Texas Capital Bancshares (TCBI) 10-Q 23 Apr 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 21, 2015
Document And Entity Information [Abstract]
Entity Registrant Name	TEXAS CAPITAL BANCSHARES INC/TX
Entity Central Index Key	1077428
Current Fiscal Year End Date	-19
Entity Filer Category	Large Accelerated Filer
Document Type	10-Q
Document Period End Date	31-Mar-15
Document Fiscal Year Focus	2015
Document Fiscal Period Focus (Q1,Q2,Q3,FY)	Q1
Amendment Flag	FALSE
Entity Common Stock, Shares Outstanding		45,774,646

CONSOLIDATED_BALANCE_SHEETS

CONSOLIDATED BALANCE SHEETS (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Assets
Cash and due from banks	$99,602	$96,524
Interest-bearing deposits	734,945	1,233,990
Securities, available-for-sale	37,649	41,719
Loans held for investment, mortgage finance	5,408,750	4,102,125
Loans held for investment (net of unearned income)	10,760,978	10,154,887
Less: Allowance for loan losses	108,078	100,954
Loans held for investment, net	16,061,650	14,156,058
Premises and equipment, net	16,037	17,368
Accrued interest receivable and other assets	355,163	333,699
Goodwill and intangible assets, net	20,412	20,588
Total assets	17,325,458	15,899,946
Non-interest-bearing
Non-interest-bearing	6,050,817	5,011,619
Interest-bearing	7,816,310	7,348,972
Interest-bearing in foreign branches	255,179	312,709
Total deposits	14,122,306	12,673,300
Accrued interest payable	2,545	4,747
Other liabilities	157,785	145,622
Federal funds purchased and repurchase agreements	125,458	92,676
Other borrowings	1,000,000	1,100,005
Subordinated notes	286,000	286,000
Trust preferred subordinated debentures	113,406	113,406
Total liabilities	15,807,500	14,415,756
Stockholders’ equity:
Preferred stock, $.01 par value, $1,000 liquidation value; Authorized shares - 10,000,000; Issued shares – 6,000,000 shares issued at March 31, 2015 and December 31, 2014, respectively	150,000	150,000
Common stock, $.01 par value; Authorized shares - 100,000,000; Issued shares – 45,772,662 and 45,735,424 at March 31, 2015 and December 31, 2014, respectively	457	457
Additional paid-in capital	710,943	709,738
Retained earnings	655,326	622,714
Treasury stock (shares at cost: 417 at March 31, 2015 and December 31, 2014)	-8	-8
Accumulated other comprehensive income, net of taxes	1,240	1,289
Total stockholders’ equity	1,517,958	1,484,190
Total liabilities and stockholders’ equity	$17,325,458	$15,899,946

CONSOLIDATED_BALANCE_SHEETS_Pa

CONSOLIDATED BALANCE SHEETS (Parentheticals) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Statement of Financial Position [Abstract]
Preferred stock, par value	$0.01	$0.01
Preferred Stock, shares authorized	10,000,000	10,000,000
Preferred Stock, shares issued	6,000,000	6,000,000
Common Stock, par value	$0.01	$0.01
Common Stock, shares authorized	100,000,000	100,000,000
Common Stock, shares issued	45,772,662	45,735,424
Treasury Stock, shares	417	457

CONSOLIDATED_STATEMENTS_OF_INC

CONSOLIDATED STATEMENTS OF INCOME AND OTHER COMPREHENSIVE INCOME (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income
Interest and fees on loans	$139,174	$115,872
Securities	358	540
Federal funds sold	116	40
Deposits in other banks	1,260	159
Total interest income	140,908	116,611
Interest expense
Deposits	5,628	4,030
Federal funds purchased	68	95
Repurchase agreements	4	4
Other borrowings	390	72
Subordinated notes	4,191	3,479
Trust preferred subordinated debentures	618	616
Total interest expense	10,899	8,296
Net interest income	130,009	108,315
Provision for credit losses	11,000	5,000
Net interest income after provision for credit losses	119,009	103,315
Non-interest income
Service charges on deposit accounts	2,094	1,696
Trust fee income	1,200	1,282
Bank owned life insurance (BOLI) income	484	509
Brokered loan fees	4,232	2,824
Swap fees	1,986	1,224
Other	2,271	2,821
Total non-interest income	12,267	10,356
Non-interest expense
Salaries and employee benefits	45,828	42,056
Net occupancy expense	5,691	4,768
Marketing	4,218	3,759
Legal and professional	4,048	5,402
Communications and technology	5,078	3,924
FDIC insurance assessment	3,790	2,725
Allowance and other carrying costs for OREO	9	45
Other	7,855	6,638
Total non-interest expense	76,517	69,317
Income before income taxes	54,759	44,354
Income tax expense	19,709	16,089
Net income	35,050	28,265
Preferred stock dividends	2,438	2,438
Net income available to common stockholders	32,612	25,827
Other comprehensive income (loss)
Change in net unrealized gain on available-for-sale securities arising during period, before-tax	-76	-162
Income tax benefit related to net unrealized gain on available-for-sale securities	-27	-57
Other comprehensive loss, net of tax	-49	-105
Comprehensive income	$35,001	$28,160
Basic earnings per common share (usd per share)	$0.71	$0.61
Diluted earnings per common share (usd per share)	$0.70	$0.60

CONSOLIDATED_STATEMENTS_OF_STO

CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY (USD $)	Total	Preferred Stock	Common Stock	Additional Paid-in Capital	Retained Earnings	Treasury Stock	Accumulated Other Comprehensive Income (Loss), Net of Taxes
In Thousands, except Share data, unless otherwise specified
Stockholders' equity, beginning balance at Dec. 31, 2013	$1,096,350	$150,000	$410	$448,208	$496,112	($8)	$1,628
Shares, outstanding, beginning balance at Dec. 31, 2013		6,000,000	41,036,787			417
Comprehensive income:
Net income	28,265				28,265
Change in unrealized gain on available-for-sale securities, net of taxes	-105						-105
Total comprehensive income	28,160
Tax benefit related to exercise of stock-based awards	955			955
Stock-based compensation expense recognized in earnings	1,262			1,262
Issuance of preferred stock - value	0	0		0
Issuance of preferred stock - shares		0
Preferred stock dividend	-2,438				-2,438
Issuance of stock related to stock-based awards - value	706		1	707
Issuance of stock related to stock-based awards - shares			46,660
Issuance of common stock - value	106,548		19	106,529
Issuance of common stock - shares			1,875,000
Issuance of common stock related to warrants - shares			773
Stockholders' equity, ending balance at Mar. 31, 2014	1,230,131	150,000	430	556,247	521,939	-8	1,523
Shares, outstanding, ending balance at Mar. 31, 2014		6,000,000	42,959,220			417
Stockholders' equity, beginning balance at Dec. 31, 2014	1,484,190	150,000	457	709,738	622,714	-8	1,289
Shares, outstanding, beginning balance at Dec. 31, 2014		6,000,000	45,735,424			417
Comprehensive income:
Net income	35,050				35,050
Change in unrealized gain on available-for-sale securities, net of taxes	-49						-49
Total comprehensive income	35,001
Tax benefit related to exercise of stock-based awards	263			263
Stock-based compensation expense recognized in earnings	991			991
Preferred stock dividend	-2,438				-2,438
Issuance of stock related to stock-based awards - value	49		0	49
Issuance of stock related to stock-based awards - shares			37,238
Stockholders' equity, ending balance at Mar. 31, 2015	$1,517,958	$150,000	$457	$710,943	$655,326	($8)	$1,240
Shares, outstanding, ending balance at Mar. 31, 2015		6,000,000	45,772,662			417

CONSOLIDATED_STATEMENTS_OF_STO1

CONSOLIDATED STATEMENTS OF STOCKHOLDERS' EQUITY (Parentheticals) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Stockholders' Equity [Abstract]
Income tax benefit (expense) related to net unrealized gain on available-for-sale securities	$27	$57

CONSOLIDATED_STATEMENTS_OF_CAS

CONSOLIDATED STATEMENTS OF CASH FLOWS (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Operating activities
Income from continuing operations	$35,050	$28,265
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for credit losses	11,000	5,000
Depreciation and amortization	4,060	3,012
Amortization and accretion on securities	0	1
Bank owned life insurance (BOLI) income	-484	-509
Stock-based compensation expense	-2,357	-4,655
Excess tax expense from stock-based compensation arrangements	-305	-955
Gain on sale of assets	0	136
Changes in operating assets and liabilities:
Accrued interest receivable and other assets	-24,849	3,681
Accrued interest payable and other liabilities	8,885	-4,763
Net cash provided by operating activities	35,714	38,523
Investing activities
Maturities and calls of available-for-sale securities	1,950	7,440
Principal payments received on available-for-sale securities	2,044	2,651
Originations of mortgage finance loans	-21,276,920	-9,687,691
Proceeds from pay-offs of mortgage finance loans	19,970,295	9,783,912
Net increase in loans held for investment, excluding mortgage finance loans	-609,967	-444,070
Purchase (disposal) of premises and equipment, net	251	-1,161
Proceeds from sale of foreclosed assets	1,065	3,405
Net cash used in investing activities	-1,911,282	-335,514
Financing activities
Net increase in deposits	1,449,006	471,749
Net expense from issuance of stock related to stock-based awards	-49	-706
Net proceeds from issuance of common stock	0	106,548
Preferred dividends paid	-2,438	-2,438
Net increase in other borrowings	-100,005	-342,527
Excess tax benefits from stock-based compensation arrangements	305	955
Net increase (decrease) in Federal funds purchased and repurchase agreements	32,782	-5,077
Net proceeds from issuance of subordinated notes	0	172,375
Net cash provided by financing activities	1,379,601	400,879
Net increase (decrease) in cash and cash equivalents	-495,967	103,888
Cash and cash equivalents at beginning of period	1,330,514	153,911
Cash and cash equivalents at end of period	834,547	257,799
Supplemental disclosures of cash flow information:
Cash paid during the period for interest	13,101	6,741
Cash paid during the period for income taxes	891	882
Transfers from loans/leases to OREO and other repossessed assets	$1,092	$851

OPERATIONS_AND_SUMMARY_OF_SIGN

OPERATIONS AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	3 Months Ended
	Mar. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Operations and summary of significant accounting policies	OPERATIONS AND SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	Organization and Nature of Business
	Texas Capital Bancshares, Inc. (the “Company”), a Delaware corporation, was incorporated in November 1996 and commenced banking operations in December 1998. The consolidated financial statements of the Company include the accounts of Texas Capital Bancshares, Inc. and its wholly owned subsidiary, Texas Capital Bank, National Association (the “Bank”). We serve the needs of commercial businesses and successful professionals and entrepreneurs located in Texas as well as operate several lines of business serving a regional or national clientele of commercial borrowers. We are primarily a secured lender, with our greatest concentration of loans in Texas.
	Basis of Presentation
	Our accounting and reporting policies conform to accounting principles generally accepted in the United States (“GAAP”) and to generally accepted practices within the banking industry. Certain prior period balances have been reclassified to conform to the current period presentation.
	The consolidated interim financial statements have been prepared without audit. Certain information and footnote disclosures presented in accordance with GAAP have been condensed or omitted. In the opinion of management, the interim financial statements include all normal and recurring adjustments and the disclosures made are adequate to make interim financial information not misleading. The consolidated financial statements have been prepared in accordance with GAAP for interim financial information and the instructions to Form 10-Q adopted by the Securities and Exchange Commission (“SEC”). Accordingly, the financial statements do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with our consolidated financial statements, and notes thereto, for the year ended December 31, 2014, included in our Annual Report on Form 10-K filed with the SEC on February 19, 2015 (the “2014 Form 10-K”). Operating results for the interim periods disclosed herein are not necessarily indicative of the results that may be expected for a full year or any future period.
	Use of Estimates
	The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates. The allowance for loan losses, the fair value of stock-based compensation awards, the fair values of financial instruments and the status of contingencies are particularly susceptible to significant change in the near term.

EARNINGS_PER_COMMON_SHARE

EARNINGS PER COMMON SHARE	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
EARNINGS PER COMMON SHARE	EARNINGS PER COMMON SHARE
	The following table presents the computation of basic and diluted earnings per share (in thousands except per share data):
		Three months ended
		March 31,
		2015		2014
	Numerator:
	Net income	$	35,050	$	28,265
	Preferred stock dividends	2,438		2,438
	Net income available to common stockholders	$	32,612	25,827
	Denominator:
	Denominator for basic earnings per share— weighted average shares	45,758,655		42,298,355
	Effect of employee stock-based awards(1)	210,736		381,597
	Effect of warrants to purchase common stock	398,479		540,009
	Denominator for dilutive earnings per share—adjusted weighted average shares and assumed conversions	46,367,870		43,219,961
	Basic earnings per common share	$	0.71	$	0.61
	Diluted earnings per common share	$	0.7	$	0.6
	-1	Stock options, SARs and RSUs outstanding of 168,300 at March 31, 2015 and 23,000 at March 31, 2014 have not been included in diluted earnings per share because to do so would have been anti-dilutive for the periods presented.

SECURITIES

SECURITIES	3 Months Ended
	Mar. 31, 2015
Available-for-sale Securities [Abstract]
SECURITIES	SECURITIES
	Securities are identified as either held-to-maturity or available-for-sale based upon various factors, including asset/liability management strategies, liquidity and profitability objectives, and regulatory requirements. Held-to-maturity securities are carried at cost, adjusted for amortization of premiums or accretion of discounts. Available-for-sale securities are securities that may be sold prior to maturity based upon asset/liability management decisions. Securities identified as available-for-sale are carried at fair value. Unrealized gains or losses on available-for-sale securities are recorded as accumulated other comprehensive income in stockholders’ equity, net of taxes. Amortization of premiums or accretion of discounts on mortgage-backed securities is periodically adjusted for estimated prepayments. Realized gains and losses and declines in value judged to be other-than-temporary are included in gain (loss) on sale of securities. The cost of securities sold is based on the specific identification method.
	At March 31, 2015, our net unrealized gain on the available-for-sale securities portfolio was $1.9 million compared to $2.0 million at December 31, 2014. As a percent of outstanding balances, the unrealized gain was 5.34% and 4.99% at March 31, 2015, and December 31, 2014, respectively. The increase in the unrealized gain percentage at March 31, 2015 is related to the increase in market prices offset by the reduction in the portfolio balance.
	The following is a summary of securities (in thousands):
		March 31, 2015
		Amortized			Gross			Gross			Estimated
		Cost			Unrealized			Unrealized			Fair
					Gains			Losses			Value
	Available-for-Sale Securities:
	Residential mortgage-backed securities	$	26,912		$	2,006		$	—		$	28,918
	Municipals	1,308			5			—			1,313
	Equity securities(1)	7,522			26			(130		)	7,418
		$	35,742		$	2,037		$	(130	)	$	37,649
		December 31, 2014
		Amortized Cost			Gross Unrealized Gains			Gross Unrealized Losses			Estimated
											Fair
											Value
	Available-for-Sale Securities:
	Residential mortgage-backed securities	$	28,957		$	2,108		$	—		$	31,065
	Municipals	3,257			10			—			3,267
	Equity securities(1)	7,522			16			(151		)	7,387
		$	39,736		$	2,134		$	(151	)	$	41,719
	-1	Equity securities consist of Community Reinvestment Act funds.
	The amortized cost and estimated fair value of securities are presented below by contractual maturity (in thousands, except percentage data):
		31-Mar-15
		Less Than			After One			After Five			After Ten			Total
		One Year			Through			Through			Years
					Five Years			Ten Years
	Available-for-sale:
	Residential mortgage-backed securities:(1)
	Amortized cost	$	—		$	7,967		$	5,250		$	13,695		$	26,912
	Estimated fair value	—			8,394			5,904			14,620			28,918
	Weighted average yield(3)	—			4.79		%	5.54		%	2.36		%	3.73		%
	Municipals:(2)
	Amortized cost	745			563			—			—			1,308
	Estimated fair value	747			566			—			—			1,313
	Weighted average yield(3)	5.51		%	5.69		%	—			—			5.59		%
	Equity securities:(4)
	Amortized cost	7,522			—			—			—			7,522
	Estimated fair value	7,418			—			—			—			7,418
	Total available-for-sale securities:
	Amortized cost													$	35,742
	Estimated fair value													$	37,649
		31-Dec-14
		Less Than			After One			After Five			After Ten			Total
		One Year			Through			Through			Years
					Five Years			Ten Years
	Available-for-sale:
	Residential mortgage-backed securities:(1)
	Amortized cost	$	1		$	9,151		$	5,661		$	14,144		$	28,957
	Estimated fair value	1			9,662			6,333			15,069			31,065
	Weighted average yield(3)	6.5		%	4.79		%	5.54		%	2.36		%	3.75		%
	Municipals:(2)
	Amortized cost	1,669			1,588			—			—			3,257
	Estimated fair value	1,674			1,593			—			—			3,267
	Weighted average yield(3)	5.78		%	5.79		%	—			—			5.79		%
	Equity securities:(4)
	Amortized cost	7,522			—			—			—			7,522
	Estimated fair value	7,387			—			—			—			7,387
	Total available-for-sale securities:
	Amortized cost													$	39,736
	Estimated fair value													$	41,719
	-1	Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without prepayment penalties.
	-2	Yields have been adjusted to a tax equivalent basis assuming a 35% federal tax rate.
-3	Yields are calculated based on amortized cost.
-4	These equity securities do not have a stated maturity.
Securities with carrying values of approximately $28.8 million were pledged to secure certain borrowings and deposits at March 31, 2015. Of the pledged securities at March 31, 2015, approximately $9.4 million were pledged for certain deposits, and approximately $19.4 million were pledged for repurchase agreements.
The following table discloses, as of March 31, 2015 and December 31, 2014, our investment securities that have been in a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for 12 or more months (in thousands):
31-Mar-15	Less Than 12 Months						12 Months or Longer						Total
	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
	Value			Loss			Value			Loss			Value			Loss
Equity securities	$	—		$	—		$	6,370		$	(130	)	$	6,370		$	(130	)
31-Dec-14	Less Than 12 Months						12 Months or Longer						Total
	Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
	Value			Loss			Value			Loss			Value			Loss
Equity securities	$	—		$	—		$	6,349		$	(151	)	$	6,349		$	(151	)
At March 31, 2015, we owned one security with an unrealized loss position. This security is a publicly traded equity fund and is subject to market pricing volatility. We do not believe this unrealized loss is “other than temporary”. We have evaluated the near-term prospects of the investment in relation to the severity and duration of the impairment and based on that evaluation have the ability and intent to hold the investment until recovery of fair value.
Unrealized gains or losses on our available-for-sale securities (after applicable income tax expense or benefit) are included in accumulated other comprehensive income (loss), net. Comprehensive income for the three months ended March 31, 2015 and 2014 included net after-tax losses of $49,000 and $105,000, respectively, due to changes in the net unrealized gains/losses on securities available-for-sale.

LOANS_AND_ALLOWANCE_FOR_LOAN_L

LOANS AND ALLOWANCE FOR LOAN LOSSES	3 Months Ended
	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Loans and allowance for credit losses	LOANS AND ALLOWANCE FOR LOAN LOSSES
	At March 31, 2015 and December 31, 2014, loans were as follows (in thousands):
		March 31,				December 31,
		2015				2014
	Commercial	$	6,188,958			$	5,869,219
	Mortgage finance	5,408,750				4,102,125
	Construction	1,559,545				1,416,405
	Real estate	2,957,786				2,807,127
	Consumer	17,868				19,699
	Leases	93,051				99,495
	Gross loans held for investment	16,225,958				14,314,070
	Deferred income (net of direct origination costs)	(56,230		)		(57,058		)
	Allowance for loan losses	(108,078		)		(100,954		)
	Total	$	16,061,650			$	14,156,058
	Commercial Loans and Leases. Our commercial loan and lease portfolio is comprised of lines of credit for working capital and term loans and leases to finance equipment and other business assets. Our energy production loans are generally collateralized with proven reserves based on appropriate valuation standards and take into account the risk of oil and gas price volatility. Our commercial loans and leases are underwritten after carefully evaluating and understanding the borrower’s ability to operate profitably. Our underwriting standards are designed to promote relationship banking rather than to make loans on a transactional basis. Our lines of credit typically are limited to a percentage of the value of the assets securing the line. Lines of credit and term loans typically are reviewed annually and are supported by accounts receivable, inventory, equipment and other assets of our clients’ businesses.
	Mortgage Finance Loans. Our mortgage finance loans consist of ownership interests purchased in single-family residential mortgages funded through our mortgage finance group. These interests are typically on our balance sheet for 10 to 20 days. We have agreements with mortgage lenders and purchase interests in individual loans they originate. All loans are underwritten consistent with established programs for permanent financing with financially sound investors. Substantially all loans are conforming loans. Balances as of March 31, 2015 and December 31, 2014 are stated net of $429.8 million and $358.3 million participations sold, respectively.
	Construction Loans. Our construction loan portfolio consists primarily of single- and multi-family residential properties and commercial projects used in manufacturing, warehousing, service or retail businesses. Our construction loans generally have terms of one to three years. We typically make construction loans to developers, builders and contractors that have an established record of successful project completion and loan repayment and have a substantial equity investment in the borrowers. Loan amounts are derived primarily from the bank's evaluation of expected cash flows available to service debt from stabilized projects under hypothetically stressed conditions. Construction loans are also based in part upon estimates of costs and value associated with the completed project. Sources of repayment for these types of loans may be pre-committed permanent loans from other lenders, sales of developed property or an interim loan commitment from us until permanent financing is obtained. The nature of these loans makes ultimate repayment sensitive to overall economic conditions. Borrowers may not be able to correct conditions of default in loans, increasing risk of exposure to classification, non-performing status, reserve allocation and actual credit loss and foreclosure. These loans typically have floating rates and commitment fees.
	Real Estate Loans. A portion of our real estate loan portfolio is comprised of loans secured by properties other than market risk or investment-type real estate. Market risk loans are real estate loans where the primary source of repayment is expected to come from the sale, permanent financing or lease of the real property collateral. We generally provide temporary financing for commercial and residential property. These loans are viewed primarily as cash flow loans and secondarily as loans secured by real estate. Our real estate loans generally have maximum terms of five to seven years, and we provide loans with both floating and fixed rates. We generally avoid long-term loans for commercial real estate held for investment. Real estate loans may be more adversely affected by conditions in the real estate markets or in the general economy. Appraised values may be highly variable due to market conditions and the impact of the inability of potential purchasers and lessees to obtain financing and a lack of transactions at comparable values.
	At March 31, 2015 and December 31, 2014, we had a blanket floating lien on certain real estate-secured loans, mortgage finance loans and certain securities used as collateral for Federal Home Loan Bank (“FHLB”) borrowings.
	Portfolio Geographic Concentration
	As of March 31, 2015, a substantial majority of our loans held for investment, excluding our mortgage finance loans and other national lines of business, were to businesses with headquarters and operations in Texas. This geographic concentration subjects the loan portfolio to the general economic conditions within this area. Additionally, we may make loans to these businesses and individuals secured by assets located outside of Texas. The risks created by this concentration have been considered by management in the determination of the appropriateness of the allowance for loan losses. Management believes the allowance for loan losses is appropriate to cover probable losses inherent in the loan portfolio at each balance sheet date.
	Summary of Loan Loss Experience
	The reserve for loan losses is comprised of specific reserves for impaired loans and an estimate of losses inherent in the portfolio at the balance sheet date, but not yet identified with specified loans. We regularly evaluate our reserve for loan losses to maintain an appropriate level to absorb estimated loan losses inherent in the loan portfolio. Factors contributing to the determination of reserves include the credit-worthiness of the borrower, changes in the value of pledged collateral and general economic conditions. All loan commitments rated substandard or worse and greater than $500,000 are specifically reviewed for loss potential. For loans deemed to be impaired, a specific allocation is assigned based on the losses expected to be realized from those loans. For purposes of determining the general reserve, the portfolio is segregated by product types to recognize differing risk profiles among categories, and then further segregated by credit grades. Credit grades are assigned to all loans. Each credit grade is assigned a risk factor, or reserve allocation percentage. These risk factors are multiplied by the outstanding principal balance and risk-weighted by product type to calculate the required reserve. A similar process is employed to calculate a reserve assigned to off-balance sheet commitments, specifically unfunded loan commitments and letters of credit, and any needed reserve is recorded in other liabilities. Even though portions of the allowance may be allocated to specific loans, the entire allowance is available for any credit that, in management’s judgment, should be charged off.
	We have several pass credit grades that are assigned to loans based on varying levels of risk, ranging from credits that are secured by cash or marketable securities, to watch credits which have all the characteristics of an acceptable credit risk but warrant more than the normal level of monitoring. Within our criticized/classified credit grades are special mention, substandard and doubtful. Special mention loans are those that are currently protected by the current sound worth and paying capacity of the borrower, but that are potentially weak and constitute an additional credit risk. The loan has the potential to deteriorate to a substandard grade due to the existence of financial or administrative deficiencies. Substandard loans have a well-defined weakness or weaknesses that jeopardize the liquidation of the debt. They are characterized by the distinct possibility that we will sustain some loss if the deficiencies are not corrected. Some substandard loans are insufficiently protected by the current sound worth and paying capacity of the borrower and of the collateral pledged and may be considered impaired. Substandard loans can be accruing or can be on non-accrual depending on the circumstances of the individual loans. Loans classified as doubtful have all the weaknesses inherent in substandard loans with the added characteristics that the weaknesses make collection or liquidation in full, on the basis of currently existing facts, conditions and values, highly questionable and improbable. The possibility of loss is extremely high. All doubtful loans are on non-accrual.
	The reserve allocation percentages assigned to each credit grade have been developed based primarily on an analysis of our historical loss rates. The allocations are adjusted for certain qualitative factors for such things as general economic conditions and changes in credit policies and lending standards. Changes in the trend and severity of problem loans can cause the estimation of losses to differ from past experience. In addition, the reserve reflects the results of reviews performed by independent third party reviewers as reflected in their confirmations of assigned credit grades within the portfolio. The portion of the allowance that is not derived by the allowance allocation percentages compensates for the uncertainty and complexity in estimating loan and lease losses including factors and conditions that may not be fully reflected in the determination and application of the allowance allocation percentages. Examples of risks that support the Bank's maintaining an unallocated reserve include the possibility of precipitous negative changes in economic conditions and borrowers' submission of financial statements or certifications of collateral value that subsequently prove to be materially inaccurate for reason of either misstatement or omission of critical information. These situations, while not common, do not necessarily correlate well with the general risk profile presented by assigned credit grade and product type categories. We evaluate many factors and conditions in determining the unallocated portion of the allowance, including amount and frequency of losses attributable to issues not specifically addressed or included in the determination and application of the allowance allocation percentages. The allowance is considered appropriate, given management’s assessment of probable losses within the portfolio as of the evaluation date, the significant growth in the loan and lease portfolio, current economic conditions in the Company’s market areas and other factors.
	The methodology used in the periodic review of reserve appropriateness, which is performed at least quarterly, is designed to be dynamic and responsive to changes in portfolio credit quality. The changes are reflected in the general reserve and in specific reserves as the collectability of larger classified loans is evaluated with new information. As our portfolio has matured, historical loss ratios have been closely monitored, and our reserve appropriateness relies primarily on our loss history. The review of the reserve appropriateness is performed by executive management and presented to a committee of our board of directors for their review. The committee reports to the board as part of the board’s review on a quarterly basis of the Company’s consolidated financial statements.
	The following tables summarize the credit risk profile of our loan portfolio by internally assigned grades and non-accrual status as of March 31, 2015 and December 31, 2014 (in thousands):
	31-Mar-15
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Grade:
	Pass	$	5,933,412			$	5,408,750			$	1,557,507		$	2,939,032		$	17,640	$	85,253		$	15,941,594
	Special mention	139,110				—				—			7,153			9		4,065			150,337
	Substandard-accruing	57,283				—				2,038			2,619			219		3,561			65,720
	Non-accrual	59,153				—				—			8,982			—		172			68,307
	Total loans held for investment	$	6,188,958			$	5,408,750			$	1,559,545		$	2,957,786		$	17,868	$	93,051		$	16,225,958
	31-Dec-14
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Grade:
	Pass	$	5,738,474			$	4,102,125			$	1,414,671		$	2,785,804		$	19,579	$	91,044		$	14,151,697
	Special mention	53,839				—				1,734			8,723			11		4,363			68,670
	Substandard-accruing	43,784				—				—			2,653			47		3,915			50,399
	Non-accrual	33,122				—				—			9,947			62		173			43,304
	Total loans held for investment	$	5,869,219			$	4,102,125			$	1,416,405		$	2,807,127		$	19,699	$	99,495		$	14,314,070
	The following table details activity in the reserve for loan losses by portfolio segment for the three months ended March 31, 2015 and March 31, 2014. Allocation of a portion of the reserve to one category of loans does not preclude its availability to absorb losses in other categories.
	31-Mar-15
	(in thousands)	Commercial				Mortgage				Construction			Real			Consumer		Leases			Unallocated			Total
						Finance							Estate
	Beginning balance	$	70,654			$	—			$	7,935		$	15,582		$	240	$	1,141		$	5,402		$	100,954
	Provision for loan losses	23,375				—				(3,472		)	(5,601		)	149		(138		)	(4,068		)	10,245
	Charge-offs	3,102				—				—			346			62		—			—			3,510
	Recoveries	286				—				83			8			4		8			—			389
	Net charge-offs (recoveries)	2,816				—				(83		)	338			58		(8		)	—			3,121
	Ending balance	$	91,213			$	—			$	4,546		$	9,643		$	331	$	1,011		$	1,334		$	108,078
	Period end amount allocated to:
	Loans individually evaluated for impairment	$	10,958			$	—			$	—		$	248		$	—	$	26		$	—		$	11,232
	Loans collectively evaluated for impairment	80,255				—				4,546			9,395			331		985			1,334			96,846
	Ending balance	$	91,213			$	—			$	4,546		$	9,643		$	331	$	1,011		$	1,334		$	108,078
	31-Mar-14
	(in thousands)	Commercial				Mortgage				Construction			Real			Consumer		Leases			Unallocated			Total
						Finance							Estate
	Beginning balance	$	39,868			$	—			$	14,553		$	24,210		$	149	$	3,105		$	5,719		$	87,604
	Provision for loan losses	6,245				—				583			(495		)	56		(575		)	(1,104		)	4,710
Charge-offs	2,336				—				—			—			61		50			—			2,447
Recoveries	210				—				—			8			25		124			—			367
Net charge-offs (recoveries)	2,126				—				—			(8		)	36		(74		)	—			2,080
Ending balance	$	43,987			$	—			$	15,136		$	23,723		$	169	$	2,604		$	4,615		$	90,234
Period end amount allocated to:
Loans individually evaluated for impairment	$	6,029			$	—			$	—		$	993		$	1	$	6		$	—		$	7,029
Loans collectively evaluated for impairment	37,958				—				15,136			22,730			168		2,598			4,615			83,205
Ending balance	$	43,987			$	—			$	15,136		$	23,723		$	169	$	2,604		$	4,615		$	90,234
Our recorded investment in loans as of March 31, 2015, December 31, 2014 and March 31, 2014 related to each balance in the allowance for loan losses by portfolio segment and disaggregated on the basis of our impairment methodology was as follows (in thousands):
31-Mar-15
	Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
					Finance
Loans individually evaluated for impairment	$	61,233			$	—			$	—		$	11,910		$	—	$	172		$	73,315
Loans collectively evaluated for impairment	6,127,725				5,408,750				1,559,545			2,945,876			17,868		92,879			16,152,643
Total	$	6,188,958			$	5,408,750			$	1,559,545		$	2,957,786		$	17,868	$	93,051		$	16,225,958
31-Dec-14
	Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
					Finance
Loans individually evaluated for impairment	$	35,165			$	—			$	—		$	13,880		$	62	$	173		$	49,280
Loans collectively evaluated for impairment	5,834,054				4,102,125				1,416,405			2,793,247			19,637		99,322			14,264,790
Total	$	5,869,219			$	4,102,125			$	1,416,405		$	2,807,127		$	19,699	$	99,495		$	14,314,070
31-Mar-14
	Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
					Finance
Loans individually evaluated for impairment	$	29,023			$	—			$	—		$	21,112		$	8	$	42		$	50,185
Loans collectively evaluated for impairment	5,176,492				2,688,044				1,437,609			2,208,237			14,807		95,220			11,620,409
Total	$	5,205,515			$	2,688,044			$	1,437,609		$	2,229,349		$	14,815	$	95,262		$	11,670,594
We have traditionally maintained an unallocated reserve component to compensate for the uncertainty and complexity in estimating loan and lease losses including factors and conditions that may not be fully reflected in the determination and application of the allowance allocation percentages. We believe the level of unallocated reserves at March 31, 2015 is warranted due to the continued uncertain economic environment which has produced losses, including those resulting from borrowers' misstatement of financial information or inaccurate certification of collateral values. Such losses are not necessarily correlated with historical loss trends or general economic conditions. Our methodology used to calculate the allowance considers historical losses; however, the historical loss rates for specific product types or credit risk grades may not fully incorporate the effects of continued weakness in the economy.
Generally we place loans on non-accrual when there is a clear indication that the borrower’s cash flow may not be sufficient to meet payments as they become due, which is generally when a loan is 90 days past due. When a loan is placed on non-accrual status, all previously accrued and unpaid interest is reversed. Interest income is subsequently recognized on a cash basis as long as the remaining unpaid principal amount of the loan is deemed to be fully collectible. If collectability is questionable, then cash payments are applied to principal. As of March 31, 2015, $964,000 of our non-accrual loans were earning on a cash basis compared to $310,000 at December 31, 2014. A loan is placed back on accrual status when both principal and interest are current and it is probable that we will be able to collect all amounts due (both principal and interest) according to the terms of the loan agreement.
A loan held for investment is considered impaired when, based on current information and events, it is probable that we will be unable to collect all amounts due (both principal and interest) according to the terms of the loan agreement. In accordance with ASC 310 Receivables ("ASC 310"), we have also included all restructured loans in our impaired loan totals. The following tables detail our impaired loans, by portfolio class, as of March 31, 2015 and December 31, 2014 (in thousands):
31-Mar-15
	Recorded				Unpaid				Related			Average			Interest
	Investment				Principal				Allowance			Recorded			Income
					Balance							Investment			Recognized
With no related allowance recorded:
Commercial
Business loans	$	31,214			$	35,375			$	—		$	16,810		$	—
Energy	1,266				1,266				—			422			10
Construction
Market risk	—				—				—			—			—
Real estate
Market risk	3,688				3,688				—			3,719			—
Commercial	4,132				4,132				—			3,725			—
Secured by 1-4 family	—				—				—			—			—
Consumer	—				—				—			—			—
Leases	—				—				—			—			—
Total impaired loans with no allowance recorded	$	40,300			$	44,461			$	—		$	24,676		$	10
With an allowance recorded:
Commercial
Business loans	$	28,117			$	28,117			$	10,860		$	25,741		$	—
Energy	636				636				98			881			—
Construction
Market risk	—				—				—			—			—
Real estate
Market risk	1,944				1,944				46			3,451			—
Commercial	436				436				65			496			—
Secured by 1-4 family	1,710				1,710				137			1,833			—
Consumer	—				—				—			41			—
Leases	172				172				26			173			—
Total impaired loans with an allowance recorded	$	33,015			$	33,015			$	11,232		$	32,616		$	—
Combined:
Commercial
Business loans	$	59,331			$	63,492			$	10,860		$	42,551		$	—
Energy	1,902				1,902				98			1,303			10
Construction
Market risk	—				—				—			—			—
Real estate
Market risk	5,632				5,632				46			7,170			—
Commercial	4,568				4,568				65			4,221			—
Secured by 1-4 family	1,710				1,710				137			1,833			—
Consumer	—				—				—			41			—
Leases	172				172				26			173			—
Total impaired loans	$	73,315			$	77,476			$	11,232		$	57,292		$	10
31-Dec-14
	Recorded				Unpaid				Related			Average			Interest
	Investment				Principal				Allowance			Recorded			Income
					Balance							Investment			Recognized
With no related allowance recorded:
Commercial
Business loans	$	9,608			$	11,857			$	—		$	7,334		$	—
Energy	—				—				—			375			25
Construction
Market risk	—				—				—			118			—
Real estate
Market risk	3,735				3,735				—			7,970			—
Commercial	3,521				3,521				—			2,795			—
Secured by 1-4 family	—				—				—			1,210			—
Consumer	—				—				—			—			—
Leases	—				—				—			—			—
Total impaired loans with no allowance recorded	$	16,864			$	19,113			$	—		$	19,802		$	25
With an allowance recorded:
Commercial
Business loans	$	24,553			$	25,553			$	7,433		$	17,705		$	—
Energy	1,004				1,004				272			991			—
Construction
Market risk	—				—				—			—			—
Real estate
Market risk	4,203				4,203				317			5,064			—
Commercial	526				526				79			705			—
Secured by 1-4 family	1,895				1,895				240			2,119			—
Consumer	62				62				9			16			—
Leases	173				173				26			41			—
Total impaired loans with an allowance recorded	$	32,416			$	33,416			$	8,376		$	26,641		$	—
Combined:
Commercial
Business loans	$	34,161			$	37,410			$	7,433		$	25,039		$	—
Energy	1,004				1,004				272			1,366			25
Construction
Market risk	—				—				—			118			—
Real estate
Market risk	7,938				7,938				317			13,034			—
Commercial	4,047				4,047				79			3,500			—
Secured by 1-4 family	1,895				1,895				240			3,329			—
Consumer	62				62				9			16			—
Leases	173				173				26			41			—
Total impaired loans	$	49,280			$	52,529			$	8,376		$	46,443		$	25
Average impaired loans outstanding during the three months ended March 31, 2015 and 2014 totaled $57.3 million and $43.4 million, respectively.
The table below provides an age analysis of our past due loans that are still accruing and non-accrual loans, by portfolio class, as of March 31, 2015 (in thousands):
	30-59 Days				60-89 Days				Greater			Total Past			Non-accrual		Current			Total
	Past Due				Past Due				Than 90			Due
									Days and
									Accruing(1)
Commercial
Business loans	$	17,210			$	2,591			$	2,846		$	22,647		$	57,251	$	4,970,584		$	5,050,482
Energy	—				—				—			—			1,902		1,136,574			1,138,476
Mortgage finance loans	—				—				—			—			—		5,408,750			5,408,750
Construction
Market risk	2,845				—				—			2,845			—		1,540,220			1,543,065
Secured by 1-4 family	—				—				—			—			—		16,480			16,480
Real estate
Market risk	5,222				—				125			5,347			3,827		2,282,609			2,291,783
Commercial	—				—				—			—			4,568		568,745			573,313
Secured by 1-4 family	407				—				—			407			587		91,696			92,690
Consumer	422				43				—			465			—		17,403			17,868
Leases	3,118				—				—			3,118			172		89,761			93,051
Total loans held for investment	$	29,224			$	2,634			$	2,971		$	34,829		$	68,307	$	16,122,822		$	16,225,958
-1	Loans past due 90 days and still accruing includes premium finance loans of $2.8 million. These loans are generally secured by obligations of insurance carriers to refund premiums on canceled insurance policies. The refund of premiums from the insurance carriers can take 180 days or longer from the cancellation date.
Restructured loans are loans on which, due to the borrower’s financial difficulties, we have granted a concession that we would not otherwise consider for borrowers of similar credit quality. This may include a transfer of real estate or other assets from the borrower, a modification of loan terms, or a combination of the two. Modifications of terms that could potentially qualify as a restructuring include reduction of contractual interest rate, extension of the maturity date at a contractual interest rate lower than the current rate for new debt with similar risk, a reduction of the face amount of debt or forgiveness of either principal or accrued interest. As of March 31, 2015 and December 31, 2014, we had $319,000 and $1.8 million, respectively, in loans considered restructured that are not on non-accrual. These loans did not have unfunded commitments at March 31, 2015 or December 31, 2014. Of the non-accrual loans at March 31, 2015 and December 31, 2014, $12.7 million and $12.1 million, respectively, met the criteria for restructured. These loans had no unfunded commitments at their respective balance sheet dates. A loan continues to qualify as restructured until a consistent payment history or change in borrower’s financial condition has been evidenced, generally no less than twelve months. Assuming that the restructuring agreement specifies an interest rate at the time of the restructuring that is greater than or equal to the rate that we are willing to accept for a new extension of credit with comparable risk, then the loan no longer has to be considered a restructuring if it is in compliance with modified terms in calendar years after the year of the restructure.
The following tables summarize, for the three months ended March 31, 2015 and 2014, loans that were restructured during 2015 and 2014 (in thousands):
31-Mar-15
	Number of Restructured Loans			Pre-Restructuring Outstanding Recorded Investment				Post-Restructuring Outstanding Recorded Investment
Commercial business loans	2			$	1,369			$	1,369
Total new restructured loans in 2015	2			$	1,369			$	1,369
31-Mar-14
	Number of Restructured Loans			Pre-Restructuring Outstanding Recorded Investment				Post-Restructuring Outstanding Recorded Investment
Real estate—commercial	1			$	1,441			$	1,441
Total new restructured loans in 2014	1			$	1,441			$	1,441
The restructured loans generally include terms to temporarily place loans on interest only, extend the payment terms or reduce the interest rate. We did not forgive any principal on the above loans. The restructuring of the loans did not have a significant impact on our allowance for loan losses at March 31, 2015 or 2014.
The following table provides information on how restructured loans were modified during the three months ended March 31, 2015 and 2014 (in thousands):
	Three months ended March 31,
	2015				2014
Extended maturity	$	—			$	1,441
Combination of maturity extension and payment schedule adjustment	1,369				—
Total	$	1,369			$	1,441
As of March 31, 2015 and 2014, we did not have any loans that were restructured within the last 12 months that subsequently defaulted.

OREO_AND_VALUATION_ALLOWANCE_F

OREO AND VALUATION ALLOWANCE FOR LOSSES ON OREO	3 Months Ended
	Mar. 31, 2015
Real Estate Owned, Disclosure of Detailed Components [Abstract]
OREO AND VALUATION ALLOWANCE FOR LOSSES ON OREO	OREO AND VALUATION ALLOWANCE FOR LOSSES ON OREO
	The table below presents a summary of the activity related to OREO (in thousands):
		Three months ended March 31,
		2015			2014
	Beginning balance	$	568		$	5,110
	Additions	1,092			851
	Sales	(1,055		)	(3,541		)
	Valuation allowance for OREO	—			—
	Direct write-downs	—			—
	Ending balance	$	605		$	2,420

FINANCIAL_INSTRUMENTS_WITH_OFF

FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK	3 Months Ended
	Mar. 31, 2015
Risks and Uncertainties [Abstract]
FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK	FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK
	The Bank is a party to financial instruments with off-balance sheet risk in the normal course of business to meet the financing needs of its customers. These financial instruments include commitments to extend credit and standby letters of credit which involve varying degrees of credit risk in excess of the amount recognized in the consolidated balance sheets. The Bank’s exposure to credit loss in the event of non-performance by the other party to the financial instrument for commitments to extend credit and standby letters of credit is represented by the contractual amount of these instruments. The Bank uses the same credit policies in making commitments and conditional obligations as it does for on-balance sheet instruments. The amount of collateral obtained, if deemed necessary, is based on management’s credit evaluation of the borrower.
	Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the contract. Commitments generally have fixed expiration dates or other termination clauses and may require payment of a fee. Since many of the commitments may expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. The Bank evaluates each customer’s credit-worthiness on a case-by-case basis.
	Standby letters of credit are conditional commitments issued by the Bank to guarantee the performance of a customer to a third party. Those guarantees are primarily issued to support public and private borrowing arrangements. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan facilities to customers.
	The table below summarizes our off-balance sheet financial instruments whose contract amounts represented credit risk (in thousands):
		31-Mar-15		31-Dec-14
	Commitments to extend credit	$	5,178,514	$	5,324,460
	Standby letters of credit	173,198		177,808

REGULATORY_MATTERS

REGULATORY MATTERS	3 Months Ended
	Mar. 31, 2014
Regulatory Capital Requirements [Abstract]
REGULATORY MATTERS	REGULATORY MATTERS
	The Company and the Bank are subject to various regulatory capital requirements administered by the federal banking agencies. 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 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 the Company’s and the Bank’s assets, liabilities, and certain off-balance sheet items as calculated under regulatory accounting practices. The Company’s and the Bank’s capital amounts and classification are also subject to qualitative judgments by the regulators about components, risk weightings and other factors.
	In July 2013, the Federal Reserve published final rules for the adoption of the Basel III regulatory capital framework (the "Basel III Capital Rules"). The Basel III Capital Rules, among other things, (i) introduce a new capital measure called "Common Equity Tier 1" ("CET1"), (ii) specify that Tier 1 capital consist of Common Equity Tier 1 and "Additional Tier 1 Capital" instruments meeting specified requirements, (iii) define Common Equity Tier 1 narrowly by requiring that most deductions/adjustments to regulatory capital measures be made to Common Equity Tier 1 and not to the other components of capital and (iv) expand the scope of the deductions/adjustments as compared to existing regulations. The Basel III Capital Rules became effective for us on January 1, 2015 with certain transition provisions fully phased in on January 1, 2019.
	Quantitative measures established by regulation to ensure capital adequacy require the Company and the Bank to maintain minimum amounts and ratios CET1, Tier 1 and Total capital to risk-weighted assets, and of Tier 1 capital to average assets, each as defined in the regulations. Management believes, as of March 31, 2015, that the Company and the Bank met all capital adequacy requirements to which they are subject.
	Financial institutions are categorized as well capitalized or adequately capitalized, based on minimum total risk-based, Tier 1 risk-based, CET1 and Tier 1 leverage ratios. As shown in the table below, the Company’s capital ratios exceeded the regulatory definition of adequately capitalized as of March 31, 2015, and December 31, 2014. Based upon the information in its most recently filed call report, the Bank met the capital ratios necessary to be well capitalized. The regulatory authorities can apply changes in classification of assets and such changes may retroactively subject the Company to changes in capital ratios. Any such changes could result in reducing one or more capital ratios below well-capitalized status. In addition, a change may result in imposition of additional assessments by the FDIC or could result in regulatory actions that could have a material effect on condition and results of operations.
	Because our bank had less than $15.0 billion in total consolidated assets as of December 31, 2009, we are allowed to continue to classify our trust preferred securities, all of which were issued prior to May 19, 2010, as Tier 1 capital.
	The table below summarizes our capital ratios:
		March 31,		December 31,
		2015		2014
	Company
	Risk-based capital:
	CET1(1)	7.18	%	7.89	%
	Tier 1 capital	8.57	%	9.46	%
	Total capital	10.71	%	11.83	%
	Leverage	9.53	%	10.76	%
	(1) December 31, 2014 ratio is unaudited.
	Our mortgage finance loan volumes can increase significantly at month-end, causing a meaningful difference between ending balance and average balance for any period. At March 31, 2015, our total mortgage finance loans were $5.4 billion compared to the average for the quarter ended March 31, 2015 of $3.7 billion. As CET1, Tier 1 and total capital ratios are calculated using ending risk-weighted assets and our mortgage finance loans are 100% risk-weighted, the quarter-end fluctuation in these balances can significantly impact our reported ratios. Due to the risk profile and liquidity of this asset class, we manage capital allocated to mortgage finance loans based on changing trends in average balances and do not believe that the quarter-end balance is representative of risk characteristics that would justify higher allocations. However, we will continue to monitor our capital allocation to confirm that all capital levels remain above well-capitalized levels.
	Dividends that may be paid by subsidiary banks are routinely restricted by various regulatory authorities. The amount that can be paid in any calendar year without prior approval of the Bank’s regulatory agencies cannot exceed the lesser of the net profits (as defined) for that year plus the net profits for the preceding two calendar years, or retained earnings. The Basel III Capital Rules further limit the amount of dividends that may be paid by our bank. No dividends were declared or paid on common stock during the three months ended March 31, 2015 or 2014.

STOCKBASED_COMPENSATION

STOCK-BASED COMPENSATION	3 Months Ended
	Mar. 31, 2015
Compensation Related Costs [Abstract]
STOCK-BASED COMPENSATION	STOCK-BASED COMPENSATION
	The fair value of our stock option and stock appreciation right (“SAR”) grants are estimated at the date of grant using the Black-Scholes option pricing model. The Black-Scholes option pricing model was developed for use in estimating the fair value of traded options which have no vesting restrictions and are fully transferable. In addition, option valuation models require the input of highly subjective assumptions including the expected stock price volatility. Because our employee stock options have characteristics significantly different from those of traded options, and because changes in the subjective input assumptions can materially affect the fair value estimate, in management’s opinion, the existing models do not necessarily provide the best single measure of the fair value of our employee stock options.
	Stock-based compensation consists of SARs and RSUs granted from 2009 through March 31, 2015.
		Three months ended March 31,
	(in thousands)	2015		2014
	Stock- based compensation expense recognized:
	SARs	$	104	$	143
	RSUs	887		1,119
	Total compensation expense recognized	$	991	$	1,262
		March 31, 2015
	(in thousands)	Options		SARs and
				RSUs
	Unrecognized compensation expense related to unvested awards	$	—	$	11,804
	Weighted average period over which expense is expected to be recognized, in years	N/A		3.5
	In connection with the 2010 Long-term Incentive Plan, the Company has issued cash-based performance units. A summary of the compensation cost for these units is as follows (in thousands):
		Three months ended March 31,
		2015		2014
	Cash-based performance units	$	1,366	$	3,393

FAIR_VALUE_DISCLOSURES

FAIR VALUE DISCLOSURES	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
FAIR VALUE DISCLOSURES	FAIR VALUE DISCLOSURES
	ASC 820, Fair Value Measurements and Disclosures (“ASC 820”), defines fair value, establishes a framework for measuring fair value under GAAP and requires enhanced disclosures about fair value measurements. Fair value is defined under ASC 820 as the price that would be received for an asset or paid to transfer a liability (an exit price) in the principal market for the asset or liability in an orderly transaction between market participants on the measurement date.
	We determine the fair market values of our assets and liabilities measured at fair value on a recurring and nonrecurring basis using the fair value hierarchy as prescribed in ASC 820. The standard describes three levels of inputs that may be used to measure fair value as provided below.
	Level 1	Quoted prices in active markets for identical assets or liabilities.
	Level 2	Observable inputs other than Level 1 prices, such as quoted prices for similar assets or liabilities; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the assets or liabilities. Level 2 assets include U.S. government and agency mortgage-backed debt securities, municipal bonds, and Community Reinvestment Act funds. This category includes derivative assets and liabilities where values are obtained from independent pricing services.
	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 values requires significant management judgment or estimation. This category includes impaired loans and OREO where collateral values have been based on third party appraisals; however, due to current economic conditions, comparative sales data typically used in appraisals may be unavailable or more subjective due to lack of market activity.
	Assets and liabilities measured at fair value at March 31, 2015 and December 31, 2014 are as follows (in thousands):
		Fair Value Measurements Using
	31-Mar-15	Level 1		Level 2		Level 3
	Available for sale securities:(1)
	Residential mortgage-backed securities	$	—	$	28,918	$	—
	Municipals	—		1,313		—
	Equity securities(2)	—		7,418		—
	Loans(3) (5)	—		—		23,210
	OREO(4) (5)	—		—		605
	Derivative assets(6)	—		43,746		—
	Derivative liabilities(6)	—		43,746		—
	December 31, 2014
	Available for sale securities:(1)
	Residential mortgage-backed securities	$	—	$	31,065	$	—
	Municipals	—		3,267		—
	Equity securities(2)	—		7,387		—
	Loans(3) (5)	—		—		23,536
	OREO(4) (5)	—		—		568
	Derivative assets(6)	—		31,176		—
	Derivative liabilities(6)	—		31,176		—
	-1	Securities are measured at fair value on a recurring basis, generally monthly.
	-2	Equity securities consist of Community Reinvestment Act funds.
	-3	Includes impaired loans that have been measured for impairment at the fair value of the loan’s collateral.
	-4	OREO is transferred from loans to OREO at fair value less selling costs.
	-5	Fair value of loans and OREO is measured on a nonrecurring basis, generally annually or more often as warranted by market and economic conditions.
	-6	Derivative assets and liabilities are measured at fair value on a recurring basis, generally quarterly.
	Level 3 Valuations
	Financial instruments are considered Level 3 when their values are determined using pricing models, discounted cash flow methodologies or similar techniques and at least one significant model assumption or input is unobservable. Level 3 financial instruments also include those for which the determination of fair value requires significant management judgment or estimation. Currently, we measure fair value for certain loans and OREO on a nonrecurring basis as described below.
	Loans
	During three months ended March 31, 2015 and the year ended December 31, 2014, certain impaired loans were re-evaluated and reported at fair value through a specific allocation of the allowance for loan losses based upon the fair value of the underlying collateral. The $23.2 million total above includes impaired loans at March 31, 2015 with a carrying value of $26.2 million that were reduced by specific allowance allocations totaling $3.0 million for a total reported fair value of $23.2 million based on collateral valuations utilizing Level 3 valuation inputs. The $23.5 million total above includes impaired loans at December 31, 2014 with a carrying value of $29.2 million that were reduced by specific valuation allowance allocations totaling $5.7 million for a total reported fair value of $23.5 million based on collateral valuations utilizing Level 3 valuation inputs. Fair values were based on third party appraisals.
	OREO
	Certain foreclosed assets, upon initial recognition, are valued based on third party appraisals less estimated selling costs. At March 31, 2015 and December 31, 2014, OREO had a carrying value of $605,000 and $568,000, respectively, with no specific valuation allowance. The fair value of OREO was computed based on third party appraisals, which are Level 3 valuation inputs.
	Fair Value of Financial Instruments
	Generally accepted accounting principles require disclosure of fair value information about financial instruments, whether or not recognized on the balance sheet, for which it is practical to estimate that value. In cases where quoted market prices are not available, fair values are based on estimates using present value or other valuation techniques. Those techniques are significantly affected by the assumptions used, including the discount rate and estimates of future cash flows. This disclosure does not and is not intended to represent the fair value of the Company.
	A summary of the carrying amounts and estimated fair values of financial instruments is as follows (in thousands):
		31-Mar-15				31-Dec-14
		Carrying		Estimated		Carrying		Estimated
		Amount		Fair Value		Amount		Fair Value
	Cash and cash equivalents	$	834,547	$	834,547	$	1,330,514	$	1,330,514
	Securities, available-for-sale	37,649		37,649		41,719		41,719
	Loans held for investment, net	16,061,650		16,067,528		14,156,058		14,161,484
	Derivative assets	43,746		43,746		31,176		31,176
	Deposits	14,122,306		14,122,653		12,673,300		12,673,607
	Federal funds purchased	88,384		88,384		66,971		66,971
	Customer repurchase agreements	37,074		37,074		25,705		25,705
	Other borrowings	1,000,000		1,000,000		1,100,005		1,100,005
	Subordinated notes	286,000		292,521		286,000		289,947
	Trust preferred subordinated debentures	113,406		113,406		113,406		113,406
	Derivative liabilities	43,746		43,746		31,176		31,176
	The following methods and assumptions were used by the Company in estimating its fair value disclosures for financial instruments:
	Cash and cash equivalents
	The carrying amounts reported in the consolidated balance sheet for cash and cash equivalents approximate their fair value, which is characterized as a Level 1 asset in the fair value hierarchy
	Securities
	The fair value of investment securities is based on prices obtained from independent pricing services which are based on quoted market prices for the same or similar securities, which is characterized as a Level 2 asset in the fair value hierarchy. We have obtained documentation from the primary pricing service we use about their processes and controls over pricing. In addition, on a quarterly basis we independently verify the prices that we receive from the service provider using two additional independent pricing sources. Any significant differences are investigated and resolved.
	Loans, net
	Loans are characterized as Level 3 assets in the fair value hierarchy. For variable-rate loans that reprice frequently with no significant change in credit risk, fair values are generally based on carrying values. The fair value for all other loans is estimated using discounted cash flow analyses, using interest rates currently being offered for loans with similar terms to borrowers of similar credit quality.
	Derivatives
	The estimated fair value of interest rate swaps and caps are obtained from independent pricing services based on quoted market prices for the same or similar derivative contracts and are characterized as a Level 2 asset in the fair value hierarchy. On a quarterly basis, we independently verify the fair value using an additional independent pricing source.
Deposits
Deposits are characterized as Level 3 liabilities in the fair value hierarchy. The carrying amounts for variable-rate money market accounts approximate their fair value. Fixed-term certificates of deposit fair values are estimated using a discounted cash flow calculation that applies interest rates currently being offered on certificates to a schedule of aggregated expected monthly maturities.
Federal funds purchased, customer repurchase agreements, other borrowings, subordinated notes and trust preferred subordinated debentures
The carrying value reported in the consolidated balance sheet for Federal funds purchased, customer repurchase agreements and other short-term, floating rate borrowings approximates their fair value, which are characterized as Level 2 assets in the fair value hierarchy. The fair value of any fixed rate short-term borrowings and trust preferred subordinated debentures is estimated using a discounted cash flow calculation that applies interest rates currently being offered on similar borrowings, which are characterized as Level 3 liabilities in the fair value hierarchy. The subordinated notes are publicly traded and are valued based on market prices, which are characterized as Level 2 liabilities in the fair value hierarchy.

DERIVATIVE_FINANCIAL_INSTRUMEN

DERIVATIVE FINANCIAL INSTRUMENTS	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVE FINANCIAL INSTRUMENTS	DERIVATIVE FINANCIAL INSTRUMENTS
	The fair value of derivative positions outstanding is included in other assets and other liabilities in the accompanying consolidated balance sheets on a net basis when a right of offset exists, based on transactions with a single counterparty that are subject to a legally enforceable master netting agreement.
	During three months ended March 31, 2015 and 2014, we entered into certain interest rate derivative positions that are not designated as hedging instruments. These derivative positions relate to transactions in which we enter into an interest rate swap, cap and/or floor with a customer while at the same time entering into an offsetting interest rate swap, cap and/or floor with another financial institution. In connection with each swap transaction, we agree to pay interest to the customer on a notional amount at a variable interest rate and receive interest from the customer on a similar notional amount at a fixed interest rate. At the same time, we agree to pay another financial institution the same fixed interest rate on the same notional amount and receive the same variable interest rate on the same notional amount. The transaction allows our customer to effectively convert a variable rate loan to a fixed rate. Because we act as an intermediary for our customer, changes in the fair value of the underlying derivative contracts substantially offset each other and do not have a material impact on our results of operations.
	The notional amounts and estimated fair values of interest rate derivative positions outstanding at March 31, 2015 and December 31, 2014 are presented in the following tables (in thousands):
		31-Mar-15										31-Dec-14
		Estimated Fair Value										Estimated Fair Value
		Notional			Asset Derivative				Liability Derivative			Notional		Asset Derivative			Liability Derivative
		Amount										Amount
	Non-hedging interest rate derivatives:
	Financial institution counterparties:
	Commercial loan/lease interest rate swaps	$	986,688		$	—			$	41,868		$	866,432	$	361		$	30,162
	Commercial loan/lease interest rate caps	158,403			1,878				—			63,414		1,014			—
	Customer counterparties:
	Commercial loan/lease interest rate swaps	986,688			41,868				—			866,432		30,162			361
	Commercial loan/lease interest rate caps	158,403			—				1,878			63,414		—			1,014
	Gross derivatives				43,746				43,746					31,537			31,537
	Offsetting derivative assets/liabilities				—				—					(361		)	(361		)
	Net derivatives included in the consolidated balance sheets				$	43,746			$	43,746				$	31,176		$	31,176
	The weighted-average receive and pay interest rates for interest rate swaps outstanding at March 31, 2015 were as follows:
		March 31, 2015					December 31, 2014
		Weighted-Average Interest Rate					Weighted-Average Interest Rate
		Received		Paid			Received			Paid
	Non-hedging interest rate swaps	2.74	%	4.7	%		2.79	%		4.82	%
	The weighted-average strike rate for outstanding interest rate caps was 2.14% at March 31, 2015 and 1.44% at December 31, 2014.
	Our credit exposure on interest rate swaps and caps is limited to the net favorable value and interest payments of all swaps and caps by each counterparty. In such cases collateral may be required from the counterparties involved if the net value of the swaps and caps exceeds a nominal amount considered to be immaterial. Our credit exposure, net of any collateral pledged, relating to interest rate swaps and caps was approximately $43.7 million at March 31, 2015 and approximately $31.2 million at December 31, 2014, all of which relates to bank customers. Collateral levels are monitored and adjusted on a regular basis for changes in interest rate swap and cap values. At March 31, 2015 and December 31, 2014, we had $44.0 million and $30.2 million, respectively, in cash collateral pledged for these derivatives included in interest-bearing deposits.

NEW_ACCOUNTING_PRONOUNCEMENTS

NEW ACCOUNTING PRONOUNCEMENTS	3 Months Ended
	Mar. 31, 2015
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
NEW ACCOUNTING PRONOUNCEMENTS	NEW ACCOUNTING PRONOUNCEMENTS
	ASU 2014-09 "Revenue from Contracts with Customers (Topic 606)" ("ASU 2014-09") implements a common revenue standard that clarifies the principles for recognizing revenue. The core principle of ASU 2014-09 is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. ASU 2014-09 establishes a five-step model which entities must follow to recognize revenue and removes inconsistencies and weaknesses in existing guidance. ASU 2014-09 is effective for annual and interim periods beginning after December 15, 2016 and is not expected to have a significant impact on our consolidated financial statements.
	ASU 2014-12 "Compensation - Stock Compensation (Topic 718): Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period" ("ASU 2014-12") requires that a performance target that affects vesting and that could be achieved after the requisite service period be treated as a performance condition. ASU 2014-12 is intended to resolve the diverse accounting treatments of these types of awards in practice and is effective for annual and interim periods beginning after December 15, 2015. It is not expected to have a significant impact on our consolidated financial statements.

Summary_of_Significant_Account

Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Organization and Nature of Business	Organization and Nature of Business
	Texas Capital Bancshares, Inc. (the “Company”), a Delaware corporation, was incorporated in November 1996 and commenced banking operations in December 1998. The consolidated financial statements of the Company include the accounts of Texas Capital Bancshares, Inc. and its wholly owned subsidiary, Texas Capital Bank, National Association (the “Bank”). We serve the needs of commercial businesses and successful professionals and entrepreneurs located in Texas as well as operate several lines of business serving a regional or national clientele of commercial borrowers. We are primarily a secured lender, with our greatest concentration of loans in Texas.
Basis of Presentation	Basis of Presentation
	Our accounting and reporting policies conform to accounting principles generally accepted in the United States (“GAAP”) and to generally accepted practices within the banking industry. Certain prior period balances have been reclassified to conform to the current period presentation.
	The consolidated interim financial statements have been prepared without audit. Certain information and footnote disclosures presented in accordance with GAAP have been condensed or omitted. In the opinion of management, the interim financial statements include all normal and recurring adjustments and the disclosures made are adequate to make interim financial information not misleading. The consolidated financial statements have been prepared in accordance with GAAP for interim financial information and the instructions to Form 10-Q adopted by the Securities and Exchange Commission (“SEC”). Accordingly, the financial statements do not include all of the information and footnotes required by GAAP for complete financial statements and should be read in conjunction with our consolidated financial statements, and notes thereto, for the year ended December 31, 2014, included in our Annual Report on Form 10-K filed with the SEC on February 19, 2015 (the “2014 Form 10-K”). Operating results for the interim periods disclosed herein are not necessarily indicative of the results that may be expected for a full year or any future period.
Use of Estimates	Use of Estimates
	The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of the financial statements. Actual results could differ from those estimates. The allowance for loan losses, the fair value of stock-based compensation awards, the fair values of financial instruments and the status of contingencies are particularly susceptible to significant change in the near term.

EARNINGS_PER_COMMON_SHARE_Tabl

EARNINGS PER COMMON SHARE (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Schedule of computation of basic and diluted earnings per share	The following table presents the computation of basic and diluted earnings per share (in thousands except per share data):
		Three months ended
		March 31,
		2015		2014
	Numerator:
	Net income	$	35,050	$	28,265
	Preferred stock dividends	2,438		2,438
	Net income available to common stockholders	$	32,612	25,827
	Denominator:
	Denominator for basic earnings per share— weighted average shares	45,758,655		42,298,355
	Effect of employee stock-based awards(1)	210,736		381,597
	Effect of warrants to purchase common stock	398,479		540,009
	Denominator for dilutive earnings per share—adjusted weighted average shares and assumed conversions	46,367,870		43,219,961
	Basic earnings per common share	$	0.71	$	0.61
	Diluted earnings per common share	$	0.7	$	0.6
	-1	Stock options, SARs and RSUs outstanding of 168,300 at March 31, 2015 and 23,000 at March 31, 2014 have not been included in diluted earnings per share because to do so would have been anti-dilutive for the periods presented.

SECURITIES_Tables

SECURITIES (Tables)	3 Months Ended
	Mar. 31, 2015
Available-for-sale Securities [Abstract]
Schedule of summary of securities	The following is a summary of securities (in thousands):
		March 31, 2015
		Amortized			Gross			Gross			Estimated
		Cost			Unrealized			Unrealized			Fair
					Gains			Losses			Value
	Available-for-Sale Securities:
	Residential mortgage-backed securities	$	26,912		$	2,006		$	—		$	28,918
	Municipals	1,308			5			—			1,313
	Equity securities(1)	7,522			26			(130		)	7,418
		$	35,742		$	2,037		$	(130	)	$	37,649
		December 31, 2014
		Amortized Cost			Gross Unrealized Gains			Gross Unrealized Losses			Estimated
											Fair
											Value
	Available-for-Sale Securities:
	Residential mortgage-backed securities	$	28,957		$	2,108		$	—		$	31,065
	Municipals	3,257			10			—			3,267
	Equity securities(1)	7,522			16			(151		)	7,387
		$	39,736		$	2,134		$	(151	)	$	41,719
	-1	Equity securities consist of Community Reinvestment Act funds.
Schedule of amortized cost and estimated fair value of securities	The amortized cost and estimated fair value of securities are presented below by contractual maturity (in thousands, except percentage data):
		31-Mar-15
		Less Than			After One			After Five			After Ten			Total
		One Year			Through			Through			Years
					Five Years			Ten Years
	Available-for-sale:
	Residential mortgage-backed securities:(1)
	Amortized cost	$	—		$	7,967		$	5,250		$	13,695		$	26,912
	Estimated fair value	—			8,394			5,904			14,620			28,918
	Weighted average yield(3)	—			4.79		%	5.54		%	2.36		%	3.73		%
	Municipals:(2)
	Amortized cost	745			563			—			—			1,308
	Estimated fair value	747			566			—			—			1,313
	Weighted average yield(3)	5.51		%	5.69		%	—			—			5.59		%
	Equity securities:(4)
	Amortized cost	7,522			—			—			—			7,522
	Estimated fair value	7,418			—			—			—			7,418
	Total available-for-sale securities:
	Amortized cost													$	35,742
	Estimated fair value													$	37,649
		31-Dec-14
		Less Than			After One			After Five			After Ten			Total
		One Year			Through			Through			Years
					Five Years			Ten Years
	Available-for-sale:
	Residential mortgage-backed securities:(1)
	Amortized cost	$	1		$	9,151		$	5,661		$	14,144		$	28,957
	Estimated fair value	1			9,662			6,333			15,069			31,065
	Weighted average yield(3)	6.5		%	4.79		%	5.54		%	2.36		%	3.75		%
	Municipals:(2)
	Amortized cost	1,669			1,588			—			—			3,257
	Estimated fair value	1,674			1,593			—			—			3,267
	Weighted average yield(3)	5.78		%	5.79		%	—			—			5.79		%
	Equity securities:(4)
	Amortized cost	7,522			—			—			—			7,522
	Estimated fair value	7,387			—			—			—			7,387
	Total available-for-sale securities:
	Amortized cost													$	39,736
	Estimated fair value													$	41,719
	-1	Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without prepayment penalties.
	-2	Yields have been adjusted to a tax equivalent basis assuming a 35% federal tax rate.
	-3	Yields are calculated based on amortized cost.
	-4	These equity securities do not have a stated maturity.
Schedule of investment securities that have been in a continuous unrealized loss position for less or more than 12 months	The following table discloses, as of March 31, 2015 and December 31, 2014, our investment securities that have been in a continuous unrealized loss position for less than 12 months and those that have been in a continuous unrealized loss position for 12 or more months (in thousands):
	31-Mar-15	Less Than 12 Months						12 Months or Longer						Total
		Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
		Value			Loss			Value			Loss			Value			Loss
	Equity securities	$	—		$	—		$	6,370		$	(130	)	$	6,370		$	(130	)
	31-Dec-14	Less Than 12 Months						12 Months or Longer						Total
		Fair			Unrealized			Fair			Unrealized			Fair			Unrealized
		Value			Loss			Value			Loss			Value			Loss
	Equity securities	$	—		$	—		$	6,349		$	(151	)	$	6,349		$	(151	)

LOANS_AND_ALLOWANCE_FOR_LOAN_L1

LOANS AND ALLOWANCE FOR LOAN LOSSES (Tables)	3 Months Ended
	Mar. 31, 2015
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Schedule of loans held for investments	At March 31, 2015 and December 31, 2014, loans were as follows (in thousands):
		March 31,				December 31,
		2015				2014
	Commercial	$	6,188,958			$	5,869,219
	Mortgage finance	5,408,750				4,102,125
	Construction	1,559,545				1,416,405
	Real estate	2,957,786				2,807,127
	Consumer	17,868				19,699
	Leases	93,051				99,495
	Gross loans held for investment	16,225,958				14,314,070
	Deferred income (net of direct origination costs)	(56,230		)		(57,058		)
	Allowance for loan losses	(108,078		)		(100,954		)
	Total	$	16,061,650			$	14,156,058
Schedule of the credit risk profile of loan portfolio by internally assigned grades and non-accrual status	The following tables summarize the credit risk profile of our loan portfolio by internally assigned grades and non-accrual status as of March 31, 2015 and December 31, 2014 (in thousands):
	31-Mar-15
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Grade:
	Pass	$	5,933,412			$	5,408,750			$	1,557,507		$	2,939,032		$	17,640	$	85,253		$	15,941,594
	Special mention	139,110				—				—			7,153			9		4,065			150,337
	Substandard-accruing	57,283				—				2,038			2,619			219		3,561			65,720
	Non-accrual	59,153				—				—			8,982			—		172			68,307
	Total loans held for investment	$	6,188,958			$	5,408,750			$	1,559,545		$	2,957,786		$	17,868	$	93,051		$	16,225,958
	31-Dec-14
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Grade:
	Pass	$	5,738,474			$	4,102,125			$	1,414,671		$	2,785,804		$	19,579	$	91,044		$	14,151,697
	Special mention	53,839				—				1,734			8,723			11		4,363			68,670
	Substandard-accruing	43,784				—				—			2,653			47		3,915			50,399
	Non-accrual	33,122				—				—			9,947			62		173			43,304
	Total loans held for investment	$	5,869,219			$	4,102,125			$	1,416,405		$	2,807,127		$	19,699	$	99,495		$	14,314,070
Schedule of activity in the reserve for loan losses by portfolio segment	The following table details activity in the reserve for loan losses by portfolio segment for the three months ended March 31, 2015 and March 31, 2014. Allocation of a portion of the reserve to one category of loans does not preclude its availability to absorb losses in other categories.
	31-Mar-15
	(in thousands)	Commercial				Mortgage				Construction			Real			Consumer		Leases			Unallocated			Total
						Finance							Estate
	Beginning balance	$	70,654			$	—			$	7,935		$	15,582		$	240	$	1,141		$	5,402		$	100,954
	Provision for loan losses	23,375				—				(3,472		)	(5,601		)	149		(138		)	(4,068		)	10,245
	Charge-offs	3,102				—				—			346			62		—			—			3,510
	Recoveries	286				—				83			8			4		8			—			389
	Net charge-offs (recoveries)	2,816				—				(83		)	338			58		(8		)	—			3,121
	Ending balance	$	91,213			$	—			$	4,546		$	9,643		$	331	$	1,011		$	1,334		$	108,078
	Period end amount allocated to:
	Loans individually evaluated for impairment	$	10,958			$	—			$	—		$	248		$	—	$	26		$	—		$	11,232
	Loans collectively evaluated for impairment	80,255				—				4,546			9,395			331		985			1,334			96,846
	Ending balance	$	91,213			$	—			$	4,546		$	9,643		$	331	$	1,011		$	1,334		$	108,078
	31-Mar-14
	(in thousands)	Commercial				Mortgage				Construction			Real			Consumer		Leases			Unallocated			Total
						Finance							Estate
	Beginning balance	$	39,868			$	—			$	14,553		$	24,210		$	149	$	3,105		$	5,719		$	87,604
	Provision for loan losses	6,245				—				583			(495		)	56		(575		)	(1,104		)	4,710
	Charge-offs	2,336				—				—			—			61		50			—			2,447
	Recoveries	210				—				—			8			25		124			—			367
	Net charge-offs (recoveries)	2,126				—				—			(8		)	36		(74		)	—			2,080
	Ending balance	$	43,987			$	—			$	15,136		$	23,723		$	169	$	2,604		$	4,615		$	90,234
	Period end amount allocated to:
	Loans individually evaluated for impairment	$	6,029			$	—			$	—		$	993		$	1	$	6		$	—		$	7,029
	Loans collectively evaluated for impairment	37,958				—				15,136			22,730			168		2,598			4,615			83,205
	Ending balance	$	43,987			$	—			$	15,136		$	23,723		$	169	$	2,604		$	4,615		$	90,234
Schedule of recorded investment in loans related to each balance in the allowance for loan losses	Our recorded investment in loans as of March 31, 2015, December 31, 2014 and March 31, 2014 related to each balance in the allowance for loan losses by portfolio segment and disaggregated on the basis of our impairment methodology was as follows (in thousands):
	31-Mar-15
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Loans individually evaluated for impairment	$	61,233			$	—			$	—		$	11,910		$	—	$	172		$	73,315
	Loans collectively evaluated for impairment	6,127,725				5,408,750				1,559,545			2,945,876			17,868		92,879			16,152,643
	Total	$	6,188,958			$	5,408,750			$	1,559,545		$	2,957,786		$	17,868	$	93,051		$	16,225,958
	31-Dec-14
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Loans individually evaluated for impairment	$	35,165			$	—			$	—		$	13,880		$	62	$	173		$	49,280
	Loans collectively evaluated for impairment	5,834,054				4,102,125				1,416,405			2,793,247			19,637		99,322			14,264,790
	Total	$	5,869,219			$	4,102,125			$	1,416,405		$	2,807,127		$	19,699	$	99,495		$	14,314,070
	31-Mar-14
		Commercial				Mortgage				Construction			Real Estate			Consumer		Leases			Total
						Finance
	Loans individually evaluated for impairment	$	29,023			$	—			$	—		$	21,112		$	8	$	42		$	50,185
	Loans collectively evaluated for impairment	5,176,492				2,688,044				1,437,609			2,208,237			14,807		95,220			11,620,409
	Total	$	5,205,515			$	2,688,044			$	1,437,609		$	2,229,349		$	14,815	$	95,262		$	11,670,594
Schedule of impaired loans, by portfolio class	A loan held for investment is considered impaired when, based on current information and events, it is probable that we will be unable to collect all amounts due (both principal and interest) according to the terms of the loan agreement. In accordance with ASC 310 Receivables ("ASC 310"), we have also included all restructured loans in our impaired loan totals. The following tables detail our impaired loans, by portfolio class, as of March 31, 2015 and December 31, 2014 (in thousands):
	31-Mar-15
		Recorded				Unpaid				Related			Average			Interest
		Investment				Principal				Allowance			Recorded			Income
						Balance							Investment			Recognized
	With no related allowance recorded:
	Commercial
	Business loans	$	31,214			$	35,375			$	—		$	16,810		$	—
	Energy	1,266				1,266				—			422			10
	Construction
	Market risk	—				—				—			—			—
	Real estate
	Market risk	3,688				3,688				—			3,719			—
	Commercial	4,132				4,132				—			3,725			—
	Secured by 1-4 family	—				—				—			—			—
	Consumer	—				—				—			—			—
	Leases	—				—				—			—			—
	Total impaired loans with no allowance recorded	$	40,300			$	44,461			$	—		$	24,676		$	10
	With an allowance recorded:
	Commercial
	Business loans	$	28,117			$	28,117			$	10,860		$	25,741		$	—
	Energy	636				636				98			881			—
	Construction
	Market risk	—				—				—			—			—
	Real estate
	Market risk	1,944				1,944				46			3,451			—
	Commercial	436				436				65			496			—
	Secured by 1-4 family	1,710				1,710				137			1,833			—
	Consumer	—				—				—			41			—
	Leases	172				172				26			173			—
	Total impaired loans with an allowance recorded	$	33,015			$	33,015			$	11,232		$	32,616		$	—
	Combined:
	Commercial
	Business loans	$	59,331			$	63,492			$	10,860		$	42,551		$	—
	Energy	1,902				1,902				98			1,303			10
	Construction
	Market risk	—				—				—			—			—
	Real estate
	Market risk	5,632				5,632				46			7,170			—
	Commercial	4,568				4,568				65			4,221			—
	Secured by 1-4 family	1,710				1,710				137			1,833			—
	Consumer	—				—				—			41			—
	Leases	172				172				26			173			—
	Total impaired loans	$	73,315			$	77,476			$	11,232		$	57,292		$	10
	31-Dec-14
		Recorded				Unpaid				Related			Average			Interest
		Investment				Principal				Allowance			Recorded			Income
						Balance							Investment			Recognized
	With no related allowance recorded:
	Commercial
	Business loans	$	9,608			$	11,857			$	—		$	7,334		$	—
	Energy	—				—				—			375			25
	Construction
	Market risk	—				—				—			118			—
	Real estate
	Market risk	3,735				3,735				—			7,970			—
	Commercial	3,521				3,521				—			2,795			—
	Secured by 1-4 family	—				—				—			1,210			—
	Consumer	—				—				—			—			—
	Leases	—				—				—			—			—
	Total impaired loans with no allowance recorded	$	16,864			$	19,113			$	—		$	19,802		$	25
	With an allowance recorded:
	Commercial
	Business loans	$	24,553			$	25,553			$	7,433		$	17,705		$	—
Energy	1,004				1,004				272			991			—
Construction
Market risk	—				—				—			—			—
Real estate
Market risk	4,203				4,203				317			5,064			—
Commercial	526				526				79			705			—
Secured by 1-4 family	1,895				1,895				240			2,119			—
Consumer	62				62				9			16			—
Leases	173				173				26			41			—
Total impaired loans with an allowance recorded	$	32,416			$	33,416			$	8,376		$	26,641		$	—
Combined:
Commercial
Business loans	$	34,161			$	37,410			$	7,433		$	25,039		$	—
Energy	1,004				1,004				272			1,366			25
Construction
Market risk	—				—				—			118			—
Real estate
Market risk	7,938				7,938				317			13,034			—
Commercial	4,047				4,047				79			3,500			—
Secured by 1-4 family	1,895				1,895				240			3,329			—
Consumer	62				62				9			16			—
Leases	173				173				26			41			—
Total impaired loans	$	49,280			$	52,529			$	8,376		$	46,443		$	25
Schedule of an age analysis of accruing past due loans	The table below provides an age analysis of our past due loans that are still accruing and non-accrual loans, by portfolio class, as of March 31, 2015 (in thousands):
		30-59 Days				60-89 Days				Greater			Total Past			Non-accrual		Current			Total
		Past Due				Past Due				Than 90			Due
										Days and
										Accruing(1)
	Commercial
	Business loans	$	17,210			$	2,591			$	2,846		$	22,647		$	57,251	$	4,970,584		$	5,050,482
	Energy	—				—				—			—			1,902		1,136,574			1,138,476
	Mortgage finance loans	—				—				—			—			—		5,408,750			5,408,750
	Construction
	Market risk	2,845				—				—			2,845			—		1,540,220			1,543,065
	Secured by 1-4 family	—				—				—			—			—		16,480			16,480
	Real estate
	Market risk	5,222				—				125			5,347			3,827		2,282,609			2,291,783
	Commercial	—				—				—			—			4,568		568,745			573,313
	Secured by 1-4 family	407				—				—			407			587		91,696			92,690
	Consumer	422				43				—			465			—		17,403			17,868
	Leases	3,118				—				—			3,118			172		89,761			93,051
	Total loans held for investment	$	29,224			$	2,634			$	2,971		$	34,829		$	68,307	$	16,122,822		$	16,225,958
	-1	Loans past due 90 days and still accruing includes premium finance loans of $2.8 million. These loans are generally secured by obligations of insurance carriers to refund premiums on canceled insurance policies. The refund of premiums from the insurance carriers can take 180 days or longer from the cancellation date.
Schedule of loans that have been restructured	The following table provides information on how restructured loans were modified during the three months ended March 31, 2015 and 2014 (in thousands):
		Three months ended March 31,
		2015				2014
	Extended maturity	$	—			$	1,441
	Combination of maturity extension and payment schedule adjustment	1,369				—
	Total	$	1,369			$	1,441
	The following tables summarize, for the three months ended March 31, 2015 and 2014, loans that were restructured during 2015 and 2014 (in thousands):
	31-Mar-15
		Number of Restructured Loans			Pre-Restructuring Outstanding Recorded Investment				Post-Restructuring Outstanding Recorded Investment
	Commercial business loans	2			$	1,369			$	1,369
	Total new restructured loans in 2015	2			$	1,369			$	1,369
	31-Mar-14
		Number of Restructured Loans			Pre-Restructuring Outstanding Recorded Investment				Post-Restructuring Outstanding Recorded Investment
	Real estate—commercial	1			$	1,441			$	1,441
	Total new restructured loans in 2014	1			$	1,441			$	1,441

OREO_AND_VALUATION_ALLOWANCE_F1

OREO AND VALUATION ALLOWANCE FOR LOSSES ON OREO (Tables)	3 Months Ended
	Mar. 31, 2015
Real Estate Owned, Disclosure of Detailed Components [Abstract]
Schedule of the activity related to OREO	The table below presents a summary of the activity related to OREO (in thousands):
		Three months ended March 31,
		2015			2014
	Beginning balance	$	568		$	5,110
	Additions	1,092			851
	Sales	(1,055		)	(3,541		)
	Valuation allowance for OREO	—			—
	Direct write-downs	—			—
	Ending balance	$	605		$	2,420

FINANCIAL_INSTRUMENTS_WITH_OFF1

FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK (Tables)	3 Months Ended
	Mar. 31, 2015
Risks and Uncertainties [Abstract]
Schedule of financial instruments with off-balance sheet risk	The table below summarizes our off-balance sheet financial instruments whose contract amounts represented credit risk (in thousands):
		31-Mar-15		31-Dec-14
	Commitments to extend credit	$	5,178,514	$	5,324,460
	Standby letters of credit	173,198		177,808

REGULATORY_MATTERS_Tables

REGULATORY MATTERS (Tables)	3 Months Ended
	Mar. 31, 2015
Regulatory Capital Requirements [Abstract]
Schedule of capital ratios	The table below summarizes our capital ratios:
		March 31,		December 31,
		2015		2014
	Company
	Risk-based capital:
	CET1(1)	7.18	%	7.89	%
	Tier 1 capital	8.57	%	9.46	%
	Total capital	10.71	%	11.83	%
	Leverage	9.53	%	10.76	%
	(1) December 31, 2014 ratio is unaudited.

STOCKBASED_COMPENSATION_Tables

STOCK-BASED COMPENSATION (Tables)	3 Months Ended
	Mar. 31, 2015
Compensation Related Costs [Abstract]
Schedule of stock-based compensation costs	Stock-based compensation consists of SARs and RSUs granted from 2009 through March 31, 2015.
		Three months ended March 31,
	(in thousands)	2015		2014
	Stock- based compensation expense recognized:
	SARs	$	104	$	143
	RSUs	887		1,119
	Total compensation expense recognized	$	991	$	1,262
	In connection with the 2010 Long-term Incentive Plan, the Company has issued cash-based performance units. A summary of the compensation cost for these units is as follows (in thousands):
		Three months ended March 31,
		2015		2014
	Cash-based performance units	$	1,366	$	3,393
Schedule of unrecognized compensation costs
		March 31, 2015
	(in thousands)	Options		SARs and
				RSUs
	Unrecognized compensation expense related to unvested awards	$	—	$	11,804
	Weighted average period over which expense is expected to be recognized, in years	N/A		3.5

FAIR_VALUE_DISCLOSURES_Tables

FAIR VALUE DISCLOSURES (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Schedule of assets and liabilities measured at fair value	Assets and liabilities measured at fair value at March 31, 2015 and December 31, 2014 are as follows (in thousands):
		Fair Value Measurements Using
	31-Mar-15	Level 1		Level 2		Level 3
	Available for sale securities:(1)
	Residential mortgage-backed securities	$	—	$	28,918	$	—
	Municipals	—		1,313		—
	Equity securities(2)	—		7,418		—
	Loans(3) (5)	—		—		23,210
	OREO(4) (5)	—		—		605
	Derivative assets(6)	—		43,746		—
	Derivative liabilities(6)	—		43,746		—
	December 31, 2014
	Available for sale securities:(1)
	Residential mortgage-backed securities	$	—	$	31,065	$	—
	Municipals	—		3,267		—
	Equity securities(2)	—		7,387		—
	Loans(3) (5)	—		—		23,536
	OREO(4) (5)	—		—		568
	Derivative assets(6)	—		31,176		—
	Derivative liabilities(6)	—		31,176		—
	-1	Securities are measured at fair value on a recurring basis, generally monthly.
	-2	Equity securities consist of Community Reinvestment Act funds.
	-3	Includes impaired loans that have been measured for impairment at the fair value of the loan’s collateral.
	-4	OREO is transferred from loans to OREO at fair value less selling costs.
	-5	Fair value of loans and OREO is measured on a nonrecurring basis, generally annually or more often as warranted by market and economic conditions.
	-6	Derivative assets and liabilities are measured at fair value on a recurring basis, generally quarterly.
Summary of the carrying amounts and estimated fair values of financial instruments	A summary of the carrying amounts and estimated fair values of financial instruments is as follows (in thousands):
		31-Mar-15				31-Dec-14
		Carrying		Estimated		Carrying		Estimated
		Amount		Fair Value		Amount		Fair Value
	Cash and cash equivalents	$	834,547	$	834,547	$	1,330,514	$	1,330,514
	Securities, available-for-sale	37,649		37,649		41,719		41,719
	Loans held for investment, net	16,061,650		16,067,528		14,156,058		14,161,484
	Derivative assets	43,746		43,746		31,176		31,176
	Deposits	14,122,306		14,122,653		12,673,300		12,673,607
	Federal funds purchased	88,384		88,384		66,971		66,971
	Customer repurchase agreements	37,074		37,074		25,705		25,705
	Other borrowings	1,000,000		1,000,000		1,100,005		1,100,005
	Subordinated notes	286,000		292,521		286,000		289,947
	Trust preferred subordinated debentures	113,406		113,406		113,406		113,406
	Derivative liabilities	43,746		43,746		31,176		31,176

DERIVATIVE_FINANCIAL_INSTRUMEN1

DERIVATIVE FINANCIAL INSTRUMENTS (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of notional amounts and estimated fair values of interest rate derivative positions	The notional amounts and estimated fair values of interest rate derivative positions outstanding at March 31, 2015 and December 31, 2014 are presented in the following tables (in thousands):
		31-Mar-15										31-Dec-14
		Estimated Fair Value										Estimated Fair Value
		Notional			Asset Derivative				Liability Derivative			Notional		Asset Derivative			Liability Derivative
		Amount										Amount
	Non-hedging interest rate derivatives:
	Financial institution counterparties:
	Commercial loan/lease interest rate swaps	$	986,688		$	—			$	41,868		$	866,432	$	361		$	30,162
	Commercial loan/lease interest rate caps	158,403			1,878				—			63,414		1,014			—
	Customer counterparties:
	Commercial loan/lease interest rate swaps	986,688			41,868				—			866,432		30,162			361
	Commercial loan/lease interest rate caps	158,403			—				1,878			63,414		—			1,014
	Gross derivatives				43,746				43,746					31,537			31,537
	Offsetting derivative assets/liabilities				—				—					(361		)	(361		)
	Net derivatives included in the consolidated balance sheets				$	43,746			$	43,746				$	31,176		$	31,176
Schedule of the weighted-average receive and pay interest rate swaps	The weighted-average receive and pay interest rates for interest rate swaps outstanding at March 31, 2015 were as follows:
		March 31, 2015					December 31, 2014
		Weighted-Average Interest Rate					Weighted-Average Interest Rate
		Received		Paid			Received			Paid
	Non-hedging interest rate swaps	2.74	%	4.7	%		2.79	%		4.82	%

EARNINGS_PER_COMMON_SHARE_Deta

EARNINGS PER COMMON SHARE (Details) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Numerator:
Net income	$35,050		$28,265
Preferred stock dividends	-2,438		-2,438
Net income available to common stockholders	$32,612		$25,827
Denominator:
Denominator for basic earnings per share— weighted average shares	45,758,655		42,298,355
Effect of employee stock-based awards	210,736	[1]	381,597	[1]
Effect of warrants to purchase common stock	398,479		540,009
Denominator for dilutive earnings per share—adjusted weighted average shares and assumed conversions	46,367,870		43,219,961
Basic earnings per common share (usd per share)	$0.71		$0.61
Diluted earnings per common share (usd per share)	$0.70		$0.60
Stock options, SARs and RSUs excluded from computation of diluted EPS	168,300		23,000
[1]	Stock options, SARs and RSUs outstanding of 168,300 at March 31, 2015 and 23,000 at March 31, 2014 have not been included in diluted earnings per share because to do so would have been anti-dilutive for the periods presented.

SECURITIES_Details

SECURITIES (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015		Dec. 31, 2014
Available-for-sale Securities [Abstract]
Available-for-sale securities, net unrealized gains	$1,900,000		$2,000,000
Available for sale securities, net unrealized gain as percent of outstanding balances	5.34%		4.99%
Summary of Available-for-Sale Securities
Amortized Cost	35,742,000		39,736,000
Gross Unrealized Gains	2,037,000		2,134,000
Gross Unrealized Losses	-130,000		-151,000
Estimated Fair Value	37,649,000		41,719,000
Residential mortgage-backed securities
Summary of Available-for-Sale Securities
Amortized Cost	26,912,000	[1]	28,957,000	[1]
Gross Unrealized Gains	2,006,000		2,108,000
Gross Unrealized Losses	0		0
Estimated Fair Value	28,918,000	[1]	31,065,000	[1]
Municipals
Summary of Available-for-Sale Securities
Amortized Cost	1,308,000	[2]	3,257,000	[2]
Gross Unrealized Gains	5,000		10,000
Gross Unrealized Losses	0		0
Estimated Fair Value	1,313,000	[2]	3,267,000	[2]
Equity securities
Summary of Available-for-Sale Securities
Amortized Cost	7,522,000	[3],[4]	7,522,000	[3],[4]
Gross Unrealized Gains	26,000	[3]	16,000	[3]
Gross Unrealized Losses	-130,000	[3]	-151,000	[3]
Estimated Fair Value	$7,418,000	[3],[4]	$7,387,000	[3],[4]
[1]	Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without prepayment penalties.
[2]	Yields have been adjusted to a tax equivalent basis assuming a 35% federal tax rate.
[3]	Equity securities consist of Community Reinvestment Act funds.
[4]	These equity securities do not have a stated maturity.

SECURITIES_Details_1

SECURITIES (Details 1) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015		Dec. 31, 2014
The amortized cost and fair value of available-for-sale securites by maturity
Amortized cost, Total	$35,742,000		$39,736,000
Estimated Fair Value	37,649,000		41,719,000
Available-for-sale Securities, Other Disclosure Items
Federal tax rate	35.00%		35.00%
Available-for-sale securities pledged as collateral	28,800,000
Residential mortgage-backed securities
The amortized cost and fair value of available-for-sale securites by maturity
Amortized cost, Less Than One Year	0	[1]	1,000	[1]
Amortized cost, After One Through Five Years	7,967,000	[1]	9,151,000	[1]
Amortized cost, After Five Through Ten Years	5,250,000	[1]	5,661,000	[1]
Amortized cost, After Ten Years	13,695,000	[1]	14,144,000	[1]
Amortized cost, Total	26,912,000	[1]	28,957,000	[1]
Estimated fair value, Less Than One Year	0	[1]	1,000	[1]
Estimated fair value, After One Through Five Years	8,394,000	[1]	9,662,000	[1]
Estimated fair value, After Five Through Ten Years	5,904,000	[1]	6,333,000	[1]
Estimated fair value, After Ten Years	14,620,000	[1]	15,069,000	[1]
Estimated Fair Value	28,918,000	[1]	31,065,000	[1]
Weighted average yield, Less Than One Year	0.00%	[1],[2]	6.50%	[1],[2]
Weighted average yield, After One Through Five Years	4.79%	[1],[2]	4.79%	[1],[2]
Weighted average yield, After Five Through Ten Years	5.54%	[1],[2]	5.54%	[1],[2]
Weighted average yield, After Ten Years	2.36%	[1],[2]	2.36%	[1],[2]
Weighted average yield, Total	3.73%	[1],[2]	3.75%	[1],[2]
Municipals
The amortized cost and fair value of available-for-sale securites by maturity
Amortized cost, Less Than One Year	745,000	[3]	1,669,000	[3]
Amortized cost, After One Through Five Years	563,000	[3]	1,588,000	[3]
Amortized cost, After Five Through Ten Years	0	[3]	0	[3]
Amortized cost, After Ten Years	0	[3]	0	[3]
Amortized cost, Total	1,308,000	[3]	3,257,000	[3]
Estimated fair value, Less Than One Year	747,000	[3]	1,674,000	[3]
Estimated fair value, After One Through Five Years	566,000	[3]	1,593,000	[3]
Estimated fair value, After Five Through Ten Years	0	[3]	0	[3]
Estimated fair value, After Ten Years	0	[3]	0	[3]
Estimated Fair Value	1,313,000	[3]	3,267,000	[3]
Weighted average yield, Less Than One Year	5.51%	[2],[3]	5.78%	[2],[3]
Weighted average yield, After One Through Five Years	5.69%	[2],[3]	5.79%	[2],[3]
Weighted average yield, After Five Through Ten Years	0.00%	[2],[3]	0.00%	[2],[3]
Weighted average yield, After Ten Years	0.00%	[2],[3]	0.00%	[2],[3]
Weighted average yield, Total	5.59%	[2],[3]	5.79%	[2],[3]
Equity securities
The amortized cost and fair value of available-for-sale securites by maturity
Amortized cost, Less Than One Year	7,522,000	[4]	7,522,000	[4]
Amortized cost, After One Through Five Years	0	[4]	0	[4]
Amortized cost, After Five Through Ten Years	0	[4]	0	[4]
Amortized cost, After Ten Years	0	[4]	0	[4]
Amortized cost, Total	7,522,000	[4],[5]	7,522,000	[4],[5]
Estimated fair value, Less Than One Year	7,418,000	[4]	7,387,000	[4]
Estimated fair value, After One Through Five Years	0	[4]	0	[4]
Estimated fair value, After Five Through Ten Years	0	[4]	0	[4]
Estimated fair value, After Ten Years	0	[4]	0	[4]
Estimated Fair Value	7,418,000	[4],[5]	7,387,000	[4],[5]
Deposits
Available-for-sale Securities, Other Disclosure Items
Available-for-sale securities pledged as collateral	9,400,000
Repurchase agreements
Available-for-sale Securities, Other Disclosure Items
Available-for-sale securities pledged as collateral	$19,400,000
[1]	Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without prepayment penalties.
[2]	Yields are calculated based on amortized cost.
[3]	Yields have been adjusted to a tax equivalent basis assuming a 35% federal tax rate.
[4]	These equity securities do not have a stated maturity.
[5]	Equity securities consist of Community Reinvestment Act funds.

SECURITIES_Details_2

SECURITIES (Details 2) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Available-for-sale Securities, Continuous Unrealized Loss Position
After-tax loss due to changes in net unrealized gains/losses on securities	($49)	($105)
Equity securities
Available-for-sale Securities, Continuous Unrealized Loss Position
Fair Value, Less Than 12 Months	0		0
Unrealized Loss, Less Than 12 Months	0		0
Fair Value, 12 Months or Longer	6,370		6,349
Unrealized Loss, 12 Months or Longer	-130		-151
Fair Value, Total	6,370		6,349
Unrealized Loss, Total	($130)		($151)

LOANS_AND_ALLOWANCE_FOR_LOAN_L2

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
Loans and Leases Receivable, Net Reported Amount
Commercial	$6,188,958,000	$5,869,219,000
Mortgage finance	5,408,750,000	4,102,125,000
Construction	1,559,545,000	1,416,405,000
Real estate	2,957,786,000	2,807,127,000
Consumer	17,868,000	19,699,000
Leases	93,051,000	99,495,000
Gross loans held for investment	16,225,958,000	14,314,070,000	11,670,594,000
Deferred income (net of direct origination costs)	-56,230,000	-57,058,000
Allowance for loan losses	-108,078,000	-100,954,000	-90,234,000	-87,604,000
Loans held for investment, net	16,061,650,000	14,156,058,000
Participating mortgage finance loans	$429,800,000	$358,300,000

LOANS_AND_ALLOWANCE_FOR_LOAN_L3

LOANS AND ALLOWANCE FOR LOAN LOSSES - Credit Risk Profile (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Financing Receivable, Recorded Investment [Line Items]
Loan commitments rated substandard or worse that are reviewed for loss potential	$500,000
Commercial	6,188,958,000	5,869,219,000
Mortgage finance	5,408,750,000	4,102,125,000
Construction	1,559,545,000	1,416,405,000
Real estate	2,957,786,000	2,807,127,000
Consumer	17,868,000	19,699,000
Leases	93,051,000	99,495,000
Gross loans held for investment	16,225,958,000	14,314,070,000	11,670,594,000
Pass
Financing Receivable, Recorded Investment [Line Items]
Commercial	5,933,412,000	5,738,474,000
Mortgage finance	5,408,750,000	4,102,125,000
Construction	1,557,507,000	1,414,671,000
Real estate	2,939,032,000	2,785,804,000
Consumer	17,640,000	19,579,000
Leases	85,253,000	91,044,000
Gross loans held for investment	15,941,594,000	14,151,697,000
Special mention
Financing Receivable, Recorded Investment [Line Items]
Commercial	139,110,000	53,839,000
Mortgage finance	0	0
Construction	0	1,734,000
Real estate	7,153,000	8,723,000
Consumer	9,000	11,000
Leases	4,065,000	4,363,000
Gross loans held for investment	150,337,000	68,670,000
Substandard-accruing
Financing Receivable, Recorded Investment [Line Items]
Commercial	57,283,000	43,784,000
Mortgage finance	0	0
Construction	2,038,000	0
Real estate	2,619,000	2,653,000
Consumer	219,000	47,000
Leases	3,561,000	3,915,000
Gross loans held for investment	65,720,000	50,399,000
Non-accrual
Financing Receivable, Recorded Investment [Line Items]
Commercial	59,153,000	33,122,000
Mortgage finance	0	0
Construction	0	0
Real estate	8,982,000	9,947,000
Consumer	0	62,000
Leases	172,000	173,000
Gross loans held for investment	$68,307,000	$43,304,000

LOANS_AND_ALLOWANCE_FOR_LOAN_L4

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details 2) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Reserve for loan losses:
Beginning balance	$100,954	$87,604
Provision for loan losses	10,245	4,710
Charge-offs	3,510	2,447
Recoveries	389	367
Net charge-offs (recoveries)	3,121	2,080
Period end amount allocated to:
Loans individually evaluated for impairment	11,232	7,029
Loans collectively evaluated for impairment	96,846	83,205
Ending balance	108,078	90,234
Commercial
Reserve for loan losses:
Beginning balance	70,654	39,868
Provision for loan losses	23,375	6,245
Charge-offs	3,102	2,336
Recoveries	286	210
Net charge-offs (recoveries)	2,816	2,126
Period end amount allocated to:
Loans individually evaluated for impairment	10,958	6,029
Loans collectively evaluated for impairment	80,255	37,958
Ending balance	91,213	43,987
Mortgage finance loans
Reserve for loan losses:
Beginning balance	0	0
Provision for loan losses	0	0
Charge-offs	0	0
Recoveries	0	0
Net charge-offs (recoveries)	0	0
Period end amount allocated to:
Loans individually evaluated for impairment	0	0
Loans collectively evaluated for impairment	0	0
Ending balance	0	0
Construction
Reserve for loan losses:
Beginning balance	7,935	14,553
Provision for loan losses	-3,472	583
Charge-offs	0	0
Recoveries	83	0
Net charge-offs (recoveries)	-83	0
Period end amount allocated to:
Loans individually evaluated for impairment	0	0
Loans collectively evaluated for impairment	4,546	15,136
Ending balance	4,546	15,136
Real Estate
Reserve for loan losses:
Beginning balance	15,582	24,210
Provision for loan losses	-5,601	-495
Charge-offs	346	0
Recoveries	8	8
Net charge-offs (recoveries)	338	-8
Period end amount allocated to:
Loans individually evaluated for impairment	248	993
Loans collectively evaluated for impairment	9,395	22,730
Ending balance	9,643	23,723
Consumer
Reserve for loan losses:
Beginning balance	240	149
Provision for loan losses	149	56
Charge-offs	62	61
Recoveries	4	25
Net charge-offs (recoveries)	58	36
Period end amount allocated to:
Loans individually evaluated for impairment	0	1
Loans collectively evaluated for impairment	331	168
Ending balance	331	169
Leases
Reserve for loan losses:
Beginning balance	1,141	3,105
Provision for loan losses	-138	-575
Charge-offs	0	50
Recoveries	8	124
Net charge-offs (recoveries)	-8	-74
Period end amount allocated to:
Loans individually evaluated for impairment	26	6
Loans collectively evaluated for impairment	985	2,598
Ending balance	1,011	2,604
Unallocated
Reserve for loan losses:
Beginning balance	5,402	5,719
Provision for loan losses	-4,068	-1,104
Charge-offs	0	0
Recoveries	0	0
Net charge-offs (recoveries)	0	0
Period end amount allocated to:
Loans individually evaluated for impairment	0	0
Loans collectively evaluated for impairment	1,334	4,615
Ending balance	$1,334	$4,615

LOANS_AND_ALLOWANCE_FOR_LOAN_L5

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details 3) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Thousands, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	$73,315	$49,280	$50,185
Loans collectively evaluated for impairment	16,152,643	14,264,790	11,620,409
Gross loans held for investment	16,225,958	14,314,070	11,670,594
Commercial
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	61,233	35,165	29,023
Loans collectively evaluated for impairment	6,127,725	5,834,054	5,176,492
Gross loans held for investment	6,188,958	5,869,219	5,205,515
Mortgage finance loans
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	0	0	0
Loans collectively evaluated for impairment	5,408,750	4,102,125	2,688,044
Gross loans held for investment	5,408,750	4,102,125	2,688,044
Construction
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	0	0	0
Loans collectively evaluated for impairment	1,559,545	1,416,405	1,437,609
Gross loans held for investment	1,559,545	1,416,405	1,437,609
Real Estate
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	11,910	13,880	21,112
Loans collectively evaluated for impairment	2,945,876	2,793,247	2,208,237
Gross loans held for investment	2,957,786	2,807,127	2,229,349
Consumer
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	0	62	8
Loans collectively evaluated for impairment	17,868	19,637	14,807
Gross loans held for investment	17,868	19,699	14,815
Leases
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans individually evaluated for impairment	172	173	42
Loans collectively evaluated for impairment	92,879	99,322	95,220
Gross loans held for investment	$93,051	$99,495	$95,262

LOANS_AND_ALLOWANCE_FOR_LOAN_L6

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details 4) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable, Gross, Allowance, and Net [Abstract]
Non-accrual loans earning on a cash basis	$964	$310

LOANS_AND_ALLOWANCE_FOR_LOAN_L7

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details 5) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Commercial | Energy
Financing Receivable, Impaired [Line Items]
Recorded investment			$0
With no related allowance recorded:
Financing Receivable, Impaired [Line Items]
Recorded investment	40,300		16,864
Unpaid principal balance	44,461		19,113
Related allowance	0		0
Average recorded investment	24,676		19,802
Interest income recognized	10		25
With no related allowance recorded: | Commercial | Business loans
Financing Receivable, Impaired [Line Items]
Recorded investment	31,214		9,608
Unpaid principal balance	35,375		11,857
Related allowance	0		0
Average recorded investment	16,810		7,334
Interest income recognized	0		0
With no related allowance recorded: | Commercial | Energy
Financing Receivable, Impaired [Line Items]
Recorded investment	1,266
Unpaid principal balance	1,266		0
Related allowance	0		0
Average recorded investment	422		375
Interest income recognized	10		25
With no related allowance recorded: | Construction | Market risk
Financing Receivable, Impaired [Line Items]
Recorded investment	0		0
Unpaid principal balance	0		0
Related allowance	0		0
Average recorded investment	0		118
Interest income recognized	0		0
With no related allowance recorded: | Real estate | Market risk
Financing Receivable, Impaired [Line Items]
Recorded investment	3,688		3,735
Unpaid principal balance	3,688		3,735
Related allowance	0		0
Average recorded investment	3,719		7,970
Interest income recognized	0		0
With no related allowance recorded: | Real estate | Commercial
Financing Receivable, Impaired [Line Items]
Recorded investment	4,132		3,521
Unpaid principal balance	4,132		3,521
Related allowance	0		0
Average recorded investment	3,725		2,795
Interest income recognized	0		0
With no related allowance recorded: | Real estate | Secured by 1-4 family
Financing Receivable, Impaired [Line Items]
Recorded investment	0		0
Unpaid principal balance	0		0
Related allowance	0		0
Average recorded investment	0		1,210
Interest income recognized	0		0
With no related allowance recorded: | Consumer
Financing Receivable, Impaired [Line Items]
Recorded investment	0		0
Unpaid principal balance	0		0
Related allowance	0		0
Average recorded investment	0		0
Interest income recognized	0		0
With no related allowance recorded: | Leases
Financing Receivable, Impaired [Line Items]
Recorded investment	0		0
Unpaid principal balance	0		0
Related allowance	0		0
Average recorded investment	0		0
Interest income recognized	0		0
With an allowance recorded:
Financing Receivable, Impaired [Line Items]
Recorded investment	33,015		32,416
Unpaid principal balance	33,015		33,416
Related allowance	11,232		8,376
Average recorded investment	32,616		26,641
Interest income recognized	0		0
With an allowance recorded: | Commercial | Business loans
Financing Receivable, Impaired [Line Items]
Recorded investment	28,117		24,553
Unpaid principal balance	28,117		25,553
Related allowance	10,860		7,433
Average recorded investment	25,741		17,705
Interest income recognized	0		0
With an allowance recorded: | Commercial | Energy
Financing Receivable, Impaired [Line Items]
Recorded investment	636		1,004
Unpaid principal balance	636		1,004
Related allowance	98		272
Average recorded investment	881		991
Interest income recognized	0		0
With an allowance recorded: | Construction | Market risk
Financing Receivable, Impaired [Line Items]
Recorded investment	0		0
Unpaid principal balance	0		0
Related allowance	0		0
Average recorded investment	0		0
Interest income recognized	0		0
With an allowance recorded: | Real estate | Market risk
Financing Receivable, Impaired [Line Items]
Recorded investment	1,944		4,203
Unpaid principal balance	1,944		4,203
Related allowance	46		317
Average recorded investment	3,451		5,064
Interest income recognized	0		0
With an allowance recorded: | Real estate | Commercial
Financing Receivable, Impaired [Line Items]
Recorded investment	436		526
Unpaid principal balance	436		526
Related allowance	65		79
Average recorded investment	496		705
Interest income recognized	0		0
With an allowance recorded: | Real estate | Secured by 1-4 family
Financing Receivable, Impaired [Line Items]
Recorded investment	1,710		1,895
Unpaid principal balance	1,710		1,895
Related allowance	137		240
Average recorded investment	1,833		2,119
Interest income recognized	0		0
With an allowance recorded: | Consumer
Financing Receivable, Impaired [Line Items]
Recorded investment	0		62
Unpaid principal balance	0		62
Related allowance	0		9
Average recorded investment	41		16
Interest income recognized	0		0
With an allowance recorded: | Leases
Financing Receivable, Impaired [Line Items]
Recorded investment	172		173
Unpaid principal balance	172		173
Related allowance	26		26
Average recorded investment	173		41
Interest income recognized	0		0
Combined:
Financing Receivable, Impaired [Line Items]
Recorded investment	73,315		49,280
Unpaid principal balance	77,476		52,529
Related allowance	11,232		8,376
Average recorded investment	57,292	43,400	46,443
Interest income recognized	10		25
Combined: | Commercial | Business loans
Financing Receivable, Impaired [Line Items]
Recorded investment	59,331		34,161
Unpaid principal balance	63,492		37,410
Related allowance	10,860		7,433
Average recorded investment	42,551		25,039
Interest income recognized	0		0
Combined: | Commercial | Energy
Financing Receivable, Impaired [Line Items]
Recorded investment	1,902		1,004
Unpaid principal balance	1,902		1,004
Related allowance	98		272
Average recorded investment	1,303		1,366
Interest income recognized	10		25
Combined: | Construction | Market risk
Financing Receivable, Impaired [Line Items]
Recorded investment	0		0
Unpaid principal balance	0		0
Related allowance	0		0
Average recorded investment	0		118
Interest income recognized	0		0
Combined: | Real estate | Market risk
Financing Receivable, Impaired [Line Items]
Recorded investment	5,632		7,938
Unpaid principal balance	5,632		7,938
Related allowance	46		317
Average recorded investment	7,170		13,034
Interest income recognized	0		0
Combined: | Real estate | Commercial
Financing Receivable, Impaired [Line Items]
Recorded investment	4,568		4,047
Unpaid principal balance	4,568		4,047
Related allowance	65		79
Average recorded investment	4,221		3,500
Interest income recognized	0		0
Combined: | Real estate | Secured by 1-4 family
Financing Receivable, Impaired [Line Items]
Recorded investment	1,710		1,895
Unpaid principal balance	1,710		1,895
Related allowance	137		240
Average recorded investment	1,833		3,329
Interest income recognized	0		0
Combined: | Consumer
Financing Receivable, Impaired [Line Items]
Recorded investment	0		62
Unpaid principal balance	0		62
Related allowance	0		9
Average recorded investment	41		16
Interest income recognized	0		0
Combined: | Leases
Financing Receivable, Impaired [Line Items]
Recorded investment	172		173
Unpaid principal balance	172		173
Related allowance	26		26
Average recorded investment	173		41
Interest income recognized	$0		$0

LOANS_AND_ALLOWANCE_FOR_LOAN_L8

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details 6) (USD $)	Mar. 31, 2015
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	$29,224,000
60-89 days past due	2,634,000
Greater Than 90 Days and Accruing	2,971,000	[1]
Total past due	34,829,000
Non-accrual	68,307,000
Current	16,122,822,000
Total	16,225,958,000
Premium finance loans past due 90 days and still accruing	2,800,000
Commercial | Business loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	17,210,000
60-89 days past due	2,591,000
Greater Than 90 Days and Accruing	2,846,000	[1]
Total past due	22,647,000
Non-accrual	57,251,000
Current	4,970,584,000
Total	5,050,482,000
Commercial | Energy
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	0
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	0
Non-accrual	1,902,000
Current	1,136,574,000
Total	1,138,476,000
Mortgage finance loans
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	0
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	0
Non-accrual	0
Current	5,408,750,000
Total	5,408,750,000
Construction | Market risk
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	2,845,000
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	2,845,000
Non-accrual	0
Current	1,540,220,000
Total	1,543,065,000
Construction | Secured by 1-4 family
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	0
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	0
Non-accrual	0
Current	16,480,000
Total	16,480,000
Real estate | Market risk
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	5,222,000
60-89 days past due	0
Greater Than 90 Days and Accruing	125,000	[1]
Total past due	5,347,000
Non-accrual	3,827,000
Current	2,282,609,000
Total	2,291,783,000
Real estate | Secured by 1-4 family
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	407,000
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	407,000
Non-accrual	587,000
Current	91,696,000
Total	92,690,000
Real estate | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	0
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	0
Non-accrual	4,568,000
Current	568,745,000
Total	573,313,000
Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	422,000
60-89 days past due	43,000
Greater Than 90 Days and Accruing	0	[1]
Total past due	465,000
Non-accrual	0
Current	17,403,000
Total	17,868,000
Leases
Financing Receivable, Recorded Investment, Past Due [Line Items]
30-59 days past due	3,118,000
60-89 days past due	0
Greater Than 90 Days and Accruing	0	[1]
Total past due	3,118,000
Non-accrual	172,000
Current	89,761,000
Total	$93,051,000
[1]	Loans past due 90 days and still accruing includes premium finance loans of $2.8 million. These loans are generally secured by obligations of insurance carriers to refund premiums on canceled insurance policies. The refund of premiums from the insurance carriers can take 180 days or longer from the cancellation date.

LOANS_AND_ALLOWANCE_FOR_LOAN_L9

LOANS AND ALLOWANCE FOR LOAN LOSSES (Details 7) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Financing Receivable, Modifications [Line Items]
Loans considered restructured that are not already on non-accrual	$319,000		$1,800,000
Non-accrual loans that met the criteria for restructured unfunded commitments	12,700,000		12,100,000
Number of restructured loans	2	1
Pre-restructuring outstanding recorded investment	1,369,000	1,441,000
Post-restructuring outstanding recorded investment	1,369,000	1,441,000
Commercial
Financing Receivable, Modifications [Line Items]
Number of restructured loans	2
Pre-restructuring outstanding recorded investment	1,369,000
Post-restructuring outstanding recorded investment	1,369,000
Real estate
Financing Receivable, Modifications [Line Items]
Number of restructured loans		1
Pre-restructuring outstanding recorded investment		1,441,000
Post-restructuring outstanding recorded investment		$1,441,000

Recovered_Sheet1

LOANS AND ALLOWANCE FOR LOAN LOSSES - TDR Summary (Details) (USD $)	Mar. 31, 2015	Mar. 31, 2014
In Thousands, unless otherwise specified
Financing Receivable, Modifications [Line Items]
Details of how restructured loans were modified	$1,369	$1,441
Extended maturity
Financing Receivable, Modifications [Line Items]
Details of how restructured loans were modified	0	1,441
Combination of maturity extension and payment schedule adjustment
Financing Receivable, Modifications [Line Items]
Details of how restructured loans were modified	$1,369	$0

OREO_AND_VALUATION_ALLOWANCE_F2

OREO AND VALUATION ALLOWANCE FOR LOSSES ON OREO (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Real Estate Acquired Through Foreclosure [Roll Forward]
Beginning balance	$568	[1],[2]	$5,110
Additions	1,092		851
Sales	-1,055		-3,541
Valuation allowance for OREO	0		0
Direct write-downs	0		0
Ending balance	$605	[1],[2]	$2,420
[1]	Fair value of loans and OREO is measured on a nonrecurring basis, generally annually or more often as warranted by market and economic conditions.
[2]	OREO is transferred from loans to OREO at fair value less selling costs.

FINANCIAL_INSTRUMENTS_WITH_OFF2

FINANCIAL INSTRUMENTS WITH OFF-BALANCE SHEET RISK (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Commitments to extend credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet financial instruments whose contract amounts represented credit risk	$5,178,514	$5,324,460
Standby letters of credit
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet financial instruments whose contract amounts represented credit risk	$173,198	$177,808

REGULATORY_MATTERS_Details

REGULATORY MATTERS (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Regulatory Capital Requirements [Abstract]
CET1	7.18%	7.89%
Tier 1 capital	8.57%	9.46%
Total capital	10.71%	11.83%
Leverage	9.53%	10.76%
Mortgage finance	$5,408,750,000	$4,102,125,000
Mortgage finance, average balance	$3,700,000,000

STOCKBASED_COMPENSATION_Detail

STOCK-BASED COMPENSATION (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Restricted stock units, additional disclosures
Compensation expense	$991	$1,262
Unrecognized compensation expense related to unvested awards	11,804
Weighted average period over which expense is expected to be recognized, in years	3 years 6 months
SARs
Restricted stock units, additional disclosures
Compensation expense	104	143
RSUs
Restricted stock units, additional disclosures
Compensation expense	887	1,119
Cash-based performance units	$1,366	$3,393

FAIR_VALUE_DISCLOSURES_Assets_

FAIR VALUE DISCLOSURES (Assets and Liabilities) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	$37,649		$41,719
OREO	605	[1],[2]	568	[1],[2]	2,420	5,110
Derivative assets	43,746		31,176
Derivative liabilities	-43,746		-31,176
Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	28,918	[3]	31,065	[3]
Municipals
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	1,313	[4]	3,267	[4]
Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	7,418	[5],[6]	7,387	[5],[6]
Fair value measurements, recurring basis | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets	0	[7]	0	[7]
Derivative liabilities	0	[7]	0	[7]
Fair value measurements, recurring basis | Level 1 | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	0	[8]	0	[8]
Fair value measurements, recurring basis | Level 1 | Municipals
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	0	[8]	0	[8]
Fair value measurements, recurring basis | Level 1 | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	0	[5],[8]	0	[5],[8]
Fair value measurements, recurring basis | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets	43,746	[7]	31,176	[7]
Derivative liabilities	-43,746	[7]	-31,176	[7]
Fair value measurements, recurring basis | Level 2 | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	28,918	[8]	31,065	[8]
Fair value measurements, recurring basis | Level 2 | Municipals
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	1,313	[8]	3,267	[8]
Fair value measurements, recurring basis | Level 2 | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	7,418	[5],[8]	7,387	[5],[8]
Fair value measurements, recurring basis | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets	0	[7]	0	[7]
Derivative liabilities	0	[7]	0	[7]
Fair value measurements, recurring basis | Level 3 | Residential mortgage-backed securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	0	[8]	0	[8]
Fair value measurements, recurring basis | Level 3 | Municipals
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	0	[8]	0	[8]
Fair value measurements, recurring basis | Level 3 | Equity securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Securities, available-for-sale	0	[5],[8]	0	[5],[8]
Fair value measurements, nonrecurring basis | Level 1
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	[1],[9]	0	[1],[9]
OREO	0	[1],[2]	0	[1],[2]
Fair value measurements, nonrecurring basis | Level 2
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	0	[1],[9]	0	[1],[9]
OREO	0	[1],[2]	0	[1],[2]
Fair value measurements, nonrecurring basis | Level 3
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Loans	23,210	[1],[9]	23,536	[1],[9]
OREO	$605	[1],[2]	$568	[1],[2]
[1]	Fair value of loans and OREO is measured on a nonrecurring basis, generally annually or more often as warranted by market and economic conditions.
[2]	OREO is transferred from loans to OREO at fair value less selling costs.
[3]	Actual maturities may differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without prepayment penalties.
[4]	Yields have been adjusted to a tax equivalent basis assuming a 35% federal tax rate.
[5]	Equity securities consist of Community Reinvestment Act funds.
[6]	These equity securities do not have a stated maturity.
[7]	Derivative assets and liabilities are measured at fair value on a recurring basis, generally quarterly.
[8]	Securities are measured at fair value on a recurring basis, generally monthly.
[9]	Includes impaired loans that have been measured for impairment at the fair value of the loan’s collateral.

FAIR_VALUE_DISCLOSURES_Financi

FAIR VALUE DISCLOSURES (Financial Instruments) (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014		Mar. 31, 2014	Dec. 31, 2013
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
OREO	$605,000	[1],[2]	$568,000	[1],[2]	$2,420,000	$5,110,000
Securities, available-for-sale	37,649,000		41,719,000
Derivative assets	43,746,000		31,176,000
Derivative liabilities	43,746,000		31,176,000
Carrying amount
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	834,547,000		1,330,514,000
Securities, available-for-sale	37,649,000		41,719,000
Loans held for investment, net	16,061,650,000		14,156,058,000
Derivative assets	43,746,000		31,176,000
Deposits	14,122,306,000		12,673,300,000
Federal funds purchased	88,384,000		66,971,000
Customer repurchase agreements	37,074,000		25,705,000
Other borrowings	1,000,000,000		1,100,005,000
Subordinated notes	286,000,000		286,000,000
Trust preferred subordinated debentures	113,406,000		113,406,000
Derivative liabilities	43,746,000		31,176,000
Estimated fair value
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Cash and cash equivalents	834,547,000		1,330,514,000
Securities, available-for-sale	37,649,000		41,719,000
Loans held for investment, net	16,067,528,000		14,161,484,000
Derivative assets	43,746,000		31,176,000
Deposits	14,122,653,000		12,673,607,000
Federal funds purchased	88,384,000		66,971,000
Customer repurchase agreements	37,074,000		25,705,000
Other borrowings	1,000,000,000		1,100,005,000
Subordinated notes	292,521,000		289,947,000
Trust preferred subordinated debentures	113,406,000		113,406,000
Derivative liabilities	43,746,000		31,176,000
Level 3 | Fair value measurements, nonrecurring basis
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Carrying value of impaired loans	26,200,000		29,200,000
Allowance allocation of impaired loans	3,000,000		5,700,000
OREO	605,000	[1],[2]	568,000	[1],[2]
Loans held for investment, net	$23,210,000	[1],[3]	$23,536,000	[1],[3]
[1]	Fair value of loans and OREO is measured on a nonrecurring basis, generally annually or more often as warranted by market and economic conditions.
[2]	OREO is transferred from loans to OREO at fair value less selling costs.
[3]	Includes impaired loans that have been measured for impairment at the fair value of the loan’s collateral.

DERIVATIVE_FINANCIAL_INSTRUMEN2

DERIVATIVE FINANCIAL INSTRUMENTS (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Asset Derivative	$43,746,000	$31,537,000
Liability Derivative	43,746,000	31,537,000
Offsetting derivative liability	0	-361,000
Offsetting derivative asset	0	-361,000
Derivative asset, net	43,746,000	31,176,000
Derivative liability, net	43,746,000	31,176,000
Description of credit risk exposure on interest rate swaps and caps	Our credit exposure on interest rate swaps and caps is limited to the net favorable value and interest payments of all swaps and caps by each counterparty. In such cases collateral may be required from the counterparties involved if the net value of the swaps and caps exceeds a nominal amount considered to be immaterial
Credit exposure relating to interest rate swaps and caps	43,700,000	31,200,000
Cash collateral pledge for derivatives	44,000,000	30,200,000
Commercial loan/lease interest rate swaps | Non-hedging interest rate derivatives/swaps | Commercial loan/lease | Weighted-average interest rate received
Derivatives, Fair Value [Line Items]
Weighted-average interest rate received and paid	2.74%	2.79%
Commercial loan/lease interest rate swaps | Non-hedging interest rate derivatives/swaps | Commercial loan/lease | Weighted-average interest rate paid
Derivatives, Fair Value [Line Items]
Weighted-average interest rate received and paid	4.70%	4.82%
Commercial loan/lease interest rate caps
Derivatives, Fair Value [Line Items]
Weighted-average interest rate received and paid	2.14%	1.44%
Financial institution counterparties: | Commercial loan/lease interest rate swaps | Non-hedging interest rate derivatives/swaps | Commercial loan/lease
Derivatives, Fair Value [Line Items]
Notional Amount	986,688,000	866,432,000
Asset Derivative	0	361,000
Liability Derivative	41,868,000	30,162,000
Financial institution counterparties: | Commercial loan/lease interest rate caps | Non-hedging interest rate derivatives/swaps | Commercial loan/lease
Derivatives, Fair Value [Line Items]
Notional Amount	158,403,000	63,414,000
Asset Derivative	1,878,000	1,014,000
Liability Derivative	0	0
Customer counterparties: | Commercial loan/lease interest rate swaps | Non-hedging interest rate derivatives/swaps | Commercial loan/lease
Derivatives, Fair Value [Line Items]
Notional Amount	986,688,000	866,432,000
Asset Derivative	41,868,000	30,162,000
Liability Derivative	0	361,000
Customer counterparties: | Commercial loan/lease interest rate caps | Non-hedging interest rate derivatives/swaps | Commercial loan/lease
Derivatives, Fair Value [Line Items]
Notional Amount	158,403,000	63,414,000
Asset Derivative	0	0
Liability Derivative	$1,878,000	$1,014,000