Sun Bancorp (SNBC) Inactive 10-Q9 May 142014 Q1 Quarterly reportFinancial data

Company Profile

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
Document and Entity Information	Mar. 31, 2014	5-May-14
Document And Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	31-Mar-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Entity Registrant Name	'SUN BANCORP INC /NJ/	'
Entity Central Index Key	'0001017793	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	87,076,823

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Financial Condition (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
ASSETS	'	'
Cash and due from banks	$49,850	$38,075
Interest-earning bank balances	232,245	229,687
Cash and cash equivalents	282,095	267,762
Restricted cash	26,000	26,000
Investment securities available for sale (amortized cost of $442,681 and $452,023 at March 31, 2014 and December 31, 2013, respectively)	439,405	440,097
Investment securities held to maturity (estimated fair value of $664 and $692 at March 31, 2014 and December 31, 2013, respectively)	655	681
Loans receivable (net of allowance for loan losses of $33,768 and $35,537 at March 31, 2014 and December 31, 2013, respectively)	2,050,312	2,102,167
Loans held-for-sale, at fair value	16,048	20,662
Restricted equity investments, at cost	16,664	17,019
Bank properties and equipment, net	48,008	49,095
Real estate owned, net	2,728	2,503
Accrued interest receivable	6,889	7,112
Goodwill	38,188	38,188
Intangible assets, net	521	805
Deferred taxes, net	682	4,575
Bank owned life insurance (BOLI)	77,697	77,236
Other assets	32,575	33,651
Total assets	3,038,467	3,087,553
Liabilities:	'	'
Deposits	2,573,445	2,621,571
Securities sold under agreements to repurchase - customers	471	478
Advances from the Federal Home Loan Bank of New York (FHLBNY)	60,915	60,956
Obligations under capital lease	7,259	7,331
Junior subordinated debentures	92,786	92,786
Other liabilities	54,693	59,094
Total liabilities	2,789,569	2,842,216
Commitments and contingencies (see Note 10)	'	'
Shareholders' equity:	'	'
Preferred stock, $1 par value, 1,000,000 shares authorized; none issued	'	'
Common stock, $1 par value, 200,000,000 shares authorized; 88,709,281 shares issued and 86,766,358 shares outstanding at March 31, 2014; 88,711,035 shares issued and 86,714,414 shares outstanding at December 31, 2013	88,709	88,711
Additional paid-in capital	506,101	506,719
Retained deficit	-319,860	-317,954
Accumulated other comprehensive loss	-1,938	-7,055
Deferred compensation plan trust	-502	-522
Treasury stock at cost, 1,942,923 shares at March 31, 2014; and 1,996,621 December 31, 2013	-23,612	-24,562
Total shareholders' equity	248,898	245,337
Total liabilities and shareholders' equity	$3,038,467	$3,087,553

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Financial Condition (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Statement Of Financial Position [Abstract]	'	'
Amortized cost of investment securities available for sale	$442,681	$452,023
Estimated fair value of investment securities held to maturity	664	692
Allowance for loans receivable	$33,768	$35,537
Preferred stock, par value	$1	$1
Preferred stock, shares authorized	1,000,000	1,000,000
Preferred stock, shares issued	0	0
Common stock, par value	$1	$1
Common stock, shares authorized	200,000,000	200,000,000
Common stock, shares issued	88,709,281	88,711,035
Common stock, shares outstanding	86,766,358	86,714,414
Treasury stock, shares	1,942,923	1,996,621

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Operations (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
INTEREST INCOME	'	'
Interest and fees on loans	$21,849	$24,899
Interest on taxable investment securities	2,250	1,544
Interest on non-taxable investment securities	309	394
Dividends on restricted equity investments	232	246
Total interest income	24,640	27,083
INTEREST EXPENSE	'	'
Interest on deposits	2,281	3,015
Interest on funds borrowed	436	443
Interest on junior subordinated debentures	531	547
Total interest expense	3,248	4,005
Net interest income	21,392	23,078
PROVISION FOR LOAN LOSSES	'	171
Net interest income after provision for loan losses	21,392	22,907
NON-INTEREST INCOME	'	'
Service charges on deposit accounts	2,151	2,229
Mortgage banking revenue, net	635	3,404
Gain on sale of investment securities	'	3,487
Investment products income	617	679
BOLI income	461	448
Derivative credit valuation adjustment	-38	-504
Other	1,123	1,139
Total non-interest income	4,949	10,882
NON-INTEREST EXPENSE	'	'
Salaries and employee benefits	12,884	14,292
Commission expense	897	2,041
Occupancy expense	4,266	3,576
Equipment expense	1,749	1,859
Data processing expense	1,197	999
Amortization of intangible assets	284	921
Insurance expense	1,467	1,430
Professional fees	1,486	2,647
Advertising expense	586	553
Problem loan expense	632	799
Real estate owned expense, net	144	234
Office supplies expense	251	229
Other	2,045	1,756
Total non-interest expense	27,888	31,336
(LOSS) INCOME BEFORE INCOME TAXES	-1,547	2,453
INCOME TAX EXPENSE	359	'
NET (LOSS) INCOME AVAILABLE TO COMMON SHAREHOLDERS	($1,906)	$2,453
Basic (loss) earnings per share	($0.02)	$0.03
Diluted (loss) earnings per share	($0.02)	$0.03
Weighted average shares - basic	86,740,847	86,245,121
Weighted average shares - diluted	86,740,847	86,370,435

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Statement Of Income And Comprehensive Income [Abstract]	'	'
NET (LOSS) INCOME AVAILABLE TO COMMON SHAREHOLDERS	($1,906)	$2,453
Unrealized gains on securities:	'	'
Unrealized holding gains arising during period	5,117	1,078
Less: reclassification adjustment for gains included in net income	'	-2,064
Other comprehensive income (loss)	5,117	-986
COMPREHENSIVE INCOME	$3,211	$1,467

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Shareholders' Equity (USD $)	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Deficit [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Deferred Compensation [Member]	Treasury Stock [Member]
In Thousands	Total	Preferred Stock [Member]	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Deficit [Member]	Accumulated Other Comprehensive Income (Loss) [Member]	Deferred Compensation [Member]	Treasury Stock [Member]
Beginning balance at Dec. 31, 2012	$262,595	'	$88,301	$506,537	($308,011)	$2,186	($256)	($26,162)
Net income	2,453	'	'	'	2,453	'	'	'
Other comprehensive income	-986	'	'	'	'	-986	'	'
Issuance of common stock	141	'	58	142	'	'	-59	'
Stock-based compensation	138	'	44	94	'	'	'	'
Ending Balance at Mar. 31, 2013	264,341	'	88,403	506,773	-305,558	1,200	-315	-26,162
Beginning balance at Dec. 31, 2013	245,337	'	88,711	506,719	-317,954	-7,055	-522	-24,562
Net income	-1,906	'	'	'	-1,906	'	'	'
Other comprehensive income	5,117	'	'	'	'	5,117	'	'
Issuance of common stock	220	'	-2	-748	'	'	20	950
Stock-based compensation	130	'	'	130	'	'	'	'
Ending Balance at Mar. 31, 2014	$248,898	'	$88,709	$506,101	($319,860)	($1,938)	($502)	($23,612)

Condensed_Consolidated_Stateme5

Condensed Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
OPERATING ACTIVITIES	'	'
Net (loss) income	($1,906)	$2,453
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Provision for loan losses	'	171
Increase in reserve for unfunded commitments	196	108
Depreciation, amortization and accretion	1,415	3,257
Impairment of bank properties and equipment and real estate owned	7	47
Loss on sale of real estate owned	97	94
Net gain on sales and calls of investment securities available-for-sale	'	-3,489
Gain on sale of mortgage loans	-743	-4,006
Gain on bulk sale of jumbo residential mortgage loans, net	-4	-856
Change in fair value of residential mortgage loans held-for-sale	104	1,243
Increase in fair value of interest rate lock commitments	4	214
Derivative credit valuation adjustments	38	530
Increase in cash surrender value of BOLI	-461	-448
Deferred income taxes	359	'
Stock-based compensation	130	138
Shares contributed to employee benefit plans	201	200
Mortgage loans originated for sale	-24,901	-139,347
Proceeds from the sale of mortgage loans	32,163	199,753
Change in assets and liabilities which provided (used) cash:	'	'
Accrued interest receivable	223	350
Other assets	-1,543	1,479
Other liabilities	-1,400	-13,700
Net cash provided by operating activities	3,983	48,191
INVESTING ACTIVITIES	'	'
Purchases of available-for-sale securities	-3,549	-31,776
Net redemption of restricted equity securities	355	761
Proceeds from maturities, prepayments or calls of investment securities available for sale	12,767	35,409
Proceeds from maturities, prepayments or calls of investment securities held to maturity	26	30
Proceeds from the sale of investment securities available-for-sale	'	31,359
Proceeds from sale of commercial real estate loans	'	20,771
Proceeds from sale of repossessed assets	57	'
Proceeds from bulk sale of jumbo residential mortgage loans	'	52,328
Return of surrender value of BOLI	'	1,504
Net decrease (increase) in loans	49,390	-27,493
Purchases of bank properties and equipment	-515	-424
Proceeds from sale of real estate owned	126	919
Net cash provided by investing activities	58,657	83,388
FINANCING ACTIVITIES	'	'
Net (decrease) increase in deposits	-48,187	10,113
Net (redemptions) issuances of securities sold under agreements to repurchase - customer	-7	758
Repayments of advances from FHLBNY	-41	-338
Repayment of obligations under capital leases	-72	-68
Net cash (used in) provided by financing activities	-48,307	10,465
NET INCREASE IN CASH AND CASH EQUIVALENTS	14,333	142,044
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	267,762	143,616
CASH AND CASH EQUIVALENTS, END OF PERIOD	282,095	285,660
SUPPLEMENTAL DISCLOSURES OF CASH FLOW INFORMATION	'	'
Interest paid	3,448	7,561
Income taxes paid	'	'
SUPPLEMENTAL DISCLOSURE OF NON-CASH ITEMS	'	'
Trade date receivable from sale of investment securities	'	94,509
Obligations to purchase investment securities	'	10,500
Transfer of loans and bank property to real estate owned	$455	$2,070

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
Summary of Significant Accounting Policies	Mar. 31, 2014
Accounting Policies [Abstract]	'
Summary of Significant Accounting Policies	'

	(1) Summary of Significant Accounting Policies

	Basis of Presentation. The accompanying unaudited condensed consolidated financial statements were prepared in accordance with instructions to Form 10-Q, and therefore, do not include information or footnotes necessary for a complete presentation of financial condition, results of operations, comprehensive income, changes in equity and cash flows in conformity with Generally Accepted Accounting Principles in the United States of America (“GAAP”).

	All normal recurring adjustments that, in the opinion of management, are necessary for a fair presentation of the unaudited condensed consolidated financial statements have been included. These unaudited condensed consolidated financial statements should be read in conjunction with the audited consolidated financial statements and the accompanying notes thereto included in the Annual Report on Form 10-K of Sun Bancorp, Inc. (the “Company”) for the year ended December 31, 2013. The results for the three months ended March 31, 2014 are not necessarily indicative of the results that may be expected for the year ending December 31, 2014 or any other period. The preparation of the unaudited condensed consolidated financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. The significant estimates include the allowance for loan losses, other-than-temporary impairment on investment securities, goodwill, intangible assets, income taxes, stock-based compensation and the fair value of financial instruments. Actual results may differ from these estimates under different assumptions or conditions.

	Prior Period Revision. Previously, the Company presented restricted cash, with respect to amounts held as collateral against letters of credit, in “Cash and due from banks” on the consolidated statements of financial condition. During the fourth quarter of 2013, the Company identified that certain of these balances should be classified as restricted cash. The table below reports the impact of these revisions to the consolidated statements of cash flows for the three months ended March 31, 2013:



	Three Months Ended March 31,		Revised			As reported
	Three Months Ended March 31,		2013			2013
	Cash and cash equivalents, beginning of year		$	143,616		$	169,616
	Cash and cash equivalents, end of period			285,660			311,660

	Basis of Consolidation. The unaudited condensed consolidated financial statements include, after all intercompany balances and transactions have been eliminated, the accounts of the Company, its principal wholly-owned subsidiary, Sun National Bank (the “Bank”), and the Bank’s wholly-owned subsidiaries, Sun Financial Services, L.L.C., 2020 Properties, L.L.C., and 4040 Properties, L.L.C. In accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“FASB ASC”) 810-10, Consolidation, Sun Capital Trust V, Sun Capital Trust VI, Sun Capital Trust VII, Sun Statutory Trust VII, and Sun Capital Trust VIII, collectively, the “Issuing Trusts”, are presented on a deconsolidated basis.

	Segment Information. As defined in accordance with FASB ASC 280, Segment Reporting, the Company has one reportable and operating segment, “Community Banking.” All of the Company’s activities are interrelated, and each activity is dependent and assessed based on how each of the activities of the Company supports the others. For example, lending is dependent upon the ability of the Company to fund itself with deposits and other borrowings and manage interest rate and credit risk. Accordingly, all significant operating decisions are based upon analysis of the Company as one segment or unit.

	Loans Held-For-Sale. Loans held-for-sale totaled $16.0 million and $20.7 million at March 31, 2014 and December 31, 2013, respectively. The balance at March 31, 2014 and December 31, 2013 includes $9.0 million and $7.0 million, respectively, of residential mortgage loans originated for the portfolio which have subsequently been transferred to held-for-sale and recorded at fair value. The remaining balance at March 31, 2014 and December 31, 2013 included residential mortgages originated with the intent to sell which were recorded at fair value.



	Allowance for Loan Losses. The allowance for loan losses is determined by management based upon past experience, evaluation of estimated loss and impairment in the loan portfolio, current economic conditions and other pertinent factors. The allowance for loan losses is maintained at a level that management considers adequate to provide for estimated losses and impairment based upon an evaluation of known and inherent risk in the loan portfolio. Loan impairment is evaluated based on the fair value of collateral. While management uses the best information available to make such evaluations, future adjustments to the allowance may be necessary if economic conditions differ substantially from the assumptions used in making the evaluations.

	The provision for loan losses is based upon historical loan loss experience, a series of qualitative factors and an evaluation of estimated losses in the current loan portfolio, including the evaluation of impaired loans under FASB ASC 310, Receivables(“FASB ASC 310”). Values assigned to the qualitative factors and those developed from historic loss experience provide a dynamic basis for the calculation of reserve factors for both pass-rated loans (general pooled allowance) and those criticized and classified loans that continue to perform. A loan is considered to be impaired when, based upon current information and events, it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the loan. An insignificant delay or insignificant shortfall in amount of payments does not necessarily result in the loan being identified as impaired. For this purpose, delays of less than 90 days are considered to be insignificant. Impairment losses are included in the provision for loan losses. Loans not individually reviewed are evaluated as a group using reserve factor percentages based on historic loss experience and qualitative factors. Included in these qualitative factors are:


		•		Levels of past due, classified and non-accrual loans, and troubled debt restructurings;


		•		Nature, volume, and concentration of loans;


		•		Historical loss trends;


		•		Changes in lending policies and procedures, underwriting standards, collections, and for commercial loans, the level of loans being approved with exceptions to policy;


		•		Experience, ability and depth of management and staff;


		•		National and local economic and business conditions, including various market segments;


		•		Quality of the Company’s loan review system and degree of Board oversight; and


		•		Effect of external factors, including the deterioration of collateral values, on the level of estimated credit losses in the current portfolio.

	Commercial loans, including commercial real estate loans, are placed on non-accrual status at the time the loan has been delinquent for 90 days unless the loan is well secured and in the process of collection. Generally, commercial loans and commercial real estate loans are charged-off no later than 180 days after becoming delinquent unless the loan is well secured and in the process of collection, or other extenuating circumstances support collection. Residential real estate loans are typically placed on non-accrual status at the time the loan has been delinquent for 90 days. Other consumer loans are typically charged-off at 180 days delinquent. In all cases, loans must be placed on non-accrual status or charged-off at an earlier date if collection of principal or interest is considered doubtful.

	Goodwill and Intangible Assets. Goodwill is the excess of the fair value of liabilities assumed over the fair value of tangible and identifiable intangible assets acquired in a business combination. Goodwill is not amortized but is tested for impairment annually or more frequently if events or changes in circumstances indicate that the asset might be impaired. The Company tests goodwill for impairment annually as of December 31, unless circumstances indicate that a test is required at an earlier date. The Company elected to not apply the qualitative evaluation option permitted under Accounting Standards Update (“ASU”) 2011-8, Intangibles – Goodwill and Other (Topic 35): Testing Goodwill for Impairment issued in September 2011. Therefore, the Company utilizes the two-step goodwill impairment test outlined in FASB ASC 350, Intangibles – Goodwill and Other (“FASB ASC 350”). Step one, which is used to identify potential impairment, compares the fair value of the reporting unit with its carrying amount, including goodwill. A reporting unit is an operating segment, or one level below an operating segment, as defined in FASB ASC 280. If the fair value of a reporting unit exceeds its carrying value, goodwill of the reporting unit is not considered impaired and step two is therefore unnecessary. If the carrying amount of the reporting unit exceeds its fair value, the second step is performed to measure the amount of the impairment loss, if any. At December 31, 2013, the Company performed its annual goodwill impairment test, and step one of the analysis indicated that the Company’s fair value was greater than its carrying value; therefore, the Company’s goodwill was not impaired at December 31, 2013. Nothing has occurred since that time to suggest that an impairment exists at March 31, 2014. The carrying amount of goodwill totaled $38.2 million at March 31, 2014 and December 31, 2013.



	Intangible assets, net on the consolidated statements of financial condition, consist of core deposit intangibles, net of accumulated amortization from the Bank’s previous acquisitions. Core deposit intangibles are amortized using the straight-line method based on the characteristics of the particular deposit type and are evaluated annually for impairment.

	Bank Owned Life Insurance (“BOLI”). The Company has purchased life insurance policies on certain key employees. These policies are recorded at their cash surrender value, or the amount that can be realized in accordance with FASB ASC 325-30,Investments in Insurance Contracts. At March 31, 2014, the Company had $26.4 million invested in a general account and $51.3 million in a separate account, for a total BOLI cash surrender value of $77.7 million. The BOLI separate account is invested in a mortgage-backed securities fund, which is managed by an independent investment firm. Pricing volatility of these underlying instruments may have an impact on investment income; however, the fluctuations would be partially mitigated by a stable value wrap agreement which is a component of the separate account. Income from these policies and changes in the cash surrender value are recorded in BOLI income of the unaudited condensed consolidated statements of operations.

	Income Taxes. The Company accounts for income taxes in accordance with FASB ASC 740, Income Taxes (“FASB ASC 740”). FASB ASC 740 requires the recording of deferred income taxes that reflect the net tax effects of temporary differences between the carrying amounts of assets and liabilities for financial reporting purposes and the amounts used for income tax purposes. Management exercises significant judgment in the evaluation of the amount and timing of the recognition of the resulting tax assets and liabilities. The judgments and estimates required for the evaluation are updated based upon changes in business factors and the tax laws. If actual results differ from the assumptions and other considerations used in estimating the amount and timing of tax recognized, there can be no assurance that additional expenses will not be required in future periods. The Company recognizes, when applicable, interest and penalties related to unrecognized tax benefits in the provision for income taxes in the unaudited condensed consolidated statements of operations. Assessment of uncertain tax positions under FASB ASC 740 requires careful consideration of the technical merits of a position based on management’s analysis of tax regulations and interpretations. Significant judgment is applied when addressing the requirements of FASB ASC 740. At March 31, 2014, the Company had a valuation allowance of $119.6 million against its gross deferred tax asset. As the Company remained in a cumulative loss position, the deferred tax valuation allowance is still appropriate at March 31, 2014. The net deferred tax asset of $682 thousand in the unaudited condensed consolidated statements of financial condition at March 31, 2014 represents the tax benefit from unrealized losses on investment securities available-for-sale. The Company intends to hold these securities until maturity or until such time that they are in an unrealized gain position and therefore, the deferred tax asset is considered appropriate.

Mortgage Banking Revenue, Net. Mortgage banking revenue, net includes revenues associated with the sale of residential mortgage loans originated with the intent to sell, net of recourse liability provision as well as gain on bulk sales of jumbo residential mortgage loans. The components of this line item are as follows:



		For the Three Months Ended
		March 31,
		2014			2013
Gains on the sale of residential mortgage loans		$	769		$	4,106
Gain on bulk sale of jumbo residential mortgage loans			4			856
Market value adjustment on loans held-for-sale			(104	)		(1,244	)
Fair value adjustment on interest rate lock commitments			(4	)		(214	)
Recourse liability provision			(30	)		(100	)

Mortgage banking revenue, net		$	635		$	3,404




Accumulated Other Comprehensive Income. The Company classifies items of accumulated comprehensive income by their nature and displays the details of other comprehensive income in the unaudited condensed consolidated statements of comprehensive income. Amounts categorized as comprehensive loss/income represent net unrealized gains or losses on investment securities available for sale, net of tax and the non-credit portion of any other-than-temporary impairment (“OTTI”) loss not recorded in earnings. Reclassifications are made to avoid double counting items which are displayed as part of net income (loss) for the period. These reclassifications for the three months ended March 31, 2014 and 2013 were as follows:



		For the Three Months Ended March 31,
		2014								2013
		Pre-tax			Tax			After-tax		Pre-tax			Tax			After-tax
Unrealized holding gain on securities available for sale during the period		$	8,650		$	(3,533	)	$	5,117	$	1,823		$	(745	)	$	1,078
Reclassification adjustment for net gains included in net income(1)			—			—			—		(3,487	)		1,423			(2,064	)

Net unrealized gain on securities available for sale		$	8,650		$	(3,533	)	$	5,117	$	(1,664	)	$	678		$	(986	)



-1	All amounts are included in gain on sale of investment securities in the unaudited condensed consolidated statements of operations.

Recent Accounting Principles.

In January 2014, the FASB issued ASU 2014-4, Receivables – Troubled Debt Restructurings by Creditors (Subtopic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. The amendments in this update clarify that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either the creditor obtaining legal title to the residential real estate property upon completion of foreclosure or the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. Additionally, the amendments require interim and annual disclosure of both the amount of foreclosed residential real estate property held by the creditor and the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure according to local requirements of the applicable jurisdiction. For public entities, the amendments are effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2014. The Company is currently evaluating the impact of the adoption of this accounting standards update on its financial statements.

In July 2013, the FASB issued Accounting Standards Update (“ASU”) 2013-11, Income Taxes (Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists. The amendments in this update seek to eliminate the diversity in practice in the presentation of unrecognized tax benefits when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists by presenting the unrecognized tax benefit, or a portion of the unrecognized tax benefit, in the financial statements as a reduction to a deferred tax asset. To the extent that a net operating loss carryforward, a similar tax loss, or a tax credit carryforward are not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. For public entities, the amendments are effective prospectively for reporting periods beginning after December 15, 2013. The Company has evaluated the impact of the adoption of this accounting standards update on its financial statements and determined that there currently is no impact on the Company’s presentation.

StockBased_Compensation

Stock-Based Compensation	3 Months Ended
Stock-Based Compensation	Mar. 31, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]	'
Stock-Based Compensation	'

	(2) Stock-Based Compensation

	The Company accounts for stock-based compensation issued to employees, and when appropriate, non-employees, in accordance with the fair value recognition provisions of FASB ASC 718, Compensation – Stock Compensation, (“FASB ASC 718”). Under the fair value provisions of FASB ASC 718, stock-based compensation cost is measured at the grant date based on the fair value of the award and it is recognized as expense over the appropriate vesting period using the straight-line method. However, consistent with FASB ASC 718, the amount of stock-based compensation cost recognized at any date must at least equal the portion of the grant date value of the award that is vested at that date and, as a result, it may be necessary to recognize the expense using a ratable method. Although the provisions of FASB ASC 718 should generally be applied to non-employees, FASB ASC 505-50, Equity-Based Payments to Non-Employees, is used in determining the measurement date of the compensation expense for non-employees.

	Determining the fair value of stock-based awards at measurement date requires judgment, including estimating the expected term of the stock options and the expected volatility of the Company’s stock. In addition, judgment is required in estimating the amount of stock-based awards that are expected to be forfeited. If actual results differ significantly from these estimates or different key assumptions were used, it could have a material effect on the Company’s unaudited condensed consolidated financial statements.



	The Company’s stock-based incentive plans authorize the issuance of shares of common stock pursuant to awards that may be granted in the form of stock options to purchase common stock (“Options”) and awards of shares of common stock (“Stock Awards”). The purpose of the Company’s stock-based incentive plans is to attract and retain personnel for positions of substantial responsibility and to provide additional incentive to certain officers, directors, advisory directors, employees and other persons to promote the success of the Company. Under the Company’s stock-based incentive plans, Options generally expire ten years after the date of grant, unless terminated earlier under the Option’s terms. A committee of non-employee directors has the authority to determine the conditions upon which the Options granted will vest. Options are granted at the then fair market value of the Company’s stock. All or a portion of any Stock Awards earned as compensation by a director may be deferred under the Company’s Directors’ Deferred Fee Plan.

	Activity in the stock option plans for the three months ended March 31, 2014 and March 31, 2013 was as follows:

	Summary of Options Activity



			Number				Weighted Average		Number
			of Options				Exercise Price		of Options
									Exercisable
	1-Jan-14			1,491,538			$	7.36		1,249,267
	Granted			216,245				3.35		—
	Exercised			—				—		—
	Forfeited			(2,472	)			3.66		—
	Expired			(439,236	)			8.78		—

	31-Mar-14			1,266,075			$	6.19		855,180
	Options vested or expected to vest(1)			1,185,801			$	6.37		—



	-1	Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data.



			Number				Weighted Average		Number
			of Options				Exercise Price		of Options
									Exercisable
	1-Jan-13			1,785,157			$	7.35		1,178,775
	Granted			83,610				3.57		—
	Exercised			—				—		—
	Forfeited			(136	)			—		—
	Expired			—				—		—

	31-Mar-13			1,868,631			$	7.18		1,334,882
	Options vested or expected to vest(1)			1,826,424			$	7.26		—



	-1	Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data.

	The weighted average remaining contractual term was approximately 6.6 years for Options outstanding and 5.4 years for Options exercisable as of March 31, 2014.

	At March 31, 2014, the aggregate intrinsic value was $48 thousand for Options outstanding and $15 thousand for Options exercisable.

	During the three months ended March 31, 2014 and 2013, the Company granted 216,245 Options and 83,610 Options, respectively. In accordance with FASB ASC 718, the fair value of the Options granted are estimated on the date of grant using the Black-Scholes option pricing model which uses the assumptions in the table below. The expected term of an Option is estimated using historical exercise behavior of employees at a particular level of management who were granted Options with a comparable term. The Options have historically been granted with a 10 year term. The risk-free interest rate is based on the U.S. Treasury yield curve in effect at the time of the grant. The expected volatility is based on the historical volatility of the Company’s stock price.



	Significant weighted average assumptions used to calculate the fair value of the Options for the three months ended March 31, 2014 and 2013 are as follows:



		For the Three Months Ended
		March 31,
		2014				2013
Weighted average fair value of Options granted		$	1.45			$	1.84
Weighted average risk-free rate of return			1.16	%			0.76	%
Weighted average expected option life in months			49				59
Weighted average expected volatility			55	%			62	%
Expected dividends(1)		$	—			$	—



-1	To date, the Company has not paid cash dividends on its common stock.

A summary of the Company’s nonvested Stock Award activity during the three months ended March 31, 2014 and March 31, 2013 are presented in the following tables:

Summary of Nonvested Stock Award Activity



		Number of				Weighted Average
		Shares				Grant Date
						Fair Value
Nonvested Stock Awards outstanding, January 1, 2014			431,834			$	3.13
Issued			91,115				3.33
Vested			—				—
Forfeited			—				—

Nonvested Stock Awards outstanding, March 31, 2014			522,949			$	3.16




		Number of				Weighted Average
		Shares				Grant Date
						Fair Value
Nonvested Stock Awards outstanding, January 1, 2013			639,037			$	3.3
Issued			—				—
Vested			(73,336	)			4.6
Forfeited			—				—

Nonvested Stock Awards outstanding, March 31, 2013			565,701			$	3.13


There were 91,115 shares of nonvested Stock Awards issued during the three months ended March 31, 2014 and no nonvested Stock Awards issued during the three months ended March 31, 2013. The value of these shares is based upon the closing price of the common stock on the date of grant. Compensation expense is recognized on a straight-line basis over the service period for all of the nonvested Stock Awards issued.

Total compensation expense recognized related to Options and nonvested Stock Awards, including that for non-employee directors, during the three months ended March 31, 2014 and 2013 was $130 thousand and $238 thousand, respectively. As of March 31, 2014, there was approximately $498 thousand and $1.1 million of total unrecognized compensation cost related to Options and nonvested Stock Awards, respectively, granted by the Company. The cost of the Options and Stock Awards is expected to be recognized over a weighted average period of 4.0 years and 2.7 years, respectively.

Investment_Securities

Investment Securities	3 Months Ended
Investment Securities	Mar. 31, 2014
Investments Debt And Equity Securities [Abstract]	'
Investment Securities	'
	(3) Investment Securities
	The amortized cost of investment securities and the approximate fair value at March 31, 2014 and December 31, 2013 were as follows:


			Amortized			Gross				Gross				Estimated
			Cost			Unrealized				Unrealized				Fair Value
						Gains				Losses
	March 31, 2014
	Available for sale:
	U.S. Treasury securities		$	2,497		$	6			$	—			$	2,503
	U.S. Government agency securities			4,970			—				(374	)			4,596
	U.S. Government agency mortgage-backed securities			312,420			1,941				(1,827	)			312,534
	Other mortgage-backed securities			274			—				—				274
	State and municipal securities			29,242			1,554				—				30,796
	Trust preferred securities			12,626			—				(4,010	)			8,616
	Collateralized loan obligations			79,904			—				(566	)			79,338
	Other securities			748			—				—				748

	Total available for sale			442,681			3,501				(6,777	)			439,405

	Held to maturity:
	U.S. Government agency mortgage-backed securities			405			9				—				414
	Other securities			250			—				—				250

	Total held to maturity			655			9				—				664

	Total investment securities		$	443,336		$	3,510			$	(6,777	)		$	440,069

	December 31, 2013
	Available for sale:
	U.S. Treasury securities		$	2,496		$	4			$	—			$	2,500
	U.S. Government agency securities			4,969			—				(562	)			4,407
	U.S. Government agency mortgage-backed securities			325,316			1,043				(8,295	)			318,064
	Other mortgage-backed securities			277			16				—				293
	State and municipal obligations			29,240			1,213				—				30,453
	Trust preferred securities			12,626			—				(4,659	)			7,967
	Collateralized loan obligations			73,915			—				(686	)			73,229
	Other securities			3,184			—				—				3,184

	Total available for sale			452,023			2,276				(14,202	)			440,097

	Held to maturity:
	U.S. Government agency mortgage-backed securities			431			11				—				442
	Other securities			250			—				—				250

	Total held to maturity			681			11				—				692

	Total investment securities		$	452,704		$	2,287			$	(14,202	)		$	440,789

	The following table provides the gross unrealized losses and fair value, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position at March 31, 2014 and December 31, 2013:
	Gross Unrealized Losses by Investment Category


			Less than 12 Months							12 Months or Longer								Total
			Estimated			Gross				Estimated				Gross				Estimated			Gross
			Fair Value			Unrealized				Fair				Unrealized				Fair Value			Unrealized
						Losses				Value				Losses							Losses
	March 31, 2014
	U.S. Government agency securities		$	—		$	—			$	4,596			$	(374	)		$	4,596		$	(374	)
	U.S. Government agency mortgage-backed securities			129,771			(1,249	)			8,128				(578	)			137,899			(1,827	)
	Trust preferred securities			—			—				8,616				(4,010	)			8,616			(4,010	)
	Collateralized loan obligations			69,338			(566	)			—				—				69,338			(566	)

Total		$	199,109		$	(1,815	)		$	21,340			$	(4,962	)		$	220,449		$	(6,777	)

December 31, 2013
U.S. Government agency securities		$	—		$	—			$	4,407			$	(562	)		$	4,407		$	(562	)
U.S. Government agency mortgage-backed securities			246,348			(7,374	)			7,961				(921	)			254,309			(8,295	)
Trust preferred securities			—			—				7,967				(4,659	)			7,967			(4,659	)
Collateralized Loan Obligations			45,729			(686	)											45,729			(686	)

Total		$	292,077		$	(8,060	)		$	20,335			$	(6,142	)		$	312,412		$	(14,202	)


The Company determines whether unrealized losses are temporary in accordance with FASB ASC 325-40, Investments – Other, when applicable, and FASB ASC 320-10, Investments – Overall, (“FASB ASC 320-10”). The evaluation is based upon factors such as the creditworthiness of the underlying borrowers, performance of the underlying collateral, if applicable, and the level of credit support in the security structure. Management also evaluates other factors and circumstances that may be indicative of an OTTI condition. These include, but are not limited to, an evaluation of the type of security, length of time and extent to which the fair value has been less than cost and near-term prospects of the issuer.
FASB ASC 320-10 requires the Company to assess if an OTTI exists by considering whether the Company has the intent to sell the security or it is more likely than not that it will be required to sell the security before recovery. If either of these situations applies, the guidance requires the Company to record an OTTI charge to earnings for the difference between the amortized cost basis of the security and the fair value of the security. If neither of these situations applies, the Company is required to assess whether it is expected to recover the entire amortized cost basis of the security. If the Company is not expected to recover the entire amortized cost basis of the security, the guidance requires the Company to bifurcate the identified OTTI into a credit loss component and a component representing loss related to other factors. A discount rate is applied which equals the effective yield of the security. The difference between the present value of the expected cash flows and the amortized book value is considered a credit loss. When a market price is not readily available, the market value of the security is determined using the same expected cash flows; the discount rate is a rate the Company determines from open market and other sources as appropriate for the security. The difference between the market value and the present value of cash flows expected to be collected is recognized in accumulated other comprehensive loss on the consolidated statements of financial condition. Application of this guidance resulted in no OTTI charges during the three months ended March 31, 2014 and 2013.
The following is a roll-forward for the three months ended March 31, 2014 and 2013 of OTTI charges recognized in earnings as a result of credit losses on investments:


		For the Three Months Ended March 31,
		2014			2013
Cumulative OTTI, beginning of period		$	10,203		$	10,203
Additional increase as a result of net impairment losses recognized on investments			—			—
Decrease as a result of the sale of an investment with net impairment losses			—			—

Cumulative OTTI, end of period		$	10,203		$	10,203

On December 10, 2013, the Board of Governors of the Federal Reserve System (“FRB”), the Office of the Comptroller of the Currency (“OCC”), the Federal Deposit Insurance Corporation (“FDIC”), the Commodity Futures Trading Commission (“CFTC”) and the Securities and Exchange Commission (“SEC”) issued final rules to implement the Volcker Rule contained in section 619 of the Dodd-Frank Act, generally to become effective on July 21, 2015. The Volcker Rule prohibits an insured depository institution and its affiliates (referred to as “banking entities”) from: (i) engaging in “proprietary trading” and (ii) investing in or sponsoring certain types of funds (“covered funds”) subject to certain limited exceptions. These prohibitions impact the ability of U.S. banking entities to provide investment management products and services that are competitive with nonbanking firms generally and with non-U.S. banking organizations in overseas markets. The rule also effectively prohibits short-term trading strategies by any U.S. banking entity if those strategies involve instruments other than those specifically permitted for trading.
The final Volcker Rule regulations do provide certain exemptions allowing banking entities to continue underwriting, market-making and hedging activities and trading certain government obligations, as well as various exemptions and exclusions from the definition of “covered funds.” However, the level of required compliance activity depends on the size of the banking entity and the extent of its trading.
On January 14, 2014, the five federal agencies approved an interim final rule to permit banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities from the investment prohibitions of the Volcker Rule. Under the interim final rule, the agencies permit the retention of an interest in or sponsorship of covered funds by banking entities if certain qualifications are met. In addition, the agencies released a non-exclusive list of issuers that meet the requirements of the interim final rule. On April 17, 2014 the FRB released guidance stating that it would extend the conformance period for banks holding collateralized loan obligations by two years to July 2017.
U.S. Government Agency Securities. At March 31, 2014, the gross unrealized loss in the category of 12 months or longer of $374 thousand consisted of one agency security with an estimated fair value of $4.6 million issued and guaranteed by a U.S. Government sponsored agency. The Company monitors certain factors such as market rates and possible credit deterioration to determine if an OTTI exists. As of March 31, 2014, management concluded that an OTTI did not exist on the aforementioned security based upon its assessment. Management also concluded that it does not intend to sell the security, and that it is not more likely than not it will be required to sell the security, before its recovery, which may be maturity, and management expects to recover the entire amortized cost basis of this security.

U.S. Government Agency Mortgage-Backed Securities. At March 31, 2014, the gross unrealized loss in the category of less than 12 months of $1.2 million consisted of 19 mortgage-backed securities with an estimated fair value of $129.8 million, the gross unrealized loss in the category of 12 months or longer of $578 thousand consisted of two mortgage-backed securities with an estimated fair value of $8.1 million issued and guaranteed by a U.S. Government sponsored agency. The Company monitors certain factors such as market rates and possible credit deterioration to determine if an OTTI exists. As of March 31, 2014, management concluded that an OTTI did not exist on any of the aforementioned securities based upon its assessment. Management also concluded that it does not intend nor will it be required to sell the securities, before their recovery, which may be maturity, and management expects to recover the entire amortized cost basis of these securities.
Collateralized Loan Obligation Securities. At March 31, 2014, the gross unrealized loss in the category of less than 12 months of $566 thousand consisted of six AAA and six AA rated collateralized loan obligation securities with an estimated fair value of $69.3 million. The Company monitors key credit metrics such as delinquencies, defaults, cumulative losses and credit support levels to determine if an OTTI exists. As of March 31, 2014, management concluded that an OTTI did not exist on any of the aforementioned securities based upon its assessment. Management also concluded that it does not intend nor will it be required to sell the securities, before their recovery, which may be maturity, and management expects to recover the entire amortized cost basis of these securities.
At March 31, 2014, the Company had 13 collateralized loan obligation securities with an amortized cost of $79.9 million and an estimated fair value of $79.3 million. These securities are subject to the provisions of the Volcker Rule. However, a final determination has yet to be made whether banks will be required to divest these investments. Discussion has been ongoing among the regulators, Congress and the investors in the collateralized loan obligations. Based on the current status of these discussions and through the Company’s communication with its investment advisors, the Company believes it will either be able to hold these collateralized loan obligation investments in its portfolio or have them modified such that the perceived risk will be adequately eliminated.
Trust Preferred Securities. At March 31, 2014, the gross unrealized loss in the category of 12 months or longer of $4.0 million consisted of two trust preferred securities. The trust preferred securities are comprised of one non-rated single issuer security with an amortized cost of $3.8 million and an estimated fair value of $2.7 million, and one non-investment grade rated pooled security with an amortized cost of $8.8 million and an estimated fair value of $5.9 million.
For the pooled security, the Company monitors each issuer in the collateral pool with respect to financial performance using data from the issuer’s most recent regulatory reports as well as information on issuer deferrals and defaults. Also, the security structure is monitored with respect to collateral coverage and current levels of subordination. Expected future cash flows are projected assuming additional defaults and deferrals based on the performance of the collateral pool. The non-investment grade pooled security is in a senior position in the capital structure. The security had a 2.9 times principal coverage. As of the most recent reporting date, interest has been paid in accordance with the terms of the security. The Company reviews projected cash flow analysis for adverse changes in the present value of projected future cash flows that may result in an other-than-temporary credit impairment to be recognized through earnings. The most recent valuations assumed no recovery on any defaulted collateral, no recovery on any deferring collateral and an additional 3.6% of defaults or deferrals’ every three years with no recovery rate. As of March 31, 2014, management concluded that an OTTI did not exist on the aforementioned security based upon its assessment. Management also concluded that it does not intend to sell the security, and that it is not more likely than not it will be required to sell the security, before its recovery, which may be maturity, and management expects to recover the entire amortized cost basis of this security.
The financial performance of the non-rated single issuer trust preferred security is monitored on a quarterly basis using data from the issuer’s most recent regulatory reports to assess the probability of cash flow impairment. Expected future cash flows are projected by incorporating the contractual cash flow of the security adjusted, if necessary, for potential changes in the amount or timing of cash flows due to the underlying creditworthiness of the issuer and covenants in the security.
In August 2009, the issuer of the non-rated single issuer trust preferred security elected to defer its normal quarterly dividend payment. As contractually permitted, the issuer may defer dividend payments up to five years with accumulated dividends, and interest on those deferred dividends, payable upon the resumption of its scheduled dividend payments. The issuer is currently operating under an agreement with its regulators. The agreement stipulates that the issuer must receive permission from its regulators prior to resuming its scheduled dividend payments. The contractual deferred period for the issuer ends on September 1, 2014.
The pooled security was included in the non-exclusive list of issuers that meet the requirements of the interim final rule release by the agencies and therefore will not be required to be sold by the Company. The single issuer security is not subject to the provisions of the Volcker rule.

During the three months ended March 31, 2014, the Company did not record an OTTI credit-related charge related to this deferring single issuer trust preferred security. Based on the Company’s most recent evaluation, the Company does not expect the issuer to default on the security based primarily on the issuer’s subsidiary bank reporting that it meets the minimum regulatory requirements to be considered a “well capitalized” institution. The Company recognizes that the length of time the issuer has been in deferral, the difficult economic environment and some weakened performance measures, while recently improving, increased the probability that a full recovery of principal and anticipated dividends may not be realized. The cumulative OTTI on this security as of March 31, 2014 was $1.2 million. Based upon the current capital position of the issuer and recent improvements in the financial performance of the issuer, the Company concluded that an additional impairment charge was not warranted at March 31, 2014.
The amortized cost and estimated fair value of the investment securities, by contractual maturity, at March 31, 2014 and December 31, 2013 are shown below. Actual maturities will differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.


		Available for Sale							Held to Maturity
		Amortized			Estimated				Amortized				Estimated Fair
		Cost			Fair Value				Cost				Value
March 31, 2014
Due in one year or less		$	748		$	748			$	—			$	—
Due after one year through five years			3,561			3,629				250				250
Due after five years through ten years			49,727			49,996				—				—
Due after ten years			75,951			72,224				—				—

Total investment securities, excluding mortgage-backed securities			129,987			126,597				250				250
U.S. Government agency mortgage-backed securities			312,420			312,534				405				414
Other mortgage-backed securities			274			274				—				—

Total investment securities		$	442,681		$	439,405			$	655			$	664

December 31, 2013
Due in one year or less		$	3,184		$	3,184			$	—			$	—
Due after one year through five years			3,430			3,490				250				250
Due after five years through ten years			35,452			35,460				—				—
Due after ten years			84,364			79,606				—				—

Total investment securities, excluding mortgage-backed securities			126,430			121,740				250				250
U.S. Government agency mortgage-backed securities			325,316			318,064				431				442
Other mortgage-backed securities			277			293				—				—

Total investment securities		$	452,023		$	440,097			$	681			$	692

At March 31, 2014, the Company had $74.6 million, amortized cost, and $75.6 million, estimated fair value, of investment securities pledged to secure public deposits. As of March 31, 2014, the Company had $185.6 million, amortized cost, and $186.1 million, estimated fair value, of investment securities pledged as collateral on secured borrowings.

Loans

Loans	3 Months Ended
Loans	Mar. 31, 2014
Receivables [Abstract]	'
Loans	'
	(4) Loans
	The components of loans as of March 31, 2014 and December 31, 2013 were as follows:
	Loan Components


		March 31, 2014			December 31, 2013
	Commercial:
	Commercial and industrial	$	437,109		$	478,734
	CRE owner occupied		428,944			468,442
	CRE non-owner occupied		583,865			576,084
	Land and development		70,075			64,306
	Consumer:
	Home equity lines of credit		184,936			188,478
	Home equity term loans		23,312			25,279
	Residential real estate		326,945			305,552
	Other		28,894			30,829

	Total gross loans held-for-investment		2,084,080			2,137,704
	Allowance for loan losses		(33,768	)		(35,537	)

	Net loans held-for-investment	$	2,050,312		$	2,102,167

	Loans on Non-Accrual Status


		March 31, 2014			December 31, 2013
	Commercial:
	Commercial & industrial	$	1,473		$	2,358
	CRE owner occupied		14,099			14,408
	CRE non-owner occupied		1,339			1,969
	Land and development		1,218			2,158
	Consumer:
	Home equity lines of credit		5,331			3,749
	Home equity term loans		1,044			1,240
	Residential real estate		4,253			3,341
	Other		630			591

	Total non-accrual loans	$	29,387		$	29,814

	Troubled debt restructuring, non-accrual	$	8,017		$	8,163

	Many of the Company’s commercial and industrial loans have a real estate component as part of the collateral securing the loan. Additionally, the Company makes commercial real estate loans for the acquisition, refinance, improvement and construction of real property. Loans secured by owner-occupied properties are dependent upon the successful operation of the borrower’s business. If the operating company experiences difficulties in terms of sales volume and/or profitability, the borrower’s ability to repay the loan may be impaired. Loans secured by properties where repayment is dependent upon payment of rent by third-party tenants or the sale of the property may be impacted by loss of tenants, lower lease rates needed to attract new tenants or the inability to sell a completed project in a timely fashion and at a profit.
	As of March 31, 2014, the Company had $48.7 million outstanding on 14 residential construction, commercial construction and land development relationships for which the agreements included interest reserves. As of December 31, 2013, the Company had $54.5 million outstanding on 17 residential construction, commercial construction and land development relationships for which the agreements included interest reserves. The total amount available in those reserves to fund interest payments was $3.3 million and $4.3 million at March 31, 2014 and December 31, 2013, respectively. There were no relationships with interest reserves which were on non-accrual status at March 31, 2014 and December 31, 2013. Construction projects are monitored throughout their lives by professional inspectors engaged by the Company. The budgets for loan advances and borrower equity injections are developed at the time of underwriting in conjunction with the review of the plans and specifications for the project being financed. Advances of the Company’s funds are based on the prepared budgets and will not be made unless the project has been inspected by the Company’s professional inspector who must certify that the work related to the advance is in place and properly complete. As it relates to construction project financing, the Company does not extend, renew or restructure terms unless its borrower posts cash collateral in an interest reserve.
	Included in the Company’s loan portfolio are modified commercial loans. Per FASB ASC 310-40, Troubled Debt Restructuring, (“FASB ASC 310-40”), a modification is one in which the creditor, for economic or legal reasons related to the debtor’s financial difficulties, grants a concession to the debtor that it would not otherwise consider, such as providing a below market interest rate and/or forgiving principal or previously accrued interest; this modification may stem from an agreement or be imposed by law or a court, and may involve a multiple note structure. Generally, prior to the modification, the loans which are modified as a troubled debt restructuring (“TDR”) are already classified as non-performing. These loans may only be returned to performing (i.e. accrual status) after considering the borrower’s sustained repayment performance for a reasonable amount of time, generally six months; this sustained repayment performance may include the period of time just prior to the restructuring.

Allowance_for_Loan_Losses

Allowance for Loan Losses	3 Months Ended
Allowance for Loan Losses	Mar. 31, 2014
Text Block [Abstract]	'
Allowance for Loan Losses	'
	(5) Allowance for Loan Losses
	Changes in the allowance for loan losses were as follows:
	Allowance for Loan Losses and Recorded Investment in Financing Receivables


			For the Three Months Ended March 31, 2014
			Commercial				Home				Residential				Other(2)				Total
			Commercial				Equity(1)				Real Estate				Other(2)				Total
	Allowance for loan losses:
	Beginning balance		$	27,828			$	3,375			$	2,898			$	1,436			$	35,537
	Charge-offs			(1,180	)			(307	)			(251	)			(357	)			(2,095	)
	Recoveries			201				84				2				39				326

	Net charge-offs			(979	)			(223	)			(249	)			(318	)			(1,769	)
	Provision for loan losses			(1,101	)			143				787				171				—

	Ending balance		$	25,748			$	3,295			$	3,436			$	1,289			$	33,768

	Ending balance: individually evaluated for impairment		$	—			$	—			$	—			$	16			$	16

	Ending balance: collectively evaluated for impairment		$	25,748			$	3,295			$	3,436			$	1,273			$	33,752

	Financing Receivables:
	Ending balance		$	1,519,993			$	208,248			$	326,945			$	28,894			$	2,084,080

	Ending balance: individually evaluated for impairment		$	25,874			$	5,630			$	4,164			$	623			$	36,291

	Ending balance: collectively evaluated for impairment		$	1,494,119			$	202,618			$	322,781			$	28,271			$	2,047,789


	-1	Amount includes both home equity lines of credit and term loans.
	-2	Includes the unallocated portion of the allowance for loan losses.


			For the Three Months Ended March 31, 2013
			Commercial				Home				Residential				Other(2)				Total
			Commercial				Equity(1)				Real Estate				Other(2)				Total
	Allowance for loan losses:
	Beginning balance		$	33,197			$	2,734			$	3,333			$	6,609			$	45,873
	Charge-offs			(2,986	)			(665	)			—				(151	)			(3,802	)
	Recoveries			4,758				53				3				68				4,882

	Net charge-offs			1,772				(612	)			3				(83	)			1,080
	Provision for loan losses			2,482				2,641				(323	)			(4,629	)			171

	Ending balance		$	37,451			$	4,763			$	3,013			$	1,897			$	47,124

	Ending balance: individually evaluated for impairment		$	2,021			$	—			$	119			$	—			$	2,140

	Ending balance: collectively evaluated for impairment		$	35,430			$	4,763			$	2,894			$	1,897			$	44,984

	Financing Receivables:
	Ending balance		$	1,737,079			$	229,319			$	248,875			$	36,287			$	2,251,560

	Ending balance: individually evaluated for impairment		$	61,339			$	5,923			$	5,734			$	618			$	73,614

	Ending balance: collectively evaluated for impairment		$	1,675,740			$	223,396			$	243,141			$	35,669			$	2,177,946


	-1	Amount includes both home equity lines of credit and term loans
	-2	Includes the unallocated portion of the allowance for loan losses.

	Risk Characteristics
Commercial Loans. Included in this segment is commercial and industrial, commercial real estate owner occupied, commercial real estate non-owner occupied, and land and development. Many of the Company’s commercial and industrial loans have a real estate component as part of the collateral securing the accommodation. Commercial real estate owner occupied loans rely on the cash flow from the successful operation of the borrower’s business to make repayment. If the operating company experiences difficulties in terms of sales volume and/or profitability, the borrower’s ability to repay the loan may be impaired. Commercial real estate non-owner occupied loans rely on the payment of rent by third-party tenants. The borrower’s ability to repay the loan or sell the property may be impacted by loss of tenants, lower lease rates needed to attract new tenants or the inability to sell a completed project in a timely fashion and at a profit. Commercial and industrial loans are primarily secured by assets of the business, such as accounts receivable and inventory. Due to the nature of the collateral securing these loans, the liquidation of these assets may be problematic and costly. Commercial real estate owner occupied and non-owner occupied loans are secured by the underlying properties. The local economy and real estate market affect the appraised value of these properties which may impact the ultimate repayment of these loans. Land and development loans are primarily repaid by the sale of the developed properties or by conversion to a permanent term loan. These loans are dependent upon the completion of the project on time and within budget, which may be impacted by general economic conditions. The Company requires cash collateral in an interest reserve in order to extend credit on construction projects to mitigate the credit risk.
Home Equity Loans. This segment consists of both home equity lines of credit and home equity term loans on single family residences. These loans rely on the personal income of the borrower for repayment which may be impacted by economic conditions, such as unemployment levels, interest rates and the housing market. These loans are primarily secured by second liens on properties. The secondary source of repayment may be impaired by the real estate market and local regulations.
Residential Real Estate Loans. Included in this segment are residential mortgages on single family residences. These loans rely on the personal income of the borrower for repayment which may be impacted by economic conditions, such as unemployment levels, interest rates and the housing market. These loans are primarily secured by liens on the underlying properties. The secondary source of repayment may be impaired by the real estate market and local regulations.
Other Loans. Other loans consist of personal credit lines, mobile home loans and consumer installment loans. These loans rely on the borrowers’ personal income for repayment and are either unsecured or secured by personal use assets and mobile homes. These loans may be impacted by economic conditions such as unemployment levels. The liquidation of the assets securing these loans may be difficult and costly.
The allowance for loan losses was $33.8 million and $35.5 million at March 31, 2014 and December 31, 2013, respectively. The ratio of allowance for loan losses to gross loans held-for-investment was 1.62% at March 31, 2014 and 1.66% at December 31, 2013.
The provision for loan losses charged to expense is based upon historical loan loss and recovery experience, a series of qualitative factors and an evaluation of estimated losses in the current loan portfolio, including the evaluation of impaired loans under FASB ASC 310, Receivables (“FASB ASC 310”). Values assigned to the qualitative factors and those developed from historic loss and recovery experience provide a dynamic basis for the calculation of reserve factors for both pass-rated loans (general pooled allowance) and those criticized and classified loans that continue to perform.
A loan is considered to be impaired when, based upon current information and events, it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the loan. An insignificant delay or insignificant shortfall in amount of payments does not necessarily result in a loan being identified as impaired. For this purpose, delays less than 90 days are considered to be insignificant. Impairment losses are included in the provision for loan losses in the unaudited condensed consolidated statements of operations. Loans not individually reviewed are evaluated as a group using reserve factor percentages based on historical loss and recovery experience and qualitative factors. Such loans generally include consumer loans, residential real estate loans and small business loans. In determining the appropriate level of the general pooled allowance, management makes estimates based on internal risk ratings, which take into account such factors as debt service coverage, loan-to-value ratios, management’s abilities and external factors.

The following table presents the Company’s components of impaired loans receivable, segregated by class of loans. Commercial and consumer loans that were collectively evaluated for impairment are not included in the data that follows:


		Recorded				Unpaid				Related				Average				Accrued				Cash
		Investment				Principal				Allowance				Recorded				Interest				Interest
						Balance								Investment				Income				Income
																		Recognized				Recognized
For the Three Months Ended March 31, 2014
With no related allowance:
Commercial:
Commercial & industrial		$	2,726			$	2,801			$	—			$	2,315			$	—			$	—
CRE owner occupied			20,190				29,166				—				20,184				—				—
CRE non-owner occupied			1,339				1,343				—				986				—				—
Land and development			1,620				1,658				—				1,851				—				—
Consumer:
Home equity lines of credit			4,726				6,062				—				3,913				—				—
Home equity term loans			902				1,061				—				912				—				—
Residential real estate			4,164				5,039				—				4,183				—				—
Other			598				1,710				—				448				—				—

With an allowance recorded:
Consumer:
Other			25				27				16				25				—				—

Total commercial		$	25,875			$	34,968			$	—			$	25,336			$	—			$	—
Total consumer		$	10,415			$	13,899			$	16			$	9,481			$	—			$	—

For the Year Ended December 31, 2013
With no related allowance:
Commercial:
Commercial & industrial		$	3,206			$	3,281			$	—			$	1,884			$	—			$	—
CRE owner occupied			18,503				27,367				—				13,528				—				—
CRE non-owner occupied			1,969				2,251				—				66				—				—
Land and development			2,512				2,549				—				2,669				—				—
Consumer:
Residential real estate			2,569				3,135				—				1,689				—				—
Home Equity Lines of Credit			3,749				5,051				—				3,132				—				—
Home Equity Term Loans			1,238				1,456				—				918				—				—
Other			560				1,567				—				481				—				—

With an allowance recorded:
Commercial:
Commercial & industrial		$	423			$	425			$	423			$	73			$	—			$	—
CRE owner occupied			2,164				2,164				494				47				—				—
Consumer:
Other			26				27				17				16				—				—

Total commercial		$	28,777			$	38,037			$	917			$	18,267			$	—			$	—
Total consumer		$	8,142			$	11,236			$	17			$	6,236			$	—			$	—

In accordance with FASB ASC 310, those impaired loans which are collateral dependent do not result in a specific allowance for loan losses. Included in impaired loans at March 31, 2014 were six TDRs, all of which were collateral dependent. In addition, one of the TDRs at March 31, 2014 included a commitment to lend additional funds of $53 thousand as of March 31, 2014.

There were no new TDR agreements entered into during the three months ended March 31, 2014. The following table presents an analysis of the Company’s TDR agreements entered into during the three months ended March 31, 2013.


		Troubled Debt Restructurings
		For the Three Months Ended March 31, 2013
		Number of				Pre-Modification				Post-Modification
		Contracts				Outstanding				Outstanding
						Recorded				Recorded
						Investment				Investment
Residential real estate			1			$	199				197
The following tables present information regarding the types of concessions granted on loans that were restructured during the three months ended March 31, 2013:


		Troubled Debt Restructurings
		For the Three Months Ended March 31, 2013
		Number of				Concession Granted
		Contracts				Concession Granted
Residential real estate			1				Modified term debt to interest only for six month period.
During the three months ended March 31, 2014 and March 31, 2013, the Company did not have any TDR agreements that had subsequently defaulted that were entered into within the respective preceding twelve months. All TDRs are currently on non-accrual status.
The following table presents the Company’s distribution of risk ratings within the held-for-investment loan portfolio, segregated by class, as of March 31, 2014 and December 31, 2013:
Credit Quality Indicators by Internally Assigned Grade


		Commercial				CRE				CRE				Land and				Home				Home		Residential		Other
		& industrial				owner				non-owner				development				Equity				Equity		Real Estate
						occupied				occupied								Lines of				Term
																		Credit				Loans
As of March 31, 2014
Grade:
Pass		$	379,426			$	370,843			$	560,266			$	67,968			$	177,472			$	22,246	$	320,163	$	27,239
Special Mention			32,702				17,356				8,746				489				—				—		—		—
Substandard			24,981				40,745				14,853				1,618				7,464				1,066		6,782		1,630
Doubtful			—				—				—				—				—				—		—		25

Total		$	437,109			$	428,944			$	583,865			$	70,075			$	184,936			$	23,312	$	326,945	$	28,894

As of December 31, 2013
Grade:
Pass		$	415,875			$	407,486			$	550,426			$	61,303			$	181,796			$	24,016	$	299,625	$	29,994
Special Mention			37,064				17,741				9,464				494				—				—		—		—
Substandard			25,372				41,051				16,194				2,509				6,682				1,263		5,927		809
Doubtful			423				2,164				—				—				—				—		—		26

Total		$	478,734			$	468,442			$	576,084			$	64,306			$	188,478			$	25,279	$	305,552	$	30,829

The Company’s primary tool for assessing risk when evaluating a loan in terms of its underwriting, structure, documentation and eventual collectability is a risk rating system where the loan is assigned a numeric value. Behind each numeric category is a defined set of characteristics reflective of the particular level of risk.
The risk rating system is based on a fourteen point grade using a two-digit scale. The upper seven grades are for “pass” categories, the middle grade is for the “criticized” category, while the lower six grades represent “classified” categories which are equivalent to the guidelines utilized by the Office of the OCC.

The portfolio manager is responsible for assigning, maintaining, and documenting accurate risk ratings for all commercial loans and commercial real estate loans. The portfolio manager assigns a risk rating at the inception of the loan, reaffirms it annually, and adjusts the rating based on the performance of the loan. As part of the loan review process, a regional credit officer will review risk ratings for accuracy. The portfolio manager’s risk rating will also be reviewed periodically by the loan review department and the Bank’s regulators.
To calculate risk ratings in a consistent fashion, the Company uses a Risk Rating Methodology that assesses quantitative and qualitative components which include elements of its financial condition, abilities of management, position in the market, collateral and guarantor support and the impact of changing conditions. When combined with professional judgment, an overall risk rating is assigned.
Aging of Receivables


		30-59				60-89				90 Days				Total Past				Current				Total		Loans 90
		Days Past				Days				Past Due				Due								Financing		Days Past
		Due				Past Due																Receivables		Due and
																								Accruing
As of March 31, 2014
Commercial:
Commercial & industrial		$	17,873			$	119			$	2,218			$	20,210			$	416,899			$	437,109	$	42
CRE owner occupied			4,422				2,359				3,221				10,002				418,942				428,944		—
CRE non-owner occupied			4,970				437				232				5,639				578,226				583,865		—
Land and development			—				—				1,620				1,620				68,455				70,075		—
Consumer:																									—
Home equity lines of credit			2,579				1,437				3,564				7,580				177,356				184,936
Home equity term loans			1,058				165				451				1,674				21,638				23,312		—
Residential real estate			7,505				631				2,846				10,982				315,963				326,945		—
Other			1,514				251				233				1,998				26,896				28,894		—

Total		$	39,921			$	5,399			$	14,385			$	59,705			$	2,024,375			$	2,084,080	$	42

As of December 31, 2013
Commercial:
Commercial & industrial		$	9,149			$	2,726			$	3,452			$	15,327			$	463,407			$	478,734	$	—
CRE owner occupied			4,901				5,865				3,753				14,519				453,923				468,442		—
CRE non-owner occupied			899				4,661				1,070				6,630				569,454				576,084		—
Land and development			—				—				2,512				2,512				61,794				64,306		—
Consumer:
Home equity lines of credit			3,030				1,457				2,324				6,811				181,667				188,478		—
Home equity term loans			1,032				223				825				2,080				23,199				25,279		—
Residential real estate			12,776				1.927				1,086				15,789				289,763				305,552		—
Other			340				202				378				920				29,909				30,829		—

Total		$	32,127			$	17,061			$	15,400			$	64,588			$	2,073,116			$	2,137,704	$	—

Real_Estate_Owned

Real Estate Owned	3 Months Ended
Real Estate Owned	Mar. 31, 2014
Banking And Thrift [Abstract]	'
Real Estate Owned	'
	(6) Real Estate Owned
	Real estate owned at March 31, 2014 and December 31, 2013 was as follows:


		March 31, 2014		December 31, 2013
	Commercial properties	$	1,227	$	1,227
	Residential properties		1,501		1,276
	Bank properties		—		—

	Total	$	2,728	$	2,503


	Summary of Real Estate Owned Activity


		Commercial		Residential			Bank		Total
		Properties		Properties			Properties		Total
	Beginning balance, January 1, 2014	$	1,227	$	1,276		$	—	$	2,503
	Transfers into real estate owned		—		455			—		455
	Sale of real estate owned		—		(223	)		—		(223	)
	Reserve for losses in real estate owned		—		(7	)		—		(7	)

	Ending balance, March 31, 2014	$	1,227		1,501			—		2,728

Derivative_Financial_Instrumen

Derivative Financial Instruments and Hedging Activities	3 Months Ended
Derivative Financial Instruments and Hedging Activities	Mar. 31, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments and Hedging Activities	'

	(7) Derivative Financial Instruments and Hedging Activities

	Derivative financial instruments involve, to varying degrees, interest rate, market and credit risk. The Company manages these risks as part of its asset and liability management process and through credit policies and procedures. The Company seeks to minimize counterparty credit risk by establishing credit limits and collateral agreements. The Company utilizes certain derivative financial instruments to enhance its ability to manage interest rate risk that exists as part of its ongoing business operations. In general, the derivative transactions entered into by the Company fall into one of two types: a fair value hedge of a specific fixed-rate loan agreement and an economic hedge of a derivative offering to a Bank customer. The Company does not use derivative financial instruments for trading purposes.

	Fair Value Hedges – Interest Rate Swaps. The Company utilizes interest rate swap agreements to hedge interest rate risk. The designated hedged items are subordinated notes related to commercial loans that provide a fixed interest receipt for the Company. The interest rate risk is the uncertainty of future interest rate levels and the impact of changes in rates on the fair value of the loans. The hedging of interest rate risk is intended to reduce the volatility of the fair value of the loans due to changes in the interest rate market.

	The Company previously entered into interest rate swaps with a counterparty whereby the Company makes payments based on a fixed interest rate and receives payments from the counterparty based on a floating interest rate, both calculated based on the principal amount of the underlying subordinated note, without the exchange of the underlying principal. The Company no longer enters into these interest rate swap transactions, the last of which occurred in August 2007. The interest rate swaps are designated as fair value hedges under FASB ASC 815, Derivatives and Hedging (“FASB ASC 815”). The critical terms assessed by the Company for each hedge of subordinated notes include the notional amounts of the swap compared to the principal amount of the notes, expiration/maturity dates, benchmark interest rate, prepayment terms and cash payment dates. At March 31, 2014 and December 31, 2013, the total outstanding notional amount of these swaps was $20.4 million and $21.2 million, respectively. For each of these swap agreements, the floating rate is based on the one-month London Interbank Offered Rate (“LIBOR”) paid on the first day of the month which matches the interest payment date on each subordinated note. The expiration dates for these swap agreements range from August 1, 2014 to August 1, 2022 and are consistent with the underlying subordinated note maturities and the swaps had a fair value of $0 at inception. At hedge inception and on an ongoing basis, conditions supporting hedge effectiveness are evaluated. The Company believes that all conditions required in paragraph ASC 815-20-25-104 have been met, as all terms of the subordinated note and the interest rate swap match. Because the Company’s evaluations have concluded that the critical terms of the subordinated notes and the interest rate swaps meet the criteria outlined in ASC 815-20-25-104, the “short-cut” method of accounting is applied, which assumes there is no ineffectiveness of a hedging arrangement’s ability to hedge risk as changes in the interest rate component of the swaps’ fair value are expected to exactly offset the corresponding changes in the fair value of the underlying subordinated notes, as described above. Because the hedging arrangement is considered perfectly effective, changes to the underlying benchmark interest rates considered in the valuation of these instruments do not result in a net impact to earnings; however, there may be fair value adjustments related to credit quality variations between counterparties, which may impact earnings as required by FASB ASC 820, Fair Value Measurements and Disclosures (“FASB ASC 820”). The fair value adjustments related to credit quality were not material as of March 31, 2014 and December 31, 2013.

	The following tables provide information pertaining to interest rate swaps designated as fair value hedges under FASB ASC 815 at March 31, 2014 and December 31, 2013:

	Summary of Interest Rate Swaps Designated As Fair Value Hedges



		March 31, 2014						December 31, 2013
	Balance Sheet Location	Notional			Fair Value			Notional		Fair Value
	Other liabilities	$	20,380		$	(1,346	)	$	21,172	$	(1,632	)




	Summary of Interest Rate Swap Components



		March 31, 2014			December 31, 2013
	Weighted average pay rate		6.93	%		6.94	%
	Weighted average receive rate		2.04	%		2.04	%
	Weighted average maturity in years		1.7			1.9


	Customer Derivatives – Interest Rate Swaps/Floors. The Company enters into interest rate swaps that allow our commercial loan customers to effectively convert a variable-rate commercial loan agreement to a fixed-rate commercial loan agreement. Under these agreements, the Company enters into a variable-rate loan agreement with a customer in addition to an interest rate swap agreement, which serves to effectively swap the customer’s variable-rate loan into a fixed-rate loan. The Company then enters into a corresponding swap agreement with a third party in order to economically hedge its exposure on the variable and fixed components of the customer agreement. The interest rate swaps with both the customers and third parties are not designated as hedges under FASB ASC 815 and are marked to market through earnings. As the interest rate swaps are structured to offset each other, changes to the underlying benchmark interest rates considered in the valuation of these instruments do not result in an impact to earnings; however, there may be fair value adjustments related to credit quality variations between counterparties, which may impact earnings as required by FASB ASC 820. The Company recognized $38 thousand and $504 thousand in fair value adjustment charges during the three months ended March 31, 2014 and 2013, respectively, which were included in the derivative credit valuation adjustment in the unaudited condensed consolidated statements of operations as a reduction to other income.



		March 31, 2014						December 31, 2013
	Balance Sheet Location	Notional			Fair Value			Notional		Fair Value
	Other assets	$	239,517		$	20,627		$	251,207	$	23,299
	Other liabilities		(239,517	)		(20,908	)		251,207		(23,526	)


	In addition, the Company has entered into an interest rate floor sale transaction with one commercial customer. The Company entered into corresponding interest rate floor purchase transactions with a third party in order to offset its exposure on the variable and fixed components of the customer agreements. As the interest rate floors with both the customer and the third party are not designated as hedges under FASB ASC 815, the instruments are marked to market through earnings. As the interest rate floors are structured to offset each other, changes to the underlying benchmark interest rates considered in the valuation of these instruments do not result in a net impact to earnings; however, there may be fair value adjustments related to credit quality variations between counterparties, which may impact earnings as required by FASB ASC 820. There were no fair value adjustments for the interest rate floor transactions for the three months ended March 31, 2014 and 2013. The combined notional amount of the two interest rate floors was $15.0 million and $15.2 million at March 31, 2014 and December 31, 2013, respectively. These transactions are recorded in other assets in the unaudited condensed consolidated statements of financial condition.

	Interest rate lock commitments on residential mortgages. As a part of its normal residential mortgage operations, the Bank will enter into an interest rate lock commitment with a potential borrower. The Bank enters into a corresponding commitment to an investor to sell that loan at a specific price shortly after origination. In accordance with FASB ASC 820, adjustments are recorded through earnings in mortgage banking revenue, net in the unaudited condensed consolidated statements of operations to account for the net change in fair value of these transactions. For the three months ended March 31, 2014 and 2013, the Company recognized $4 thousand and $214 thousand, respectively, in negative fair value adjustments. The interest rate lock commitments are recorded at fair value in other assets in the unaudited condensed consolidated statements of financial condition. The fair value of the interest rate lock commitments was $115 thousand and $119 thousand at March 31, 2014 and December 31, 2013, respectively. The interest rate lock commitments had a total notional amount of $12.2 million for the held-for-sale pipeline at March 31, 2014.

Deposits

Deposits	3 Months Ended
Deposits	Mar. 31, 2014
Banking And Thrift [Abstract]	'
Deposits	'
	(8) Deposits
	Deposits consist of the following major classifications:


		March 31, 2014		December 31, 2013
	Interest-bearing demand deposits	$	1,146,368	$	1,179,292
	Non-interest-bearing demand deposits		561,578		561,006
	Savings deposits		266,137		266,573
	Time certificates under $100,000		289,677		300,309
	Time certificates $100,000 or more		201,691		206,461
	Brokered time deposits		107,994		107,930

	Total	$	2,573,445	$	2,621,571

Loss_Earnings_Per_Share

(Loss) Earnings Per Share	3 Months Ended
(Loss) Earnings Per Share	Mar. 31, 2014
Earnings Per Share [Abstract]	'
(Loss) Earnings Per Share	'
	(9) (Loss) Earnings Per Share
	Basic (loss) earnings per share is computed by dividing net (loss) income available to common shareholders by the weighted average number of shares of common stock outstanding, net of any treasury shares, during the period. Diluted earnings per share is calculated by dividing net (loss) income available to common shareholders by the weighted average number of shares of common stock outstanding, net of any treasury shares, after consideration of the potential dilutive effect of common stock equivalents, based upon the treasury stock method using an average market price for the period.
	(Loss) Earnings Per Share Computation


		For the Three Months Ended March 31,
		2014			2013
	Net (loss) income	$	(1,906	)	$	2,453
	Average common shares outstanding		86,740,847			86,245,121
	Net effect of dilutive common stock equivalents		—			125,314

	Adjusted average shares outstanding—dilutive		86,740,847			86,370,435

	Basic (loss) earnings per share	$	(0.02	)	$	0.03
	Diluted (loss) earnings per share	$	(0.02	)	$	0.03

Commitments_and_Contingent_Lia

Commitments and Contingent Liabilities	3 Months Ended
Commitments and Contingent Liabilities	Mar. 31, 2014
Commitments And Contingencies Disclosure [Abstract]	'
Commitments and Contingent Liabilities	'
	(10) Commitments and Contingent Liabilities
	Letters of Credit
	In the normal course of business, the Company has various commitments and contingent liabilities, such as customers’ letters of credit (including standby letters of credit of $33.4 million and $34.6 million at March 31, 2014 and December 31, 2013, respectively) which are not reflected in the accompanying unaudited condensed consolidated financial statements. Standby letters of credit are conditional commitments issued by the Company to guarantee the performance of a customer to a third party. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan facilities to customers.
	Reserve for Unfunded Commitments
	The Company maintains a reserve for unfunded loan commitments and letters of credit which is reported in other liabilities in the unaudited condensed consolidated statements of financial condition consistent with FASB ASC 825, Financial Instruments. As of March 31, 2014, the Company recorded estimated losses inherent with unfunded loan commitments in accordance with FASB ASC 450, Contingencies, and estimated future obligations under letters of credit in accordance with FASB ASC 460, Guarantees. The methodology used to determine the adequacy of this reserve is integrated in the Company’s process for establishing the allowance for loan losses and considers the probability of future losses and obligations that may be incurred under these off-balance sheet agreements. The reserve for unfunded loan commitments and letters of credit at March 31, 2014 and December 31, 2013 was $650 thousand and $454 thousand, respectively. Management believes this reserve level is sufficient to absorb estimated probable losses related to these commitments.
	Reserve for Residential Mortgage Loans Sold with Recourse
	The Company maintains a reserve for residential mortgage loans sold with recourse to third-party purchasers which is reported in other liabilities in the unaudited condensed consolidated statements of financial condition. As of March 31, 2014, the Company records estimated losses inherent with residential mortgage loans sold with recourse in accordance with FASB ASC 450, Contingencies. This reserve is determined based upon the probability of future losses which is calculated using historical Company and industry loss data. The reserve for residential mortgage loan recourse as of March 31, 2014 and December 31, 2013 was $608 thousand and $647 thousand, respectively. Management believes this reserve level is sufficient to address potential recourse exposure.

Fair_Value_of_Financial_Instru

Fair Value of Financial Instruments	3 Months Ended
Fair Value of Financial Instruments	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value of Financial Instruments	'

	(11) Fair Value of Financial Instruments

	The Company accounts for fair value measurement in accordance with FASB ASC 820. FASB ASC 820 defines fair value, establishes a framework for measuring fair value, and expands disclosures about fair value measurements. FASB ASC 820 does not require any new fair value measurements. The definition of fair value retains the exchange price notion in earlier definitions of fair value. FASB ASC 820 clarifies that the exchange price is the price in an orderly transaction between market participants to sell the asset or transfer the liability in the market in which the reporting entity would transact for the asset or liability. The definition focuses on the price that would be received to sell the asset or paid to transfer the liability (an exit price), not the price that would be paid to acquire the asset or received to assume the liability (an entry price). FASB ASC 820 emphasizes that fair value is a market-based measurement, not an entity-specific measurement and also clarifies the application of fair value measurement in a market that is not active.

	FASB ASC 820 describes three levels of inputs that may be used to measure fair value:


		•		Level 1—Quoted prices in active markets for identical assets or liabilities.


		•		Level 2—Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. Level 2 inputs 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; and inputs that are derived principally from or corroborated by observable market data by correlation or other means.


		•		Level 3—Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of 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.

	FASB ASC 820 requires the Company to disclose the fair value for financial assets on both a recurring and non-recurring basis. The assets and liabilities measured at fair value on a recurring basis are as follows:



						Category Used for Fair Value Measurement
			Total			Level 1			Level 2			Level 3
	March 31, 2014
	Assets:
	Investment securities available for sale:
	U.S. Treasury securities		$	2,503		$	2,503		$	—		$	—
	U.S. Government agency securities			4,596			—			4,596			—
	U.S. Government agency mortgage-backed securities			312,534			—			312,534			—
	Other mortgage-backed securities			274			—			274			—
	State and municipal securities			30,796			—			30,796			—
	Trust preferred securities			8,616			—			—			8,616
	Collateralized loan obligations			79,338			—			79,338			—
	Other securities			748			748			—			—
	Hedged commercial loans			21,804			—			21,804			—
	Residential mortgage loans held-for-sale			16,048			—			16,048			—
	Interest rate lock commitments on residential mortgages			115			—			—			115
	Interest rate swaps			20,627			—			20,627			—
	Interest rate floor			99			—			99			—
	Liabilities:
	Fair value interest rate swaps			1,346			—			1,346			—
	Interest rate swaps			20,809			—			20,809			—
	Interest rate floor			99			—			99			—
	December 31, 2013
	Assets:
	Investment securities available for sale:
	U.S. Treasury securities		$	2,500		$	2,500		$	—		$	—
	U.S. Government agency securities			4,407			—			4,407			—
	U.S. Government agency mortgage-backed securities			318,064			—			318,064			—
	Other mortgage-backed securities			293			—			293			—
	State and municipal obligations			30,453			—			30,453			—
	Trust preferred securities			7,967			—			—			7,967
	Collateralized loan obligations			73,229			—			73,229			—
	Other securities			3,184			3,184			—			—
	Hedged commercial loans			22,435			—			22,435			—
	Residential loans held-for-sale			20,662			—			20,662			—
	Interest rate lock commitments on residential mortgages			119			—			—			119
	Interest rate swaps			23,299			—			23,299			—
	Interest rate floor			132			—			132			—
	Liabilities:
	Fair value interest rate swaps			1,635			—			1,635			—
	Interest rate swaps			23,526			—			23,526			—
	Interest rate floor			132			—			132			—




Level 1 Valuation Techniques and Inputs

U.S. Treasury securities. The Company reports U.S. Treasury securities at fair value utilizing Level 1 inputs. These securities are priced using observable quotations for the indicated security.

Other securities. The other securities category is comprised of money market mutual funds. Given the short maturity structure and the expectation that the investment can be redeemed at par value, the fair value of these investments is assumed to be the book value.

Level 2 Valuation Techniques and Inputs

The majority of the Company’s investment securities are reported at fair value utilizing Level 2 inputs. Prices of these securities are obtained through independent, third-party pricing services. Prices obtained through these sources include market derived quotations and matrix pricing and may include both observable and unobservable inputs. Fair market values take into consideration data such as dealer quotes, new issue pricing, trade prices for similar issues, prepayment estimates, cash flows, market credit spreads and other factors. The Company reviews the output from the third-party providers for reasonableness by the pricing consistency among securities with similar characteristics, where available, and by comparing values with other pricing sources available to the Company.

In general, the Level 2 valuation process uses the following significant inputs in determining the fair value of the Company’s different classes of investments:

U.S. Government agency securities. These securities are evaluated based on either a nominal spread basis for non-callable securities or on an option adjusted spread (“OAS”) basis for callable securities. The nominal spread and OAS levels are based on observations of identical or comparable securities actively trading in the markets.

U.S. Government agency mortgage-backed securities. The Company’s agency mortgage-backed securities generally fall into one of two categories, fixed-rate agency mortgage-backed pools or adjustable-rate agency mortgage-backed pools.

Fixed-rate agency mortgage-backed pools are valued based on spreads to actively traded To-Be-Announced (“TBA”) and seasoned securities, the pricing of which is provided by inter-dealer brokers, broker dealers and other contributing firms active in trading the security class. Further delineation is made by weighted average coupon (“WAC”) and weighted average maturity (“WAM”) with spreads on individual securities relative to actively traded securities as determined and quality controlled using OAS valuations.

Adjustable-rate agency mortgage-backed pools are valued on a bond equivalent effective margin (“BEEM”) basis obtained from broker-dealers and other contributing firms active in the market. BEEM levels are established for key sectors using characteristics such as month-to-roll, index, periodic and life caps and index margins and convertibility. Individual securities are then evaluated based on how their characteristics map to the sectors established.

Other mortgage-backed securities. The Company’s other mortgage-backed securities consist of whole loan, non-agency collateralized mortgage obligations (“CMOs,” individually, each a “CMO”). These securities are valued based on generic tranches and generic prepayment speed estimates of various types of collateral from contributing firms and broker/dealers in the whole loan CMO market.



State and municipal obligations. These securities are valued using information on identical or similar securities provided by market makers, broker/dealers and buy-side firms, new issue sales and bid-wanted lists. The individual securities are then priced based on mapping the characteristics of the security such as obligation type (general obligation, revenue, etc.), maturity, state discount and premiums, call features, taxability and other considerations.

Collateralized loan obligations. The fair value measurements for collateralized loan obligations are obtained through quotes obtained from broker/dealers based on similar actively traded securities. Those valuations would be classified as Level 2.

Hedged commercial loans. The hedged commercial loans are one component of a declared hedging relationship as defined under FASB ASC 815. The interest rate swap component of the declared hedging relationship is carried at its fair value and the carrying value of the commercial loans included a similar change in fair values. The fair value of these loans is estimated through discounted cash flow analysis which utilizes available credit and interest rate market data on performance of similar loans. This is considered a Level 2 input.

Residential mortgage loans held-for-sale. The Company’s residential mortgage loans held-for-sale are recorded at fair value utilizing Level 2 measurements. This fair value measurement is determined based upon third party quotes obtained on similar loans. The Company believes the fair value measurement of such loans reduces certain timing differences between related revenue and expense recognition in the Company’s financial statements and better aligns with the management of the portfolio from a business perspective. The fair value option allows the Company to record the mortgage loans held-for-sale portfolio at fair market value as opposed to the lower of cost or market. The Company economically hedges its residential loans held for sale portfolio with forward sale agreements which are reported at fair value. A lower of cost or market accounting treatment would not allow the Company to record the excess of the fair market value over book value but would require the Company to record the corresponding reduction in value on the hedges. Both the loans and related hedges are carried at fair value which reduces earnings volatility. For loans held-for-sale for which the fair value option has been elected, the aggregate fair value exceeded the aggregate principal balance by $209 thousand as of March 31, 2014. Interest income on these loans is recognized in interest and fees on loans in the unaudited condensed consolidated statements of operations. There were no residential mortgage loans held-for-sale that were nonaccrual or 90 or more days past due as of March 31, 2014 or December 31, 2013.

Interest rate swaps. The Company’s interest rate swaps, including fair value interest rate swaps and small exposures in interest rate caps and floors, are reported at fair value utilizing models provided by an independent, third-party and observable market data. When entering into an interest rate swap agreement, the Company is exposed to fair value changes due to interest rate movements, and also the potential nonperformance of our contract counterparty. Interest rate swaps are evaluated based on a zero coupon LIBOR curve created from readily observable data on LIBOR, interest rate futures and the interest rate swap markets. The zero coupon curve is used to discount the projected cash flows on each individual interest rate swap. In addition, the Company has developed a methodology to value the nonperformance risk based on internal credit risk metrics and the unique characteristic of derivative instruments, which include notional exposure rather than principal at risk and interest payment netting. The results of this methodology are used to adjust the base fair value of the instrument for the potential counterparty credit risk. Interest rate caps and floors are evaluated using industry standard options pricing models and observed market data on LIBOR and Eurodollar option and cap/floor volatilities.

Level 3 Valuation Techniques and Inputs

Trust preferred securities. The trust preferred securities are evaluated on a quarterly basis based on whether the security is an obligation of a single issuer or part of a securitization pool. For single issuer obligations, the Company uses discounted cash flow models which incorporate the contractual cash flow for each issue adjusted as necessary for any potential changes in amount or timing of cash flows. The cash flow model of a pooled issue incorporates anticipated loss rates and severities of the underlying collateral as well as credit support provided within the securitization. At least quarterly, the Company’s Treasury personnel reviews the modeling assumptions which include default assumptions, discount and forward rates. Changes in those assumptions could potentially have a significant impact on the fair value of the trust preferred securities.

The cash flow model for the pooled issue owned by the Company at March 31, 2014 assumes no recovery on defaulted collateral, no recovery on securities in deferral and an additional 3.6% future default rate assumption on the remaining performing collateral every three years with no recovery rate.

For trust preferred securities, projected cash flows are discounted at a rate based on a trading group of similar securities quoted on the New York Stock Exchange (“NYSE”) or over-the-counter markets which is reviewed for market data points such as credit rating, maturity, price and liquidity. The Company indexes the securities to a comparable maturity interest rate swap to determine the market spread, which is then used as the discount rate in the cash flow models. As of the reporting date, the market spreads were 4.5% for the pooled security and 7.5% for the single issuer that is currently deferring interest payments. An increase or decrease of 3% in the discount rate on the pooled issue would result in a decrease of $1.6 million or an increase of $2.3 million in the security fair value, respectively. An increase or decrease of 3% in the discount on the single issuer would result in a decrease of $570 thousand or an increase of $913 thousand in the security fair value, respectively.



The following provides details of the Level 3 fair value measurement activity for the three months ended March 31, 2014 and 2013:

Fair Value Measurements Using Significant Unobservable Inputs-Level 3

Investment Securities



		For the Three Months Ended
		March 31,
		2014			2013
Balance, beginning of period		$	7,967		$	5,882
Total gains, realized/unrealized:
Included in earnings			—			—
Included in accumulated other comprehensive income			649			421
Purchases			—			10,500
Maturities			—			—
Prepayments			—			—
Calls			—			—
Transfers into Level 3			—			—

Balance, end of period		$	8,616		$	16,803


There were no transfers between the three levels for the three months ended March 31, 2014 and 2013. The Company evaluates its hierarchy on a quarterly basis to ensure proper classification.

Interest rate lock commitments on residential mortgages. The determination of the fair value of interest rate lock commitments is based on agreed upon pricing with the respective investor on each loan and includes a pull through percentage. The pull through percentage represents an estimate of loans in the pipeline to be delivered to an investor versus the total loans committed for delivery. Significant changes in this input could result in a significantly higher or lower fair value measurement. As the pull through percentage is a significant unobservable input, this is deemed a Level 3 valuation input. The pull through percentage, which is based upon historical experience, was 75% as of March 31, 2014 and December 31, 2013, respectively. An increase or decrease of 20% in the pull through assumption would result in a positive or negative change of $31 thousand in the fair value of interest rate lock commitments at March 31, 2014. The fair value of interest rate lock commitments was $115 thousand at March 31, 2014 and $119 thousand at December 31, 2013.

Fair Value Measurements Using Significant Unobservable Inputs-Level 3

Interest Rate Lock Commitments on Residential Mortgages



		For the Three Months Ended
		March 31,
		2014			2013
Balance, beginning of period		$	119		$	847
Total gains, realized/unrealized:
Included in earnings(1)			(4	)		(214	)
Included in accumulated other comprehensive income			—			—
Purchases			—			—
Maturities			—			—
Prepayments			—			—
Calls			—			—
Transfers into Level 3			—			—

Balance, end of period		$	115		$	633



-1	Amount included in mortgage banking revenue, net on the consolidated statements of operations.



Certain assets are measured at fair value on a nonrecurring basis; that is, the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment). The Company measures impaired loans, Small Business Administration (“SBA”) servicing assets, restricted equity investments, goodwill and loans or bank properties transferred into other real estate owned at fair value on a non-recurring basis. At March 31, 2014 and 2013, these assets were valued in accordance with GAAP and, except for impaired loans and real estate owned included in the following table, did not require fair value disclosure under the provisions of FASB ASC 820. The related changes in fair value for the three months ended March 31, 2014 and 2013 are as follows:



					Category Used for Fair Value									Total Losses
					Measurement
														Or Changes

		Total			Level 1			Level 2			Level 3			in Net Assets
31-Mar-14
Assets:
Impaired loans		$	3,882		$	—		$	—		$	3,882		$	(997	)
Real estate owned			376			—			—			376			(7	)
31-Mar-13
Assets:
Impaired loans		$	55,560		$	—		$	—		$	55,560		$	(3,896	)
Real estate owned			154			—			—			154			(58	)


Under FASB ASC 310, the fair value of collateral dependent impaired loans is based on the fair value of the underlying collateral, typically real estate, which is based on valuations. It is the policy of the Company to obtain a current appraisal or evaluation when a loan has been identified as non-performing. The type of appraisal obtained will be commensurate with the size and complexity of the loan. The resulting value will be adjusted for the potential cost of liquidation and decline of values in the market. New appraisals will be obtained on an annual basis until the loan is repaid in full, liquidated, or returns to performing status.

While the loan policy dictates that a loan be assigned to the special assets department when it is placed on non-accrual status, there is a need for loan officers to consistently and accurately determine collateral values when a loan is initially designated as criticized or classified. The most effective means of determining the fair value of real estate collateral at a point in time is by obtaining a current appraisal or evaluation of the property. In anticipation of the receipt of a current appraisal or evaluation, the Company has provided for an alternative and interim means of determining the fair value of the real estate collateral.

The most recent appraisal or reported value of the collateral securing a loan, net of a discount for the estimated cost of liquidation, is the Company’s basis for determining fair value.

The following table summarizes the Company’s appraisal approach based upon loan category.



Loan Category Used for Impairment Review		Method of Determining the Value
Loans less than $1 million		Evaluation report or restricted use appraisal
Loans $1 million or greater
Existing appraisal 18 months or less		Restricted use appraisal
Existing appraisal greater than 18 months		Summary form appraisal
Commercial loans secured primarily by residential real estate
Loans less than $1 million		Automated valuation model
Loans $1 million or greater		Summary form appraisal
Non-commercial loans secured primarily by residential real estate
Loans less than $250 thousand		Automated valuation model or summary form appraisal
Loans $250 thousand or greater		Summary form appraisal

An evaluation report, as defined by the OCC, is a written report prepared by an appraiser that describes the real estate collateral, its condition, current and projected uses and sources of information used in the analysis, and provides an estimate of value in situations when an appraisal is not required.

A restricted use appraisal is defined as a written report prepared under the Uniform Standards of Professional Appraisal Practice (“USPAP”). A restricted use appraisal is for the Company’s use only and should contain a brief statement of information significant to the determination of the value of the collateral under review. This report can be used for ongoing collateral monitoring.

A summary form appraisal is defined as a written report prepared under the USPAP which contains a detailed summary of all information significant to the determination of the collateral valuation. This report is more detailed than a restricted use report and provides sufficient information to enable the user to understand the rationale for the opinions and conclusions in the report.



An automated valuation model is an internal computer program that estimates a property’s market value based on market, economic, and demographic factors.

On a quarterly basis, or more frequently as necessary, the Company will review the circumstances of each collateral dependent loan and real estate owned property. A collateral dependent loan is defined as one that relies solely on the operation or the sale of the collateral for repayment. Adjustments to any specific reserve relating to a collateral shortfall, as compared to the outstanding loan balance, will be made if justified by appraisals, market conditions or current events concerning the loan.

All appraisals received which are utilized to determine valuations for criticized and classified loans or properties placed in real estate owned are provided under an “as is” value. Partially charged off loans are measured for impairment upon receipt of an updated appraisal based on the relationship between the remaining balance of the charged down loan and the discounted appraised value. Such loans will remain on non-accrual status unless performance by the borrower warrants a return to accrual status. Recognition of non-accrual status occurs at the time a loan can no longer support principal and interest payments in accordance with the original terms and conditions of the loan documents. When impairment is determined, a specific reserve reflecting any calculated shortfall between the value of the collateral and the outstanding balance of the loan is recorded. Subsequent adjustments, prior to receipt of a new appraisal, to any related specific reserve will be made if justified by market conditions or current events concerning the loan. If an internal discount-based evaluation is being used, the discount percentage may be adjusted to reflect market changes, changes to the collateral value of similar loans or circumstances of the individual loan itself. The amount of the charge-off is determined by calculating the difference between the current loan balance and the current collateral valuation, plus estimated cost to liquidate.

Impaired loan fair value measurements are based upon unobservable inputs, and therefore, are categorized as a Level 3 measurement. Impaired loans with an aggregate gross carrying amount of $25 thousand and $14.6 million at March 31, 2014 and 2013, respectively, included specific reserves in the allowance for loan losses of $16 thousand and $1.5 million as the collateral underlying these loans had a fair value of $8 thousand and $13.1 million at March 31, 2014 and 2013, respectively. Charge-offs of $419 thousand were recorded on impaired loans with a specific reserve during the three months ended March 31, 2014, all of which related to loans which were fully charged off. There were no charge-offs for impaired loans with specific reserves during the three months ended March 31, 2013. Impaired loans with an aggregate carrying amount of $3.9 million and $42.4 million at March 31, 2014 and 2013, respectively, did not include specific reserves as the value of the underlying collateral was not below the carrying amount. However, these loans did include charge-offs of $578 thousand, of which $174 thousand related to loans that were fully charged off at March 31, 2014 and $2.4 million, of which $509 thousand related to loans which were fully charged off at March 31, 2013.

Once a loan is determined to be uncollectible, the underlying collateral is repossessed and reclassified as other real estate owned. The balance of other real estate owned also includes bank properties transferred from operations. These assets are carried at lower of cost or fair value of the collateral, less cost to sell. In some cases, adjustments are made to the appraised values for various factors including age of the appraisal, age of comparable properties included in the appraisal, and known changes in the market and the collateral. During the three months ended March 31, 2014 and 2013, the Company recorded a decrease in fair value on commercial properties of $7 thousand and $58 thousand, respectively. These adjustments were based upon unobservable inputs, and therefore categorized as Level 3 measurements.



Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities



		March 31, 2014						December 31, 2013
		Carrying			Estimated			Carrying			Estimated
		Amount			Fair Value			Amount			Fair Value
Assets:
Cash and due from banks		$	49,850		$	49,850		$	38,075		$	38,075
Interest-earning bank balances			232,245			232,245			229,687			229,687
Restricted cash			26,000			26,000			26,000			26,000
Investment securities available for sale			439,405			439,405			440,097			440,097
Investment securities held to maturity			655			664			681			692
Loans receivable, net			2,028,508			1,925,661			2,079,732			1,964,856
Loans held-for-sale			16,048			16,048			20,662			20,662
Hedged commercial loans(1)			22,396			22,396			22,435			22,435
Restricted equity investments			16,664			16,664			17,019			17,019
Interest rate lock commitments on residential mortgages			115			115			119			119
Interest rate swaps			20,627			20,627			23,299			23,299
Interest rate floor			99			99			132			132
Liabilities:
Demand deposits			1,707,946			1,762,240			1,740,298			1,795,685
Savings deposits			266,137			271,797			266,573			272,264
Time deposits			599,362			599,631			614,700			615,735
Securities sold under agreements to repurchase – customers			471			471			478			478
Advances from FHLBNY			60,915			61,021			60,956			61,072
Junior subordinated debentures			92,786			63,904			92,786			63,747
Fair value interest rate swaps			1,348			1,348			1,632			1,632
Interest rate swaps			20,809			20,809			23,526			23,526
Interest rate floor			99			99			132			132



-1	Includes positive market value adjustment of $1.3 million and $1.6 million at March 31, 2014 and December 31, 2013, respectively, which is equal to the change in value of related interest rate swaps designated as fair value hedges of these hedged loans in accordance with FASB ASC 815.

Cash and cash equivalents. For cash and cash equivalents, the carrying amount is a reasonable estimate of fair value. This is a Level 1 fair value input.

Restricted cash. For restricted cash, the carrying amount is a reasonable estimate of fair value. This is a Level 1 fair value input.

Investment securities. For investment securities, fair values are based on a combination of quoted prices for identical assets in active markets, quoted prices for similar assets in markets that are either actively or not actively traded and price models, discounted cash flow methodologies, or similar techniques that may contain unobservable inputs that are supported by little or no market activity and require significant judgment. The fair value of available-for-sale securities is measured utilizing Level 1, Level 2, and Level 3 inputs. The fair value of held-to-maturity securities is measured utilizing Level 2 inputs.

Loans receivable. The fair value of loans receivable is estimated using discounted cash flow analysis. Projected future cash flows are calculated using loan characteristics, and assumptions of voluntary and involuntary prepayment speeds. For performing loans, Level 2 inputs are utilized as the cash flow analysis is performed using available market data on the performance of similar loans. Projected cash flows are prepared using discount rates believed to represent current market rates. For non-performing loans, the cash flow assumptions are considered Level 3 inputs as market data is not readily available.

Loans held-for-sale. Loans held-for-sale generally includes residential mortgage loans that are originated with the intent to sell. These loans are recorded at fair value under FASB ASC 825. The fair value of loans held-for-sale is valued using the quoted market price of such loans, which is a Level 2 input.

Hedged commercial loans. The hedged commercial loans are one component of a declared hedging relationship as defined under FASB ASC 815. The interest rate swap component of the declared hedging relationship is carried at its fair value and the carrying value of the commercial loans includes a similar change in fair values. The fair value of these loans is measured utilizing Level 2 inputs.

Restricted equity securities. Ownership in equity securities of Federal Reserve Bank of Philadelphia (the “Federal Reserve Bank”), FHLBNY and Atlantic Central Bankers Bank is restricted and there is no established market for their resale. The carrying amount is a reasonable estimate of fair value. As these securities are not readily marketable, the fair value is based on Level 2 inputs.

Interest rate lock commitments on residential mortgages. The fair value of interest rate lock commitments is estimated using pricing from existing purchase commitments on each loan in the pipeline. This value is adjusted for a pull through estimate which is determined based on historical experience with loan deliveries from the residential mortgage pipeline. As this estimate is unobservable and can result in significant fluctuation in the fair value determination, this is considered a Level 3 input under the fair value hierarchy.

Interest rate swaps/floors and fair value interest rate swaps. The Company’s derivative financial instruments are not exchange-traded and therefore are valued utilizing models with the primary input being readily observable market parameters, specifically the LIBOR swap curve. In addition, the Company incorporates a qualitative fair value adjustment related to credit quality variations between counterparties as required by FASB ASC 820. This is a level 2 input.



Demand deposits, savings deposits and time deposits. The fair value of demand deposits and savings deposits is determined by projecting future cash flows using an estimated economic life based on account characteristics, a Level 2 input. The resulting cash flow is discounted using rates available on alternative funding sources. The fair value of time deposits is estimated using the rate and maturity characteristics of the deposits to estimate their cash flow. This cash flow is discounted at rates for similar term wholesale funding.

Securities sold under agreements to repurchase – customer. The fair value is estimated to be the amount payable at the reporting date. This is considered a Level 2 input.

Securities sold under agreements to repurchase – FHLBNY advances. The fair value is estimated through Level 2 inputs by determining the cost or benefit for early termination of the individual borrowing.

Junior subordinated debentures. The fair value was estimated by discounting approximate cash flows of the borrowings by yields estimating the fair value of similar issues. The valuation model considers current market spreads, known and anticipated credit issues of the underlying collateral, term and reinvestment period and market transactions of similar issues, if available. This is a Level 3 input under the fair value hierarchy.

The fair value estimates presented herein are based on pertinent information available to management as of March 31, 2014 and December 31, 2013. Although management is not aware of any factors that would significantly affect the estimated fair value amounts, such amounts have not been comprehensively revalued for purposes of these condensed consolidated financial statements since those dates and, therefore, current estimates of fair value may differ significantly from the amount presented herein.

Regulatory_Matters

Regulatory Matters

3 Months Ended

Mar. 31, 2014

Banking And Thrift [Abstract]

Regulatory Matters

(12) Regulatory Matters

The Company is subject to risk-based capital guidelines adopted by the FRB for bank holding companies. The Bank is also subject to similar capital requirements adopted by the OCC. Under the requirements the federal bank regulatory agencies have established quantitative measures to ensure that minimum thresholds for Total Capital, Tier 1 Capital and Leverage (Tier 1 Capital divided by average assets) ratios (set forth in the table below) are maintained. Failure to meet minimum capital requirements can initiate certain mandatory, and possibly additional discretionary, actions by regulators that, if undertaken, could have a direct material effect on the Company’s and the Bank’s consolidated financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Company and the Bank must meet specific capital guidelines that involve quantitative measures of their assets and certain off-balance sheet items as calculated under regulatory practices.

The Company’s and the Bank’s capital amounts and classifications are also subject to qualitative judgments by the federal bank regulators about components, risk weightings and other factors. The Company’s and the Bank’s risk-based capital ratios have been computed in accordance with regulatory practices. The Company and the Bank were in compliance with these regulatory capital requirements of the FRB and the OCC as of March 31, 2014. As discussed below and elsewhere herein, additional capital requirements have been imposed on the Bank by the OCC, which the Bank was also in full compliance with as of March 31, 2014 and December 31, 2013.

On April 15, 2010, the Bank entered into a written agreement with the OCC (the “OCC Agreement”) which contained requirements to develop and implement a profitability and capital plan which provides for the maintenance of adequate capital to support the Bank’s risk profile in the current economic environment. The capital plan was also required to contain a dividend policy allowing dividends only if the Bank is in compliance with the capital plan, and obtains prior approval from the OCC. During the second quarter of 2010, the Company delivered its profit and capital plans to the OCC. Updated profit and capital plans were subsequently submitted as required.

The Bank also agreed to: (a) implement a program to protect the Bank’s interest in criticized or classified assets, (b) review and revise the Bank’s loan review program; (c) implement a program for the maintenance of an adequate allowance for loan losses; and (d) revise the Bank’s credit administration policies. During the second quarter of 2010, the Company revised and implemented changes to policies and procedures pursuant to the OCC Agreement. The Bank also agreed that its brokered deposits will not exceed 3.5% of its total liabilities unless approved by the OCC. Effective October 18, 2012, the OCC approved an increase of this limit to 6.0%. Management does not expect this restriction will limit its access to liquidity as the Bank does not rely on brokered deposits as a major source of funding. As of March 31, 2014, the Bank’s brokered deposits represented 3.9% of its total liabilities.

In addition, the Company is required to seek the prior approval of the Federal Reserve Bank before paying interest, principal or other sums on trust preferred securities or any related subordinated debentures, declaring or paying cash dividends or taking dividends from the Bank, repurchasing outstanding stock or incurring indebtedness. The Company is also required to take certain remedial steps and submit plans and progress reports to the Federal Reserve Bank.

The Bank is also subject to individual minimum capital ratios established by the OCC requiring the Bank to continue to maintain a Leverage ratio at least equal to 8.50% of adjusted total assets, to continue to maintain Tier 1 Capital ratio at least equal to 9.50% of risk-weighted assets and to maintain a Total Capital ratio at least equal to 11.50% of risk-weighted assets. At March 31, 2014, the Bank met all of the three capital ratios established by the OCC as its Leverage ratio was 9.45%, its Tier 1 Capital ratio was 12.83%, and its Total Capital ratio was 14.08%.

The following table provides both the Company’s and the Bank’s risk-based capital ratios as of March 31, 2014 and December 31, 2013.

Regulatory Capital Levels

Actual

For Capital

To Be Well Capitalized Under

Adequacy Purposes

Prompt Corrective Action

Provision(1)

Amount

Ratio

Amount

Ratio

Amount

Ratio

March 31, 2014

Total capital (to risk-weighted assets):

Sun Bancorp, Inc.

329,930

14.87

177,526

N/A

Sun National Bank

311,694

14.08

177,075

221,344

Tier I capital (to risk-weighted assets):

Sun Bancorp, Inc.

282,992

12.75

88,763

N/A

Sun National Bank

283,943

12.83

88,538

132,807

Leverage ratio:

Sun Bancorp, Inc.

282,992

9.4

120,434

N/A

Sun National Bank

283,943

9.45

120,223

150,279

December 31, 2013

Total capital (to risk-weighted assets):

Sun Bancorp, Inc.

332,295

14.41

184,494

N/A

Sun National Bank

314,107

13.65

184,070

230,088

Tier I capital (to risk-weighted assets):

Sun Bancorp, Inc.

284,781

12.34

92,247

N/A

Sun National Bank

285,257

12.4

92,035

138,053

Leverage ratio:

Sun Bancorp, Inc.

284,781

8.99

126,682

N/A

Sun National Bank

285,257

9.02

126,479

158,099

-1

Not applicable for bank holding companies.

At March 31, 2014 and December 31, 2013, although the Company and the Bank exceeded the regulatory minimum ratios for classification as “well capitalized,” due to the fact that it was subject to the OCC Agreement, it cannot be deemed “well capitalized.”

On July 2, 2013, the federal banking regulatory agencies, including the FRB and the OCC, approved the final Basel III capital rules for U.S. banking institutions. For further information regarding the Basel III capital rules, see “Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations – Liquidity and Capital Resources – Basel III Capital Rules,” which information is incorporated in this Note 12 in its entirety.

The ability of the Bank to pay dividends to the Company is controlled by certain regulatory restrictions. Generally, dividends declared in a given year by a national bank are limited to its net profit, as defined by regulatory agencies, for that year, combined with its retained net income for the preceding two years, less any required transfer to surplus or to fund for the retirement of any preferred stock. In addition, a national bank may not pay any dividends in an amount greater than its undivided profits and a national bank may not declare any dividends if such declaration would leave the bank inadequately capitalized. Therefore, the ability of the Bank to declare dividends will depend on its future net income and capital requirements. Also, banking regulators have indicated that national banks should generally pay dividends only out of current operating earnings. Following this guidance, the Bank would not be able to pay a dividend to the Company at March 31, 2014. Moreover, per the OCC Agreement and the Federal Reserve Bank requirements referenced above, a dividend may only be declared if it is in accordance with the approved capital plan, the Bank remains in compliance with the capital plan following the payment of the dividend and the dividend is approved by the OCC and the Federal Reserve Bank.

The Bank’s deposits are insured to applicable limits by the FDIC. Pursuant to the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (the “Dodd-Frank Act”), the Federal Deposit Insurance Act was amended to increase the maximum deposit insurance amount from $100,000 to $250,000.

FDIC assessment expense of $1.0 million was recognized during the three months ended March 31, 2014 and 2013, respectively.

The Company’s capital securities qualify as Tier 1 capital under federal regulatory guidelines. These instruments are subject to a 25% capital limitation under risk-based capital guidelines developed by the FRB. Under FRB rules, restricted core capital elements, which are qualifying trust preferred securities, qualifying cumulative perpetual preferred stock (and related surplus) and certain minority interests in consolidated subsidiaries, are limited in the aggregate to no more than 25% of a bank holding company’s core capital elements (including restricted core capital elements), net of goodwill less any associated deferred tax liability. However, under the Dodd-Frank Act, bank holding companies are prohibited from including in their Tier 1 capital hybrid debt and equity securities, including trust preferred securities, issued on or after May 19, 2010. Any such instruments issued before May 19, 2010 by a bank holding company, such as the Company, with total consolidated assets of less than $15 billion as of December 31, 2009, may continue to be included as Tier 1 capital (subject to the 25% limitation). The portion that exceeds the 25 percent capital limitation qualifies as Tier 2, or supplementary capital of the Company. At March 31, 2014, $70.9 million of a total of $90.0 million in capital securities qualified as Tier 1 with $19.1 million qualifying as Tier 2.

On December 10, 2013, the FRB, the OCC, the FDIC, the CFTC and the SEC issued final rules to implement the Volcker Rule, which prohibits an insured depository institution and its affiliates from: (i) engaging in “proprietary trading” and (ii) investing in or sponsoring certain types of funds. On January 14, 2014, these five federal agencies approved a related interim final rule pertaining to the ability of banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities. For further information regarding the Volcker Rule, see “Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations – Liquidity and Capital Resources – Volcker Rule,” which information is incorporated in this Note 12 in its entirety.

Forward-Looking Statements

This Quarterly Report on Form 10-Q of the Company and the documents incorporated by reference herein may contain forward-looking statements within the meaning of Section 27A of the Securities Act of 1933, as amended (the “Securities Act”), and Section 21E of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), and are intended to be covered by the safe harbor provisions for forward-looking statements contained in the Private Securities Litigation Reform Act of 1995. We are including this statement for the purpose of invoking those safe harbor provisions. Forward-looking statements often include the words “believes,” “expects,” “anticipates,” “estimates,” “forecasts,” “intends,” “plans,” “targets,” “potentially,” “probably,” “projects,” “outlook” or similar expressions or future or conditional verbs such as “may,” “will,” “should,” “would” and “could.” These forward-looking statements may include, among other things:

•

statements and assumptions relating to financial performance;

•

statements relating to the anticipated effects on results of operations or financial condition from recent or future developments or events;

•

statements relating to our business and growth strategies and our regulatory capital levels;

•

statements relating to potential sales of our criticized and classified assets; and

•

any other statements, projections or assumptions that are not historical facts.

Actual future results may differ materially from our forward-looking statements, and we qualify all forward-looking statements by various risks and uncertainties we face, some of which are beyond our control, as well as the assumptions underlying the statements, including, among others, the following factors:

•

the strength of the United States economy in general and the strength of the local economies in which we conduct operations;

•

market volatility;

•

the credit risks of lending activities, including changes in the level and trend of loan delinquencies and write-offs;

•

the overall quality of the composition of our loan and securities portfolios;

•

the market for criticized and classified assets that we may sell;

•

legislative and regulatory changes, including the Dodd-Frank Act and impending regulations, changes in banking, securities and tax laws and regulations and their application by our regulators and changes in the scope and cost of FDIC insurance and other coverages;

•

the effects of, and changes in, monetary and fiscal policies and laws, including interest rate policies of the FRB;

•

inflation, interest rate, market and monetary fluctuations;

•

fluctuations in the demand for loans, the number of unsold homes and other properties and fluctuations in real estate values in our market areas;

•

the effect of and our compliance with the terms of the OCC Agreement and the Federal Reserve Bank requirements as well as compliance with the individual minimum capital ratios established for the Bank by the OCC;

•

the results of examinations of us by the Federal Reserve Bank and of the Bank by the OCC, including the possibility that the OCC may, among other things, require the Bank to increase its allowance for loan losses or to write-down assets;

•

our ability to control operating costs and expenses;

•

our ability to manage delinquency rates;

•

our ability to retain key members of our senior management team;

•

the costs of litigation, including settlements and judgments;

•

the increased competitive pressures among financial services companies;

•

the timely development of and acceptance of new products and services and the perceived overall value of these products and services by businesses and consumers, including the features, pricing and quality compared to our competitors’ products and services;

•

technological changes;

•

acquisitions;

•

changes in consumer and business spending, borrowing and saving habits and demand for financial services in our market area;

•

adverse changes in securities markets;

•

the inability of key third-party providers to perform their obligations to us;

•

changes in accounting policies and practices, as may be adopted by the financial institution regulatory agencies, the Financial Accounting Standards Board;

•

war or terrorist activities;

•

other economic, competitive, governmental, regulatory and technological factors affecting our operations, pricing, products and services and the other risks described elsewhere herein or in the documents incorporated by reference herein and our other filings with the SEC; and

•

our success at managing the risks involved in the foregoing.

Some of these and other factors are discussed in the Company’s Annual Report on Form 10-K for the fiscal year ended December 31, 2013 , under “Item 1A Risk Factors” and “Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations” as such sections may be amended or supplemented herein or in other filings pursuant to the Exchange Act. The development of any or all of these factors could have an adverse impact on our financial position and results of operations.

Any forward-looking statements are based upon management’s beliefs and assumptions at the time they are made. We undertake no obligation to publicly update or revise any forward-looking statements included or incorporated by reference herein or to update the reasons why actual results could differ from those contained in such statements, whether as a result of new information, future events or otherwise, unless otherwise required to do so by law or regulation. In light of these risks, uncertainties and assumptions, the forward-looking statements discussed herein or in the documents incorporated by reference herein might not occur, and you should not put undue reliance on any forward-looking statements.

NON-GAAP FINANCIAL MEASURES

This Quarterly Report on Form 10-Q of the Company contains financial information prepared pursuant to methods other than in accordance with GAAP. Management uses these “non-GAAP” measures in their analysis of the Company’s performance. Management believes that these non-GAAP financial measures provide a greater understanding of ongoing operations and enhance comparability of results with prior periods as well as demonstrating the effects of significant gains and charges in the current period. The Company believes that a meaningful analysis of its financial performance requires an understanding of the factors underlying that performance. These disclosures should not be viewed as a substitute for operating results determined in accordance with GAAP, nor are they necessarily comparable to non-GAAP performance measures that may be presented by other companies. Management uses these measures to evaluate the underlying performance and efficiency of operations. Management believes these measures reflect core trends of the business.

Tax Equivalent Net Interest Income:

This Quarterly Report on Form 10-Q references tax-equivalent interest income. Tax-equivalent interest income is a non-GAAP financial measure. Tax-equivalent interest income assumes a 35% marginal federal tax rate for all periods. The fully taxable equivalent adjustments for the three months ended March 31, 2014 and 2013 were $166 thousand and $212 thousand, respectively. Tax-equivalent net interest income is net interest income plus the taxes that would have been paid had tax-exempt securities been taxable. This number attempts to enhance the comparability of the performance of assets that have different tax liabilities. The following table provides a reconciliation of tax equivalent net interest income to GAAP net interest income using a 35% tax rate:

For the Three Months Ended:

March 31,

2014

2013

Net interest income, as presented

21,392

23,078

Effect of tax-exempt income

166

212

Net interest income, tax equivalent

21,558

23,290

Core Deposits:

Core deposits is calculated by excluding time deposits and brokered deposits from total deposits. The following table provides a reconciliation of core deposits to GAAP total deposits at March 31, 2014 and December 31, 2013:

March 31, 2014

December 31, 2013

Total deposits

2,573,445

2,621,571

Less: Time deposits

491,368

506,770

Less: Brokered deposits

107,994

107,930

Core deposits

1,974,083

2,006,871

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	3 Months Ended
Summary of Significant Accounting Policies (Policies)	Mar. 31, 2014
Accounting Policies [Abstract]	'
Basis of Presentation	'
	Basis of Presentation. The accompanying unaudited condensed consolidated financial statements were prepared in accordance with instructions to Form 10-Q, and therefore, do not include information or footnotes necessary for a complete presentation of financial condition, results of operations, comprehensive income, changes in equity and cash flows in conformity with Generally Accepted Accounting Principles in the United States of America (“GAAP”).
	All normal recurring adjustments that, in the opinion of management, are necessary for a fair presentation of the unaudited condensed consolidated financial statements have been included. These unaudited condensed consolidated financial statements should be read in conjunction with the audited consolidated financial statements and the accompanying notes thereto included in the Annual Report on Form 10-K of Sun Bancorp, Inc. (the “Company”) for the year ended December 31, 2013. The results for the three months ended March 31, 2014 are not necessarily indicative of the results that may be expected for the year ending December 31, 2014 or any other period. The preparation of the unaudited condensed consolidated financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. The significant estimates include the allowance for loan losses, other-than-temporary impairment on investment securities, goodwill, intangible assets, income taxes, stock-based compensation and the fair value of financial instruments. Actual results may differ from these estimates under different assumptions or conditions.
Prior Period Revision	'

	Prior Period Revision. Previously, the Company presented restricted cash, with respect to amounts held as collateral against letters of credit, in “Cash and due from banks” on the consolidated statements of financial condition. During the fourth quarter of 2013, the Company identified that certain of these balances should be classified as restricted cash. The table below reports the impact of these revisions to the consolidated statements of cash flows for the three months ended March 31, 2013:



	Three Months Ended March 31,		Revised			As reported
	Three Months Ended March 31,		2013			2013
	Cash and cash equivalents, beginning of year		$	143,616		$	169,616
	Cash and cash equivalents, end of period			285,660			311,660
Basis of Consolidation	'

	Basis of Consolidation. The unaudited condensed consolidated financial statements include, after all intercompany balances and transactions have been eliminated, the accounts of the Company, its principal wholly-owned subsidiary, Sun National Bank (the “Bank”), and the Bank’s wholly-owned subsidiaries, Sun Financial Services, L.L.C., 2020 Properties, L.L.C., and 4040 Properties, L.L.C. In accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“FASB ASC”) 810-10, Consolidation, Sun Capital Trust V, Sun Capital Trust VI, Sun Capital Trust VII, Sun Statutory Trust VII, and Sun Capital Trust VIII, collectively, the “Issuing Trusts”, are presented on a deconsolidated basis.
Segment Information	'
Segment Information	Segment Information. As defined in accordance with FASB ASC 280, Segment Reporting, the Company has one reportable and operating segment, “Community Banking.” All of the Company’s activities are interrelated, and each activity is dependent and assessed based on how each of the activities of the Company supports the others. For example, lending is dependent upon the ability of the Company to fund itself with deposits and other borrowings and manage interest rate and credit risk. Accordingly, all significant operating decisions are based upon analysis of the Company as one segment or unit.
Loans Held-for-Sale	'

	Loans Held-For-Sale. Loans held-for-sale totaled $16.0 million and $20.7 million at March 31, 2014 and December 31, 2013, respectively. The balance at March 31, 2014 and December 31, 2013 includes $9.0 million and $7.0 million, respectively, of residential mortgage loans originated for the portfolio which have subsequently been transferred to held-for-sale and recorded at fair value. The remaining balance at March 31, 2014 and December 31, 2013 included residential mortgages originated with the intent to sell which were recorded at fair value.
Allowance for Loan Losses	'
	Allowance for Loan Losses. The allowance for loan losses is determined by management based upon past experience, evaluation of estimated loss and impairment in the loan portfolio, current economic conditions and other pertinent factors. The allowance for loan losses is maintained at a level that management considers adequate to provide for estimated losses and impairment based upon an evaluation of known and inherent risk in the loan portfolio. Loan impairment is evaluated based on the fair value of collateral. While management uses the best information available to make such evaluations, future adjustments to the allowance may be necessary if economic conditions differ substantially from the assumptions used in making the evaluations.
	The provision for loan losses is based upon historical loan loss experience, a series of qualitative factors and an evaluation of estimated losses in the current loan portfolio, including the evaluation of impaired loans under FASB ASC 310, Receivables (“FASB ASC 310”). Values assigned to the qualitative factors and those developed from historic loss experience provide a dynamic basis for the calculation of reserve factors for both pass-rated loans (general pooled allowance) and those criticized and classified loans that continue to perform. A loan is considered to be impaired when, based upon current information and events, it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the loan. An insignificant delay or insignificant shortfall in amount of payments does not necessarily result in the loan being identified as impaired. For this purpose, delays of less than 90 days are considered to be insignificant. Impairment losses are included in the provision for loan losses. Loans not individually reviewed are evaluated as a group using reserve factor percentages based on historic loss experience and qualitative factors. Included in these qualitative factors are:

		•		Levels of past due, classified and non-accrual loans, and troubled debt restructurings;

		•		Nature, volume, and concentration of loans;

		•		Historical loss trends;

		•		Changes in lending policies and procedures, underwriting standards, collections, and for commercial loans, the level of loans being approved with exceptions to policy;

		•		Experience, ability and depth of management and staff;

		•		National and local economic and business conditions, including various market segments;

		•		Quality of the Company’s loan review system and degree of Board oversight; and

		•		Effect of external factors, including the deterioration of collateral values, on the level of estimated credit losses in the current portfolio.
	Commercial loans, including commercial real estate loans, are placed on non-accrual status at the time the loan has been delinquent for 90 days unless the loan is well secured and in the process of collection. Generally, commercial loans and commercial real estate loans are charged-off no later than 180 days after becoming delinquent unless the loan is well secured and in the process of collection, or other extenuating circumstances support collection. Residential real estate loans are typically placed on non-accrual status at the time the loan has been delinquent for 90 days. Other consumer loans are typically charged-off at 180 days delinquent. In all cases, loans must be placed on non-accrual status or charged-off at an earlier date if collection of principal or interest is considered doubtful.
Goodwill and Intangible Assets	'
	Goodwill and Intangible Assets. Goodwill is the excess of the fair value of liabilities assumed over the fair value of tangible and identifiable intangible assets acquired in a business combination. Goodwill is not amortized but is tested for impairment annually or more frequently if events or changes in circumstances indicate that the asset might be impaired. The Company tests goodwill for impairment annually as of December 31, unless circumstances indicate that a test is required at an earlier date. The Company elected to not apply the qualitative evaluation option permitted under Accounting Standards Update (“ASU”) 2011-8, Intangibles – Goodwill and Other (Topic 35): Testing Goodwill for Impairment issued in September 2011. Therefore, the Company utilizes the two-step goodwill impairment test outlined in FASB ASC 350, Intangibles – Goodwill and Other (“FASB ASC 350”). Step one, which is used to identify potential impairment, compares the fair value of the reporting unit with its carrying amount, including goodwill. A reporting unit is an operating segment, or one level below an operating segment, as defined in FASB ASC 280. If the fair value of a reporting unit exceeds its carrying value, goodwill of the reporting unit is not considered impaired and step two is therefore unnecessary. If the carrying amount of the reporting unit exceeds its fair value, the second step is performed to measure the amount of the impairment loss, if any. At December 31, 2013, the Company performed its annual goodwill impairment test, and step one of the analysis indicated that the Company’s fair value was greater than its carrying value; therefore, the Company’s goodwill was not impaired at December 31, 2013. Nothing has occurred since that time to suggest that an impairment exists at March 31, 2014. The carrying amount of goodwill totaled $38.2 million at March 31, 2014 and December 31, 2013.

	Intangible assets, net on the consolidated statements of financial condition, consist of core deposit intangibles, net of accumulated amortization from the Bank’s previous acquisitions. Core deposit intangibles are amortized using the straight-line method based on the characteristics of the particular deposit type and are evaluated annually for impairment.
Bank Owned Life Insurance (BOLI)	'
Bank Owned Life Insurance (BOLI)	Bank Owned Life Insurance (“BOLI”). The Company has purchased life insurance policies on certain key employees. These policies are recorded at their cash surrender value, or the amount that can be realized in accordance with FASB ASC 325-30, Investments in Insurance Contracts. At March 31, 2014, the Company had $26.4 million invested in a general account and $51.3 million in a separate account, for a total BOLI cash surrender value of $77.7 million. The BOLI separate account is invested in a mortgage-backed securities fund, which is managed by an independent investment firm. Pricing volatility of these underlying instruments may have an impact on investment income; however, the fluctuations would be partially mitigated by a stable value wrap agreement which is a component of the separate account. Income from these policies and changes in the cash surrender value are recorded in BOLI income of the unaudited condensed consolidated statements of operations.
Income Taxes	'

	Income Taxes. The Company accounts for income taxes in accordance with FASB ASC 740, Income Taxes (“FASB ASC 740”). FASB ASC 740 requires the recording of deferred income taxes that reflect the net tax effects of temporary differences between the carrying amounts of assets and liabilities for financial reporting purposes and the amounts used for income tax purposes. Management exercises significant judgment in the evaluation of the amount and timing of the recognition of the resulting tax assets and liabilities. The judgments and estimates required for the evaluation are updated based upon changes in business factors and the tax laws. If actual results differ from the assumptions and other considerations used in estimating the amount and timing of tax recognized, there can be no assurance that additional expenses will not be required in future periods. The Company recognizes, when applicable, interest and penalties related to unrecognized tax benefits in the provision for income taxes in the unaudited condensed consolidated statements of operations. Assessment of uncertain tax positions under FASB ASC 740 requires careful consideration of the technical merits of a position based on management’s analysis of tax regulations and interpretations. Significant judgment is applied when addressing the requirements of FASB ASC 740. At March 31, 2014, the Company had a valuation allowance of $119.6 million against its gross deferred tax asset. As the Company remained in a cumulative loss position, the deferred tax valuation allowance is still appropriate at March 31, 2014. The net deferred tax asset of $682 thousand in the unaudited condensed consolidated statements of financial condition at March 31, 2014 represents the tax benefit from unrealized losses on investment securities available-for-sale. The Company intends to hold these securities until maturity or until such time that they are in an unrealized gain position and therefore, the deferred tax asset is considered appropriate.
Mortgage Banking Revenue, Net	'
	Mortgage Banking Revenue, Net. Mortgage banking revenue, net includes revenues associated with the sale of residential mortgage loans originated with the intent to sell, net of recourse liability provision as well as gain on bulk sales of jumbo residential mortgage loans. The components of this line item are as follows:


			For the Three Months Ended
			March 31,
			2014			2013
	Gains on the sale of residential mortgage loans		$	769		$	4,106
	Gain on bulk sale of jumbo residential mortgage loans			4			856
	Market value adjustment on loans held-for-sale			(104	)		(1,244	)
	Fair value adjustment on interest rate lock commitments			(4	)		(214	)
	Recourse liability provision			(30	)		(100	)

	Mortgage banking revenue, net		$	635		$	3,404

Accumulated Other Comprehensive Income	'
	Accumulated Other Comprehensive Income. The Company classifies items of accumulated comprehensive income by their nature and displays the details of other comprehensive income in the unaudited condensed consolidated statements of comprehensive income. Amounts categorized as comprehensive loss/income represent net unrealized gains or losses on investment securities available for sale, net of tax and the non-credit portion of any other-than-temporary impairment (“OTTI”) loss not recorded in earnings. Reclassifications are made to avoid double counting items which are displayed as part of net income (loss) for the period. These reclassifications for the three months ended March 31, 2014 and 2013 were as follows:


			For the Three Months Ended March 31,
			2014								2013
			Pre-tax			Tax			After-tax		Pre-tax			Tax			After-tax
	Unrealized holding gain on securities available for sale during the period		$	8,650		$	(3,533	)	$	5,117	$	1,823		$	(745	)	$	1,078
	Reclassification adjustment for net gains included in net income(1)			—			—			—		(3,487	)		1,423			(2,064	)

	Net unrealized gain on securities available for sale		$	8,650		$	(3,533	)	$	5,117	$	(1,664	)	$	678		$	(986	)


	-1	All amounts are included in gain on sale of investment securities in the unaudited condensed consolidated statements of operations.
Recent Accounting Principles	'
	Recent Accounting Principles.
	In January 2014, the FASB issued ASU 2014-4, Receivables – Troubled Debt Restructurings by Creditors (Subtopic 310-40): Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure. The amendments in this update clarify that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either the creditor obtaining legal title to the residential real estate property upon completion of foreclosure or the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. Additionally, the amendments require interim and annual disclosure of both the amount of foreclosed residential real estate property held by the creditor and the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure according to local requirements of the applicable jurisdiction. For public entities, the amendments are effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2014. The Company is currently evaluating the impact of the adoption of this accounting standards update on its financial statements.
	In July 2013, the FASB issued Accounting Standards Update (“ASU”) 2013-11, Income Taxes (Topic 740): Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward, a Similar Tax Loss, or a Tax Credit Carryforward Exists. The amendments in this update seek to eliminate the diversity in practice in the presentation of unrecognized tax benefits when a net operating loss carryforward, a similar tax loss, or a tax credit carryforward exists by presenting the unrecognized tax benefit, or a portion of the unrecognized tax benefit, in the financial statements as a reduction to a deferred tax asset. To the extent that a net operating loss carryforward, a similar tax loss, or a tax credit carryforward are not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit should be presented in the financial statements as a liability and should not be combined with deferred tax assets. For public entities, the amendments are effective prospectively for reporting periods beginning after December 15, 2013. The Company has evaluated the impact of the adoption of this accounting standards update on its financial statements and determined that there currently is no impact on the Company’s presentation.
Stock-Based Compensation	'
Stock-Based Compensation	The Company accounts for stock-based compensation issued to employees, and when appropriate, non-employees, in accordance with the fair value recognition provisions of FASB ASC 718, Compensation – Stock Compensation, (“FASB ASC 718”). Under the fair value provisions of FASB ASC 718, stock-based compensation cost is measured at the grant date based on the fair value of the award and it is recognized as expense over the appropriate vesting period using the straight-line method. However, consistent with FASB ASC 718, the amount of stock-based compensation cost recognized at any date must at least equal the portion of the grant date value of the award that is vested at that date and, as a result, it may be necessary to recognize the expense using a ratable method. Although the provisions of FASB ASC 718 should generally be applied to non-employees, FASB ASC 505-50, Equity-Based Payments to Non-Employees, is used in determining the measurement date of the compensation expense for non-employees.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies (Tables)	3 Months Ended
Summary of Significant Accounting Policies (Tables)	Mar. 31, 2014
Accounting Policies [Abstract]	'
Impact of Revisions to Consolidated Statements of Cash Flows	'

	The table below reports the impact of these revisions to the consolidated statements of cash flows for the three months ended March 31, 2013:



	Three Months Ended March 31,		Revised			As reported
	Three Months Ended March 31,		2013			2013
	Cash and cash equivalents, beginning of year		$	143,616		$	169,616
	Cash and cash equivalents, end of period			285,660			311,660
Schedule of Components of Mortgage Banking Revenue	'

	The components of this line item are as follows:



			For the Three Months Ended
			March 31,
			2014			2013
	Gains on the sale of residential mortgage loans		$	769		$	4,106
	Gain on bulk sale of jumbo residential mortgage loans			4			856
	Market value adjustment on loans held-for-sale			(104	)		(1,244	)
	Fair value adjustment on interest rate lock commitments			(4	)		(214	)
	Recourse liability provision			(30	)		(100	)

	Mortgage banking revenue, net		$	635		$	3,404

Reclassifications of Accumulated Other Comprehensive Income Items	'

	These reclassifications for the three months ended March 31, 2014 and 2013 were as follows:



			For the Three Months Ended March 31,
			2014								2013
			Pre-tax			Tax			After-tax		Pre-tax			Tax			After-tax
	Unrealized holding gain on securities available for sale during the period		$	8,650		$	(3,533	)	$	5,117	$	1,823		$	(745	)	$	1,078
	Reclassification adjustment for net gains included in net income(1)			—			—			—		(3,487	)		1,423			(2,064	)

	Net unrealized gain on securities available for sale		$	8,650		$	(3,533	)	$	5,117	$	(1,664	)	$	678		$	(986	)


	-1	All amounts are included in gain on sale of investment securities in the unaudited condensed consolidated statements of operations.

StockBased_Compensation_Tables

Stock-Based Compensation (Tables)	3 Months Ended
Stock-Based Compensation (Tables)	Mar. 31, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]	'
Summary of Stock Option Activity	'
	Activity in the stock option plans for the three months ended March 31, 2014 and March, 31 2013 was as follows:
	Summary of Options Activity


			Number			Weighted Average			Number
			of Options			Exercise Price			of Options
									Exercisable
	1-Jan-14			1,491,538		$	7.36			1,249,267
	Granted			216,245			3.35			—
	Exercised			—			—			—
	Forfeited			(2,472	)		3.66			—
	Expired			(439,236	)		8.78			—

	31-Mar-14			1,266,075		$	6.19			855,180
	Options vested or expected to vest(1)			1,185,801		$	6.37			—


	-1	Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data.


			Number			Weighted Average			Number
			of Options			Exercise Price			of Options
									Exercisable
	1-Jan-13			1,785,157		$	7.35			1,178,775
	Granted			83,610			3.57			—
	Exercised			—			—			—
	Forfeited			(136	)		—			—
	Expired			—			—			—

	31-Mar-13			1,868,631		$	7.18			1,334,882
	Options vested or expected to vest(1)			1,826,424		$	7.26			—


	-1	Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data.
Weighted Average Assumptions Used in Black-Scholes Option Pricing Model	'
	Significant weighted average assumptions used to calculate the fair value of the Options for the three months ended March 31, 2014 and 2013 are as follows:


			For the Three Months Ended
			March 31,
			2014			2013
	Weighted average fair value of Options granted		$	1.45		$	1.84
	Weighted average risk-free rate of return			1.16	%		0.76	%
	Weighted average expected option life in months			49			59
	Weighted average expected volatility			55	%		62	%
	Expected dividends(1)		$	—		$	—


	-1	To date, the Company has not paid cash dividends on its common stock.
Summary of Nonvested Stock Award Activity	'

	A summary of the Company’s nonvested Stock Award activity during the three months ended March 31, 2014 and March 31, 2013 are presented in the following tables:

	Summary of Nonvested Stock Award Activity



			Number of			Weighted Average
			Shares			Grant Date
						Fair Value
	Nonvested Stock Awards outstanding, January 1, 2014			431,834		$	3.13
	Issued			91,115			3.33
	Vested			—			—
	Forfeited			—			—

	Nonvested Stock Awards outstanding, March 31, 2014			522,949		$	3.16




			Number of			Weighted Average
			Shares			Grant Date
						Fair Value
	Nonvested Stock Awards outstanding, January 1, 2013			639,037		$	3.3
	Issued			—			—
	Vested			(73,336	)		4.6
	Forfeited			—			—

	Nonvested Stock Awards outstanding, March 31, 2013			565,701		$	3.13

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
Investment Securities (Tables)	Mar. 31, 2014
Investments Debt And Equity Securities [Abstract]	'
Available for Sale and Held to Maturity Investment	'
	The amortized cost of investment securities and the approximate fair value at March 31, 2014 and December 31, 2013 were as follows:


		Amortized		Gross			Gross			Estimated
		Cost		Unrealized			Unrealized			Fair Value
				Gains			Losses
	March 31, 2014
	Available for sale:
	U.S. Treasury securities	$	2,497	$	6		$	—		$	2,503
	U.S. Government agency securities		4,970		—			(374	)		4,596
	U.S. Government agency mortgage-backed securities		312,420		1,941			(1,827	)		312,534
	Other mortgage-backed securities		274		—			—			274
	State and municipal securities		29,242		1,554			—			30,796
	Trust preferred securities		12,626		—			(4,010	)		8,616
	Collateralized loan obligations		79,904		—			(566	)		79,338
	Other securities		748		—			—			748

	Total available for sale		442,681		3,501			(6,777	)		439,405

	Held to maturity:
	U.S. Government agency mortgage-backed securities		405		9			—			414
	Other securities		250		—			—			250

	Total held to maturity		655		9			—			664

	Total investment securities	$	443,336	$	3,510		$	(6,777	)	$	440,069

	December 31, 2013
	Available for sale:
	U.S. Treasury securities	$	2,496	$	4		$	—		$	2,500
	U.S. Government agency securities		4,969		—			(562	)		4,407
	U.S. Government agency mortgage-backed securities		325,316		1,043			(8,295	)		318,064
	Other mortgage-backed securities		277		16			—			293
	State and municipal obligations		29,240		1,213			—			30,453
	Trust preferred securities		12,626		—			(4,659	)		7,967
	Collateralized loan obligations		73,915		—			(686	)		73,229
	Other securities		3,184		—			—			3,184

	Total available for sale		452,023		2,276			(14,202	)		440,097

	Held to maturity:
	U.S. Government agency mortgage-backed securities		431		11			—			442
	Other securities		250		—			—			250

	Total held to maturity		681		11			—			692

	Total investment securities	$	452,704	$	2,287		$	(14,202	)	$	440,789

Gross Unrealized Losses by Investment Category	'
	The following table provides the gross unrealized losses and fair value, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position at March 31, 2014 and December 31, 2013:
	Gross Unrealized Losses by Investment Category


		Less than 12 Months					12 Months or Longer						Total
		Estimated		Gross			Estimated			Gross			Estimated		Gross
		Fair Value		Unrealized			Fair			Unrealized			Fair Value		Unrealized
				Losses			Value			Losses					Losses
	March 31, 2014
	U.S. Government agency securities	$	—	$	—		$	4,596		$	(374	)	$	4,596	$	(374	)
	U.S. Government agency mortgage-backed securities		129,771		(1,249	)		8,128			(578	)		137,899		(1,827	)
	Trust preferred securities		—		—			8,616			(4,010	)		8,616		(4,010	)
	Collateralized loan obligations		69,338		(566	)		—			—			69,338		(566	)

	Total	$	199,109	$	(1,815	)	$	21,340		$	(4,962	)	$	220,449	$	(6,777	)

	December 31, 2013
	U.S. Government agency securities	$	—	$	—		$	4,407		$	(562	)	$	4,407	$	(562	)
	U.S. Government agency mortgage-backed securities		246,348		(7,374	)		7,961			(921	)		254,309		(8,295	)
	Trust preferred securities		—		—			7,967			(4,659	)		7,967		(4,659	)
	Collateralized Loan Obligations		45,729		(686	)								45,729		(686	)

	Total	$	292,077	$	(8,060	)	$	20,335		$	(6,142	)	$	312,412	$	(14,202	)

Cumulative OTTI Recognized in Earnings	'
	The following is a roll-forward for the three months ended March 31, 2014 and 2013 of OTTI charges recognized in earnings as a result of credit losses on investments:


		For the Three Months Ended March 31,
		2014		2013
	Cumulative OTTI, beginning of period	$	10,203	$	10,203
	Additional increase as a result of net impairment losses recognized on investments		—		—
	Decrease as a result of the sale of an investment with net impairment losses		—		—

	Cumulative OTTI, end of period	$	10,203	$	10,203
Contractual Maturities of Investment Securities	'

	The amortized cost and estimated fair value of the investment securities, by contractual maturity, at March 31, 2014 and December 31, 2013 are shown below. Actual maturities will differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment penalties.



		Available for Sale					Held to Maturity
		Amortized		Estimated			Amortized			Estimated Fair
		Cost		Fair Value			Cost			Value
	March 31, 2014
	Due in one year or less	$	748	$	748		$	—		$	—
	Due after one year through five years		3,561		3,629			250			250
	Due after five years through ten years		49,727		49,996			—			—
	Due after ten years		75,951		72,224			—			—

	Total investment securities, excluding mortgage-backed securities		129,987		126,597			250			250
	U.S. Government agency mortgage-backed securities		312,420		312,534			405			414
	Other mortgage-backed securities		274		274			—			—

	Total investment securities	$	442,681	$	439,405		$	655		$	664

	December 31, 2013
	Due in one year or less	$	3,184	$	3,184		$	—		$	—
	Due after one year through five years		3,430		3,490			250			250
	Due after five years through ten years		35,452		35,460			—			—
	Due after ten years		84,364		79,606			—			—

	Total investment securities, excluding mortgage-backed securities		126,430		121,740			250			250
	U.S. Government agency mortgage-backed securities		325,316		318,064			431			442
	Other mortgage-backed securities		277		293			—			—

	Total investment securities	$	452,023	$	440,097		$	681		$	692

Loans_Tables

Loans (Tables)	3 Months Ended
Loans (Tables)	Mar. 31, 2014
Receivables [Abstract]	'
Loan Components	'
	The components of loans as of March 31, 2014 and December 31, 2013 were as follows:
	Loan Components


		March 31, 2014			December 31, 2013
	Commercial:
	Commercial and industrial	$	437,109		$	478,734
	CRE owner occupied		428,944			468,442
	CRE non-owner occupied		583,865			576,084
	Land and development		70,075			64,306
	Consumer:
	Home equity lines of credit		184,936			188,478
	Home equity term loans		23,312			25,279
	Residential real estate		326,945			305,552
	Other		28,894			30,829

	Total gross loans held-for-investment		2,084,080			2,137,704
	Allowance for loan losses		(33,768	)		(35,537	)

	Net loans held-for-investment	$	2,050,312		$	2,102,167

Loans on Non-Accrual Status	'
	Loans on Non-Accrual Status


		March 31, 2014			December 31, 2013
	Commercial:
	Commercial & industrial	$	1,473		$	2,358
	CRE owner occupied		14,099			14,408
	CRE non-owner occupied		1,339			1,969
	Land and development		1,218			2,158
	Consumer:
	Home equity lines of credit		5,331			3,749
	Home equity term loans		1,044			1,240
	Residential real estate		4,253			3,341
	Other		630			591

	Total non-accrual loans	$	29,387		$	29,814

	Troubled debt restructuring, non-accrual	$	8,017		$	8,163

Allowance_for_Loan_Losses_Tabl

Allowance for Loan Losses (Tables)	3 Months Ended
Allowance for Loan Losses (Tables)	Mar. 31, 2014
Text Block [Abstract]	'
Allowance for Loan Losses and Recorded Investment in Financing Receivables	'
	Changes in the allowance for loan losses were as follows:
	Allowance for Loan Losses and Recorded Investment in Financing Receivables


			For the Three Months Ended March 31, 2014
			Commercial			Home			Residential			Other(2)			Total
			Commercial			Equity(1)			Real Estate			Other(2)			Total
	Allowance for loan losses:
	Beginning balance		$	27,828		$	3,375		$	2,898		$	1,436		$	35,537
	Charge-offs			(1,180	)		(307	)		(251	)		(357	)		(2,095	)
	Recoveries			201			84			2			39			326

	Net charge-offs			(979	)		(223	)		(249	)		(318	)		(1,769	)
	Provision for loan losses			(1,101	)		143			787			171			—

	Ending balance		$	25,748		$	3,295		$	3,436		$	1,289		$	33,768

	Ending balance: individually evaluated for impairment		$	—		$	—		$	—		$	16		$	16

	Ending balance: collectively evaluated for impairment		$	25,748		$	3,295		$	3,436		$	1,273		$	33,752

	Financing Receivables:
	Ending balance		$	1,519,993		$	208,248		$	326,945		$	28,894		$	2,084,080

	Ending balance: individually evaluated for impairment		$	25,874		$	5,630		$	4,164		$	623		$	36,291

	Ending balance: collectively evaluated for impairment		$	1,494,119		$	202,618		$	322,781		$	28,271		$	2,047,789


	-1	Amount includes both home equity lines of credit and term loans.
	-2	Includes the unallocated portion of the allowance for loan losses.


			For the Three Months Ended March 31, 2013
			Commercial			Home			Residential			Other(2)			Total
			Commercial			Equity(1)			Real Estate			Other(2)			Total
	Allowance for loan losses:
	Beginning balance		$	33,197		$	2,734		$	3,333		$	6,609		$	45,873
	Charge-offs			(2,986	)		(665	)		—			(151	)		(3,802	)
	Recoveries			4,758			53			3			68			4,882

	Net charge-offs			1,772			(612	)		3			(83	)		1,080
	Provision for loan losses			2,482			2,641			(323	)		(4,629	)		171

	Ending balance		$	37,451		$	4,763		$	3,013		$	1,897		$	47,124

	Ending balance: individually evaluated for impairment		$	2,021		$	—		$	119		$	—		$	2,140

	Ending balance: collectively evaluated for impairment		$	35,430		$	4,763		$	2,894		$	1,897		$	44,984

	Financing Receivables:
	Ending balance		$	1,737,079		$	229,319		$	248,875		$	36,287		$	2,251,560

	Ending balance: individually evaluated for impairment		$	61,339		$	5,923		$	5,734		$	618		$	73,614

	Ending balance: collectively evaluated for impairment		$	1,675,740		$	223,396		$	243,141		$	35,669		$	2,177,946


	-1	Amount includes both home equity lines of credit and term loans
	-2	Includes the unallocated portion of the allowance for loan losses.
Components of Impaired Loans Held-for-Investment	'
	The following table presents the Company’s components of impaired loans receivable, segregated by class of loans. Commercial and consumer loans that were collectively evaluated for impairment are not included in the data that follows:


			Recorded			Unpaid			Related			Average			Accrued			Cash
			Investment			Principal			Allowance			Recorded			Interest			Interest
						Balance						Investment			Income			Income
															Recognized			Recognized
	For the Three Months Ended March 31, 2014
	With no related allowance:
	Commercial:
	Commercial & industrial		$	2,726		$	2,801		$	—		$	2,315		$	—		$	—
	CRE owner occupied			20,190			29,166			—			20,184			—			—
	CRE non-owner occupied			1,339			1,343			—			986			—			—
	Land and development			1,620			1,658			—			1,851			—			—
	Consumer:
	Home equity lines of credit			4,726			6,062			—			3,913			—			—
	Home equity term loans			902			1,061			—			912			—			—
	Residential real estate			4,164			5,039			—			4,183			—			—
	Other			598			1,710			—			448			—			—

	With an allowance recorded:
	Consumer:
	Other			25			27			16			25			—			—

	Total commercial		$	25,875		$	34,968		$	—		$	25,336		$	—		$	—
	Total consumer		$	10,415		$	13,899		$	16		$	9,481		$	—		$	—

	For the Year Ended December 31, 2013
	With no related allowance:
	Commercial:
	Commercial & industrial		$	3,206		$	3,281		$	—		$	1,884		$	—		$	—
	CRE owner occupied			18,503			27,367			—			13,528			—			—
	CRE non-owner occupied			1,969			2,251			—			66			—			—
	Land and development			2,512			2,549			—			2,669			—			—
	Consumer:
	Residential real estate			2,569			3,135			—			1,689			—			—
	Home Equity Lines of Credit			3,749			5,051			—			3,132			—			—
	Home Equity Term Loans			1,238			1,456			—			918			—			—
	Other			560			1,567			—			481			—			—

	With an allowance recorded:
	Commercial:
	Commercial & industrial		$	423		$	425		$	423		$	73		$	—		$	—
	CRE owner occupied			2,164			2,164			494			47			—			—
	Consumer:
	Other			26			27			17			16			—			—

	Total commercial		$	28,777		$	38,037		$	917		$	18,267		$	—		$	—
	Total consumer		$	8,142		$	11,236		$	17		$	6,236		$	—		$	—

Analysis of Company's TDR Agreements	'

	The following table presents an analysis of the Company’s TDR agreements entered into during the three months ended March 31, 2013.



			Troubled Debt Restructurings
			For the Three Months Ended March 31, 2013
			Number of			Pre-Modification			Post-Modification
			Contracts			Outstanding			Outstanding
						Recorded			Recorded
						Investment			Investment
	Residential real estate			1		$	199			197
Information Regarding Types of Concessions Granted on Loans	'
	The following tables present information regarding the types of concessions granted on loans that were restructured during the three months ended March 31, 2013:


			Troubled Debt Restructurings
			For the Three Months Ended March 31, 2013
			Number of			Concession Granted
			Contracts			Concession Granted
	Residential real estate			1			Modified term debt to interest only for six month period.
Company's Distribution of Risk Ratings within Held-for-Investment Loan Portfolio	'
	The following table presents the Company’s distribution of risk ratings within the held-for-investment loan portfolio, segregated by class, as of March 31, 2014 and December 31, 2013:
	Credit Quality Indicators by Internally Assigned Grade


			Commercial			CRE			CRE			Land and			Home			Home		Residential		Other
			& industrial			owner			non-owner			development			Equity			Equity		Real Estate
						occupied			occupied						Lines of			Term
															Credit			Loans
	As of March 31, 2014
	Grade:
	Pass		$	379,426		$	370,843		$	560,266		$	67,968		$	177,472		$	22,246	$	320,163	$	27,239
	Special Mention			32,702			17,356			8,746			489			—			—		—		—
	Substandard			24,981			40,745			14,853			1,618			7,464			1,066		6,782		1,630
	Doubtful			—			—			—			—			—			—		—		25

	Total		$	437,109		$	428,944		$	583,865		$	70,075		$	184,936		$	23,312	$	326,945	$	28,894

	As of December 31, 2013
	Grade:
	Pass		$	415,875		$	407,486		$	550,426		$	61,303		$	181,796		$	24,016	$	299,625	$	29,994
	Special Mention			37,064			17,741			9,464			494			—			—		—		—
	Substandard			25,372			41,051			16,194			2,509			6,682			1,263		5,927		809
	Doubtful			423			2,164			—			—			—			—		—		26

	Total		$	478,734		$	468,442		$	576,084		$	64,306		$	188,478		$	25,279	$	305,552	$	30,829

Company's Analysis of Past Due Held-for-Investment Loans	'
	Aging of Receivables


			30-59			60-89			90 Days			Total Past			Current			Total		Loans 90
			Days Past			Days			Past Due			Due						Financing		Days Past
			Due			Past Due												Receivables		Due and
																				Accruing
	As of March 31, 2014
	Commercial:
	Commercial & industrial		$	17,873		$	119		$	2,218		$	20,210		$	416,899		$	437,109	$	42
	CRE owner occupied			4,422			2,359			3,221			10,002			418,942			428,944		—
	CRE non-owner occupied			4,970			437			232			5,639			578,226			583,865		—
	Land and development			—			—			1,620			1,620			68,455			70,075		—
	Consumer:																				—
	Home equity lines of credit			2,579			1,437			3,564			7,580			177,356			184,936
	Home equity term loans			1,058			165			451			1,674			21,638			23,312		—
	Residential real estate			7,505			631			2,846			10,982			315,963			326,945		—
	Other			1,514			251			233			1,998			26,896			28,894		—

	Total		$	39,921		$	5,399		$	14,385		$	59,705		$	2,024,375		$	2,084,080	$	42

	As of December 31, 2013
	Commercial:
	Commercial & industrial		$	9,149		$	2,726		$	3,452		$	15,327		$	463,407		$	478,734	$	—
	CRE owner occupied			4,901			5,865			3,753			14,519			453,923			468,442		—
	CRE non-owner occupied			899			4,661			1,070			6,630			569,454			576,084		—
	Land and development			—			—			2,512			2,512			61,794			64,306		—
	Consumer:
	Home equity lines of credit			3,030			1,457			2,324			6,811			181,667			188,478		—
	Home equity term loans			1,032			223			825			2,080			23,199			25,279		—
	Residential real estate			12,776			1.927			1,086			15,789			289,763			305,552		—
	Other			340			202			378			920			29,909			30,829		—

	Total		$	32,127		$	17,061		$	15,400		$	64,588		$	2,073,116		$	2,137,704	$	—

Real_Estate_Owned_Tables

Real Estate Owned (Tables)	3 Months Ended
Real Estate Owned (Tables)	Mar. 31, 2014
Banking And Thrift [Abstract]	'
Schedule of Real Estate Owned	'
	Real estate owned at March 31, 2014 and December 31, 2013 was as follows:


		March 31, 2014		December 31, 2013
	Commercial properties	$	1,227	$	1,227
	Residential properties		1,501		1,276
	Bank properties		—		—

	Total	$	2,728	$	2,503

Summary of Real Estate Owned Activity	'
	Summary of Real Estate Owned Activity


		Commercial		Residential			Bank		Total
		Properties		Properties			Properties		Total
	Beginning balance, January 1, 2014	$	1,227	$	1,276		$	—	$	2,503
	Transfers into real estate owned		—		455			—		455
	Sale of real estate owned		—		(223	)		—		(223	)
	Reserve for losses in real estate owned		—		(7	)		—		(7	)

	Ending balance, March 31, 2014	$	1,227		1,501			—		2,728

Derivative_Financial_Instrumen1

Derivative Financial Instruments and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]	'
Summary of Interest Rate Swaps Designated as Fair Value Hedges	'
	Summary of Interest Rate Swaps Designated As Fair Value Hedges


		March 31, 2014						December 31, 2013
	Balance Sheet Location	Notional			Fair Value			Notional		Fair Value
	Other liabilities	$	20,380		$	(1,346	)	$	21,172	$	(1,632	)

Summary of Interest Rate Swaps Components	'

	Summary of Interest Rate Swap Components



		March 31, 2014			December 31, 2013
	Weighted average pay rate		6.93	%		6.94	%
	Weighted average receive rate		2.04	%		2.04	%
	Weighted average maturity in years		1.7			1.9

Summary of Interest Rate Swaps Not Designated as Hedging Instruments	'
	Balance Sheet Location	Notional			Fair Value			Notional		Fair Value
	Other assets	$	239,517		$	20,627		$	251,207	$	23,299
	Other liabilities		(239,517	)		(20,908	)		251,207		(23,526	)

Deposits_Tables

Deposits (Tables)	3 Months Ended
Deposits (Tables)	Mar. 31, 2014
Banking And Thrift [Abstract]	'
Major Classifications of Deposits	'
	Deposits consist of the following major classifications:


		March 31, 2014		December 31, 2013
	Interest-bearing demand deposits	$	1,146,368	$	1,179,292
	Non-interest-bearing demand deposits		561,578		561,006
	Savings deposits		266,137		266,573
	Time certificates under $100,000		289,677		300,309
	Time certificates $100,000 or more		201,691		206,461
	Brokered time deposits		107,994		107,930

	Total	$	2,573,445	$	2,621,571

Loss_Earnings_Per_Share_Tables

(Loss) Earnings Per Share (Tables)	3 Months Ended
(Loss) Earnings Per Share (Tables)	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Summary of (Loss) Earnings Per Share Computation	'
	(Loss) Earnings Per Share Computation


		For the Three Months Ended March 31,
		2014			2013
	Net (loss) income	$	(1,906	)	$	2,453
	Average common shares outstanding		86,740,847			86,245,121
	Net effect of dilutive common stock equivalents		—			125,314

	Adjusted average shares outstanding—dilutive		86,740,847			86,370,435

	Basic (loss) earnings per share	$	(0.02	)	$	0.03
	Diluted (loss) earnings per share	$	(0.02	)	$	0.03

Fair_Value_of_Financial_Instru1

Fair Value of Financial Instruments (Tables)	3 Months Ended
Fair Value of Financial Instruments (Tables)	Mar. 31, 2014
Summary of Assets and Liabilities Measured at Fair Value on Recurring Basis	'

	The assets and liabilities measured at fair value on a recurring basis are as follows:



						Category Used for Fair Value Measurement
			Total			Level 1			Level 2		Level 3
	March 31, 2014
	Assets:
	Investment securities available for sale:
	U.S. Treasury securities		$	2,503		$	2,503		$	—	$	—
	U.S. Government agency securities			4,596			—			4,596		—
	U.S. Government agency mortgage-backed securities			312,534			—			312,534		—
	Other mortgage-backed securities			274			—			274		—
	State and municipal securities			30,796			—			30,796		—
	Trust preferred securities			8,616			—			—		8,616
	Collateralized loan obligations			79,338			—			79,338		—
	Other securities			748			748			—		—
	Hedged commercial loans			21,804			—			21,804		—
	Residential mortgage loans held-for-sale			16,048			—			16,048		—
	Interest rate lock commitments on residential mortgages			115			—			—		115
	Interest rate swaps			20,627			—			20,627		—
	Interest rate floor			99			—			99		—
	Liabilities:
	Fair value interest rate swaps			1,346			—			1,346		—
	Interest rate swaps			20,809			—			20,809		—
	Interest rate floor			99			—			99		—
	December 31, 2013
	Assets:
	Investment securities available for sale:
	U.S. Treasury securities		$	2,500		$	2,500		$	—	$	—
	U.S. Government agency securities			4,407			—			4,407		—
	U.S. Government agency mortgage-backed securities			318,064			—			318,064		—
	Other mortgage-backed securities			293			—			293		—
	State and municipal obligations			30,453			—			30,453		—
	Trust preferred securities			7,967			—			—		7,967
	Collateralized loan obligations			73,229			—			73,229		—
	Other securities			3,184			3,184			—		—
	Hedged commercial loans			22,435			—			22,435		—
	Residential loans held-for-sale			20,662			—			20,662		—
	Interest rate lock commitments on residential mortgages			119			—			—		119
	Interest rate swaps			23,299			—			23,299		—
	Interest rate floor			132			—			132		—
	Liabilities:
	Fair value interest rate swaps			1,635			—			1,635		—
	Interest rate swaps			23,526			—			23,526		—
	Interest rate floor			132			—			132		—

Summary of Assets Measured at Fair Value on Non Recurring Basis	'

	At March 31, 2014 and 2013, these assets were valued in accordance with GAAP and, except for impaired loans and real estate owned included in the following table, did not require fair value disclosure under the provisions of FASB ASC 820. The related changes in fair value for the three months ended March 31, 2014 and 2013 are as follows:



						Category Used for Fair Value							Total Losses
						Measurement							Or Changes
			Total			Level 1			Level 2		Level 3		in Net Assets
	31-Mar-14
	Assets:
	Impaired loans		$	3,882		$	—		$	—	$	3,882	$	(997	)
	Real estate owned			376			—			—		376		(7	)
	31-Mar-13
	Assets:
	Impaired loans		$	55,560		$	—		$	—	$	55,560	$	(3,896	)
	Real estate owned			154			—			—		154		(58	)

Valuation Methods for Determining Fair Value of Impairment Loans	'
	The following table summarizes the Company’s appraisal approach based upon loan category.


	Loan Category Used for Impairment Review		Method of Determining the Value
	Loans less than $1 million		Evaluation report or restricted use appraisal
	Loans $1 million or greater
	Existing appraisal 18 months or less		Restricted use appraisal
	Existing appraisal greater than 18 months		Summary form appraisal
	Commercial loans secured primarily by residential real estate
	Loans less than $1 million		Automated valuation model
	Loans $1 million or greater		Summary form appraisal
	Non-commercial loans secured primarily by residential real estate
	Loans less than $250 thousand		Automated valuation model or summary form appraisal
	Loans $250 thousand or greater		Summary form appraisal
Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities	'
	Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities


			March 31, 2014						December 31, 2013
			Carrying			Estimated			Carrying		Estimated
			Amount			Fair Value			Amount		Fair Value
	Assets:
	Cash and due from banks		$	49,850		$	49,850		$	38,075	$	38,075
	Interest-earning bank balances			232,245			232,245			229,687		229,687
	Restricted cash			26,000			26,000			26,000		26,000
	Investment securities available for sale			439,405			439,405			440,097		440,097
	Investment securities held to maturity			655			664			681		692
	Loans receivable, net			2,028,508			1,925,661			2,079,732		1,964,856
	Loans held-for-sale			16,048			16,048			20,662		20,662
	Hedged commercial loans(1)			22,396			22,396			22,435		22,435
	Restricted equity investments			16,664			16,664			17,019		17,019
	Interest rate lock commitments on residential mortgages			115			115			119		119
	Interest rate swaps			20,627			20,627			23,299		23,299
	Interest rate floor			99			99			132		132
	Liabilities:
	Demand deposits			1,707,946			1,762,240			1,740,298		1,795,685
	Savings deposits			266,137			271,797			266,573		272,264
	Time deposits			599,362			599,631			614,700		615,735
	Securities sold under agreements to repurchase – customers			471			471			478		478
	Advances from FHLBNY			60,915			61,021			60,956		61,072
	Junior subordinated debentures			92,786			63,904			92,786		63,747
	Fair value interest rate swaps			1,348			1,348			1,632		1,632
	Interest rate swaps			20,809			20,809			23,526		23,526
	Interest rate floor			99			99			132		132


	-1	Includes positive market value adjustment of $1.3 million and $1.6 million at March 31, 2014 and December 31, 2013, respectively, which is equal to the change in value of related interest rate swaps designated as fair value hedges of these hedged loans in accordance with FASB ASC 815.
Investment Securities [Member]	'
Summary of Level 3 Fair Value Measurement Activity	'
	The following provides details of the Level 3 fair value measurement activity for the three months ended March 31, 2014 and 2013:
	Fair Value Measurements Using Significant Unobservable Inputs-Level 3
	Investment Securities


			For the Three Months Ended
			March 31,
			2014			2013
	Balance, beginning of period		$	7,967		$	5,882
	Total gains, realized/unrealized:
	Included in earnings			—			—
	Included in accumulated other comprehensive income			649			421
	Purchases			—			10,500
	Maturities			—			—
	Prepayments			—			—
	Calls			—			—
	Transfers into Level 3			—			—

	Balance, end of period		$	8,616		$	16,803

Interest Rate Lock Commitments [Member]	'
Summary of Level 3 Fair Value Measurement Activity	'
	Fair Value Measurements Using Significant Unobservable Inputs-Level 3
	Interest Rate Lock Commitments on Residential Mortgages


			For the Three Months Ended
			March 31,
			2014			2013
	Balance, beginning of period		$	119		$	847
	Total gains, realized/unrealized:
	Included in earnings(1)			(4	)		(214	)
	Included in accumulated other comprehensive income			—			—
	Purchases			—			—
	Maturities			—			—
	Prepayments			—			—
	Calls			—			—
	Transfers into Level 3			—			—

	Balance, end of period		$	115		$	633


	-1	Amount included in mortgage banking revenue, net on the consolidated statements of operations.

Regulatory_Matters_Tables

Regulatory Matters (Tables)	3 Months Ended
Regulatory Matters (Tables)	Mar. 31, 2014
Banking And Thrift [Abstract]	'
Risk-Based Capital Ratios	'

	The following table provides both the Company’s and the Bank’s risk-based capital ratios as of March 31, 2014 and December 31, 2013.

	Regulatory Capital Levels



			Actual					For Capital					To Be Well Capitalized Under
								Adequacy Purposes					Prompt Corrective Action
													Provision(1)
			Amount		Ratio			Amount		Ratio			Amount		Ratio
	March 31, 2014
	Total capital (to risk-weighted assets):
	Sun Bancorp, Inc.		$	329,930		14.87	%	$	177,526		8	%		N/A
	Sun National Bank			311,694		14.08			177,075		8		$	221,344		10	%
	Tier I capital (to risk-weighted assets):
	Sun Bancorp, Inc.			282,992		12.75			88,763		4			N/A
	Sun National Bank			283,943		12.83			88,538		4			132,807		6
	Leverage ratio:
	Sun Bancorp, Inc.			282,992		9.4			120,434		4			N/A
	Sun National Bank			283,943		9.45			120,223		4			150,279		5
	December 31, 2013
	Total capital (to risk-weighted assets):
	Sun Bancorp, Inc.		$	332,295		14.41	%	$	184,494		8	%		N/A
	Sun National Bank			314,107		13.65			184,070		8		$	230,088		10	%
	Tier I capital (to risk-weighted assets):
	Sun Bancorp, Inc.			284,781		12.34			92,247		4			N/A
	Sun National Bank			285,257		12.4			92,035		4			138,053		6
	Leverage ratio:
	Sun Bancorp, Inc.			284,781		8.99			126,682		4			N/A
	Sun National Bank			285,257		9.02			126,479		4			158,099		5



	-1	Not applicable for bank holding companies.
Reconciliation of Tax Equivalent Net Interest Income to GAAP Net Interest Income	'

	The following table provides a reconciliation of tax equivalent net interest income to GAAP net interest income using a 35% tax rate:

	For the Three Months Ended:



	March 31,		2014		2013
	Net interest income, as presented		$	21,392	$	23,078
	Effect of tax-exempt income			166		212

	Net interest income, tax equivalent		$	21,558	$	23,290

Reconciliation of Core Deposits to GAAP Total Deposits	'

	The following table provides a reconciliation of core deposits to GAAP total deposits at March 31, 2014 and December 31, 2013:



			March 31, 2014		December 31, 2013
	Total deposits		$	2,573,445	$	2,621,571
	Less: Time deposits			491,368		506,770
	Less: Brokered deposits			107,994		107,930

	Core deposits		$	1,974,083	$	2,006,871

Summary_of_Significant_Account3

Summary of Significant Accounting Policies - Impact of Revisions to Consolidated Statements of Cash Flows (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Summary Of Significant Accounting Policies [Line Items]	'	'	'	'
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	$282,095	$267,762	$285,660	$143,616
CASH AND CASH EQUIVALENTS, END OF PERIOD	282,095	267,762	285,660	143,616
Restatement Adjustment [Member]	'	'	'	'
Summary Of Significant Accounting Policies [Line Items]	'	'	'	'
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	'	'	285,660	143,616
CASH AND CASH EQUIVALENTS, END OF PERIOD	'	'	285,660	143,616
Scenario, Previously Reported [Member]	'	'	'	'
Summary Of Significant Accounting Policies [Line Items]	'	'	'	'
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	'	'	311,660	169,616
CASH AND CASH EQUIVALENTS, END OF PERIOD	'	'	$311,660	$169,616

Summary_of_Significant_Account4

Summary of Significant Accounting Policies - Additional Information (Detail) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
	Segment	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Number of reportable operating segment	1	'
Loans held for sale including commercial real estate loans	$16,000,000	$20,700,000
Loans held-for-sale	16,048,000	20,662,000
Commercial loans and commercial real estate loans placed on non-accrual status	'90 days	'
Goodwill impairment	'	0
Carrying amount of goodwill	38,188,000	38,188,000
Investments in general account	26,400,000	'
Investments in separate account	51,300,000	'
Bank owned life insurance (BOLI)	77,697,000	77,236,000
Deferred tax assets valuation allowance	119,600,000	'
Deferred tax assets net of valuation allowance	682,000	'
Maximum [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Loans delayed before impairment period	'90 days	'
Commercial [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Delinquent loans charge-off	'180 days	'
Commercial Properties [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Delinquent loans charge-off	'180 days	'
Residential Mortgage [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Loans held-for-sale	$9,000,000	$7,000,000
Residential real estate loans placed on non-accrual status	'90 days	'
Consumer [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Delinquent loans charge-off	'180 days	'

Summary_of_Significant_Account5

Summary of Significant Accounting Policies - Schedule of Components of Mortgage Banking Revenue (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Accounting Policies [Abstract]	'	'
Gains on the sale of residential mortgage loans	$769	$4,106
Gain on bulk sale of jumbo residential mortgage loans	4	856
Market value adjustment on loans held-for-sale	-104	-1,244
Fair value adjustment on interest rate lock commitments	-4	-214
Recourse liability provision	-30	-100
Mortgage banking revenue, net	$635	$3,404

Summary_of_Significant_Account6

Summary of Significant Accounting Policies - Accumulated Other Comprehensive Income (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Accounting Policies [Abstract]	'	'
Unrealized holding gain on securities available for sale during the period, pre-tax	$8,650	$1,823
Unrealized holding gain on securities available for sale during the period, tax	-3,533	-745
Unrealized holding gain on securities available for sale during the period, after-Tax	5,117	1,078
Reclassification adjustment for net gains included in net income, pre-tax	'	-3,487
Reclassification adjustment for net gains included in net income, tax	'	1,423
Reclassification adjustment for net gains included in net income, after-tax	'	-2,064
Net unrealized gain on securities available for sale, pre-tax	8,650	-1,664
Net unrealized gain on securities available for sale, tax	-3,533	678
Net unrealized gain on securities available for sale, after-tax	$5,117	($986)

StockBased_Compensation_Additi

Stock-Based Compensation - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock-based incentive plans, options expiry term	'10 years	'
Weighted average remaining contractual term for Options outstanding	'6 years 7 months 6 days	'
Weighted average remaining contractual term for Options exercisable	'5 years 4 months 24 days	'
Aggregate intrinsic value for Options outstanding	$48,000	'
Aggregate intrinsic value of Options exercisable	15,000	'
Company granted Option	216,245	83,610
Stock Option granted exercise period	'10 years	'
Total compensation expense recognized on stock award	130,000	238,000
Total unrecognized compensation cost related to options	498,000	'
Total unrecognized compensation cost related to nonvested stock awards	$1,100,000	'
Restricted Stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Nonvested stock awards issued	91,115	0
Stock Option [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Cost of stock awards recognized over a weighted average period	'4 years	'
Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Cost of stock awards recognized over a weighted average period	'2 years 8 months 12 days	'

StockBased_Compensation_Summar

Stock-Based Compensation - Summary of Stock Options Activity (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]	'	'
Number of Options, Beginning Balance	1,491,538	1,785,157
Number of Options, Granted	216,245	83,610
Number of Options, Exercised	'	'
Number of Options, Forfeited	-2,472	-136
Number of Options, Expired	-439,236	'
Number of Options, Ending Balance	1,266,075	1,868,631
Number of Options, Options vested or expected to vest	1,185,801	1,826,424
Weighted Average Exercise Price, Beginning Balance	$7.36	$7.35
Weighted Average Exercise Price, Granted	$3.35	$3.57
Weighted Average Exercise Price, Exercised	'	'
Weighted Average Exercise Price, Forfeited	$3.66	'
Weighted Average Exercise Price, Expired	$8.78	'
Weighted Average Exercise Price, Ending Balance	$6.19	$7.18
Weighted Average Exercise Price, Stock Options vested or expected to vest	$6.37	$7.26
Number of Options Exercisable, Beginning Balance	1,249,267	1,178,775
Number of Options Exercisable, Granted	'	'
Number of Options Exercisable, Exercised	'	'
Number of Options Exercisable, Forfeited	'	'
Number of Options Exercisable, Expired	'	'
Number of Options Exercisable, Ending Balance	855,180	1,334,882
Number of Options Exercisable, Stock Options vested or expected to vest	'	'

StockBased_Compensation_Signif

Stock-Based Compensation - Significant Weighted Average Assumptions Used to Calculate Fair Value of Options (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]	'	'
Weighted average fair value of Options granted	$1.45	$1.84
Weighted average risk-free rate of return	1.16%	0.76%
Weighted average expected option life in months	'49 months	'59 months
Weighted average expected volatility	55.00%	62.00%
Expected dividends	'	'

StockBased_Compensation_Signif1

Stock-Based Compensation - Significant Weighted Average Assumptions Used to Calculate Fair Value of Options (Parenthetical) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]	'	'
Common stock dividends paid in cash	$0	$0

StockBased_Compensation_Summar1

Stock-Based Compensation - Summary of Nonvested Stock Award Activity (Detail) (Restricted Stock [Member], USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Restricted Stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Number of shares, nonvested stock awards outstanding, Beginning balance	431,834	639,037
Number of shares, Issued	91,115	0
Number of shares, Vested	'	-73,336
Number of shares, Forfeited	'	'
Number of Shares, nonvested stock awards outstanding, Ending balance	522,949	565,701
Weighted average grant date fair value, nonvested stock awards outstanding, Beginning balance	$3.13	$3.30
Weighted average grant date fair value, Issued	$3.33	'
Weighted average grant date fair value, Vested	'	$4.60
Weighted average grant date fair value, Forfeited	'	'
Weighted average grant date fair value, nonvested stock awards outstanding, Ending balance	$3.16	$3.13

Investment_Securities_Availabl

Investment Securities - Available for Sale and Held to Maturity Investment (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	$442,681	$452,023
Gross Unrealized Gains, Available for sale	3,501	2,276
Gross Unrealized Losses, Available for sale	-6,777	-14,202
Estimated Fair Value, Available for sale	439,405	440,097
Amortized Cost, Held to maturity	655	681
Gross Unrealized Gains, Held to maturity	9	11
Gross Unrealized Losses, Held to maturity	'	'
Estimated Fair Value, Held to maturity	664	692
Amortized Cost	443,336	452,704
Gross Unrealized Gains	3,510	2,287
Gross Unrealized Losses	-6,777	-14,202
Estimated Fair Value	440,069	440,789
U.S. Government Agency Mortgage-Backed Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	312,420	325,316
Gross Unrealized Gains, Available for sale	1,941	1,043
Gross Unrealized Losses, Available for sale	-1,827	-8,295
Estimated Fair Value, Available for sale	312,534	318,064
Amortized Cost, Held to maturity	405	431
Gross Unrealized Gains, Held to maturity	9	11
Gross Unrealized Losses, Held to maturity	'	'
Estimated Fair Value, Held to maturity	414	442
Other Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	748	3,184
Estimated Fair Value, Available for sale	748	3,184
Amortized Cost, Held to maturity	250	250
Gross Unrealized Losses, Held to maturity	'	'
Estimated Fair Value, Held to maturity	250	250
U.S. Treasury Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	2,497	2,496
Gross Unrealized Gains, Available for sale	6	4
Estimated Fair Value, Available for sale	2,503	2,500
U.S. Government Agency Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	4,970	4,969
Gross Unrealized Losses, Available for sale	-374	-562
Estimated Fair Value, Available for sale	4,596	4,407
Other Mortgage-Backed Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	274	277
Gross Unrealized Gains, Available for sale	'	16
Estimated Fair Value, Available for sale	274	293
State and Municipal Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	29,242	'
Gross Unrealized Gains, Available for sale	1,554	'
Estimated Fair Value, Available for sale	30,796	'
Trust Preferred Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	12,626	12,626
Gross Unrealized Losses, Available for sale	-4,010	-4,659
Estimated Fair Value, Available for sale	8,616	7,967
Collateralized Loan Obligations [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	79,904	73,915
Gross Unrealized Losses, Available for sale	-566	-686
Estimated Fair Value, Available for sale	79,338	73,229
State and Municipal Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Amortized Cost, Available for sale	'	29,240
Gross Unrealized Gains, Available for sale	'	1,213
Estimated Fair Value, Available for sale	'	$30,453

Investment_Securities_Gross_Un

Investment Securities - Gross Unrealized Losses by Investment Category (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months Estimated Fair Value	$199,109	$292,077
Less than 12 Months Gross Unrealized Losses	-1,815	-8,060
12 Months or Longer Estimated Fair Value	21,340	20,335
12 Months or Longer Gross Unrealized Losses	-4,962	-6,142
Total Estimated Fair Value	220,449	312,412
Total Gross Unrealized Losses	-6,777	-14,202
U.S. Government Agency Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months Estimated Fair Value	4,600	'
Less than 12 Months Gross Unrealized Losses	-374	'
12 Months or Longer Estimated Fair Value	4,596	4,407
12 Months or Longer Gross Unrealized Losses	-374	-562
Total Estimated Fair Value	4,596	4,407
Total Gross Unrealized Losses	-374	-562
U.S. Government Agency Mortgage-Backed Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months Estimated Fair Value	129,771	246,348
Less than 12 Months Gross Unrealized Losses	-1,249	-7,374
12 Months or Longer Estimated Fair Value	8,128	7,961
12 Months or Longer Gross Unrealized Losses	-578	-921
Total Estimated Fair Value	137,899	254,309
Total Gross Unrealized Losses	-1,827	-8,295
Trust Preferred Securities [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
12 Months or Longer Estimated Fair Value	8,616	7,967
12 Months or Longer Gross Unrealized Losses	-4,010	-4,659
Total Estimated Fair Value	8,616	7,967
Total Gross Unrealized Losses	-4,010	-4,659
Collateralized Loan Obligations [Member]	'	'
Schedule of Available-for-sale Securities [Line Items]	'	'
Less than 12 Months Estimated Fair Value	69,338	45,729
Less than 12 Months Gross Unrealized Losses	-566	-686
Total Estimated Fair Value	69,338	45,729
Total Gross Unrealized Losses	($566)	($686)

Investment_Securities_Addition

Investment Securities - Additional Information (Detail) (USD $)

3 Months Ended

0 Months Ended

3 Months Ended

Mar. 31, 2014

Mar. 31, 2013

Dec. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Aug. 31, 2009

Mar. 31, 2014

Jan. 14, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Amortized Cost [Member]

Estimated Fair Value [Member]

Trust Preferred Securities [Member]

U.S. Government Agency Securities [Member]

Collateralized Loan Obligations [Member]

U.S. Government Agency Mortgage-Backed Securities [Member]

Times

Agency

Minimum [Member]

Security

Maximum [Member]

Securities

AA [Member]

AAA [Member]

Maximum [Member]

Security

Minimum [Member]

Maximum [Member]

Security

Schedule of Available-for-sale Securities [Line Items]

OTTI credit related charge

Collateralized year of loan obligation

'2 years

Collateralized period of loan obligation

'2017-07

Less than 12 months gross unrealized losses

1,815,000

8,060,000

374,000

566,000

686,000

1,249,000

7,374,000

Gross unrealized loss in the category

'12 months

Number of investment securities

Less than 12 Months Estimated Fair Value

199,109,000

292,077,000

4,600,000

69,338,000

45,729,000

129,771,000

246,348,000

Gross unrealized loss of trust preferred securities in the category of 12 months or longer

4,962,000

6,142,000

4,010,000

4,659,000

374,000

562,000

578,000

921,000

12 Months or Longer Estimated Fair Value

21,340,000

20,335,000

8,616,000

7,967,000

4,596,000

4,407,000

8,128,000

7,961,000

Number of investment securities in unrealized loss position of twelve months or longer

Amortized cost of securities

79,900,000

Estimated fair value of securities

79,300,000

Trust preferred securities number of securities included in unrealized loss less than 12 months

Non-rated single issuer security with amortized cost

3,800,000

Non-investment grade rated pooled security with an amortized cost

5,900,000

Non-investment grade rated pooled security with estimated fair value

8,800,000

Non-rated single issuer security with estimated fair value

2,700,000

Number of non-investment grade rated pooled security

Security with principal coverage

2.9

Future default rate

3.60%

Period of time with no recovery rate

'3 years

Number of federal agencies

Non-rated single issuer trust preferred security, permitted period for deferment on dividend

'5 years

Cumulative OTTI on security

10,203,000

1,200,000

Amortized cost investment securities pledged to secure public deposits

74,600,000

Estimated fair value of investment securities pledged to secure public deposits

75,600,000

Amortized cost of investment securities pledged as collateral on secured borrowings

185,600,000

Estimated fair value of investment securities pledged as collateral on secured borrowings

$186,100,000

Investment_Securities_Cumulati

Investment Securities - Cumulative OTTI Recognized in Earnings (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Amortized Cost And Fair Value Debt Securities [Abstract]	'	'
Cumulative OTTI, beginning of period	$10,203	$10,203
Additional increase as a result of net impairment losses recognized on investments	'	'
Decrease as a result of the sale of an investment with net impairment losses	'	'
Cumulative OTTI, end of period	$10,203	$10,203

Investment_Securities_Contract

Investment Securities - Contractual Maturities of Investment Securities (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Due in one year or less, Amortized Cost	$748	$3,184
Due after one year through five years, Amortized Cost	3,561	3,430
Due after five years through ten years, Amortized Cost	49,727	35,452
Due after ten years, Amortized Cost	75,951	84,364
Total investment securities, excluding mortgage-backed securities, Amortized Cost	129,987	126,430
Total investment securities, Amortized Cost	442,681	452,023
Due in one year or less, Estimated Fair Value	748	3,184
Due after one year through five years, Estimated Fair Value	3,629	3,490
Due after five years through ten years, Estimated Fair Value	49,996	35,460
Due after ten years, Estimated Fair Value	72,224	79,606
Total investment securities, excluding mortgage-backed securities, Estimated Fair Value	126,597	121,740
Total investment securities, Estimated Fair Value	439,405	440,097
Due in one year or less, Amortized Cost	'	'
Due after one year through five years, Amortized Cost	250	250
Due after five years through ten years, Amortized Cost	'	'
Due after ten years, Amortized Cost	'	'
Total investment securities, excluding mortgage-backed securities, Amortized Cost	250	250
Total investment securities, Amortized Cost	655	681
Due in one year or less, Estimated Fair Value	'	'
Due after one year through five years, Estimated Fair Value	250	250
Due after five years through ten years, Estimated Fair Value	'	'
Due after ten years, Estimated Fair Value	'	'
Total investment securities, excluding mortgage-backed securities, Estimated Fair Value	250	250
Total investment securities, Estimated Fair Value	664	692
U.S. Government Agency Mortgage-Backed Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Total investment securities, Amortized Cost	312,420	325,316
Total investment securities, Estimated Fair Value	312,534	318,064
Total investment securities, Amortized Cost	405	431
Total investment securities, Estimated Fair Value	414	442
Other Mortgage-Backed Securities [Member]	'	'
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]	'	'
Total investment securities, Amortized Cost	274	277
Total investment securities, Estimated Fair Value	$274	$293

Loans_Loan_Components_Detail

Loans - Loan Components (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	$2,084,080	$2,137,704	$2,251,560	'
Allowance for loan losses	-33,768	-35,537	-47,124	-45,873
Net loans held-for-investment	2,050,312	2,102,167	'	'
Commercial and Industrial [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	437,109	478,734	'	'
CRE Owner Occupied [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	428,944	468,442	'	'
CRE Non-Owner Occupied [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	583,865	576,084	'	'
Land and Development [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	70,075	64,306	'	'
Home Equity Lines of Credit [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	184,936	188,478	'	'
Home Equity Term Loans [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	23,312	25,279	'	'
Residential Real Estate [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	326,945	305,552	'	'
Other [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	28,894	30,829	'	'
Commercial [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	1,519,993	'	1,737,079	'
Allowance for loan losses	-25,748	-27,828	-37,451	-33,197
Commercial [Member] \| Commercial and Industrial [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	437,109	478,734	'	'
Commercial [Member] \| CRE Owner Occupied [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	428,944	468,442	'	'
Commercial [Member] \| CRE Non-Owner Occupied [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	583,865	576,084	'	'
Commercial [Member] \| Land and Development [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	70,075	64,306	'	'
Consumer [Member] \| Home Equity Lines of Credit [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	184,936	188,478	'	'
Consumer [Member] \| Home Equity Term Loans [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	23,312	25,279	'	'
Consumer [Member] \| Residential Real Estate [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	326,945	305,552	'	'
Consumer [Member] \| Other [Member]	'	'	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'	'	'
Carrying amount of loans	$28,894	$30,829	'	'

Loans_Loans_on_NonAccrual_Stat

Loans - Loans on Non-Accrual Status (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	$29,387	$29,814
Troubled debt restructuring, non-accrual	8,017	8,163
Commercial [Member] \| Commercial and Industrial [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	1,473	2,358
Commercial [Member] \| CRE Owner Occupied [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	14,099	14,408
Commercial [Member] \| CRE Non-Owner Occupied [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	1,339	1,969
Commercial [Member] \| Land and Development [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	1,218	2,158
Consumer [Member] \| Home Equity Lines of Credit [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	5,331	3,749
Consumer [Member] \| Home Equity Term Loans [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	1,044	1,240
Consumer [Member] \| Residential Real Estate [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	4,253	3,341
Consumer [Member] \| Other [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Total non-accrual loans	$630	$591

Loans_Additional_Information_D

Loans - Additional Information (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified	Relationships	Relationships
Receivables [Abstract]	'	'
Outstanding amount of relationships which agreements included interest reserves	$48.70	$54.50
No of residential construction, commercial construction and land development relationships	14	17
Amount available to fund interest payments	3.3	4.3
Commercial construction relationship	0	0
Interest Reserve in the aggregate on non accrual status of commercial construction relationships	$0	$0

Allowance_for_Loan_Losses_Allo

Allowance for Loan Losses - Allowance for Loan Losses and Recorded Investment in Financing Receivables (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Beginning balance	$35,537	$45,873	'
Charge-offs	-2,095	-3,802	'
Recoveries	326	4,882	'
Net charge-offs	-1,769	1,080	'
PROVISION FOR LOAN LOSSES	'	171	'
Ending balance	33,768	47,124	'
Ending balance: individually evaluated for impairment	16	2,140	'
Ending balance: collectively evaluated for impairment	33,752	44,984	'
Ending balance	2,084,080	2,251,560	2,137,704
Ending balance: individually evaluated for impairment	36,291	73,614	'
Ending balance: collectively evaluated for impairment	2,047,789	2,177,946	'
Commercial [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Beginning balance	27,828	33,197	'
Charge-offs	-1,180	-2,986	'
Recoveries	201	4,758	'
Net charge-offs	-979	1,772	'
PROVISION FOR LOAN LOSSES	-1,101	2,482	'
Ending balance	25,748	37,451	'
Ending balance: individually evaluated for impairment	'	2,021	'
Ending balance: collectively evaluated for impairment	25,748	35,430	'
Ending balance	1,519,993	1,737,079	'
Ending balance: individually evaluated for impairment	25,874	61,339	'
Ending balance: collectively evaluated for impairment	1,494,119	1,675,740	'
Home Equity [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Beginning balance	3,375	2,734	'
Charge-offs	-307	-665	'
Recoveries	84	53	'
Net charge-offs	-223	-612	'
PROVISION FOR LOAN LOSSES	143	2,641	'
Ending balance	3,295	4,763	'
Ending balance: individually evaluated for impairment	'	'	'
Ending balance: collectively evaluated for impairment	3,295	4,763	'
Ending balance	208,248	229,319	'
Ending balance: individually evaluated for impairment	5,630	5,923	'
Ending balance: collectively evaluated for impairment	202,618	223,396	'
Residential Real Estate [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Beginning balance	2,898	3,333	'
Charge-offs	-251	'	'
Recoveries	2	3	'
Net charge-offs	-249	3	'
PROVISION FOR LOAN LOSSES	787	-323	'
Ending balance	3,436	3,013	'
Ending balance: individually evaluated for impairment	'	119	'
Ending balance: collectively evaluated for impairment	3,436	2,894	'
Ending balance	326,945	248,875	'
Ending balance: individually evaluated for impairment	4,164	5,734	'
Ending balance: collectively evaluated for impairment	322,781	243,141	'
Other [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Beginning balance	1,436	6,609	'
Charge-offs	-357	-151	'
Recoveries	39	68	'
Net charge-offs	-318	-83	'
PROVISION FOR LOAN LOSSES	171	-4,629	'
Ending balance	1,289	1,897	'
Ending balance: individually evaluated for impairment	16	'	'
Ending balance: collectively evaluated for impairment	1,273	1,897	'
Ending balance	28,894	36,287	'
Ending balance: individually evaluated for impairment	623	618	'
Ending balance: collectively evaluated for impairment	$28,271	$35,669	'

Allowance_for_Loan_Losses_Addi

Allowance for Loan Losses - Additional Information (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Dec. 31, 2012
	TDRs	TDRs	Dec. 31, 2013	Dec. 31, 2012
Receivables [Abstract]	'	'	'	'
Allowance for loans receivable	$33,768	$47,124	$35,537	$45,873
Ratio of allowance for loan losses to gross loans held-for-investment	1.62%	'	1.66%	'
Loan not considered as impaired	'Less than 90 days	'	'	'
Number of impaired loans classified as TDR	6	'	'	'
TDR with specific reserves	1	'	'	'
Commitment to lend additional funds	$53	'	'	'
Number of TDR agreements	0	0	'	'

Allowance_for_Loan_Losses_Comp

Allowance for Loan Losses - Components of Impaired Loans Held-for-Investment (Detail) (USD $)	3 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Commercial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, Total	$25,875	$28,777
Unpaid Principal Balance, Total	34,968	38,037
Related Allowance, Total	'	917
Average Recorded Investment, Total	25,336	18,267
Accrued Interest Income Recognized, Total	'	'
Cash Interest Income Recognized, Total	'	'
Commercial [Member] \| Commercial and Industrial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	2,726	3,206
Recorded Investment, With Related Allowance	'	423
Unpaid Principal Balance, With No Related Allowance	2,801	3,281
Unpaid Principal Balance, With Related Allowance	'	425
Related Allowance, With No Related Allowance	'	'
Related Allowance, With Related Allowance	'	423
Average Recorded Investment, With No Related Allowance	2,315	1,884
Average Recorded Investment, With Related Allowance	'	73
Accrued Interest Income Recognized, With No Related Allowance	'	'
Accrued Interest Income Recognized, With Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With Related Allowance	'	'
Commercial [Member] \| CRE Owner Occupied [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	20,190	18,503
Recorded Investment, With Related Allowance	'	2,164
Unpaid Principal Balance, With No Related Allowance	29,166	27,367
Unpaid Principal Balance, With Related Allowance	'	2,164
Related Allowance, With No Related Allowance	'	'
Related Allowance, With Related Allowance	'	494
Average Recorded Investment, With No Related Allowance	20,184	13,528
Average Recorded Investment, With Related Allowance	'	47
Accrued Interest Income Recognized, With No Related Allowance	'	'
Accrued Interest Income Recognized, With Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With Related Allowance	'	'
Commercial [Member] \| CRE Non-Owner Occupied [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	1,339	1,969
Unpaid Principal Balance, With No Related Allowance	1,343	2,251
Related Allowance, With No Related Allowance	'	'
Average Recorded Investment, With No Related Allowance	986	66
Accrued Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Commercial [Member] \| Land and Development [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	1,620	2,512
Unpaid Principal Balance, With No Related Allowance	1,658	2,549
Related Allowance, With No Related Allowance	'	'
Average Recorded Investment, With No Related Allowance	1,851	2,669
Accrued Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Consumer [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, Total	10,415	8,142
Unpaid Principal Balance, Total	13,899	11,236
Related Allowance, Total	16	17
Average Recorded Investment, Total	9,481	6,236
Accrued Interest Income Recognized, Total	'	'
Cash Interest Income Recognized, Total	'	'
Consumer [Member] \| Home Equity Lines of Credit [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	4,726	3,749
Unpaid Principal Balance, With No Related Allowance	6,062	5,051
Related Allowance, With No Related Allowance	'	'
Average Recorded Investment, With No Related Allowance	3,913	3,132
Accrued Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Consumer [Member] \| Home Equity Term Loans [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	902	1,238
Unpaid Principal Balance, With No Related Allowance	1,061	1,456
Related Allowance, With No Related Allowance	'	'
Average Recorded Investment, With No Related Allowance	912	918
Accrued Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Consumer [Member] \| Residential Real Estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	4,164	2,569
Unpaid Principal Balance, With No Related Allowance	5,039	3,135
Related Allowance, With No Related Allowance	'	'
Average Recorded Investment, With No Related Allowance	4,183	1,689
Accrued Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Consumer [Member] \| Other [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Recorded Investment, With No Related Allowance	598	560
Recorded Investment, With Related Allowance	25	26
Unpaid Principal Balance, With No Related Allowance	1,710	1,567
Unpaid Principal Balance, With Related Allowance	27	27
Related Allowance, With No Related Allowance	'	'
Related Allowance, With Related Allowance	16	17
Average Recorded Investment, With No Related Allowance	448	481
Average Recorded Investment, With Related Allowance	25	16
Accrued Interest Income Recognized, With No Related Allowance	'	'
Accrued Interest Income Recognized, With Related Allowance	'	'
Cash Interest Income Recognized, With No Related Allowance	'	'
Cash Interest Income Recognized, With Related Allowance	'	'

Allowance_for_Loan_Losses_Anal

Allowance for Loan Losses - Analysis of Comapny's TDR Agreements (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	TDRs	TDRs
Financing Receivable, Modifications [Line Items]	'	'
Number of Contracts	0	0
Residential Real Estate [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Contracts	'	1
Pre-Modification Outstanding Recorded Investment	'	199
Post-Modification Outstanding Recorded Investment	'	197

Allowance_for_Loan_Losses_Info

Allowance for Loan Losses - Information Regarding Types of Concessions Granted on Loans (Detail)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
	TDRs	TDRs
Financing Receivable, Modifications [Line Items]	'	'
Number of Contracts	0	0
Residential Real Estate [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Contracts	'	1
Residential Real Estate [Member] \| Modified Term Debt to Interest Only for 6 Month Period [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Contracts	'	1

Allowance_for_Loan_Losses_Comp1

Allowance for Loan Losses - Company's Distribution of Risk Ratings within Held-for-Investment Loan Portfolio (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	$2,084,080	$2,137,704	$2,251,560
Commercial and Industrial [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	437,109	478,734	'
Commercial and Industrial [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	379,426	415,875	'
Commercial and Industrial [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	32,702	37,064	'
Commercial and Industrial [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	24,981	25,372	'
Commercial and Industrial [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	423	'
CRE Owner Occupied [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	428,944	468,442	'
CRE Owner Occupied [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	370,843	407,486	'
CRE Owner Occupied [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	17,356	17,741	'
CRE Owner Occupied [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	40,745	41,051	'
CRE Owner Occupied [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	2,164	'
CRE Non-Owner Occupied [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	583,865	576,084	'
CRE Non-Owner Occupied [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	560,266	550,426	'
CRE Non-Owner Occupied [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	8,746	9,464	'
CRE Non-Owner Occupied [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	14,853	16,194	'
CRE Non-Owner Occupied [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Land and Development [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	70,075	64,306	'
Land and Development [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	67,968	61,303	'
Land and Development [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	489	494	'
Land and Development [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	1,618	2,509	'
Land and Development [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Home Equity Lines of Credit [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	184,936	188,478	'
Home Equity Lines of Credit [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	177,472	181,796	'
Home Equity Lines of Credit [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Home Equity Lines of Credit [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	7,464	6,682	'
Home Equity Lines of Credit [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Home Equity Term Loans [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	23,312	25,279	'
Home Equity Term Loans [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	22,246	24,016	'
Home Equity Term Loans [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Home Equity Term Loans [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	1,066	1,263	'
Home Equity Term Loans [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Residential Real Estate [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	326,945	305,552	'
Residential Real Estate [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	320,163	299,625	'
Residential Real Estate [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Residential Real Estate [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	6,782	5,927	'
Residential Real Estate [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Other [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	28,894	30,829	'
Other [Member] \| Pass [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	27,239	29,994	'
Other [Member] \| Special Mention [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	'	'	'
Other [Member] \| Substandard [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	1,630	809	'
Other [Member] \| Doubtful [Member]	'	'	'
Financing Receivable, Allowance for Credit Losses [Line Items]	'	'	'
Carrying amount of loans	$25	$26	'

Allowance_for_Loan_Losses_Comp2

Allowance for Loan Losses - Company's Analysis of Past Due Held-for-Investment Loans (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	$39,921	$32,127	'
60-89 Days Past Due	5,399	17,061	'
90 Days Past Due	14,385	15,400	'
Total Past Due	59,705	64,588	'
Current	2,024,375	2,073,116	'
Total Financing Receivables	2,084,080	2,137,704	2,251,560
Loans 90 Days Past Due and Accruing	42	'	'
Commercial and Industrial [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	437,109	478,734	'
CRE Owner Occupied [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	428,944	468,442	'
CRE Non-Owner Occupied [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	583,865	576,084	'
Land and Development [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	70,075	64,306	'
Home Equity Lines of Credit [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	184,936	188,478	'
Home Equity Term Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	23,312	25,279	'
Residential Real Estate [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	326,945	305,552	'
Other [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	28,894	30,829	'
Commercial [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
Total Financing Receivables	1,519,993	'	1,737,079
Commercial [Member] \| Commercial and Industrial [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	17,873	9,149	'
60-89 Days Past Due	119	2,726	'
90 Days Past Due	2,218	3,452	'
Total Past Due	20,210	15,327	'
Current	416,899	463,407	'
Total Financing Receivables	437,109	478,734	'
Loans 90 Days Past Due and Accruing	42	'	'
Commercial [Member] \| CRE Owner Occupied [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	4,422	4,901	'
60-89 Days Past Due	2,359	5,865	'
90 Days Past Due	3,221	3,753	'
Total Past Due	10,002	14,519	'
Current	418,942	453,923	'
Total Financing Receivables	428,944	468,442	'
Commercial [Member] \| CRE Non-Owner Occupied [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	4,970	899	'
60-89 Days Past Due	437	4,661	'
90 Days Past Due	232	1,070	'
Total Past Due	5,639	6,630	'
Current	578,226	569,454	'
Total Financing Receivables	583,865	576,084	'
Commercial [Member] \| Land and Development [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
90 Days Past Due	1,620	2,512	'
Total Past Due	1,620	2,512	'
Current	68,455	61,794	'
Total Financing Receivables	70,075	64,306	'
Consumer [Member] \| Home Equity Lines of Credit [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	2,579	3,030	'
60-89 Days Past Due	1,437	1,457	'
90 Days Past Due	3,564	2,324	'
Total Past Due	7,580	6,811	'
Current	177,356	181,667	'
Total Financing Receivables	184,936	188,478	'
Consumer [Member] \| Home Equity Term Loans [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	1,058	1,032	'
60-89 Days Past Due	165	223	'
90 Days Past Due	451	825	'
Total Past Due	1,674	2,080	'
Current	21,638	23,199	'
Total Financing Receivables	23,312	25,279	'
Consumer [Member] \| Residential Real Estate [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	7,505	12,776	'
60-89 Days Past Due	631	1,927	'
90 Days Past Due	2,846	1,086	'
Total Past Due	10,982	15,789	'
Current	315,963	289,763	'
Total Financing Receivables	326,945	305,552	'
Consumer [Member] \| Other [Member]	'	'	'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'	'	'
30-59 Days Past Due	1,514	340	'
60-89 Days Past Due	251	202	'
90 Days Past Due	233	378	'
Total Past Due	1,998	920	'
Current	26,896	29,909	'
Total Financing Receivables	$28,894	$30,829	'

Real_Estate_Owned_Schedule_of_

Real Estate Owned - Schedule of Real Estate Owned (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Real Estate By Property [Line Items]	'	'
Real estate owned	$2,728	$2,503
Commercial Properties [Member]	'	'
Real Estate By Property [Line Items]	'	'
Real estate owned	1,227	1,227
Residential Properties [Member]	'	'
Real Estate By Property [Line Items]	'	'
Real estate owned	$1,501	$1,276

Real_Estate_Owned_Summary_of_R

Real Estate Owned - Summary of Real Estate Owned Activity (Detail) (USD $)	3 Months Ended				3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2014
	Mar. 31, 2014	Mar. 31, 2013	Commercial Properties [Member]	Commercial Properties [Member]	Residential Properties [Member]	Bank Properties [Member]
Real Estate By Property [Line Items]	'	'	'	'	'	'
Balance, beginning of year	$2,503	'	$1,227	$1,227	$1,276	'
Transfers into real estate owned	455	'	'	'	455	'
Sale of real estate owned	-223	'	'	'	-223	'
Reserve for losses in real estate owned	-7	-47	'	'	-7	'
Balance, end of year	$2,728	'	$1,227	$1,227	$1,501	'

Derivative_Financial_Instrumen2

Derivative Financial Instruments and Hedging Activities - Additional Information (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Derivatives, Fair Value [Line Items]	'	'	'
Fair value of swaps at inception	$0	'	'
Fair value adjustment	38	504	'
Interest rate lock commitments on residential mortgages, fair value adjustments	-4	-214	'
Investment securities available for sale	439,405	'	440,097
Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Investment securities available for sale	115	'	119
Interest Rate Swaps [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Notional	20,400	'	21,200
Interest Rate Floor [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Notional	15,000	'	15,200
Fair value adjustment	0	0	'
Number of interest rate caps	2	'	'
Residential Mortgage [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Interest rate lock commitments on residential mortgages, fair value adjustments	4	214	'
Residential Mortgage [Member] \| Held-for-Sale Pipeline [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Notional	12,200	'	'
Residential Mortgage [Member] \| Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Investment securities available for sale	$115	'	$119
Minimum [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Expiration dates for swap agreements, range	1-Aug-14	'	'
Maximum [Member]	'	'	'
Derivatives, Fair Value [Line Items]	'	'	'
Expiration dates for swap agreements, range	1-Aug-22	'	'

Derivative_Financial_Instrumen3

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Designated as Fair Value Hedges (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Other Liabilities [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional	($239,517)	$251,207
Interest Rate Swaps [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional	20,400	21,200
Designated as Hedging Instrument [Member] \| Interest Rate Swaps [Member] \| Other Liabilities [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional	20,380	21,172
Fair Value	($1,346)	($1,632)

Derivative_Financial_Instrumen4

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Components (Detail)	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Offsetting [Abstract]	'	'
Weighted average pay rate	6.93%	6.94%
Weighted average receive rate	2.04%	2.04%
Weighted average maturity in years	'1 year 8 months 12 days	'1 year 10 months 24 days

Derivative_Financial_Instrumen5

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Not Designated as Hedging Instruments (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Other Assets [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional	$239,517	$251,207
Fair Value	20,627	23,299
Other Liabilities [Member]	'	'
Derivatives, Fair Value [Line Items]	'	'
Notional	-239,517	251,207
Fair Value	($20,908)	($23,526)

Deposits_Major_Classifications

Deposits - Major Classifications of Deposits (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Banking And Thrift [Abstract]	'	'
Interest-bearing demand deposits	$1,146,368	$1,179,292
Non-interest-bearing demand deposits	561,578	561,006
Savings deposits	266,137	266,573
Time certificates under $100,000	289,677	300,309
Time certificates $100,000 or more	201,691	206,461
Brokered time deposits	107,994	107,930
Total deposits	$2,573,445	$2,621,571

Loss_Earnings_Per_Share_Summar

(Loss) Earnings Per Share - Summary of (Loss) Earnings Per Share Computation (Detail) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Earnings Per Share [Abstract]	'	'
Net (loss) income	($1,906)	$2,453
Average common shares outstanding	86,740,847	86,245,121
Net effect of dilutive common stock equivalents	'	125,314
Adjusted average shares outstanding-dilutive	86,740,847	86,370,435
Basic (loss) earnings per share	($0.02)	$0.03
Diluted (loss) earnings per share	($0.02)	$0.03

Commitments_and_Contingent_Lia1

Commitments and Contingent Liabilities - Additional Information (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Commitments And Contingencies Disclosure [Abstract]	'	'
Customers' letters of credit	$33,400,000	$34,600,000
Reserve for unfunded loan commitments and letters of credit	650,000	454,000
Reserve for residential mortgage loan recourse	$608,000	$647,000

Fair_Value_of_Financial_Instru2

Fair Value of Financial Instruments - Summary of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Assets:	'	'
Investment securities available for sale	$439,405	$440,097
Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'
Assets:	'	'
Investment securities available for sale	115	119
Fair Value, Measurements, Recurring [Member] \| U.S. Treasury Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	2,503	2,500
Fair Value, Measurements, Recurring [Member] \| U.S. Government Agency Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	4,596	4,407
Fair Value, Measurements, Recurring [Member] \| U.S. Government Agency Mortgage-Backed Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	312,534	318,064
Fair Value, Measurements, Recurring [Member] \| Other Mortgage-Backed Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	274	293
Fair Value, Measurements, Recurring [Member] \| State and Municipal Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	30,796	30,453
Fair Value, Measurements, Recurring [Member] \| Trust Preferred Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	8,616	7,967
Fair Value, Measurements, Recurring [Member] \| Collateralized Loan Obligations [Member]	'	'
Assets:	'	'
Investment securities available for sale	79,338	73,229
Fair Value, Measurements, Recurring [Member] \| Other Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	748	3,184
Fair Value, Measurements, Recurring [Member] \| Hedged Commercial Loans [Member]	'	'
Assets:	'	'
Investment securities available for sale	21,804	22,435
Fair Value, Measurements, Recurring [Member] \| Residential Mortgage Loans Held-for-Sale [Member]	'	'
Assets:	'	'
Investment securities available for sale	16,048	20,662
Fair Value, Measurements, Recurring [Member] \| Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'
Assets:	'	'
Investment securities available for sale	115	119
Fair Value, Measurements, Recurring [Member] \| Interest Rate Swaps [Member]	'	'
Assets:	'	'
Investment securities available for sale	20,627	23,299
Liabilities:	'	'
Derivative instruments, liabilities	20,809	23,526
Fair Value, Measurements, Recurring [Member] \| Interest Rate Floor [Member]	'	'
Assets:	'	'
Investment securities available for sale	99	132
Liabilities:	'	'
Derivative instruments, liabilities	99	132
Fair Value, Measurements, Recurring [Member] \| Fair Value Interest Rate Swaps [Member]	'	'
Liabilities:	'	'
Derivative instruments, liabilities	1,346	1,635
Level 1 [Member] \| Fair Value, Measurements, Recurring [Member] \| U.S. Treasury Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	2,503	2,500
Level 1 [Member] \| Fair Value, Measurements, Recurring [Member] \| Other Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	748	3,184
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| U.S. Government Agency Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	4,596	4,407
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| U.S. Government Agency Mortgage-Backed Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	312,534	318,064
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Other Mortgage-Backed Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	274	293
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| State and Municipal Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	30,796	30,453
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Collateralized Loan Obligations [Member]	'	'
Assets:	'	'
Investment securities available for sale	79,338	73,229
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Hedged Commercial Loans [Member]	'	'
Assets:	'	'
Investment securities available for sale	21,804	22,435
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Residential Mortgage Loans Held-for-Sale [Member]	'	'
Assets:	'	'
Investment securities available for sale	16,048	20,662
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Interest Rate Swaps [Member]	'	'
Assets:	'	'
Investment securities available for sale	20,627	23,299
Liabilities:	'	'
Derivative instruments, liabilities	20,809	23,526
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Interest Rate Floor [Member]	'	'
Assets:	'	'
Investment securities available for sale	99	132
Liabilities:	'	'
Derivative instruments, liabilities	99	132
Level 2 [Member] \| Fair Value, Measurements, Recurring [Member] \| Fair Value Interest Rate Swaps [Member]	'	'
Liabilities:	'	'
Derivative instruments, liabilities	1,346	1,635
Level 3 [Member] \| Fair Value, Measurements, Recurring [Member] \| Trust Preferred Securities [Member]	'	'
Assets:	'	'
Investment securities available for sale	8,616	7,967
Level 3 [Member] \| Fair Value, Measurements, Recurring [Member] \| Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'
Assets:	'	'
Investment securities available for sale	$115	$119

Fair_Value_of_Financial_Instru3

Fair Value of Financial Instruments - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Fair value exceeded the aggregate principal balance loans held-for-sale	$209,000	'	'
Residential mortgage loans held-for-sale 90 or more days past due	14,385,000	'	15,400,000
Future default rate	3.60%	'	'
Assumption used in cash flow model	'3 years	'	'
Market spreads first pooled security	4.50%	'	'
Market spreads second pooled security	7.50%	'	'
Change in fair value discount rate for pooled issue	3.00%	'	'
Decrease due to change in applicable discount rate for pooled issue	1,600,000	'	'
Increase due to change in applicable discount rate for pooled issue	2,300,000	'	'
Change in fair value discount rate for single issue	3.00%	'	'
Decrease due to change in applicable discount rate for single issue	570,000	'	'
Increase due to change in applicable discount rate for single issue	913,000	'	'
Change in fair value discount rate for interest lock commitment	20.00%	'	'
Change in fair value of interest rate lock commitments	31,000	'	'
Investment securities available for sale	439,405,000	'	440,097,000
Collateral securities unrecovered	8,000	13,100,000	'
Specific Reserve Change	16,000	1,500,000	'
Commercial Properties [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Decrease in fair value commercial properties	7,000	58,000	'
Level 3 [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Pull through percentage based upon historical experience	75.00%	'	75.00%
Residential Mortgage Loans Held-for-Sale [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Residential mortgage loans held-for-sale 90 or more days past due	0	'	0
Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Investment securities available for sale	115,000	'	119,000
Specific Reserve [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Impaired loans with an aggregate carrying amount	25,000	14,600,000	'
Charge-offs	419,000	0	'
Without Specific Reserve [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Impaired loans with an aggregate carrying amount	3,900,000	42,400,000	'
Without Specific Reserve [Member] \| Loan One [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Charge-offs	578,000	2,400,000	'
Without Specific Reserve [Member] \| Loan Two [Member]	'	'	'
Fair Value, Option, Quantitative Disclosures [Line Items]	'	'	'
Charge-offs	$174,000	$509,000	'

Fair_Value_of_Financial_Instru4

Fair Value of Financial Instruments - Summary of Level 3 Fair Value Measurement Activity (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Investment Securities [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'
Balance, beginning of year	$7,967	$5,882
Total gains (losses), realized/unrealized:	'	'
Included in earnings	'	'
Included in accumulated other comprehensive income	649	421
Purchases	'	10,500
Maturities	'	'
Prepayments	'	'
Calls	'	'
Transfers into Level 3	'	'
Balance, end of year	8,616	16,803
Interest Rate Lock Commitments on Residential Mortgages [Member]	'	'
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]	'	'
Balance, beginning of year	119	847
Total gains (losses), realized/unrealized:	'	'
Included in earnings	-4	-214
Included in accumulated other comprehensive income	'	'
Purchases	'	'
Maturities	'	'
Prepayments	'	'
Calls	'	'
Transfers into Level 3	'	'
Balance, end of year	$115	$633

Fair_Value_of_Financial_Instru5

Fair Value of Financial Instruments - Summary of Assets Measured at Fair Value on Non Recurring Basis (Detail) (Nonrecurring [Member], USD $)	Mar. 31, 2014	Mar. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]	'	'
Fair value of impaired loans	$3,882	$55,560
Total losses or changes in net assets, Impaired loans	-997	-3,896
Fair value of real estate owned	376	154
Total losses or changes in net assets, Real estate owned	-7	-58
Level 1 [Member]	'	'
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]	'	'
Fair value of impaired loans	'	'
Fair value of real estate owned	'	'
Level 2 [Member]	'	'
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]	'	'
Fair value of impaired loans	'	'
Fair value of real estate owned	'	'
Level 3 [Member]	'	'
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]	'	'
Fair value of impaired loans	3,882	55,560
Fair value of real estate owned	$376	$154

Fair_Value_of_Financial_Instru6

Fair Value of Financial Instruments - Valuation Methods for Determining Fair Value of Impairment Loans (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Loans less than $1 million	'Less than 1 million
Loans $1 million or greater	'1 million or greater
Commercial Loans	$1,000,000
Existing appraisal 18 months or less	'18 months or less
Existing appraisal greater than 18 months	'Greater than 18 months
Existing Appraisal Period	'1 year 6 months
Commercial loans secured primarily by residential real estate	'
Loans less than $1 million	'Less than $ 1 million
Loans $1 million or greater	'1 million or greater
Other Commercial	1,000,000
Non-commercial loans secured primarily by residential real estate	'
Loans less than $250	'Less than 250
Loans $250 or greater	'250 or greater
Non-commercial loans	$250,000

Fair_Value_of_Financial_Instru7

Fair Value of Financial Instruments - Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Assets:	'	'
Cash and due from banks	$49,850	$38,075
Interest-earning bank balances	232,245	229,687
Restricted cash	26,000	26,000
Investment securities available for sale	439,405	440,097
Investment securities held to maturity	655	681
Restricted equity investments	16,664	17,019
Liabilities:	'	'
Savings deposits	266,137	266,573
Time deposits	491,368	506,770
Securities sold under agreements to repurchase - customers	471	478
Carrying Amount [Member]	'	'
Assets:	'	'
Cash and due from banks	49,850	38,075
Interest-earning bank balances	232,245	229,687
Restricted cash	26,000	26,000
Investment securities available for sale	439,405	440,097
Investment securities held to maturity	655	681
Loans receivable, net	2,028,508	2,079,732
Loans held-for-sale	16,048	20,662
Hedged commercial loans	22,396	22,435
Restricted equity investments	16,664	17,019
Interest rate lock commitments on residential mortgages	115	119
Liabilities:	'	'
Demand deposits	1,707,946	1,740,298
Savings deposits	266,137	266,573
Time deposits	599,362	614,700
Securities sold under agreements to repurchase - customers	471	478
Advances from FHLBNY	60,915	60,956
Junior subordinated debentures	92,786	92,786
Fair value interest rate swaps	1,348	1,632
Carrying Amount [Member] \| Interest Rate Swaps [Member]	'	'
Assets:	'	'
Interest rate	20,627	23,299
Liabilities:	'	'
Interest rate swaps and floor	20,809	23,526
Carrying Amount [Member] \| Interest Rate Floor [Member]	'	'
Assets:	'	'
Interest rate	99	132
Liabilities:	'	'
Interest rate swaps and floor	99	132
Estimated Fair Value [Member]	'	'
Assets:	'	'
Cash and due from banks	49,850	38,075
Interest-earning bank balances	232,245	229,687
Restricted cash	26,000	26,000
Investment securities available for sale	439,405	440,097
Investment securities held to maturity	664	692
Loans receivable, net	1,925,661	1,964,856
Loans held-for-sale	16,048	20,662
Hedged commercial loans	22,396	22,435
Restricted equity investments	16,664	17,019
Interest rate lock commitments on residential mortgages	115	119
Liabilities:	'	'
Demand deposits	1,762,240	1,795,685
Savings deposits	271,797	272,264
Time deposits	599,631	615,735
Securities sold under agreements to repurchase - customers	471	478
Advances from FHLBNY	61,021	61,072
Junior subordinated debentures	63,904	63,747
Fair value interest rate swaps	1,348	1,632
Estimated Fair Value [Member] \| Interest Rate Swaps [Member]	'	'
Assets:	'	'
Interest rate	20,627	23,299
Liabilities:	'	'
Interest rate swaps and floor	20,809	23,526
Estimated Fair Value [Member] \| Interest Rate Floor [Member]	'	'
Assets:	'	'
Interest rate	99	132
Liabilities:	'	'
Interest rate swaps and floor	$99	$132

Fair_Value_of_Financial_Instru8

Fair Value of Financial Instruments - Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities (Parenthetical) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Millions, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Fair Value Disclosures [Abstract]	'	'
Commercial hedge loan adjustment to market change	$1.30	$1.60

Regulatory_Matters_Additional_

Regulatory Matters - Additional Information (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Oct. 18, 2012	Mar. 31, 2009	Mar. 16, 2009	Mar. 31, 2014	Mar. 31, 2014	Dec. 31, 2009
	Mar. 31, 2014	Mar. 31, 2013	Oct. 18, 2012	Mar. 31, 2009	Mar. 16, 2009	Minimum [Member]	Maximum [Member]	Maximum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'	'	'	'	'	'
Brokered deposits limit	'	'	'	'	'	'	3.50%	'
Brokered deposits revised limit	'	'	6.00%	'	'	'	'	'
Brokered deposits as a percentage of total liabilities	3.90%	'	'	'	'	'	'	'
Leverage Ratio, Actual Ratio	9.45%	'	'	'	'	8.50%	'	'
Tier 1 Capital (to Risk-Weighted Assets), Actual Ratio	12.83%	'	'	'	25.00%	9.50%	'	'
Total capital (to risk-weighted assets)	14.08%	'	'	'	'	11.50%	'	'
Amount available for payment of dividends to the company by the Bank	$0	'	'	'	'	'	'	'
Maximum deposit insurance	'	'	'	'	'	100,000	250,000	'
Prepaid assessment balance	1,000,000	1,000,000	'	'	'	'	'	'
Tier 1 capital limitation, interest	25.00%	'	'	'	'	'	'	'
Limited capital securities and other restricted core capital elements, interest	'	'	'	25.00%	'	'	'	'
Capital securities qualified as Tier 1 capital	70,900,000	'	'	'	'	'	'	15,000,000,000
Capital securities qualified as Tier 2 capital	19,100,000	'	'	'	'	'	'	'
Total capital	90,000,000	'	'	'	'	'	'	'
Extension period for federal reserve board for bank holding	'2 years	'	'	'	'	'	'	'
Marginal federal tax rate	35.00%	35.00%	'	'	'	'	'	'
Effect of tax-exempt income	$166,000	$212,000	'	'	'	'	'	'

Regulatory_Matters_RiskBased_C

Regulatory Matters - Risk-Based Capital Ratios (Detail) (USD $)	Mar. 31, 2014	Mar. 16, 2009	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 16, 2009	Sun Bancorp, Inc [Member]	Sun Bancorp, Inc [Member]	Sun National Bank [Member]	Sun National Bank [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'	'	'	'
Total Capital (to Risk-Weighted Assets), Actual Amount	$90,000	'	$329,930	$332,295	$311,694	$314,107
Total Capital (to Risk-Weighted Assets) For Capital Adequacy Purposes, Amount	'	'	177,526	184,494	177,075	184,070
Total Capital (to Risk-Weighted Assets) To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	'	'	'	'	221,344	230,088
Total Capital (to Risk-Weighted Assets), Actual Ratio	14.08%	'	14.87%	14.41%	14.08%	13.65%
Total Capital (to Risk-Weighted Assets) For Capital Adequacy Purposes, Ratio	'	'	8.00%	8.00%	8.00%	8.00%
Total Capital (to Risk-Weighted Assets) To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	'	'	'	'	10.00%	10.00%
Tier 1 Capital (to Risk-Weighted Assets), Actual Amount	70,900	'	282,992	284,781	283,943	285,257
Tier 1 Capital (to Risk-Weighted Assets) For Capital Adequacy Purposes, Amount	'	'	88,763	92,247	88,538	92,035
Tier 1 Capital (to Risk-Weighted Assets) To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	'	'	'	'	132,807	138,053
Tier 1 Capital (to Risk-Weighted Assets), Actual Ratio	12.83%	25.00%	12.75%	12.34%	12.83%	12.40%
Tier 1 Capital (to Risk-Weighted Assets) For Capital Adequacy Purposes, Ratio	'	'	4.00%	4.00%	4.00%	4.00%
Tier 1 Capital (to Risk-Weighted Assets) To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	'	'	'	'	6.00%	6.00%
Leverage Ratio, Actual Amount	'	'	282,992	284,781	283,943	285,257
Leverage Ratio For Capital Adequacy Purposes, Amount	'	'	120,434	126,682	120,223	126,479
Leverage Ratio To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	'	'	'	'	$150,279	$158,099
Leverage Ratio, Actual Ratio	9.45%	'	9.40%	8.99%	9.45%	9.02%
Leverage Ratio For Capital Adequacy Purposes, Ratio	'	'	4.00%	4.00%	4.00%	4.00%
Leverage Ratio To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	'	'	'	'	5.00%	5.00%

Regulatory_Matters_Reconciliat

Regulatory Matters - Reconciliation of Tax Equivalent Net Interest Income to GAAP Net Interest Income (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Banking And Thrift [Abstract]	'	'
Net interest income, as presented	$21,392	$23,078
Effect of tax-exempt income	166	212
Net interest income, tax equivalent	$21,558	$23,290

Regulatory_Matters_Reconciliat1

Regulatory Matters - Reconciliation of Core Deposits to GAAP Total Deposits (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Banking And Thrift [Abstract]	'	'
Total deposits	$2,573,445	$2,621,571
Less: Time deposits	491,368	506,770
Less: Brokered deposits	107,994	107,930
Core deposits	$1,974,083	$2,006,871