777 ) (11,258 ) (330 ) (36,175 ) Recoveries 924 931 451 115 3,663 119 6,203 Provision for credit losses 51,120 141,827 (335 ) (350 ) 20,739 50 213,051 Allowance for credit losses at period end $ 112,894 $ 234,010 $ 11,677 $ 11,790 $ 17,856 $ 681 $ 388,908 Nine months ended September 30, 2019 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Commercial Allowance for credit losses at beginning of period $ 67,826 $ 61,661 $ 8,507 $ 7,194 $ 7,715 $ 1,261 $ 154,164 Other adjustments — (35 ) (20 ) (15 ) 19 — (51 ) Charge-offs (24,658 ) (4,869 ) (2,372 ) (315 ) (9,085 ) (355 ) (41,654 ) Recoveries 974 1,112 313 372 1,853 152 4,776 Provision for credit losses 28,985 8,579 (2,708 ) 2,175 8,864 143 46,038 Allowance for credit losses at period end $ 73,127 $ 66,448 $ 3,720 $ 9,411 $ 9,366 $ 1,201 $ 163,273 At January 1, 2020, the Company adopted ASU 2016-13, which replaced the previous incurred loss methodology for measuring the allowance for credit losses with a lifetime expected loss methodology. At adoption, the allowance for credit losses related to loans and lending agreements increased approximately $47.3 million , including an increase of approximately $33.2 million recorded to the allowance for unfunded commitment losses within accrued interest and other liabilities on the Company's Consolidated Statements of Condition, with an offsetting amo

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	9 Months Ended
	Sep. 30, 2020
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 reporting unit is presented in the following table: (Dollars in thousands) December 31, 2019 Goodwill Acquired Impairment Loss Goodwill Adjustments September 30, Community banking $ 536,396 $ — $ — $ — $ 536,396 Specialty finance 39,451 — — (576 ) 38,875 Wealth management 69,373 — — — 69,373 Total $ 645,220 $ — $ — $ (576 ) $ 644,644 The specialty finance unit's goodwill decreased $576,000 in the first nine months of 2020 as a result of foreign currency translation adjustments related to the Canadian acquisitions. At October 1, 2019, the Company utilized a quantitative approach for its annual goodwill impairment test of the specialty finance and wealth management reporting units and determined that no impairment existed at that time. The Company utilized a qualitative approach as of October 1, 2019 for its annual goodwill impairment test of the community banking reporting unit and determined that it was not more likely than not that an impairment existed at that time. The Company previously performed a quantitative approach for its annual goodwill impairment test of the community banking reporting unit as of June 30, 2017. At each reporting date between annual goodwill impairment tests, the Company considers potential indicators of impairment. Given the current economic uncertainty and volatility surrounding COVID-19, the Company assessed whether such events and circumstances resulted in it being more likely than not that the fair value of any reporting unit was less than its carrying value. Impairment indicators considered comprised the condition of the economy and banking industry; government intervention and regulatory updates; the impact of recent events to financial performance and cost factors of the reporting units; performance of the Company’s stock and other relevant events. The Company further considered the amount by which fair value exceeded book value for each reporting unit in its most recent quantitative analysis and sensitivities performed. At the conclusion of this assessment of all reporting units, the Company determined that as of September 30, 2020 , it was more likely than not that the fair value of all reporting units exceeded the respective carrying value of such reporting unit. A summary of intangible assets as of the dates shown and the expected amortization of finite-lived intangible assets as of September 30, 2020 is as follows: (Dollars in thousands) September 30, December 31, September 30, Community banking segment: Core deposit intangibles with finite lives: Gross carrying amount $ 55,206 $ 55,206 $ 48,791 Accumulated amortization (31,209 ) (26,326 ) (24,628 ) Net carrying amount $ 23,997 $ 28,880 $ 24,163 Trademark with indefinite lives: Carrying amount 5,800 5,800 5,800 Total net carrying amount $ 29,797 $ 34,680 $ 29,963 Specialty finance segment: Customer list intangibles with finite lives: Gross carrying amount $ 1,962 $ 1,965 $ 1,962 Accumulated amortization (1,624 ) (1,552 ) (1,526 ) Net carrying amount $ 338 $ 413 $ 436 Wealth management segment: Customer list and other intangibles with finite lives: Gross carrying amount $ 20,430 $ 20,430 $ 20,430 Accumulated amortization (11,895 ) (8,466 ) (7,172 ) Net carrying amount $ 8,535 $ 11,964 $ 13,258 Total intangible assets: Gross carrying amount $ 83,398 $ 83,401 $ 76,983 Accumulated amortization (44,728 ) (36,344 ) (33,326 ) Total intangible assets, net $ 38,670 $ 47,057 $ 43,657 Estimated amortization Actual in nine months ended September 30, 2020 $ 8,384 Estimated remaining in 2020 2,634 Estimated—2021 7,692 Estimated—2022 6,135 Estimated—2023 4,670 Estimated—2024 3,263 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. The customer list and other intangibles recognized in connection with prior acquisitions within the wealth management segment are being amortized over a period of up to ten years on a straight-line basis. Indefinite-lived intangible assets consist of certain trade and domain names recognized in connection with the Veterans First acquisition. As indefinite-lived intangible assets are not amortized, the Company assesses impairment on at least an annual basis. Total amortization expense associated with finite-lived intangibles totaled approximately $8.4 million and $8.8 million for the nine months ended September 30, 2020 and 2019 , respectively.

Mortgage Servicing Rights ("MSR

Mortgage Servicing Rights ("MSRs")	9 Months Ended
	Sep. 30, 2020
Disclosures Pertaining to Servicing Assets and Servicing Liabilities [Abstract]
Mortgage Servicing Rights (MSRs)	Mortgage Servicing Rights (“MSRs”) The following is a summary of the changes in the carrying value of MSRs, accounted for at fair value, for the periods indicated: Three Months Ended Nine Months Ended September 30, September 30, September 30, September 30, (In thousands) 2020 2019 2020 2019 Balance at beginning of the period $ 77,203 $ 72,850 $ 85,638 $ 75,183 Additions from loans sold with servicing retained 20,936 14,029 50,734 30,411 Additions from acquisitions — — — 407 Estimate of changes in fair value due to: Early buyout options ("EBO") exercised (367 ) — (367 ) — Payoffs and paydowns (7,863 ) (7,236 ) (23,557 ) (13,309 ) Changes in valuation inputs or assumptions (3,002 ) (4,058 ) (25,541 ) (17,107 ) Fair value at end of the period $ 86,907 $ 75,585 $ 86,907 $ 75,585 Unpaid principal balance of mortgage loans serviced for others $ 10,139,878 $ 7,901,045 The Company recognizes MSR assets upon the sale of residential real estate loans to external third parties when it retains the obligation to service the loans and the servicing fee is more than adequate compensation. The initial recognition of MSR assets from loans sold with servicing retained and subsequent changes in fair value of all MSRs are recognized in mortgage banking revenue. MSRs are subject to changes in value from actual and expected prepayment of the underlying loans. The estimation of fair value related to MSRs is partly impacted by the Company exercising its EBO on eligible loans previously sold to the Government National Mortgage Association ("GNMA"). Under such optional repurchase program, financial institutions acting as servicers are allowed to buy back from the securitized loan pool individual delinquent mortgage loans meeting certain criteria for which the institution was the original transferor of such loans. At the option of the servicer and without prior authorization from GNMA, the servicer may repurchase such delinquent loans for an amount equal to the remaining principal balance of the loan. At the time of such repurchase, any MSR value related to such loans is derecognized. Starting in 2019, the Company periodically purchased options for the right to purchase securities not currently held within the banks' investment portfolios and entered into interest rate swaps in which the Company elected to not designate such derivatives as hedging instruments. These option and swap transactions are designed primarily to economically hedge a portion of the fair value adjustments related to MSRs. For more information regarding these hedges, see Note 15 - Derivative Financial Instruments in Item 1 of this report.

Deposits

Deposits	9 Months Ended
	Sep. 30, 2020
Deposits [Abstract]
Deposits	Deposits The following table is a summary of deposits as of the dates shown: (Dollars in thousands) September 30, December 31, September 30, Balance: Non-interest bearing $ 10,409,747 $ 7,216,758 $ 7,067,960 NOW and interest-bearing demand deposits 3,294,071 3,093,159 2,966,098 Wealth management deposits 4,235,583 3,123,063 2,795,838 Money market 9,423,653 7,854,189 7,326,899 Savings 3,415,073 3,196,698 2,934,348 Time certificates of deposit 5,066,295 5,623,271 5,619,236 Total deposits $ 35,844,422 $ 30,107,138 $ 28,710,379 Mix: Non-interest bearing 29 % 24 % 25 % NOW and interest-bearing demand deposits 9 10 10 Wealth management deposits 12 10 10 Money market 26 26 25 Savings 10 11 10 Time certificates of deposit 14 19 20 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 Wintrust Investments, LLC ("Wintrust Investments"), Chicago Deferred Exchange Company ("CDEC"), trust and asset management customers of the Company and brokerage customers from unaffiliated companies.

FHLB Advances, Other Borrowings

FHLB Advances, Other Borrowings and Subordinated Notes	9 Months Ended
	Sep. 30, 2020
Debt Disclosure [Abstract]
FHLB Advances, Other Borrowings and Subordinated Notes	FHLB Advances, Other Borrowings and Subordinated Notes The following table is a summary of FHLB advances, other borrowings and subordinated notes as of the dates shown: (In thousands) September 30, December 31, September 30, FHLB advances $ 1,228,422 $ 674,870 $ 574,847 Other borrowings: Notes payable 107,056 123,090 128,433 Short-term borrowings 7,983 20,520 9,677 Other 65,548 46,447 46,774 Secured borrowings 326,808 228,117 225,604 Total other borrowings 507,395 418,174 410,488 Subordinated notes 436,385 436,095 435,979 Total FHLB advances, other borrowings and subordinated notes $ 2,172,202 $ 1,529,139 $ 1,421,314 FHLB Advances FHLB advances consist of obligations of the banks and are collateralized by qualifying commercial and 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 and debt issuance costs. Notes Payable On September 18, 2018, the Company established a $150.0 million term facility ("Term Facility"), which is part of a $200.0 million loan agreement ("Credit Agreement") with unaffiliated banks. The Credit Agreement consists of the Term Facility with an original outstanding balance of $150.0 million and a $50.0 million revolving credit facility ("Revolving Credit Facility"). At September 30, 2020, the Company had a notes payable balance of $107.1 million 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 September 18, 2018 and all such borrowings must be repaid by September 18, 2023. Beginning December 31, 2018, the Company is required to make quarterly payments of principal plus interest on the Term Facility. At September 30, 2020, the Company had no outstanding balance under the Revolving Credit Facility. Unamortized costs paid by the Company in relation to the issuance of the Revolving Credit Facility are classified in other assets on the Consolidated Statements of Condition. An amendment to the Credit Agreement was executed on and effective as of September 15, 2020. The amendment provided for, among other things, extension of the maturity date under the Revolving Credit Facility to September 14, 2021, revision of certain financial covenants; and the addition of a mechanism to replace LIBOR with an alternate benchmark rate. Borrowings under the amended Credit Agreement that are considered “Base Rate Loans” bear interest at a rate equal to the sum of (1) 60 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, or (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) 135 basis points (in the case of a borrowing under the Revolving Credit Facility) or 125 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 0.30% 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 amended 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. In September 2020, the required levels to maintain for certain restrictive covenants within the Credit Agreement were amended. At September 30, 2020 , 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 $8.0 million at September 30, 2020 compared to $20.5 million at December 31, 2019 and $9.7 million at September 30, 2019 . At September 30, 2020 , December 31, 2019 and September 30, 2019 , securities sold under repurchase agreements represent $8.0 million , $20.5 million and $9.7 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 September 30, 2020 , the Company had pledged securities related to its customer balances in sweep accounts of $18.6 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 mortgage-backed securities. These securities are included in the available-for-sale portfolio as reflected on the Company’s Consolidated Statements of Condition. The following is a summary of these securities pledged as of September 30, 2020 disaggregated by investment category and maturity of the related customer sweep account, and reconciled to the outstanding balance of securities sold under repurchase agreements: (In thousands) Overnight Sweep Collateral Available-for-sale securities pledged Mortgage-backed securities $ 18,595 Total collateral pledged 18,595 Excess collateral 10,612 Securities sold under repurchase agreements $ 7,983 Other Borrowings Other borrowings at September 30, 2020 represent a fixed-rate promissory note issued by the Company in June 2017 and amended in March 2020 ("Fixed-Rate Promissory Note") related to and secured by three office buildings owned by the Company. At September 30, 2020 , the Fixed-Rate Promissory Note had a balance of $65.5 million compared to $46.4 million at December 31, 2019 and $46.8 million at September 30, 2019 . Under the Fixed-Rate Promissory Note, during the three months ended March 31, 2020, the Company made monthly principal payments and paid interest at a fixed rate of 3.36% . The Fixed-Rate Promissory Note contains several restrictive covenants, including the maintenance of various capital adequacy levels, asset quality and profitability ratios, and certain restrictions on dividends and indebtedness. At September 30, 2020 , the Company was in compliance with all such covenants. An amendment to the Fixed-Rate Promissory Note was executed on and effective as of March 31, 2020. The amendment increased the principal amount to $66.4 million , reduced the interest rate to 3.00% and extended the maturity date to March 31, 2025. Secured Borrowings Secured borrowings at September 30, 2020 primarily represents transactions to sell an undivided co-ownership interest in all receivables owed to the Company's subsidiary, First Insurance Funding of Canada ("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 . The Receivables Purchase Agreement was again amended in December 2017, effectively extending the maturity date from December 15, 2017 to December 16, 2019. Additionally, in December 2017, the unrelated third party paid an additional C$10 million , which increased the total payments to C$170 million . In June 2018, the unrelated third party paid an additional C$20 million , which increased the total payments to C$190 million . The Receivables Purchase Agreement was again amended in February 2019, effectively extending the maturity date from December 16, 2019 to December 15, 2020. Additionally, in February 2019, the unrelated third party paid an additional C$20 million , which increased the total payments to C$210 million . In May 2019, the unrelated third party paid an additional C$70 million , which increased the total payments to C$280 million . In January 2020, the unrelated third party paid an additional C$40 million , which increased the total payments to C$320 million , and the Receivables Purchase Agreement was amended to effectively extend the maturity date from December 15, 2020 to December 15, 2021. In May 2020, the unrelated third party paid an additional C$100 million , which increased the total payments to C$420 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 September 30, 2020 , the translated balance of the secured borrowing totaled $315.1 million compared to $215.5 million at December 31, 2019 and $211.4 million at September 30, 2019 . Additionally, the interest rate under the Receivables Purchase Agreement at September 30, 2020 was 1.2647% . The remaining $11.7 million within secured borrowings at September 30, 2020 represents other sold interests in certain loans by the Company that were not considered sales and, as such, related proceeds received are reflected on the Company’s Consolidated Statements of Condition as a secured borrowing owed to the various unrelated third parties. Subordinated Notes At September 30, 2020 , the Company had outstanding subordinated notes totaling $436.4 million compared to $436.1 million and $436.0 million outstanding at December 31, 2019 and September 30, 2019 , respectively. During the second quarter of 2019, the Company issued $300.0 million of subordinated notes, receiving $296.7 million in net proceeds. The notes have a stated interest rate of 4.85% and mature in June 2029. In 2014, the Company issued $140.0 million of subordinated notes receiving $139.1 million in net proceeds. These notes have a stated interest rate of 5.00% and mature in June 2024 . Subordinated notes are stated at par adjusted for unamortized issuance costs paid related to such debt.

Junior Subordinated Debentures

Junior Subordinated Debentures	9 Months Ended
	Sep. 30, 2020
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust [Abstract]
Junior Subordinated Debentures	Junior Subordinated Debentures As of September 30, 2020 , 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 Illinois Bancorp, Inc. and Community Financial Shares, Inc., 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. 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 investment securities. The following table provides a summary of the Company’s junior subordinated debentures as of September 30, 2020 . 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 9/30/2020 Issue Date Maturity Date Earliest Redemption Date Wintrust Capital Trust III $ 774 $ 25,000 $ 25,774 L+3.25 3.53 % 04/2003 04/2033 04/2008 Wintrust Statutory Trust IV 619 20,000 20,619 L+2.80 3.02 % 12/2003 12/2033 12/2008 Wintrust Statutory Trust V 1,238 40,000 41,238 L+2.60 2.82 % 05/2004 05/2034 06/2009 Wintrust Capital Trust VII 1,550 50,000 51,550 L+1.95 2.20 % 12/2004 03/2035 03/2010 Wintrust Capital Trust VIII 1,238 25,000 26,238 L+1.45 1.67 % 08/2005 09/2035 09/2010 Wintrust Capital Trust IX 1,547 50,000 51,547 L+1.63 1.88 % 09/2006 09/2036 09/2011 Northview Capital Trust I 186 6,000 6,186 L+3.00 3.25 % 08/2003 11/2033 08/2008 Town Bankshares Capital Trust I 186 6,000 6,186 L+3.00 3.25 % 08/2003 11/2033 08/2008 First Northwest Capital Trust I 155 5,000 5,155 L+3.00 3.22 % 05/2004 05/2034 05/2009 Suburban Illinois Capital Trust II 464 15,000 15,464 L+1.75 2.00 % 12/2006 12/2036 12/2011 Community Financial Shares Statutory Trust II 109 3,500 3,609 L+1.62 1.87 % 06/2007 09/2037 06/2012 Total $ 253,566 2.44 % The junior subordinated debentures totaled $253.6 million at September 30, 2020 , December 31, 2019 and September 30, 2019 . 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 September 30, 2020 , the weighted average contractual interest rate on the junior subordinated debentures was 2.44% . The Company entered into interest rate swaps with an aggregate notional value of $210.0 million to hedge the variable cash flows on certain junior subordinated debentures. The hedge-adjusted contractual interest rate on the junior subordinated debentures as of September 30, 2020 , was 3.99% . 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. At September 30, 2020 , the Company included $245.5 million of the junior subordinated debentures, net of common securities, in Tier 2 regulatory capital.

Revenue from Contracts with Cus

Revenue from Contracts with Customers	9 Months Ended
	Sep. 30, 2020
Revenue from Contract with Customer [Abstract]
Revenue from Contracts with Customers	Revenue from Contracts with Customers Disaggregation of Revenue The following table presents revenue from contracts with customers, disaggregated by the revenue source: (Dollars in thousands) Three Months Ended Nine Months Ended Revenue from contracts with customers Location in income statement September 30, September 30, September 30, September 30, Brokerage and insurance product commissions Wealth management $ 4,563 $ 4,686 $ 13,991 $ 13,966 Trust Wealth management 4,179 4,399 13,718 14,366 Asset management Wealth management 16,215 14,914 45,825 43,783 Total wealth management 24,957 23,999 73,534 72,115 Mortgage broker fees Mortgage banking 85 235 312 608 Service charges on deposit accounts Service charges on deposit accounts 11,497 9,972 33,182 28,097 Administrative services Other non-interest income 1,077 1,086 3,122 3,125 Card related fees Other non-interest income 2,021 2,220 5,506 6,932 Other deposit related fees Other non-interest income 3,160 3,322 9,252 9,404 Total revenue from contracts with customers $ 42,797 $ 40,834 $ 124,908 $ 120,281 Wealth Management Revenue Wealth management revenue is comprised of brokerage and insurance product commissions, managed money fees and trust and asset management revenue of the Company's four wealth management subsidiaries: Wintrust Investments, Great Lakes Advisors, LLC ("GLA"), The Chicago Trust Company, N.A. ("CTC") and CDEC. All wealth management revenue is recognized in the wealth management segment. Brokerage and insurance product commissions consists primarily of commissions earned from trade execution services on behalf of customers and from selling mutual funds, insurance and other investment products to customers. For trade execution services, the Company recognizes commissions and receives payment from the brokerage customers at the point of transaction execution. Commissions received from the investment or insurance product providers are recognized at the point of sale of the product. The Company also receives trail and other commissions from providers for certain plans. These are generally based on qualifying account values and are recognized once the performance obligation, specific to each provider, is satisfied on a monthly, quarterly or annual basis. Trust revenue is earned primarily from trust and custody services that are generally performed over time as well as fees earned on funds held during the facilitation of tax-deferred like-kind exchange transactions. Revenue is determined periodically based on a schedule of fees applied to the value of each customer account using a time-elapsed method to measure progress toward complete satisfaction of the performance obligation. Fees are typically billed on a calendar month or quarter basis in advance or in arrears depending upon the contract. Upfront fees received related to the facilitation of tax-deferred like-kind exchange transactions are deferred until the transaction is completed. Additional fees earned for certain extraordinary services performed on behalf of the customers are recognized when the service has been performed. Asset management revenue is earned from money management and advisory services that are performed over time. Revenue is based primarily on the market value of assets under management or administration using a time-elapsed method to measure progress toward complete satisfaction of the performance obligation. Fees are typically billed on a calendar month or quarter basis in advance or in arrears depending upon the contract. Certain programs provide the customer with an option of paying fees as a percentage of the account value or incurring commission charges for each trade similar to brokerage and insurance product commissions. Trade commissions and any other fees received for additional services are recognized at a point in time once the performance obligation is satisfied. Mortgage Broker Fees For customers desiring a mortgage product not currently offered by the Company, the Company may refer such customers and, with permission, direct such customers' applications to certain third party mortgage brokers. Mortgage broker fees are received from these brokers for such customer referrals upon settlement of the underlying mortgage. The Company's entitlement to the consideration is contingent on the settlement of the mortgage which is highly susceptible to factors outside of the Company's influence, such as third party broker's underwriting requirements. Also, the uncertainty surrounding the consideration could be resolved in varying lengths of time, dependent upon the third party brokers. Therefore, mortgage broker fees are recognized at the settlement of the underlying mortgage when the consideration is received. Broker fees are recognized in the community banking segment. Service Charges on Deposit Accounts Service charges on deposit accounts include fees charged to deposit customers for various services, including account analysis services, and are based on factors such as the size and type of customer, type of product and number of transactions. The fees are based on a standard schedule of fees and, depending on the nature of the service performed, the service is performed at a point in time or over a period of a month. When the service is performed at a point in time, the Company recognizes and receives revenue when the service has been performed. When the service is performed over a period of a month, the Company recognizes and receives revenue in the month the service has been performed. Service charges on deposit accounts are recognized in the community banking segment. Administrative Services Administrative services revenue is earned from providing outsourced administrative services, such as data processing of payrolls, billing and cash management services, to temporary staffing service clients located throughout the United States. Fees are charged periodically (typically a payroll cycle) and computed in accordance with the contractually determined rate applied to the total gross billings administered for the period. The revenue is recognized over the period using a time-elapsed method to measure progress toward complete satisfaction of the performance obligation. Other fees are charged on a per occurrence basis as the service is provided in the billing cycle. The Company has certain contracts with customers to perform outsourced administrative services and short-term accounts receivable financing. For these contracts, the total fee is allocated between the administrative services revenue and interest income during the client onboarding process based on the specific client and services provided. Administrative services revenue is recognized in the specialty finance segment. Card and Other Deposit Related Fees Card related fees include interchange and merchant revenue, and fees related to debit and credit cards. Interchange revenue is related to the Company issued debit cards. Other deposit related fees primarily include pay by phone processing fees, ATM and safe deposit box fees, check order charges and foreign currency related fees. Card and deposit related fees are generally based on volume of transactions and are recognized at the point in time when the service has been performed. For any consideration that is constrained, the revenue is recognized once the uncertainty is known. Upfront fees received from certain contracts are recognized on a straight line basis over the term of the contract. Card and deposit related fees are recognized in the community banking segment. Contract Balances The following table provides information about contract assets, contract liabilities and receivables from contracts with customers: (Dollars in thousands) September 30, December 31, September 30, Contract assets $ — $ — $ — Contract liabilities $ 1,543 $ 1,356 $ 1,429 Mortgage broker fees receivable $ 28 $ 19 $ 23 Administrative services receivable 191 194 222 Wealth management receivable 10,232 9,118 9,285 Card related fees receivable 201 266 114 Total receivables from contracts with customer $ 10,652 $ 9,597 $ 9,644 Contract liabilities represent upfront fees that the Company received at inception of certain contracts. The revenue recognized that was included in the contract liability balance at beginning of the period totaled $1.3 million and $667,000 for the nine months ended September 30, 2020 and 2019 , respectively. Receivables are recognized in the period the Company provides services when the Company's right to consideration is unconditional. Card related fee receivable is the result of volume based fee that the Company receives from a customer on an annual basis in the second quarter of each year. Payment terms on other invoiced amounts are typically 30 days or less. Contract liabilities and receivables from contracts with customers are included within the accrued interest payable and other liabilities and accrued interest receivable and other assets line items, respectively, in the Consolidated Statements of Condition. Transaction price allocated to the remaining performance obligations For contracts with an original expected length of more than one year, the following table presents the estimated future timing of recognition of upfront fees related to card and deposit related fees. These upfront fees represent performance obligations that are unsatisfied or partially unsatisfied at the end of the reporting period. (Dollars in thousands) Estimated remaining in 2020 $ 234 Estimated—2021 549 Estimated—2022 310 Estimated—2023 300 Estimated—2024 150 Total $ 1,543 Practical Expedients and Exemptions The Company does not adjust the promised amount of consideration for the effects of a significant financing component if the Company expects, at contract inception, that the period between when the Company transfers a promised service to a customer and when the customer pays for that service is one year or less. The Company recognizes the incremental costs of obtaining a contract as an expense when incurred if the amortization period of the asset that the entity otherwise would have recognized is one year or less.

Segment Information

Segment Information	9 Months Ended
	Sep. 30, 2020
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 10 — 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 2019 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) September 30, September 30, Net interest income: Community Banking $ 196,803 $ 209,912 $ (13,109 ) (6 )% Specialty Finance 46,454 42,138 4,316 10 Wealth Management 6,894 7,290 (396 ) (5 ) Total Operating Segments 250,151 259,340 (9,189 ) (4 ) Intersegment Eliminations 5,785 5,512 273 5 Consolidated net interest income $ 255,936 $ 264,852 $ (8,916 ) (3 )% Non-interest income: Community Banking $ 136,996 $ 82,870 $ 54,126 65 % Specialty Finance 21,409 20,003 1,406 7 Wealth Management 26,152 24,422 1,730 7 Total Operating Segments 184,557 127,295 57,262 45 Intersegment Eliminations (13,964 ) (12,158 ) (1,806 ) 15 Consolidated non-interest income $ 170,593 $ 115,137 $ 55,456 48 % Net revenue: Community Banking $ 333,799 $ 292,782 $ 41,017 14 % Specialty Finance 67,863 62,141 5,722 9 Wealth Management 33,046 31,712 1,334 4 Total Operating Segments 434,708 386,635 48,073 12 Intersegment Eliminations (8,179 ) (6,646 ) (1,533 ) 23 Consolidated net revenue $ 426,529 $ 379,989 $ 46,540 12 % Segment profit: Community Banking $ 70,584 $ 68,792 $ 1,792 3 % Specialty Finance 29,859 24,241 5,618 23 Wealth Management 6,872 6,088 784 13 Consolidated net income $ 107,315 $ 99,121 $ 8,194 8 % Segment assets: Community Banking $ 35,729,021 $ 28,092,785 $ 7,636,236 27 % Specialty Finance 6,732,765 5,739,798 992,967 17 Wealth Management 1,269,932 1,079,319 190,613 18 Consolidated total assets $ 43,731,718 $ 34,911,902 $ 8,819,816 25 % Nine months ended $ Change in Contribution % Change in Contribution (Dollars in thousands) September 30, September 30, Net interest income: Community Banking $ 609,316 $ 635,645 $ (26,329 ) (4 )% Specialty Finance 129,581 119,241 10,340 9 Wealth Management 23,272 21,728 1,544 7 Total Operating Segments 762,169 776,614 (14,445 ) (2 ) Intersegment Eliminations 18,341 16,426 1,915 12 Consolidated net interest income $ 780,510 $ 793,040 $ (12,530 ) (2 )% Non-interest income: Community Banking $ 347,697 $ 196,507 $ 151,190 77 % Specialty Finance 64,548 59,188 5,360 9 Wealth Management 74,747 74,407 340 — Total Operating Segments 486,992 330,102 156,890 48 Intersegment Eliminations (41,164 ) (35,150 ) (6,014 ) 17 Consolidated non-interest income $ 445,828 $ 294,952 $ 150,876 51 % Net revenue: Community Banking $ 957,013 $ 832,152 $ 124,861 15 % Specialty Finance 194,129 178,429 15,700 9 Wealth Management 98,019 96,135 1,884 2 Total Operating Segments 1,249,161 1,106,716 142,445 13 Intersegment Eliminations (22,823 ) (18,724 ) (4,099 ) 22 Consolidated net revenue $ 1,226,338 $ 1,087,992 $ 138,346 13 % Segment profit: Community Banking $ 97,858 $ 182,553 $ (84,695 ) (46 )% Specialty Finance 74,680 67,218 7,462 11 Wealth Management 19,248 19,962 (714 ) (4 ) Consolidated net income $ 191,786 $ 269,733 $ (77,947 ) (29 )%

Derivative Financial Instrument

Derivative Financial Instruments	9 Months Ended
	Sep. 30, 2020
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) as 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 collars 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; (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; and (5) options and swaps to economically hedge a portion of the fair value adjustments related to the Company's mortgage servicing rights portfolio. 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 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 accumulated other comprehensive income or loss 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. 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 are recorded as a component of accumulated other comprehensive income or loss, 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 are reported in non-interest income during the period of the change. Derivative financial instruments are valued by a third party and are corroborated by 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 September 30, 2020 , December 31, 2019 and September 30, 2019 : Derivative Assets Derivative Liabilities (In thousands) September 30, December 31, September 30, September 30, December 31, September 30, Derivatives designated as hedging instruments under ASC 815: Interest rate derivatives designated as Cash Flow Hedges $ — $ — $ — $ 49,110 $ 19,385 $ 25,895 Interest rate derivatives designated as Fair Value Hedges — 310 256 16,213 6,523 8,839 Total derivatives designated as hedging instruments under ASC 815 $ — $ 310 $ 256 $ 65,323 $ 25,908 $ 34,734 Derivatives not designated as hedging instruments under ASC 815: Interest rate derivatives $ 253,238 $ 100,259 $ 134,130 $ 253,530 $ 100,897 $ 134,163 Interest rate lock commitments 68,201 2,860 3,373 — 259 148 Forward commitments to sell mortgage loans — 142 176 8,088 2,070 1,658 Foreign exchange contracts 49 73 351 49 70 306 Total derivatives not designated as hedging instruments under ASC 815 $ 321,488 $ 103,334 $ 138,030 $ 261,667 $ 103,296 $ 136,275 Total Derivatives $ 321,488 $ 103,644 $ 138,286 $ 326,990 $ 129,204 $ 171,009 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 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 collars designated as cash flow hedges involve the receipt of amounts in which the interest rate specified in the contract exceeds the agreed upon cap strike price or the payment of amounts in which the interest rate specified in the contract is below the agreed upon floor strike price at the end of each period. As of September 30, 2020 , the Company had 27 interest rate swap derivatives designated as cash flow hedges of variable rate deposits and certain junior subordinated debentures, and one interest rate collar derivative designated as a cash flow hedge of the Company's variable rate Term Facility. When the relationship between the hedged item and hedging instrument is highly effective at achieving offsetting changes in cash flows attributable to the hedged risk, changes in the fair value of these cash flow hedges are recorded in accumulated other comprehensive income or loss and are subsequently reclassified to interest expense as interest payments are made on such variable rate deposits. The changes in fair value (net of tax) are separately disclosed in the Consolidated Statements of Comprehensive Income. The table below provides details on these cash flow hedges, summarized by derivative type and maturity, as of September 30, 2020 : September 30, 2020 (In thousands) Notional Fair Value Maturity Date Amount Asset (Liability) Interest Rate Swaps: October 2021 $ 25,000 $ (555 ) November 2021 20,000 (501 ) December 2021 165,000 (4,383 ) March 2022 500,000 (613 ) May 2022 370,000 (11,681 ) June 2022 160,000 (5,281 ) July 2022 230,000 (7,704 ) August 2022 235,000 (8,360 ) March 2023 250,000 (1,068 ) April 2024 250,000 (1,872 ) July 2027 1,000,000 (882 ) Interest Rate Collars: September 2023 107,143 (6,210 ) Total Cash Flow Hedges $ 3,312,143 $ (49,110 ) A rollforward of the amounts in accumulated other comprehensive income or loss related to interest rate derivatives designated as cash flow hedges follows: Three Months Ended Nine Months Ended (In thousands) September 30, September 30, September 30, September 30, Unrealized (loss) gain at beginning of period $ (59,503 ) $ (16,422 ) $ (17,943 ) $ 10,742 Amount reclassified from accumulated other comprehensive income to interest expense on deposits, other borrowings and junior subordinated debentures 5,667 (2,428 ) 12,208 (10,071 ) Amount of income (loss) recognized in other comprehensive income 4,726 (4,420 ) (43,375 ) (23,941 ) Unrealized loss at end of period $ (49,110 ) $ (23,270 ) $ (49,110 ) $ (23,270 ) As of September 30, 2020 , the Company estimates that during the next twelve months $20.2 million will be reclassified from accumulated other comprehensive income or 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 September 30, 2020 , the Company has 16 interest rate swaps with an aggregate notional amount of $163.1 million that were designated as fair value hedges primarily associated with fixed rate commercial and industrial and commercial real estate loans as well as life insurance premium finance receivables. For derivatives designated and that qualify as fair value hedges, the net gain or loss from the entire change in the fair value of the derivative instrument is recognized in the same income statement line item as the earnings effect, including the net gain or loss, of the hedged item (interest income earned on fixed rate loans) when the hedged item affects earnings. The following table presents the carrying amount of the hedged assets/(liabilities) and the cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged assets/(liabilities) that are designated as a fair value hedge accounting relationship as of September 30, 2020 : September 30, 2020 (In thousands) Derivatives in Fair Value Hedging Relationships Location in the Statement of Condition Carrying Amount of the Hedged Assets/(Liabilities) Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities) Cumulative Amount of Fair Value Hedging Adjustment Remaining for any Hedged Assets (Liabilities) for which Hedge Accounting has been Discontinued Interest rate swaps Loans, net of unearned income $ 177,727 $ 15,844 $ — Available-for-sale debt securities 1,351 138 — The following table presents the loss or gain recognized related to derivative instruments that are designated as fair value hedges for the respective period: (In thousands) Derivatives in Fair Value Hedging Relationships Location of (Loss)/Gain Recognized in Income on Derivative Three Months Ended Nine Months Ended September 30, 2020 September 30, 2020 Interest rate swaps Interest and fees on loans $ (24 ) $ (42 ) Interest income - investment securities — — 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 —Periodically, the Company may purchase interest rate cap derivatives designed to act as an economic hedge of the risk of the negative impact on its fixed-rate loan portfolios from rising interest rates, most notably the LIBOR index. As of September 30, 2020, the Company held interest rate caps with an aggregate notional value of $1.0 billion . Additionally, 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 other non-interest income. At September 30, 2020 , the Company had interest rate derivative transactions with an aggregate notional amount of approximately $8.8 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 October 2020 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 hedge relationships. At September 30, 2020 , the Company had forward commitments to sell mortgage loans with an aggregate notional amount of approximately $2.8 billion and interest rate lock commitments with an aggregate notional amount of approximately $1.8 billion . 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 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. As of September 30, 2020 , the Company held foreign currency derivatives with an aggregate notional amount of approximately $3.1 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 September 30, 2020 , December 31, 2019 or September 30, 2019 . Periodically, the Company will purchase options for the right to purchase securities not currently held within the banks' investment portfolios or enter into interest rate swaps in which the Company elects to not designate such derivatives as hedging instruments. These option and swap transactions are designed primarily to economically hedge a portion of the fair value adjustments related to the Company's mortgage servicing rights portfolio. The gain or loss associated with these derivative contracts are included in mortgage banking revenue. There were no such options or swaps outstanding as of September 30, 2020 . Amounts included in the Consolidated Statements of Income related to derivative instruments not designated in hedge relationships were as follows: (In thousands) Three Months Ended Nine Months Ended Derivative Location in income statement September 30, September 30, September 30, September 30, Interest rate swaps and caps Trading gains (losses), net $ 135 $ (75 ) $ (996 ) $ (392 ) Mortgage banking derivatives Mortgage banking revenue 11,202 1,026 71,761 1,089 Foreign exchange contracts Trading gains (losses), net 5 54 (8 ) 72 Covered call options Fees from covered call options — — 2,292 2,427 Derivative contract held as economic hedge on MSRs Mortgage banking revenue — 82 4,749 1,002 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 September 30, 2020 , 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 $323.5 million . If the Company had breached any of these provisions and the derivatives 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 (In thousands) September 30, December 31, September 30, September 30, December 31, September 30, Gross Amounts Recognized $ 253,238 $ 100,569 $ 134,386 $ 318,853 $ 126,805 $ 168,897 Less: Amounts offset in the Statements of Financial Condition — — — — — — Net amount presented in the Statements of Financial Condition $ 253,238 $ 100,569 $ 134,386 $ 318,853 $ 126,805 $ 168,897 Gross amounts not offset in the Statements of Financial Condition Offsetting Derivative Positions (353 ) (2,561 ) (1,572 ) (353 ) (2,561 ) (1,572 ) Collateral Posted — — — (318,071 ) (124,244 ) (167,325 ) Net Credit Exposure $ 252,885 $ 98,008 $ 132,814 $ 429 $ — $ —

Fair Values of Assets and Liabi

Fair Values of Assets and Liabilities	9 Months Ended
	Sep. 30, 2020
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 inputs 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. The 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 debt securities, trading account securities and equity securities with readily determinable fair value —Fair values for available-for-sale debt securities, trading account securities and equity securities with readily determinable fair value 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 these securities. 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 fair value of U.S. Treasury securities and certain equity securities with readily determinable fair value are based on unadjusted quoted prices in active markets for identical securities. As such, these securities are classified as Level 1 in the fair value hierarchy. The Company’s Investment Operations Department is responsible for the valuation of Level 3 available-for-sale debt 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 September 30, 2020 , the Company classified $119.5 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 also classified $2.1 million of U.S. Government agency securities as Level 3 at September 30, 2020 . The Company’s methodology for pricing these securities focuses on three distinct inputs: equivalent rating, yield and other pricing terms. To determine the rating for a given non-rated investment debt security, the Investment Operations Department references a rated, 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). For bond issues without comparable bond proxies, a rating of "BBB" was assigned. In the third quarter of 2020 , all of the ratings derived by the Investment Operations Department using the above process were "BBB" or better. The fair value measurement noted above 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 September 30, 2020 are 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. To determine the rating for the U.S. Government agency securities, the Investment Operations Department assigned a "AAA" rating as it is guaranteed by the U.S. government. 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. As such, these loans are classified as Level 2 in the fair value hierarchy. Loans held-for-investment —The fair value for loans in which the Company elected the fair value option is estimated by discounting future scheduled cash flows for the specific loan through maturity, adjusted for estimated credit losses and prepayments. The Company uses a discount rate based on the actual coupon rate of the underlying loan. At September 30, 2020 , the Company classified $12.6 million of loans held-for-investment as Level 3. The weighted average discount rate used as an input to value these loans at September 30, 2020 was 2.50% with discount rates applied ranging from 2% - 3% . The higher the rate utilized to discount estimated future cash flows, the lower the fair value measurement. As noted above, the fair value estimate also includes assumptions of prepayment speeds and credit losses. The Company included a prepayments speed assumption of 17.63% at September 30, 2020 . Prepayment speeds are inversely related to the fair value of these loans as an increase in prepayment speeds results in a decreased valuation. Additionally, the weighted average credit discount used as an input to value the specific loans was 1.14% with credit loss discount ranging from 0% - 6% at September 30, 2020 . 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 September 30, 2020 , the Company classified $86.9 million of MSRs as Level 3. The weighted average discount rate used as an input to value the pool of MSRs at September 30, 2020 was 10.08% with discount rates applied ranging from 3% - 20% . The higher the rate utilized to discount estimated future cash flows, the lower the fair value measurement. The fair value of MSRs was also estimated based on other assumptions including prepayment speeds and the cost to service. Prepayment speeds ranged from 6% - 95% or a weighted average prepayment speed of 17.63% . Further, for current and delinquent loans, the Company assumed a weighted average cost of servicing of $76 and $417 , respectively, per loan. Prepayment speeds and the cost to service are both inversely related to the fair value of MSRs as an increase in prepayment speeds or the cost to service results in a decreased valuation. See Note 9 - Mortgage Servicing Rights (“MSRs”) for further discussion of MSRs. Derivative instruments —The Company’s derivative instruments include interest rate swaps, caps and collars, 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, caps and collars are valued by a third party, using models that primarily use market observable inputs, such as yield curves, and are classified as Level 2 in the fair value hierarchy. 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. At September 30, 2020 , the Company classified $66.9 million of derivative assets related to interest rate locks as Level 3. The fair value of interest rate locks is based on prices obtained for loans with similar characteristics from third parties, adjusted for the pull-through rate, which represents the Company’s best estimate of the likelihood that a committed loan will ultimately fund. The weighted-average pull-through rate at September 30, 2020 was 79% with pull-through rates applied ranging from 0% to 100% . Pull-through rates are directly related to the fair value of interest rate locks as an increase in the pull-through rate results in an increased valuation. 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. These assets are classified as Level 2 in the fair value hierarchy. The following tables present the balances of assets and liabilities measured at fair value on a recurring basis for the periods presented: September 30, 2020 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 280,108 $ 280,108 $ — $ — U.S. Government agencies 178,666 — 176,537 2,129 Municipal 154,195 — 34,724 119,471 Corporate notes 104,135 — 104,135 — Mortgage-backed 2,229,355 — 2,229,355 — Trading account securities 1,720 — 1,720 — Equity securities with readily determinable fair value 54,398 46,332 8,066 — Mortgage loans held-for-sale 959,671 — 959,671 — Loans held-for-investment 253,515 — 240,902 12,613 MSRs 86,907 — — 86,907 Nonqualified deferred compensation assets 14,197 — 14,197 — Derivative assets 321,488 — 254,601 66,887 Total $ 4,638,355 $ 326,440 $ 4,023,908 $ 288,007 Derivative liabilities $ 326,990 $ — $ 326,990 $ — December 31, 2019 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 121,088 $ 121,088 $ — $ — U.S. Government agencies 365,442 — 362,796 2,646 Municipal 145,318 — 33,368 111,950 Corporate notes 94,841 — 94,841 — Mortgage-backed 2,379,525 — 2,379,525 — Trading account securities 1,068 — 1,068 — Equity securities with readily determinable fair value 50,840 42,774 8,066 — Mortgage loans held-for-sale 377,313 — 377,313 — Loans held-for-investment 132,718 — 123,098 9,620 MSRs 85,638 — — 85,638 Nonqualified deferred compensation assets 14,213 — 14,213 — Derivative assets 103,644 — 101,013 2,631 Total $ 3,871,648 $ 163,862 $ 3,495,301 $ 212,485 Derivative liabilities $ 129,204 $ — $ 129,204 $ — September 30, 2019 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 221,670 $ 221,670 $ — $ — U.S. Government agencies 225,459 — 222,648 2,811 Municipal 146,104 — 33,046 113,058 Corporate notes 94,004 — 94,004 — Mortgage-backed 1,582,822 — 1,582,822 — Trading account securities 3,204 — 3,204 — Equity securities with readily determinable fair value 46,086 38,020 8,066 — Mortgage loans held-for-sale 464,727 — 464,727 — Loans held-for-investment 116,022 — 106,023 9,999 MSRs 75,585 — — 75,585 Nonqualified deferred compensation assets 13,750 — 13,750 — Derivative assets 138,286 — 135,307 2,979 Total $ 3,127,719 $ 259,690 $ 2,663,597 $ 204,432 Derivative liabilities $ 171,009 $ — $ 171,009 $ — The aggregate remaining contractual principal balance outstanding as of September 30, 2020 , December 31, 2019 and September 30, 2019 for mortgage loans held-for-sale measured at fair value under ASC 825 was $927.1 million , $368.0 million and $460.4 million , respectively, while the aggregate fair value of mortgage loans held-for-sale was $959.7 million , $377.3 million and $464.7 million , for the same respective periods, as shown in the above tables. There were $27.3 million of loans past due greater than 90 days and still accruing in the mortgage loans held-for-sale portfolio as of September 30, 2020 compared to $1.8 million as of December 31, 2019 and $1.3 million as of September 30, 2019 . Of the loans past due greater than 90 days and still accruing as of September 30, 2020 , $18.9 million were individual delinquent mortgage loans bought back from the GNMA at the unconditional option of the Company as servicer for those loans. The changes in Level 3 assets measured at fair value on a recurring basis during the three and nine months ended September 30, 2020 and 2019 are summarized as follows: U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at July 1, 2020 $ 117,255 $ 2,293 $ 13,953 $ 77,203 $ 58,433 Total net gains (losses) included in: Net income (1) — — 47 9,704 8,454 Other comprehensive income (loss) 64 (7 ) — — — Purchases 3,221 — — — — Issuances — — — — — Sales — — — — — Settlements (1,069 ) (157 ) (7,877 ) — — Net transfers into/(out of) Level 3 — — 6,490 — — Balance at September 30, 2020 $ 119,471 $ 2,129 $ 12,613 $ 86,907 $ 66,887 U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at January 1, 2020 $ 111,950 $ 2,646 $ 9,620 $ 85,638 $ 2,631 Total net gains (losses) included in: Net income (1) — — 169 1,269 64,256 Other comprehensive income (loss) (1,731 ) (46 ) — — — Purchases 16,093 — — — — Issuances — — — — — Sales — — — — — Settlements (6,841 ) (471 ) (9,337 ) — — Net transfers into/(out of) Level 3 — — 12,161 — — Balance at September 30, 2020 $ 119,471 $ 2,129 $ 12,613 $ 86,907 $ 66,887 U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at July 1, 2019 $ 110,296 $ 2,977 $ 10,481 $ 72,850 $ 3,596 Total net gains (losses) included in: Net income (1) — — 86 2,735 (617 ) Other comprehensive income (loss) (1,722 ) (9 ) — — — Purchases 5,668 — — — — Issuances — — — — — Sales — — — — — Settlements (1,184 ) (157 ) (1,203 ) — — Net transfers into/(out of) Level 3 — — 635 — — Balance at September 30, 2019 $ 113,058 $ 2,811 $ 9,999 $ 75,585 $ 2,979 U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at January 1, 2019 $ 108,926 $ 3,150 $ 11,347 $ 75,183 $ 2,457 Total net gains (losses) included in: Net income (1) — — 371 (5 ) 522 Other comprehensive income (loss) 6,334 134 — — — Purchases 7,192 — — 407 — Issuances — — — — — Sales — — — — — Settlements (9,394 ) (473 ) (2,554 ) — — Net transfers into/(out of) Level 3 — — 835 — — Balance at September 30, 2019 $ 113,058 $ 2,811 $ 9,999 $ 75,585 $ 2,979 (1) Changes in the balance of MSRs and derivative assets related to fair value adjustments are recorded as components of mortgage banking revenue. Changes in the balance of loans held-for-investment related to fair value adjustments are recorded as other 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 September 30, 2020 : September 30, 2020 Three Months Ended September 30, 2020 Fair Value Losses Recognized, net Nine Months Ended September 30, 2020 Fair Value Losses Recognized, net (Dollars in thousands) Total Level 1 Level 2 Level 3 Individually assessed loans - foreclosure probable and collateral-dependent $ 144,151 $ — $ — $ 144,151 $ 6,964 $ 24,438 Other real estate owned (1) 9,217 — — 9,217 225 748 Total $ 153,368 $ — $ — $ 153,368 $ 7,189 $ 25,186 (1) Fair value losses recognized, net on other real estate owned include valuation adjustments and charge-offs during the respective period. Individually assessed loans —In accordance with ASC 326, the allowance for credit losses for loans and other financial assets held at amortized cost should be measured on a collective or pooled basis when such assets exhibit similar risk characteristics. In instances in which a financial asset does not exhibit similar risk characteristics to a pool, the Company is required to measure such allowance for credit losses on an individual asset basis. For the Company's loan portfolio, nonaccrual loans and TDRs are considered to not exhibit similar risk characteristics as pools and thus are individually assessed. Credit losses are 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. Individually assessed loans are considered a fair value measurement where an allowance for credit loss 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 foreclosure probable and collateral-dependent loans. The Company’s Managed Assets Division is primarily responsible for the valuation of Level 3 inputs of individually assessed loans. For more information on individually assessed loans refer to Note 7 – Allowance for Credit Losses. At September 30, 2020 , the Company had $183.7 million of individually assessed loans classified as Level 3. Of the $183.7 million of individually assessed loans, $144.2 million were measured at fair value based on the underlying collateral of the loan as shown in the table above. The remaining $39.5 million were valued based on discounted cash flows in accordance with ASC 310. 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 other real estate owned. At September 30, 2020 , the Company had $9.2 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 September 30, 2020 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 $ 119,471 Bond pricing Equivalent rating BBB-AA+ N/A Increase U.S. Government agencies 2,129 Bond pricing Equivalent rating AAA AAA Increase Loans held-for-investment 12,613 Discounted cash flows Discount rate 2%-3% 2.50% Decrease Credit discount 0%-6% 1.14% Decrease Constant prepayment rate (CPR) 17.63% 17.63% Decrease MSRs 86,907 Discounted cash flows Discount rate 3%-20% 10.08% Decrease Constant prepayment rate (CPR) 6%-95% 17.63% Decrease Cost of servicing $70-$200 $76 Decrease Cost of servicing - delinquent $200-$1,000 $417 Decrease Derivatives 66,887 Discounted cash flows Pull-through rate 0%-100% 79% Increase Measured at fair value on a non-recurring basis: Individually assessed loans - foreclosure probable and collateral-dependent $ 144,151 Appraisal value Appraisal adjustment - cost of sale 10% 10.00% Decrease Other real estate owned 9,217 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 September 30, 2020 At December 31, 2019 At September 30, 2019 Carrying Fair Carrying Fair Carrying Fair (In thousands) Value Value Value Value Value Value Financial Assets: Cash and cash equivalents $ 308,695 $ 308,695 $ 286,476 $ 286,476 $ 448,814 $ 448,814 Interest-bearing deposits with banks 3,825,823 3,825,823 2,164,560 2,164,560 2,260,806 2,260,806 Available-for-sale securities 2,946,459 2,946,459 3,106,214 3,106,214 2,270,059 2,270,059 Held-to-maturity securities 560,267 575,947 1,134,400 1,138,396 1,095,802 1,104,903 Trading account securities 1,720 1,720 1,068 1,068 3,204 3,204 Equity securities with readily determinable fair value 54,398 54,398 50,840 50,840 46,086 46,086 FHLB and FRB stock, at cost 135,568 135,568 100,739 100,739 92,714 92,714 Brokerage customer receivables 16,818 16,818 16,573 16,573 14,943 14,943 Mortgage loans held-for-sale, at fair value 959,671 959,671 377,313 377,313 464,727 464,727 Loans held-for-investment, at fair value 253,515 253,515 132,718 132,718 116,022 116,022 Loans held-for-investment, at amortized cost 31,882,040 31,723,559 26,667,572 26,659,903 25,594,149 25,472,310 Nonqualified deferred compensation assets 14,197 14,197 14,213 14,213 13,750 13,750 Derivative assets 321,488 321,488 103,644 103,644 138,286 138,286 Accrued interest receivable and other 272,940 272,940 303,090 303,090 272,072 272,072 Total financial assets $ 41,553,599 $ 41,410,798 $ 34,459,420 $ 34,455,747 $ 32,831,434 $ 32,718,696 Financial Liabilities Non-maturity deposits $ 30,778,127 $ 30,778,127 $ 24,483,867 $ 24,483,867 $ 23,091,143 $ 23,091,143 Deposits with stated maturities 5,066,295 5,063,732 5,623,271 5,635,475 5,619,236 5,635,597 FHLB advances 1,228,422 1,207,203 674,870 715,129 574,847 620,136 Other borrowings 507,395 507,395 418,174 418,174 410,488 410,488 Subordinated notes 436,385 473,825 436,095 458,796 435,979 451,947 Junior subordinated debentures 253,566 208,333 253,566 243,158 253,566 254,426 Derivative liabilities 326,990 326,990 129,204 129,204 171,009 171,009 Accrued interest payable 21,310 21,310 19,940 19,940 22,899 22,899 Total financial liabilities $ 38,618,490 $ 38,586,915 $ 32,038,987 $ 32,103,743 $ 30,579,167 $ 30,657,645 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, 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 generally categorized these held-to-maturity securities as a Level 2 fair value measurement. Fair values for certain other held-to-maturity securities are based on the bond pricing methodology discussed previously related to certain available-for-sale securities. In accordance with ASC 820, the Company has categorized these held-to-maturity securities as a Level 3 fair value measurement. Loans held-for-investment, at amortized cost. 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. 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	9 Months Ended
	Sep. 30, 2020
Share-based Payment Arrangement, Noncash Expense [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. Awards granted 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 are made pursuant to the 2015 Plan. As of September 30, 2020 , approximately 2.1 million shares were available for future grants assuming the maximum number of shares are issued for the performance awards outstanding. 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 and other incentive awards valued in whole or in part by reference to the Company’s common stock, all on a stand alone, combination or tandem basis. 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 generally vest ratably over periods of three to five years and have a maximum term of seven years from the date of grant. 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. LTIP grants in 2020 consisted of a combination of performance-based stock awards, performance-based cash awards and time vested restricted shares. LTIP grants from 2017 through 2019 consisted of a combination of performance-based stock awards and performance-based cash awards, and prior to 2017, nonqualified stock options were in the mix of award types. Stock options granted under the LTIP have a term of seven years and generally vested equally over three years based on continued service. 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% of the target award. The awards typically 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 performance-based stock awards are entitled to receive, at no cost, the shares earned based on the achievement of the pre-established long-term goals. 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 shares are issued. Shares that are vested but not issuable pursuant to deferred compensation arrangements accrue additional shares based on the value of dividends otherwise paid. Except in limited circumstances, these awards are canceled upon termination of employment without any payment of consideration by the Company. 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 value of restricted share and performance-based stock awards is 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 various assumptions. 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. Management periodically reviews and adjusts the assumptions used to calculate the fair value of an option in periods when options are granted. No options were granted since 2016. 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 re-evaluated quarterly 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 $1.3 million in the third quarter of 2020 and $2.0 million in the third quarter of 2019 , and $(1.0) million and $8.3 million in the 2020 and 2019 year-to-date periods, respectively. A summary of the Company's stock option activity for the nine months ended September 30, 2020 and September 30, 2019 is presented below: Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2020 755,332 $ 42.43 Granted — — Exercised (104,703 ) 38.71 Forfeited or canceled (5,608 ) 44.34 Outstanding at September 30, 2020 645,021 $ 43.02 1.9 $ 52 Exercisable at September 30, 2020 637,120 $ 43.01 1.8 $ 52 Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2019 795,014 $ 42.26 Granted — — Exercised (112,230 ) 38.64 Forfeited or canceled — — Outstanding at September 30, 2019 682,784 $ 42.85 2.4 $ 14,873 Exercisable at September 30, 2019 667,664 $ 42.81 2.4 $ 14,565 (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 aggregate intrinsic value of options exercised during the nine months ended September 30, 2020 and September 30, 2019 , was $2.7 million and $3.8 million , respectively. Cash received from option exercises under the Plans for the nine months ended September 30, 2020 and September 30, 2019 was $4.1 million and $4.3 million , respectively. A summary of the Plans' restricted share activity for the nine months ended September 30, 2020 and September 30, 2019 is presented below: Nine months ended September 30, 2020 Nine months ended September 30, 2019 Restricted Shares Common Weighted Common Weighted Outstanding at January 1 144,328 $ 60.37 143,263 $ 60.80 Granted 113,156 61.32 13,099 71.66 Vested and issued (13,917 ) 77.77 (15,257 ) 76.69 Forfeited or canceled (6,547 ) 73.71 (1,691 ) 79.50 Outstanding at September 30 237,020 $ 59.43 139,414 $ 59.85 Vested, but not issuable at September 30 93,514 $ 52.08 91,505 $ 52.13 A summary of the Plans' performance-based stock award activity, based on the target level of the awards, for the nine months ended September 30, 2020 and September 30, 2019 is presented below: Nine months ended September 30, 2020 Nine months ended September 30, 2019 Performance-based Stock Common Weighted Common Weighted Outstanding at January 1 465,515 $ 74.37 396,855 $ 67.71 Granted 169,864 63.62 175,696 71.57 Added by performance factor at vesting 48,831 72.59 33,950 40.99 Vested and issued (180,789 ) 72.59 (128,238 ) 41.00 Expired, canceled or forfeited (18,727 ) 72.66 (10,430 ) 74.70 Outstanding at September 30 484,694 $ 71.15 467,833 $ 74.38 Vested, but deferred at September 30 34,441 $ 43.07 33,701 $ 42.92

Shareholders' Equity and Earnin

Shareholders' Equity and Earnings Per Share	9 Months Ended
	Sep. 30, 2020
Earnings Per Share, Basic and Diluted, Other Disclosures [Abstract]
Shareholders' Equity and Earnings Per Share	Shareholders’ Equity and Earnings Per Share 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 E Preferred Stock In May 2020, the Company issued 11,500 shares of fixed-rate reset non-cumulative perpetual preferred stock, Series E, liquidation preference $25,000 per share (the “Series E Preferred Stock”) as part of a $287.5 million public offering of 11,500,000 depositary shares, each representing a 1/1,000th interest in a share of Series E Preferred Stock. When, as and if declared, dividends on the Series E Preferred Stock are payable quarterly in arrears at a fixed rate of 6.875% per annum starting on October 15, 2020 . Other At the January 2020 Board of Directors meeting, a quarterly cash dividend of $0.28 per share ( $1.12 on an annualized basis) was declared. It was paid on February 20, 2020 to shareholders of record as of February 6, 2020 . At the April 2020 Board of Directors meeting, a quarterly cash dividend of $0.28 per share ( $1.12 on an annualized basis) was declared. It was paid on May 21, 2020 to shareholders of record as of May 7, 2020. At the July 2020 Board of Directors meeting, a quarterly cash dividend of $0.28 per share ( $1.12 on an annualized basis) was declared. It was paid on August 20, 2020 to shareholders of record as of August 6, 2020. 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) Gains on Derivative Instruments Accumulated Foreign Currency Translation Adjustments Total Accumulated Other Comprehensive Loss Balance at July 1, 2020 $ 85,506 $ (43,606 ) $ (42,497 ) $ (597 ) Other comprehensive (loss) income during the period, net of tax, before reclassifications (10,682 ) 3,466 2,891 (4,325 ) Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (36 ) 4,157 — 4,121 Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (40 ) — — (40 ) Net other comprehensive (loss) income during the period, net of tax $ (10,758 ) $ 7,623 $ 2,891 $ (244 ) Balance at September 30, 2020 $ 74,748 $ (35,983 ) $ (39,606 ) $ (841 ) Balance at January 1, 2020 $ 14,982 $ (13,141 ) $ (36,519 ) $ (34,678 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 60,043 (31,796 ) (3,087 ) 25,160 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (146 ) 8,954 — 8,808 Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (131 ) — — (131 ) Net other comprehensive income (loss) during the period, net of tax $ 59,766 $ (22,842 ) $ (3,087 ) $ 33,837 Balance at September 30, 2020 $ 74,748 $ (35,983 ) $ (39,606 ) $ (841 ) Balance at July 1, 2019 $ 4,209 $ (12,044 ) $ (37,594 ) $ (45,429 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 13,371 (3,233 ) (1,471 ) 8,667 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (292 ) (1,781 ) — (2,073 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (42 ) — — (42 ) Net other comprehensive income (loss) during the period, net of tax $ 13,037 $ (5,014 ) $ (1,471 ) $ 6,552 Balance at September 30, 2019 $ 17,246 $ (17,058 ) $ (39,065 ) $ (38,877 ) Balance at January 1, 2019 $ (42,353 ) $ 7,857 $ (42,376 ) $ (76,872 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 60,527 (17,529 ) 3,311 46,309 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (626 ) (7,386 ) — (8,012 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (302 ) — — (302 ) Net other comprehensive income (loss) during the period, net of tax $ 59,599 $ (24,915 ) $ 3,311 $ 37,995 Balance at September 30, 2019 $ 17,246 $ (17,058 ) $ (39,065 ) $ (38,877 ) Amount Reclassified from Accumulated Other Comprehensive Income (Loss) for the Details Regarding the Component of Accumulated Other Comprehensive Income (Loss) Three Months Ended Nine Months Ended Impacted Line on the Consolidated Statements of Income September 30, September 30, 2020 2019 2020 2019 Accumulated unrealized gains on securities Gains included in net income $ 50 $ 400 $ 200 $ 856 Gains (losses) on investment securities, net 50 400 200 856 Income before taxes Tax effect (14 ) (108 ) (54 ) (230 ) Income tax expense Net of tax $ 36 $ 292 $ 146 $ 626 Net income Accumulated unrealized gains (losses) on derivative instruments Amount reclassified to interest expense on deposits $ 3,884 $ (2,635 ) $ 8,806 $ (10,403 ) Interest on deposits Amount reclassified to interest expense on other borrowings 740 196 1,458 321 Interest on other borrowings Amount reclassified to interest expense on junior subordinated debentures 1,043 11 1,944 11 Interest on junior subordinated debentures (5,667 ) 2,428 (12,208 ) 10,071 Income before taxes Tax effect 1,510 (647 ) 3,254 (2,685 ) Income tax expense Net of tax $ (4,157 ) $ 1,781 $ (8,954 ) $ 7,386 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 Nine Months Ended (In thousands, except per share data) September 30, September 30, September 30, September 30, Net income $ 107,315 $ 99,121 $ 191,786 $ 269,733 Less: Preferred stock dividends 10,286 2,050 14,386 6,150 Net income applicable to common shares (A) $ 97,029 $ 97,071 $ 177,400 $ 263,583 Weighted average common shares outstanding (B) 57,597 56,690 57,595 56,627 Effect of dilutive potential common shares Common stock equivalents 449 773 469 724 Weighted average common shares and effect of dilutive potential common shares (C) 58,046 57,463 58,064 57,351 Net income per common share: Basic (A/B) $ 1.68 $ 1.71 $ 3.08 $ 4.65 Diluted (A/C) $ 1.67 $ 1.69 $ 3.06 $ 4.60 Potentially dilutive common shares can result from stock options, restricted stock unit awards, stock warrants 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.

Basis of Presentation (Policies

Basis of Presentation (Policies)	9 Months Ended
	Sep. 30, 2020
Accounting Policies [Abstract]
Basis of Accounting	The interim consolidated financial statements of Wintrust Financial Corporation and its subsidiaries (collectively, “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 interim consolidated financial statements. The accompanying interim 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 interim unaudited 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, 2019 (“ 2019 Form 10-K”). Operating results reported for the period 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 credit losses, including the allowance for loan losses, the allowance for unfunded commitment losses and the allowance for held-to-maturity securities losses, 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 2019 Form 10-K, some of which were superseded by the Company's adoption of certain accounting standards as of January 1, 2020. For further discussion of the Company's adoption of such accounting standards as of January 1, 2020, see Note 2 - “Recent Accounting Developments”.
Recent Accounting Developments	Allowance for Credit Losses In June 2016, the FASB issued Accounting Standards Update ("ASU") No. 2016-13, “Financial Instruments - Credit Losses (Topic 326): Measurement of Credit Losses on Financial Instruments,” to replace the 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 lifetime credit loss estimates. This impacts the calculation of an allowance for credit losses for all financial assets measured under the amortized cost basis, including held-to-maturity debt securities and purchased credit deteriorated ("PCD") assets 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. The FASB has continued to issue various updates to clarify and improve specific areas of ASU No. 2016-13. In November 2018, the FASB issued ASU No. 2018-19, “Codification Improvements to Topic 326, Financial Instruments-Credit Losses,” to clarify the implementation guidance within ASU No. 2016-13 surrounding narrow aspects of Topic 326, including the impact of the guidance on operating lease receivables. In May 2019, FASB issued ASU No. 2019-05, “Financial Instruments - Credit Losses (Topic 326): Targeted Transition Relief," allowing for the irrevocable election of the fair value option for certain financial assets, on an instrument-by-instrument basis, within the scope previously measured at amortized cost basis. In February 2020, the FASB issued ASU No. 2020-02, “Financial Instruments - Credit Losses (Topic 326) and Leases (Topic 842), Amendments to SEC Paragraphs Pursuant to SEC Staff Accounting Bulletin No. 119 and Update to SEC Section on Effective Date Related to Accounting Standards Update No. 2016-02, Leases (Topic 842),” which adds and amends SEC Staff Guidance paragraphs within these Topics in the Codification to reflect the issuance of SEC Staff Accounting Bulletin (SAB) No. 119, which includes the SEC's general statement on measuring current expected credit losses, and information on developing, reporting, and validating a systematic methodology. ASU No. 2020-02 was effective upon issuance. In May 2020, federal and state banking regulators issued the final “Interagency Policy Statement on Allowance for Credit Losses." The policy statement was issued to maintain conformance with GAAP and FASB Accounting Standards Codification ("ASC") Topic 326 and does not prescribe how estimation methods are used, nor how key assumptions are determined. The final guidance describes the measurement of expected credit losses, including the design, documentation, and validation of expected credit loss estimation processes, internal controls over these processes, and the responsibilities of boards of directors and management, in addition to examiner reviews of the allowance for credit losses. The final Policy Statement replaces the existing policy statements related to the allowance for loan and lease losses under the prior incurred loss methodology and was effective upon adoption of ASC Topic 326. The Company adopted ASU No. 2016-13 and all subsequent updates issued to clarify and improve specific areas of this ASU as of January 1, 2020. Guidance was adopted under a modified retrospective approach and, at January 1, 2020, the Company recognized a cumulative-effect adjustment to the allowance for credit losses of $47.4 million representing current expected credit losses on financial instruments. Of this amount, $33.2 million was recorded to the allowance for unfunded commitment losses within accrued interest and other liabilities and $74,000 was recorded to the allowance for held-to-maturity securities losses presented as a reduction to the carrying balance of held-to-maturity debt securities, both on the Company's Consolidated Statements of Condition, with an offsetting amount recorded directly to retained earnings, net of taxes. The remaining $14.2 million cumulative effect adjustment was recorded to the allowance for loan losses, presented separately on the Company's Consolidated Statements of Condition. Of the amount recorded to the allowance for loan losses, $11.0 million related to PCD loans with such offsetting amount added directly to the carrying balance of the loans and the remaining $3.2 million not related to PCD loans recorded directly to retained earnings, net of taxes, on the Company's Consolidated Statements of Condition. Further, as noted above, certain accounting policy elections are available under the new rules. The Company utilized the following approach to such elections: • The Company elected to not measure an allowance for credit losses on accrued interest as such accrued interest is written off in a timely manner when deemed uncollectible. Any such write-off of accrued interest will reverse previously recognized interest income. • The Company elected to not include accrued interest within presentation and disclosures of the carrying amount of financial assets held at amortized cost. This election is applicable to the various disclosures included within the Company's financial statements. Accrued interest related to financial assets held at amortized cost is included within accrued interest receivable and other assets within the Company's Consolidated Statements of Condition and totaled $116.9 million at September 30, 2020. • The Company elected to estimate expected credit losses by measuring the face amount or unpaid principal balance component of the amortized cost basis of a financial asset separately from other components such as premiums, discount and deferred fees and costs. • The Company elected to not maintain current accounting policies for existing purchase credit impaired ("PCI") financial assets. Upon adoption, such assets were considered PCD assets and measured accordingly under the new rules. See Note 7 - Allowance for Credit Losses for further information on the Company’s current expected credit losses methodology. Legislation and Regulations Issued as a Result of the COVID-19 Pandemic On March 27, 2020, the President of the United States signed the Coronavirus Aid, Relief, and Economic Security Act (the "CARES Act" or the "Act"), which provides entities with optional temporary relief from certain accounting and financial reporting requirements under U.S. GAAP. Section 4013 of the CARES Act allows financial institutions to suspend application of certain current troubled debt restructuring ("TDR") accounting guidance under ASC 310-40 for loan modifications related to the COVID-19 pandemic made between March 1, 2020 and the earlier of December 31, 2020 or 60 days after the end of the COVID-19 national emergency, provided certain criteria are met. This relief can be applied to loan modifications for borrowers that were not more than 30 days past due as of December 31, 2019 and to loan modifications that defer or delay the payment of principal or interest, or change the interest rate on the loan. The Company chose to apply this relief to eligible loan modifications. In April 2020, federal and state banking regulators issued the Interagency Statement on Loan Modifications and Reporting for Financial Institutions Working with Customers Affected by the Coronavirus to provide separate relief, specifically indicating that if a modification is either short-term (e.g., six months) or mandated by a federal or state government in response to the COVID-19 pandemic, the borrower is not considered to be experiencing financial difficulty and thus does not represent a TDR under ASC 310-40. Additionally, in August 2020, regulators issued the Joint Statement on Additional Loan Accommodations Related to COVID-19 Event to provide prudent risk management and consumer protection principles for financial institutions to consider while working with borrowers as loans near the end of initial loan accommodation periods applicable during the COVID-19 pandemic. The Company continues to prudently work with borrowers negatively impacted by the COVID-19 pandemic while managing credit risks and recognizing appropriate allowance for credit losses on its loan portfolio. The CARES Act also provided financial institutions with the option to defer adoption of ASU No. 2016-13 until the earlier of the date the COVID-19 national emergency comes to an end or December 31, 2020. The Company did not elect to defer adoption and elected to adopt ASU No. 2016-13 and all subsequent updates issued to clarify and improve specific areas of this ASU as of January 1, 2020. The business tax provisions of the Act include temporary changes to income and non-income based tax laws, including immediate recovery of qualified improvement property costs and acceleration of Alternative Minimum Tax ("AMT") credits. These provisions are not expected to have a material impact on the Company's deferred taxes. Income Taxes In December 2019, the FASB issued ASU No. 2019-12, "Income Taxes (Topic 740): Simplifying the Accounting for Income Taxes," to simplify the accounting for income taxes by removing certain exceptions to the general principles of ASC 740. The guidance also improves consistent application by clarifying and amending existing guidance from ASC 740. This guidance is effective for fiscal years beginning after December 15, 2020, including interim periods therein and is to be applied on a retrospective, modified retrospective or prospective approach, depending on the specific amendment. Early adoption is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. Investment Securities In January 2020, the FASB issued ASU No. 2020-01, “Clarifying the Interactions Between Investments-Equity Securities (ASC Topic 321), Investments-Equity Method and Joint Ventures (ASC Topic 323), and Derivatives and Hedging (ASC Topic 815),” which amends ASC 323, Investments-Equity Method & Joint Ventures to clarify that an entity should consider observable transactions that require it to either apply or discontinue using the equity method of accounting for purposes of applying the measurement alternative in accordance with ASC 321, Investments-Equity Securities, immediately before applying or discontinuing the equity method under ASC 323. The guidance also amends ASC 815, Derivatives & Hedging, to clarify that, when determining the accounting for certain non-derivative forward contracts and purchased options, an entity should not consider how to account for the resulting investments upon eventual settlement or exercise, and that an entity should evaluate the remaining characteristics in accordance with ASC 815 to determine the accounting for those forward contracts and purchased options. This guidance is effective for fiscal years beginning after December 15, 2020, including interim periods therein, and is to be applied under a prospective approach. Early adoption is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. Codification Improvements to Financial Instruments In March 2020, the FASB issued ASU No. 2020-03, “Codification Improvements to Financial Instruments,” to clarify and improve various aspects of financial instruments guidance, including amending ASC 326, Financial Instruments-Credit Losses, to align the contractual term used to measure expected credit losses for a lease to be consistent with the lease term determined under ASC 842, Leases, and amending ASC 860, Transfers and Servicing, to clarify that, when an entity regains control of financial assets previously sold, an allowance for credit losses should be recognized in accordance with ASC 326. The guidance also amends ASC 820, Fair Value Measurement, to clarify the applicability of the portfolio exception to non-financial items accounted for as derivatives, and amends ASC 942, Financial Services, to clarify the applicability of certain disclosure requirements in ASC 320, Investments-Debt Securities, to depository and lending institutions. Amendments to clarify Codification sections relevant to the accounting for certain fees and costs related to exchanges or modifications of debt instruments within ASC 470, Debt, is also provided. As the Company has already adopted the standards amended by this ASU, this guidance is effective upon issuance. Amendments to ASC 326 were applied under a modified retrospective approach through a cumulative-effect adjustment recognized by the Company directly to retained earnings on the Company's Consolidated Statements of Condition. Adoption of this guidance did not have a material impact on the Company’s consolidated financial statements. Reference Rate Reform In March 2020, the FASB issued ASU No. 2020-04, “Reference Rate Reform (Topic 848),” which provides temporary optional relief for contracts modified as a result of reference rate reform meeting certain modification criteria, generally allowing an entity to account for contract modifications occurring due to reference rate reform as an event that does not require contract remeasurement or reassessment of a previous accounting determination at the modification date. The guidance also includes temporary optional expedients intended to provide relief from various hedge effectiveness requirements for hedging relationships affected by reference rate reform, provided certain criteria are met, and allows a one-time election to sell or transfer to either available-for-sale or trading any held-to-maturity ("HTM") debt securities that refer to an interest rate affected by reference rate reform and were classified as HTM prior to January 1, 2020. This guidance is effective upon issuance and can be applied prospectively, with certain exceptions, through December 31, 2022. The Company continues to evaluate the impact of adopting this new guidance on its consolidated financial statements. Debt In August 2020, the FASB issued ASU No. 2020-06, “Debt-Debt with Conversion and Other Options (Subtopic 470-20) and Derivatives and Hedging-Contracts in Entity’s Own Equity (Subtopic 815-40): Accounting for Convertible Instruments and Contracts in an Entity’s Own Equity,” which includes provisions for reducing the number of accounting models used in accounting for convertible debt instruments and convertible preferred stock, amending derivatives and earnings-per-share (EPS) guidance and expanding disclosures for convertible debt instruments and EPS. This guidance is effective for fiscal years beginning after December 15, 2021, including interim periods therein, and is to be applied under either a full or modified retrospective approach. Early adoption is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. SEC Amendments to Financial Disclosures about Acquired and Disposed Businesses In May 2020, the SEC issued a final rule on “Amendments to Financial Disclosures about Acquired and Disposed Businesses,” which provides for specific disclosure changes, including revising the investment and income significance tests, conforming the significance threshold and tests for a disposed business to those used for an acquired business, permitting abbreviated financial statements for certain acquisitions of a component of an entity, and reducing the maximum number of years for which financial statements are required for acquired businesses from three years to two years, among other amendments. This guidance is effective on January 1, 2021 and early compliance is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements. SEC Update of Statistical Disclosures for Bank and Savings and Loan Registrants In September 2020, the SEC issued a final rule on the “Update of Statistical Disclosures for Bank and Savings and Loan Registrants,” which adopts rules to update statistical disclosure requirements for banking registrants. The amendments update and expand the disclosures that registrants are required to provide, codify certain Industry Guide 3 disclosure items and eliminate other Guide 3 disclosures that overlap with SEC rules, GAAP or IFRS standards. In addition, Guide 3 is being rescinded and replaced with a new subpart of Regulation S-K. The SEC ruling is applicable to fiscal years beginning after December 15, 2021 and early compliance is permitted. The Company does not expect this guidance to have a material impact on the Company’s consolidated financial statements.
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. These items are included within the Company’s Consolidated Statements of Condition as cash and due from banks, and federal funds sold and securities purchased under resale agreements.
Investment Securities	Equity securities without readily determinable fair values totaled $30.0 million as of September 30, 2020 . Equity securities without readily determinable fair values are included as part of accrued interest receivable and other assets in the Company's Consolidated Statements of Condition. The Company monitors its equity investments without readily determinable fair values to identify potential transactions that may indicate an observable price change in orderly transactions for the identical or a similar investment of the same issuer, requiring adjustment to its carrying amount. The Company recorded no upward adjustments related to such observable price changes for the three months ended September 30, 2020 and a $393,000 upward adjustment for the nine months ended September 30, 2020. No downward adjustments on such securities were recorded for the three and nine month periods ended September 30, 2020. The Company conducts a quarterly assessment of its equity securities without readily determinable fair values to determine whether impairment exists in such securities, considering, among other factors, the nature of the securities, financial condition of the issuer and expected future cash flows. During the three months ended September 30, 2020 , the Company recorded no impairment of equity securities without readily determinable fair values and $2.1 million of impairment during the nine month period ending September 30, 2020. The Company conducts a regular assessment of its investment securities to determine whether securities are experiencing credit losses. Factors for consideration include the nature of the securities, credit ratings or financial condition of the issuer, the extent 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 available-for-sale securities with unrealized losses at September 30, 2020 to be experiencing credit losses and recognized no resulting allowance for credit losses for such individually assessed credit losses. 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. Available-for-sale securities with continuous unrealized losses existing for more than twelve months were primarily corporate notes.
Loans	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. Additionally, to provide short-term relief due to macroeconomic deterioration from the COVID-19 pandemic to small businesses within such market areas, the Company originated loans through the Paycheck Protection Program ("PPP"), an expansion of guaranteed lending under Section 7(a) of the Small Business Act within the CARES Act. As of September 30, 2020, the Company's commercial portfolio included approximately $3.4 billion of such PPP loans. 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 $108.5 million at September 30, 2020 , $118.4 million at December 31, 2019 and $117.5 million at September 30, 2019 . Total loans, excluding PCD loans, include net deferred loan fees and costs and fair value purchase accounting adjustments totaling $(42.3) million at September 30, 2020 , $9.1 million at December 31, 2019 and $8.9 million at September 30, 2019 . Prior to January 1, 2020, PCI loans were recorded net of credit discounts. See “PCI Loans” below. Net deferred fees as of September 30, 2020 includes $49.3 million of net deferred fees paid by the Small Business Administration ("SBA") for loans originated under PPP. As PPP loans share similar characteristics (loan terms), and prepayments are considered probable and can reasonably be estimated due to terms of the program, the Company considers estimated future principal prepayments in recognizing such deferred fee for determining a constant effective yield on the portfolio of loans. 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. PCI Loans Prior to January 1, 2020, PCI loans were aggregated into pools by common risk characteristics for accounting purposes, including recognition of interest income on a pool basis. Measurement of any allowance for loan losses on these loans were offset by the remaining credit discount related to the pool. Changes in expected cash flows would vary from period to period as the Company periodically updated 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, included changes in the benchmark interest rate indices for variable-rate products and changes in prepayment assumptions and loss estimates. As a result of the implementation of ASU No. 2016-13, beginning in the first quarter of 2020, PCI loans transitioned to a classification of PCD, which no longer maintains the prior pools and related accounting concepts. The following tables present the required disclosures for PCI loans before the adoption of ASU No. 2016-13.
Credit Loss and Credit Quality Indicators	In accordance with ASC 326, the Company is required to measure the allowance for credit losses of financial assets with similar risk characteristics on a collective or pooled basis. In considering the segmentation of financial assets measured at amortized cost into pools, the Company considered various risk characteristics in its analysis. Generally, the segmentation utilized represents the level at which the Company develops and documents its systematic methodology to determine the allowance for credit losses for the financial asset held at amortized cost, specifically the Company's loan portfolio and debt securities classified as held-to-maturity. Below is a summary of the Company's loan portfolio segments and major debt security types: Commercial loans, including PPP loans: The Company makes commercial loans for many purposes, including working capital lines and leasing arrangements, that are generally renewable annually and supported by business assets, personal guarantees and additional collateral. Underlying collateral includes receivables, inventory, enterprise value and the assets of the business. Commercial business lending is generally considered to involve a slightly higher degree of risk than traditional consumer bank lending. This portfolio includes a range of industries, including manufacturing, restaurants, franchise, professional services, equipment finance and leasing, mortgage warehouse lending and industrial. The Company also originates loans through PPP. Administered by the SBA, PPP provides short-term relief primarily related to the disruption from COVID-19 to companies and non-profits that meet the SBA’s definition of an eligible small business. Under the program, the SBA will forgive all or a portion of the loan if, during a certain period, loans are used for qualifying expenses. If all or a portion of the loan is not forgiven, the borrower is responsible for repayment. PPP loans are fully guaranteed by the SBA, including any portion not forgiven. The SBA guarantee exists at the inception of the loan and throughout its life and is not separated from the loan if the loan is subsequently sold or transferred. As it is not considered a freestanding contract, the Company considers the impact of the SBA guarantee when measuring the allowance for credit losses. Commercial real estate loans, including construction and development, and non-construction: The Company's commercial real estate loans are generally secured by a first mortgage lien and assignment of rents on the underlying property. Since most of the Company's bank branches are located in the Chicago metropolitan area and southern Wisconsin, a significant portion of the Company's commercial real estate loan portfolio is located in this region. As the risks and circumstances of such loans in construction phase vary from that of non-construction commercial real estate loans, the Company assessed the allowance for credit losses separately for these two segments. Home equity loans: The Company's home equity loans and lines of credit are primarily originated by each of the bank subsidiaries in their local markets where there is a strong understanding of the underlying real estate value. The Company's banks monitor and manage these loans, and conduct an automated review of all home equity loans and lines of credit at least twice per year. The banks subsidiaries use this information to manage loans that may be higher risk and to determine whether to obtain additional credit information or updated property valuations. In a limited number of cases, the Company may issue home equity credit together with first mortgage financing, and requests for such financing are evaluated on a combined basis. Residential real estate loans: The Company's residential real estate portfolio predominantly includes one- to four-family adjustable rate mortgages that have repricing terms generally from one to three years, construction loans to individuals and bridge financing loans for qualifying customers. The Company's adjustable rate mortgages relate to properties located principally in the Chicago metropolitan area and southern Wisconsin or vacation homes owned by local residents. The Company believes that since this loan portfolio consists primarily of locally originated loans, and since the majority of the borrowers are longer-term customers with lower LTV ratios, the Company faces a relatively low risk of borrower default and delinquency. It is not the Company's current practice to underwrite, and there are no plans to underwrite subprime, Alt A, no or little documentation loans, or option ARM loans. Premium finance receivables: The Company makes loans to businesses to finance the insurance premiums they pay on their commercial insurance policies. The loans are indirectly originated by working through independent medium and large insurance agents and brokers located throughout the United States and Canada. The insurance premiums financed are primarily for commercial customers’ purchases of liability, property and casualty and other commercial insurance. This lending involves relatively rapid turnover of the loan portfolio and high volume of loan originations. The Company performs ongoing credit and other reviews of the agents and brokers to mitigate against the risk of fraud. The Company also originates life insurance premium finance receivables. These loans are originated directly with the borrowers with assistance from life insurance carriers, independent insurance agents, financial advisors and legal counsel. The life insurance policy is the primary form of collateral. In addition, these loans often are secured with a letter of credit, marketable securities or certificates of deposit. In some cases, the Company may make a loan that has a partially unsecured position. Consumer and other loans: Included in the consumer and other loan category is a wide variety of personal and consumer loans to individuals. The Company originates consumer loans in order to provide a wider range of financial services to their customers. Consumer loans generally have shorter terms and higher interest rates than mortgage loans but generally involve more credit risk than mortgage loans due to the type and nature of the collateral. U.S. government agency securities: This security type includes debt obligations of certain government-sponsored entities of the U.S. government such as the Federal Home Loan Bank, Federal Agricultural Mortgage Corporation, Federal Farm Credit Banks Funding Corporation and Fannie Mae. Such securities often contain an explicit or implicit guarantee of the U.S. government. Municipal securities: The Company's municipal securities portfolio include bond issues for various municipal government entities located throughout the United States, including the Chicago metropolitan area and southern Wisconsin, some of which are privately placed and non-rated. Though the risk of loss is typically low, including within the Company, default history exists on municipal securities within the United States. The tables below show the aging of the Company’s loan portfolio by the segmentation noted above at September 30, 2020 , December 31, 2019 and September 30, 2019 . For periods prior to January 1, 2020, PCI loans are disclosed in segmentation consistent with that discussed above for comparative purposes. For accounting purposes, including recognition of interest income, PCI loans were aggregated into pools by common risk characteristics separate from non-acquired loans. As a result of the implementation of ASU 2016-13, beginning in the first quarter of 2020, PCI loans transitioned to a classification of purchased financial assets with credit deterioration ("PCD"), which no longer maintains the prior pools and related accounting concepts. Recognition of interest income on PCD loans is considered at the individual asset level following the Company's accrual policies, instead of based upon the entire pool of loans. As a result, such PCD loans are included within nonaccrual status, if applicable. The Company conducts an assessment of its investment securities, including those classified as held-to-maturity, at the time of purchase and on at least an annual basis to ensure such investment securities remain within appropriate levels of risk and continue to perform satisfactorily in fulfilling its obligations. The Company considers, among other factors, the nature of the securities and credit ratings or financial condition of the issuer. If available, the Company obtains a credit rating for issuers from a Nationally Recognized Statistical Rating Organization (“NRSRO”) for consideration. If no such rating is available for an issuer, the Company performs an internal rating based on the scale utilized within the loan portfolio as discussed above. For purposes of the table below, the Company has converted any issuer rating from an NRSRO into the Company’s internal ratings based on Investment Policy and review by the Company’s management. Credit Quality Indicators Credit quality indicators, specifically the Company's internal risk rating systems, reflect how the Company monitors credit losses and represents factors used by the Company when measuring the allowance for credit losses. The following discusses the Company's credit quality indicators by financial asset. Loan portfolios 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 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. These credit risk ratings are also an important aspect of the Company's allowance for credit losses measurement methodology. The credit risk rating structure and classifications are shown below: Pass (risk rating 1 to 5): Based on various factors (liquidity, leverage, etc.), the Company believes asset quality is acceptable and is deemed to not require additional monitoring by the Company. Special mention (risk rating 6): Assets in this category are currently protected, potentially weak, but not to the point of substandard classification. Loss potential is moderate if corrective action is not taken. Substandard accrual (risk rating 7): Assets in this category have well defined weaknesses that jeopardize the liquidation of the debt. Loss potential is distinct but with no discernible impairment. Substandard nonaccrual/doubtful (risk rating 8 and 9): Assets have all the weaknesses in those classified “substandard accrual” with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of current existing facts, conditions, and values, improbable. Loss/fully charged-off (risk rating 10): Assets in this category are considered fully uncollectible. As such, these assets have no carrying balance on the Company's Consolidated Statements of Condition. 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 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 and, as a result, no longer share similar risk characteristics as its related pool. If that is the case, the individual loan is considered collateral dependent and individually assessed for an allowance for credit loss. The Company’s individual assessment 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 or a charge-off. If the Company determines 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. In determining the appropriate charge-off for collateral-dependent loans, the Company considers the results of appraisals for the associated collateral. The allowance for credit losses is measured on a collective or pooled basis when similar risk characteristics exist, based upon the segmentation discussed above. The Company utilizes modeling methodologies that estimate lifetime credit loss rates on each pool, including methodologies estimating the probability of default and loss given default on specific segments. Historical credit loss history is adjusted for reasonable and supportable forecasts developed by the Company on a quantitative or qualitative basis. Reasonable and supportable forecasts consider the macroeconomic factors that are most relevant to evaluating and predicting expected credit losses in the Company's financial assets. Currently, the Company utilizes an eight quarter forecast period using a single macroeconomic scenario provided by a third-party and reviewed within the Company's governance structure. For periods beyond the ability to develop reasonable and supportable forecasts, the Company reverts to historical loss rates at an input level, straight-line over a four quarter reversion period. Expected credit losses are measured over the contractual term of the financial asset with consideration of expected prepayments. Expected extensions, renewals or modifications of the financial asset are only considered when either 1) the expected extension, renewal or modification is contained within the existing agreement and is not unconditionally cancelable, or 2) the expected extension, renewal or modification is reasonably expected to result in a TDR. The methodologies discussed above are applied to both current asset balances on the Company's Consolidated Statements of Condition and off-balance sheet commitments (i.e. unfunded lending-related commitments). Assets that do not share similar risk characteristics with a pool are assessed for the allowance for credit losses on an individual basis. These typically include assets experiencing financial difficulties, including substandard nonaccrual assets and assets currently classified or expected to be classified as TDRs. If foreclosure is probable or the asset is considered collateral-dependent, expected credit losses are measured based upon the fair value of the underlying collateral adjusted for selling costs, if appropriate. Underlying collateral across the Company's segments consist primarily of real estate, land and construction assets as well as general business assets of the borrower. As of September 30, 2020, substandard nonaccrual loans totaling $82.2 million in carrying balance had no related allowance for credit losses. For certain accruing current and expected TDRs, expected credit losses are measured based upon the present value of future cash flows of the modified asset terms compared to the amortized cost of the asset. Considering accounting relief provided under Section 4013 of the CARES Act, loans identified as being reasonably expected to be modified into TDRs in the future totaled $3.7 million as of September 30, 2020. The Company does not measure an allowance for credit losses on accrued interest receivable balances because these balances are written off in a timely manner as a reduction to interest income when assets are placed on nonaccrual status.
Allowance for Credit Losses	The Company's allowance for credit losses consists of the allowance for loan losses, the allowance for unfunded commitment losses and the allowance for held-to-maturity debt security losses. In accordance with ASC 326, the Company measures the allowance for credit losses at the time of origination or purchase of a financial asset, representing an estimate of lifetime expected credit losses on the related asset. When developing its estimate, the Company considers available information relevant to assessing the collectability of cash flows, from both internal and external sources. Historical credit loss experience is one input in the estimation process as well as inputs relevant to current conditions and reasonable and supportable forecasts. In considering past events, the Company considers the relevance, or lack thereof, of historical information due to changes in such things as financial asset underwriting or collection practices, and changes in portfolio mix due to changing business plans and strategies. In considering current conditions and forecasts, the Company considers both the current economic environment and the forecasted direction of the economic environment with emphasis on those factors deemed relevant to or driving changes in expected credit losses. As significant judgment is required, the review of the appropriateness of the allowance for credit losses is performed quarterly by various committees with participation by the Company's executive management.
TDRs	The Company’s approach to restructuring 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 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 6 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 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 individually assessed at the time of the modification and on a quarterly basis to measure an allowance for credit loss. 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 reserve. Each TDR was individually assessed at September 30, 2020 and approximately $2.8 million of reserve was present and appropriately reserved for through the Company’s reserving methodology in the Company’s allowance for credit losses. TDRs may arise when, 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. At September 30, 2020 , the Company had $1.8 million of foreclosed residential real estate properties included within OREO. Furthermore, the recorded investment in residential mortgage loans secured by residential real estate properties for which foreclosure proceedings are in process totaled $17.7 million and $12.6 million at September 30, 2020 and 2019 , respectively.
Goodwill	At October 1, 2019, the Company utilized a quantitative approach for its annual goodwill impairment test of the specialty finance and wealth management reporting units and determined that no impairment existed at that time. The Company utilized a qualitative approach as of October 1, 2019 for its annual goodwill impairment test of the community banking reporting unit and determined that it was not more likely than not that an impairment existed at that time. The Company previously performed a quantitative approach for its annual goodwill impairment test of the community banking reporting unit as of June 30, 2017. At each reporting date between annual goodwill impairment tests, the Company considers potential indicators of impairment. Given the current economic uncertainty and volatility surrounding COVID-19, the Company assessed whether such events and circumstances resulted in it being more likely than not that the fair value of any reporting unit was less than its carrying value. Impairment indicators considered comprised the condition of the economy and banking industry; government intervention and regulatory updates; the impact of recent events to financial performance and cost factors of the reporting units; performance of the Company’s stock and other relevant events. The Company further considered the amount by which fair value exceeded book value for each reporting unit in its most recent quantitative analysis and sensitivities performed.
Intangible Assets	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. The customer list and other intangibles recognized in connection with prior acquisitions within the wealth management segment are being amortized over a period of up to ten years on a straight-line basis. Indefinite-lived intangible assets consist of certain trade and domain names recognized in connection with the Veterans First acquisition. As indefinite-lived intangible assets are not amortized, the Company assesses impairment on at least an annual basis.
Transfers and Servicing of Financial Assets, Servicing of Financial Assets	The Company recognizes MSR assets upon the sale of residential real estate loans to external third parties when it retains the obligation to service the loans and the servicing fee is more than adequate compensation. The initial recognition of MSR assets from loans sold with servicing retained and subsequent changes in fair value of all MSRs are recognized in mortgage banking revenue. MSRs are subject to changes in value from actual and expected prepayment of the underlying loans. The estimation of fair value related to MSRs is partly impacted by the Company exercising its EBO on eligible loans previously sold to the Government National Mortgage Association ("GNMA"). Under such optional repurchase program, financial institutions acting as servicers are allowed to buy back from the securitized loan pool individual delinquent mortgage loans meeting certain criteria for which the institution was the original transferor of such loans. At the option of the servicer and without prior authorization from GNMA, the servicer may repurchase such delinquent loans for an amount equal to the remaining principal balance of the loan. At the time of such repurchase, any MSR value related to such loans is derecognized. Starting in 2019, the Company periodically purchased options for the right to purchase securities not currently held within the banks' investment portfolios and entered into interest rate swaps in which the Company elected to not designate such derivatives as hedging instruments. These option and swap transactions are designed primarily to economically hedge a portion of the fair value adjustments related to MSRs. For more information regarding these hedges, see Note 15 - Derivative Financial Instruments in Item 1 of this report. The MSR asset fair value is determined by using a discounted cash flow model that incorporates the objective characteristics of the portfolio as well as subjective valuation parameters that purchasers of servicing would apply to such portfolios sold into the secondary market. The subjective factors include loan prepayment speeds, discount rates, servicing costs and other economic factors. The Company uses a third party to assist in the valuation of MSRs.
Debt	FHLB advances consist of obligations of the banks and are collateralized by qualifying commercial and 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 and debt issuance costs. no outstanding balance under the Revolving Credit Facility. Unamortized costs paid by the Company in relation to the issuance of the Revolving Credit Facility are classified in other assets on the Consolidated Statements of Condition.
Offsetting Assets and Liabilities	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	Securities pledged for customer balances in sweep accounts and short-term borrowings from brokers are maintained under the Company’s control and consist of mortgage-backed securities. These securities are included in the available-for-sale portfolio as reflected on the Company’s Consolidated Statements of Condition.
Transfers and Servicing of Financial Assets, Transfers of Financial Assets	The remaining $11.7 million within secured borrowings at September 30, 2020 represents other sold interests in certain loans by the Company that were not considered sales and, as such, related proceeds received are reflected on the Company’s Consolidated Statements of Condition as a secured borrowing owed to the various unrelated third parties.
Junior Subordinated Debentures	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 investment securities.
Revenue Recognition	Contract liabilities represent upfront fees that the Company received at inception of certain contracts. The revenue recognized that was included in the contract liability balance at beginning of the period totaled $1.3 million and $667,000 for the nine months ended September 30, 2020 and 2019 , respectively. Receivables are recognized in the period the Company provides services when the Company's right to consideration is unconditional. Card related fee receivable is the result of volume based fee that the Company receives from a customer on an annual basis in the second quarter of each year. Payment terms on other invoiced amounts are typically 30 days or less. Contract liabilities and receivables from contracts with customers are included within the accrued interest payable and other liabilities and accrued interest receivable and other assets line items, respectively, in the Consolidated Statements of Condition. Practical Expedients and Exemptions The Company does not adjust the promised amount of consideration for the effects of a significant financing component if the Company expects, at contract inception, that the period between when the Company transfers a promised service to a customer and when the customer pays for that service is one year or less. The Company recognizes the incremental costs of obtaining a contract as an expense when incurred if the amortization period of the asset that the entity otherwise would have recognized is one year or less. Wealth Management Revenue Wealth management revenue is comprised of brokerage and insurance product commissions, managed money fees and trust and asset management revenue of the Company's four wealth management subsidiaries: Wintrust Investments, Great Lakes Advisors, LLC ("GLA"), The Chicago Trust Company, N.A. ("CTC") and CDEC. All wealth management revenue is recognized in the wealth management segment. Brokerage and insurance product commissions consists primarily of commissions earned from trade execution services on behalf of customers and from selling mutual funds, insurance and other investment products to customers. For trade execution services, the Company recognizes commissions and receives payment from the brokerage customers at the point of transaction execution. Commissions received from the investment or insurance product providers are recognized at the point of sale of the product. The Company also receives trail and other commissions from providers for certain plans. These are generally based on qualifying account values and are recognized once the performance obligation, specific to each provider, is satisfied on a monthly, quarterly or annual basis. Trust revenue is earned primarily from trust and custody services that are generally performed over time as well as fees earned on funds held during the facilitation of tax-deferred like-kind exchange transactions. Revenue is determined periodically based on a schedule of fees applied to the value of each customer account using a time-elapsed method to measure progress toward complete satisfaction of the performance obligation. Fees are typically billed on a calendar month or quarter basis in advance or in arrears depending upon the contract. Upfront fees received related to the facilitation of tax-deferred like-kind exchange transactions are deferred until the transaction is completed. Additional fees earned for certain extraordinary services performed on behalf of the customers are recognized when the service has been performed. Asset management revenue is earned from money management and advisory services that are performed over time. Revenue is based primarily on the market value of assets under management or administration using a time-elapsed method to measure progress toward complete satisfaction of the performance obligation. Fees are typically billed on a calendar month or quarter basis in advance or in arrears depending upon the contract. Certain programs provide the customer with an option of paying fees as a percentage of the account value or incurring commission charges for each trade similar to brokerage and insurance product commissions. Trade commissions and any other fees received for additional services are recognized at a point in time once the performance obligation is satisfied. Mortgage Broker Fees For customers desiring a mortgage product not currently offered by the Company, the Company may refer such customers and, with permission, direct such customers' applications to certain third party mortgage brokers. Mortgage broker fees are received from these brokers for such customer referrals upon settlement of the underlying mortgage. The Company's entitlement to the consideration is contingent on the settlement of the mortgage which is highly susceptible to factors outside of the Company's influence, such as third party broker's underwriting requirements. Also, the uncertainty surrounding the consideration could be resolved in varying lengths of time, dependent upon the third party brokers. Therefore, mortgage broker fees are recognized at the settlement of the underlying mortgage when the consideration is received. Broker fees are recognized in the community banking segment. Service Charges on Deposit Accounts Service charges on deposit accounts include fees charged to deposit customers for various services, including account analysis services, and are based on factors such as the size and type of customer, type of product and number of transactions. The fees are based on a standard schedule of fees and, depending on the nature of the service performed, the service is performed at a point in time or over a period of a month. When the service is performed at a point in time, the Company recognizes and receives revenue when the service has been performed. When the service is performed over a period of a month, the Company recognizes and receives revenue in the month the service has been performed. Service charges on deposit accounts are recognized in the community banking segment. Administrative Services Administrative services revenue is earned from providing outsourced administrative services, such as data processing of payrolls, billing and cash management services, to temporary staffing service clients located throughout the United States. Fees are charged periodically (typically a payroll cycle) and computed in accordance with the contractually determined rate applied to the total gross billings administered for the period. The revenue is recognized over the period using a time-elapsed method to measure progress toward complete satisfaction of the performance obligation. Other fees are charged on a per occurrence basis as the service is provided in the billing cycle. The Company has certain contracts with customers to perform outsourced administrative services and short-term accounts receivable financing. For these contracts, the total fee is allocated between the administrative services revenue and interest income during the client onboarding process based on the specific client and services provided. Administrative services revenue is recognized in the specialty finance segment. Card and Other Deposit Related Fees Card related fees include interchange and merchant revenue, and fees related to debit and credit cards. Interchange revenue is related to the Company issued debit cards. Other deposit related fees primarily include pay by phone processing fees, ATM and safe deposit box fees, check order charges and foreign currency related fees. Card and deposit related fees are generally based on volume of transactions and are recognized at the point in time when the service has been performed. For any consideration that is constrained, the revenue is recognized once the uncertainty is known. Upfront fees received from certain contracts are recognized on a straight line basis over the term of the contract. Card and deposit related fees are recognized in the community banking segment.
Segment Reporting	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 10 — 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 2019 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	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. 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) as 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 collars 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; (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; and (5) options and swaps to economically hedge a portion of the fair value adjustments related to the Company's mortgage servicing rights portfolio. 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 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 accumulated other comprehensive income or loss 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. 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 are recorded as a component of accumulated other comprehensive income or loss, 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 are reported in non-interest income during the period of the change. Derivative financial instruments are valued by a third party and are corroborated by 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 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 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 collars designated as cash flow hedges involve the receipt of amounts in which the interest rate specified in the contract exceeds the agreed upon cap strike price or the payment of amounts in which the interest rate specified in the contract is below the agreed upon floor strike price at the end of each period. As of September 30, 2020 , the Company had 27 interest rate swap derivatives designated as cash flow hedges of variable rate deposits and certain junior subordinated debentures, and one interest rate collar derivative designated as a cash flow hedge of the Company's variable rate Term Facility. When the relationship between the hedged item and hedging instrument is highly effective at achieving offsetting changes in cash flows attributable to the hedged risk, changes in the fair value of these cash flow hedges are recorded in accumulated other comprehensive income or loss and are subsequently reclassified to interest expense as interest payments are made on such variable rate deposits. The changes in fair value (net of tax) are separately disclosed in the Consolidated Statements of Comprehensive Income. For derivatives designated and that qualify as fair value hedges, the net gain or loss from the entire change in the fair value of the derivative instrument is recognized in the same income statement line item as the earnings effect, including the net gain or loss, of the hedged item (interest income earned on fixed rate loans) when the hedged item affects earnings.
Derivatives, Offsetting Fair Value Amounts	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	In accordance with ASC 326, the allowance for credit losses for loans and other financial assets held at amortized cost should be measured on a collective or pooled basis when such assets exhibit similar risk characteristics. In instances in which a financial asset does not exhibit similar risk characteristics to a pool, the Company is required to measure such allowance for credit losses on an individual asset basis. For the Company's loan portfolio, nonaccrual loans and TDRs are considered to not exhibit similar risk characteristics as pools and thus are individually assessed. Credit losses are 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. Individually assessed loans are considered a fair value measurement where an allowance for credit loss 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 foreclosure probable and collateral-dependent loans. 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 inputs 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. The 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 debt securities, trading account securities and equity securities with readily determinable fair value —Fair values for available-for-sale debt securities, trading account securities and equity securities with readily determinable fair value 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 these securities. 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 fair value of U.S. Treasury securities and certain equity securities with readily determinable fair value are based on unadjusted quoted prices in active markets for identical securities. As such, these securities are classified as Level 1 in the fair value hierarchy. The Company’s Investment Operations Department is responsible for the valuation of Level 3 available-for-sale debt 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 September 30, 2020 , the Company classified $119.5 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 also classified $2.1 million of U.S. Government agency securities as Level 3 at September 30, 2020 . The Company’s methodology for pricing these securities focuses on three distinct inputs: equivalent rating, yield and other pricing terms. To determine the rating for a given non-rated investment debt security, the Investment Operations Department references a rated, 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). For bond issues without comparable bond proxies, a rating of "BBB" was assigned. In the third quarter of 2020 , all of the ratings derived by the Investment Operations Department using the above process were "BBB" or better. The fair value measurement noted above 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 September 30, 2020 are 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. To determine the rating for the U.S. Government agency securities, the Investment Operations Department assigned a "AAA" rating as it is guaranteed by the U.S. government. 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. As such, these loans are classified as Level 2 in the fair value hierarchy. Loans held-for-investment —The fair value for loans in which the Company elected the fair value option is estimated by discounting future scheduled cash flows for the specific loan through maturity, adjusted for estimated credit losses and prepayments. The Company uses a discount rate based on the actual coupon rate of the underlying loan. At September 30, 2020 , the Company classified $12.6 million of loans held-for-investment as Level 3. The weighted average discount rate used as an input to value these loans at September 30, 2020 was 2.50% with discount rates applied ranging from 2% - 3% . The higher the rate utilized to discount estimated future cash flows, the lower the fair value measurement. As noted above, the fair value estimate also includes assumptions of prepayment speeds and credit losses. The Company included a prepayments speed assumption of 17.63% at September 30, 2020 . Prepayment speeds are inversely related to the fair value of these loans as an increase in prepayment speeds results in a decreased valuation. Additionally, the weighted average credit discount used as an input to value the specific loans was 1.14% with credit loss discount ranging from 0% - 6% at September 30, 2020 . 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 September 30, 2020 , the Company classified $86.9 million of MSRs as Level 3. The weighted average discount rate used as an input to value the pool of MSRs at September 30, 2020 was 10.08% with discount rates applied ranging from 3% - 20% . The higher the rate utilized to discount estimated future cash flows, the lower the fair value measurement. The fair value of MSRs was also estimated based on other assumptions including prepayment speeds and the cost to service. Prepayment speeds ranged from 6% - 95% or a weighted average prepayment speed of 17.63% . Further, for current and delinquent loans, the Company assumed a weighted average cost of servicing of $76 and $417 , respectively, per loan. Prepayment speeds and the cost to service are both inversely related to the fair value of MSRs as an increase in prepayment speeds or the cost to service results in a decreased valuation. See Note 9 - Mortgage Servicing Rights (“MSRs”) for further discussion of MSRs. Derivative instruments —The Company’s derivative instruments include interest rate swaps, caps and collars, 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, caps and collars are valued by a third party, using models that primarily use market observable inputs, such as yield curves, and are classified as Level 2 in the fair value hierarchy. 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. At September 30, 2020 , the Company classified $66.9 million of derivative assets related to interest rate locks as Level 3. The fair value of interest rate locks is based on prices obtained for loans with similar characteristics from third parties, adjusted for the pull-through rate, which represents the Company’s best estimate of the likelihood that a committed loan will ultimately fund. The weighted-average pull-through rate at September 30, 2020 was 79% with pull-through rates applied ranging from 0% to 100% . Pull-through rates are directly related to the fair value of interest rate locks as an increase in the pull-through rate results in an increased valuation. 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. These assets are classified as Level 2 in the fair value hierarchy.
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.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 generally categorized these held-to-maturity securities as a Level 2 fair value measurement. Fair values for certain other held-to-maturity securities are based on the bond pricing methodology discussed previously related to certain available-for-sale securities. In accordance with ASC 820, the Company has categorized these held-to-maturity securities as a Level 3 fair value measurement. Loans held-for-investment, at amortized cost. 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. 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	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 re-evaluated quarterly and total compensation expense is adjusted for any change in estimate in the current period.
Earnings Per Share	Potentially dilutive common shares can result from stock options, restricted stock unit awards, stock warrants 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.

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 30, 2020
Investments, Debt and Equity Securities [Abstract]
Marketable Securities	The following tables are a summary of the investment securities portfolios as of the dates shown: September 30, 2020 (Dollars in thousands) Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Available-for-sale securities U.S. Treasury $ 279,903 $ 206 $ (1 ) $ 280,108 U.S. Government agencies 172,951 5,715 — 178,666 Municipal 150,333 3,996 (134 ) 154,195 Corporate notes: Financial issuers 106,764 455 (4,110 ) 103,109 Other 1,000 26 — 1,026 Mortgage-backed: (1) Mortgage-backed securities 2,121,423 94,543 (11 ) 2,215,955 Collateralized mortgage obligations 13,036 365 (1 ) 13,400 Total available-for-sale securities $ 2,845,410 $ 105,306 $ (4,257 ) $ 2,946,459 Held-to-maturity securities U.S. Government agencies $ 349,415 $ 4,396 $ — $ 353,811 Municipal 210,915 11,339 (118 ) 222,136 Total held-to-maturity securities $ 560,330 $ 15,735 $ (118 ) $ 575,947 Less: Allowance for credit losses (2) (63 ) Held-to-maturity securities, net of allowance for credit losses $ 560,267 Equity securities with readily determinable fair value $ 53,250 $ 1,537 $ (389 ) $ 54,398 (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime. (2) As of January 1, 2020, the Company adopted ASU 2016-13 related to credit losses on financial assets held at amortized cost. As a result of such adoption, the Company measured an allowance for credit losses related to lifetime expected credit losses on held-to-maturity investment securities. December 31, 2019 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 120,275 $ 813 $ — $ 121,088 U.S. Government agencies 365,639 3,557 (3,754 ) 365,442 Municipal 141,701 3,785 (168 ) 145,318 Corporate notes: Financial issuers 97,051 761 (4,002 ) 93,810 Other 1,000 31 — 1,031 Mortgage-backed: (1) Mortgage-backed securities 2,328,383 21,240 (3,013 ) 2,346,610 Collateralized mortgage obligations 32,775 280 (140 ) 32,915 Total available-for-sale securities $ 3,086,824 $ 30,467 $ (11,077 ) $ 3,106,214 Held-to-maturity securities U.S. Government agencies $ 902,974 $ 2,159 $ (5,460 ) $ 899,673 Municipal 231,426 7,536 (239 ) 238,723 Total held-to-maturity securities $ 1,134,400 $ 9,695 $ (5,699 ) $ 1,138,396 Equity securities with readily determinable fair value $ 48,044 $ 3,511 $ (715 ) $ 50,840 (1) Consisting entirely of residential mortgage-backed securities, none of which are subprime. September 30, 2019 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available-for-sale securities U.S. Treasury $ 220,756 $ 914 $ — $ 221,670 U.S. Government agencies 221,891 3,569 (1 ) 225,459 Municipal 141,311 4,896 (103 ) 146,104 Corporate notes: Financial issuers 97,058 126 (4,233 ) 92,951 Other 1,000 53 — 1,053 Mortgage-backed: (1) Mortgage-backed securities 1,529,749 18,682 (1,762 ) 1,546,669 Collateralized mortgage obligations 35,880 370 (97 ) 36,153 Total available-for-sale securities $ 2,247,645 $ 28,610 $ (6,196 ) $ 2,270,059 Held-to-maturity securities U.S. Government agencies $ 859,011 $ 3,310 $ (2,187 ) $ 860,134 Municipal 236,791 8,211 (233 ) 244,769 Total held-to-maturity securities $ 1,095,802 $ 11,521 $ (2,420 ) $ 1,104,903 Equity securities with readily determinable fair value $ 43,941 $ 2,794 $ (649 ) $ 46,086 (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 investment securities portfolios that have gross unrealized losses, reflecting the length of time that individual securities have been in a continuous unrealized loss position at September 30, 2020 : 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 $ 109,968 $ (1 ) $ — $ — $ 109,968 $ (1 ) U.S. Government agencies — — — — — — Municipal 38,446 (132 ) 113 (2 ) 38,559 (134 ) Corporate notes: Financial issuers — — 69,869 (4,110 ) 69,869 (4,110 ) Other — — — — — — Mortgage-backed: Mortgage-backed securities 989 (10 ) 62 (1 ) 1,051 (11 ) Collateralized mortgage obligations — — 348 (1 ) 348 (1 ) Total available-for-sale securities $ 149,403 $ (143 ) $ 70,392 $ (4,114 ) $ 219,795 $ (4,257 )
Schedule of Gross Gains and Losses on Investment Securities	The following table provides information as to the amount of gross gains and losses, adjustments and impairment on investment securities recognized in earnings and proceeds received through the sale or call of investment securities: Three months ended September 30, Nine months ended September 30, (Dollars in thousands) 2020 2019 2020 2019 Realized gains on investment securities $ 78 $ 801 $ 725 $ 1,348 Realized losses on investment securities (28 ) (5 ) (525 ) (96 ) Net realized gains on investment securities 50 796 200 1,252 Unrealized gains on equity securities with readily determinable fair value 471 165 2,118 2,299 Unrealized losses on equity securities with readily determinable fair value (110 ) (251 ) (3,766 ) (460 ) Net unrealized gains (losses) on equity securities with readily determinable fair value 361 (86 ) (1,648 ) 1,839 Upward adjustments of equity securities without readily determinable fair values — — 393 110 Downward adjustments of equity securities without readily determinable fair values — — — — Impairment of equity securities without readily determinable fair values — — (2,085 ) (263 ) Adjustment and impairment, net, of equity securities without readily determinable fair values — — (1,692 ) (153 ) Other than temporary impairment charges (1) — — — — Gains (losses) on investment securities, net $ 411 $ 710 $ (3,140 ) $ 2,938 Proceeds from sales of available-for-sale securities (2) $ — $ 238,008 $ 502,676 $ 905,926 Proceeds from sales of equity securities with readily determinable fair value 2,500 5,200 6,530 16,200 Proceeds from sales and capital distributions of equity securities without readily determinable fair value 1,247 852 1,691 1,461 (1) Applicable to periods prior to the adoption of ASU 2016-13. (2) Includes proceeds from available-for-sale securities sold in accordance with written covered call options sold to a third party.
Investments Classified by Contractual Maturity Date	The amortized cost and fair value of available-for-sale and held-to-maturity investment securities as of September 30, 2020 , December 31, 2019 and September 30, 2019 , 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: September 30, 2020 December 31, 2019 September 30, 2019 (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 $ 338,702 $ 338,954 $ 183,996 $ 185,035 $ 201,572 $ 201,866 Due in one to five years 76,843 78,843 62,679 64,064 141,319 143,804 Due in five to ten years 108,688 105,968 186,683 184,666 200,118 198,250 Due after ten years 186,718 193,339 292,308 292,924 139,007 143,317 Mortgage-backed 2,134,459 2,229,355 2,361,158 2,379,525 1,565,629 1,582,822 Total available-for-sale securities $ 2,845,410 $ 2,946,459 $ 3,086,824 $ 3,106,214 $ 2,247,645 $ 2,270,059 Held-to-maturity securities Due in one year or less $ 6,911 $ 6,942 $ 6,061 $ 6,074 $ 7,748 $ 7,749 Due in one to five years 21,392 21,999 28,697 28,986 28,138 28,335 Due in five to ten years 144,468 151,175 213,104 216,957 231,021 235,138 Due after ten years 387,559 395,831 886,538 886,379 828,895 833,681 Total held-to-maturity securities $ 560,330 $ 575,947 $ 1,134,400 $ 1,138,396 $ 1,095,802 $ 1,104,903 Less: Allowance for credit losses (1) (63 ) Held-to-maturity securities, net of allowance for credit losses $ 560,267 (1) As of January 1, 2020, the Company adopted ASU 2016-13 related to credit losses on financial assets held at amortized cost. As a result of such adoption, the Company measured an allowance for credit losses as of September 30, 2020 related to lifetime expected credit losses on held-to-maturity investment securities.

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2020
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: September 30, December 31, September 30, (Dollars in thousands) 2020 2019 2019 Balance: Commercial $ 12,276,999 $ 8,285,920 $ 8,195,602 Commercial real estate 8,423,142 8,020,276 7,448,667 Home equity 446,274 513,066 512,303 Residential real estate 1,384,810 1,354,221 1,218,666 Premium finance receivables Commercial insurance 4,060,144 3,442,027 3,449,950 Life insurance 5,488,832 5,074,602 4,795,496 Consumer and other 55,354 110,178 89,487 Total loans, net of unearned income $ 32,135,555 $ 26,800,290 $ 25,710,171 Mix: Commercial 39 % 31 % 32 % Commercial real estate 26 30 29 Home equity 1 2 2 Residential real estate 4 5 5 Premium finance receivables Commercial insurance 13 13 13 Life insurance 17 19 19 Consumer and other 0 0 0 Total loans, net of unearned income 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: December 31, 2019 (In thousands) Unpaid Carrying PCI loans $ 455,784 $ 425,372
Activity Related to Accretable Yield of PCI Loans	The following table provides activity for the accretable yield of PCI loans as of September 30, 2019 : Three Months Ended Nine Months Ended (In thousands) September 30, September 30, Accretable yield, beginning balance $ 34,289 $ 34,876 Acquisitions — 1,874 Accretable yield amortized to interest income (4,266 ) (12,179 ) Reclassification from non-accretable difference (1) 184 2,190 Increases in interest cash flows due to payments and changes in interest rates 1,164 4,610 Accretable yield, ending balance $ 31,371 $ 31,371 (1) Reclassification is the result of subsequent increases in expected principal cash flows.

Allowance for Credit Losses (Ta

Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2020
Credit Loss [Abstract]
Aging of the Loan Portfolio	As of September 30, 2020 90+ days and still accruing 60-89 days past due 30-59 days past due (In thousands) Nonaccrual Current Total Loans Loan Balances: Commercial Commercial, industrial and other, excluding PPP loans $ 42,036 $ — $ 2,168 $ 48,271 $ 8,805,511 $ 8,897,986 Commercial PPP loans — — — — 3,379,013 3,379,013 Commercial real estate Construction and development 10,980 — — 12,150 1,310,019 1,333,149 Non-construction 57,835 — 8,299 41,312 6,982,547 7,089,993 Home equity 6,329 — 70 1,148 438,727 446,274 Residential real estate 22,069 — 814 2,443 1,359,484 1,384,810 Premium finance receivables Commercial insurance loans 21,080 12,177 7,495 18,839 4,000,553 4,060,144 Life insurance loans — — 30,791 61,893 5,396,148 5,488,832 Consumer and other 422 175 273 493 53,991 55,354 Total loans, net of unearned income $ 160,751 $ 12,352 $ 49,910 $ 186,549 $ 31,725,993 $ 32,135,555 As of December 31, 2019 90+ days and still accruing 60-89 days past due 30-59 days past due (In thousands) Nonaccrual Current Total Loans Loan Balances: (1) Commercial Commercial, industrial and other, excluding PPP loans $ 37,224 $ 1,855 $ 3,275 $ 77,324 $ 8,166,242 $ 8,285,920 Commercial PPP loans — — — — — — Commercial real estate Construction and development 2,112 3,514 5,292 48,964 1,223,567 1,283,449 Non-construction 24,001 11,432 26,254 48,603 6,626,537 6,736,827 Home equity 7,363 — 454 3,533 501,716 513,066 Residential real estate 13,797 5,771 3,089 18,041 1,313,523 1,354,221 Premium finance receivables Commercial insurance loans 20,590 11,517 12,119 18,783 3,379,018 3,442,027 Life insurance loans 590 — — 32,559 5,041,453 5,074,602 Consumer and other 231 287 40 344 109,276 110,178 Total loans, net of unearned income $ 105,908 $ 34,376 $ 50,523 $ 248,151 $ 26,361,332 $ 26,800,290 As of September 30, 2019 90+ days and still accruing 60-89 days past due 30-59 days past due (In thousands) Nonaccrual Current Total Loans Loan Balances: (1) Commercial Commercial, industrial and other, excluding PPP loans $ 43,931 $ 382 $ 12,860 $ 51,487 $ 8,086,942 $ 8,195,602 Commercial PPP loans — — — — — — Commercial real estate Construction and development 2,024 576 88 7,050 1,032,473 1,042,211 Non-construction 19,533 4,416 9,541 26,048 6,346,918 6,406,456 Home equity 7,920 — 95 3,100 501,188 512,303 Residential real estate 13,447 3,244 1,868 1,433 1,198,674 1,218,666 Premium finance receivables Commercial insurance loans 15,950 10,612 8,853 16,972 3,397,563 3,449,950 Life insurance loans 590 — 17,753 27,795 4,749,358 4,795,496 Consumer and other 224 117 55 272 88,819 89,487 Total loans, net of unearned income $ 103,619 $ 19,347 $ 51,113 $ 134,157 $ 25,401,935 $ 25,710,171 (1) Includes PCD loans and, for periods prior to the adoption of ASU 2016-13, PCI loans. PCI loans represented loans acquired with evidence of credit quality deterioration since origination, in accordance with ASC 310-30. Loan agings disclosed in comparative periods are based upon contractually required payments. As a result of the adoption of ASU 2016-13, the Company transitioned all previously classified PCI loans to PCD loans effective January 1, 2020.
Loan Portfolio by Credit Quality Indicator	The table below shows the Company’s loan portfolio by credit quality indicator and year of origination at September 30, 2020 : As of September 30, 2020 Year of Origination Revolving Total (In thousands) 2020 2019 2018 2017 2016 Prior Revolving to Term Loans Loan Balances: Commercial, industrial and other Pass $ 1,380,874 $ 1,246,209 $ 978,844 $ 688,865 $ 349,659 $ 554,865 $ 2,755,857 $ 17,970 $ 7,973,143 Special mention 38,670 115,731 75,859 69,144 53,537 21,993 128,730 138 503,802 Substandard accrual 15,054 134,060 74,803 43,066 13,169 31,280 66,437 1,136 379,005 Substandard nonaccrual/doubtful 1,254 1,027 4,483 6,143 7,517 12,285 9,045 282 42,036 Total commercial, industrial and other $ 1,435,852 $ 1,497,027 $ 1,133,989 $ 807,218 $ 423,882 $ 620,423 $ 2,960,069 $ 19,526 $ 8,897,986 Commercial PPP Pass $ 3,379,013 $ — $ — $ — $ — $ — $ — $ — $ 3,379,013 Special mention — — — — — — — — — Substandard accrual — — — — — — — — — Substandard nonaccrual/doubtful — — — — — — — — — Total commercial PPP $ 3,379,013 $ — $ — $ — $ — $ — $ — $ — $ 3,379,013 Construction and development Pass $ 176,894 $ 454,031 $ 255,974 $ 157,559 $ 82,421 $ 63,379 $ 22,358 $ — $ 1,212,616 Special mention — 20,058 48,593 13,842 2,741 6,862 — — 92,096 Substandard accrual — 1,194 9,848 3,562 — 2,853 — — 17,457 Substandard nonaccrual/doubtful — — 3,312 2,917 1,072 3,679 — — 10,980 Total construction and development $ 176,894 $ 475,283 $ 317,727 $ 177,880 $ 86,234 $ 76,773 $ 22,358 $ — $ 1,333,149 Non-construction Pass $ 940,359 $ 1,024,971 $ 957,701 $ 797,355 $ 684,954 $ 1,736,025 $ 180,231 $ 7,007 $ 6,328,603 Special mention 2,379 88,103 78,047 69,884 91,313 164,465 737 2,765 497,693 Substandard accrual 1,135 19,448 26,611 24,928 20,523 112,350 867 — 205,862 Substandard nonaccrual/doubtful — 1,107 6,031 3,602 8,138 38,957 — — 57,835 Total non-construction $ 943,873 $ 1,133,629 $ 1,068,390 $ 895,769 $ 804,928 $ 2,051,797 $ 181,835 $ 9,772 $ 7,089,993 Home equity Pass $ 47 $ — $ 47 $ 28 $ 37 $ 6,012 $ 406,565 $ 171 $ 412,907 Special mention — — — 393 83 3,615 7,852 565 12,508 Substandard accrual — — 134 — 248 12,037 1,118 993 14,530 Substandard nonaccrual/doubtful — 56 190 90 227 4,113 1,529 124 6,329 Total home equity $ 47 $ 56 $ 371 $ 511 $ 595 $ 25,777 $ 417,064 $ 1,853 $ 446,274 Residential real estate Pass $ 171,033 $ 367,779 $ 142,761 $ 149,854 $ 122,718 $ 373,499 $ — $ — $ 1,327,644 Special mention 314 1,570 2,686 2,770 2,440 8,558 — — 18,338 Substandard accrual 1,425 516 1,359 2,537 5,422 5,500 — — 16,759 Substandard nonaccrual/doubtful — 962 1,892 3,618 3,347 12,250 — — 22,069 Total residential real estate $ 172,772 $ 370,827 $ 148,698 $ 158,779 $ 133,927 $ 399,807 $ — $ — $ 1,384,810 Premium finance receivables - commercial Pass $ 3,898,133 $ 103,562 $ 6,077 $ 116 $ — $ — $ — $ — $ 4,007,888 Special mention 25,295 1,674 4 — — — — — 26,973 Substandard accrual 2,291 1,803 109 — — — — — 4,203 Substandard nonaccrual/doubtful 9,435 11,057 587 1 — — — — 21,080 Total premium finance receivables - commercial $ 3,935,154 $ 118,096 $ 6,777 $ 117 $ — $ — $ — $ — $ 4,060,144 Premium finance receivables - life Pass $ 408,171 $ 533,284 $ 565,371 $ 616,055 $ 733,758 $ 2,631,613 $ — $ — $ 5,488,252 Special mention — — — 580 — — — — 580 Substandard accrual — — — — — — — — — Substandard nonaccrual/doubtful — — — — — — — — — Total premium finance receivables - life $ 408,171 $ 533,284 $ 565,371 $ 616,635 $ 733,758 $ 2,631,613 $ — $ — $ 5,488,832 Consumer and other Pass $ 1,781 $ 2,618 $ 2,149 $ 663 $ 531 $ 26,768 $ 19,847 $ — $ 54,357 Special mention 24 26 — 127 — 147 2 — 326 Substandard accrual 10 6 — — — 230 3 — 249 Substandard nonaccrual/doubtful 1 12 3 17 — 389 — — 422 Total consumer and other $ 1,816 $ 2,662 $ 2,152 $ 807 $ 531 $ 27,534 $ 19,852 $ — $ 55,354 Total loans (1) Pass $ 10,356,305 $ 3,732,454 $ 2,908,924 $ 2,410,495 $ 1,974,078 $ 5,392,161 $ 3,384,858 $ 25,148 $ 30,184,423 Special mention 66,682 227,162 205,189 156,740 150,114 205,640 137,321 3,468 1,152,316 Substandard accrual 19,915 157,027 112,864 74,093 39,362 164,250 68,425 2,129 638,065 Substandard nonaccrual/doubtful 10,690 14,221 16,498 16,388 20,301 71,673 10,574 406 160,751 Total loans $ 10,453,592 $ 4,130,864 $ 3,243,475 $ 2,657,716 $ 2,183,855 $ 5,833,724 $ 3,601,178 $ 31,151 $ 32,135,555 (1) Includes $236.3 million of loans with COVID-19 related modifications that migrated from pass as of March 1, 2020 to special mention or substandard accrual as of September 30, 2020. These loans were qualitatively evaluated as a part of the measurement of the allowance for credit losses as of September 30, 2020.
Held-to-Maturity Debt Securities by Credit Quality Indicator	As of September 30, 2020 Year of Origination Total (In thousands) 2020 2019 2018 2017 2016 Prior Balance Amortized Cost Balances: U.S. government agencies 1-4 internal grade $ 124,575 $ 119,995 $ 101,450 $ — $ — $ 3,395 $ 349,415 5-7 internal grade — — — — — — — 8-10 internal grade — — — — — — — Total U.S. government agencies $ 124,575 $ 119,995 $ 101,450 $ — $ — $ 3,395 $ 349,415 Municipal 1-4 internal grade $ — $ 162 $ 7,590 $ 43,863 $ 10,172 $ 149,128 $ 210,915 5-7 internal grade — — — — — — — 8-10 internal grade — — — — — — — Total municipal $ — $ 162 $ 7,590 $ 43,863 $ 10,172 $ 149,128 $ 210,915 Total held-to-maturity securities $ 560,330 Less: Allowance for credit losses (63 ) Held-to-maturity securities, net of allowance for credit losses $ 560,267
Components of Allowance for Credit Losses	September 30, December 31, September 30, (In thousands) 2020 2019 2019 Allowance for loan losses $ 325,959 $ 156,828 $ 161,763 Allowance for unfunded lending-related commitments losses 62,949 1,633 1,510 Allowance for loan losses and unfunded lending-related commitments losses 388,908 158,461 163,273 Allowance for held-to-maturity securities losses 63 — — Allowance for credit losses $ 388,971 $ 158,461 $ 163,273
Summary of Activity in the Allowance for Credit Losses	A summary of activity in the allowance for credit losses, specifically for the loan portfolio (i.e. allowance for loan losses and allowance for unfunded commitment losses), for the three and nine months ended September 30, 2020 and 2019 is as follows. Periods prior to January 1, 2020 are presented in accordance with accounting rules effective at that time. Three months ended September 30, 2020 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Commercial Allowance for credit losses at beginning of period $ 133,597 $ 197,126 $ 12,189 $ 11,915 $ 17,592 $ 690 $ 373,109 Other adjustments — — — — 55 — 55 Charge-offs (5,270 ) (1,529 ) (138 ) (83 ) (4,640 ) (103 ) (11,763 ) Recoveries 428 175 111 25 1,720 20 2,479 Provision for credit losses (15,861 ) 38,238 (485 ) (67 ) 3,129 74 25,028 Allowance for credit losses at period end $ 112,894 $ 234,010 $ 11,677 $ 11,790 $ 17,856 $ 681 $ 388,908 Individually measured $ 10,642 $ 4,741 $ 196 $ 680 $ — $ 108 $ 16,367 Collectively measured 102,252 229,269 11,481 11,110 17,856 573 372,541 Loans at period end Individually measured $ 49,900 $ 79,661 $ 22,962 $ 30,596 $ — $ 548 $ 183,667 Collectively measured 12,227,099 8,343,481 423,312 1,100,699 9,548,976 54,806 31,698,373 Loans held at fair value — — — 253,515 — — 253,515 Three months ended September 30, 2019 Commercial Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Allowance for credit losses at beginning of period $ 74,893 $ 64,750 $ 3,631 $ 8,146 $ 8,940 $ 1,541 $ 161,901 Other adjustments — — — — (13 ) — (13 ) Charge-offs (6,775 ) (809 ) (1,594 ) (25 ) (1,866 ) (117 ) (11,186 ) Recoveries 367 385 183 203 563 36 1,737 Provision for credit losses 4,642 2,122 1,500 1,087 1,742 (259 ) 10,834 Allowance for credit losses at period end $ 73,127 $ 66,448 $ 3,720 $ 9,411 $ 9,366 $ 1,201 $ 163,273 Individually measured $ 10,606 $ 3,600 $ 313 $ 315 $ — $ 106 $ 14,940 Collectively measured 62,160 62,795 3,407 9,037 9,366 1,095 147,860 Loans acquired with deteriorated credit quality (1) 361 53 — 59 — — 473 Loans at period end Individually measured $ 58,030 $ 32,155 $ 18,702 $ 21,889 $ — $ 274 $ 131,050 Collectively measured 8,122,040 7,299,229 493,601 1,070,795 8,104,538 86,887 25,177,090 Loans acquired with deteriorated credit quality (1) 15,532 117,283 — 9,960 140,908 2,326 286,009 Loans held at fair value — — — 116,022 — — 116,022 (1) Prior to January 1, 2020, measurement of any allowance for loan losses on PCI loans were offset by the remaining discount related to the acquired pool. As a result of the adoption of ASU 2016-13, PCI loans transitioned to a classification of PCD. Measurement of any allowance for loan losses on PCD loans is no longer offset by the remaining discount. Nine months ended September 30, 2020 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Commercial Allowance for credit losses at beginning of period $ 64,920 $ 68,511 $ 3,878 $ 9,800 $ 9,647 $ 1,705 $ 158,461 Cumulative effect adjustment from the adoption of ASU 2016-13 9,039 32,064 9,061 3,002 (4,959 ) (863 ) 47,344 Other adjustments — — — — 24 — 24 Charge-offs (13,109 ) (9,323 ) (1,378 ) (777 ) (11,258 ) (330 ) (36,175 ) Recoveries 924 931 451 115 3,663 119 6,203 Provision for credit losses 51,120 141,827 (335 ) (350 ) 20,739 50 213,051 Allowance for credit losses at period end $ 112,894 $ 234,010 $ 11,677 $ 11,790 $ 17,856 $ 681 $ 388,908 Nine months ended September 30, 2019 Commercial Real Estate Home Equity Residential Real Estate Premium Finance Receivables Consumer and Other Total Loans (In thousands) Commercial Allowance for credit losses at beginning of period $ 67,826 $ 61,661 $ 8,507 $ 7,194 $ 7,715 $ 1,261 $ 154,164 Other adjustments — (35 ) (20 ) (15 ) 19 — (51 ) Charge-offs (24,658 ) (4,869 ) (2,372 ) (315 ) (9,085 ) (355 ) (41,654 ) Recoveries 974 1,112 313 372 1,853 152 4,776 Provision for credit losses 28,985 8,579 (2,708 ) 2,175 8,864 143 46,038 Allowance for credit losses at period end $ 73,127 $ 66,448 $ 3,720 $ 9,411 $ 9,366 $ 1,201 $ 163,273
Summary of the Post-Modification Balance of TDRs and Loans Restructured in TDRs	The following table presents a summary of all loans restructured in TDRs during the twelve months ended September 30, 2020 and 2019 , and such loans that were in payment default under the restructured terms during the respective periods below: (Dollars in thousands) As of September 30, 2020 Three Months Ended September 30, 2020 Nine Months Ended September 30, 2020 Total (1)(3) Payments in Default (2)(3) Payments in Default (2)(3) Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 22 $ 11,476 7 $ 4,607 7 $ 4,607 Commercial real estate Non-construction 18 19,432 13 14,595 13 14,595 Residential real estate and other 112 16,265 11 2,131 14 2,582 Total loans 152 $ 47,173 31 $ 21,333 34 $ 21,784 (Dollars in thousands) As of September 30, 2019 Three Months Ended September 30, 2019 Nine Months Ended September 30, 2019 Total (1)(3) Payments in Default (2)(3) Payments in Default (2)(3) Count Balance Count Balance Count Balance Commercial Commercial, industrial and other 20 $ 25,041 5 $ 1,949 8 $ 13,554 Commercial real estate Non-construction 7 7,137 2 682 3 984 Residential real estate and other 130 19,041 11 3,914 12 4,154 Total loans 157 $ 51,219 18 $ 6,545 23 $ 18,692 (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. The tables below present a summary of the post-modification balance of loans restructured during the three and nine months ended September 30, 2020 and 2019 , respectively, which represent TDRs: Three months ended September 30, 2020 (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 5 $ 1,013 5 $ 1,013 — $ — — $ — — $ — Commercial real estate Non-construction 3 1,045 3 1,045 — — 1 207 — — Residential real estate and other 28 5,538 21 5,281 13 1,829 1 190 — — Total loans 36 $ 7,596 29 $ 7,339 13 $ 1,829 2 $ 397 — $ — Three months ended September 30, 2019 (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 5 $ 3,526 2 $ 2,721 — $ — 3 $ 807 — $ — Commercial real estate Non-construction 3 5,192 2 5,192 — — 2 5,191 — — Residential real estate and other 60 4,879 59 4,568 9 1,048 1 311 — — Total loans 68 $ 13,597 63 $ 12,481 9 $ 1,048 6 $ 6,309 — $ — (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. Nine months ended September 30, 2020 (Dollars in thousands) 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 17 $ 10,046 13 $ 5,772 — $ — 4 $ 3,257 1 $ 432 Commercial real estate Non-construction 17 19,180 14 14,556 3 921 7 5,752 — — Residential real estate and other 69 11,184 54 10,676 28 4,205 1 190 — — Total loans 103 $ 40,410 81 $ 31,004 31 $ 5,126 12 $ 9,199 1 $ 432 Nine months ended September 30, 2019 (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 19 $ 24,911 9 $ 5,684 1 $ 550 12 $ 20,723 — $ — Commercial real estate Non-construction 6 6,767 5 6,465 — — 3 5,493 — — Residential real estate and other 102 15,126 101 14,815 24 4,537 1 311 — — Total loans 127 $ 46,804 115 $ 26,964 25 $ 5,087 16 $ 26,527 — $ — (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.

Goodwill and Other Intangible_2

Goodwill and Other Intangible Assets (Tables)	9 Months Ended
	Sep. 30, 2020
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill Assets by Business Segment	A summary of the Company’s goodwill assets by reporting unit is presented in the following table: (Dollars in thousands) December 31, 2019 Goodwill Acquired Impairment Loss Goodwill Adjustments September 30, Community banking $ 536,396 $ — $ — $ — $ 536,396 Specialty finance 39,451 — — (576 ) 38,875 Wealth management 69,373 — — — 69,373 Total $ 645,220 $ — $ — $ (576 ) $ 644,644
Summary of Intangible Assets	A summary of intangible assets as of the dates shown and the expected amortization of finite-lived intangible assets as of September 30, 2020 is as follows: (Dollars in thousands) September 30, December 31, September 30, Community banking segment: Core deposit intangibles with finite lives: Gross carrying amount $ 55,206 $ 55,206 $ 48,791 Accumulated amortization (31,209 ) (26,326 ) (24,628 ) Net carrying amount $ 23,997 $ 28,880 $ 24,163 Trademark with indefinite lives: Carrying amount 5,800 5,800 5,800 Total net carrying amount $ 29,797 $ 34,680 $ 29,963 Specialty finance segment: Customer list intangibles with finite lives: Gross carrying amount $ 1,962 $ 1,965 $ 1,962 Accumulated amortization (1,624 ) (1,552 ) (1,526 ) Net carrying amount $ 338 $ 413 $ 436 Wealth management segment: Customer list and other intangibles with finite lives: Gross carrying amount $ 20,430 $ 20,430 $ 20,430 Accumulated amortization (11,895 ) (8,466 ) (7,172 ) Net carrying amount $ 8,535 $ 11,964 $ 13,258 Total intangible assets: Gross carrying amount $ 83,398 $ 83,401 $ 76,983 Accumulated amortization (44,728 ) (36,344 ) (33,326 ) Total intangible assets, net $ 38,670 $ 47,057 $ 43,657
Summary of Intangible Assets	A summary of intangible assets as of the dates shown and the expected amortization of finite-lived intangible assets as of September 30, 2020 is as follows: (Dollars in thousands) September 30, December 31, September 30, Community banking segment: Core deposit intangibles with finite lives: Gross carrying amount $ 55,206 $ 55,206 $ 48,791 Accumulated amortization (31,209 ) (26,326 ) (24,628 ) Net carrying amount $ 23,997 $ 28,880 $ 24,163 Trademark with indefinite lives: Carrying amount 5,800 5,800 5,800 Total net carrying amount $ 29,797 $ 34,680 $ 29,963 Specialty finance segment: Customer list intangibles with finite lives: Gross carrying amount $ 1,962 $ 1,965 $ 1,962 Accumulated amortization (1,624 ) (1,552 ) (1,526 ) Net carrying amount $ 338 $ 413 $ 436 Wealth management segment: Customer list and other intangibles with finite lives: Gross carrying amount $ 20,430 $ 20,430 $ 20,430 Accumulated amortization (11,895 ) (8,466 ) (7,172 ) Net carrying amount $ 8,535 $ 11,964 $ 13,258 Total intangible assets: Gross carrying amount $ 83,398 $ 83,401 $ 76,983 Accumulated amortization (44,728 ) (36,344 ) (33,326 ) Total intangible assets, net $ 38,670 $ 47,057 $ 43,657
Estimated Amortization	Estimated amortization Actual in nine months ended September 30, 2020 $ 8,384 Estimated remaining in 2020 2,634 Estimated—2021 7,692 Estimated—2022 6,135 Estimated—2023 4,670 Estimated—2024 3,263

Mortgage Servicing Rights ("M_2

Mortgage Servicing Rights ("MSRs") (Tables)	9 Months Ended
	Sep. 30, 2020
Disclosures Pertaining to Servicing Assets and Servicing Liabilities [Abstract]
Schedule of Servicing Assets at Fair Value	The following is a summary of the changes in the carrying value of MSRs, accounted for at fair value, for the periods indicated: Three Months Ended Nine Months Ended September 30, September 30, September 30, September 30, (In thousands) 2020 2019 2020 2019 Balance at beginning of the period $ 77,203 $ 72,850 $ 85,638 $ 75,183 Additions from loans sold with servicing retained 20,936 14,029 50,734 30,411 Additions from acquisitions — — — 407 Estimate of changes in fair value due to: Early buyout options ("EBO") exercised (367 ) — (367 ) — Payoffs and paydowns (7,863 ) (7,236 ) (23,557 ) (13,309 ) Changes in valuation inputs or assumptions (3,002 ) (4,058 ) (25,541 ) (17,107 ) Fair value at end of the period $ 86,907 $ 75,585 $ 86,907 $ 75,585 Unpaid principal balance of mortgage loans serviced for others $ 10,139,878 $ 7,901,045

Deposits (Tables)

Deposits (Tables)	9 Months Ended
	Sep. 30, 2020
Deposits [Abstract]
Summary of Deposits	The following table is a summary of deposits as of the dates shown: (Dollars in thousands) September 30, December 31, September 30, Balance: Non-interest bearing $ 10,409,747 $ 7,216,758 $ 7,067,960 NOW and interest-bearing demand deposits 3,294,071 3,093,159 2,966,098 Wealth management deposits 4,235,583 3,123,063 2,795,838 Money market 9,423,653 7,854,189 7,326,899 Savings 3,415,073 3,196,698 2,934,348 Time certificates of deposit 5,066,295 5,623,271 5,619,236 Total deposits $ 35,844,422 $ 30,107,138 $ 28,710,379 Mix: Non-interest bearing 29 % 24 % 25 % NOW and interest-bearing demand deposits 9 10 10 Wealth management deposits 12 10 10 Money market 26 26 25 Savings 10 11 10 Time certificates of deposit 14 19 20 Total deposits 100 % 100 % 100 %

FHLB Advances, Other Borrowin_2

FHLB Advances, Other Borrowings and Subordinated Notes (Tables)	9 Months Ended
	Sep. 30, 2020
Debt Disclosure [Abstract]
Summary of Debt	The following table is a summary of FHLB advances, other borrowings and subordinated notes as of the dates shown: (In thousands) September 30, December 31, September 30, FHLB advances $ 1,228,422 $ 674,870 $ 574,847 Other borrowings: Notes payable 107,056 123,090 128,433 Short-term borrowings 7,983 20,520 9,677 Other 65,548 46,447 46,774 Secured borrowings 326,808 228,117 225,604 Total other borrowings 507,395 418,174 410,488 Subordinated notes 436,385 436,095 435,979 Total FHLB advances, other borrowings and subordinated notes $ 2,172,202 $ 1,529,139 $ 1,421,314
Summary of Pledged Securities Related to Securities Sold Under Repurchase Agreements	The following is a summary of these securities pledged as of September 30, 2020 disaggregated by investment category and maturity of the related customer sweep account, and reconciled to the outstanding balance of securities sold under repurchase agreements: (In thousands) Overnight Sweep Collateral Available-for-sale securities pledged Mortgage-backed securities $ 18,595 Total collateral pledged 18,595 Excess collateral 10,612 Securities sold under repurchase agreements $ 7,983

Junior Subordinated Debentures

Junior Subordinated Debentures (Tables)	9 Months Ended
	Sep. 30, 2020
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 September 30, 2020 . 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 9/30/2020 Issue Date Maturity Date Earliest Redemption Date Wintrust Capital Trust III $ 774 $ 25,000 $ 25,774 L+3.25 3.53 % 04/2003 04/2033 04/2008 Wintrust Statutory Trust IV 619 20,000 20,619 L+2.80 3.02 % 12/2003 12/2033 12/2008 Wintrust Statutory Trust V 1,238 40,000 41,238 L+2.60 2.82 % 05/2004 05/2034 06/2009 Wintrust Capital Trust VII 1,550 50,000 51,550 L+1.95 2.20 % 12/2004 03/2035 03/2010 Wintrust Capital Trust VIII 1,238 25,000 26,238 L+1.45 1.67 % 08/2005 09/2035 09/2010 Wintrust Capital Trust IX 1,547 50,000 51,547 L+1.63 1.88 % 09/2006 09/2036 09/2011 Northview Capital Trust I 186 6,000 6,186 L+3.00 3.25 % 08/2003 11/2033 08/2008 Town Bankshares Capital Trust I 186 6,000 6,186 L+3.00 3.25 % 08/2003 11/2033 08/2008 First Northwest Capital Trust I 155 5,000 5,155 L+3.00 3.22 % 05/2004 05/2034 05/2009 Suburban Illinois Capital Trust II 464 15,000 15,464 L+1.75 2.00 % 12/2006 12/2036 12/2011 Community Financial Shares Statutory Trust II 109 3,500 3,609 L+1.62 1.87 % 06/2007 09/2037 06/2012 Total $ 253,566 2.44 %

Revenue from Contracts with C_2

Revenue from Contracts with Customers (Tables)	9 Months Ended
	Sep. 30, 2020
Revenue from Contract with Customer [Abstract]
Disaggregation of Revenue by Source	The following table presents revenue from contracts with customers, disaggregated by the revenue source: (Dollars in thousands) Three Months Ended Nine Months Ended Revenue from contracts with customers Location in income statement September 30, September 30, September 30, September 30, Brokerage and insurance product commissions Wealth management $ 4,563 $ 4,686 $ 13,991 $ 13,966 Trust Wealth management 4,179 4,399 13,718 14,366 Asset management Wealth management 16,215 14,914 45,825 43,783 Total wealth management 24,957 23,999 73,534 72,115 Mortgage broker fees Mortgage banking 85 235 312 608 Service charges on deposit accounts Service charges on deposit accounts 11,497 9,972 33,182 28,097 Administrative services Other non-interest income 1,077 1,086 3,122 3,125 Card related fees Other non-interest income 2,021 2,220 5,506 6,932 Other deposit related fees Other non-interest income 3,160 3,322 9,252 9,404 Total revenue from contracts with customers $ 42,797 $ 40,834 $ 124,908 $ 120,281
Contract Assets, Contract Liabilities and Receivables from Contracts with Customers	The following table provides information about contract assets, contract liabilities and receivables from contracts with customers: (Dollars in thousands) September 30, December 31, September 30, Contract assets $ — $ — $ — Contract liabilities $ 1,543 $ 1,356 $ 1,429 Mortgage broker fees receivable $ 28 $ 19 $ 23 Administrative services receivable 191 194 222 Wealth management receivable 10,232 9,118 9,285 Card related fees receivable 201 266 114 Total receivables from contracts with customer $ 10,652 $ 9,597 $ 9,644
Performance Obligations Unsatisfied at End of Period	These upfront fees represent performance obligations that are unsatisfied or partially unsatisfied at the end of the reporting period. (Dollars in thousands) Estimated remaining in 2020 $ 234 Estimated—2021 549 Estimated—2022 310 Estimated—2023 300 Estimated—2024 150 Total $ 1,543

Segment Information (Tables)

Segment Information (Tables)	9 Months Ended
	Sep. 30, 2020
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) September 30, September 30, Net interest income: Community Banking $ 196,803 $ 209,912 $ (13,109 ) (6 )% Specialty Finance 46,454 42,138 4,316 10 Wealth Management 6,894 7,290 (396 ) (5 ) Total Operating Segments 250,151 259,340 (9,189 ) (4 ) Intersegment Eliminations 5,785 5,512 273 5 Consolidated net interest income $ 255,936 $ 264,852 $ (8,916 ) (3 )% Non-interest income: Community Banking $ 136,996 $ 82,870 $ 54,126 65 % Specialty Finance 21,409 20,003 1,406 7 Wealth Management 26,152 24,422 1,730 7 Total Operating Segments 184,557 127,295 57,262 45 Intersegment Eliminations (13,964 ) (12,158 ) (1,806 ) 15 Consolidated non-interest income $ 170,593 $ 115,137 $ 55,456 48 % Net revenue: Community Banking $ 333,799 $ 292,782 $ 41,017 14 % Specialty Finance 67,863 62,141 5,722 9 Wealth Management 33,046 31,712 1,334 4 Total Operating Segments 434,708 386,635 48,073 12 Intersegment Eliminations (8,179 ) (6,646 ) (1,533 ) 23 Consolidated net revenue $ 426,529 $ 379,989 $ 46,540 12 % Segment profit: Community Banking $ 70,584 $ 68,792 $ 1,792 3 % Specialty Finance 29,859 24,241 5,618 23 Wealth Management 6,872 6,088 784 13 Consolidated net income $ 107,315 $ 99,121 $ 8,194 8 % Segment assets: Community Banking $ 35,729,021 $ 28,092,785 $ 7,636,236 27 % Specialty Finance 6,732,765 5,739,798 992,967 17 Wealth Management 1,269,932 1,079,319 190,613 18 Consolidated total assets $ 43,731,718 $ 34,911,902 $ 8,819,816 25 % Nine months ended $ Change in Contribution % Change in Contribution (Dollars in thousands) September 30, September 30, Net interest income: Community Banking $ 609,316 $ 635,645 $ (26,329 ) (4 )% Specialty Finance 129,581 119,241 10,340 9 Wealth Management 23,272 21,728 1,544 7 Total Operating Segments 762,169 776,614 (14,445 ) (2 ) Intersegment Eliminations 18,341 16,426 1,915 12 Consolidated net interest income $ 780,510 $ 793,040 $ (12,530 ) (2 )% Non-interest income: Community Banking $ 347,697 $ 196,507 $ 151,190 77 % Specialty Finance 64,548 59,188 5,360 9 Wealth Management 74,747 74,407 340 — Total Operating Segments 486,992 330,102 156,890 48 Intersegment Eliminations (41,164 ) (35,150 ) (6,014 ) 17 Consolidated non-interest income $ 445,828 $ 294,952 $ 150,876 51 % Net revenue: Community Banking $ 957,013 $ 832,152 $ 124,861 15 % Specialty Finance 194,129 178,429 15,700 9 Wealth Management 98,019 96,135 1,884 2 Total Operating Segments 1,249,161 1,106,716 142,445 13 Intersegment Eliminations (22,823 ) (18,724 ) (4,099 ) 22 Consolidated net revenue $ 1,226,338 $ 1,087,992 $ 138,346 13 % Segment profit: Community Banking $ 97,858 $ 182,553 $ (84,695 ) (46 )% Specialty Finance 74,680 67,218 7,462 11 Wealth Management 19,248 19,962 (714 ) (4 ) Consolidated net income $ 191,786 $ 269,733 $ (77,947 ) (29 )%

Derivative Financial Instrume_2

Derivative Financial Instruments (Tables)	9 Months Ended
	Sep. 30, 2020
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule Of Fair Value Of Derivative Financial Instruments	The table below presents the fair value of the Company’s derivative financial instruments as of September 30, 2020 , December 31, 2019 and September 30, 2019 : Derivative Assets Derivative Liabilities (In thousands) September 30, December 31, September 30, September 30, December 31, September 30, Derivatives designated as hedging instruments under ASC 815: Interest rate derivatives designated as Cash Flow Hedges $ — $ — $ — $ 49,110 $ 19,385 $ 25,895 Interest rate derivatives designated as Fair Value Hedges — 310 256 16,213 6,523 8,839 Total derivatives designated as hedging instruments under ASC 815 $ — $ 310 $ 256 $ 65,323 $ 25,908 $ 34,734 Derivatives not designated as hedging instruments under ASC 815: Interest rate derivatives $ 253,238 $ 100,259 $ 134,130 $ 253,530 $ 100,897 $ 134,163 Interest rate lock commitments 68,201 2,860 3,373 — 259 148 Forward commitments to sell mortgage loans — 142 176 8,088 2,070 1,658 Foreign exchange contracts 49 73 351 49 70 306 Total derivatives not designated as hedging instruments under ASC 815 $ 321,488 $ 103,334 $ 138,030 $ 261,667 $ 103,296 $ 136,275 Total Derivatives $ 321,488 $ 103,644 $ 138,286 $ 326,990 $ 129,204 $ 171,009
Schedule Of Cash Flow Hedging Instruments	The table below provides details on these cash flow hedges, summarized by derivative type and maturity, as of September 30, 2020 : September 30, 2020 (In thousands) Notional Fair Value Maturity Date Amount Asset (Liability) Interest Rate Swaps: October 2021 $ 25,000 $ (555 ) November 2021 20,000 (501 ) December 2021 165,000 (4,383 ) March 2022 500,000 (613 ) May 2022 370,000 (11,681 ) June 2022 160,000 (5,281 ) July 2022 230,000 (7,704 ) August 2022 235,000 (8,360 ) March 2023 250,000 (1,068 ) April 2024 250,000 (1,872 ) July 2027 1,000,000 (882 ) Interest Rate Collars: September 2023 107,143 (6,210 ) Total Cash Flow Hedges $ 3,312,143 $ (49,110 )
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 income or loss related to interest rate derivatives designated as cash flow hedges follows: Three Months Ended Nine Months Ended (In thousands) September 30, September 30, September 30, September 30, Unrealized (loss) gain at beginning of period $ (59,503 ) $ (16,422 ) $ (17,943 ) $ 10,742 Amount reclassified from accumulated other comprehensive income to interest expense on deposits, other borrowings and junior subordinated debentures 5,667 (2,428 ) 12,208 (10,071 ) Amount of income (loss) recognized in other comprehensive income 4,726 (4,420 ) (43,375 ) (23,941 ) Unrealized loss at end of period $ (49,110 ) $ (23,270 ) $ (49,110 ) $ (23,270 )
Schedule of Carrying Amount of Hedged Assets/(Liabilities)	The following table presents the carrying amount of the hedged assets/(liabilities) and the cumulative amount of fair value hedging adjustment included in the carrying amount of the hedged assets/(liabilities) that are designated as a fair value hedge accounting relationship as of September 30, 2020 : September 30, 2020 (In thousands) Derivatives in Fair Value Hedging Relationships Location in the Statement of Condition Carrying Amount of the Hedged Assets/(Liabilities) Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities) Cumulative Amount of Fair Value Hedging Adjustment Remaining for any Hedged Assets (Liabilities) for which Hedge Accounting has been Discontinued Interest rate swaps Loans, net of unearned income $ 177,727 $ 15,844 $ — Available-for-sale debt securities 1,351 138 — The following table presents the loss or gain recognized related to derivative instruments that are designated as fair value hedges for the respective period: (In thousands) Derivatives in Fair Value Hedging Relationships Location of (Loss)/Gain Recognized in Income on Derivative Three Months Ended Nine Months Ended September 30, 2020 September 30, 2020 Interest rate swaps Interest and fees on loans $ (24 ) $ (42 ) Interest income - investment securities — —
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 hedge relationships were as follows: (In thousands) Three Months Ended Nine Months Ended Derivative Location in income statement September 30, September 30, September 30, September 30, Interest rate swaps and caps Trading gains (losses), net $ 135 $ (75 ) $ (996 ) $ (392 ) Mortgage banking derivatives Mortgage banking revenue 11,202 1,026 71,761 1,089 Foreign exchange contracts Trading gains (losses), net 5 54 (8 ) 72 Covered call options Fees from covered call options — — 2,292 2,427 Derivative contract held as economic hedge on MSRs Mortgage banking revenue — 82 4,749 1,002
Offsetting Assets	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 (In thousands) September 30, December 31, September 30, September 30, December 31, September 30, Gross Amounts Recognized $ 253,238 $ 100,569 $ 134,386 $ 318,853 $ 126,805 $ 168,897 Less: Amounts offset in the Statements of Financial Condition — — — — — — Net amount presented in the Statements of Financial Condition $ 253,238 $ 100,569 $ 134,386 $ 318,853 $ 126,805 $ 168,897 Gross amounts not offset in the Statements of Financial Condition Offsetting Derivative Positions (353 ) (2,561 ) (1,572 ) (353 ) (2,561 ) (1,572 ) Collateral Posted — — — (318,071 ) (124,244 ) (167,325 ) Net Credit Exposure $ 252,885 $ 98,008 $ 132,814 $ 429 $ — $ —
Offsetting Liabilities	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 (In thousands) September 30, December 31, September 30, September 30, December 31, September 30, Gross Amounts Recognized $ 253,238 $ 100,569 $ 134,386 $ 318,853 $ 126,805 $ 168,897 Less: Amounts offset in the Statements of Financial Condition — — — — — — Net amount presented in the Statements of Financial Condition $ 253,238 $ 100,569 $ 134,386 $ 318,853 $ 126,805 $ 168,897 Gross amounts not offset in the Statements of Financial Condition Offsetting Derivative Positions (353 ) (2,561 ) (1,572 ) (353 ) (2,561 ) (1,572 ) Collateral Posted — — — (318,071 ) (124,244 ) (167,325 ) Net Credit Exposure $ 252,885 $ 98,008 $ 132,814 $ 429 $ — $ —

Fair Values of Assets and Lia_2

Fair Values of Assets and Liabilities (Tables)	9 Months Ended
	Sep. 30, 2020
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: September 30, 2020 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 280,108 $ 280,108 $ — $ — U.S. Government agencies 178,666 — 176,537 2,129 Municipal 154,195 — 34,724 119,471 Corporate notes 104,135 — 104,135 — Mortgage-backed 2,229,355 — 2,229,355 — Trading account securities 1,720 — 1,720 — Equity securities with readily determinable fair value 54,398 46,332 8,066 — Mortgage loans held-for-sale 959,671 — 959,671 — Loans held-for-investment 253,515 — 240,902 12,613 MSRs 86,907 — — 86,907 Nonqualified deferred compensation assets 14,197 — 14,197 — Derivative assets 321,488 — 254,601 66,887 Total $ 4,638,355 $ 326,440 $ 4,023,908 $ 288,007 Derivative liabilities $ 326,990 $ — $ 326,990 $ — December 31, 2019 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 121,088 $ 121,088 $ — $ — U.S. Government agencies 365,442 — 362,796 2,646 Municipal 145,318 — 33,368 111,950 Corporate notes 94,841 — 94,841 — Mortgage-backed 2,379,525 — 2,379,525 — Trading account securities 1,068 — 1,068 — Equity securities with readily determinable fair value 50,840 42,774 8,066 — Mortgage loans held-for-sale 377,313 — 377,313 — Loans held-for-investment 132,718 — 123,098 9,620 MSRs 85,638 — — 85,638 Nonqualified deferred compensation assets 14,213 — 14,213 — Derivative assets 103,644 — 101,013 2,631 Total $ 3,871,648 $ 163,862 $ 3,495,301 $ 212,485 Derivative liabilities $ 129,204 $ — $ 129,204 $ — September 30, 2019 (Dollars in thousands) Total Level 1 Level 2 Level 3 Available-for-sale securities U.S. Treasury $ 221,670 $ 221,670 $ — $ — U.S. Government agencies 225,459 — 222,648 2,811 Municipal 146,104 — 33,046 113,058 Corporate notes 94,004 — 94,004 — Mortgage-backed 1,582,822 — 1,582,822 — Trading account securities 3,204 — 3,204 — Equity securities with readily determinable fair value 46,086 38,020 8,066 — Mortgage loans held-for-sale 464,727 — 464,727 — Loans held-for-investment 116,022 — 106,023 9,999 MSRs 75,585 — — 75,585 Nonqualified deferred compensation assets 13,750 — 13,750 — Derivative assets 138,286 — 135,307 2,979 Total $ 3,127,719 $ 259,690 $ 2,663,597 $ 204,432 Derivative liabilities $ 171,009 $ — $ 171,009 $ —
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 nine months ended September 30, 2020 and 2019 are summarized as follows: U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at July 1, 2020 $ 117,255 $ 2,293 $ 13,953 $ 77,203 $ 58,433 Total net gains (losses) included in: Net income (1) — — 47 9,704 8,454 Other comprehensive income (loss) 64 (7 ) — — — Purchases 3,221 — — — — Issuances — — — — — Sales — — — — — Settlements (1,069 ) (157 ) (7,877 ) — — Net transfers into/(out of) Level 3 — — 6,490 — — Balance at September 30, 2020 $ 119,471 $ 2,129 $ 12,613 $ 86,907 $ 66,887 U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at January 1, 2020 $ 111,950 $ 2,646 $ 9,620 $ 85,638 $ 2,631 Total net gains (losses) included in: Net income (1) — — 169 1,269 64,256 Other comprehensive income (loss) (1,731 ) (46 ) — — — Purchases 16,093 — — — — Issuances — — — — — Sales — — — — — Settlements (6,841 ) (471 ) (9,337 ) — — Net transfers into/(out of) Level 3 — — 12,161 — — Balance at September 30, 2020 $ 119,471 $ 2,129 $ 12,613 $ 86,907 $ 66,887 U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at July 1, 2019 $ 110,296 $ 2,977 $ 10,481 $ 72,850 $ 3,596 Total net gains (losses) included in: Net income (1) — — 86 2,735 (617 ) Other comprehensive income (loss) (1,722 ) (9 ) — — — Purchases 5,668 — — — — Issuances — — — — — Sales — — — — — Settlements (1,184 ) (157 ) (1,203 ) — — Net transfers into/(out of) Level 3 — — 635 — — Balance at September 30, 2019 $ 113,058 $ 2,811 $ 9,999 $ 75,585 $ 2,979 U.S. Government agencies Loans held-for- investment Mortgage servicing rights Derivative assets (Dollars in thousands) Municipal Balance at January 1, 2019 $ 108,926 $ 3,150 $ 11,347 $ 75,183 $ 2,457 Total net gains (losses) included in: Net income (1) — — 371 (5 ) 522 Other comprehensive income (loss) 6,334 134 — — — Purchases 7,192 — — 407 — Issuances — — — — — Sales — — — — — Settlements (9,394 ) (473 ) (2,554 ) — — Net transfers into/(out of) Level 3 — — 835 — — Balance at September 30, 2019 $ 113,058 $ 2,811 $ 9,999 $ 75,585 $ 2,979 (1) Changes in the balance of MSRs and derivative assets related to fair value adjustments are recorded as components of mortgage banking revenue. Changes in the balance of loans held-for-investment related to fair value adjustments are recorded as other 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 September 30, 2020 : September 30, 2020 Three Months Ended September 30, 2020 Fair Value Losses Recognized, net Nine Months Ended September 30, 2020 Fair Value Losses Recognized, net (Dollars in thousands) Total Level 1 Level 2 Level 3 Individually assessed loans - foreclosure probable and collateral-dependent $ 144,151 $ — $ — $ 144,151 $ 6,964 $ 24,438 Other real estate owned (1) 9,217 — — 9,217 225 748 Total $ 153,368 $ — $ — $ 153,368 $ 7,189 $ 25,186 (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 September 30, 2020 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 $ 119,471 Bond pricing Equivalent rating BBB-AA+ N/A Increase U.S. Government agencies 2,129 Bond pricing Equivalent rating AAA AAA Increase Loans held-for-investment 12,613 Discounted cash flows Discount rate 2%-3% 2.50% Decrease Credit discount 0%-6% 1.14% Decrease Constant prepayment rate (CPR) 17.63% 17.63% Decrease MSRs 86,907 Discounted cash flows Discount rate 3%-20% 10.08% Decrease Constant prepayment rate (CPR) 6%-95% 17.63% Decrease Cost of servicing $70-$200 $76 Decrease Cost of servicing - delinquent $200-$1,000 $417 Decrease Derivatives 66,887 Discounted cash flows Pull-through rate 0%-100% 79% Increase Measured at fair value on a non-recurring basis: Individually assessed loans - foreclosure probable and collateral-dependent $ 144,151 Appraisal value Appraisal adjustment - cost of sale 10% 10.00% Decrease Other real estate owned 9,217 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 September 30, 2020 At December 31, 2019 At September 30, 2019 Carrying Fair Carrying Fair Carrying Fair (In thousands) Value Value Value Value Value Value Financial Assets: Cash and cash equivalents $ 308,695 $ 308,695 $ 286,476 $ 286,476 $ 448,814 $ 448,814 Interest-bearing deposits with banks 3,825,823 3,825,823 2,164,560 2,164,560 2,260,806 2,260,806 Available-for-sale securities 2,946,459 2,946,459 3,106,214 3,106,214 2,270,059 2,270,059 Held-to-maturity securities 560,267 575,947 1,134,400 1,138,396 1,095,802 1,104,903 Trading account securities 1,720 1,720 1,068 1,068 3,204 3,204 Equity securities with readily determinable fair value 54,398 54,398 50,840 50,840 46,086 46,086 FHLB and FRB stock, at cost 135,568 135,568 100,739 100,739 92,714 92,714 Brokerage customer receivables 16,818 16,818 16,573 16,573 14,943 14,943 Mortgage loans held-for-sale, at fair value 959,671 959,671 377,313 377,313 464,727 464,727 Loans held-for-investment, at fair value 253,515 253,515 132,718 132,718 116,022 116,022 Loans held-for-investment, at amortized cost 31,882,040 31,723,559 26,667,572 26,659,903 25,594,149 25,472,310 Nonqualified deferred compensation assets 14,197 14,197 14,213 14,213 13,750 13,750 Derivative assets 321,488 321,488 103,644 103,644 138,286 138,286 Accrued interest receivable and other 272,940 272,940 303,090 303,090 272,072 272,072 Total financial assets $ 41,553,599 $ 41,410,798 $ 34,459,420 $ 34,455,747 $ 32,831,434 $ 32,718,696 Financial Liabilities Non-maturity deposits $ 30,778,127 $ 30,778,127 $ 24,483,867 $ 24,483,867 $ 23,091,143 $ 23,091,143 Deposits with stated maturities 5,066,295 5,063,732 5,623,271 5,635,475 5,619,236 5,635,597 FHLB advances 1,228,422 1,207,203 674,870 715,129 574,847 620,136 Other borrowings 507,395 507,395 418,174 418,174 410,488 410,488 Subordinated notes 436,385 473,825 436,095 458,796 435,979 451,947 Junior subordinated debentures 253,566 208,333 253,566 243,158 253,566 254,426 Derivative liabilities 326,990 326,990 129,204 129,204 171,009 171,009 Accrued interest payable 21,310 21,310 19,940 19,940 22,899 22,899 Total financial liabilities $ 38,618,490 $ 38,586,915 $ 32,038,987 $ 32,103,743 $ 30,579,167 $ 30,657,645

Stock-Based Compensation Plans

Stock-Based Compensation Plans (Tables)	9 Months Ended
	Sep. 30, 2020
Share-based Payment Arrangement, Noncash Expense [Abstract]
Summary Of Stock Option Activity	A summary of the Company's stock option activity for the nine months ended September 30, 2020 and September 30, 2019 is presented below: Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2020 755,332 $ 42.43 Granted — — Exercised (104,703 ) 38.71 Forfeited or canceled (5,608 ) 44.34 Outstanding at September 30, 2020 645,021 $ 43.02 1.9 $ 52 Exercisable at September 30, 2020 637,120 $ 43.01 1.8 $ 52 Stock Options Common Shares Weighted Average Strike Price Remaining Contractual Term (1) Intrinsic Value (2) ($000) Outstanding at January 1, 2019 795,014 $ 42.26 Granted — — Exercised (112,230 ) 38.64 Forfeited or canceled — — Outstanding at September 30, 2019 682,784 $ 42.85 2.4 $ 14,873 Exercisable at September 30, 2019 667,664 $ 42.81 2.4 $ 14,565 (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 nine months ended September 30, 2020 and September 30, 2019 is presented below: Nine months ended September 30, 2020 Nine months ended September 30, 2019 Restricted Shares Common Weighted Common Weighted Outstanding at January 1 144,328 $ 60.37 143,263 $ 60.80 Granted 113,156 61.32 13,099 71.66 Vested and issued (13,917 ) 77.77 (15,257 ) 76.69 Forfeited or canceled (6,547 ) 73.71 (1,691 ) 79.50 Outstanding at September 30 237,020 $ 59.43 139,414 $ 59.85 Vested, but not issuable at September 30 93,514 $ 52.08 91,505 $ 52.13 A summary of the Plans' performance-based stock award activity, based on the target level of the awards, for the nine months ended September 30, 2020 and September 30, 2019 is presented below: Nine months ended September 30, 2020 Nine months ended September 30, 2019 Performance-based Stock Common Weighted Common Weighted Outstanding at January 1 465,515 $ 74.37 396,855 $ 67.71 Granted 169,864 63.62 175,696 71.57 Added by performance factor at vesting 48,831 72.59 33,950 40.99 Vested and issued (180,789 ) 72.59 (128,238 ) 41.00 Expired, canceled or forfeited (18,727 ) 72.66 (10,430 ) 74.70 Outstanding at September 30 484,694 $ 71.15 467,833 $ 74.38 Vested, but deferred at September 30 34,441 $ 43.07 33,701 $ 42.92

Shareholders' Equity and Earn_2

Shareholders' Equity and Earnings Per Share (Tables)	9 Months Ended
	Sep. 30, 2020
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) Gains on Derivative Instruments Accumulated Foreign Currency Translation Adjustments Total Accumulated Other Comprehensive Loss Balance at July 1, 2020 $ 85,506 $ (43,606 ) $ (42,497 ) $ (597 ) Other comprehensive (loss) income during the period, net of tax, before reclassifications (10,682 ) 3,466 2,891 (4,325 ) Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (36 ) 4,157 — 4,121 Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (40 ) — — (40 ) Net other comprehensive (loss) income during the period, net of tax $ (10,758 ) $ 7,623 $ 2,891 $ (244 ) Balance at September 30, 2020 $ 74,748 $ (35,983 ) $ (39,606 ) $ (841 ) Balance at January 1, 2020 $ 14,982 $ (13,141 ) $ (36,519 ) $ (34,678 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 60,043 (31,796 ) (3,087 ) 25,160 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (146 ) 8,954 — 8,808 Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (131 ) — — (131 ) Net other comprehensive income (loss) during the period, net of tax $ 59,766 $ (22,842 ) $ (3,087 ) $ 33,837 Balance at September 30, 2020 $ 74,748 $ (35,983 ) $ (39,606 ) $ (841 ) Balance at July 1, 2019 $ 4,209 $ (12,044 ) $ (37,594 ) $ (45,429 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 13,371 (3,233 ) (1,471 ) 8,667 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (292 ) (1,781 ) — (2,073 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (42 ) — — (42 ) Net other comprehensive income (loss) during the period, net of tax $ 13,037 $ (5,014 ) $ (1,471 ) $ 6,552 Balance at September 30, 2019 $ 17,246 $ (17,058 ) $ (39,065 ) $ (38,877 ) Balance at January 1, 2019 $ (42,353 ) $ 7,857 $ (42,376 ) $ (76,872 ) Other comprehensive income (loss) during the period, net of tax, before reclassifications 60,527 (17,529 ) 3,311 46,309 Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax (626 ) (7,386 ) — (8,012 ) Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax (302 ) — — (302 ) Net other comprehensive income (loss) during the period, net of tax $ 59,599 $ (24,915 ) $ 3,311 $ 37,995 Balance at September 30, 2019 $ 17,246 $ (17,058 ) $ (39,065 ) $ (38,877 )
Other Comprehensive Income Reclassified from AOCI	Amount Reclassified from Accumulated Other Comprehensive Income (Loss) for the Details Regarding the Component of Accumulated Other Comprehensive Income (Loss) Three Months Ended Nine Months Ended Impacted Line on the Consolidated Statements of Income September 30, September 30, 2020 2019 2020 2019 Accumulated unrealized gains on securities Gains included in net income $ 50 $ 400 $ 200 $ 856 Gains (losses) on investment securities, net 50 400 200 856 Income before taxes Tax effect (14 ) (108 ) (54 ) (230 ) Income tax expense Net of tax $ 36 $ 292 $ 146 $ 626 Net income Accumulated unrealized gains (losses) on derivative instruments Amount reclassified to interest expense on deposits $ 3,884 $ (2,635 ) $ 8,806 $ (10,403 ) Interest on deposits Amount reclassified to interest expense on other borrowings 740 196 1,458 321 Interest on other borrowings Amount reclassified to interest expense on junior subordinated debentures 1,043 11 1,944 11 Interest on junior subordinated debentures (5,667 ) 2,428 (12,208 ) 10,071 Income before taxes Tax effect 1,510 (647 ) 3,254 (2,685 ) Income tax expense Net of tax $ (4,157 ) $ 1,781 $ (8,954 ) $ 7,386 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 Nine Months Ended (In thousands, except per share data) September 30, September 30, September 30, September 30, Net income $ 107,315 $ 99,121 $ 191,786 $ 269,733 Less: Preferred stock dividends 10,286 2,050 14,386 6,150 Net income applicable to common shares (A) $ 97,029 $ 97,071 $ 177,400 $ 263,583 Weighted average common shares outstanding (B) 57,597 56,690 57,595 56,627 Effect of dilutive potential common shares Common stock equivalents 449 773 469 724 Weighted average common shares and effect of dilutive potential common shares (C) 58,046 57,463 58,064 57,351 Net income per common share: Basic (A/B) $ 1.68 $ 1.71 $ 3.08 $ 4.65 Diluted (A/C) $ 1.67 $ 1.69 $ 3.06 $ 4.60

Recent Accounting Developments

Recent Accounting Developments (Narrative) (Details) - USD ($) $ in Thousands	9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Jun. 30, 2020	Jan. 01, 2020	Dec. 31, 2019	Jun. 30, 2019	Dec. 31, 2018
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Accounting Standards Update [Extensible List]	us-gaap:AccountingStandardsUpdate201613Member	us-gaap:AccountingStandardsUpdate201708Member
Allowance for credit losses	$ 388,971	$ 163,273			$ 158,461
Allowance for loan losses	388,908	163,273	$ 373,109		158,461	$ 161,901	$ 154,164
Allowance for held-to-maturity securities losses	63	0			0
Financial assets held at amortized cost, accrued interest	116,900
Cumulative effect adjustment from the adoption of ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for credit losses				$ 47,400
Allowance for loan losses					47,344
Allowance for held-to-maturity securities losses				74
Loans acquired with deteriorated credit quality
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses		473
Loans acquired with deteriorated credit quality | Cumulative effect adjustment from the adoption of ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses				11,000
Loans acquired without deteriorated credit quality | Cumulative effect adjustment from the adoption of ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses				3,200
Unfunded lending-related commitments
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	62,949	1,510			1,633
Unfunded lending-related commitments | Cumulative effect adjustment from the adoption of ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses				33,200
Loans
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses	$ 325,959	$ 161,763			$ 156,828
Loans | Cumulative effect adjustment from the adoption of ASU 2016-13
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Allowance for loan losses				$ 14,200

Business Combinations and Ass_2

Business Combinations and Asset Acquisitions (Detail) $ in Thousands	Nov. 01, 2019USD ($)locations	Oct. 07, 2019USD ($)locations	May 24, 2019USD ($)locations	Sep. 30, 2020USD ($)
Business Acquisition [Line Items]
Goodwill recorded on acquisition				$ 0
SBC
Business Acquisition [Line Items]
Number of locations acquired | locations	6
Business combination, assets acquired	$ 619,800
Business combination, loans acquired	423,000
Business combination, deposits acquired	507,800
Goodwill recorded on acquisition	$ 40,300
STC
Business Acquisition [Line Items]
Number of locations acquired | locations		5
Business combination, assets acquired		$ 250,100
Business combination, loans acquired		174,300
Business combination, deposits acquired		201,200
Goodwill recorded on acquisition		$ 19,100
ROC
Business Acquisition [Line Items]
Number of locations acquired | locations			1
Business combination, assets acquired			$ 223,400
Business combination, loans acquired			124,700
Business combination, deposits acquired			161,200
Goodwill recorded on acquisition			$ 11,700

Investment Securities (Marketab

Investment Securities (Marketable Securities) (Detail) - USD ($)	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Available-for-sale securities
Amortized Cost	$ 2,845,410,000	$ 3,086,824,000	$ 2,247,645,000
Gross Unrealized Gains	105,306,000	30,467,000	28,610,000
Gross Unrealized Losses	(4,257,000)	(11,077,000)	(6,196,000)
Fair Value	2,946,459,000	3,106,214,000	2,270,059,000
Held-to-maturity securities
Amortized Cost	560,330,000	1,134,400,000	1,095,802,000
Gross Unrealized Gains	15,735,000	9,695,000	11,521,000
Gross Unrealized Losses	(118,000)	(5,699,000)	(2,420,000)
Fair Value	575,947,000	1,138,396,000	1,104,903,000
Less: Allowance for credit losses	(63,000)	0	0
Held-to-maturity securities, net of allowance for credit losses	560,267,000	1,134,400,000	1,095,802,000
Equity securities with readily determinable fair value
Amortized Cost	53,250,000	48,044,000	43,941,000
Gross Unrealized Gains	1,537,000	3,511,000	2,794,000
Gross Unrealized Losses	(389,000)	(715,000)	(649,000)
Fair Value	54,398,000	50,840,000	46,086,000
U.S. Treasury
Available-for-sale securities
Amortized Cost	279,903,000	120,275,000	220,756,000
Gross Unrealized Gains	206,000	813,000	914,000
Gross Unrealized Losses	(1,000)	0	0
Fair Value	280,108,000	121,088,000	221,670,000
U.S. Government agencies
Available-for-sale securities
Amortized Cost	172,951,000	365,639,000	221,891,000
Gross Unrealized Gains	5,715,000	3,557,000	3,569,000
Gross Unrealized Losses	0	(3,754,000)	(1,000)
Fair Value	178,666,000	365,442,000	225,459,000
Held-to-maturity securities
Amortized Cost	349,415,000	902,974,000	859,011,000
Gross Unrealized Gains	4,396,000	2,159,000	3,310,000
Gross Unrealized Losses	0	(5,460,000)	(2,187,000)
Fair Value	353,811,000	899,673,000	860,134,000
Municipal
Available-for-sale securities
Amortized Cost	150,333,000	141,701,000	141,311,000
Gross Unrealized Gains	3,996,000	3,785,000	4,896,000
Gross Unrealized Losses	(134,000)	(168,000)	(103,000)
Fair Value	154,195,000	145,318,000	146,104,000
Held-to-maturity securities
Amortized Cost	210,915,000	231,426,000	236,791,000
Gross Unrealized Gains	11,339,000	7,536,000	8,211,000
Gross Unrealized Losses	(118,000)	(239,000)	(233,000)
Fair Value	222,136,000	238,723,000	244,769,000
Corporate notes, financial issuers
Available-for-sale securities
Amortized Cost	106,764,000	97,051,000	97,058,000
Gross Unrealized Gains	455,000	761,000	126,000
Gross Unrealized Losses	(4,110,000)	(4,002,000)	(4,233,000)
Fair Value	103,109,000	93,810,000	92,951,000
Corporate notes, other
Available-for-sale securities
Amortized Cost	1,000,000	1,000,000	1,000,000
Gross Unrealized Gains	26,000	31,000	53,000
Gross Unrealized Losses	0	0	0
Fair Value	1,026,000	1,031,000	1,053,000
Mortgage-backed securities
Available-for-sale securities
Amortized Cost	2,121,423,000	2,328,383,000	1,529,749,000
Gross Unrealized Gains	94,543,000	21,240,000	18,682,000
Gross Unrealized Losses	(11,000)	(3,013,000)	(1,762,000)
Fair Value	2,215,955,000	2,346,610,000	1,546,669,000
Collateralized mortgage obligations
Available-for-sale securities
Amortized Cost	13,036,000	32,775,000	35,880,000
Gross Unrealized Gains	365,000	280,000	370,000
Gross Unrealized Losses	(1,000)	(140,000)	(97,000)
Fair Value	13,400,000	32,915,000	36,153,000
Mortgage-backed securities, subprime
Available-for-sale securities
Fair Value	$ 0	$ 0	$ 0

Investment Securities (Continuo

Investment Securities (Continuous Unrealized Loss Position, Fair Value) (Detail) $ in Thousands	Sep. 30, 2020USD ($)
Available-for-sale securities
Continuous unrealized losses existing for less than 12 months, fair value	$ 149,403
Continuous unrealized losses existing for less than 12 months, unrealized losses	(143)
Continuous unrealized losses existing for greater than 12 months, fair value	70,392
Continuous unrealized losses existing for greater than 12 months, unrealized losses	(4,114)
Total, fair value	219,795
Total, unrealized losses	(4,257)
U.S. Treasury
Available-for-sale securities
Continuous unrealized losses existing for less than 12 months, fair value	109,968
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	109,968
Total, unrealized losses	(1)
U.S. Government agencies
Available-for-sale securities
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
Municipal
Available-for-sale securities
Continuous unrealized losses existing for less than 12 months, fair value	38,446
Continuous unrealized losses existing for less than 12 months, unrealized losses	(132)
Continuous unrealized losses existing for greater than 12 months, fair value	113
Continuous unrealized losses existing for greater than 12 months, unrealized losses	(2)
Total, fair value	38,559
Total, unrealized losses	(134)
Corporate notes, financial issuers
Available-for-sale securities
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	69,869
Continuous unrealized losses existing for greater than 12 months, unrealized losses	(4,110)
Total, fair value	69,869
Total, unrealized losses	(4,110)
Corporate notes, other
Available-for-sale securities
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
Available-for-sale securities
Continuous unrealized losses existing for less than 12 months, fair value	989
Continuous unrealized losses existing for less than 12 months, unrealized losses	(10)
Continuous unrealized losses existing for greater than 12 months, fair value	62
Continuous unrealized losses existing for greater than 12 months, unrealized losses	(1)
Total, fair value	1,051
Total, unrealized losses	(11)
Collateralized mortgage obligations
Available-for-sale securities
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	348
Continuous unrealized losses existing for greater than 12 months, unrealized losses	(1)
Total, fair value	348
Total, unrealized losses	$ (1)

Investment Securities (Schedule

Investment Securities (Schedule of Realized Gain (Loss)) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Investments, Debt and Equity Securities [Abstract]
Realized gains on investment securities	$ 78	$ 801	$ 725	$ 1,348
Realized losses on investment securities	(28)	(5)	(525)	(96)
Net realized gains on investment securities	50	796	200	1,252
Unrealized gains on equity securities with readily determinable fair value	471	165	2,118	2,299
Unrealized losses on equity securities with readily determinable fair value	(110)	(251)	(3,766)	(460)
Net unrealized gains (losses) on equity securities with readily determinable fair value	361	(86)	(1,648)	1,839
Upward adjustments of equity securities without readily determinable fair values	0	0	393	110
Downward adjustments of equity securities without readily determinable fair values	0	0	0	0
Impairment of equity securities without readily determinable fair values	0	0	(2,085)	(263)
Adjustment and impairment, net, of equity securities without readily determinable fair values	0	0	(1,692)	(153)
Other than temporary impairment charges	0	0	0	0
Gains (losses) on investment securities, net	411	710	(3,140)	2,938
Proceeds from sales of available-for-sale securities	0	238,008	502,676	905,926
Proceeds from sales of equity securities with readily determinable fair value	2,500	5,200	6,530	16,200
Proceeds from sales and capital distributions of equity securities without readily determinable fair value	$ 1,247	$ 852	$ 1,691	$ 1,461

Investment Securities (Investme

Investment Securities (Investments Classified by Contractual Maturity Date) (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Available-for-sale securities
Due in one year or less, amortized cost	$ 338,702	$ 183,996	$ 201,572
Due in one to five years, amortized cost	76,843	62,679	141,319
Due in five to ten years, amortized cost	108,688	186,683	200,118
Due after ten years, amortized cost	186,718	292,308	139,007
Mortgage-backed, without single maturity date, amortized cost	2,134,459	2,361,158	1,565,629
Amortized Cost	2,845,410	3,086,824	2,247,645
Due in one year or less, fair value	338,954	185,035	201,866
Due in one to five years, fair value	78,843	64,064	143,804
Due in five to ten years, fair value	105,968	184,666	198,250
Due after ten years, fair value	193,339	292,924	143,317
Mortgage-backed, without single maturity date, fair value	2,229,355	2,379,525	1,582,822
Fair Value	2,946,459	3,106,214	2,270,059
Held-to-maturity securities
Held-to-maturity securities, Due in one year or less, amortized cost	6,911	6,061	7,748
Held-to-maturity securities, Due in one to five years, amortized cost	21,392	28,697	28,138
Held-to-maturity securities, Due in five to ten years, amortized cost	144,468	213,104	231,021
Held-to-maturity securities, Due after ten years, amortized cost	387,559	886,538	828,895
Amortized Cost	560,330	1,134,400	1,095,802
Less: Allowance for credit losses	(63)	0	0
Held-to-maturity securities, net of allowance for credit losses	560,267	1,134,400	1,095,802
Held-to-maturity securities, Due in one year or less, fair value	6,942	6,074	7,749
Held-to-maturity securities, Due in one to five years, fair value	21,999	28,986	28,335
Held-to-maturity securities, Due in five to ten years, fair value	151,175	216,957	235,138
Held-to-maturity securities, Due after ten years, fair value	395,831	886,379	833,681
Fair Value	$ 575,947	$ 1,138,396	$ 1,104,903

Investment Securities (Narrativ

Investment Securities (Narrative) (Detail) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020USD ($)security	Sep. 30, 2019USD ($)	Sep. 30, 2020USD ($)security	Sep. 30, 2019USD ($)	Dec. 31, 2019USD ($)
Investments, Debt and Equity Securities [Abstract]
Equity securities without readily determinable fair value	$ 30,000		$ 30,000
Upward adjustments of equity securities without readily determinable fair values	0	$ 0	393	$ 110
Downward adjustments of equity securities without readily determinable fair values	0	0	0	0
Impairment of equity securities without readily determinable fair values	0	0	2,085	263
Pledged securities	$ 3,000,000	$ 1,900,000	$ 3,000,000	$ 1,900,000	$ 1,700,000
Number of securities by a single non-government sponsored issuer exceeding 10% of shareholders' equity | security	0		0

Loans (Summary of Loan Portfoli

Loans (Summary of Loan Portfolio) (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Loans [Line Items]
Total loans, net of unearned income	$ 32,135,555	$ 26,800,290	$ 25,710,171
Total loans, net of unearned income, percentage	100.00%	100.00%	100.00%
Commercial
Loans [Line Items]
Total loans, net of unearned income	$ 12,276,999	$ 8,285,920	$ 8,195,602
Total loans, net of unearned income, percentage	39.00%	31.00%	32.00%
Commercial real estate
Loans [Line Items]
Total loans, net of unearned income	$ 8,423,142	$ 8,020,276	$ 7,448,667
Total loans, net of unearned income, percentage	26.00%	30.00%	29.00%
Home equity
Loans [Line Items]
Total loans, net of unearned income	$ 446,274	$ 513,066	$ 512,303
Total loans, net of unearned income, percentage	1.00%	2.00%	2.00%
Residential real estate
Loans [Line Items]
Total loans, net of unearned income	$ 1,384,810	$ 1,354,221	$ 1,218,666
Total loans, net of unearned income, percentage	4.00%	5.00%	5.00%
Premium finance receivables | Commercial insurance loans
Loans [Line Items]
Total loans, net of unearned income	$ 4,060,144	$ 3,442,027	$ 3,449,950
Total loans, net of unearned income, percentage	13.00%	13.00%	13.00%
Premium finance receivables | Life insurance
Loans [Line Items]
Total loans, net of unearned income	$ 5,488,832	$ 5,074,602	$ 4,795,496
Total loans, net of unearned income, percentage	17.00%	19.00%	19.00%
Consumer and other
Loans [Line Items]
Total loans, net of unearned income	$ 55,354	$ 110,178	$ 89,487
Total loans, net of unearned income, percentage	0.00%	0.00%	0.00%

Loans (Schedule of Unpaid Princ

Loans (Schedule of Unpaid Principal Balance And Carrying Value Of Acquired Loans) (Detail) $ in Thousands	Dec. 31, 2019USD ($)
Loans and Leases Receivable Disclosure [Abstract]
Unpaid Principal Balance	$ 455,784
Carrying Value	$ 425,372

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	9 Months Ended
	Sep. 30, 2019	Sep. 30, 2019
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]
Accretable yield, beginning balance	$ 34,289	$ 34,876
Acquisitions	0	1,874
Accretable yield amortized to interest income	(4,266)	(12,179)
Reclassification from non-accretable difference	184	2,190
Increases in interest cash flows due to payments and changes in interest rates	1,164	4,610
Accretable yield, ending balance	$ 31,371	$ 31,371

Loans (Narrative) (Detail)

Loans (Narrative) (Detail) - USD ($) $ in Millions	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
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	$ (42.3)	$ 9.1	$ 8.9
Net deferred loan fees and costs and fair value accounting adjustments, paid by SBA under PPP	49.3
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	108.5	$ 118.4	$ 117.5
Commercial PPP Loans | Commercial
Schedule Of Accretable Yield Activity Related to Loans Acquired With Evidence Of Credit Quality Deterioration Since Origination Table [Line Items]
Loans, net of unearned income	$ 3,400

Allowance for Credit Losses (Sc

Allowance for Credit Losses (Schedule of Aging of the Company's Loan Portfolio) (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Financing Receivable, Past Due [Line Items]
Nonaccrual	$ 160,751	$ 105,908	$ 103,619
90+ days and still accruing	12,352	34,376	19,347
Current	31,725,993	26,361,332	25,401,935
Total Loans	32,135,555	26,800,290	25,710,171
60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	49,910	50,523	51,113
30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	186,549	248,151	134,157
Commercial
Financing Receivable, Past Due [Line Items]
Nonaccrual	42,036	37,224	43,931
90+ days and still accruing	0	1,855	382
Current	8,805,511	8,166,242	8,086,942
Total Loans	8,897,986	8,285,920	8,195,602
Commercial | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	2,168	3,275	12,860
Commercial | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	48,271	77,324	51,487
Commercial PPP Loans
Financing Receivable, Past Due [Line Items]
Nonaccrual	0	0	0
90+ days and still accruing	0	0	0
Current	3,379,013	0	0
Total Loans	3,379,013	0	0
Commercial PPP Loans | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	0	0	0
Commercial PPP Loans | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	0	0	0
Construction and development
Financing Receivable, Past Due [Line Items]
Nonaccrual	10,980	2,112	2,024
90+ days and still accruing	0	3,514	576
Current	1,310,019	1,223,567	1,032,473
Total Loans	1,333,149	1,283,449	1,042,211
Construction and development | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	0	5,292	88
Construction and development | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	12,150	48,964	7,050
Non-construction
Financing Receivable, Past Due [Line Items]
Nonaccrual	57,835	24,001	19,533
90+ days and still accruing	0	11,432	4,416
Current	6,982,547	6,626,537	6,346,918
Total Loans	7,089,993	6,736,827	6,406,456
Non-construction | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	8,299	26,254	9,541
Non-construction | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	41,312	48,603	26,048
Home equity
Financing Receivable, Past Due [Line Items]
Nonaccrual	6,329	7,363	7,920
90+ days and still accruing	0	0	0
Current	438,727	501,716	501,188
Total Loans	446,274	513,066	512,303
Home equity | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	70	454	95
Home equity | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	1,148	3,533	3,100
Residential real estate
Financing Receivable, Past Due [Line Items]
Nonaccrual	22,069	13,797	13,447
90+ days and still accruing	0	5,771	3,244
Current	1,359,484	1,313,523	1,198,674
Total Loans	1,384,810	1,354,221	1,218,666
Residential real estate | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	814	3,089	1,868
Residential real estate | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	2,443	18,041	1,433
Premium finance receivables - commercial
Financing Receivable, Past Due [Line Items]
Nonaccrual	21,080	20,590	15,950
90+ days and still accruing	12,177	11,517	10,612
Current	4,000,553	3,379,018	3,397,563
Total Loans	4,060,144	3,442,027	3,449,950
Premium finance receivables - commercial | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	7,495	12,119	8,853
Premium finance receivables - commercial | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	18,839	18,783	16,972
Premium finance receivables - life
Financing Receivable, Past Due [Line Items]
Nonaccrual	0	590	590
90+ days and still accruing	0	0	0
Current	5,396,148	5,041,453	4,749,358
Total Loans	5,488,832	5,074,602	4,795,496
Premium finance receivables - life | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	30,791	0	17,753
Premium finance receivables - life | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	61,893	32,559	27,795
Consumer and other
Financing Receivable, Past Due [Line Items]
Nonaccrual	422	231	224
90+ days and still accruing	175	287	117
Current	53,991	109,276	88,819
Total Loans	55,354	110,178	89,487
Consumer and other | 60-89 days past due
Financing Receivable, Past Due [Line Items]
Past Due	273	40	55
Consumer and other | 30-59 days past due
Financing Receivable, Past Due [Line Items]
Past Due	$ 493	$ 344	$ 272

Allowance for Credit Losses (Lo

Allowance for Credit Losses (Loan Portfolio by Credit Quality Indicator) (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Financing Receivable, Credit Quality Indicator [Line Items]
2020	$ 10,453,592
2019	4,130,864
2018	3,243,475
2017	2,657,716
2016	2,183,855
Prior	5,833,724
Revolving	3,601,178
Revolving to Term	31,151
Total Loans	32,135,555	$ 26,800,290	$ 25,710,171
Loans with COVID-19 related modifications	236,300
Commercial, industrial and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,435,852
2019	1,497,027
2018	1,133,989
2017	807,218
2016	423,882
Prior	620,423
Revolving	2,960,069
Revolving to Term	19,526
Total Loans	8,897,986	8,285,920	8,195,602
Commercial PPP Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	3,379,013
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	3,379,013	0	0
Construction and development
Financing Receivable, Credit Quality Indicator [Line Items]
2020	176,894
2019	475,283
2018	317,727
2017	177,880
2016	86,234
Prior	76,773
Revolving	22,358
Revolving to Term	0
Total Loans	1,333,149	1,283,449	1,042,211
Non-construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	943,873
2019	1,133,629
2018	1,068,390
2017	895,769
2016	804,928
Prior	2,051,797
Revolving	181,835
Revolving to Term	9,772
Total Loans	7,089,993	6,736,827	6,406,456
Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	47
2019	56
2018	371
2017	511
2016	595
Prior	25,777
Revolving	417,064
Revolving to Term	1,853
Total Loans	446,274	513,066	512,303
Residential real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	172,772
2019	370,827
2018	148,698
2017	158,779
2016	133,927
Prior	399,807
Revolving	0
Revolving to Term	0
Total Loans	1,384,810	1,354,221	1,218,666
Premium finance receivables - commercial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	3,935,154
2019	118,096
2018	6,777
2017	117
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	4,060,144	3,442,027	3,449,950
Premium finance receivables - life
Financing Receivable, Credit Quality Indicator [Line Items]
2020	408,171
2019	533,284
2018	565,371
2017	616,635
2016	733,758
Prior	2,631,613
Revolving	0
Revolving to Term	0
Total Loans	5,488,832	5,074,602	4,795,496
Consumer and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,816
2019	2,662
2018	2,152
2017	807
2016	531
Prior	27,534
Revolving	19,852
Revolving to Term	0
Total Loans	55,354	$ 110,178	$ 89,487
Pass
Financing Receivable, Credit Quality Indicator [Line Items]
2020	10,356,305
2019	3,732,454
2018	2,908,924
2017	2,410,495
2016	1,974,078
Prior	5,392,161
Revolving	3,384,858
Revolving to Term	25,148
Total Loans	30,184,423
Pass | Commercial, industrial and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,380,874
2019	1,246,209
2018	978,844
2017	688,865
2016	349,659
Prior	554,865
Revolving	2,755,857
Revolving to Term	17,970
Total Loans	7,973,143
Pass | Commercial PPP Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	3,379,013
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	3,379,013
Pass | Construction and development
Financing Receivable, Credit Quality Indicator [Line Items]
2020	176,894
2019	454,031
2018	255,974
2017	157,559
2016	82,421
Prior	63,379
Revolving	22,358
Revolving to Term	0
Total Loans	1,212,616
Pass | Non-construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	940,359
2019	1,024,971
2018	957,701
2017	797,355
2016	684,954
Prior	1,736,025
Revolving	180,231
Revolving to Term	7,007
Total Loans	6,328,603
Pass | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	47
2019	0
2018	47
2017	28
2016	37
Prior	6,012
Revolving	406,565
Revolving to Term	171
Total Loans	412,907
Pass | Residential real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	171,033
2019	367,779
2018	142,761
2017	149,854
2016	122,718
Prior	373,499
Revolving	0
Revolving to Term	0
Total Loans	1,327,644
Pass | Premium finance receivables - commercial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	3,898,133
2019	103,562
2018	6,077
2017	116
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	4,007,888
Pass | Premium finance receivables - life
Financing Receivable, Credit Quality Indicator [Line Items]
2020	408,171
2019	533,284
2018	565,371
2017	616,055
2016	733,758
Prior	2,631,613
Revolving	0
Revolving to Term	0
Total Loans	5,488,252
Pass | Consumer and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,781
2019	2,618
2018	2,149
2017	663
2016	531
Prior	26,768
Revolving	19,847
Revolving to Term	0
Total Loans	54,357
Special mention
Financing Receivable, Credit Quality Indicator [Line Items]
2020	66,682
2019	227,162
2018	205,189
2017	156,740
2016	150,114
Prior	205,640
Revolving	137,321
Revolving to Term	3,468
Total Loans	1,152,316
Special mention | Commercial, industrial and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	38,670
2019	115,731
2018	75,859
2017	69,144
2016	53,537
Prior	21,993
Revolving	128,730
Revolving to Term	138
Total Loans	503,802
Special mention | Commercial PPP Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	0
Special mention | Construction and development
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	20,058
2018	48,593
2017	13,842
2016	2,741
Prior	6,862
Revolving	0
Revolving to Term	0
Total Loans	92,096
Special mention | Non-construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	2,379
2019	88,103
2018	78,047
2017	69,884
2016	91,313
Prior	164,465
Revolving	737
Revolving to Term	2,765
Total Loans	497,693
Special mention | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	393
2016	83
Prior	3,615
Revolving	7,852
Revolving to Term	565
Total Loans	12,508
Special mention | Residential real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	314
2019	1,570
2018	2,686
2017	2,770
2016	2,440
Prior	8,558
Revolving	0
Revolving to Term	0
Total Loans	18,338
Special mention | Premium finance receivables - commercial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	25,295
2019	1,674
2018	4
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	26,973
Special mention | Premium finance receivables - life
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	580
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	580
Special mention | Consumer and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	24
2019	26
2018	0
2017	127
2016	0
Prior	147
Revolving	2
Revolving to Term	0
Total Loans	326
Substandard accrual
Financing Receivable, Credit Quality Indicator [Line Items]
2020	19,915
2019	157,027
2018	112,864
2017	74,093
2016	39,362
Prior	164,250
Revolving	68,425
Revolving to Term	2,129
Total Loans	638,065
Substandard accrual | Commercial, industrial and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	15,054
2019	134,060
2018	74,803
2017	43,066
2016	13,169
Prior	31,280
Revolving	66,437
Revolving to Term	1,136
Total Loans	379,005
Substandard accrual | Commercial PPP Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	0
Substandard accrual | Construction and development
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	1,194
2018	9,848
2017	3,562
2016	0
Prior	2,853
Revolving	0
Revolving to Term	0
Total Loans	17,457
Substandard accrual | Non-construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,135
2019	19,448
2018	26,611
2017	24,928
2016	20,523
Prior	112,350
Revolving	867
Revolving to Term	0
Total Loans	205,862
Substandard accrual | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	134
2017	0
2016	248
Prior	12,037
Revolving	1,118
Revolving to Term	993
Total Loans	14,530
Substandard accrual | Residential real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,425
2019	516
2018	1,359
2017	2,537
2016	5,422
Prior	5,500
Revolving	0
Revolving to Term	0
Total Loans	16,759
Substandard accrual | Premium finance receivables - commercial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	2,291
2019	1,803
2018	109
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	4,203
Substandard accrual | Premium finance receivables - life
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	0
Substandard accrual | Consumer and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	10
2019	6
2018	0
2017	0
2016	0
Prior	230
Revolving	3
Revolving to Term	0
Total Loans	249
Substandard nonaccrual/doubtful
Financing Receivable, Credit Quality Indicator [Line Items]
2020	10,690
2019	14,221
2018	16,498
2017	16,388
2016	20,301
Prior	71,673
Revolving	10,574
Revolving to Term	406
Total Loans	160,751
Substandard nonaccrual/doubtful | Commercial, industrial and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1,254
2019	1,027
2018	4,483
2017	6,143
2016	7,517
Prior	12,285
Revolving	9,045
Revolving to Term	282
Total Loans	42,036
Substandard nonaccrual/doubtful | Commercial PPP Loans
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	0
Substandard nonaccrual/doubtful | Construction and development
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	3,312
2017	2,917
2016	1,072
Prior	3,679
Revolving	0
Revolving to Term	0
Total Loans	10,980
Substandard nonaccrual/doubtful | Non-construction
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	1,107
2018	6,031
2017	3,602
2016	8,138
Prior	38,957
Revolving	0
Revolving to Term	0
Total Loans	57,835
Substandard nonaccrual/doubtful | Home equity
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	56
2018	190
2017	90
2016	227
Prior	4,113
Revolving	1,529
Revolving to Term	124
Total Loans	6,329
Substandard nonaccrual/doubtful | Residential real estate
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	962
2018	1,892
2017	3,618
2016	3,347
Prior	12,250
Revolving	0
Revolving to Term	0
Total Loans	22,069
Substandard nonaccrual/doubtful | Premium finance receivables - commercial
Financing Receivable, Credit Quality Indicator [Line Items]
2020	9,435
2019	11,057
2018	587
2017	1
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	21,080
Substandard nonaccrual/doubtful | Premium finance receivables - life
Financing Receivable, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Revolving	0
Revolving to Term	0
Total Loans	0
Substandard nonaccrual/doubtful | Consumer and other
Financing Receivable, Credit Quality Indicator [Line Items]
2020	1
2019	12
2018	3
2017	17
2016	0
Prior	389
Revolving	0
Revolving to Term	0
Total Loans	$ 422

Allowance for Credit Losses (He

Allowance for Credit Losses (Held-to-Maturity Debt Securities by Credit Quality Indication) (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
Amortized Cost	$ 560,330	$ 1,134,400	$ 1,095,802
Less: Allowance for credit losses	(63)	0	0
Held-to-maturity securities, net of allowance for credit losses	560,267	1,134,400	1,095,802
U.S. Government agencies
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	124,575
2019	119,995
2018	101,450
2017	0
2016	0
Prior	3,395
Amortized Cost	349,415	902,974	859,011
U.S. Government agencies | 1-4 internal grade
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	124,575
2019	119,995
2018	101,450
2017	0
2016	0
Prior	3,395
Amortized Cost	349,415
U.S. Government agencies | 5-7 internal grade
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Amortized Cost	0
U.S. Government agencies | 8-10 internal grade
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Amortized Cost	0
Municipal
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	0
2019	162
2018	7,590
2017	43,863
2016	10,172
Prior	149,128
Amortized Cost	210,915	$ 231,426	$ 236,791
Municipal | 1-4 internal grade
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	0
2019	162
2018	7,590
2017	43,863
2016	10,172
Prior	149,128
Amortized Cost	210,915
Municipal | 5-7 internal grade
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Amortized Cost	0
Municipal | 8-10 internal grade
Debt Securities, Held-to-maturity, Credit Quality Indicator [Line Items]
2020	0
2019	0
2018	0
2017	0
2016	0
Prior	0
Amortized Cost	$ 0

Allowance for Credit Losses (Co

Allowance for Credit Losses (Components of Allowance for Credit Losses) (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Jun. 30, 2020	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Dec. 31, 2018
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses	$ 388,908	$ 373,109	$ 158,461	$ 163,273	$ 161,901	$ 154,164
Allowance for held-to-maturity securities losses	63		0	0
Allowance for credit losses	388,971		158,461	163,273
Loans
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses	325,959		156,828	161,763
Unfunded lending-related commitments
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses	$ 62,949		$ 1,633	$ 1,510

Allowance for Credit Losses (Su

Allowance for Credit Losses (Summary of Activity in the Allowance for Credit Losses) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	$ 373,109	$ 161,901	$ 158,461	$ 154,164
Other adjustments	55	(13)	24	(51)
Charge-offs	(11,763)	(11,186)	(36,175)	(41,654)
Recoveries	2,479	1,737	6,203	4,776
Provision for credit losses	25,028	10,834	213,051	46,038
Allowance for credit losses at period end	388,908	163,273	388,908	163,273
Individually measured	16,367	14,940	16,367	14,940
Collectively evaluated for impairment	372,541	147,860	372,541	147,860
Loans at period end, Individually evaluated for impairment	183,667	131,050	183,667	131,050
Loans at period end, Collectively evaluated for impairment	31,698,373	25,177,090	31,698,373	25,177,090
Loans at period end, Loans acquired with deteriorated credit quality	31,809,596	25,548,408	31,809,596	25,548,408	$ 26,643,462
Loans held at fair value	253,515	116,022	253,515	116,022
Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		473		473
Loans at period end, Loans acquired with deteriorated credit quality		286,009		286,009
Commercial
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	133,597	74,893	64,920	67,826
Other adjustments	0	0	0	0
Charge-offs	(5,270)	(6,775)	(13,109)	(24,658)
Recoveries	428	367	924	974
Provision for credit losses	(15,861)	4,642	51,120	28,985
Allowance for credit losses at period end	112,894	73,127	112,894	73,127
Individually measured	10,642	10,606	10,642	10,606
Collectively evaluated for impairment	102,252	62,160	102,252	62,160
Loans at period end, Individually evaluated for impairment	49,900	58,030	49,900	58,030
Loans at period end, Collectively evaluated for impairment	12,227,099	8,122,040	12,227,099	8,122,040
Loans held at fair value	0	0	0	0
Commercial | Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		361		361
Loans at period end, Loans acquired with deteriorated credit quality		15,532		15,532
Commercial real estate
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	197,126	64,750	68,511	61,661
Other adjustments	0	0	0	(35)
Charge-offs	(1,529)	(809)	(9,323)	(4,869)
Recoveries	175	385	931	1,112
Provision for credit losses	38,238	2,122	141,827	8,579
Allowance for credit losses at period end	234,010	66,448	234,010	66,448
Individually measured	4,741	3,600	4,741	3,600
Collectively evaluated for impairment	229,269	62,795	229,269	62,795
Loans at period end, Individually evaluated for impairment	79,661	32,155	79,661	32,155
Loans at period end, Collectively evaluated for impairment	8,343,481	7,299,229	8,343,481	7,299,229
Loans held at fair value	0	0	0	0
Commercial real estate | Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		53		53
Loans at period end, Loans acquired with deteriorated credit quality		117,283		117,283
Home equity
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	12,189	3,631	3,878	8,507
Other adjustments	0	0	0	(20)
Charge-offs	(138)	(1,594)	(1,378)	(2,372)
Recoveries	111	183	451	313
Provision for credit losses	(485)	1,500	(335)	(2,708)
Allowance for credit losses at period end	11,677	3,720	11,677	3,720
Individually measured	196	313	196	313
Collectively evaluated for impairment	11,481	3,407	11,481	3,407
Loans at period end, Individually evaluated for impairment	22,962	18,702	22,962	18,702
Loans at period end, Collectively evaluated for impairment	423,312	493,601	423,312	493,601
Loans held at fair value	0	0	0	0
Home equity | Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		0		0
Loans at period end, Loans acquired with deteriorated credit quality		0		0
Residential real estate
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	11,915	8,146	9,800	7,194
Other adjustments	0	0	0	(15)
Charge-offs	(83)	(25)	(777)	(315)
Recoveries	25	203	115	372
Provision for credit losses	(67)	1,087	(350)	2,175
Allowance for credit losses at period end	11,790	9,411	11,790	9,411
Individually measured	680	315	680	315
Collectively evaluated for impairment	11,110	9,037	11,110	9,037
Loans at period end, Individually evaluated for impairment	30,596	21,889	30,596	21,889
Loans at period end, Collectively evaluated for impairment	1,100,699	1,070,795	1,100,699	1,070,795
Loans held at fair value	253,515	116,022	253,515	116,022
Residential real estate | Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		59		59
Loans at period end, Loans acquired with deteriorated credit quality		9,960		9,960
Premium finance receivables
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	17,592	8,940	9,647	7,715
Other adjustments	55	(13)	24	19
Charge-offs	(4,640)	(1,866)	(11,258)	(9,085)
Recoveries	1,720	563	3,663	1,853
Provision for credit losses	3,129	1,742	20,739	8,864
Allowance for credit losses at period end	17,856	9,366	17,856	9,366
Individually measured	0	0	0	0
Collectively evaluated for impairment	17,856	9,366	17,856	9,366
Loans at period end, Individually evaluated for impairment	0	0	0	0
Loans at period end, Collectively evaluated for impairment	9,548,976	8,104,538	9,548,976	8,104,538
Loans held at fair value	0	0	0	0
Premium finance receivables | Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		0		0
Loans at period end, Loans acquired with deteriorated credit quality		140,908		140,908
Consumer and other
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period	690	1,541	1,705	1,261
Other adjustments	0	0	0	0
Charge-offs	(103)	(117)	(330)	(355)
Recoveries	20	36	119	152
Provision for credit losses	74	(259)	50	143
Allowance for credit losses at period end	681	1,201	681	1,201
Individually measured	108	106	108	106
Collectively evaluated for impairment	573	1,095	573	1,095
Loans at period end, Individually evaluated for impairment	548	274	548	274
Loans at period end, Collectively evaluated for impairment	54,806	86,887	54,806	86,887
Loans held at fair value	$ 0	0	0	0
Consumer and other | Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at period end		0		0
Loans at period end, Loans acquired with deteriorated credit quality		$ 2,326		$ 2,326
Cumulative effect adjustment from the adoption of ASU 2016-13
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			47,344
Cumulative effect adjustment from the adoption of ASU 2016-13 | Commercial
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			9,039
Cumulative effect adjustment from the adoption of ASU 2016-13 | Commercial real estate
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			32,064
Cumulative effect adjustment from the adoption of ASU 2016-13 | Home equity
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			9,061
Cumulative effect adjustment from the adoption of ASU 2016-13 | Residential real estate
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			3,002
Cumulative effect adjustment from the adoption of ASU 2016-13 | Premium finance receivables
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			(4,959)
Cumulative effect adjustment from the adoption of ASU 2016-13 | Consumer and other
Financing Receivable, Allowance for Credit Loss [Roll Forward]
Allowance for credit losses at beginning of period			$ (863)

Allowance for Credit Losses (Al

Allowance for Credit Losses (Allowance for Credit Losses Narrative) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Jun. 30, 2020	Jan. 01, 2020	Dec. 31, 2019	Jun. 30, 2019	Dec. 31, 2018
Financing Receivable, Allowance for Credit Loss [Line Items]
Nonaccrual loans with no related allowance for credit losses	$ 82,200		$ 82,200
Loans reasonably expected to be modified into TDRs			3,700
Allowance for loan losses	388,908	$ 163,273	388,908	$ 163,273	$ 373,109		$ 158,461	$ 161,901	$ 154,164
Provision for credit losses	25,028	10,834	213,051	46,038
Loan net charge-offs	9,300		30,000
Allowance for held-to-maturity securities losses	63	0	63	0			0
Held-to-maturity securities, provision (reversal) for credit losses	(2)		(11)
Cumulative effect adjustment from the adoption of ASU 2016-13
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses							47,344
Allowance for held-to-maturity securities losses						$ 74
Loans acquired with deteriorated credit quality
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses		473		473
Loans acquired with deteriorated credit quality | Cumulative effect adjustment from the adoption of ASU 2016-13
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses						11,000
Loans acquired without deteriorated credit quality | Cumulative effect adjustment from the adoption of ASU 2016-13
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses						3,200
Unfunded lending-related commitments
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses	62,949	1,510	62,949	1,510			1,633
Unfunded lending-related commitments | Cumulative effect adjustment from the adoption of ASU 2016-13
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses						33,200
Loans
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses	$ 325,959	$ 161,763	$ 325,959	$ 161,763			$ 156,828
Loans | Cumulative effect adjustment from the adoption of ASU 2016-13
Financing Receivable, Allowance for Credit Loss [Line Items]
Allowance for loan losses						$ 14,200

Allowance for Credit Losses (_2

Allowance for Credit Losses (Summary of the Post-Modification Balance of TDRs) (Detail) $ in Thousands	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	36	68	103	127	152	157
TDRs, balance | $	$ 7,596	$ 13,597	$ 40,410	$ 46,804	$ 47,173	$ 51,219
Extension at Below Market Terms
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	29	63	81	115
TDRs, balance | $	$ 7,339	$ 12,481	$ 31,004	$ 26,964
Reduction of Interest Rate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	13	9	31	25
TDRs, balance | $	$ 1,829	$ 1,048	$ 5,126	$ 5,087
Modification to Interest Only Payments
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	2	6	12	16
TDRs, balance | $	$ 397	$ 6,309	$ 9,199	$ 26,527
Forgiveness of Debt
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	0	1	0
TDRs, balance | $	$ 0	$ 0	$ 432	$ 0
Commercial, industrial and other | Commercial, industrial and other
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	5	5	17	19	22	20
TDRs, balance | $	$ 1,013	$ 3,526	$ 10,046	$ 24,911	$ 11,476	$ 25,041
Commercial, industrial and other | Commercial, industrial and other | Extension at Below Market Terms
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	5	2	13	9
TDRs, balance | $	$ 1,013	$ 2,721	$ 5,772	$ 5,684
Commercial, industrial and other | Commercial, industrial and other | Reduction of Interest Rate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	0	0	1
TDRs, balance | $	$ 0	$ 0	$ 0	$ 550
Commercial, industrial and other | Commercial, industrial and other | Modification to Interest Only Payments
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	3	4	12
TDRs, balance | $	$ 0	$ 807	$ 3,257	$ 20,723
Commercial, industrial and other | Commercial, industrial and other | Forgiveness of Debt
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	0	1	0
TDRs, balance | $	$ 0	$ 0	$ 432	$ 0
Commercial real estate | Non-construction
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	3	3	17	6	18	7
TDRs, balance | $	$ 1,045	$ 5,192	$ 19,180	$ 6,767	$ 19,432	$ 7,137
Commercial real estate | Non-construction | Extension at Below Market Terms
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	3	2	14	5
TDRs, balance | $	$ 1,045	$ 5,192	$ 14,556	$ 6,465
Commercial real estate | Non-construction | Reduction of Interest Rate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	0	3	0
TDRs, balance | $	$ 0	$ 0	$ 921	$ 0
Commercial real estate | Non-construction | Modification to Interest Only Payments
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	1	2	7	3
TDRs, balance | $	$ 207	$ 5,191	$ 5,752	$ 5,493
Commercial real estate | Non-construction | Forgiveness of Debt
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	0	0	0
TDRs, balance | $	$ 0	$ 0	$ 0	$ 0
Residential real estate and other
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	28	60	69	102	112	130
TDRs, balance | $	$ 5,538	$ 4,879	$ 11,184	$ 15,126	$ 16,265	$ 19,041
Residential real estate and other | Extension at Below Market Terms
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	21	59	54	101
TDRs, balance | $	$ 5,281	$ 4,568	$ 10,676	$ 14,815
Residential real estate and other | Reduction of Interest Rate
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	13	9	28	24
TDRs, balance | $	$ 1,829	$ 1,048	$ 4,205	$ 4,537
Residential real estate and other | Modification to Interest Only Payments
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	1	1	1	1
TDRs, balance | $	$ 190	$ 311	$ 190	$ 311
Residential real estate and other | Forgiveness of Debt
Financing Receivable, Troubled Debt Restructuring [Line Items]
TDRs, count | contracts	0	0	0	0
TDRs, balance | $	$ 0	$ 0	$ 0	$ 0

Allowance for Credit Losses (_3

Allowance for Credit Losses (Summary of TDRs Subsequent Default Under the Restructured Terms) (Detail) $ in Thousands	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	36	68	103	127	152	157
TDRs, balance | $	$ 7,596	$ 13,597	$ 40,410	$ 46,804	$ 47,173	$ 51,219
Payments in default, count | contracts	31	18	34	23
Payments in default, balance | $	$ 21,333	$ 6,545	$ 21,784	$ 18,692
Commercial, industrial and other | Commercial, industrial and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	5	5	17	19	22	20
TDRs, balance | $	$ 1,013	$ 3,526	$ 10,046	$ 24,911	$ 11,476	$ 25,041
Payments in default, count | contracts	7	5	7	8
Payments in default, balance | $	$ 4,607	$ 1,949	$ 4,607	$ 13,554
Commercial real estate | Non-construction
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	3	3	17	6	18	7
TDRs, balance | $	$ 1,045	$ 5,192	$ 19,180	$ 6,767	$ 19,432	$ 7,137
Payments in default, count | contracts	13	2	13	3
Payments in default, balance | $	$ 14,595	$ 682	$ 14,595	$ 984
Residential real estate and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	28	60	69	102	112	130
TDRs, balance | $	$ 5,538	$ 4,879	$ 11,184	$ 15,126	$ 16,265	$ 19,041
Payments in default, count | contracts	11	11	14	12
Payments in default, balance | $	$ 2,131	$ 3,914	$ 2,582	$ 4,154
Extension at Below Market Terms
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	29	63	81	115
TDRs, balance | $	$ 7,339	$ 12,481	$ 31,004	$ 26,964
Extension at Below Market Terms | Commercial, industrial and other | Commercial, industrial and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	5	2	13	9
TDRs, balance | $	$ 1,013	$ 2,721	$ 5,772	$ 5,684
Extension at Below Market Terms | Commercial real estate | Non-construction
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	3	2	14	5
TDRs, balance | $	$ 1,045	$ 5,192	$ 14,556	$ 6,465
Extension at Below Market Terms | Residential real estate and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	21	59	54	101
TDRs, balance | $	$ 5,281	$ 4,568	$ 10,676	$ 14,815
Reduction of Interest Rate
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	13	9	31	25
TDRs, balance | $	$ 1,829	$ 1,048	$ 5,126	$ 5,087
Reduction of Interest Rate | Commercial, industrial and other | Commercial, industrial and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	0	0	1
TDRs, balance | $	$ 0	$ 0	$ 0	$ 550
Reduction of Interest Rate | Commercial real estate | Non-construction
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	0	3	0
TDRs, balance | $	$ 0	$ 0	$ 921	$ 0
Reduction of Interest Rate | Residential real estate and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	13	9	28	24
TDRs, balance | $	$ 1,829	$ 1,048	$ 4,205	$ 4,537
Modification to Interest Only Payments
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	2	6	12	16
TDRs, balance | $	$ 397	$ 6,309	$ 9,199	$ 26,527
Modification to Interest Only Payments | Commercial, industrial and other | Commercial, industrial and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	3	4	12
TDRs, balance | $	$ 0	$ 807	$ 3,257	$ 20,723
Modification to Interest Only Payments | Commercial real estate | Non-construction
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	1	2	7	3
TDRs, balance | $	$ 207	$ 5,191	$ 5,752	$ 5,493
Modification to Interest Only Payments | Residential real estate and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	1	1	1	1
TDRs, balance | $	$ 190	$ 311	$ 190	$ 311
Forgiveness of Debt
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	0	1	0
TDRs, balance | $	$ 0	$ 0	$ 432	$ 0
Forgiveness of Debt | Commercial, industrial and other | Commercial, industrial and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	0	1	0
TDRs, balance | $	$ 0	$ 0	$ 432	$ 0
Forgiveness of Debt | Commercial real estate | Non-construction
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	0	0	0
TDRs, balance | $	$ 0	$ 0	$ 0	$ 0
Forgiveness of Debt | Residential real estate and other
Troubled Debt Restructuring, Debtor, Subsequent Periods [Line Items]
TDRs, count | contracts	0	0	0	0
TDRs, balance | $	$ 0	$ 0	$ 0	$ 0

Allowance for Credit Losses (TD

Allowance for Credit Losses (TDRs Narrative) (Detail) $ in Thousands	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts	Sep. 30, 2020USD ($)contracts	Sep. 30, 2019USD ($)contracts
Financing Receivable, Allowance for Credit Loss [Line Items]
TDRs, count | contracts	36	68	103	127	152	157
Foreclosed residential real estate properties	$ 1,800		$ 1,800		$ 1,800
TDRs, balance	$ 7,596	$ 13,597	$ 40,410	$ 46,804	47,173	$ 51,219
Weighted average extension term	26 months	13 months	14 months	14 months
Weighted average decrease in stated interest rate	1.16%	1.61%	1.43%	2.05%
Interest-only payment terms	5 months	9 months	13 months	5 months
Loan forgiveness	$ 0	$ 0	$ 453
Financing Receivable
Financing Receivable, Allowance for Credit Loss [Line Items]
Loans modified in TDRs	78,500		$ 78,500		78,500
TDRs, count | contracts			291
Allowance for loan losses related to impaired loans	2,800		$ 2,800		2,800
Residential Real Estate | Financing Receivable
Financing Receivable, Allowance for Credit Loss [Line Items]
Recorded investment, foreclosure proceedings in process	$ 17,700	$ 12,600	$ 17,700	$ 12,600	$ 17,700	$ 12,600

Goodwill And Other Intangible_3

Goodwill And Other Intangible Assets (Goodwill Assets by Business Segment) (Detail) $ in Thousands	9 Months Ended
	Sep. 30, 2020USD ($)
Goodwill [Roll Forward]
Beginning balance	$ 645,220
Goodwill Acquired	0
Impairment Loss	0
Goodwill Adjustments	(576)
Ending balance	644,644
Community banking
Goodwill [Roll Forward]
Beginning balance	536,396
Goodwill Acquired	0
Impairment Loss	0
Goodwill Adjustments	0
Ending balance	536,396
Specialty finance
Goodwill [Roll Forward]
Beginning balance	39,451
Goodwill Acquired	0
Impairment Loss	0
Goodwill Adjustments	(576)
Ending balance	38,875
Wealth management
Goodwill [Roll Forward]
Beginning balance	69,373
Goodwill Acquired	0
Impairment Loss	0
Goodwill Adjustments	0
Ending balance	$ 69,373

Goodwill And Other Intangible_4

Goodwill And Other Intangible Assets (Narrative) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Indefinite-lived Intangible Assets [Line Items]
Amortization of other intangible assets	$ 2,701	$ 2,928	$ 8,384	$ 8,827
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 (decrease) for foreign currency translation adjustments			$ 576
Specialty finance | Customer list intangibles
Indefinite-lived Intangible Assets [Line Items]
Amortization period in years, other intangible assets			18 years
Wealth management | Customer list intangibles
Indefinite-lived Intangible Assets [Line Items]
Amortization period in years, other intangible assets			10 years

Goodwill And Other Intangible_5

Goodwill And Other Intangible Assets (Summary of Intangible Assets) (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Intangibles with finite lives
Accumulated amortization	$ (44,728)	$ (36,344)	$ (33,326)
Intangibles with indefinite lives
Gross carrying amount	83,398	83,401	76,983
Total net carrying amount	38,670	47,057	43,657
Community banking
Intangibles with indefinite lives
Total net carrying amount	29,797	34,680	29,963
Trademark | Community banking
Intangibles with indefinite lives
Carrying amount	5,800	5,800	5,800
Core deposit intangibles | Community banking
Intangibles with finite lives
Gross carrying amount	55,206	55,206	48,791
Accumulated amortization	(31,209)	(26,326)	(24,628)
Net carrying amount	23,997	28,880	24,163
Customer list intangibles | Specialty finance
Intangibles with finite lives
Gross carrying amount	1,962	1,965	1,962
Accumulated amortization	(1,624)	(1,552)	(1,526)
Net carrying amount	338	413	436
Customer list and other intangibles | Wealth management
Intangibles with finite lives
Gross carrying amount	20,430	20,430	20,430
Accumulated amortization	(11,895)	(8,466)	(7,172)
Net carrying amount	$ 8,535	$ 11,964	$ 13,258

Goodwill And Other Intangible_6

Goodwill And Other Intangible Assets (Estimated Amortization) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Goodwill and Intangible Assets Disclosure [Abstract]
Actual in nine months ended September 30, 2020	$ 2,701	$ 2,928	$ 8,384	$ 8,827
Estimated remaining in 2020	2,634		2,634
Estimated—2021	7,692		7,692
Estimated—2022	6,135		6,135
Estimated—2023	4,670		4,670
Estimated—2024	$ 3,263		$ 3,263

Mortgage Servicing Rights ("M_3

Mortgage Servicing Rights ("MSRs") (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Servicing Asset at Fair Value, Amount [Roll Forward]
Balance at beginning of the period	$ 77,203	$ 72,850	$ 85,638	$ 75,183
Additions from loans sold with servicing retained	20,936	14,029	50,734	30,411
Additions from acquisitions	0	0	0	407
Estimate of changes in fair value due to:
Early buyout options (EBO) exercised	(367)	0	(367)	0
Payoffs and paydowns	(7,863)	(7,236)	(23,557)	(13,309)
Changes in valuation inputs or assumptions	(3,002)	(4,058)	(25,541)	(17,107)
Fair value at end of the period	86,907	75,585	86,907	75,585
Unpaid principal balance of mortgage loans serviced for others	$ 10,139,878	$ 7,901,045	$ 10,139,878	$ 7,901,045

Deposits (Detail)

Deposits (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Balance:
Non-interest bearing	$ 10,409,747	$ 7,216,758	$ 7,067,960
NOW and interest-bearing demand deposits	3,294,071	3,093,159	2,966,098
Wealth management deposits	4,235,583	3,123,063	2,795,838
Money market	9,423,653	7,854,189	7,326,899
Savings	3,415,073	3,196,698	2,934,348
Time certificates of deposit	5,066,295	5,623,271	5,619,236
Total deposits	$ 35,844,422	$ 30,107,138	$ 28,710,379
Mix:
Non-interest bearing	29.00%	24.00%	25.00%
NOW and interest-bearing demand deposits	9.00%	10.00%	10.00%
Wealth management deposits	12.00%	10.00%	10.00%
Money market	26.00%	26.00%	25.00%
Savings	10.00%	11.00%	10.00%
Time certificates of deposit	14.00%	19.00%	20.00%
Total deposits	100.00%	100.00%	100.00%

FHLB Advances, Other Borrowin_3

FHLB Advances, Other Borrowings and Subordinated Notes (Summary of Debt) (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019	Sep. 18, 2018
Debt Disclosure [Abstract]
FHLB advances	$ 1,228,422	$ 674,870	$ 574,847
Other borrowings:
Notes payable	107,056	123,090	128,433	$ 150,000
Short-term borrowings	7,983	20,520	9,677
Other	65,548	46,447	46,774
Secured borrowings	326,808	228,117	225,604
Total other borrowings	507,395	418,174	410,488
Subordinated notes	436,385	436,095	435,979
Total FHLB advances, other borrowings and subordinated notes	$ 2,172,202	$ 1,529,139	$ 1,421,314

FHLB Advances, Other Borrowin_4

FHLB Advances, Other Borrowings and Subordinated Notes (Summary of Pledged Securities Related to Securities Sold Under Repurchase Agreements) (Details) - Securities sold under repurchase agreements - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Financial Instruments Owned and Pledged as Collateral [Line Items]
Securities sold under agreements to repurchase		$ 20,500	$ 9,700
Overnight Sweep Collateral
Financial Instruments Owned and Pledged as Collateral [Line Items]
Pledged financial instruments	$ 18,595
Excess collateral	10,612
Securities sold under agreements to repurchase	$ 7,983

FHLB Advances, Other Borrowin_5

FHLB Advances, Other Borrowings and Subordinated Notes (Narrative) (Details) $ in Millions

1 Months Ended

3 Months Ended

9 Months Ended

12 Months Ended

24 Months Ended

48 Months Ended

54 Months Ended

62 Months Ended

65 Months Ended

73 Months Ended

77 Months Ended

May 31, 2020CAD ($)

Jan. 31, 2020CAD ($)

May 31, 2019CAD ($)

Feb. 28, 2019CAD ($)

Jun. 30, 2018CAD ($)

Dec. 31, 2017CAD ($)

Dec. 31, 2015CAD ($)

Dec. 31, 2014CAD ($)

Jun. 30, 2019USD ($)

Sep. 30, 2020USD ($)buildingRate

Sep. 30, 2019USD ($)

Dec. 31, 2014USD ($)

Dec. 31, 2015CAD ($)

Dec. 31, 2017CAD ($)

Jun. 30, 2018CAD ($)

Feb. 28, 2019CAD ($)

May 31, 2019CAD ($)

Jan. 31, 2020CAD ($)

May 31, 2020CAD ($)

Apr. 01, 2020USD ($)

Mar. 31, 2020

Dec. 31, 2019USD ($)

Sep. 18, 2018USD ($)

Debt Instrument [Line Items]

Notes payable

$ 107,056,000

$ 128,433,000

$ 123,090,000

$ 150,000,000

Short-term borrowings

7,983,000

9,677,000

20,520,000

Other borrowings

65,548,000

46,774,000

46,447,000

Secured borrowings

326,808,000

225,604,000

228,117,000

Subordinated notes

436,385,000

435,979,000

436,095,000

Proceeds from the issuance of subordinated notes, net

0

296,617,000

Term Facility

Debt Instrument [Line Items]

Notes payable

107,100,000

150,000,000

Revolving Credit Facility

Debt Instrument [Line Items]

Notes payable

50,000,000

Amount outstanding

$ 0

Subordinated debt maturing June 2029

Debt Instrument [Line Items]

Proceeds from the issuance of subordinated notes, net

$ 296,700,000

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

0.60%

Base Rate Loan | Federal Funds Rate | Revolving Credit Facility

Debt Instrument [Line Items]

Basis spread on variable rate

0.50%

Base Rate Loan | Eurodollar rate | Revolving Credit Facility

Debt Instrument [Line Items]

Basis spread on variable rate

1.00%

Eurodollar Rate Loan | London Interbank Offered Rate (LIBOR) | Term Facility

Debt Instrument [Line Items]

Basis spread on variable rate

1.25%

Eurodollar Rate Loan | London Interbank Offered Rate (LIBOR) | Revolving Credit Facility

Debt Instrument [Line Items]

Basis spread on variable rate

1.35%

Line of Credit

Debt Instrument [Line Items]

Loan agreement with unaffiliated banks

$ 200,000,000

Revolving Credit Facility

Debt Instrument [Line Items]

Commitment fee | Rate

0.30%

Securities sold under repurchase agreements

Debt Instrument [Line Items]

Securities sold under agreements to repurchase

9,700,000

20,500,000

Securities sold under repurchase agreements | Overnight Sweep Collateral

Debt Instrument [Line Items]

Securities sold under agreements to repurchase

$ 7,983,000

Pledged financial instruments

$ 18,595,000

Fixed Rate Promissory Note

Debt Instrument [Line Items]

Number of properties securing debt | building

3

Other borrowings

$ 65,500,000

46,800,000

46,400,000

Fixed interest rate

3.00%

3.36%

Principal amount of notes

$ 66,400,000

Secured Debt

Debt Instrument [Line Items]

Secured borrowings

$ 11,700,000

Secured Debt | Receivables Purchase Agreement

Debt Instrument [Line Items]

Fixed interest rate

1.2647%

Proceeds from debt issuance

$ 100

$ 40

$ 70

$ 20

$ 20

$ 10

$ 10

$ 150

$ 160

$ 170

$ 190

$ 210

$ 280

$ 320

$ 420

Secured borrowings

$ 315,100,000

$ 211,400,000

$ 215,500,000

Subordinated Debt | Subordinated debt maturing June 2029

Debt Instrument [Line Items]

Fixed interest rate

4.85%

Principal amount of notes

$ 300,000,000

Subordinated Debt | Subordinated debt maturing June 2024

Debt Instrument [Line Items]

Fixed interest rate

5.00%

Principal amount of notes

$ 140,000,000

Proceeds from debt issuance

$ 139,100,000

Junior Subordinated Debenture_2

Junior Subordinated Debentures (Summary of Junior Subordinated Debentures) (Detail) - USD ($)	9 Months Ended
	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Subordinated Borrowing [Line Items]
Junior Subordinated Debentures	$ 253,566,000	$ 253,566,000	$ 253,566,000
Junior Subordinated Debt
Subordinated Borrowing [Line Items]
Junior Subordinated Debentures	$ 253,566,000
Average contractual rate	2.44%
Junior Subordinated Debt | Wintrust Capital Trust III
Subordinated Borrowing [Line Items]
Common Securities	$ 774,000
Trust Preferred Securities	25,000,000
Junior Subordinated Debentures	$ 25,774,000
Contractual rate	3.53%
Junior Subordinated Debt | Wintrust Capital Trust III | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	3.25%
Junior Subordinated Debt | Wintrust Statutory Trust IV
Subordinated Borrowing [Line Items]
Common Securities	$ 619,000
Trust Preferred Securities	20,000,000
Junior Subordinated Debentures	$ 20,619,000
Contractual rate	3.02%
Junior Subordinated Debt | Wintrust Statutory Trust IV | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	2.80%
Junior Subordinated Debt | 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
Contractual rate	2.82%
Junior Subordinated Debt | Wintrust Statutory Trust V | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	2.60%
Junior Subordinated Debt | 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
Contractual rate	2.20%
Junior Subordinated Debt | Wintrust Capital Trust VII | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	1.95%
Junior Subordinated Debt | Wintrust Capital Trust VIII
Subordinated Borrowing [Line Items]
Common Securities	$ 1,238,000
Trust Preferred Securities	25,000,000
Junior Subordinated Debentures	$ 26,238,000
Contractual rate	1.67%
Junior Subordinated Debt | Wintrust Capital Trust VIII | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	1.45%
Junior Subordinated Debt | 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
Contractual rate	1.88%
Junior Subordinated Debt | Wintrust Capital Trust IX | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	1.63%
Junior Subordinated Debt | Northview Capital Trust I
Subordinated Borrowing [Line Items]
Common Securities	$ 186,000
Trust Preferred Securities	6,000,000
Junior Subordinated Debentures	$ 6,186,000
Contractual rate	3.25%
Junior Subordinated Debt | Northview Capital Trust I | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	3.00%
Junior Subordinated Debt | 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
Contractual rate	3.25%
Junior Subordinated Debt | Town Bankshares Capital Trust I | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	3.00%
Junior Subordinated Debt | 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
Contractual rate	3.22%
Junior Subordinated Debt | First Northwest Capital Trust I | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	3.00%
Junior Subordinated Debt | 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
Contractual rate	2.00%
Junior Subordinated Debt | Suburban Illinois Capital Trust II | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	1.75%
Junior Subordinated Debt | 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
Contractual rate	1.87%
Junior Subordinated Debt | Community Financial Shares Statutory Trust II | London Interbank Offered Rate (LIBOR)
Subordinated Borrowing [Line Items]
Rate structure, spread on variable interest rate	1.62%

Junior Subordinated Debenture_3

Junior Subordinated Debentures (Narrative) (Detail)	9 Months Ended
	Sep. 30, 2020USD ($)trustRate	Dec. 31, 2019USD ($)	Sep. 30, 2019USD ($)
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	$ 253,566,000	$ 253,566,000
Period of deferred payment, not to exceed	60 months
Junior Subordinated Debt
Subordinated Borrowing [Line Items]
Junior subordinated debentures	$ 253,566,000
Average contractual rate | Rate	2.44%
Tier two risk based capital	$ 245,500,000
Interest rate swaps | Junior Subordinated Debt
Subordinated Borrowing [Line Items]
Derivative notional amount	$ 210,000,000
Hedge-adjusted contractual interest rate	3.99%

Revenue from Contracts with C_3

Revenue from Contracts with Customers (Disaggregation of Revenue by Source) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	$ 42,797	$ 40,834	$ 124,908	$ 120,281
Brokerage and insurance product commissions
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	4,563	4,686	13,991	13,966
Trust
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	4,179	4,399	13,718	14,366
Asset management
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	16,215	14,914	45,825	43,783
Wealth management
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	24,957	23,999	73,534	72,115
Mortgage broker fees
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	85	235	312	608
Service charges on deposit accounts
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	11,497	9,972	33,182	28,097
Administrative services
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	1,077	1,086	3,122	3,125
Card related fees
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	2,021	2,220	5,506	6,932
Other deposit related fees
Disaggregation of Revenue [Line Items]
Total revenue from contracts with customers	$ 3,160	$ 3,322	$ 9,252	$ 9,404

Revenue from Contracts with C_4

Revenue from Contracts with Customers (Contract Assets, Contract Liabilities and Receivables from Contracts with Customers) (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Revenue from Contract with Customer [Abstract]
Contract assets	$ 0	$ 0	$ 0
Contract liabilities	1,543	1,356	1,429
Mortgage broker fees receivable	28	19	23
Administrative services receivable	191	194	222
Wealth management receivable	10,232	9,118	9,285
Card related fees receivable	201	266	114
Total receivables from contracts with customer	$ 10,652	$ 9,597	$ 9,644

Revenue from Contracts with C_5

Revenue from Contracts with Customers (Performance Obligations Unsatisfied at End of Period) (Details) $ in Thousands	Sep. 30, 2020USD ($)
Revenue from Contract with Customer [Abstract]
Performance obligation unsatisfied or partially unsatisfied	$ 1,543
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction, Start Date [Axis]: 2020-10-01
Revenue from Contract with Customer [Abstract]
Performance obligation unsatisfied or partially unsatisfied	$ 234
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction [Line Items]
Estimated remaining performance period	3 months
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction, Start Date [Axis]: 2021-01-01
Revenue from Contract with Customer [Abstract]
Performance obligation unsatisfied or partially unsatisfied	$ 549
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction [Line Items]
Estimated remaining performance period	1 year
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction, Start Date [Axis]: 2022-01-01
Revenue from Contract with Customer [Abstract]
Performance obligation unsatisfied or partially unsatisfied	$ 310
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction [Line Items]
Estimated remaining performance period	1 year
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction, Start Date [Axis]: 2023-01-01
Revenue from Contract with Customer [Abstract]
Performance obligation unsatisfied or partially unsatisfied	$ 300
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction [Line Items]
Estimated remaining performance period	1 year
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction, Start Date [Axis]: 2024-01-01
Revenue from Contract with Customer [Abstract]
Performance obligation unsatisfied or partially unsatisfied	$ 150
Revenue, Remaining Performance Obligation, Expected Timing of Satisfaction [Line Items]
Estimated remaining performance period	1 year

Revenue from Contracts with C_6

Revenue from Contracts with Customers (Narrative) (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2020USD ($)subsidiary	Sep. 30, 2019USD ($)
Revenue from Contract with Customer [Abstract]
Number of wealth management subsidiaries | subsidiary	4
Revenue recognized from contract liability balance | $	$ 1,300	$ 667

Segment Information (Narrative)

Segment Information (Narrative) (Detail)	9 Months Ended
	Sep. 30, 2020subsidiarysegment
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

Segment Information (Summary of

Segment Information (Summary of Segment Information) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Net interest income:
Net interest income	$ 255,936	$ 264,852	$ 780,510	$ 793,040
Net interest income, Change in Contribution	$ (8,916)		$ (12,530)
Net interest income, Change in Contribution (as a percent)	(3.00%)		(2.00%)
Non-interest income:
Non-interest income	$ 170,593	115,137	$ 445,828	294,952
Non-interest income, Change in Contribution	$ 55,456		$ 150,876
Non-interest income, Change in Contribution (as a percent)	48.00%		51.00%
Net revenue:
Net revenue	$ 426,529	379,989	$ 1,226,338	1,087,992
Net revenue, Change in Contribution	$ 46,540		$ 138,346
Net revenue, Change in Contribution (as a percent)	12.00%		13.00%
Segment profit:
Segment profit	$ 107,315	99,121	$ 191,786	269,733
Segment profit, Change in Contribution	$ 8,194		$ (77,947)
Segment profit, Change in Contribution (as a percent)	8.00%		(29.00%)
Segment assets:
Segment assets	$ 43,731,718	34,911,902	$ 43,731,718	34,911,902	$ 36,620,583
Segment assets, Change in Contribution	$ 8,819,816
Segment assets, Change in Contribution (as a percent)	25.00%
Community banking
Segment profit:
Segment profit	$ 70,584	68,792	97,858	182,553
Segment profit, Change in Contribution	$ 1,792		$ (84,695)
Segment profit, Change in Contribution (as a percent)	3.00%		(46.00%)
Segment assets:
Segment assets	$ 35,729,021	28,092,785	$ 35,729,021	28,092,785
Segment assets, Change in Contribution	$ 7,636,236
Segment assets, Change in Contribution (as a percent)	27.00%
Specialty finance
Segment profit:
Segment profit	$ 29,859	24,241	74,680	67,218
Segment profit, Change in Contribution	$ 5,618		$ 7,462
Segment profit, Change in Contribution (as a percent)	23.00%		11.00%
Segment assets:
Segment assets	$ 6,732,765	5,739,798	$ 6,732,765	5,739,798
Segment assets, Change in Contribution	$ 992,967
Segment assets, Change in Contribution (as a percent)	17.00%
Wealth management
Segment profit:
Segment profit	$ 6,872	6,088	19,248	19,962
Segment profit, Change in Contribution	$ 784		$ (714)
Segment profit, Change in Contribution (as a percent)	13.00%		(4.00%)
Segment assets:
Segment assets	$ 1,269,932	1,079,319	$ 1,269,932	1,079,319
Segment assets, Change in Contribution	$ 190,613
Segment assets, Change in Contribution (as a percent)	18.00%
Operating Segments
Net interest income:
Net interest income	$ 250,151	259,340	762,169	776,614
Net interest income, Change in Contribution	$ (9,189)		$ (14,445)
Net interest income, Change in Contribution (as a percent)	(4.00%)		(2.00%)
Non-interest income:
Non-interest income	$ 184,557	127,295	$ 486,992	330,102
Non-interest income, Change in Contribution	$ 57,262		$ 156,890
Non-interest income, Change in Contribution (as a percent)	45.00%		48.00%
Net revenue:
Net revenue	$ 434,708	386,635	$ 1,249,161	1,106,716
Net revenue, Change in Contribution	$ 48,073		$ 142,445
Net revenue, Change in Contribution (as a percent)	12.00%		13.00%
Operating Segments | Community banking
Net interest income:
Net interest income	$ 196,803	209,912	$ 609,316	635,645
Net interest income, Change in Contribution	$ (13,109)		$ (26,329)
Net interest income, Change in Contribution (as a percent)	(6.00%)		(4.00%)
Non-interest income:
Non-interest income	$ 136,996	82,870	$ 347,697	196,507
Non-interest income, Change in Contribution	$ 54,126		$ 151,190
Non-interest income, Change in Contribution (as a percent)	65.00%		77.00%
Net revenue:
Net revenue	$ 333,799	292,782	$ 957,013	832,152
Net revenue, Change in Contribution	$ 41,017		$ 124,861
Net revenue, Change in Contribution (as a percent)	14.00%		15.00%
Operating Segments | Specialty finance
Net interest income:
Net interest income	$ 46,454	42,138	$ 129,581	119,241
Net interest income, Change in Contribution	$ 4,316		$ 10,340
Net interest income, Change in Contribution (as a percent)	10.00%		9.00%
Non-interest income:
Non-interest income	$ 21,409	20,003	$ 64,548	59,188
Non-interest income, Change in Contribution	$ 1,406		$ 5,360
Non-interest income, Change in Contribution (as a percent)	7.00%		9.00%
Net revenue:
Net revenue	$ 67,863	62,141	$ 194,129	178,429
Net revenue, Change in Contribution	$ 5,722		$ 15,700
Net revenue, Change in Contribution (as a percent)	9.00%		9.00%
Operating Segments | Wealth management
Net interest income:
Net interest income	$ 6,894	7,290	$ 23,272	21,728
Net interest income, Change in Contribution	$ (396)		$ 1,544
Net interest income, Change in Contribution (as a percent)	(5.00%)		7.00%
Non-interest income:
Non-interest income	$ 26,152	24,422	$ 74,747	74,407
Non-interest income, Change in Contribution	$ 1,730		$ 340
Non-interest income, Change in Contribution (as a percent)	7.00%		0.00%
Net revenue:
Net revenue	$ 33,046	31,712	$ 98,019	96,135
Net revenue, Change in Contribution	$ 1,334		$ 1,884
Net revenue, Change in Contribution (as a percent)	4.00%		2.00%
Intersegment Eliminations
Net interest income:
Net interest income	$ 5,785	5,512	$ 18,341	16,426
Net interest income, Change in Contribution	$ 273		$ 1,915
Net interest income, Change in Contribution (as a percent)	5.00%		12.00%
Non-interest income:
Non-interest income	$ (13,964)	(12,158)	$ (41,164)	(35,150)
Non-interest income, Change in Contribution	$ (1,806)		$ (6,014)
Non-interest income, Change in Contribution (as a percent)	15.00%		17.00%
Net revenue:
Net revenue	$ (8,179)	$ (6,646)	$ (22,823)	$ (18,724)
Net revenue, Change in Contribution	$ (1,533)		$ (4,099)
Net revenue, Change in Contribution (as a percent)	23.00%		22.00%

Derivative Financial Instrume_3

Derivative Financial Instruments (Schedule Of Fair Value Of Derivative Financial Instruments) (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Derivative [Line Items]
Derivative assets	$ 321,488	$ 103,644	$ 138,286
Derivative liabilities	326,990	129,204	171,009
Interest Rate Contract
Derivative [Line Items]
Derivative assets	253,238	100,569	134,386
Derivative liabilities	318,853	126,805	168,897
Designated as Hedging Instrument
Derivative [Line Items]
Derivative assets	0	310	256
Derivative liabilities	65,323	25,908	34,734
Designated as Hedging Instrument | Interest Rate Contract | Cash Flow Hedging
Derivative [Line Items]
Derivative assets	0	0	0
Derivative liabilities	49,110	19,385	25,895
Designated as Hedging Instrument | Interest Rate Contract | Fair Value Hedging
Derivative [Line Items]
Derivative assets	0	310	256
Derivative liabilities	16,213	6,523	8,839
Not Designated as Hedging Instrument
Derivative [Line Items]
Derivative assets	321,488	103,334	138,030
Derivative liabilities	261,667	103,296	136,275
Not Designated as Hedging Instrument | Interest Rate Contract
Derivative [Line Items]
Derivative assets	253,238	100,259	134,130
Derivative liabilities	253,530	100,897	134,163
Not Designated as Hedging Instrument | Interest Rate Lock Commitments
Derivative [Line Items]
Derivative assets	68,201	2,860	3,373
Derivative liabilities	0	259	148
Not Designated as Hedging Instrument | Forward Commitments to Sell Mortgage Loans
Derivative [Line Items]
Derivative assets	0	142	176
Derivative liabilities	8,088	2,070	1,658
Not Designated as Hedging Instrument | Foreign Exchange Contract
Derivative [Line Items]
Derivative assets	49	73	351
Derivative liabilities	$ 49	$ 70	$ 306

Derivative Financial Instrume_4

Derivative Financial Instruments (Narrative) (Detail)	9 Months Ended
	Sep. 30, 2020USD ($)derivative_instruments	Dec. 31, 2019derivative_instruments	Sep. 30, 2019derivative_instruments
Derivative Instruments, Gain (Loss) [Line Items]
Amount to be reclassified from accumulated other comprehensive income to interest expense in the next twelve months	$ 20,200,000
Net derivative liability position, aggregate fair value	323,500,000
Interest Rate Contract | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	1,000,000,000
Interest Rate Contract, Qualified Borrowers | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	8,800,000,000
Forward Commitments to Sell Mortgage Loans | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	2,800,000,000
Interest Rate Lock Commitments | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	1,800,000,000
Foreign Exchange Contract | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Notional amount	$ 3,100,000
Covered Call Options | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of derivative instruments held | derivative_instruments	0	0	0
Mortgage banking derivatives
Derivative Instruments, Gain (Loss) [Line Items]
Number of derivative instruments held | derivative_instruments	0	0
Cash Flow Hedging | Interest Rate Swap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate derivatives held | derivative_instruments	27
Cash Flow Hedging | Interest Rate Collar | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate derivatives held | derivative_instruments	1
Fair Value Hedging | Interest Rate Swap | Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Number of interest rate derivatives held | derivative_instruments	16
Notional amount	$ 163,100,000

Derivative Financial Instrume_5

Derivative Financial Instruments (Schedule Of Cash Flow Hedging Instruments) (Detail) - Cash Flow Hedging - Designated as Hedging Instrument	Sep. 30, 2020USD ($)
October 2021
Derivative [Line Items]
Notional	$ 25,000,000
Fair Value - Asset (Liability)	(555,000)
November 2021
Derivative [Line Items]
Notional	20,000,000
Fair Value - Asset (Liability)	(501,000)
December 2021
Derivative [Line Items]
Notional	165,000,000
Fair Value - Asset (Liability)	(4,383,000)
March 2022
Derivative [Line Items]
Notional	500,000,000
Fair Value - Asset (Liability)	(613,000)
May 2022
Derivative [Line Items]
Notional	370,000,000
Fair Value - Asset (Liability)	(11,681,000)
June 2022
Derivative [Line Items]
Notional	160,000,000
Fair Value - Asset (Liability)	(5,281,000)
July 2022
Derivative [Line Items]
Notional	230,000,000
Fair Value - Asset (Liability)	(7,704,000)
August 2022
Derivative [Line Items]
Notional	235,000,000
Fair Value - Asset (Liability)	(8,360,000)
March 2023
Derivative [Line Items]
Notional	250,000,000
Fair Value - Asset (Liability)	(1,068,000)
April 2024
Derivative [Line Items]
Notional	250,000,000
Fair Value - Asset (Liability)	(1,872,000)
July 2027
Derivative [Line Items]
Notional	1,000,000,000
Fair Value - Asset (Liability)	(882,000)
September 2023
Derivative [Line Items]
Notional	107,143,000
Fair Value - Asset (Liability)	(6,210,000)
Total Cash Flow Hedges
Derivative [Line Items]
Notional	3,312,143,000
Fair Value - Asset (Liability)	$ (49,110,000)

Derivative Financial Instrume_6

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		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Rollforward of AOCI from Cash Flow Hedging Derivatives [Roll Forward]
Unrealized (loss) gain at beginning of period	$ (59,503)	$ (16,422)	$ (17,943)	$ 10,742
Amount reclassified from accumulated other comprehensive income to interest expense on deposits, other borrowings and junior subordinated debentures	5,667	(2,428)	12,208	(10,071)
Amount of income (loss) recognized in other comprehensive income	4,726	(4,420)	(43,375)	(23,941)
Unrealized loss at end of period	$ (49,110)	$ (23,270)	$ (49,110)	$ (23,270)

Derivative Financial Instrume_7

Derivative Financial Instruments (Schedule of Carrying Amount of Hedged Assets/(Liabilities)) (Detail) - Interest Rate Swap $ in Thousands	3 Months Ended	9 Months Ended
	Sep. 30, 2020USD ($)	Sep. 30, 2020USD ($)
Loans, net of unearned income
Derivative [Line Items]
Carrying Amount of the Hedged Assets/(Liabilities)	$ 177,727	$ 177,727
Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities)	15,844	15,844
Cumulative Amount of Fair Value Hedging Adjustment Remaining for any Hedged Assets (Liabilities) for which Hedge Accounting has been Discontinued	0	0
Available-for-sale debt securities
Derivative [Line Items]
Carrying Amount of the Hedged Assets/(Liabilities)	1,351	1,351
Cumulative Amount of Fair Value Hedging Adjustment Included in the Carrying Amount of the Hedged Assets/(Liabilities)	138	138
Cumulative Amount of Fair Value Hedging Adjustment Remaining for any Hedged Assets (Liabilities) for which Hedge Accounting has been Discontinued	0	0
Interest and fees on loans
Derivative [Line Items]
Location of (Loss)/Gain Recognized in Income on Derivative	(24)	(42)
Interest income - investment securities
Derivative [Line Items]
Location of (Loss)/Gain Recognized in Income on Derivative	$ 0	$ 0

Derivative Financial Instrume_8

Derivative Financial Instruments (Summary Amounts Included In Consolidated Statement Of Income Related To Derivatives) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Interest rate swaps and caps | Trading gains (losses), net
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	$ 135	$ (75)	$ (996)	$ (392)
Mortgage banking derivatives | Mortgage banking revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	11,202	1,026	71,761	1,089
Foreign exchange contracts | Trading gains (losses), net
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	5	54	(8)	72
Covered call options | Fees from covered call options
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	0	0	2,292	2,427
Derivative contract held as economic hedge on MSRs | Mortgage banking revenue
Derivative Instruments, Gain (Loss) [Line Items]
Gains (losses) on derivative instruments	$ 0	$ 82	$ 4,749	$ 1,002

Derivative Financial Instrume_9

Derivative Financial Instruments (Summary of Interest Rate Derivatives and Offsetting Positions) (Details) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Derivative Assets
Derivative assets	$ 321,488	$ 103,644	$ 138,286
Derivative Liabilities
Gross Amounts Recognized	326,990	129,204	171,009
Interest rate derivatives
Derivative Assets
Derivative assets	253,238	100,569	134,386
Less: Amounts offset in the Statements of Condition	0	0	0
Net amount presented in the Statements of Condition	253,238	100,569	134,386
Offsetting Derivative Positions	(353)	(2,561)	(1,572)
Collateral Posted	0	0	0
Net Credit Exposure	252,885	98,008	132,814
Derivative Liabilities
Gross Amounts Recognized	318,853	126,805	168,897
Less: Amounts offset in the Statements of Condition	0	0	0
Net amount presented in the Statements of Condition	318,853	126,805	168,897
Offsetting Derivative Positions	(353)	(2,561)	(1,572)
Collateral Posted	(318,071)	(124,244)	(167,325)
Net Credit Exposure	$ 429	$ 0	$ 0

Fair Values of Assets and Lia_3

Fair Values of Assets and Liabilities (Narrative) (Detail) $ in Thousands	Sep. 30, 2020USD ($)	Sep. 30, 2020$ / shares	Sep. 30, 2020	Jun. 30, 2020USD ($)	Dec. 31, 2019USD ($)	Sep. 30, 2019USD ($)	Jun. 30, 2019USD ($)	Dec. 31, 2018USD ($)
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	$ 2,946,459				$ 3,106,214	$ 2,270,059
Loans held-for-investment	253,515					116,022
MSRs	86,907			$ 77,203	85,638	75,585	$ 72,850	$ 75,183
Individually assessed loans - foreclosure probable and collateral-dependent	183,667					131,050
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	2,946,459				3,106,214	2,270,059
Remaining contractual principal balance outstanding, mortgage loans held-for-sale	927,100				368,000	460,400
Portion at Other than Fair Value Measurement
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	39,500
Non-performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held-for-sale, at fair value	27,300				1,800	1,300
Appraisal adjustment - cost of sale | Other real estate owned
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Other real estate owned, measurement input			0.10
Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-investment	253,515				132,718	116,022
MSRs	86,907				85,638	75,585
Mortgage loans held-for-sale, at fair value	959,671				377,313	464,727
Measured at fair value on a non-recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	144,151
Other real estate owned	9,217
Level 3 | Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans held-for-investment	12,613				9,620	9,999
MSRs	86,907				85,638	75,585
Derivative assets	66,900
Mortgage loans held-for-sale, at fair value	0				0	0
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Weighted Average of Inputs | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input			0.1008
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Weighted Average of Inputs | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.0250
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Weighted Average of Inputs | Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.1008
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Minimum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input			0.03
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Minimum | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.02
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Minimum | Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.03
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Maximum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input			0.20
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Maximum | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.03
Level 3 | Measured at fair value on a recurring basis: | Discount rate | Maximum | Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.20
Level 3 | Measured at fair value on a recurring basis: | Credit discount | Weighted Average of Inputs | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.0114
Level 3 | Measured at fair value on a recurring basis: | Credit discount | Minimum | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0
Level 3 | Measured at fair value on a recurring basis: | Credit discount | Maximum | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.06
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Loans held-for-investment
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.1763
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Weighted Average of Inputs | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input			0.1763
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Weighted Average of Inputs | Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.1763
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Minimum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input			0.06
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Minimum | Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.06
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Maximum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input			0.95
Level 3 | Measured at fair value on a recurring basis: | Constant prepayment rate (CPR) | Maximum | Mortgage servicing rights
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rate			0.95
Level 3 | Measured at fair value on a recurring basis: | Cost of servicing | Weighted Average of Inputs | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input		76	76
Level 3 | Measured at fair value on a recurring basis: | Cost of servicing | Minimum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input | $ / shares		70
Level 3 | Measured at fair value on a recurring basis: | Cost of servicing | Maximum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input | $ / shares		200
Level 3 | Measured at fair value on a recurring basis: | Cost of servicing - delinquent | Weighted Average of Inputs | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input		417	417
Level 3 | Measured at fair value on a recurring basis: | Cost of servicing - delinquent | Minimum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input | $ / shares		200
Level 3 | Measured at fair value on a recurring basis: | Cost of servicing - delinquent | Maximum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
MSRs, measurement input | $ / shares		1,000
Level 3 | Measured at fair value on a recurring basis: | Pull-through rate | Weighted Average of Inputs | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, measurement input			0.79
Level 3 | Measured at fair value on a recurring basis: | Pull-through rate | Minimum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, measurement input			0
Level 3 | Measured at fair value on a recurring basis: | Pull-through rate | Maximum | Discounted cash flows
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivatives, measurement input			1
Level 3 | Measured at fair value on a non-recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	144,151
Other real estate owned	9,217
Municipal Securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	154,195				145,318	146,104
Municipal Securities | Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	154,195				145,318	146,104
Municipal Securities | Level 3 | Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	119,471				111,950	113,058
U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	178,666				365,442	225,459
U.S. Government agencies | Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	178,666				365,442	225,459
U.S. Government agencies | Level 3 | Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities, at fair value	2,129				$ 2,646	$ 2,811
Government National Mortgage Association (GNMA) Insured Loans | Non-performing
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held-for-sale, at fair value	$ 18,900

Fair Values of Assets and Lia_4

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	Sep. 30, 2020	Jun. 30, 2020	Dec. 31, 2019	Sep. 30, 2019	Jun. 30, 2019	Dec. 31, 2018
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	$ 2,946,459		$ 3,106,214	$ 2,270,059
Equity securities with readily determinable fair value	54,398		50,840	46,086
Loans held-for-investment	253,515			116,022
MSRs	86,907	$ 77,203	85,638	75,585	$ 72,850	$ 75,183
U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	280,108		121,088	221,670
U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	178,666		365,442	225,459
Municipal Securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	154,195		145,318	146,104
Measured at fair value on a recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	1,720		1,068	3,204
Equity securities with readily determinable fair value	54,398		50,840	46,086
Mortgage loans held-for-sale, at fair value	959,671		377,313	464,727
Loans held-for-investment	253,515		132,718	116,022
MSRs	86,907		85,638	75,585
Nonqualified deferred compensation assets	14,197		14,213	13,750
Derivative assets	321,488		103,644	138,286
Total financial assets	4,638,355		3,871,648	3,127,719
Derivative liabilities	326,990		129,204	171,009
Measured at fair value on a recurring basis: | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	280,108		121,088	221,670
Measured at fair value on a recurring basis: | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	178,666		365,442	225,459
Measured at fair value on a recurring basis: | Municipal Securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	154,195		145,318	146,104
Measured at fair value on a recurring basis: | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	104,135		94,841	94,004
Measured at fair value on a recurring basis: | Mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	2,229,355		2,379,525	1,582,822
Measured at fair value on a recurring basis: | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	0		0	0
Equity securities with readily determinable fair value	46,332		42,774	38,020
Mortgage loans held-for-sale, at fair value	0		0	0
Loans held-for-investment	0		0	0
MSRs	0		0	0
Nonqualified deferred compensation assets	0		0	0
Derivative assets	0		0	0
Total financial assets	326,440		163,862	259,690
Derivative liabilities	0		0	0
Measured at fair value on a recurring basis: | Level 1 | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	280,108		121,088	221,670
Measured at fair value on a recurring basis: | Level 1 | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 1 | Municipal Securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 1 | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 1 | Mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	1,720		1,068	3,204
Equity securities with readily determinable fair value	8,066		8,066	8,066
Mortgage loans held-for-sale, at fair value	959,671		377,313	464,727
Loans held-for-investment	240,902		123,098	106,023
MSRs	0		0	0
Nonqualified deferred compensation assets	14,197		14,213	13,750
Derivative assets	254,601		101,013	135,307
Total financial assets	4,023,908		3,495,301	2,663,597
Derivative liabilities	326,990		129,204	171,009
Measured at fair value on a recurring basis: | Level 2 | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 2 | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	176,537		362,796	222,648
Measured at fair value on a recurring basis: | Level 2 | Municipal Securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	34,724		33,368	33,046
Measured at fair value on a recurring basis: | Level 2 | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	104,135		94,841	94,004
Measured at fair value on a recurring basis: | Level 2 | Mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	2,229,355		2,379,525	1,582,822
Measured at fair value on a recurring basis: | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Trading account securities	0		0	0
Equity securities with readily determinable fair value	0		0	0
Mortgage loans held-for-sale, at fair value	0		0	0
Loans held-for-investment	12,613		9,620	9,999
MSRs	86,907		85,638	75,585
Nonqualified deferred compensation assets	0		0	0
Derivative assets	66,887		2,631	2,979
Total financial assets	288,007		212,485	204,432
Derivative liabilities	0		0	0
Measured at fair value on a recurring basis: | Level 3 | U.S. Treasury
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 3 | U.S. Government agencies
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	2,129		2,646	2,811
Measured at fair value on a recurring basis: | Level 3 | Municipal Securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	119,471		111,950	113,058
Measured at fair value on a recurring basis: | Level 3 | Corporate notes
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	0		0	0
Measured at fair value on a recurring basis: | Level 3 | Mortgage-backed
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available-for-sale securities	$ 0		$ 0	$ 0

Fair Values of Assets and Lia_5

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		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Loans held-for- investment
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	$ 13,953	$ 10,481	$ 9,620	$ 11,347
Net Income	47	86	169	371
Other comprehensive income (loss)	0	0	0	0
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	(7,877)	(1,203)	(9,337)	(2,554)
Net transfers into/(out of) Level 3	6,490	635	12,161	835
Ending Balance	12,613	9,999	12,613	9,999
Mortgage servicing rights
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	77,203	72,850	85,638	75,183
Net Income	9,704	2,735	1,269	(5)
Other comprehensive income (loss)	0	0	0	0
Purchases	0	0	0	407
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Net transfers into/(out of) Level 3	0	0	0	0
Ending Balance	86,907	75,585	86,907	75,585
Derivative assets
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	58,433	3,596	2,631	2,457
Net Income	8,454	(617)	64,256	522
Other comprehensive income (loss)	0	0	0	0
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	0	0	0	0
Net transfers into/(out of) Level 3	0	0	0	0
Ending Balance	66,887	2,979	66,887	2,979
Municipal Securities
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	117,255	110,296	111,950	108,926
Net Income	0	0	0	0
Other comprehensive income (loss)	64	(1,722)	(1,731)	6,334
Purchases	3,221	5,668	16,093	7,192
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	(1,069)	(1,184)	(6,841)	(9,394)
Net transfers into/(out of) Level 3	0	0	0	0
Ending Balance	119,471	113,058	119,471	113,058
U.S. Government agencies
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Beginning Balance	2,293	2,977	2,646	3,150
Net Income	0	0	0	0
Other comprehensive income (loss)	(7)	(9)	(46)	134
Purchases	0	0	0	0
Issuances	0	0	0	0
Sales	0	0	0	0
Settlements	(157)	(157)	(471)	(473)
Net transfers into/(out of) Level 3	0	0	0	0
Ending Balance	$ 2,129	$ 2,811	$ 2,129	$ 2,811

Fair Values of Assets and Lia_6

Fair Values of Assets and Liabilities (Summary of Assets Measured at Fair Value on a Nonrecurring Basis) (Detail) - USD ($) $ in Thousands	3 Months Ended	9 Months Ended
	Sep. 30, 2020	Sep. 30, 2020	Sep. 30, 2019
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	$ 183,667	$ 183,667	$ 131,050
Fair value losses - individually assessed loans - foreclosure probable and collateral-dependent	6,964	24,438
Fair value losses - other real estate owned	225	748
Fair value losses	7,189	25,186
Measured at fair value on a non-recurring basis:
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	144,151	144,151
Other real estate owned	9,217	9,217
Total financial assets	153,368	153,368
Measured at fair value on a non-recurring basis: | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	0	0
Other real estate owned	0	0
Total financial assets	0	0
Measured at fair value on a non-recurring basis: | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	0	0
Other real estate owned	0	0
Total financial assets	0	0
Measured at fair value on a non-recurring basis: | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Individually assessed loans - foreclosure probable and collateral-dependent	144,151	144,151
Other real estate owned	9,217	9,217
Total financial assets	$ 153,368	$ 153,368

Fair Values of Assets and Lia_7

Fair Values of Assets and Liabilities (Schedule of Valuation Techniques and Significant Unobservable Inputs Used to Measure Both Recurring and Non-Recurring) (Detail) $ in Thousands	Sep. 30, 2020USD ($)	Sep. 30, 2020$ / shares	Sep. 30, 2020	Jun. 30, 2020USD ($)	Dec. 31, 2019USD ($)	Sep. 30, 2019USD ($)	Jun. 30, 2019USD ($)	Dec. 31, 2018USD ($)
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	$ 2,946,459				$ 3,106,214	$ 2,270,059
Loans held-for-investment	253,515					116,022
MSRs	86,907			$ 77,203	85,638	75,585	$ 72,850	$ 75,183
Individually assessed loans - foreclosure probable and collateral-dependent	183,667					131,050
Municipal Securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	154,195				145,318	146,104
U.S. Government agencies
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	178,666				365,442	225,459
Measured at fair value on a recurring basis:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment	253,515				132,718	116,022
MSRs	86,907				85,638	75,585
Derivative assets	321,488				103,644	138,286
Measured at fair value on a recurring basis: | Municipal Securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	154,195				145,318	146,104
Measured at fair value on a recurring basis: | U.S. Government agencies
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	178,666				365,442	225,459
Measured at fair value on a non-recurring basis:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Other real estate owned	9,217
Individually assessed loans - foreclosure probable and collateral-dependent	144,151
Level 3 | Measured at fair value on a recurring basis:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment	12,613				9,620	9,999
MSRs	86,907				85,638	75,585
Derivative assets	66,887				2,631	2,979
Level 3 | Measured at fair value on a recurring basis: | Municipal Securities
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	119,471				111,950	113,058
Level 3 | Measured at fair value on a recurring basis: | U.S. Government agencies
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Available-for-sale securities, at fair value	2,129				$ 2,646	$ 2,811
Level 3 | Measured at fair value on a non-recurring basis:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Other real estate owned	9,217
Individually assessed loans - foreclosure probable and collateral-dependent	$ 144,151
Discount rate | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.02
MSRs, measurement input			0.03
Discount rate | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.03
MSRs, measurement input			0.20
Discount rate | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.0250
MSRs, measurement input			0.1008
Credit discount | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0
Credit discount | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.06
Credit discount | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.0114
Constant prepayment rate (CPR) | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.1763
Constant prepayment rate (CPR) | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input			0.06
Constant prepayment rate (CPR) | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input			0.95
Constant prepayment rate (CPR) | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Loans held-for-investment, measurement input			0.1763
MSRs, measurement input			0.1763
Cost of servicing | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input | $ / shares		70
Cost of servicing | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input | $ / shares		200
Cost of servicing | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input		76	76
Cost of servicing - delinquent | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input | $ / shares		200
Cost of servicing - delinquent | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input | $ / shares		1,000
Cost of servicing - delinquent | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
MSRs, measurement input		417	417
Pull-through rate | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Minimum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivatives, measurement input			0
Pull-through rate | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Maximum
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivatives, measurement input			1
Pull-through rate | Discounted cash flows | Level 3 | Measured at fair value on a recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Derivatives, measurement input			0.79
Appraisal adjustment - cost of sale | Appraisal value | Level 3 | Measured at fair value on a non-recurring basis:
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Impaired loans—collateral based, measurement input			0.10
Other real estate owned, measurement input			0.10
Appraisal adjustment - cost of sale | Appraisal value | Level 3 | Measured at fair value on a non-recurring basis: | Weighted Average of Inputs
Fair Value Measurement Inputs and Valuation Techniques [Line Items]
Impaired loans—collateral based, measurement input			0.1000
Other real estate owned, measurement input			0.1000

Fair Values of Assets and Lia_8

Fair Values of Assets and Liabilities (Summary Of Carrying Amounts And Estimated Fair Values Of Financial Instruments) (Detail) - USD ($) $ in Thousands	Sep. 30, 2020	Dec. 31, 2019	Sep. 30, 2019
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Interest-bearing deposits with banks	$ 3,825,823	$ 2,164,560	$ 2,260,806
Available-for-sale securities	2,946,459	3,106,214	2,270,059
Held-to-maturity securities	575,947	1,138,396	1,104,903
Equity securities with readily determinable fair value	54,398	50,840	46,086
FHLB and FRB stock, at cost	135,568	100,739	92,714
Brokerage customer receivables	16,818	16,573	14,943
Mortgage loans held-for-sale, at fair value	959,671	377,313	464,727
Loans held-for-investment	32,135,555	26,800,290	25,710,171
Accrued interest receivable and other	1,424,728	1,061,141	1,087,864
FHLB advances	1,228,422	674,870	574,847
Other borrowings	507,395	418,174	410,488
Subordinated notes	436,385	436,095	435,979
Junior subordinated debentures	253,566	253,566	253,566
Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	308,695	286,476	448,814
Interest-bearing deposits with banks	3,825,823	2,164,560	2,260,806
Available-for-sale securities	2,946,459	3,106,214	2,270,059
Held-to-maturity securities	560,267	1,134,400	1,095,802
Trading account securities	1,720	1,068	3,204
Equity securities with readily determinable fair value	54,398	50,840	46,086
FHLB and FRB stock, at cost	135,568	100,739	92,714
Brokerage customer receivables	16,818	16,573	14,943
Mortgage loans held-for-sale, at fair value	959,671	377,313	464,727
Nonqualified deferred compensation assets	14,197	14,213	13,750
Derivative assets	321,488	103,644	138,286
Accrued interest receivable and other	272,940	303,090	272,072
Total financial assets	41,553,599	34,459,420	32,831,434
Non-maturity deposits	30,778,127	24,483,867	23,091,143
Deposits with stated maturities	5,066,295	5,623,271	5,619,236
FHLB advances	1,228,422	674,870	574,847
Other borrowings	507,395	418,174	410,488
Subordinated notes	436,385	436,095	435,979
Junior subordinated debentures	253,566	253,566	253,566
Derivative liabilities	326,990	129,204	171,009
Accrued interest payable	21,310	19,940	22,899
Total financial liabilities	38,618,490	32,038,987	30,579,167
Fair Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	308,695	286,476	448,814
Interest-bearing deposits with banks	3,825,823	2,164,560	2,260,806
Available-for-sale securities	2,946,459	3,106,214	2,270,059
Held-to-maturity securities	575,947	1,138,396	1,104,903
Trading account securities	1,720	1,068	3,204
Equity securities with readily determinable fair value	54,398	50,840	46,086
FHLB and FRB stock, at cost	135,568	100,739	92,714
Brokerage customer receivables	16,818	16,573	14,943
Mortgage loans held-for-sale, at fair value	959,671	377,313	464,727
Nonqualified deferred compensation assets	14,197	14,213	13,750
Derivative assets	321,488	103,644	138,286
Accrued interest receivable and other	272,940	303,090	272,072
Total financial assets	41,410,798	34,455,747	32,718,696
Non-maturity deposits	30,778,127	24,483,867	23,091,143
Deposits with stated maturities	5,063,732	5,635,475	5,635,597
FHLB advances	1,207,203	715,129	620,136
Other borrowings	507,395	418,174	410,488
Subordinated notes	473,825	458,796	451,947
Junior subordinated debentures	208,333	243,158	254,426
Derivative liabilities	326,990	129,204	171,009
Accrued interest payable	21,310	19,940	22,899
Total financial liabilities	38,586,915	32,103,743	30,657,645
Loans held-for-investment, at fair value | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held-for-investment	253,515	132,718	116,022
Loans held-for-investment, at fair value | Fair Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held-for-investment	253,515	132,718	116,022
Loans held-for-investment, at amortized cost | Carrying Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held-for-investment	31,882,040	26,667,572	25,594,149
Loans held-for-investment, at amortized cost | Fair Value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans held-for-investment	$ 31,723,559	$ 26,659,903	$ 25,472,310

Stock-Based Compensation Plan_2

Stock-Based Compensation Plans (Narrative) (Detail) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	May 31, 2015
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares approved for issuance (in shares)					5,485,000
Shares available for future grants (in shares)	2,100,000		2,100,000
Number of stock options granted			0	0
Stock-based compensation expense	$ 1.3	$ 2	$ (1)	$ 8.3
Aggregate intrinsic value of options exercised			2.7	3.8
Cash received from option exercises			$ 4.1	$ 4.3
Stock options
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Term			7 years
Stock options | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			3 years
Stock options | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			5 years
Restricted shares | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			1 year
Restricted shares | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			5 years
LTIP awards
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			3 years
Term			7 years
LTIP awards | Minimum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Percentage of performance based award payouts			0.00%
LTIP awards | Maximum
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Percentage of performance based award payouts			150.00%
Performance-based stock
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period			3 years

Stock-Based Compensation Plan_3

Stock-Based Compensation Plans (Summary Of Stock Option Activity) (Detail) - USD ($) $ / shares in Units, $ in Thousands	9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019
Common Shares
Common Shares, Outstanding at beginning of the period (in shares)	755,332	795,014
Common Shares, Granted (in shares)	0	0
Common Shares, Exercised (in shares)	(104,703)	(112,230)
Common Shares, Forfeited or canceled (in shares)	(5,608)	0
Common Shares, Outstanding at end of the period (in shares)	645,021	682,784
Common Shares, Exercisable (in shares)	637,120	667,664
Weighted Average Strike Price
Weighted Average Strike Price, Outstanding at beginning of period (usd per share)	$ 42.43	$ 42.26
Weighted Average Strike Price, Granted (usd per share)	0	0
Weighted Average Strike Price, Exercised (usd per share)	38.71	38.64
Weighted Average Strike Price, Forfeited or canceled (usd per share)	44.34	0
Weighted Average Strike Price, Outstanding at end of period (usd per share)	43.02	42.85
Weighted Average Strike Price, Exercisable (usd per share)	$ 43.01	$ 42.81
Remaining Contractual Term, Outstanding	1 year 10 months 24 days	2 years 4 months 24 days
Remaining Contractual Term, Exercisable	1 year 9 months 18 days	2 years 4 months 24 days
Intrinsic Value, Outstanding	$ 52	$ 14,873
Intrinsic Value, Exercisable	$ 52	$ 14,565

Stock-Based Compensation Plan_4

Stock-Based Compensation Plans (Summary Of Plans' Restricted Share And Performance-Vested Stock Award Activity) (Detail) - $ / shares	9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019
Restricted shares
Common Shares
Outstanding Beginning of the Period (in shares)	144,328	143,263
Granted (in shares)	113,156	13,099
Vested and issued (in shares)	(13,917)	(15,257)
Expired, canceled or forfeited (in shares)	(6,547)	(1,691)
Outstanding End of the Period (in shares)	237,020	139,414
Vested, but deferred (in shares)	93,514	91,505
Weighted Average Grant-Date Fair Value
Beginning Weighted Average Grant-Date Fair Value (usd per share)	$ 60.37	$ 60.80
Weighted Average Grant-Date Fair Value, Granted (usd per share)	61.32	71.66
Weighted Average Grant-Date Fair Value, Vested and issued (usd per share)	77.77	76.69
Weighted Average Grant-Date Fair Value, Expired, canceled or forfeited (usd per share)	73.71	79.50
Ending Weighted Average Grant-Date Fair Value (usd per share)	59.43	59.85
Weighted Average Grant-Date Fair Value, Vested, but deferred (usd per share)	$ 52.08	$ 52.13
Performance-based stock
Common Shares
Outstanding Beginning of the Period (in shares)	465,515	396,855
Granted (in shares)	169,864	175,696
Added by performance factor at vesting (in shares)	48,831	33,950
Vested and issued (in shares)	(180,789)	(128,238)
Expired, canceled or forfeited (in shares)	(18,727)	(10,430)
Outstanding End of the Period (in shares)	484,694	467,833
Vested, but deferred (in shares)	34,441	33,701
Weighted Average Grant-Date Fair Value
Beginning Weighted Average Grant-Date Fair Value (usd per share)	$ 74.37	$ 67.71
Weighted Average Grant-Date Fair Value, Granted (usd per share)	63.62	71.57
Weighted Average Grant-Date Fair Value, Added by performance factor at vesting (usd per share)	72.59	40.99
Weighted Average Grant-Date Fair Value, Vested and issued (usd per share)	72.59	41
Weighted Average Grant-Date Fair Value, Expired, canceled or forfeited (usd per share)	72.66	74.70
Ending Weighted Average Grant-Date Fair Value (usd per share)	71.15	74.38
Weighted Average Grant-Date Fair Value, Vested, but deferred (usd per share)	$ 43.07	$ 42.92

Shareholders' Equity And Earn_3

Shareholders' Equity And Earnings Per Share (Components Of Other Comprehensive Income (Loss)) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance	$ 3,990,218	$ 3,446,950	$ 3,691,250	$ 3,267,570
Other comprehensive (loss) income during the period, net of tax, before reclassifications	(4,325)	8,667	25,160	46,309
Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax	4,121	(2,073)	8,808	(8,012)
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax	(40)	(42)	(131)	(302)
Total other comprehensive (loss) income	(244)	6,552	33,837	37,995
Balance	4,074,089	3,540,325	4,074,089	3,540,325
Accumulated Unrealized Gains (Losses) on Securities
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance	85,506	4,209	14,982	(42,353)
Other comprehensive (loss) income during the period, net of tax, before reclassifications	(10,682)	13,371	60,043	60,527
Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax	(36)	(292)	(146)	(626)
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax	(40)	(42)	(131)	(302)
Total other comprehensive (loss) income	(10,758)	13,037	59,766	59,599
Balance	74,748	17,246	74,748	17,246
Accumulated Unrealized (Losses) Gains on Derivative Instruments
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance	(43,606)	(12,044)	(13,141)	7,857
Other comprehensive (loss) income during the period, net of tax, before reclassifications	3,466	(3,233)	(31,796)	(17,529)
Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax	4,157	(1,781)	8,954	(7,386)
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax	0	0	0	0
Total other comprehensive (loss) income	7,623	(5,014)	(22,842)	(24,915)
Balance	(35,983)	(17,058)	(35,983)	(17,058)
Accumulated Foreign Currency Translation Adjustments
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance	(42,497)	(37,594)	(36,519)	(42,376)
Other comprehensive (loss) income during the period, net of tax, before reclassifications	2,891	(1,471)	(3,087)	3,311
Amount reclassified from accumulated other comprehensive income (loss) into net income, net of tax	0	0	0	0
Amount reclassified from accumulated other comprehensive income (loss) related to amortization of unrealized gains on investment securities transferred to held-to-maturity from available-for-sale, net of tax	0	0	0	0
Total other comprehensive (loss) income	2,891	(1,471)	(3,087)	3,311
Balance	(39,606)	(39,065)	(39,606)	(39,065)
Accumulated other comprehensive loss
Activity Accumulated Other Comprehensive Income [Roll Forward]
Balance	(597)	(45,429)	(34,678)	(76,872)
Total other comprehensive (loss) income	(244)	6,552	33,837	37,995
Balance	$ (841)	$ (38,877)	$ (841)	$ (38,877)

Shareholders' Equity And Earn_4

Shareholders' Equity And Earnings Per Share (Other Comprehensive Income Reclassified from AOCI) (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Income before taxes	$ 137,284	$ 134,601	$ 255,070	$ 363,419
Income tax expense	(29,969)	(35,480)	(63,284)	(93,686)
Interest on deposits	39,084	76,168	156,576	204,168
Interest on junior subordinated debentures	2,703	2,897	8,266	9,111
Net income	107,315	99,121	191,786	269,733
Reclassification Out of Accumulated Other Comprehensive Income | Accumulated Unrealized Losses on Securities
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Gains (losses) on investment securities, net	50	400	200	856
Income before taxes	50	400	200	856
Income tax expense	(14)	(108)	(54)	(230)
Net income	36	292	146	626
Reclassification Out of Accumulated Other Comprehensive Income | Accumulated Unrealized Gains on Derivative Instruments
Reclassification Adjustment out of Accumulated Other Comprehensive Income on Derivatives [Line Items]
Income before taxes	(5,667)	2,428	(12,208)	10,071
Income tax expense	1,510	(647)	3,254	(2,685)
Interest on deposits	3,884	(2,635)	8,806	(10,403)
Interest on other borrowings	740	196	1,458	321
Interest on junior subordinated debentures	1,043	11	1,944	11
Net income	$ (4,157)	$ 1,781	$ (8,954)	$ 7,386

Shareholders' Equity And Earn_5

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		9 Months Ended
	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019
Earnings Per Share, Basic and Diluted, Other Disclosures [Abstract]
Net income	$ 107,315	$ 99,121	$ 191,786	$ 269,733
Less: Preferred stock dividends	10,286	2,050	14,386	6,150
Net income applicable to common shares	$ 97,029	$ 97,071	$ 177,400	$ 263,583
Weighted average common shares outstanding (in shares)	57,597	56,690	57,595	56,627
Effect of dilutive potential common shares
Common stock equivalents (in shares)	449	773	469	724
Average common shares and dilutive common shares (in shares)	58,046	57,463	58,064	57,351
Net income per common share:
Basic (usd per share)	$ 1.68	$ 1.71	$ 3.08	$ 4.65
Diluted (usd per share)	$ 1.67	$ 1.69	$ 3.06	$ 4.60

Shareholders' Equity And Earn_6

Shareholders' Equity And Earnings Per Share (Narrative) (Detail) - USD ($) $ / shares in Units, $ in Millions	1 Months Ended					3 Months Ended		9 Months Ended
	Jul. 31, 2020	May 31, 2020	Apr. 30, 2020	Jan. 31, 2020	Jun. 30, 2015	Sep. 30, 2020	Sep. 30, 2019	Sep. 30, 2020	Sep. 30, 2019	Dec. 31, 2019
Temporary Equity [Line Items]
Preferred stock, liquidation value per share (usd per share)						$ 25	$ 25	$ 25	$ 25	$ 25
Cash dividends declared per common share (usd per share)	$ 0.28		$ 0.28	$ 0.28		0.28	0.25	0.84	0.75
Common stock dividends per share declared annualized (usd per share)	$ 1.12		$ 1.12	$ 1.12
Series D Preferred Stock
Temporary Equity [Line Items]
Sale of stock (in shares)					5,000,000
Preferred stock, liquidation value per share (usd per share)					$ 25	25	25	25	25	25
Sale of stock, proceeds					$ 125
Preferred stock, dividend rate, percentage					6.50%
Series E Preferred Stock
Temporary Equity [Line Items]
Sale of stock (in shares)		11,500
Preferred stock, liquidation value per share (usd per share)		$ 25,000				$ 25,000	$ 0	$ 25,000	$ 0	$ 0
Preferred stock, dividend rate, percentage		6.875%
Depositary Shares
Temporary Equity [Line Items]
Sale of stock (in shares)		11,500,000
Sale of stock, proceeds		$ 287.5
London Interbank Offered Rate (LIBOR) | Series D Preferred Stock
Temporary Equity [Line Items]
Preferred stock, dividend rate, percentage, variable spread					4.06%