Independent Bank (INDB) 10-Q 8 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2014	1-May-14
Document and Entity Information [Abstract]	'	'
Entity Registrant Name	'Independent Bank Corp	'
Entity Central Index Key	'0000776901	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	23,898,755

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Assets	'		'
Cash and due from banks	$142,349		$168,106
Interest-earning deposits with banks	74,934		48,219
Securities	'		'
Securities available for sale	348,258		356,862
Securities held to maturity (fair value $374,530 and $346,455)	375,556		350,652
Total securities	723,814		707,514
Loans held for sale (at fair value)	6,788		8,882
Loans	'		'
Commercial and industrial	822,509		784,202
Commercial real estate	2,282,939		2,249,260
Commercial construction	239,536		223,859
Small business	78,147		77,240
Residential real estate	538,626		541,443
Home equity - 1st position	499,095		497,075
Home equity - subordinate positions	328,190		325,066
Other consumer	18,227		20,162
Total loans	4,807,269	[1]	4,718,307	[1]
Less: allowance for loan losses	-53,629		-53,239
Net loans	4,753,640		4,665,068
Federal Home Loan Bank stock	39,926		39,926
Bank premises and equipment, net	64,433		64,950
Goodwill	170,421		170,421
Identifiable intangible assets	11,630		12,221
Cash surrender value of life insurance policies	97,839		100,406
Other real estate owned and other foreclosed assets	7,997		7,633
Other assets	132,149		105,888
Total assets	6,225,920		6,099,234
Deposits	'		'
Demand deposits	1,399,717		1,369,432
Savings and interest checking accounts	2,032,204		1,940,153
Money market	957,052		933,205
Time certificates of deposit of $100,000 and over	292,956		297,984
Other time certificates of deposits	432,330		445,644
Total deposits	5,114,259		4,986,418
Borrowings	'		'
Advances from Federal Home Loan Banks	140,228		140,294
Customer repurchase agreements and other short-term borrowings	128,485		154,288
Wholesale repurchase agreements	50,000		50,000
Junior subordinated debentures	73,852		73,906
Subordinated debentures	30,000		30,000
Total borrowings	422,565		448,488
Other liabilities	86,540		72,788
Total liabilities	5,623,364		5,507,694
Commitments and contingencies	'		'
Stockholders' equity	'		'
Preferred stock, $.01 par value. authorized: 1,000,000 shares, outstanding: none	0		0
Common Stock, $.01 par value. Authorized: 75,000,000; Issued and Outstanding : 23,878,056 shares at March 31, 2014 and 23,805,984 Shares at December 31, 2013 (includes 284,453 and 268,290 shares of unvested participating restricted stock awards, respectively)	236		235
Shares held in rabbi trust at cost: 172,048 shares at March 31, 2014 and 178,765 shares at December 31, 2013	-3,456		-3,404
Deferred compensation obligation	3,456		3,404
Additional paid in capital	306,156		305,179
Retained earnings	301,218		293,560
Accumulated other comprehensive loss, net of tax	-5,054		-7,434
Total stockholders’ equity	602,556		591,540
Total liabilities and stockholders' equity	$6,225,920		$6,099,234
[1]	The amount of net deferred fees included in the ending balance was $2.3 million at both March 31, 2014 and December 31, 2013.

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Statement of Financial Position [Abstract]	'	'
Time certificates of deposit least amount	$100,000	$100,000
Securities Held to Maturity, fair value	$374,530,000	$346,455,000
Preferred Stock, par value	$0.01	$0.01
Preferred Stock, shares authorized	1,000,000	1,000,000
Preferred Stock, shares outstanding	'	'
Common Stock, par value	$0.01	$0.01
Common Stock, shares authorized	75,000,000	75,000,000
Common Stock, shares issued	23,878,056	23,805,984
Common Stock, shares outstanding	23,878,056	23,805,984
Common Stock, unvested restricted Stock awards	284,453	268,290
Shares Held in Rabbi Trust	172,048	178,765

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest income	'	'
Interest on loans	$48,204	$46,978
Taxable interest and dividends on securities	4,650	3,529
Nontaxable interest and dividends on securities	37	11
Interest on loans held for sale	51	268
Interest on federal funds sold	38	34
Total interest and dividend income	52,980	50,820
Interest expense	'	'
Interest on deposits	2,791	2,665
Interest on borrowings	2,583	3,293
Total interest expense	5,374	5,958
Net interest income	47,606	44,862
Provision for loan losses	4,502	1,300
Net interest income after provision for loan losses	43,104	43,562
Noninterest income	'	'
Deposit account fees	4,359	4,217
Interchange and ATM fees	2,975	2,328
Investment management	4,603	3,884
Mortgage banking income	487	2,281
Loan level derivative income	746	532
Increase in cash surrender value of life insurance policies	722	746
Gain on life insurance benefits	1,627	0
Gain (Loss) on Sale of Equity Investments	91	'
Other noninterest income	1,906	1,736
Total noninterest income	17,516	15,724
Noninterest expenses	'	'
Salaries and employee benefits	23,080	22,715
Occupancy and equipment expenses	6,146	5,249
Data processing & facilities management	1,253	1,184
FDIC assessment	905	821
Advertising expense	824	1,172
Consulting expense	559	710
Debit Card Expense	614	670
Business Combination, Acquisition Related Costs	77	1,345
Software Maintenance	662	681
Telecommunication expense	548	655
Other noninterest expenses	7,219	7,718
Total noninterest expenses	41,887	42,920
Income before income taxes	18,733	16,366
Provision for income taxes	5,350	4,114
Net income	$13,383	$12,252
Basic earnings per share (in dollars per share)	$0.56	$0.54
Diluted earnings per share (in dollars per share)	$0.56	$0.54
Weighted average common shares (basic) (in shares)	23,819,065	22,823,753
Common shares equivalents (in shares)	100,173	46,040
Weighted average common shares (diluted) (in shares)	23,919,238	22,869,793
Cash dividends declared per common share (in dollars per share)	$0.24	$0.22

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Statement of Comprehensive Income [Abstract]	'		'
Net income	$13,383		$12,252
Unrealized gains (losses) on securities	'		'
Change in fair value of securities available for sale	1,971		-777
Less: net security gains reclassified into earnings	54		0
Net change in fair value of securities available for sale	1,917		-777
Unrealized gains (losses) on cash flow hedges	'		'
Change in fair value of cash flow hedges	-177		-3
Less: net cash flow hedge losses reclassified into earnings	-679	[1]	-836	[1]
Net change in fair value of cash flow hedges	502		833
Net gain (loss) during the period and amortization of certain costs included in net periodic retirement costs	-39	[2]	1	[2]
Total other comprehensive income	2,380		57
Total comprehensive income	$15,763		$12,309
[1]	The change in fair value of cash flow hedges includes the remaining balance of a realized but unrecognized gain, net of tax, from the termination of interest rate swaps in June 2009. The original gain of $1.4 million, net of tax, is being recognized in earnings through December 2018, the original maturity date of the swap. The balance of this gain has amortized to $678,000 and $823,000 at March 31, 2014 and 2013, respectively.
[2]	The amortization of prior service costs is included in the computation of net periodic pension cost as disclosed in the Employee Benefit Plans footnote in the Company's Annual Report on Form 10-K for the year ended December 31, 2013, filed with the Securities and Exchange Commission.

Consolidated_Statements_of_Sto

Consolidated Statements of Stockholders' Equity (Unaudited) (USD $)	Total	Common Stock Outstanding	Common Stock	Value of Shares Held in Rabbi Trust at Cost	Deferred Compensation Obligation	Additional Paid-in Capital	Retained Earnings	Accumulated Other Comprehensive Loss
In Thousands
Beginning balance at Dec. 31, 2012	$529,320	$22,774,009	$225	($3,179)	$3,179	$269,950	$263,671	($4,526)
Net income	12,252	'	'	'	'	'	12,252	'
Other comprehensive income (loss)	57	'	'	'	'	'	'	57
Common dividend declared	-5,032	'	'	'	'	'	-5,032	'
Proceeds from exercise of stock options	451	17,450	'	'	'	451	'	'
Tax benefit related to equity award activity	166	'	'	'	'	166	'	'
Equity based compensation	760	'	'	'	'	760	'	'
Restricted stock awards issued, net of awards surrendered	-507	79,636	1	'	'	-508	'	'
Shares issued under direct stock purchase plan	8	252	'	'	'	8	'	'
Deferred compensation obligation	'	'	'	-19	19	'	'	'
Tax benefit related to deferred compensation distributions	100	'	'	'	'	100	'	'
Ending balance at Mar. 31, 2013	537,575	22,871,347	226	-3,198	3,198	270,927	270,891	-4,469
Beginning balance at Dec. 31, 2013	591,540	23,805,984	235	-3,404	3,404	305,179	293,560	-7,434
Net income	13,383	'	'	'	'	'	13,383	'
Other comprehensive income (loss)	2,380	'	'	'	'	'	'	2,380
Common dividend declared	-5,725	'	'	'	'	'	-5,725	'
Proceeds from exercise of stock options	133	7,911	'	'	'	133	'	'
Tax benefit related to equity award activity	193	'	'	'	'	193	'	'
Equity based compensation	677	'	'	'	'	677	'	'
Restricted stock awards issued, net of awards surrendered	-472	55,761	1	'	'	-473	'	'
Shares issued under direct stock purchase plan	319	8,400	'	'	'	319	'	'
Deferred compensation obligation	'	'	'	-52	52	'	'	'
Tax benefit related to deferred compensation distributions	128	'	'	'	'	128	'	'
Ending balance at Mar. 31, 2014	$602,556	$23,878,056	$236	($3,456)	$3,456	$306,156	$301,218	($5,054)

Consolidated_Statements_of_Sto1

Consolidated Statements of Stockholders' Equity (Unaudited) (Parenthetical) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
CASH DIVIDENDS DECLARED PER COMMON SHARE	$0.24	$0.22
Retained Earnings	'	'
CASH DIVIDENDS DECLARED PER COMMON SHARE	$0.24	$0.22

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
CASH FLOWS FROM OPERATING ACTIVITIES:	'	'
Net Income	$13,383,000	$12,252,000
Adjustments to reconcile net income to cash provided by operating activities	'	'
Depreciation and amortization	2,671,000	2,064,000
Provision for loan losses	4,502,000	1,300,000
Deferred income tax expense	471,000	2,000
Net gain on sale of equity securities	-91,000	'
Loss on write-down of investments in securities available for sale	'	'
Net loss on fixed assets	353,000	28,000
Net loss on sale of other real estate owned and foreclosed assets	184,000	198,000
Realized gain on sale leaseback transaction	-258,000	-258,000
Stock based compensation	677,000	760,000
Excess tax benefit related to equity award activity	-193,000	-166,000
Increase in cash surrender value of life insurance policies	-722,000	-746,000
Gain Realized on Life Insurance Policies	-1,627,000	'
Change in fair value on loans held for sale	-51,000	140,000
Net change in:	'	'
Loans held for sale	2,145,000	11,257,000
Other assets	1,991,000	11,394,000
Other liabilities	8,722,000	11,862,000
Total adjustments	1,330,000	14,111,000
Net cash provided by operating activities	14,713,000	26,363,000
Cash flows used in investing activities	'	'
Proceeds from sales of securities available for sale	673,000	'
Proceeds from maturities and principal repayments of securities available for sale	11,705,000	26,708,000
Purchase of securities available for sale	-766,000	-34,725,000
Proceeds from maturities and principal repayments of securities held to maturity	9,083,000	13,950,000
Purchase of securities held to maturity	-34,017,000	-44,902,000
Redemption of Federal Home Loan Bank stock	'	3,093,000
Investment in Low Income Housing Tax Credit	-2,561,000	0
Purchase of life insurance policies	-93,000	-93,000
Proceeds from bank owned life insurance policies	478,000	0
Net (increase) decrease in loans	-93,858,000	29,167,000
Purchase of bank premises and equipment	-2,455,000	-1,478,000
Proceeds from the sale of bank premises and equipment	756,000	'
Proceeds from the sale of other real estate owned and foreclosed assets	642,000	1,206,000
Capital improvements to other real estate owned	-444,000	-304,000
Net cash used in investing activities	-110,857,000	-7,378,000
Cash flows provided by (used in) financing activities	'	'
Net increase (decrease) in time deposits	-18,342,000	15,141,000
Net increase (decrease) in other deposits	146,183,000	-10,408,000
Net increase in short-term Federal Home Loan Bank borrowings	'	305,000
Repayments of long-term Federal Home Loan Bank borrowings	0	-9,134,000
Increase Decrease in Customer Repurchase Agreements	-20,803,000	-23,741,000
Proceeds from (Repayments of) Other Debt	-5,000,000	-7,000,000
Proceeds from Stock Options Exercised	133,000	451,000
Restricted stock awards issued, net of awards surrendered	-472,000	-507,000
Excess tax benefit from stock based compensation	193,000	166,000
Tax benefit from deferred compensation distribution	128,000	100,000
Proceeds from shares issued under direct stock purchase plan	319,000	8,000
Common dividends paid	-5,237,000	'
Net cash provided by (used in) financing activities	97,102,000	-34,619,000
Net increase (decrease) in cash and cash equivalents	958,000	-15,634,000
Cash and cash equivalents at beginning of year	216,325,000	215,474,000
Cash and cash equivalents at end of period	217,283,000	199,840,000
Supplemental schedule of noncash investing and financing activities	'	'
Transfer of loans to other real estate owned & foreclosed assets	746,000	771,000
Capital commitment relating to Low Income Housing Project investments	$23,278,501	$0

Basis_of_Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
BASIS OF PRESENTATION	'
	BASIS OF PRESENTATION
	Independent Bank Corp. (the “Company”) is a state chartered, federally registered bank holding company, incorporated in 1985. The Company is the sole stockholder of Rockland Trust Company (“Rockland Trust” or the “Bank”), a Massachusetts trust company chartered in 1907.
	All material intercompany balances and transactions have been eliminated in consolidation. Certain previously reported amounts may have been reclassified to conform to the current year’s presentation.
	The accompanying unaudited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by accounting principles generally accepted in the United States of America for complete financial statements. In the opinion of management, all adjustments considered necessary for a fair presentation of the financial statements, primarily consisting of normal recurring adjustments, have been included. Operating results for the quarter ended March 31, 2014 are not necessarily indicative of the results that may be expected for the year ending December 31, 2014 or any other interim period.
	For further information, refer to the consolidated financial statements and footnotes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2013, filed with the Securities and Exchange Commission.

Recent_Accounting_Standards

Recent Accounting Standards	3 Months Ended
	Mar. 31, 2014
Recent Accounting Standards [Abstract]	'
RECENT ACCOUNTING STANDARDS	'
	RECENT ACCOUNTING STANDARDS UPDATES
	FASB ASC Subtopic 310-40 "Receivables - Troubled Debt Restructurings by Creditors" Update No. 2014-04. Update No. 2014-04 was issued in January 2014 to reduce diversity by clarifying when an in substance repossession of foreclosure occurs, that is, when a creditor should be considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan such that the loan receivable should be derecognized and the real estate property recognized. The amendments in this update clarify that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either (1) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure or (2) the borrower conveying all interest in the residential real estate property to the creditor to satisfy the loan through completion of a deed in lieu of foreclosure or through a similar legal agreement. Additionally, the amendments require interim and annual disclosure of both (1) the amount of foreclosed residential real estate property held by the creditor and (2) the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure according to local requirements of the applicable jurisdiction. The amendments in the update should be applied prospectively and are effective for fiscal years, and interim periods within those years, beginning after December 15, 2014. Early adoption is permitted. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position.
	FASB ASC Topic No. 323 "Investments - Equity Method and Joint Ventures" Update No. 2014-01. Update No. 2014-01 was issued in January 2014 to provide guidance on accounting for investments by a reporting entity in flow-through limited liability entities that manage or invest in affordable housing projects that qualify for low-income housing tax credit. The amendments in this update permit reporting entities to make an accounting policy election to account for their investments in qualified affordable housing projects using the proportional amortization method if certain conditions are met. Under the proportional amortization method, an entity amortizes the initial cost of the investment in proportion to the tax credits and other tax benefits received and recognizes the net investment performance in the income statement as a component to income tax expense (benefit). The amendments in the update should be applied retrospectively and are effective for fiscal years, and interim periods within those years, beginning after December 15, 2014. Early adoption is permitted and the Company chose to early adopt this guidance effective January 1, 2014. The adoption of this standard did not have a material impact on the Company's consolidated financial position.

Securities

Securities	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
SECURITIES	'
	SECURITIES
	The following table presents a summary of the amortized cost, gross unrealized holding gains and losses, other-than-temporary impairment recorded in other comprehensive income and fair value of securities available for sale and securities held to maturity for the periods below:
		31-Mar-14																			December 31, 2013
		Amortized				Gross				Gross Unrealized				Other-Than-				Fair			Amortized			Gross		Gross Unrealized			Other-Than-			Fair
		Cost				Unrealized				Losses				Temporary				Value			Cost			Unrealized		Losses			Temporary			Value
						Gains				Other				Impairment										Gains		Other			Impairment
		(Dollars in thousands)
	Available for sale securities
	U.S. Government agency securities	$	41,335			$	4			$	(415	)		$	—			$	40,924		$	41,331		$	3	$	(885	)	$	—		$	40,449
	Agency mortgage-backed securities	223,304				6,339				(2,878		)		—				226,765			232,742			6,405		(4,556		)	—			234,591
	Agency collateralized mortgage obligations	56,277				259				(1,081		)		—				55,455			58,765			490		(1,102		)	—			58,153
	State, county, and municipal securities	5,415				36				(1		)		—				5,450			5,439			1		(28		)	—			5,412
	Single issuer trust preferred securities issued by banks	2,949				68				—				—				3,017			2,960			14		(22		)	—			2,952
	Pooled trust preferred securities issued by banks and insurers	8,044				—				(1,583		)		(1,494		)		4,967			8,083			—		(1,913		)	(2,329		)	3,841
	Equity securities	11,182				745				(247		)		—				11,680			10,997			762		(295		)	—			11,464
	Total available for sale securities	$	348,506			$	7,451			$	(6,205	)		$	(1,494	)		$	348,258		$	360,317		$	7,675	$	(8,801	)	$	(2,329	)	$	356,862
	Held to maturity securities
	U.S. Treasury securities	$	1,011			$	42			$	—			$	—			$	1,053		$	1,011		$	31	$	—		$	—		$	1,042
	Agency mortgage-backed securities	175,069				2,523				(255		)		—				177,337			155,067			1,917		(1,033		)	—			155,951
	Agency collateralized mortgage obligations	192,293				1,627				(5,214		)		—				188,706			187,388			824		(6,176		)	—			182,036
	State, county, and municipal securities	678				11				—				—				689			678			7		—			—			685
	Single issuer trust preferred securities issued by banks	1,501				25				—				—				1,526			1,503			23		—			—			1,526
	Corporate debt securities	5,004				215				—				—				5,219			5,005			210		—			—			5,215
	Total held to maturity securities	$	375,556			$	4,443			$	(5,469	)		$	—			$	374,530		$	350,652		$	3,012	$	(7,209	)	$	—		$	346,455
	Total	$	724,062			$	11,894			$	(11,674	)		$	(1,494	)		$	722,788		$	710,969		$	10,687	$	(16,010	)	$	(2,329	)	$	703,317
	When securities are sold, the adjusted cost of the specific security sold is used to compute the gain or loss on the sale. The Company realized a net gain of $91,000 on equity securities classified as available for sale during the three month period ending March 31, 2014. The Company did not realize any gain or loss on equity securities classified as available for sale during the three month period ending March 31, 2013.
	The actual maturities of certain securities may differ from the contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. A schedule of the contractual maturities of securities available for sale and securities held to maturity as of March 31, 2014 is presented below:
		Available for Sale								Held to Maturity
		Amortized				Fair				Amortized				Fair
		Cost				Value				Cost				Value
		(Dollars in thousands)
	Due in one year or less	$	—			$	—			$	255			$	256
	Due after one year to five years	36,382				37,193				5,821				6,071
	Due after five years to ten years	74,283				72,842				27,163				27,354
	Due after ten years	226,659				226,543				342,317				340,849
	Total debt securities	$	337,324			$	336,578			$	375,556			$	374,530
	Equity securities	$	11,182			$	11,680			$	—			$	—
	Total	$	348,506			$	348,258			$	375,556			$	374,530
	Inclusive in the table above is $33.9 million of callable securities in the Company’s investment portfolio at March 31, 2014.
	The carrying value of securities pledged to secure public funds, trust deposits, repurchase agreements and for other purposes, as required or permitted by law, was $358.3 million and $360.1 million at March 31, 2014 and December 31, 2013, respectively.
	At March 31, 2014 and December 31, 2013, the Company had no investments in obligations of individual states, counties, or municipalities, which exceeded 10% of stockholders’ equity.
	Other-Than-Temporary Impairment ("OTTI")
	The Company continually reviews investment securities for the existence of OTTI, taking into consideration current market conditions, the extent and nature of changes in fair value, issuer rating changes and trends, the credit worthiness of the obligor of the security, volatility of earnings, current analysts’ evaluations, the Company’s intent to sell the security, or whether it is more likely than not that the Company will be required to sell the debt security before its anticipated recovery, as well as other qualitative factors. The term “other-than-temporary” is not intended to indicate that the decline is permanent, but indicates that the prospects for a near-term recovery of value is not necessarily favorable, or that there is a lack of evidence to support a realizable value equal to or greater than the carrying value of the investment.
	The following tables show the gross unrealized losses and fair value of the Company’s investments in an unrealized loss position, which the Company has not deemed to be OTTI, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position:
		31-Mar-14
					Less than 12 months								12 months or longer							Total
		# of holdings			Fair				Unrealized				Fair				Unrealized			Fair			Unrealized
					Value				Losses				Value				Losses			Value			Losses
		(Dollars in thousands)
	U.S. Government agency securities	38			$	38,961			$	(415	)		$	—			$	—		$	38,961		$	(415	)
	Agency mortgage-backed securities	110			165,251				(2,797		)		6,193				(336		)	171,444			(3,133		)
	Agency collateralized mortgage obligations	15			125,217				(4,766		)		21,186				(1,529		)	146,403			(6,295		)
	State, county, and municipal securities	1			289				(1		)		—				—			289			(1		)
	Pooled trust preferred securities issued by banks and insurers	2			—				—				2,593				(1,583		)	2,593			(1,583		)
	Equity securities	16			2,262				(58		)		3,593				(189		)	5,855			(247		)
	Total temporarily impaired securities	182			$	331,980			$	(8,037	)		$	33,565			$	(3,637	)	$	365,545		$	(11,674	)
		31-Dec-13
					Less than 12 months								12 months or longer							Total
		# of holdings			Fair				Unrealized				Fair				Unrealized			Fair			Unrealized
					Value				Losses				Value				Losses			Value			Losses
		(Dollars in thousands)
	U.S. government agency securities	39			$	39,950			$	(885	)		$	—			$	—		$	39,950		$	(885	)
	Agency mortgage-backed securities	124			202,004				(5,217		)		5,108				(372		)	207,112			(5,589		)
Agency collateralized mortgage obligations	19			183,721				(7,278		)		—				—			183,721			(7,278		)
State, county, and municipal securities	13			3,838				(28		)		—				—			3,838			(28		)
Single issuer trust preferred securities issued by banks and insurers	2			1,341				(22		)		—				—			1,341			(22		)
Pooled trust preferred securities issued by banks and insurers	2			—				—				2,300				(1,913		)	2,300			(1,913		)
Equity securities	22			2,376				(90		)		3,520				(205		)	5,896			(295		)
Total temporarily impaired securities	221			$	433,230			$	(13,520	)		$	10,928			$	(2,490	)	$	444,158		$	(16,010	)
The Company does not intend to sell these investments and has determined based upon available evidence that it is more likely than not that the Company will not be required to sell the security before the recovery of its amortized cost basis. As a result, the Company does not consider these investments to be OTTI. The Company made this determination by reviewing various qualitative and quantitative factors regarding each investment category, such as current market conditions, extent and nature of changes in fair value, issuer rating changes and trends, volatility of earnings, and current analysts’ evaluations.
As a result of the Company’s review of these qualitative and quantitative factors, the causes of the impairments listed in the table above by category are as follows at March 31, 2014:
•	U.S. Government Agency Securities, Agency Mortgage-Backed Securities and Collateralized Mortgage Obligations: This portfolio has contractual terms that generally do not permit the issuer to settle the securities at a price less than the current par value of the investment. The decline in market value of these securities is attributable to changes in interest rates and not credit quality. Additionally, these securities are implicitly guaranteed by the U.S. Government or one of its agencies.
•	Pooled Trust Preferred Securities: This portfolio consists of two below investment grade securities both of which are performing. The unrealized loss on these securities is attributable to the illiquid nature of the trust preferred market and the significant risk premiums required in the current economic environment. Management evaluates collateral credit and instrument structure, including current and expected deferral and default rates and timing. In addition, discount rates are determined by evaluating comparable spreads observed currently in the market for similar instruments.
•	Equity Securities: This portfolio consists of mutual funds and other equity investments. During some periods, the mutual funds in the Company’s investment portfolio may have unrealized losses resulting from market fluctuations as well as the risk premium associated with that particular asset class. For example, emerging market equities tend to trade at a higher risk premium than U.S. government bonds and thus, will fluctuate to a greater degree on both the upside and the downside. In the context of a well-diversified portfolio, however, the correlation amongst the various asset classes represented by the funds serves to minimize downside risk. The Company evaluates each mutual fund in the portfolio regularly and measures performance on both an absolute and relative basis. A reasonable recovery period for positions with an unrealized loss is based on management’s assessment of general economic data, trends within a particular asset class, valuations, earnings forecasts and bond durations.
The following table shows the total OTTI that the Company recorded for the periods indicated:
	Three Months Ended
	31-Mar
	2014				2013
	(Dollars in thousands)
Gross change in OTTI recorded on certain investments	$	833			$	281
Portion of OTTI recognized in OCI	(833		)		(281		)
Total credit related OTTI losses recognized in earnings	$	—			$	—
The following table shows the cumulative credit related component of OTTI for the periods indicated:
	Three Months Ended
	31-Mar
	2014				2013
	(Dollars in thousands)
Balance at beginning of period	$	(9,997	)		$	(10,847	)
Add
Incurred on securities not previously impaired	—				—
Incurred on securities previously impaired	—				—
Less
Securities sold during the period	—				—
Reclassification due to changes in Company’s intent	—				—
Increases in cash flow expected to be collected	—				—
Balance at end of period	$	(9,997	)		$	(10,847	)

Loans_Allowance_for_Loan_Losse

Loans, Allowance for Loan Losses and Credit Quality	3 Months Ended
	Mar. 31, 2014
Loans, Allowance for Loan Losses and Credit Quality [Abstract]	'
LOANS, ALLOWANCE FOR LOAN LOSSES AND CREDIT QUALITY	'
	LOANS, ALLOWANCE FOR LOAN LOSSES AND CREDIT QUALITY
	The following tables bifurcate the amount of allowance allocated to each loan category based on the type of impairment analysis as of the periods indicated:
		31-Mar-14
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Financing receivables ending balance:
	Total loans by group	$	822,509			$	2,282,939			$	239,536			$	78,147			$	538,626			$	827,285		$	18,227		$	4,807,269		(1	)
	Individually evaluated for impairment	$	8,554			$	37,076			$	100			$	1,852			$	16,602			$	5,133		$	1,186		$	70,503
	Purchase credit impaired loans	$	1			$	18,439			$	192			$	—			$	10,170			$	315		$	14		$	29,131
	Collectively evaluated for impairment	$	813,954			$	2,227,424			$	239,244			$	76,295			$	511,854			$	821,837		$	17,027		$	4,707,635
		31-Dec-13
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Financing receivables ending balance:
	Total loans by group	$	784,202			$	2,249,260			$	223,859			$	77,240			$	541,443			$	822,141		$	20,162		$	4,718,307		(1	)
	Individually evaluated for impairment	$	9,148			$	39,516			$	100			$	1,903			$	15,200			$	4,890		$	1,298		$	72,055
	Purchase credit impaired loans	$	1			$	18,612			$	197			$	—			$	10,389			$	326		$	19		$	29,544
	Collectively evaluated for impairment	$	775,053			$	2,191,132			$	223,562			$	75,337			$	515,854			$	816,925		$	18,845		$	4,616,708
	-1	The amount of net deferred fees included in the ending balance was $2.3 million at both March 31, 2014 and December 31, 2013.
	The following tables summarize changes in allowance for loan losses by loan category for the periods indicated:
		Three Months Ended March 31, 2014
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Allowance for loan losses
	Beginning balance	$	15,622			$	24,541			$	3,371			$	1,215			$	2,760			$	5,036		$	694		$	53,239
	Charge-offs	(783		)		(2,922		)		—				(268		)		(128		)		(94		)	(371		)	(4,566		)
	Recoveries	79				68				—				47				—				93			167			454
	Provision	683				3,230				199				213				197				(277		)	257			4,502
	Ending balance	$	15,601			$	24,917			$	3,570			$	1,207			$	2,829			$	4,758		$	747		$	53,629
	Ending balance: Individually evaluated for impairment	$	647			$	369			$	—			$	109			$	1,641			$	114		$	62		$	2,942
	Ending balance: Collectively evaluated for impairment	$	14,954			$	24,548			$	3,570			$	1,098			$	1,188			$	4,644		$	685		$	50,687
		Three Months Ended March 31, 2013
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Allowance for loan losses
	Beginning balance	$	13,461			$	22,598			$	2,811			$	1,524			$	2,930			$	7,703		$	807		$	51,834
	Charge-offs	(423		)		(407		)		—				(145		)		(61		)		(277		)	(261		)	(1,574		)
	Recoveries	136				—				—				39				—				21			150			346
	Provision	269				378				328				(174		)		179				269			51			1,300
	Ending balance	$	13,443			$	22,569			$	3,139			$	1,244			$	3,048			$	7,716		$	747		$	51,906
	Ending balance: Individually evaluated for impairment	$	771			$	385			$	—			$	113			$	1,577			$	58		$	119		$	3,023
	Ending balance: Collectively evaluated for impairment	$	12,672			$	22,184			$	3,139			$	1,131			$	1,471			$	7,658		$	628		$	48,883
	For the purpose of estimating the allowance for loan losses, management segregates the loan portfolio into the portfolio segments detailed in the above tables.  Each of these loan categories possesses unique risk characteristics that are considered when determining the appropriate level of allowance for each segment.  Some of the risk characteristics unique to each loan category include:
	Commercial Portfolio
	•	Commercial & Industrial: Loans in this category consist of revolving and term loan obligations extended to business and corporate enterprises for the purpose of financing working capital and/or capital investment.  Collateral generally consists of pledges of business assets including, but not limited to: accounts receivable, inventory, plant & equipment, or real estate, if applicable. Repayment sources consist of: primarily, operating cash flow, and secondarily, liquidation of assets.
	•	Commercial Real Estate: Loans in this category consist of mortgage loans to finance investment in real property such as multi-family residential, commercial/retail, office, industrial, hotels, educational and healthcare facilities and other specific use properties.  Loans are typically written with amortizing payment structures.  Collateral values are determined based upon third party appraisals and evaluations.  Loan to value ratios at origination are governed by established policy and regulatory guidelines. Repayment sources consist of: primarily, cash flow from operating leases and rents, and secondarily, liquidation of assets.
	•	Commercial Construction: Loans in this category consist of short-term construction loans, revolving and nonrevolving credit lines and construction/permanent loans to finance the acquisition, development and construction or rehabilitation of real property.  Project types include: residential 1-4 family condominium and multi-family homes, commercial/retail, office, industrial, hotels, educational and healthcare facilities and other specific use properties.  Loans may be written with nonamortizing or hybrid payment structures depending upon the type of project.  Collateral values are determined based upon third party appraisals and evaluations.  Loan to value ratios at origination are governed by established policy and regulatory guidelines.  Repayment sources vary depending upon the type of project and may consist of: sale or lease of units, operating cash flows or liquidation of other assets.
	•	Small Business: Loans in this category consist of revolving, term loan and mortgage obligations extended to sole proprietors and small businesses for purposes of financing working capital and/or capital investment.  Collateral generally consists of pledges of business assets including, but not limited to: accounts receivable, inventory, plant & equipment, or real estate if applicable.  Repayment sources consist of: primarily, operating cash flows, and secondarily, liquidation of assets.
	For the commercial portfolio it is the Bank’s policy to obtain personal guarantees for payment from individuals holding material ownership interests of the borrowing entities.
	Consumer Portfolio
	•	Residential Real Estate: Residential mortgage loans held in the Bank’s portfolio are made to borrowers who demonstrate the ability to make scheduled payments with full consideration to underwriting factors such as current and expected income, employment status, current assets, other financial resources, credit history and the value of the collateral.  Collateral consists of mortgage liens on 1-4 family residential properties.  The Company does not originate sub-prime loans.
	•	Home Equity: Home equity loans and lines are made to qualified individuals and are secured by senior or junior mortgage liens on owner-occupied 1-4 family homes, condominiums or vacation homes or on nonowner occupied 1-4 family homes with more restrictive loan to value requirements. The home equity loan has a fixed rate and is billed in equal payments comprised of principal and interest. The home equity line of credit has a variable rate and is billed in interest-only payments during the draw period. At the end of the draw period, the home equity line of credit is billed as a percentage of the principal balance plus all accrued interest. Additionally, the Bank has the option of renewing the line of credit for additional draw periods.  Borrower qualifications include favorable credit history combined with supportive income requirements and combined loan to value ratios within established policy guidelines.
	•	Other Consumer: Other consumer loan products including personal lines of credit and amortizing loans made to qualified individuals for various purposes such as education, auto loans, debt consolidation, personal expenses or overdraft protection.  Borrower qualifications include favorable credit history combined with supportive income and collateral requirements within established policy guidelines.  These loans may be secured or unsecured.
	Credit Quality
	The Company continually monitors the asset quality of the loan portfolio using all available information. Based on this information, loans demonstrating certain payment issues or other weaknesses may be categorized as delinquent, impaired, nonperforming and/or put on nonaccrual status. Additionally, in the course of resolving such loans, the Company may choose to restructure the contractual terms of certain loans to match the borrower’s ability to repay the loan based on their current financial condition. If a restructured loan meets certain criteria, it may be categorized as a troubled debt restructuring (“TDR”).
	The Company reviews numerous credit quality indicators when assessing the risk in its loan portfolio. For the commercial portfolio, the Company utilizes a 10-point commercial risk-rating system, which assigns a risk-grade to each borrower based on a number of quantitative and qualitative factors associated with a commercial loan transaction. Factors considered include industry and market conditions, position within the industry, earnings trends, operating cash flow, asset/liability values, debt capacity, guarantor strength, management and controls, financial reporting, collateral, and other considerations. The risk-ratings categories are defined as follows:
	•	1- 6 Rating — Pass: Risk-rating grades “1” through “6” comprise those loans ranging from ‘Substantially Risk Free’ which indicates borrowers are of unquestioned credit standing and the pinnacle of credit quality, well established companies with a very strong financial condition, and loans fully secured by cash collateral, through ‘Acceptable Risk’, which indicates borrowers may exhibit declining earnings, strained cash flow, increasing leverage and/or weakening market fundamentals that indicate above average or below average asset quality, margins and market share. Collateral coverage is protective.
	•	7 Rating — Potential Weakness: Borrowers exhibit potential credit weaknesses or downward trends deserving management’s close attention. If not checked or corrected, these trends will weaken the Bank’s asset and position. While potentially weak, currently these borrowers are marginally acceptable; no loss of principal or interest is envisioned.
	•	8 Rating — Definite Weakness: Borrowers exhibit well defined weaknesses that jeopardize the orderly liquidation of debt. Loan may be inadequately protected by the current net worth and paying capacity of the obligor or by the collateral pledged, if any. Normal repayment from the borrower is in jeopardy, although no loss of principal is envisioned. However, there is a distinct possibility that a partial loss of interest and/or principal will occur if the deficiencies are not corrected. Collateral coverage may be inadequate to cover the principal obligation.
•	9 Rating — Partial Loss Probable: Borrowers exhibit well defined weaknesses that jeopardize the orderly liquidation of debt with the added provision that the weaknesses make collection of the debt in full, on the basis of currently existing facts, conditions, and values, highly questionable and improbable. Serious problems exist to the point where partial loss of principal is likely.
•	10 Rating — Definite Loss: Borrowers deemed incapable of repayment. Loans to such borrowers are considered uncollectible and of such little value that continuation as active assets of the Bank is not warranted.
The credit quality of the commercial loan portfolio is actively monitored and any changes in credit quality are reflected in risk-rating changes. Risk-ratings are assigned or reviewed for all new loans, when advancing significant additions to existing relationships (over $50,000), at least quarterly for all actively managed loans, and any time a significant event occurs, including at renewal of the loan.
The Company utilizes a comprehensive strategy for monitoring commercial credit quality. Borrowers are required to provide updated financial information at least annually which is carefully evaluated for any changes in credit quality. Larger loan relationships are subject to a full annual credit review by an experienced credit analysis group. Additionally, the Company retains an independent loan review firm to evaluate the credit quality of the commercial loan portfolio. The independent loan review process achieves significant penetration into the commercial loan portfolio and reports the results of these reviews to the Audit Committee of the Board of Directors on a quarterly basis.
The following table details the amount of outstanding principal balances relative to each of the risk-rating categories for the Company’s commercial portfolio:
			31-Mar-14
Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
	Rating		Industrial				Real Estate				Construction
			(Dollars in thousands)
Pass	1 - 6		$	752,417			$	2,096,405			$	223,947			$	73,045			$	3,145,814
Potential weakness	7		44,354				104,090				10,929				3,086				162,459
Definite weakness-loss unlikely	8		23,303				72,774				4,560				1,846				102,483
Partial loss probable	9		2,435				9,670				100				170				12,375
Definite loss	10		—				—				—				—				—
Total			$	822,509			$	2,282,939			$	239,536			$	78,147			$	3,423,131
			31-Dec-13
Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
	Rating		Industrial				Real Estate				Construction
			(Dollars in thousands)
Pass	1 - 6		$	736,996			$	2,068,995			$	210,372			$	71,514			$	3,087,877
Potential weakness	7		21,841				91,984				8,608				3,031				125,464
Definite weakness-loss unlikely	8		24,409				85,767				4,779				2,552				117,507
Partial loss probable	9		956				2,514				100				143				3,713
Definite loss	10		—				—				—				—				—
Total			$	784,202			$	2,249,260			$	223,859			$	77,240			$	3,334,561
For the Company’s consumer portfolio, the quality of the loan is best indicated by the repayment performance of an individual borrower. However, the Company does supplement performance data with current Fair Isaac Corporation (“FICO”) and Loan to Value (“LTV”) estimates. Current FICO data is purchased and appended to all consumer loans on a quarterly basis. In addition, automated valuation services and broker opinions of value are used to supplement original value data for the residential and home equity portfolios, periodically. The following table shows the weighted average FICO scores and the weighted average combined LTV ratios as of the periods indicated below:
	March 31,			December 31,
	2014			2013
Residential portfolio
FICO score (re-scored) (1)	738			738
LTV (re-valued) (2)	67.1	%		67	%
Home equity portfolio
FICO score (re-scored) (1)	764			763
LTV (re-valued) (2)	53.1	%		53	%
-1	The average FICO scores for March 31, 2014 are based upon rescores available from February 28, 2014 and origination score data for loans booked between March 1, 2014 and March 31, 2014. The average FICO scores for December 31, 2013 are based upon rescores available from November 30, 2013 and origination score data for loans booked between December 1, 2013 and December 31, 2013.
-2	The combined LTV ratios for March 31, 2014 are based upon updated automated valuations as of February 28, 2013 and origination value data for loans booked between March 1, 2013 and March 31, 2014. The combined LTV ratios for December 31, 2013 are based upon updated automated valuations as of February 28, 2013 and origination value data for loans booked from March 1, 2013 through December 31, 2013. For home equity loans and lines in a subordinate lien, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines.
The Bank’s philosophy toward managing its loan portfolios is predicated upon careful monitoring, which stresses early detection and response to delinquent and default situations. Delinquent loans are managed by a team of seasoned collection specialists and the Bank seeks to make arrangements to resolve any delinquent or default situation over the shortest possible time frame. As a general rule, loans more than 90 days past due with respect to principal or interest are classified as nonaccrual loans. As permitted by banking regulations, certain consumer loans 90 days or more past due may continue to accrue interest. The Company also may use discretion regarding other loans over 90 days delinquent if the loan is well secured and in process of collection. Set forth is information regarding the Company’s nonaccrual, delinquent, TDRs, and impaired loans at the period shown.
The following table shows nonaccrual loans at the dates indicated:
	March 31, 2014				December 31, 2013
	(Dollars in thousands)
Commercial and industrial	$	3,299			$	4,178
Commercial real estate	13,870				11,734
Commercial construction	100				100
Small business	788				633
Residential real estate	10,632				10,329
Home equity	7,062				7,068
Other consumer	28				92
Total nonaccrual loans (1)	$	35,779			$	34,134
-1	Included in these amounts were $7.0 million and $7.5 million of nonaccruing TDRs at March 31, 2014 and December 31, 2013, respectively.
The following table shows the age analysis of past due financing receivables as of the dates indicated:
	31-Mar-14
	30-59 days							60-89 days							90 days or more							Total Past Due									Total		Recorded
																															Financing		Investment
																															Receivables		>90 Days
	Number			Principal				Number			Principal				Number			Principal				Number		Principal			Current						and Accruing
	of Loans			Balance				of Loans			Balance				of Loans			Balance				of Loans		Balance
	(Dollars in thousands)
Loan Portfolio
Commercial and industrial	18			$	1,491			9			$	1,460			19			$	3,021			46		$	5,972		$	816,537			$	822,509	$	—
Commercial real estate	18			5,144				8			3,917				19			9,230				45		18,291			2,264,648				2,282,939		—
Commercial construction	—			—				—			—				1			100				1		100			239,436				239,536		—
Small business	11			276				—			—				16			354				27		630			77,517				78,147		—
Residential real estate	20			2,760				9			1,737				39			6,293				68		10,790			527,836				538,626		368
Home equity	19			1,604				6			278				27			2,749				52		4,631			822,654				827,285		—
Other consumer	89			476				17			32				16			49				122		557			17,670				18,227		24
Total	175			$	11,751			49			$	7,424			137			$	21,796			361		$	40,971		$	4,766,298			$	4,807,269	$	392
	31-Dec-13
	30-59 days							60-89 days							90 days or more							Total Past Due									Total		Recorded
																															Financing		Investment
																															Receivables		>90 Days
	Number			Principal				Number			Principal				Number			Principal				Number		Principal			Current						and Accruing
	of Loans			Balance				of Loans			Balance				of Loans			Balance				of Loans		Balance
	(Dollars in thousands)
Loan Portfolio
Commercial and industrial	9			$	743			6			$	327			20			$	3,763			35		$	4,833		$	779,369			$	784,202	$	—
Commercial real estate	21			8,643				2			356				30			8,155				53		17,154			2,232,106				2,249,260		—
Commercial construction	1			847				—			—				1			100				2		947			222,912				223,859		—
Small business	18			353				6			227				14			247				38		827			76,413				77,240		—
Residential real estate	23			2,903				8			1,630				39			6,648				70		11,181			530,262				541,443		462
Home equity	27			1,922				8			852				23			2,055				58		4,829			817,312				822,141		—
Other consumer	110			514				30			106				34			148				174		768			19,394				20,162		63
Total	209			$	15,925			60			$	3,498			161			$	21,116			430		$	40,539		$	4,677,768			$	4,718,307	$	525
In the course of resolving nonperforming loans, the Bank may choose to restructure the contractual terms of certain loans. The Bank attempts to work out an alternative payment schedule with the borrower in order to avoid foreclosure actions. Any loans that are modified are reviewed by the Bank to identify if a TDR has occurred, which is when, for economic or legal reasons related to a borrower’s financial difficulties, the Bank grants a concession to the borrower that it would not otherwise consider. Terms may be modified to fit the ability of the borrower to repay in line with its current financial status and the restructuring of the loan may include the transfer of assets from the borrower to satisfy the debt, a modification of loan terms, or a combination of the two.
The following table shows the Company’s total TDRs and other pertinent information as of the dates indicated:
	March 31, 2014				December 31, 2013
	(Dollars in thousands)
TDRs on accrual status	$	40,329			$	38,410
TDRs on nonaccrual	6,998				7,454
Total TDRs	$	47,327			$	45,864
Amount of specific reserves included in the allowance for loan losses associated with TDRs:	$	2,044			$	2,474
Additional commitments to lend to a borrower who has been a party to a TDR:	$	2,071			$	1,877
The Bank’s policy is to have any restructured loan which is on nonaccrual status prior to being modified remain on nonaccrual status for six months, subsequent to being modified, before management considers its return to accrual status. If the restructured loan is on accrual status prior to being modified, it is reviewed to determine if the modified loan should remain on accrual status. Additionally, loans classified as TDRs are adjusted to reflect the changes in value of the recorded investment in the loan, if any, resulting from the granting of a concession. For all residential loan modifications, the borrower must perform during a 90 day trial period before the modification is finalized.
The following table shows the modifications which occurred during the periods indicated and the change in the recorded investment subsequent to the modifications occurring:
	Three Months Ended
	March 31, 2014
	Number of			Pre-Modification				Post-Modification
	Contracts			Outstanding				Outstanding
				Recorded				Recorded
				Investment				Investment (1)
	(Dollars in thousands)
Troubled debt restructurings
Commercial & industrial	9			$	424			$	424
Commercial real estate	6			1,883				1,883
Small business	1			58				58
Residential real estate	2			513				542
Other consumer	1			8				8
Total	19			$	2,886			$	2,915
	Three Months Ended
	March 31, 2013
	Number of			Pre-Modification				Post-Modification
	Contracts			Outstanding				Outstanding
				Recorded				Recorded
				Investment				Investment (1)
	(Dollars in thousands)
Troubled debt restructurings
Small business	4			$	268			$	268
Residential real estate	4			1,156				1,182
Home equity	2			165				165
Other consumer	2			11				11
Total	12			$	1,600			$	1,626
-1	The post-modification balances represent the balance of the loan on the date of modifications. These amounts may show an increase when modifications include a capitalization of interest.
The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated:
	Three Months Ended March 31
	2014				2013
	(Dollars in thousands)
Extended maturity	$	835			$	268
Adjusted interest rate	728				—
Combination rate & maturity	1,344				1,347
Court ordered concession	8				11
Total	$	2,915			$	1,626
The following table shows the loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated. The Company considers a loan to have defaulted when it reaches 90 days past due.
	Three Months Ended March 31
	2014							2013
	Number			Recorded				Number			Recorded
	of Contracts			Investment				of Contracts			Investment
	(Dollars in thousands)
Troubled debt restructurings that subsequently defaulted
Commercial & industrial	2			$	52			2			$	201
Commercial real estate	1			176				2			494
Residential real estate	1			327				—			—
Total	4			$	555			4			$	695
All TDR loans are considered impaired and therefore are subject to a specific review for impairment. The impairment analysis appropriately discounts the present value of the anticipated cash flows by the loan’s contractual rate of interest in effect prior to the loan’s modification. The amount of impairment, if any, is recorded as a specific loss allocation to each individual loan in the allowance for loan losses. Commercial loans (commercial and industrial, commercial construction, commercial real estate and small business loans), residential loans, and home equity loans that have been classified as TDRs and which subsequently default are reviewed to determine if the loan should be deemed collateral dependent. In such an instance, any shortfall between the value of the collateral and the carrying value of the loan is determined by measuring the recorded investment in the loan against the fair value of the collateral less estimated costs to sell. The Bank charges off the amount of any confirmed loan loss in the period when the loans, or portion of loans, are deemed uncollectible. Smaller balance consumer TDR loans are reviewed for performance to determine when a charge-off is appropriate.
A loan is considered impaired when, based on current information and events, it is probable that the Bank will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement. Factors considered by management in determining impairment include payment status, collateral value, and the probability of collecting scheduled principal and interest payments when due. Loans that experience insignificant payment delays and payment shortfalls generally are not classified as impaired. Management determines the significance of payment delays and payment shortfalls on a case-by-case basis, taking into consideration all of the circumstances surrounding the loan and the borrower, including the length of the delay, the reasons for the delay, the borrower’s prior payment record, and the amount of the shortfall in relation to the principal and interest owed.
The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated:
	31-Mar-14
	Recorded				Unpaid				Related
	Investment				Principal				Allowance
					Balance
	(Dollars in thousands)
With no related allowance recorded
Commercial & industrial	$	5,064			$	5,615			$	—
Commercial real estate	21,227				22,908				—
Commercial construction	100				408				—
Small business	1,401				1,603				—
Residential real estate	2,930				3,095				—
Home equity	4,514				4,580				—
Other consumer	402				408				—
Subtotal	35,638				38,617				—
With an allowance recorded
Commercial & industrial	$	3,490			$	3,545			$	647
Commercial real estate	15,849				16,889				369
Small business	451				566				109
Residential real estate	13,672				14,717				1,641
Home equity	619				690				114
Other consumer	784				786				62
Subtotal	34,865				37,193				2,942
Total	$	70,503			$	75,810			$	2,942
	31-Dec-13
	Recorded				Unpaid				Related
	Investment				Principal				Allowance
					Balance
	(Dollars in thousands)
With no related allowance recorded
Commercial & industrial	$	7,147			$	7,288			$	—
Commercial real estate	14,283				15,891				—
Commercial construction	100				408				—
Small business	1,474				1,805				—
Residential real estate	1,972				2,026				—
Home equity	4,263				4,322				—
Other consumer	446				446				—
Subtotal	29,685				32,186				—
With an allowance recorded
Commercial & industrial	$	2,001			$	2,045			$	1,150
Commercial real estate	25,233				25,377				765
Small business	429				462				109
Residential real estate	13,228				14,197				1,564
Home equity	627				694				116
Other consumer	852				856				70
Subtotal	42,370				43,631				3,774
Total	$	72,055			$	75,817			$	3,774
The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated:
	Three Months Ended
	March 31, 2014
	Average				Interest
	Recorded				Income
	Investment				Recognized
	(Dollars in thousands)
With no related allowance recorded
Commercial & industrial	$	5,409			$	68
Commercial real estate	21,522				333
Commercial construction	100				3
Small business	1,456				24
Residential real estate	2,938				28
Home equity	4,529				52
Other consumer	413				8
Subtotal	36,367				516
With an allowance recorded
Commercial & industrial	$	3,516			$	39
Commercial real estate	16,640				207
Small business	460				8
Residential real estate	13,679				132
Home equity	623				7
Other consumer	800				7
Subtotal	35,718				400
Total	$	72,085			$	916
	Three Months Ended
	March 31, 2013
	Average				Interest
	Recorded				Income
	Investment				Recognized
	(Dollars in thousands)
With no related allowance recorded
Commercial & industrial	$	5,111			$	73
Commercial real estate	13,945				222
Commercial construction	1,609				13
Small business	1,241				20
Residential real estate	2,532				23
Home equity	4,019				46
Other consumer	670				13
Subtotal	29,127				410
With an allowance recorded
Commercial & industrial	$	2,760			$	40
Commercial real estate	17,381				268
Small business	891				13
Residential real estate	13,930				135
Home equity	441				6
Other consumer	1,283				12
Subtotal	36,686				474
Total	$	65,813			$	884
Certain loans acquired by the Company may have shown evidence of deterioration of credit quality since origination and it was therefore deemed unlikely that the Bank would be able to collect all contractually required payments. As such, these loans were deemed to be Purchase Credit Impaired (“PCI”) loans and the carrying value and prospective income recognition are predicated upon future cash flows expected to be collected. The following table displays certain information pertaining to purchased credit impaired loans at the dates indicated:
	March 31, 2014				December 31, 2013
	(Dollars in thousands)
Outstanding balance	$	33,168			$	33,555
Carrying amount	$	29,131			$	29,544
The following table summarizes activity in the accretable yield for the PCI loan portfolio:
	(Dollars in thousands)
Balance at January 1, 2013	$	2,464
Acquisition	386
Accretion	(1,812		)
Other change in expected cash flows (2)	1,142
Reclassification from nonaccretable difference for loans with improved cash flows (1)	334
Balance at December 31, 2013	2,514
Balance at January 1, 2014	$	2,514
Accretion	(377		)
Other change in expected cash flows (2)	541
Reclassification from nonaccretable difference for loans with improved cash flows (1)	—
Balance at March 31, 2014	$	2,678
(1) Results in increased interest income during the period in which the loan paid off.
(2) Represents changes in cash flows expected to be collected and resulting in increased interest income as a prospective yield adjustment over the remaining life of the loan(s).

Earnings_Per_Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
EARNINGS PER SHARE	'
	EARNINGS PER SHARE
	Earnings per share consisted of the following components for the periods indicated:
		Three Months Ended
		31-Mar
		2014			2013
		(Dollars in thousands, except per share data)
	Net income	$	13,383		$	12,252
	Weighted Average Shares
	Basic shares	23,819,065			22,823,753
	Effect of diluted securities	100,173			46,040
	Dilutive shares	23,919,238			22,869,793
	Net income per share
	Basic EPS	$	0.56		$	0.54
	Effect of diluted securities	—			—
	Dilutive EPS	$	0.56		$	0.54
	The following table illustrates the options to purchase common stock and the shares of performance-based restricted stock that were excluded from the calculation of diluted earnings per share because they were anti-dilutive:
		Three Months Ended
		31-Mar
		2014		2013
	Stock options	—		268,400
	Performance-based restricted stock	1,242		—

Stock_Based_Compensation

Stock Based Compensation	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
STOCK BASED COMPENSATION	'
	STOCK BASED COMPENSATION
	Time Vested Restricted Stock Awards
	During 2014, the Company made the following awards of restricted stock:
	Date	Shares Granted	Plan	Grant Date Fair Value		Vesting Period
	3/20/14	65,950	2005 Employee Stock Plan	$	39.82	Ratably over 5 years from grant date
	3/31/14	3,000	2005 Employee Stock Plan	$	39	Ratably over 3 years from grant date
	The fair value of the restricted stock awards is based upon the average of the high and low price at which the Company’s common stock traded on the date of grant. The holders of restricted stock awards participate fully in the rewards of stock ownership of the Company, including voting and dividend rights.
	Performance-Based Restricted Stock Awards
	On March 20, 2014, the Company granted 20,700 performance-based restricted stock awards to certain executive level employees. These performance-based restricted stock awards were issued from the 2005 Employee Stock Plan and were determined to have a grant date fair value per share of $39.82. The number of shares to be vested will be contingent upon the Company's attainment of certain performance measures outlined in the award agreement and will be measured as of the end of the three year performance period, or March 20, 2017. These awards will be accounted for as equity awards due to the nature of these awards and the fact that these shares will not be settled in cash.
	The fair value of the performance-based restricted stock awards is based upon the average of the high and low price at which the Company’s common stock traded on the date of grant. The holders of these awards are not entitled to receive dividends on or vote shares of performance-based restricted shares until vested.
	Stock Options
	The Company has not issued any awards of options to purchase shares of common stock during 2014.

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
DERIVATIVES AND HEDGING ACTIVITIES	'
	DERIVATIVE AND HEDGING ACTIVITIES
	The Company’s derivative financial instruments are used to manage differences in the amount, timing, and duration of the Company’s known or expected cash receipts and its known or expected cash payments principally to manage the Company’s interest rate risk. Additionally, the Company enters into interest rate derivatives and foreign exchange contracts to accommodate the business requirements of its customers (“customer related positions”). The Company minimizes the market and liquidity risks of customer related positions by entering into similar offsetting positions with broker-dealers. Derivative instruments are carried at fair value in the Company’s financial statements. The accounting for changes in the fair value of a derivative instrument is dependent upon whether or not it qualifies as a hedge for accounting purposes, and further, by the type of hedging relationship.
	The Company does not enter into proprietary trading positions for any derivatives.
	Interest Rate Positions
	The Company currently utilizes interest rate swap agreements as hedging instruments against interest rate risk associated with the Company’s borrowings. An interest rate swap is an agreement whereby one party agrees to pay a floating rate of interest on a notional principal amount in exchange for receiving a fixed rate of interest on the same notional amount, for a predetermined period of time, from a second party. The amounts relating to the notional principal amount are not actually exchanged. The maximum length of time over which the Company is currently hedging its exposure to the variability in future cash flows for forecasted transactions related to the payment of variable interest on existing financial instruments is five years.
	The following table reflects the Company’s derivative positions for the periods indicated below for interest rate swaps which qualify as cash flow hedges for accounting purposes:
	31-Mar-14
	Notional Amount				Trade Date		Effective Date		Maturity Date	Receive (Variable) Index		Current  Rate Received			Pay Fixed Swap Rate			Fair Value
	(Dollars in thousands)
	$	25,000			16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.23	%		5.04	%		$	(2,894	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.23	%		5.04	%		(2,895		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18	3 Month LIBOR		0.24	%		2.94	%		(1,485		)
	50,000				17-Nov-09		20-Dec-10		20-Dec-14	3 Month LIBOR		0.23	%		3.04	%		(1,019		)
	25,000				5-May-11		10-Jun-11		10-Jun-15	3 Month LIBOR		0.24	%		1.71	%		(427		)
	$	150,000																$	(8,720	)
	31-Dec-13
	Notional Amount				Trade Date		Effective Date		Maturity Date	Receive (Variable) Index		Current  Rate Received			Pay Fixed Swap Rate			Fair Value
									(Dollars in thousands)
	$	25,000			16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.24	%		5.04	%		$	(3,151	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.24	%		5.04	%		(3,152		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18	3 Month LIBOR		0.24	%		2.94	%		(1,493		)
	50,000				17-Nov-09		20-Dec-10		20-Dec-14	3 Month LIBOR		0.25	%		3.04	%		(1,341		)
	25,000				5-May-11		10-Jun-11		10-Jun-15	3 Month LIBOR		0.24	%		1.71	%		(493		)
	$	150,000																$	(9,630	)
	For derivative instruments that are designated and qualify as cash flow hedging instruments, the effective portion of the gains or losses is reported as a component of OCI, and is subsequently reclassified into earnings in the period that the hedged forecasted transaction affects earnings.  The Company expects approximately $4.2 million (pre-tax) to be reclassified to interest expense from OCI related to the Company’s cash flow hedges in the next twelve months.  This reclassification is due to anticipated payments that will be made and/or received on the swaps based upon the forward curve as of March 31, 2014.
	The Company recognized $61,000 of net amortization income that was an offset to interest expense related to previously terminated swaps for the periods ended March 31, 2014 and 2013.
	The Company had no fair value hedges as of March 31, 2014 or December 31, 2013.
	Customer Related Positions
	Interest rate derivatives, primarily interest rate swaps, offered to commercial borrowers through the Bank’s loan level derivative program do not qualify as hedges for accounting purposes. The Bank believes that its exposure to commercial customer derivatives is limited because these contracts are simultaneously matched at inception with an offsetting dealer transaction. The commercial customer derivative program allows the Bank to retain variable-rate commercial loans while allowing the customer to synthetically fix the loan rate by entering into a variable-to-fixed interest rate swap.
	Foreign exchange contracts offered to commercial borrowers through the Bank’s derivative program do not qualify as hedges for accounting purposes. The Bank acts as a seller and buyer of foreign exchange contracts to accommodate its customers. To mitigate the market and liquidity risk associated with these derivatives, the Bank enters into similar offsetting positions.
	The following table reflects the Company’s customer related derivative positions for the periods indicated below for those derivatives not designated as hedging:
					Notional Amount Maturing
		Number of  Positions (1)			Less than 1 year				Less than 2 years		Less than 3 years			Less than 4 years			Thereafter			Total		Fair Value
		31-Mar-14
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	172			$	54,500			93,550		44,183			42,593			356,467			$	591,293	$	11,802
	Pay fixed, receive variable	166			$	54,500			93,550		44,183			42,593			356,467			$	591,293	$	(11,823	)
	Foreign exchange contracts
	Buys foreign currency, sells US currency	12			$	35,584			—		—			—			—			$	35,584	$	479
	Buys US currency, sells foreign currency	12			$	35,584			—		—			—			—			$	35,584	$	(463	)
		31-Dec-13
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	168			$	48,882			97,975		42,957			42,116			329,554			$	561,484	$	9,484
	Pay fixed, receive variable	162			$	48,882			97,975		42,957			42,116			329,554			$	561,484	$	(9,523	)
	Foreign exchange contracts
	Buys foreign currency, sells US currency	6			$	11,367			—		—			—			—			$	11,367	$	396
	Buys US currency, sells foreign currency	6			$	11,367			—		—			—			—			$	11,367	$	(390	)
	-1	The Company may enter into one swap agreement which offsets multiple reverse swap agreements. The positions will offset and the terms will be identical.
	Mortgage Derivatives
	Prior to closing and funding certain one-to-four family residential mortgage loans, an interest rate lock commitment is generally extended to the borrower. During the period from commitment date to closing date, the Company is subject to the risk that market rates of interest may change. If market rates rise, investors generally will pay less to purchase such loans resulting in a reduction in the gain on sale of the loans or, possibly, a loss. In an effort to mitigate such risk, forward delivery sales commitments are executed, under which the Company agrees to deliver whole mortgage loans to various investors. In addition, the Company may also enter into additional Forward To Be Announced ("TBA") mortgage contracts, also considered derivative instruments, which are purchased by the Company from a diversified list of counterparties in order to hedge customer rate locks. These forward contracts carry a market price that has a strong inverse relationship to that of mortgage prices. When the Company locks a rate to the customer, the rate can be held for the benefit of the customer for a certain period of time until the mortgage is sold. During that time, the Company may not have agreed on a price with a mortgage investor and fluctuations in market conditions may cause the mortgage to lose market value. Within a short period after the rate is locked with the customer, the Company may, depending upon the effectiveness of existing hedges, execute a Forward TBA trade with a counterparty to hedge that market risk. Certain assumptions, including pull through rates and rate lock periods, are used in managing the existing and future hedges. The effectiveness of the hedges rely on the accuracy of these assumptions.
	The change in fair value on the interest rate lock commitments, forward delivery sale commitments, and forward TBA mortgage contracts are recorded in current period earnings as a component of mortgage banking income. In addition, the Company has elected the fair value option to carry loans held for sale at fair value. The change in fair value of loans held for sale is recorded in current period earnings as a component of mortgage banking income in accordance with the Company's fair value election.
	The table below presents the fair value of the Company’s derivative financial instruments as well as their classification on the balance sheet at the periods indicated:
		Asset Derivatives									Liability Derivatives
		Balance Sheet		Fair Value at March 31,  2014				Fair Value at December 31,			Balance Sheet		Fair Value at March 31,  2014				Fair Value at December 31,
		Location						2013			Location						2013
		(Dollars in thousands)
	Derivatives designated as hedges
	Interest rate swaps	Other assets		$	—			$	—		Other liabilities		$	8,720			$	9,630
	Derivatives not designated as hedges
	Customer Related Positions:
	Loan level swaps	Other assets		$	15,958			$	16,301		Other liabilities		$	15,979			$	16,340
Foreign exchange contracts	Other assets		479				396			Other liabilities		463				390
Mortgage Derivatives:
Interest rate lock commitments	Other assets		262				204			Other liabilities		—				—
Forward TBA mortgage contracts	Other assets		9				64			Other liabilities		—				—
Forward sales agreements	Other assets		—				—			Other liabilities		78				35
Total			$	16,708			$	16,965				$	16,520			$	16,765
The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated:
	Three Months Ended
	31-Mar
	2014				2013
	(Dollars in thousands)
Derivatives designated as hedges
Loss in OCI on derivatives (effective portion), net of tax	$	(177	)		$	(3	)
Loss reclassified from OCI into interest expense (effective portion)	$	(1,148	)		$	(1,414	)
Loss recognized in income on derivatives (ineffective portion & amount excluded from effectiveness testing)
Interest expense	$	—			$	—
Other expense	—				—
Total	$	—			$	—
Derivatives not designated as hedges
Changes in fair value of customer related positions
Other income	$	29			$	12
Other expense	(1		)		(25		)
Changes in fair value of mortgage derivatives
Mortgage banking income	(40		)		140
Total	$	(12	)		$	127
By using derivatives, the Company is exposed to credit risk to the extent that counterparties to the derivative contracts do not perform as required. Should a counterparty fail to perform under the terms of a derivative contract, the Company's credit exposure on interest rate swaps is limited to the net positive fair value and accrued interest of all swaps with each counterparty. The Company seeks to minimize counterparty credit risk through credit approvals, limits, monitoring procedures, and obtaining collateral, where appropriate. Institutional counterparties must have an investment grade credit rating and be approved by the Company's Board of Directors. As such, management believes the risk of incurring credit losses on derivative contracts with those counterparties is remote and losses, if any, would be immaterial. The Company had $2.1 million and $3.4 million in exposure relating to institutional counterparties at March 31, 2014 and December 31, 2013, respectively. The Company’s exposure relating to customer counterparties was approximately $14.6 million and $13.6 million at March 31, 2014 and December 31, 2013, respectively. Credit exposure may be reduced by the amount of collateral pledged by the counterparty.

Balance_Sheet_Offsetting

Balance Sheet Offsetting	3 Months Ended
	Mar. 31, 2014
Offsetting [Abstract]	'
Balance Sheet Offsetting Disclosure [Text Block]	'
	BALANCE SHEET OFFSETTING
	The Company does not offset fair value amounts recognized for derivative instruments or repurchase agreements. The Company does net the amount recognized for the right to reclaim cash collateral against the obligation to return cash collateral arising from derivative instruments executed with the same counterparty under a master netting arrangement. Collateral legally required to be maintained at dealer banks by the Company is monitored and adjusted as necessary. At March 31, 2014, it was determined that no additional collateral would have to be posted to immediately settle these instruments.
	The following tables present the Company's asset and liability derivative positions and the potential effect of netting arrangements on its financial position, as of the periods indicated:
								Gross Amounts Not Offset in the Statement of Financial Position
		Gross Amounts Recognized in the Statement of Financial Position		Gross Amounts Offset in the Statement of Financial Position		Net Amounts Presented in the Statement of Financial Position		Financial Instruments (1)		Collateral Pledged (Received)			Net Amount
		March 31, 2014
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—		$	—
	Loan level swaps	15,958		—		15,958		2,078		—			13,880
	Customer foreign exchange contracts	479		—		479		—		—			479
		$	16,437	$	—	$	16,437	$	2,078	$	—		$	14,359
	Derivative Liabilities
	Interest rate swaps	$	8,720	$	—	$	8,720	$	—	$	8,720		$	—
	Loan level swaps	15,979		—		15,979		2,078		11,823			2,078
	Customer foreign exchange contracts	463		—		463		—		—			463
	Repurchase agreements
	Customer repurchase agreements	128,485		—		128,485		—		(128,485		)	—
	Wholesale repurchase agreements	50,000		—		50,000		—		(50,000		)	—
		$	203,647	$	—	$	203,647	$	2,078	$	(157,942	)	$	2,541
	-1	Includes loan level swaps which are not subject to a master netting arrangement and thus are not offset in the statement of financial position.
								Gross Amounts Not Offset in the Statement of Financial Position
		Gross Amounts Recognized in the Statement of Financial Position		Gross Amounts Offset in the Statement of Financial Position		Net Amounts Presented in the Statement of Financial Position		Financial Instruments		Collateral Pledged (Received)			Net Amount
		December 31, 2013
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—		$	—
	Loan level swaps	16,301		—		16,301		2,823		—			13,478
	Customer foreign exchange contracts	396		—		396		—		—			396
		$	16,697	$	—	$	16,697	$	2,823	$	—		$	13,874
	Derivative Liabilities
	Interest rate swaps	$	9,630	$	—	$	9,630	$	—	$	9,630		$	—
	Loan level swaps	16,340		—		16,340		2,823		10,108			3,409
	Customer foreign exchange contracts	390		—		390		—		—			390
	Repurchase agreements
	Customer repurchase agreements	149,288		—		149,288		—		(149,288		)	—
	Wholesale repurchase agreements	50,000		—		50,000		—		(50,000		)	—
		$	225,648	$	—	$	225,648	$	2,823	$	(179,550	)	$	3,799
	The Company has agreements with certain of its derivative counterparties that contain a provision where if the Company fails to maintain its status as a well capitalized institution, then the Company could be required to terminate any outstanding derivatives with the counterparty. All liability position interest rate swap and customer loan level swap counterparties have credit-risk contingent features as of the dates indicated in the table above. In addition, derivative instruments that contain credit-risk related contingent features that are in a net liability position require the Company to assign collateral as noted in the table above.

Fair_Value_Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
FAIR VALUE MEASUREMENTS	'
	FAIR VALUE MEASUREMENTS
	Fair value is a market-based measure considered from the perspective of a market participant rather than an entity-specific measure. Therefore, even when market assumptions are not readily available, the Company’s own assumptions are set to reflect those that market participants would use in pricing the asset or liability at the measurement date. If there has been a significant decrease in the volume and level of activity for the asset or liability, regardless of the valuation technique(s) used, the objective of a fair value measurement remains the same. Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction (that is, not a forced liquidation or distressed sale) between market participants at the measurement date under current market conditions. The Company uses prices and inputs that are current as of the measurement date. In periods of market dislocation, the observability of prices and inputs may be reduced for many instruments. This condition could cause an instrument to be reclassified from one level to another.
	The Fair Value Measurements and Disclosures Topic of the FASB ASC defines fair value and establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under the Fair Value Measurements and Disclosures Topic of the FASB ASC are described below:
	Level 1 – Inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date.
	Level 2 – Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly.
	Level 3 – Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable.
	To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised by the Company in determining fair value is greatest for instruments categorized in Level 3. A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement.
	Valuation Techniques
	There have been no changes in the valuation techniques used during the current period.
	Securities:
	U.S. Government Agency Securities
	Fair value is estimated using either multi-dimensional spread tables or benchmarks. The inputs used include benchmark yields, reported trades, and broker/dealer quotes. These securities are classified as Level 2.
	Agency Mortgage-Backed Securities
	Fair value is estimated using either a matrix or benchmarks. The inputs used include benchmark yields, reported trades, broker/dealer quotes, and issuer spreads. These securities are categorized as Level 2.
	Agency Collateralized Mortgage Obligations and Private Mortgage-Backed Securities
	The valuation model for these securities is volatility-driven and ratings based, and uses multi-dimensional spread tables. The inputs used include benchmark yields, recent reported trades, new issue data, broker and dealer quotes, and collateral performance. If there is at least one significant model assumption or input that is not observable, these securities are categorized as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2.
	State, County, and Municipal Securities
	The fair value is estimated using a valuation matrix with inputs including bond interest rate tables, recent transaction, and yield relationships. These securities are categorized as Level 2.
	Single and Pooled Issuer Trust Preferred Securities
	The fair value of trust preferred securities, including pooled and single issuer preferred securities, is estimated using external pricing models, discounted cash flow methodologies or similar techniques. The inputs used in these valuations include benchmark yields, recent reported trades, new issue data, broker and dealer quotes and collateral performance. If there is at least one significant model assumption or input that is not observable, these securities are categorized as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2.
	Equity Securities
	These equity securities and mutual funds are valued based on market quoted prices. These securities are categorized in Level 1 as they are actively traded and no valuation adjustments have been applied.
	Loans Held for Sale
	The Company elects to account for new originations of loans held for sale at fair value, which is measured using quoted market prices when available. If quoted market prices are not available, comparable market values or discounted cash flow analysis may be utilized. These assets are typically categorized as Level 2.
	Derivative Instruments
	Derivatives
	The valuation of these instruments is determined using widely accepted valuation techniques including discounted cash flow analysis on the expected cash flows of each derivative. This analysis reflects the contractual terms of the derivatives, including the period to maturity, and uses observable market-based inputs, including interest rate curves and implied volatilities. The Company incorporates credit valuation adjustments to appropriately reflect nonperformance risk in the fair value measurements. In adjusting the fair value of its derivative contracts for the effect of nonperformance risk, the Company has considered the impact of netting and any applicable credit enhancements, such as collateral postings. Additionally, in conjunction with fair value measurement guidance, the Company has made an accounting policy election to measure the credit risk of its derivative financial instruments that are subject to master netting agreements on a net basis by counterparty portfolio. Although the Company has determined that the majority of the inputs used to value its interest rate derivatives fall within Level 2 of the fair value hierarchy, the credit valuation adjustments associated with its derivatives utilize Level 3 inputs, such as estimates of current credit spreads to evaluate the likelihood of default by the Company and its counterparties. However, as of March 31, 2014 and December 31, 2013, the Company has assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and has determined that the credit valuation adjustments are not significant to the overall valuation of its derivatives. As a result, the Company has determined that its derivative valuations in their entirety are classified in Level 2.
	Mortgage Derivatives
	The fair value of the commitments and agreements are estimated using the anticipated market price based on pricing indications provided from syndicate banks. These commitments and agreements are categorized as Level 2.
	Impaired Loans
	Loans that are deemed to be impaired are valued based upon the lower of cost or fair value of the underlying collateral.  The inputs used in the appraisals of the collateral are not always observable, and therefore the loans may be categorized as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2.
	Other Real Estate Owned
	The fair values are estimated based upon recent appraisal values of the property less costs to sell the property. Certain inputs used in appraisals are not always observable, and therefore Other Real Estate Owned ("OREO") may be categorized as Level 3 within the fair value hierarchy. When inputs in appraisals are observable, they are classified as Level 2.
	Goodwill and Other Intangible Assets
	Goodwill and identified intangible assets are subject to impairment testing. The Company conducts an annual impairment test of goodwill in the third quarter of each year, or more frequently if necessary, and other intangible assets are reviewed for impairment whenever events or changes in circumstances indicate that the carrying amount of the assets may not be recoverable. To estimate the fair value of goodwill and, if necessary, other intangible assets the Company utilizes both a comparable analysis of relevant price multiples in recent market transactions and discounted cash flow analysis. Both valuation models require a significant degree of management judgment. In the event the fair value as determined by the valuation model is less than the carrying value, the intangibles may be impaired. If the impairment testing resulted in impairment, the Company would classify the impaired goodwill and other intangible assets subjected to nonrecurring fair value adjustments as Level 3.
	Assets and liabilities measured at fair value at the periods indicated were as follows:
					Fair Value Measurements at Reporting Date Using
		Balance			Quoted Prices			Significant				Significant
					in Active			Other				Unobservable
					Markets for			Observable				Inputs
					Identical			Inputs				(Level 3)
					Assets			(Level 2)
					(Level 1)
		31-Mar-14
		(Dollars in thousands)
	Recurring fair value measurements
	Assets
	Securities available for sale
	U.S. Government agency securities	$	40,924		$	—		$	40,924			$	—
	Agency mortgage-backed securities	226,765			—			226,765				—
	Agency collateralized mortgage obligations	55,455			—			55,455				—
	State, county, and municipal securities	5,450			—			5,450				—
	Single issuer trust preferred securities issued by banks	3,017			—			3,017				—
	Pooled trust preferred securities issued by banks and insurers	4,967			—			—				4,967
	Equity securities	11,680			11,680			—				—
	Loans held for sale	6,788			—			6,788				—
	Derivative instruments	16,708			—			16,708				—
	Liabilities
	Derivative instruments	25,240			—			25,240				—
	Total recurring fair value measurements	$	346,514		$	11,680		$	329,867			$	4,967
	Nonrecurring fair value measurements
	Assets
	Collateral dependent impaired loans	$	12,096		$	—		$	—			$	12,096
Other real estate owned	7,830			—			—				7,830
Total nonrecurring fair value measurements	$	19,926		$	—		$	—			$	19,926
	31-Dec-13
	(Dollars in thousands)
Recurring fair value measurements
Assets
Securities available for sale
U.S. government agency securities	$	40,449		$	—		$	40,449			$	—
Agency mortgage-backed securities	234,591			—			234,591				—
Agency collateralized mortgage obligations	58,153			—			58,153				—
State, county, and municipal securities	5,412			—			5,412				—
Single issuer trust preferred securities issued by banks	2,952			—			2,952				—
Pooled trust preferred securities issued by banks and insurers	3,841			—			—				3,841
Equity securities	11,464			11,464			—				—
Loans held for sale	8,882			—			8,882				—
Derivative instruments	16,965			—			16,965				—
Liabilities
Derivative instruments	26,395			—			26,395				—
Total recurring fair value measurements	$	356,314		$	11,464		$	341,009			$	3,841
Nonrecurring fair value measurements
Assets
Collateral dependent impaired loans	$	10,328		$	—		$	—			$	10,328
Other real estate owned	7,466			—			—				7,466
Total nonrecurring fair value measurements	$	17,794		$	—		$	—			$	17,794
The table below presents a reconciliation for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3). These instruments were valued using pricing models and discounted cash flow methodologies.
	Securities Available for Sale:
	Pooled Trust			Private			Total
	Preferred			Mortgage-
	Securities			Backed
				Securities
	(Dollars in thousands)
Balance at January 1, 2014	$	3,841		$	—		$	3,841
Gains and (losses) (realized/unrealized)
Included in other comprehensive income	1,162			—			1,162
Settlements	(36		)	—			(36		)
Balance at March 31, 2014	$	4,967		$	—		$	4,967
Balance at January 1, 2013	$	2,981		$	3,532		$	6,513
Gains and (losses) (realized/unrealized)
Included in other comprehensive income	480			(38		)	442
Settlements	(169		)	(124		)	(293		)
Balance at March 31, 2013	$	3,292		$	3,370		$	6,662
It is the Company’s policy to recognize the transfers between levels of the fair value hierarchy as of the end of the reporting period. There were no transfers between the levels of the fair value hierarchy for any assets or liabilities measured at fair value on a recurring basis during the first quarter of 2014 or 2013.
The following table sets forth certain unobservable inputs regarding the Company’s investment in securities that are classified as Level 3 for the periods indicated:
		March 31,			December 31,					March 31,		December 31,	March 31,		December 31,
		2014			2013					2014		2013	2014		2013
Valuation Technique		Fair Value						Unobservable Inputs		Range			Weighted Average
		(Dollars in Thousands)
Discounted cash flow methodology
Pooled trust preferred securities		$	4,967		$	3,841		Cumulative prepayment		0% - 75%		0% - 76%	7.00%		7.20%
								Cumulative default		3% - 100%		3% - 100%	16.50%		18.10%
								Loss given default		85% - 100%		85% - 100%	95.90%		95.70%
								Cure given default		0% - 75%		0% - 75%	37.40%		39.90%
Appraisals of collateral (1)
Impaired loans		$	12,096		$	10,328
Other real estate owned		$	7,830		$	7,466
-1	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable. Appraisals may be adjusted by management for qualitative factors such as economic factors and estimated liquidation expenses. The range of these possible adjustments may vary.
For the fair value measurements in the table above, which are classified as Level 3 within the fair value hierarchy, the Company’s Treasury and Finance groups determine the valuation policies and procedures. For the pricing of the securities, the Company uses third-party pricing information, without adjustment. Depending on the type of the security, management employs various techniques to analyze the pricing it receives from third parties, such as analyzing changes in market yields and in certain instances reviewing the underlying collateral of the security. Management reviews changes in fair value from period to period and performs testing to ensure that prices received from the third parties are consistent with their expectation of the market. For the securities whose market is deemed to be inactive and which are categorized as Level 3, the fair value models are calibrated and significant inputs are back tested on a quarterly basis, to the extent possible. This testing is done by the third party service provider, who performs this testing by comparing anticipated inputs to actual results. Significant changes in fair value from period to period are closely scrutinized to ensure fair value models are not flawed. The driver(s) of the respective change in fair value and the method for forecasting the driver(s) is closely considered by management.
The significant unobservable inputs used in the fair value measurement of the Company’s pooled trust preferred securities are cumulative prepayment rates, cumulative defaults, loss given defaults and cure given defaults. Significant increases (decreases) in deferrals or defaults, in isolation, would result in a significantly lower (higher) fair value measurement. Alternatively, significant increases (decreases) in cure rates, in isolation, would result in a significantly higher (lower) fair value measurement.
Additionally, the Company has financial instruments which are marked to fair value on a nonrecurring basis which are categorized within Level 3. These instruments include collateral dependent impaired loans and OREO. The determination of the fair value amount is derived from the use of independent third party appraisals and evaluations, prepared by firms from a predetermined list of qualified and approved appraisers or evaluators. Upon receipt of an appraisal or evaluation, the internal Commercial Real Estate Appraisal Department will review the report for compliance with regulatory and Bank standards, as well as reasonableness and acceptance of the value conclusions. Any issues or concerns regarding compliance or value conclusions will be addressed with the engaged firm and the report may be adjusted or revised. If a disagreement cannot be resolved, the Commercial Real Estate Appraisal Department will either address the key issues and modify the report for acceptance or reject the report and re-order a new report. Ultimately the Company’s Commercial Real Estate Appraisal Department will confirm the collateral value as part of its review process.
The estimated fair values and related carrying amounts for assets and liabilities for which fair value is only disclosed are shown below as of the periods indicated:
							Fair Value Measurements at Reporting Date Using
	Carrying			Fair			Quoted Prices			Significant			Significant
	Value			Value			in Active			Other			Unobservable
							Markets for			Observable			Inputs
							Identical			Inputs			(Level 3)
							Assets			(Level 2)
							(Level 1)
	31-Mar-14
	(Dollars in thousands)
Financial assets
Securities held to maturity (a)
U.S. Treasury securities	$	1,011		$	1,053		—			$	1,053		—
Agency mortgage-backed securities	175,069			177,336			—			177,336			—
Agency collateralized mortgage obligations	192,293			188,704			—			188,704			—
State, county, and municipal securities	678			689			—			689			—
Single issuer trust preferred securities issued by banks	1,501			1,526			—			1,526			—
Corporate debt securities	5,004			5,219			—			5,219			—
Loans, net of allowance for loan losses (b)	4,753,640			4,738,582			—			—			4,738,582
Financial liabilities
Time certificates of deposits (c)	$	725,286		$	728,262		—			$	728,262		—
Federal Home Loan Bank borrowings (c)	140,228			140,324			—			140,324			—
Customer repurchase agreements and other short-term borrowings (c)	128,485			128,485			—			—			128,485
Wholesale repurchase agreements (c)	50,000			51,132			—			—			51,132
Junior subordinated debentures (d)	73,852			70,895			—			70,895			—
Subordinated debentures (c)	30,000			28,482			—			—			28,482
							Fair Value Measurements at Reporting Date Using
	Carrying			Fair			Quoted Prices				Significant			Significant
	Value			Value			in Active				Other			Unobservable
							Markets for				Observable			Inputs
							Identical				Inputs			(Level 3)
							Assets				(Level 2)
							(Level 1)
	December 31, 2013
	(Dollars in thousands)
Financial assets
Securities held to maturity (a)
U.S. Treasury securities	$	1,011		$	1,042		$	—			$	1,042		$	—
Agency mortgage-backed securities	155,067			155,951			—				155,951			—
Agency collateralized mortgage obligations	187,388			182,036			—				182,036			—
State, county, and municipal securities	678			685			—				685			—
Single issuer trust preferred securities issued by banks	1,503			1,526			—				1,526			—
Corporate debt securities	5,005			5,215			—				5,215			—
Loans, net of allowance for loan losses (b)	4,665,068			4,655,920			—				—			4,655,920
Financial liabilities
Time certificates of deposits (c)	$	743,628		$	746,908		$	—			$	746,908		$	—
Federal Home Loan Bank borrowings (c)	140,294			140,321			—				140,321			—
Customer repurchase agreements and other short-term borrowings (c)	154,288			154,349			—				—			154,349
Wholesale repurchase agreements (c)	50,000			51,298			—				—			51,298
Junior subordinated debentures (d)	73,906			67,481			—				67,481			—
Subordinated debentures (c)	30,000			28,396			—				—			28,396
(a)	The fair values presented are based on quoted market prices, where available. If quoted market prices are not available, fair values are based on quoted market prices of comparable instruments and/or discounted cash flow analyses.
(b)	Fair value is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities or cash flows.
(c)	Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities.
(d)	Fair value was determined based upon market prices of securities with similar terms and maturities.
This summary excludes financial assets and liabilities for which the carrying value approximates fair value. For financial assets, these include cash and due from banks, federal funds sold, short-term investments, Federal Home Loan Bank stock, and cash surrender value of life insurance policies. For financial liabilities, these include demand, savings, money market deposits, and federal funds purchased. The estimated fair value of demand, savings and money market deposits is the amount payable at the reporting date. These instruments would all be considered to be classified within Level 1 of the fair value hierarchy. Also excluded from the summary are financial instruments measured at fair value on a recurring and nonrecurring basis, as previously described.
The Company believes its financial instruments current use is considered to be the highest and best use of the instruments.

Comprehensive_IncomeLoss

Comprehensive Income/Loss	3 Months Ended
	Mar. 31, 2014
Comprehensive Income Loss [Abstract]	'
COMPREHENSIVE INCOME/LOSS	'
	COMPREHENSIVE INCOME/LOSS
	Information on the Company’s comprehensive income (loss), presented net of taxes, is set forth below for the periods indicated:
		Three Months Ended March 31, 2014
		Pre Tax			Tax (Expense)			After Tax
		Amount			Benefit			Amount
		(Dollars in thousands)
	Change in fair value of securities available for sale	$	3,287		$	(1,316	)	$	1,971
	Less: net security gains reclassified into other noninterest income	91			(37		)	54
	Net change in fair value of securities available for sale	3,196			(1,279		)	1,917
	Change in fair value of cash flow hedges (1)	(300		)	123			(177		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense	(1,148		)	469			(679		)
	Net change in fair value of cash flow hedges	848			(346		)	502
	Net loss during the period and amortization of certain costs included in net periodic retirement costs (2)	(66		)	27			(39		)
	Total other comprehensive income	$	3,978		$	(1,598	)	$	2,380
		Three Months Ended March 31, 2013
		Pre Tax			Tax (Expense)			After Tax
		Amount			Benefit			Amount
		(Dollars in thousands)
	Change in fair value of securities available for sale	$	(1,232	)	$	455		$	(777	)
	Less: net security losses reclassified into other noninterest income	—			—			—
	Change in fair value of securities available for sale	(1,232		)	455			(777		)
	Change in fair value of cash flow hedges (1)	(5		)	2			(3		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense	(1,414		)	578			(836		)
	Net change in fair value of cash flow hedges	1,409			(576		)	833
	Net gain during the period and amortization of certain costs included in net periodic retirement costs (2)	22			(21		)	1
	Total other comprehensive income	$	199		$	(142	)	$	57
	-1	The change in fair value of cash flow hedges includes the remaining balance of a realized but unrecognized gain, net of tax, from the termination of interest rate swaps in June 2009. The original gain of $1.4 million, net of tax, is being recognized in earnings through December 2018, the original maturity date of the swap. The balance of this gain has amortized to $678,000 and $823,000 at March 31, 2014 and 2013, respectively.
	-2	The amortization of prior service costs is included in the computation of net periodic pension cost as disclosed in the Employee Benefit Plans footnote in the Company's Annual Report on Form 10-K for the year ended December 31, 2013, filed with the Securities and Exchange Commission.
	Information on the Company’s accumulated other comprehensive income (loss), net of tax is comprised of the following components as of the periods indicated:
		Unrealized Gain (Loss) on Securities			Unrealized Loss on Cash Flow Hedge			Deferred Gain on Hedge Transactions			Defined Benefit Pension Plans			Accumulated Other Comprehensive Loss
		2014
		(Dollars in thousands)
	Beginning balance January 1, 2014	$	(2,023	)	$	(5,698	)	$	715		$	(428	)	$	(7,434	)
	Net change in other comprehensive income	$	1,917		$	539		$	(37	)	$	(39	)	$	2,380
	Ending balance March 31, 2014	(106		)	(5,159		)	678			(467		)	(5,054		)
		2013
	Beginning balance January 1, 2013	$	5,478		$	(9,577	)	$	859		$	(1,286	)	$	(4,526	)
	Net change in other comprehensive income	$	(777	)	$	869		$	(36	)	$	1		$	57
	Ending balance March 31, 2013	4,701			(8,708		)	823			(1,285		)	(4,469		)

Commitments_and_contingencies

Commitments and contingencies	3 Months Ended
	Mar. 31, 2014
Other Commitments [Line Items]	'
Commitments and Contingencies Disclosure [Text Block]	'
	COMMITMENTS AND CONTINGENCIES
	Financial Instruments with Off-Balance Sheet Risk
	In the normal course of business, the Company enters into various transactions to meet the financing needs of its customers, which, in accordance with generally accepted accounting principles are not included in its consolidated balance sheets. These transactions include commitments to extend credit and standby letters of credit, which involve, to varying degrees, elements of credit risk and interest rate risk in excess of the amounts recognized in the consolidated balance sheets. The Company minimizes its exposure to loss under these commitments by subjecting them to credit approval and monitoring procedures.
	The Company enters into contractual commitments to extend credit, normally with fixed expiration dates or termination clauses, at specified rates and for specific purposes. Substantially all of these commitments to extend credit are contingent upon customers maintaining specific credit standards at the time of loan funding. Standby letters of credit are written conditional commitments issued to guarantee the performance of a customer to a third party. In the event the customer does not perform in accordance with the terms of the agreement with the third party, the Company would be required to fund the commitment. The maximum potential amount of future payments the Company could be required to make is represented by the contractual amount of the commitment. If the commitment were funded, the Company would be entitled to seek recovery from the customer. The Company’s policies generally require that standby letter of credit arrangements contain security and debt covenants similar to those contained in loan agreements.
	The fees collected in connection with the issuance of standby letters of credit are representative of the fair value of its obligation undertaken in issuing the guarantee. In accordance with applicable accounting standards related to guarantees, fees collected in connection with the issuance of standby letters of credit are deferred. The fees are then recognized in income proportionately over the life of the standby letter of credit agreement. The deferred standby letter of credit fees represent the fair value of the Company's potential obligations under the standby letter of credit guarantees.
	Financial instruments with off-balance-sheet risk were as follows at the dates indicated:
		March 31, 2014		December 31, 2013
		(Dollars In thousands)
	Commitments to extend credit	$	1,590,051	$	1,621,873
	Standby letters of credit	21,387		18,923
	Deferred standby letter of credit fees	60		87
	Lease Commitments
	The Company leases office space, space for ATM locations, and certain branch locations under noncancelable operating leases.
	Rent expense incurred under operating leases was approximately $1.9 million at both March 31, 2014 and March 31, 2013. Renewal options ranging from 1-10 years exist for several of these leases. The Company has entered into lease agreements with related third parties on substantially the same terms as those prevailing at the time for comparable transactions with unrelated parties. Rent expense incurred under related third party leases was approximately $251,000 and $249,000, at March 31, 2014 and 2013, respectively. There has been no significant change in the future minimum lease payments payable by the Company since December 31, 2013. See the Company's annual Report on Form 10-K for the fiscal year ended December 31, 2013 for information regarding commitments.
	Other Contingencies
	At March 31, 2014, Rockland Trust was involved in pending lawsuits that arose in the ordinary course of business. Management has reviewed these pending lawsuits with legal counsel and has taken into consideration the view of counsel as to their outcome. In the opinion of management, the final disposition of pending lawsuits is not expected to have a material adverse effect on the Company’s financial position, results of operations or cash flows.
	The Bank is required to maintain certain reserve requirements of vault cash and/or deposits with the Federal Reserve Bank of Boston. The amount of this reserve requirement was $14.1 million and $21.0 million at March 31, 2014 and December 31, 2013, respectively.

Investments_is_Low_Income_Hous

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits	3 Months Ended
	Mar. 31, 2014
Investments in Low Income Housing Tax Credits [Abstract]	'
Investments in Low Income Housing Projects [Text Block]	'
	LOW INCOME HOUSING PROJECT INVESTMENTS
	The Company’s investment in Low Income Housing Projects that generate Low Income Housing Tax Credits (“LIHTC”) at March 31, 2014 was $26.9 million with a recorded liability of $23.3 million in funding obligations. The Company has invested in three separate LIHTC projects which provide the Company with tax credits and with operating loss tax benefits over a remaining approximate 15 year period. None of the original investment will be repaid. The investment in LIHTC projects is being accounted for using the proportional amortization method, under which the Company amortizes the initial cost of the investment in proportion to the amount of the tax credits and other tax benefits received and recognizes the net investment performance in the income statement as a component of income tax expense (benefit).
	The following table presents the pertinent information related to the Company's investments in low income housing projects as of the date indicated:
		31-Mar-14
		(dollars in thousands)
	Original investment value	$	27,543
	Current recorded investment	26,946
	Unfunded liability obligation	23,279
	Tax credits and benefits (1)	1,629
	Amortization of investments (2)	1,101
	Net income tax benefit (3)	528
	-1	The amount reflected in this row represent both the tax credits as well as the tax benefits expected to be generated by the Low Income Housing Projects operating loss for the year ended December 31, 2014.
	-2	This amount reduces the tax credits and benefits expected to be generated by the Low Income Housing Projects for the year ended December 31, 2014.
	-3	This amount represents the net tax benefit expected to be realized for the year ended December 31, 2014 in determining the Company's effective tax rate as of March 31, 2014.

Basis_of_Presentation_Basis_of

Basis of Presentation Basis of Presentation (Policies)	3 Months Ended
	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Basis of Accounting Policy	'
	Independent Bank Corp. (the “Company”) is a state chartered, federally registered bank holding company, incorporated in 1985. The Company is the sole stockholder of Rockland Trust Company (“Rockland Trust” or the “Bank”), a Massachusetts trust company chartered in 1907.
	All material intercompany balances and transactions have been eliminated in consolidation. Certain previously reported amounts may have been reclassified to conform to the current year’s presentation.
	The accompanying unaudited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by accounting principles generally accepted in the United States of America for complete financial statements. In the opinion of management, all adjustments considered necessary for a fair presentation of the financial statements, primarily consisting of normal recurring adjustments, have been included. Operating results for the quarter ended March 31, 2014 are not necessarily indicative of the results that may be expected for the year ending December 31, 2014 or any other interim period.
	For further information, refer to the consolidated financial statements and footnotes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2013, filed with the Securities and Exchange Commission.

Securities_Tables

Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Reconciliation of fair value of securities	'
	The following table presents a summary of the amortized cost, gross unrealized holding gains and losses, other-than-temporary impairment recorded in other comprehensive income and fair value of securities available for sale and securities held to maturity for the periods below:
		31-Mar-14																			December 31, 2013
		Amortized				Gross				Gross Unrealized				Other-Than-				Fair			Amortized			Gross		Gross Unrealized			Other-Than-			Fair
		Cost				Unrealized				Losses				Temporary				Value			Cost			Unrealized		Losses			Temporary			Value
						Gains				Other				Impairment										Gains		Other			Impairment
		(Dollars in thousands)
	Available for sale securities
	U.S. Government agency securities	$	41,335			$	4			$	(415	)		$	—			$	40,924		$	41,331		$	3	$	(885	)	$	—		$	40,449
	Agency mortgage-backed securities	223,304				6,339				(2,878		)		—				226,765			232,742			6,405		(4,556		)	—			234,591
	Agency collateralized mortgage obligations	56,277				259				(1,081		)		—				55,455			58,765			490		(1,102		)	—			58,153
	State, county, and municipal securities	5,415				36				(1		)		—				5,450			5,439			1		(28		)	—			5,412
	Single issuer trust preferred securities issued by banks	2,949				68				—				—				3,017			2,960			14		(22		)	—			2,952
	Pooled trust preferred securities issued by banks and insurers	8,044				—				(1,583		)		(1,494		)		4,967			8,083			—		(1,913		)	(2,329		)	3,841
	Equity securities	11,182				745				(247		)		—				11,680			10,997			762		(295		)	—			11,464
	Total available for sale securities	$	348,506			$	7,451			$	(6,205	)		$	(1,494	)		$	348,258		$	360,317		$	7,675	$	(8,801	)	$	(2,329	)	$	356,862
	Held to maturity securities
	U.S. Treasury securities	$	1,011			$	42			$	—			$	—			$	1,053		$	1,011		$	31	$	—		$	—		$	1,042
	Agency mortgage-backed securities	175,069				2,523				(255		)		—				177,337			155,067			1,917		(1,033		)	—			155,951
	Agency collateralized mortgage obligations	192,293				1,627				(5,214		)		—				188,706			187,388			824		(6,176		)	—			182,036
	State, county, and municipal securities	678				11				—				—				689			678			7		—			—			685
	Single issuer trust preferred securities issued by banks	1,501				25				—				—				1,526			1,503			23		—			—			1,526
	Corporate debt securities	5,004				215				—				—				5,219			5,005			210		—			—			5,215
	Total held to maturity securities	$	375,556			$	4,443			$	(5,469	)		$	—			$	374,530		$	350,652		$	3,012	$	(7,209	)	$	—		$	346,455
	Total	$	724,062			$	11,894			$	(11,674	)		$	(1,494	)		$	722,788		$	710,969		$	10,687	$	(16,010	)	$	(2,329	)	$	703,317
Schedule of contractual maturities of securities	'
	A schedule of the contractual maturities of securities available for sale and securities held to maturity as of March 31, 2014 is presented below:
		Available for Sale								Held to Maturity
		Amortized				Fair				Amortized				Fair
		Cost				Value				Cost				Value
		(Dollars in thousands)
	Due in one year or less	$	—			$	—			$	255			$	256
	Due after one year to five years	36,382				37,193				5,821				6,071
	Due after five years to ten years	74,283				72,842				27,163				27,354
	Due after ten years	226,659				226,543				342,317				340,849
	Total debt securities	$	337,324			$	336,578			$	375,556			$	374,530
	Equity securities	$	11,182			$	11,680			$	—			$	—
	Total	$	348,506			$	348,258			$	375,556			$	374,530
Schedule of gross unrealized losses and fair value of investments	'
	The following tables show the gross unrealized losses and fair value of the Company’s investments in an unrealized loss position, which the Company has not deemed to be OTTI, aggregated by investment category and length of time that individual securities have been in a continuous unrealized loss position:
		31-Mar-14
					Less than 12 months								12 months or longer							Total
		# of holdings			Fair				Unrealized				Fair				Unrealized			Fair			Unrealized
					Value				Losses				Value				Losses			Value			Losses
		(Dollars in thousands)
	U.S. Government agency securities	38			$	38,961			$	(415	)		$	—			$	—		$	38,961		$	(415	)
	Agency mortgage-backed securities	110			165,251				(2,797		)		6,193				(336		)	171,444			(3,133		)
	Agency collateralized mortgage obligations	15			125,217				(4,766		)		21,186				(1,529		)	146,403			(6,295		)
	State, county, and municipal securities	1			289				(1		)		—				—			289			(1		)
	Pooled trust preferred securities issued by banks and insurers	2			—				—				2,593				(1,583		)	2,593			(1,583		)
	Equity securities	16			2,262				(58		)		3,593				(189		)	5,855			(247		)
	Total temporarily impaired securities	182			$	331,980			$	(8,037	)		$	33,565			$	(3,637	)	$	365,545		$	(11,674	)
		31-Dec-13
					Less than 12 months								12 months or longer							Total
		# of holdings			Fair				Unrealized				Fair				Unrealized			Fair			Unrealized
					Value				Losses				Value				Losses			Value			Losses
		(Dollars in thousands)
	U.S. government agency securities	39			$	39,950			$	(885	)		$	—			$	—		$	39,950		$	(885	)
	Agency mortgage-backed securities	124			202,004				(5,217		)		5,108				(372		)	207,112			(5,589		)
	Agency collateralized mortgage obligations	19			183,721				(7,278		)		—				—			183,721			(7,278		)
	State, county, and municipal securities	13			3,838				(28		)		—				—			3,838			(28		)
	Single issuer trust preferred securities issued by banks and insurers	2			1,341				(22		)		—				—			1,341			(22		)
	Pooled trust preferred securities issued by banks and insurers	2			—				—				2,300				(1,913		)	2,300			(1,913		)
	Equity securities	22			2,376				(90		)		3,520				(205		)	5,896			(295		)
	Total temporarily impaired securities	221			$	433,230			$	(13,520	)		$	10,928			$	(2,490	)	$	444,158		$	(16,010	)
Schedule of Other Than Temorary Impairment [Table Text Block]	'
	The following table shows the total OTTI that the Company recorded for the periods indicated:
		Three Months Ended
		31-Mar
		2014				2013
		(Dollars in thousands)
	Gross change in OTTI recorded on certain investments	$	833			$	281
	Portion of OTTI recognized in OCI	(833		)		(281		)
	Total credit related OTTI losses recognized in earnings	$	—			$	—
Summary of cumulative credit related component of OTTI	'
	The following table shows the cumulative credit related component of OTTI for the periods indicated:
		Three Months Ended
		31-Mar
		2014				2013
		(Dollars in thousands)
	Balance at beginning of period	$	(9,997	)		$	(10,847	)
	Add
	Incurred on securities not previously impaired	—				—
	Incurred on securities previously impaired	—				—
	Less
	Securities sold during the period	—				—
	Reclassification due to changes in Company’s intent	—				—
	Increases in cash flow expected to be collected	—				—
	Balance at end of period	$	(9,997	)		$	(10,847	)

Loans_Allowance_for_Loan_Losse1

Loans, Allowance for Loan Losses and Credit Quality (Tables)	3 Months Ended
	Mar. 31, 2014
Loans, Allowance for Loan Losses and Credit Quality [Abstract]	'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'
	The following tables bifurcate the amount of allowance allocated to each loan category based on the type of impairment analysis as of the periods indicated:
		31-Mar-14
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Financing receivables ending balance:
	Total loans by group	$	822,509			$	2,282,939			$	239,536			$	78,147			$	538,626			$	827,285		$	18,227		$	4,807,269		(1	)
	Individually evaluated for impairment	$	8,554			$	37,076			$	100			$	1,852			$	16,602			$	5,133		$	1,186		$	70,503
	Purchase credit impaired loans	$	1			$	18,439			$	192			$	—			$	10,170			$	315		$	14		$	29,131
	Collectively evaluated for impairment	$	813,954			$	2,227,424			$	239,244			$	76,295			$	511,854			$	821,837		$	17,027		$	4,707,635
		31-Dec-13
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Financing receivables ending balance:
	Total loans by group	$	784,202			$	2,249,260			$	223,859			$	77,240			$	541,443			$	822,141		$	20,162		$	4,718,307		(1	)
	Individually evaluated for impairment	$	9,148			$	39,516			$	100			$	1,903			$	15,200			$	4,890		$	1,298		$	72,055
	Purchase credit impaired loans	$	1			$	18,612			$	197			$	—			$	10,389			$	326		$	19		$	29,544
	Collectively evaluated for impairment	$	775,053			$	2,191,132			$	223,562			$	75,337			$	515,854			$	816,925		$	18,845		$	4,616,708
	-1	The amount of net deferred fees included in the ending balance was $2.3 million at both March 31, 2014 and December 31, 2013.
Summary of changes in allowance for loan losses	'
	The following tables summarize changes in allowance for loan losses by loan category for the periods indicated:
		Three Months Ended March 31, 2014
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Allowance for loan losses
	Beginning balance	$	15,622			$	24,541			$	3,371			$	1,215			$	2,760			$	5,036		$	694		$	53,239
	Charge-offs	(783		)		(2,922		)		—				(268		)		(128		)		(94		)	(371		)	(4,566		)
	Recoveries	79				68				—				47				—				93			167			454
	Provision	683				3,230				199				213				197				(277		)	257			4,502
	Ending balance	$	15,601			$	24,917			$	3,570			$	1,207			$	2,829			$	4,758		$	747		$	53,629
	Ending balance: Individually evaluated for impairment	$	647			$	369			$	—			$	109			$	1,641			$	114		$	62		$	2,942
	Ending balance: Collectively evaluated for impairment	$	14,954			$	24,548			$	3,570			$	1,098			$	1,188			$	4,644		$	685		$	50,687
		Three Months Ended March 31, 2013
		(Dollars in thousands)
		Commercial and				Commercial				Commercial				Small				Residential				Home Equity			Other Consumer			Total
		Industrial				Real Estate				Construction				Business				Real Estate
	Allowance for loan losses
	Beginning balance	$	13,461			$	22,598			$	2,811			$	1,524			$	2,930			$	7,703		$	807		$	51,834
	Charge-offs	(423		)		(407		)		—				(145		)		(61		)		(277		)	(261		)	(1,574		)
	Recoveries	136				—				—				39				—				21			150			346
	Provision	269				378				328				(174		)		179				269			51			1,300
	Ending balance	$	13,443			$	22,569			$	3,139			$	1,244			$	3,048			$	7,716		$	747		$	51,906
	Ending balance: Individually evaluated for impairment	$	771			$	385			$	—			$	113			$	1,577			$	58		$	119		$	3,023
	Ending balance: Collectively evaluated for impairment	$	12,672			$	22,184			$	3,139			$	1,131			$	1,471			$	7,658		$	628		$	48,883
Internal risk-rating categories for the Company's commercial portfolio	'
	The following table details the amount of outstanding principal balances relative to each of the risk-rating categories for the Company’s commercial portfolio:
				31-Mar-14
	Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
		Rating		Industrial				Real Estate				Construction
				(Dollars in thousands)
	Pass	1 - 6		$	752,417			$	2,096,405			$	223,947			$	73,045			$	3,145,814
	Potential weakness	7		44,354				104,090				10,929				3,086				162,459
	Definite weakness-loss unlikely	8		23,303				72,774				4,560				1,846				102,483
	Partial loss probable	9		2,435				9,670				100				170				12,375
	Definite loss	10		—				—				—				—				—
	Total			$	822,509			$	2,282,939			$	239,536			$	78,147			$	3,423,131
				31-Dec-13
	Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
		Rating		Industrial				Real Estate				Construction
				(Dollars in thousands)
	Pass	1 - 6		$	736,996			$	2,068,995			$	210,372			$	71,514			$	3,087,877
	Potential weakness	7		21,841				91,984				8,608				3,031				125,464
	Definite weakness-loss unlikely	8		24,409				85,767				4,779				2,552				117,507
	Partial loss probable	9		956				2,514				100				143				3,713
	Definite loss	10		—				—				—				—				—
	Total			$	784,202			$	2,249,260			$	223,859			$	77,240			$	3,334,561
Weighted average FICO scores and the weighted average combined LTV ratio	'
	The following table shows the weighted average FICO scores and the weighted average combined LTV ratios as of the periods indicated below:
		March 31,			December 31,
		2014			2013
	Residential portfolio
	FICO score (re-scored) (1)	738			738
	LTV (re-valued) (2)	67.1	%		67	%
	Home equity portfolio
	FICO score (re-scored) (1)	764			763
	LTV (re-valued) (2)	53.1	%		53	%
	-1	The average FICO scores for March 31, 2014 are based upon rescores available from February 28, 2014 and origination score data for loans booked between March 1, 2014 and March 31, 2014. The average FICO scores for December 31, 2013 are based upon rescores available from November 30, 2013 and origination score data for loans booked between December 1, 2013 and December 31, 2013.
	-2	The combined LTV ratios for March 31, 2014 are based upon updated automated valuations as of February 28, 2013 and origination value data for loans booked between March 1, 2013 and March 31, 2014. The combined LTV ratios for December 31, 2013 are based upon updated automated valuations as of February 28, 2013 and origination value data for loans booked from March 1, 2013 through December 31, 2013. For home equity loans and lines in a subordinate lien, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines.
Summary of nonaccrual loans	'
	The following table shows nonaccrual loans at the dates indicated:
		March 31, 2014				December 31, 2013
		(Dollars in thousands)
	Commercial and industrial	$	3,299			$	4,178
	Commercial real estate	13,870				11,734
	Commercial construction	100				100
	Small business	788				633
	Residential real estate	10,632				10,329
	Home equity	7,062				7,068
	Other consumer	28				92
	Total nonaccrual loans (1)	$	35,779			$	34,134
	-1	Included in these amounts were $7.0 million and $7.5 million of nonaccruing TDRs at March 31, 2014 and December 31, 2013, respectively.
Age analysis of past due financing receivables	'
	The following table shows the age analysis of past due financing receivables as of the dates indicated:
		31-Mar-14
		30-59 days							60-89 days							90 days or more							Total Past Due									Total		Recorded
																																Financing		Investment
																																Receivables		>90 Days
		Number			Principal				Number			Principal				Number			Principal				Number		Principal			Current						and Accruing
		of Loans			Balance				of Loans			Balance				of Loans			Balance				of Loans		Balance
		(Dollars in thousands)
	Loan Portfolio
	Commercial and industrial	18			$	1,491			9			$	1,460			19			$	3,021			46		$	5,972		$	816,537			$	822,509	$	—
	Commercial real estate	18			5,144				8			3,917				19			9,230				45		18,291			2,264,648				2,282,939		—
	Commercial construction	—			—				—			—				1			100				1		100			239,436				239,536		—
	Small business	11			276				—			—				16			354				27		630			77,517				78,147		—
	Residential real estate	20			2,760				9			1,737				39			6,293				68		10,790			527,836				538,626		368
	Home equity	19			1,604				6			278				27			2,749				52		4,631			822,654				827,285		—
	Other consumer	89			476				17			32				16			49				122		557			17,670				18,227		24
	Total	175			$	11,751			49			$	7,424			137			$	21,796			361		$	40,971		$	4,766,298			$	4,807,269	$	392
		31-Dec-13
		30-59 days							60-89 days							90 days or more							Total Past Due									Total		Recorded
																																Financing		Investment
																																Receivables		>90 Days
		Number			Principal				Number			Principal				Number			Principal				Number		Principal			Current						and Accruing
		of Loans			Balance				of Loans			Balance				of Loans			Balance				of Loans		Balance
		(Dollars in thousands)
	Loan Portfolio
	Commercial and industrial	9			$	743			6			$	327			20			$	3,763			35		$	4,833		$	779,369			$	784,202	$	—
	Commercial real estate	21			8,643				2			356				30			8,155				53		17,154			2,232,106				2,249,260		—
	Commercial construction	1			847				—			—				1			100				2		947			222,912				223,859		—
	Small business	18			353				6			227				14			247				38		827			76,413				77,240		—
	Residential real estate	23			2,903				8			1,630				39			6,648				70		11,181			530,262				541,443		462
	Home equity	27			1,922				8			852				23			2,055				58		4,829			817,312				822,141		—
	Other consumer	110			514				30			106				34			148				174		768			19,394				20,162		63
	Total	209			$	15,925			60			$	3,498			161			$	21,116			430		$	40,539		$	4,677,768			$	4,718,307	$	525
Summary of Troubled Debt Restructuring and other pertinent information	'
	The following table shows the Company’s total TDRs and other pertinent information as of the dates indicated:
		March 31, 2014				December 31, 2013
		(Dollars in thousands)
	TDRs on accrual status	$	40,329			$	38,410
	TDRs on nonaccrual	6,998				7,454
	Total TDRs	$	47,327			$	45,864
	Amount of specific reserves included in the allowance for loan losses associated with TDRs:	$	2,044			$	2,474
	Additional commitments to lend to a borrower who has been a party to a TDR:	$	2,071			$	1,877
Change in investment recorded subsequent to modifications	'
	The following table shows the modifications which occurred during the periods indicated and the change in the recorded investment subsequent to the modifications occurring:
		Three Months Ended
		March 31, 2014
		Number of			Pre-Modification				Post-Modification
		Contracts			Outstanding				Outstanding
					Recorded				Recorded
					Investment				Investment (1)
		(Dollars in thousands)
	Troubled debt restructurings
	Commercial & industrial	9			$	424			$	424
	Commercial real estate	6			1,883				1,883
	Small business	1			58				58
	Residential real estate	2			513				542
	Other consumer	1			8				8
	Total	19			$	2,886			$	2,915
		Three Months Ended
		March 31, 2013
		Number of			Pre-Modification				Post-Modification
		Contracts			Outstanding				Outstanding
					Recorded				Recorded
					Investment				Investment (1)
		(Dollars in thousands)
	Troubled debt restructurings
	Small business	4			$	268			$	268
	Residential real estate	4			1,156				1,182
	Home equity	2			165				165
	Other consumer	2			11				11
	Total	12			$	1,600			$	1,626
	-1	The post-modification balances represent the balance of the loan on the date of modifications. These amounts may show an increase when modifications include a capitalization of interest.
Post modification balance of Troubled Debt Restructuring	'
	The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated:
		Three Months Ended March 31
		2014				2013
		(Dollars in thousands)
	Extended maturity	$	835			$	268
	Adjusted interest rate	728				—
	Combination rate & maturity	1,344				1,347
	Court ordered concession	8				11
	Total	$	2,915			$	1,626
Troubled Debt Restructurings that subsequently defaulted	'
	The following table shows the loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated. The Company considers a loan to have defaulted when it reaches 90 days past due.
		Three Months Ended March 31
		2014							2013
		Number			Recorded				Number			Recorded
		of Contracts			Investment				of Contracts			Investment
		(Dollars in thousands)
	Troubled debt restructurings that subsequently defaulted
	Commercial & industrial	2			$	52			2			$	201
	Commercial real estate	1			176				2			494
	Residential real estate	1			327				—			—
	Total	4			$	555			4			$	695
Impaired loans by loan portfolio	'
	The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated:
		31-Mar-14
		Recorded				Unpaid				Related
		Investment				Principal				Allowance
						Balance
		(Dollars in thousands)
	With no related allowance recorded
	Commercial & industrial	$	5,064			$	5,615			$	—
	Commercial real estate	21,227				22,908				—
	Commercial construction	100				408				—
	Small business	1,401				1,603				—
	Residential real estate	2,930				3,095				—
	Home equity	4,514				4,580				—
	Other consumer	402				408				—
	Subtotal	35,638				38,617				—
	With an allowance recorded
	Commercial & industrial	$	3,490			$	3,545			$	647
	Commercial real estate	15,849				16,889				369
	Small business	451				566				109
	Residential real estate	13,672				14,717				1,641
	Home equity	619				690				114
	Other consumer	784				786				62
	Subtotal	34,865				37,193				2,942
	Total	$	70,503			$	75,810			$	2,942
		31-Dec-13
		Recorded				Unpaid				Related
		Investment				Principal				Allowance
						Balance
		(Dollars in thousands)
	With no related allowance recorded
	Commercial & industrial	$	7,147			$	7,288			$	—
	Commercial real estate	14,283				15,891				—
	Commercial construction	100				408				—
	Small business	1,474				1,805				—
	Residential real estate	1,972				2,026				—
	Home equity	4,263				4,322				—
	Other consumer	446				446				—
	Subtotal	29,685				32,186				—
	With an allowance recorded
	Commercial & industrial	$	2,001			$	2,045			$	1,150
	Commercial real estate	25,233				25,377				765
	Small business	429				462				109
	Residential real estate	13,228				14,197				1,564
	Home equity	627				694				116
	Other consumer	852				856				70
	Subtotal	42,370				43,631				3,774
	Total	$	72,055			$	75,817			$	3,774
Interest income recognized on impaired loans	'
	The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated:
		Three Months Ended
		March 31, 2014
		Average				Interest
		Recorded				Income
		Investment				Recognized
		(Dollars in thousands)
	With no related allowance recorded
	Commercial & industrial	$	5,409			$	68
	Commercial real estate	21,522				333
	Commercial construction	100				3
	Small business	1,456				24
	Residential real estate	2,938				28
	Home equity	4,529				52
	Other consumer	413				8
	Subtotal	36,367				516
	With an allowance recorded
	Commercial & industrial	$	3,516			$	39
	Commercial real estate	16,640				207
	Small business	460				8
	Residential real estate	13,679				132
	Home equity	623				7
	Other consumer	800				7
	Subtotal	35,718				400
	Total	$	72,085			$	916
		Three Months Ended
		March 31, 2013
		Average				Interest
		Recorded				Income
		Investment				Recognized
		(Dollars in thousands)
	With no related allowance recorded
	Commercial & industrial	$	5,111			$	73
	Commercial real estate	13,945				222
	Commercial construction	1,609				13
	Small business	1,241				20
	Residential real estate	2,532				23
	Home equity	4,019				46
	Other consumer	670				13
	Subtotal	29,127				410
	With an allowance recorded
	Commercial & industrial	$	2,760			$	40
	Commercial real estate	17,381				268
	Small business	891				13
	Residential real estate	13,930				135
	Home equity	441				6
	Other consumer	1,283				12
	Subtotal	36,686				474
	Total	$	65,813			$	884
Certain Loans Acquired In Transfer Accounted For As Debt Securities Acquired During Period	'
	The following table displays certain information pertaining to purchased credit impaired loans at the dates indicated:
		March 31, 2014				December 31, 2013
		(Dollars in thousands)
	Outstanding balance	$	33,168			$	33,555
	Carrying amount	$	29,131			$	29,544
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield Movement Schedule	'
	The following table summarizes activity in the accretable yield for the PCI loan portfolio:
		(Dollars in thousands)
	Balance at January 1, 2013	$	2,464
	Acquisition	386
	Accretion	(1,812		)
	Other change in expected cash flows (2)	1,142
	Reclassification from nonaccretable difference for loans with improved cash flows (1)	334
	Balance at December 31, 2013	2,514
	Balance at January 1, 2014	$	2,514
	Accretion	(377		)
	Other change in expected cash flows (2)	541
	Reclassification from nonaccretable difference for loans with improved cash flows (1)	—
	Balance at March 31, 2014	$	2,678
	(1) Results in increased interest income during the period in which the loan paid off.
	(2) Represents changes in cash flows expected to be collected and resulting in increased interest income as a prospective yield adjustment over the remaining life of the loan(s).

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Summary of earnings per share	'
	Earnings per share consisted of the following components for the periods indicated:
		Three Months Ended
		31-Mar
		2014			2013
		(Dollars in thousands, except per share data)
	Net income	$	13,383		$	12,252
	Weighted Average Shares
	Basic shares	23,819,065			22,823,753
	Effect of diluted securities	100,173			46,040
	Dilutive shares	23,919,238			22,869,793
	Net income per share
	Basic EPS	$	0.56		$	0.54
	Effect of diluted securities	—			—
	Dilutive EPS	$	0.56		$	0.54
Details of anti dilutive options to purchase common stock	'
	The following table illustrates the options to purchase common stock and the shares of performance-based restricted stock that were excluded from the calculation of diluted earnings per share because they were anti-dilutive:
		Three Months Ended
		31-Mar
		2014		2013
	Stock options	—		268,400
	Performance-based restricted stock	1,242		—

Stock_Based_Compensation_Table

Stock Based Compensation (Tables)	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Restricted stock compensation footnote	'
	During 2014, the Company made the following awards of restricted stock:
	Date	Shares Granted	Plan	Grant Date Fair Value		Vesting Period
	3/20/14	65,950	2005 Employee Stock Plan	$	39.82	Ratably over 5 years from grant date
	3/31/14	3,000	2005 Employee Stock Plan	$	39	Ratably over 3 years from grant date

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'
	The following table reflects the Company’s derivative positions for the periods indicated below for interest rate swaps which qualify as cash flow hedges for accounting purposes:
	31-Mar-14
	Notional Amount				Trade Date		Effective Date		Maturity Date	Receive (Variable) Index		Current  Rate Received			Pay Fixed Swap Rate			Fair Value
	(Dollars in thousands)
	$	25,000			16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.23	%		5.04	%		$	(2,894	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.23	%		5.04	%		(2,895		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18	3 Month LIBOR		0.24	%		2.94	%		(1,485		)
	50,000				17-Nov-09		20-Dec-10		20-Dec-14	3 Month LIBOR		0.23	%		3.04	%		(1,019		)
	25,000				5-May-11		10-Jun-11		10-Jun-15	3 Month LIBOR		0.24	%		1.71	%		(427		)
	$	150,000																$	(8,720	)
	31-Dec-13
	Notional Amount				Trade Date		Effective Date		Maturity Date	Receive (Variable) Index		Current  Rate Received			Pay Fixed Swap Rate			Fair Value
									(Dollars in thousands)
	$	25,000			16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.24	%		5.04	%		$	(3,151	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16	3 Month LIBOR		0.24	%		5.04	%		(3,152		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18	3 Month LIBOR		0.24	%		2.94	%		(1,493		)
	50,000				17-Nov-09		20-Dec-10		20-Dec-14	3 Month LIBOR		0.25	%		3.04	%		(1,341		)
	25,000				5-May-11		10-Jun-11		10-Jun-15	3 Month LIBOR		0.24	%		1.71	%		(493		)
	$	150,000																$	(9,630	)
Summary of customer related derivative positions, not designated as hedging	'
	The following table reflects the Company’s customer related derivative positions for the periods indicated below for those derivatives not designated as hedging:
					Notional Amount Maturing
		Number of  Positions (1)			Less than 1 year				Less than 2 years		Less than 3 years			Less than 4 years			Thereafter			Total		Fair Value
		31-Mar-14
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	172			$	54,500			93,550		44,183			42,593			356,467			$	591,293	$	11,802
	Pay fixed, receive variable	166			$	54,500			93,550		44,183			42,593			356,467			$	591,293	$	(11,823	)
	Foreign exchange contracts
	Buys foreign currency, sells US currency	12			$	35,584			—		—			—			—			$	35,584	$	479
	Buys US currency, sells foreign currency	12			$	35,584			—		—			—			—			$	35,584	$	(463	)
		31-Dec-13
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	168			$	48,882			97,975		42,957			42,116			329,554			$	561,484	$	9,484
	Pay fixed, receive variable	162			$	48,882			97,975		42,957			42,116			329,554			$	561,484	$	(9,523	)
	Foreign exchange contracts
	Buys foreign currency, sells US currency	6			$	11,367			—		—			—			—			$	11,367	$	396
	Buys US currency, sells foreign currency	6			$	11,367			—		—			—			—			$	11,367	$	(390	)
	-1	The Company may enter into one swap agreement which offsets multiple reverse swap agreements. The positions will offset and the terms will be identical.
Fair value of derivative financial instruments as well as their classification on the balance sheet	'
	The table below presents the fair value of the Company’s derivative financial instruments as well as their classification on the balance sheet at the periods indicated:
		Asset Derivatives									Liability Derivatives
		Balance Sheet		Fair Value at March 31,  2014				Fair Value at December 31,			Balance Sheet		Fair Value at March 31,  2014				Fair Value at December 31,
		Location						2013			Location						2013
		(Dollars in thousands)
	Derivatives designated as hedges
	Interest rate swaps	Other assets		$	—			$	—		Other liabilities		$	8,720			$	9,630
	Derivatives not designated as hedges
	Customer Related Positions:
	Loan level swaps	Other assets		$	15,958			$	16,301		Other liabilities		$	15,979			$	16,340
	Foreign exchange contracts	Other assets		479				396			Other liabilities		463				390
	Mortgage Derivatives:
	Interest rate lock commitments	Other assets		262				204			Other liabilities		—				—
	Forward TBA mortgage contracts	Other assets		9				64			Other liabilities		—				—
	Forward sales agreements	Other assets		—				—			Other liabilities		78				35
	Total			$	16,708			$	16,965				$	16,520			$	16,765
Effect of derivative financial instruments included in OCI and current earnings	'
	The table below presents the effect of the Company’s derivative financial instruments included in OCI and current earnings for the periods indicated:
		Three Months Ended
		31-Mar
		2014				2013
		(Dollars in thousands)
	Derivatives designated as hedges
	Loss in OCI on derivatives (effective portion), net of tax	$	(177	)		$	(3	)
	Loss reclassified from OCI into interest expense (effective portion)	$	(1,148	)		$	(1,414	)
	Loss recognized in income on derivatives (ineffective portion & amount excluded from effectiveness testing)
	Interest expense	$	—			$	—
	Other expense	—				—
	Total	$	—			$	—
	Derivatives not designated as hedges
	Changes in fair value of customer related positions
	Other income	$	29			$	12
	Other expense	(1		)		(25		)
	Changes in fair value of mortgage derivatives
	Mortgage banking income	(40		)		140
	Total	$	(12	)		$	127

Asset_Liability_Derivative_Pos

Asset & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Tables)	3 Months Ended
	Mar. 31, 2014
Offsetting [Abstract]	'
Financial Instruments Derivative Assets Liabilities and resell agreements net of amount not offset [Table Text Block]	'
	The following tables present the Company's asset and liability derivative positions and the potential effect of netting arrangements on its financial position, as of the periods indicated:
								Gross Amounts Not Offset in the Statement of Financial Position
		Gross Amounts Recognized in the Statement of Financial Position		Gross Amounts Offset in the Statement of Financial Position		Net Amounts Presented in the Statement of Financial Position		Financial Instruments (1)		Collateral Pledged (Received)			Net Amount
		March 31, 2014
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—		$	—
	Loan level swaps	15,958		—		15,958		2,078		—			13,880
	Customer foreign exchange contracts	479		—		479		—		—			479
		$	16,437	$	—	$	16,437	$	2,078	$	—		$	14,359
	Derivative Liabilities
	Interest rate swaps	$	8,720	$	—	$	8,720	$	—	$	8,720		$	—
	Loan level swaps	15,979		—		15,979		2,078		11,823			2,078
	Customer foreign exchange contracts	463		—		463		—		—			463
	Repurchase agreements
	Customer repurchase agreements	128,485		—		128,485		—		(128,485		)	—
	Wholesale repurchase agreements	50,000		—		50,000		—		(50,000		)	—
		$	203,647	$	—	$	203,647	$	2,078	$	(157,942	)	$	2,541
	-1	Includes loan level swaps which are not subject to a master netting arrangement and thus are not offset in the statement of financial position.
								Gross Amounts Not Offset in the Statement of Financial Position
		Gross Amounts Recognized in the Statement of Financial Position		Gross Amounts Offset in the Statement of Financial Position		Net Amounts Presented in the Statement of Financial Position		Financial Instruments		Collateral Pledged (Received)			Net Amount
		December 31, 2013
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—		$	—
	Loan level swaps	16,301		—		16,301		2,823		—			13,478
	Customer foreign exchange contracts	396		—		396		—		—			396
		$	16,697	$	—	$	16,697	$	2,823	$	—		$	13,874
	Derivative Liabilities
	Interest rate swaps	$	9,630	$	—	$	9,630	$	—	$	9,630		$	—
	Loan level swaps	16,340		—		16,340		2,823		10,108			3,409
	Customer foreign exchange contracts	390		—		390		—		—			390
	Repurchase agreements
	Customer repurchase agreements	149,288		—		149,288		—		(149,288		)	—
	Wholesale repurchase agreements	50,000		—		50,000		—		(50,000		)	—
		$	225,648	$	—	$	225,648	$	2,823	$	(179,550	)	$	3,799

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Assets and liabilities measured at fair value on a recurring basis	'
	Assets and liabilities measured at fair value at the periods indicated were as follows:
					Fair Value Measurements at Reporting Date Using
		Balance			Quoted Prices			Significant				Significant
					in Active			Other				Unobservable
					Markets for			Observable				Inputs
					Identical			Inputs				(Level 3)
					Assets			(Level 2)
					(Level 1)
		31-Mar-14
		(Dollars in thousands)
	Recurring fair value measurements
	Assets
	Securities available for sale
	U.S. Government agency securities	$	40,924		$	—		$	40,924			$	—
	Agency mortgage-backed securities	226,765			—			226,765				—
	Agency collateralized mortgage obligations	55,455			—			55,455				—
	State, county, and municipal securities	5,450			—			5,450				—
	Single issuer trust preferred securities issued by banks	3,017			—			3,017				—
	Pooled trust preferred securities issued by banks and insurers	4,967			—			—				4,967
	Equity securities	11,680			11,680			—				—
	Loans held for sale	6,788			—			6,788				—
	Derivative instruments	16,708			—			16,708				—
	Liabilities
	Derivative instruments	25,240			—			25,240				—
	Total recurring fair value measurements	$	346,514		$	11,680		$	329,867			$	4,967
	Nonrecurring fair value measurements
	Assets
	Collateral dependent impaired loans	$	12,096		$	—		$	—			$	12,096
	Other real estate owned	7,830			—			—				7,830
	Total nonrecurring fair value measurements	$	19,926		$	—		$	—			$	19,926
		31-Dec-13
		(Dollars in thousands)
	Recurring fair value measurements
	Assets
	Securities available for sale
	U.S. government agency securities	$	40,449		$	—		$	40,449			$	—
	Agency mortgage-backed securities	234,591			—			234,591				—
	Agency collateralized mortgage obligations	58,153			—			58,153				—
	State, county, and municipal securities	5,412			—			5,412				—
	Single issuer trust preferred securities issued by banks	2,952			—			2,952				—
	Pooled trust preferred securities issued by banks and insurers	3,841			—			—				3,841
	Equity securities	11,464			11,464			—				—
	Loans held for sale	8,882			—			8,882				—
	Derivative instruments	16,965			—			16,965				—
	Liabilities
	Derivative instruments	26,395			—			26,395				—
	Total recurring fair value measurements	$	356,314		$	11,464		$	341,009			$	3,841
	Nonrecurring fair value measurements
	Assets
	Collateral dependent impaired loans	$	10,328		$	—		$	—			$	10,328
	Other real estate owned	7,466			—			—				7,466
	Total nonrecurring fair value measurements	$	17,794		$	—		$	—			$	17,794
Reconciliation for all assets and liabilities measured at fair value on a recurring basis	'
	The table below presents a reconciliation for all assets and liabilities measured at fair value on a recurring basis using significant unobservable inputs (Level 3). These instruments were valued using pricing models and discounted cash flow methodologies.
		Securities Available for Sale:
		Pooled Trust			Private			Total
		Preferred			Mortgage-
		Securities			Backed
					Securities
		(Dollars in thousands)
	Balance at January 1, 2014	$	3,841		$	—		$	3,841
	Gains and (losses) (realized/unrealized)
	Included in other comprehensive income	1,162			—			1,162
	Settlements	(36		)	—			(36		)
	Balance at March 31, 2014	$	4,967		$	—		$	4,967
	Balance at January 1, 2013	$	2,981		$	3,532		$	6,513
	Gains and (losses) (realized/unrealized)
	Included in other comprehensive income	480			(38		)	442
	Settlements	(169		)	(124		)	(293		)
	Balance at March 31, 2013	$	3,292		$	3,370		$	6,662
Investments in securities that are classified as level 3	'
	The following table sets forth certain unobservable inputs regarding the Company’s investment in securities that are classified as Level 3 for the periods indicated:
			March 31,			December 31,					March 31,		December 31,	March 31,		December 31,
			2014			2013					2014		2013	2014		2013
	Valuation Technique		Fair Value						Unobservable Inputs		Range			Weighted Average
			(Dollars in Thousands)
	Discounted cash flow methodology
	Pooled trust preferred securities		$	4,967		$	3,841		Cumulative prepayment		0% - 75%		0% - 76%	7.00%		7.20%
									Cumulative default		3% - 100%		3% - 100%	16.50%		18.10%
									Loss given default		85% - 100%		85% - 100%	95.90%		95.70%
									Cure given default		0% - 75%		0% - 75%	37.40%		39.90%
	Appraisals of collateral (1)
	Impaired loans		$	12,096		$	10,328
	Other real estate owned		$	7,830		$	7,466
	-1	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable. Appraisals may be adjusted by management for qualitative factors such as economic factors and estimated liquidation expenses. The range of these possible adjustments may vary.
The estimated fair values and related carrying amounts for assets and liabilities	'
	The estimated fair values and related carrying amounts for assets and liabilities for which fair value is only disclosed are shown below as of the periods indicated:
								Fair Value Measurements at Reporting Date Using
		Carrying			Fair			Quoted Prices			Significant			Significant
		Value			Value			in Active			Other			Unobservable
								Markets for			Observable			Inputs
								Identical			Inputs			(Level 3)
								Assets			(Level 2)
								(Level 1)
		31-Mar-14
		(Dollars in thousands)
	Financial assets
	Securities held to maturity (a)
	U.S. Treasury securities	$	1,011		$	1,053		—			$	1,053		—
	Agency mortgage-backed securities	175,069			177,336			—			177,336			—
	Agency collateralized mortgage obligations	192,293			188,704			—			188,704			—
	State, county, and municipal securities	678			689			—			689			—
	Single issuer trust preferred securities issued by banks	1,501			1,526			—			1,526			—
	Corporate debt securities	5,004			5,219			—			5,219			—
	Loans, net of allowance for loan losses (b)	4,753,640			4,738,582			—			—			4,738,582
	Financial liabilities
	Time certificates of deposits (c)	$	725,286		$	728,262		—			$	728,262		—
	Federal Home Loan Bank borrowings (c)	140,228			140,324			—			140,324			—
	Customer repurchase agreements and other short-term borrowings (c)	128,485			128,485			—			—			128,485
	Wholesale repurchase agreements (c)	50,000			51,132			—			—			51,132
	Junior subordinated debentures (d)	73,852			70,895			—			70,895			—
	Subordinated debentures (c)	30,000			28,482			—			—			28,482
								Fair Value Measurements at Reporting Date Using
		Carrying			Fair			Quoted Prices				Significant			Significant
		Value			Value			in Active				Other			Unobservable
								Markets for				Observable			Inputs
								Identical				Inputs			(Level 3)
								Assets				(Level 2)
								(Level 1)
		December 31, 2013
		(Dollars in thousands)
	Financial assets
	Securities held to maturity (a)
	U.S. Treasury securities	$	1,011		$	1,042		$	—			$	1,042		$	—
	Agency mortgage-backed securities	155,067			155,951			—				155,951			—
	Agency collateralized mortgage obligations	187,388			182,036			—				182,036			—
	State, county, and municipal securities	678			685			—				685			—
	Single issuer trust preferred securities issued by banks	1,503			1,526			—				1,526			—
	Corporate debt securities	5,005			5,215			—				5,215			—
	Loans, net of allowance for loan losses (b)	4,665,068			4,655,920			—				—			4,655,920
	Financial liabilities
	Time certificates of deposits (c)	$	743,628		$	746,908		$	—			$	746,908		$	—
	Federal Home Loan Bank borrowings (c)	140,294			140,321			—				140,321			—
	Customer repurchase agreements and other short-term borrowings (c)	154,288			154,349			—				—			154,349
	Wholesale repurchase agreements (c)	50,000			51,298			—				—			51,298
	Junior subordinated debentures (d)	73,906			67,481			—				67,481			—
	Subordinated debentures (c)	30,000			28,396			—				—			28,396
	(a)	The fair values presented are based on quoted market prices, where available. If quoted market prices are not available, fair values are based on quoted market prices of comparable instruments and/or discounted cash flow analyses.
	(b)	Fair value is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities or cash flows.
	(c)	Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities.
	(d)	Fair value was determined based upon market prices of securities with similar terms and maturities.

Comprehensive_IncomeLoss_Table

Comprehensive Income/Loss (Tables)	3 Months Ended
	Mar. 31, 2014
Comprehensive Income Loss [Abstract]	'
Comprehensive income	'
	Information on the Company’s comprehensive income (loss), presented net of taxes, is set forth below for the periods indicated:
		Three Months Ended March 31, 2014
		Pre Tax			Tax (Expense)			After Tax
		Amount			Benefit			Amount
		(Dollars in thousands)
	Change in fair value of securities available for sale	$	3,287		$	(1,316	)	$	1,971
	Less: net security gains reclassified into other noninterest income	91			(37		)	54
	Net change in fair value of securities available for sale	3,196			(1,279		)	1,917
	Change in fair value of cash flow hedges (1)	(300		)	123			(177		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense	(1,148		)	469			(679		)
	Net change in fair value of cash flow hedges	848			(346		)	502
	Net loss during the period and amortization of certain costs included in net periodic retirement costs (2)	(66		)	27			(39		)
	Total other comprehensive income	$	3,978		$	(1,598	)	$	2,380
		Three Months Ended March 31, 2013
		Pre Tax			Tax (Expense)			After Tax
		Amount			Benefit			Amount
		(Dollars in thousands)
	Change in fair value of securities available for sale	$	(1,232	)	$	455		$	(777	)
	Less: net security losses reclassified into other noninterest income	—			—			—
	Change in fair value of securities available for sale	(1,232		)	455			(777		)
	Change in fair value of cash flow hedges (1)	(5		)	2			(3		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense	(1,414		)	578			(836		)
	Net change in fair value of cash flow hedges	1,409			(576		)	833
	Net gain during the period and amortization of certain costs included in net periodic retirement costs (2)	22			(21		)	1
	Total other comprehensive income	$	199		$	(142	)	$	57
	-1	The change in fair value of cash flow hedges includes the remaining balance of a realized but unrecognized gain, net of tax, from the termination of interest rate swaps in June 2009. The original gain of $1.4 million, net of tax, is being recognized in earnings through December 2018, the original maturity date of the swap. The balance of this gain has amortized to $678,000 and $823,000 at March 31, 2014 and 2013, respectively.
	-2	The amortization of prior service costs is included in the computation of net periodic pension cost as disclosed in the Employee Benefit Plans footnote in the Company's Annual Report on Form 10-K for the year ended December 31, 2013, filed with the Securities and Exchange Commission.
Company's accumulated other comprehensive loss, net of tax	'
	Information on the Company’s accumulated other comprehensive income (loss), net of tax is comprised of the following components as of the periods indicated:
		Unrealized Gain (Loss) on Securities			Unrealized Loss on Cash Flow Hedge			Deferred Gain on Hedge Transactions			Defined Benefit Pension Plans			Accumulated Other Comprehensive Loss
		2014
		(Dollars in thousands)
	Beginning balance January 1, 2014	$	(2,023	)	$	(5,698	)	$	715		$	(428	)	$	(7,434	)
	Net change in other comprehensive income	$	1,917		$	539		$	(37	)	$	(39	)	$	2,380
	Ending balance March 31, 2014	(106		)	(5,159		)	678			(467		)	(5,054		)
		2013
	Beginning balance January 1, 2013	$	5,478		$	(9,577	)	$	859		$	(1,286	)	$	(4,526	)
	Net change in other comprehensive income	$	(777	)	$	869		$	(36	)	$	1		$	57
	Ending balance March 31, 2013	4,701			(8,708		)	823			(1,285		)	(4,469		)

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Schedule of Fair Value, Off-balance Sheet Risks [Table Text Block]	'
	Financial instruments with off-balance-sheet risk were as follows at the dates indicated:
		March 31, 2014		December 31, 2013
		(Dollars In thousands)
	Commitments to extend credit	$	1,590,051	$	1,621,873
	Standby letters of credit	21,387		18,923
	Deferred standby letter of credit fees	60		87

Investments_is_Low_Income_Hous1

Investments is Low Income Housing Tax Credits Investements in Low Income Housing Tax Credits (Tables)	3 Months Ended
	Mar. 31, 2014
Investments in Low Income Housing Tax Credits [Abstract]	'
Investments in Low Income Housing Projects [Table Text Block]	'
	The following table presents the pertinent information related to the Company's investments in low income housing projects as of the date indicated:
		31-Mar-14
		(dollars in thousands)
	Original investment value	$	27,543
	Current recorded investment	26,946
	Unfunded liability obligation	23,279
	Tax credits and benefits (1)	1,629
	Amortization of investments (2)	1,101
	Net income tax benefit (3)	528
	-1	The amount reflected in this row represent both the tax credits as well as the tax benefits expected to be generated by the Low Income Housing Projects operating loss for the year ended December 31, 2014.
	-2	This amount reduces the tax credits and benefits expected to be generated by the Low Income Housing Projects for the year ended December 31, 2014.
	-3	This amount represents the net tax benefit expected to be realized for the year ended December 31, 2014 in determining the Company's effective tax rate as of March 31, 2014.

Securities_Reconciliation_of_f

Securities (Reconciliation of fair value of securities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	$348,506	$360,317
Available for Sale Securities Gross Gain unrealized	7,451	7,675
Available for sale Securities, Unrealized Losses Other	-6,205	-8,801
Available for sale Securities, Other Than Temporary Impairment	-1,494	-2,329
Available for sale Securities, Fair Value, Total	348,258	356,862
Held to maturity Securities, Amortized Cost	375,556	350,652
Held to Maturity Securities Holding Gain Unrecognized	4,443	3,012
Held to Maturity Securities Holding Loss Unrecognized	-5,469	-7,209
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	374,530	346,455
Amortized Cost	724,062	710,969
Gross Unrealized Gains	11,894	10,687
Unrealized Losses Other	-11,674	-16,010
Other Than Temporary Impairment	-1,494	-2,329
Fair Value	722,788	703,317
U. S. Government Agency Securities [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	41,335	41,331
Available for Sale Securities Gross Gain unrealized	4	3
Available for sale Securities, Unrealized Losses Other	-415	-885
Available for sale Securities, Other Than Temporary Impairment	'	'
Available for sale Securities, Fair Value, Total	40,924	40,449
U.S. Treasury Securities [Member]	'	'
Reconciliation of fair value of securities	'	'
Held to maturity Securities, Amortized Cost	1,011	1,011
Held to Maturity Securities Holding Gain Unrecognized	42	31
Held to Maturity Securities Holding Loss Unrecognized	0	'
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	1,053	1,042
Agency Mortgage-Backed Securities [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	223,304	232,742
Available for Sale Securities Gross Gain unrealized	6,339	6,405
Available for sale Securities, Unrealized Losses Other	-2,878	-4,556
Available for sale Securities, Other Than Temporary Impairment	'	'
Available for sale Securities, Fair Value, Total	226,765	234,591
Held to maturity Securities, Amortized Cost	175,069	155,067
Held to Maturity Securities Holding Gain Unrecognized	2,523	1,917
Held to Maturity Securities Holding Loss Unrecognized	-255	-1,033
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	177,337	155,951
Agency Collateralized Mortgage Obligations [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	56,277	58,765
Available for Sale Securities Gross Gain unrealized	259	490
Available for sale Securities, Unrealized Losses Other	-1,081	-1,102
Available for sale Securities, Other Than Temporary Impairment	'	'
Available for sale Securities, Fair Value, Total	55,455	58,153
Held to maturity Securities, Amortized Cost	192,293	187,388
Held to Maturity Securities Holding Gain Unrecognized	1,627	824
Held to Maturity Securities Holding Loss Unrecognized	-5,214	-6,176
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	188,706	182,036
State, County, and Municipal Securities [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	5,415	5,439
Available for Sale Securities Gross Gain unrealized	36	1
Available for sale Securities, Unrealized Losses Other	-1	-28
Available for sale Securities, Other Than Temporary Impairment	'	'
Available for sale Securities, Fair Value, Total	5,450	5,412
Held to maturity Securities, Amortized Cost	678	678
Held to Maturity Securities Holding Gain Unrecognized	11	7
Held to Maturity Securities Holding Loss Unrecognized	0	'
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	689	685
Single Issuer Trust Preferred Securities Issued by Banks and Insurers [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	2,949	2,960
Available for Sale Securities Gross Gain unrealized	68	14
Available for sale Securities, Unrealized Losses Other	'	-22
Available for sale Securities, Other Than Temporary Impairment	'	'
Available for sale Securities, Fair Value, Total	3,017	2,952
Held to maturity Securities, Amortized Cost	1,501	1,503
Held to Maturity Securities Holding Gain Unrecognized	25	23
Held to Maturity Securities Holding Loss Unrecognized	0	'
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	1,526	1,526
Pooled Trust Preferred Securities Issued by Banks and Insurers [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	8,044	8,083
Available for Sale Securities Gross Gain unrealized	'	'
Available for sale Securities, Unrealized Losses Other	-1,583	-1,913
Available for sale Securities, Other Than Temporary Impairment	-1,494	-2,329
Available for sale Securities, Fair Value, Total	4,967	3,841
Marketable Equity Securities [Member]	'	'
Reconciliation of fair value of securities	'	'
Available for sale Securities, Amortized Cost	11,182	10,997
Available for Sale Securities Gross Gain unrealized	745	762
Available for sale Securities, Unrealized Losses Other	-247	-295
Available for sale Securities, Other Than Temporary Impairment	'	'
Available for sale Securities, Fair Value, Total	11,680	11,464
Corporate Debt Securities [Member]	'	'
Reconciliation of fair value of securities	'	'
Held to maturity Securities, Amortized Cost	5,004	5,005
Held to Maturity Securities Holding Gain Unrecognized	215	210
Held to Maturity Securities Holding Loss Unrecognized	0	'
Held to maturity Securities, Other Than Temporary Impairment	'	'
Held to Maturity, Fair Value, Total	$5,219	$5,215

Securities_Schedule_of_Contrac

Securities (Schedule of Contractual Maturities of Securities) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Available for Sale, Amortized Cost	'	'
Available for Sale, Amortized Cost, Due in one year or less	'	'
Available for Sale, Amortized Cost, Due after one year to five years	36,382	'
Available for Sale, Amortized Cost, Due after five to ten years	74,283	'
Available for Sale, Amortized Cost, Due after ten years	226,659	'
Available for Sale, Amortized Cost, Total debt securities	337,324	'
Available for Sale, Amortized Cost, Marketable equity securities	11,182	'
Available for Sale, Amortized Cost, Total	348,506	360,317
Available for Sale, Fair Value	'	'
Available for Sale, Fair Value, Due in one year or less	'	'
Available for Sale, Fair Value, Due after one year to five years	37,193	'
Available for Sale, Fair Value, Due after five to ten years	72,842	'
Available for Sale, Fair Value, Due after ten years	226,543	'
Available for Sale, Fair Value, Net debt securities	336,578	'
Available for Sale, Fair Value, Marketable equity securities	11,680	'
Available for sale Securities, Fair Value, Total	348,258	356,862
Held to Maturity, Amortized Cost	'	'
Held to Maturity, Amortized Cost, Due in one year or less	255	'
Held to Maturity, Amortized Cost, Due after one year to five years	5,821	'
Held to Maturity, Amortized Cost, Due after five to ten years	27,163	'
Held to Maturity, Amortized Cost, Due after ten years	342,317	'
Held to Maturity, Amortized Cost, Net debt securities	375,556	350,652
Held to Maturity, Amortized Cost, Marketable equity securities	'	'
Held to Maturity, Amortized Cost, Net	375,556	350,652
Held to Maturity, Fair Value	'	'
Held to Maturity, Fair Value, Due in one year or less	256	'
Held to Maturity, Fair Value, Due after one year to five years	6,071	'
Held to Maturity, Fair Value, Due after five to ten years	27,354	'
Held to Maturity, Fair Value, Due after ten years	340,849	'
Held to Maturity, Fair Value, Total	374,530	346,455
Held to Maturity, Fair Value, Marketable equity securities	'	'

Securities_Unrealized_Loss_NOT

Securities (Unrealized Loss NOT deemed to be OTTI) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	holding	holding
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	182	221
Fair value, less than 12 months	$331,980	$433,230
Unrealized losses, less than 12 months	-8,037	-13,520
Fair value, 12 months or longer	33,565	10,928
Unrealized losses, 12 months or longer	-3,637	-2,490
Fair value, Total	365,545	444,158
Unrealized losses, Total	-11,674	-16,010
U. S. Government Agency Securities [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	38	39
Fair value, less than 12 months	38,961	39,950
Unrealized losses, less than 12 months	-415	-885
Fair value, 12 months or longer	'	'
Unrealized losses, 12 months or longer	'	'
Fair value, Total	38,961	39,950
Unrealized losses, Total	-415	-885
Agency Mortgage-Backed Securities [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	110	124
Fair value, less than 12 months	165,251	202,004
Unrealized losses, less than 12 months	-2,797	-5,217
Fair value, 12 months or longer	6,193	5,108
Unrealized losses, 12 months or longer	-336	-372
Fair value, Total	171,444	207,112
Unrealized losses, Total	-3,133	-5,589
Agency Collateralized Mortgage Obligations [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	15	19
Fair value, less than 12 months	125,217	183,721
Unrealized losses, less than 12 months	-4,766	-7,278
Fair value, 12 months or longer	21,186	0
Unrealized losses, 12 months or longer	-1,529	0
Fair value, Total	146,403	183,721
Unrealized losses, Total	-6,295	-7,278
US States and Political Subdivisions Debt Securities [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	1	13
Fair value, less than 12 months	289	3,838
Unrealized losses, less than 12 months	-1	-28
Fair value, 12 months or longer	0	0
Unrealized losses, 12 months or longer	0	0
Fair value, Total	289	3,838
Unrealized losses, Total	-1	-28
Pooled Trust Preferred Securities Issued by Banks and Insurers [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	2	2
Fair value, less than 12 months	0	'
Unrealized losses, less than 12 months	0	'
Fair value, 12 months or longer	2,593	2,300
Unrealized losses, 12 months or longer	-1,583	-1,913
Fair value, Total	2,593	2,300
Unrealized losses, Total	-1,583	-1,913
Single Trust Preferred Securities [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	'	2
Fair value, less than 12 months	'	1,341
Unrealized losses, less than 12 months	'	22
Fair value, 12 months or longer	'	0
Unrealized losses, 12 months or longer	'	0
Fair value, Total	'	1,341
Unrealized losses, Total	'	22
Marketable Equity Securities [Member]	'	'
Summary of gross unrealized losses and fair value of investments	'	'
No of holdings	16	22
Fair value, less than 12 months	2,262	2,376
Unrealized losses, less than 12 months	-58	-90
Fair value, 12 months or longer	3,593	3,520
Unrealized losses, 12 months or longer	-189	-205
Fair value, Total	5,855	5,896
Unrealized losses, Total	($247)	($295)

Securities_Total_OTTI_Details

Securities (Total OTTI) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'	'
Gross change in OTTI recorded on certain investments	$833	$281
Portion of OTTI recognized in OCI	-833	-281
Total credit related OTTI losses recognized in earnings	'	'

Securities_Summary_of_Cumulati

Securities (Summary of Cumulative Credit Related Component of OTTI) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Summary of cumulative credit related component of OTTI	'	'
Balance at beginning of period	($9,997)	($10,847)
Add	'	'
Incurred on securities not previously impaired	0	0
Incurred on securities previously impaired	0	0
Less	'	'
Securities sold during the period	0	0
Reclassification due to changes in Company’s intent	0	0
Increases in cash flow expected to be collected	0	0
Balance at end of period	($9,997)	($10,847)

Securities_Details_Textual_Det

Securities (Details Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Investments, Debt and Equity Securities [Abstract]	'	'
Marketable Securities, Gain (Loss)	$91,000	'
Securities (Textual) [Abstract]	'	'
Callable Securities in Investment Portfolio	33,900,000	'
Investment Securities Pledged	$358,300,000	$360,100,000

Loans_Allowance_for_Loan_Losse2

Loans, Allowance for Loan Losses and Credit Quality (Allowance Allocations) (Details) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Financing Receivable, Allowance for Credit Losses [Line Items]	'		'
Amortization of Deferred Loan Origination Fees, Net	$2,287		$2,346
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	4,807,269	[1]	4,718,307	[1]
Ending Balance: Individually Evaluated for Impairment	70,503		72,055
Financing Receivable, Acquired with Deteriorated Credit Quality	29,131		29,544
Ending Balance: Collectively Evaluated for Impairment	4,707,635		4,616,708
Commercial and Industrial [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	822,509		784,202
Ending Balance: Individually Evaluated for Impairment	8,554		9,148
Financing Receivable, Acquired with Deteriorated Credit Quality	1		1
Ending Balance: Collectively Evaluated for Impairment	813,954		775,053
Commercial Real Estate [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	2,282,939		2,249,260
Ending Balance: Individually Evaluated for Impairment	37,076		39,516
Financing Receivable, Acquired with Deteriorated Credit Quality	18,439		18,612
Ending Balance: Collectively Evaluated for Impairment	2,227,424		2,191,132
Commercial Construction [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	239,536		223,859
Ending Balance: Individually Evaluated for Impairment	100		100
Financing Receivable, Acquired with Deteriorated Credit Quality	192		197
Ending Balance: Collectively Evaluated for Impairment	239,244		223,562
Small Business [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	78,147		77,240
Ending Balance: Individually Evaluated for Impairment	1,852		1,903
Financing Receivable, Acquired with Deteriorated Credit Quality	0		0
Ending Balance: Collectively Evaluated for Impairment	76,295		75,337
Residential Real Estate [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	538,626		541,443
Ending Balance: Individually Evaluated for Impairment	16,602		15,200
Financing Receivable, Acquired with Deteriorated Credit Quality	10,170		10,389
Ending Balance: Collectively Evaluated for Impairment	511,854		515,854
Consumer Home Equity [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	827,285		822,141
Ending Balance: Individually Evaluated for Impairment	5,133		4,890
Financing Receivable, Acquired with Deteriorated Credit Quality	315		326
Ending Balance: Collectively Evaluated for Impairment	821,837		816,925
Consumer Other [Member]	'		'
Allowance for loans based on collective and individual evaluation of impairment by loan category	'		'
Ending Balance: Total Loans by Group	18,227		20,162
Ending Balance: Individually Evaluated for Impairment	1,186		1,298
Financing Receivable, Acquired with Deteriorated Credit Quality	14		19
Ending Balance: Collectively Evaluated for Impairment	$17,027		$18,845
[1]	The amount of net deferred fees included in the ending balance was $2.3 million at both March 31, 2014 and December 31, 2013.

Loans_Allowance_for_Loan_Losse3

Loans, Allowance for Loan Losses and Credit Quality (ALLL - by category) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Summary of changes in allowance for loan losses	'	'
Beginning Balance	$53,239	$51,834
Charge-offs	-4,566	-1,574
Recoveries	454	346
Provision for loan losses	4,502	1,300
Ending Balance	53,629	51,906
Ending Balance: Individually Evaluated for Impairment	2,942	3,023
Ending Balance: Collectively Evaluated for Impairment	50,687	48,883
Commercial and Industrial [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	15,622	13,461
Charge-offs	-783	-423
Recoveries	79	136
Provision for loan losses	683	269
Ending Balance	15,601	13,443
Ending Balance: Individually Evaluated for Impairment	647	771
Ending Balance: Collectively Evaluated for Impairment	14,954	12,672
Commercial Real Estate [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	24,541	22,598
Charge-offs	-2,922	-407
Recoveries	68	'
Provision for loan losses	3,230	378
Ending Balance	24,917	22,569
Ending Balance: Individually Evaluated for Impairment	369	385
Ending Balance: Collectively Evaluated for Impairment	24,548	22,184
Commercial Construction [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	3,371	2,811
Charge-offs	'	'
Recoveries	'	'
Provision for loan losses	199	328
Ending Balance	3,570	3,139
Ending Balance: Individually Evaluated for Impairment	0	0
Ending Balance: Collectively Evaluated for Impairment	3,570	3,139
Small Business [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	1,215	1,524
Charge-offs	-268	-145
Recoveries	47	39
Provision for loan losses	213	-174
Ending Balance	1,207	1,244
Ending Balance: Individually Evaluated for Impairment	109	113
Ending Balance: Collectively Evaluated for Impairment	1,098	1,131
Residential Real Estate [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	2,760	2,930
Charge-offs	-128	-61
Recoveries	'	'
Provision for loan losses	197	179
Ending Balance	2,829	3,048
Ending Balance: Individually Evaluated for Impairment	1,641	1,577
Ending Balance: Collectively Evaluated for Impairment	1,188	1,471
Consumer Home Equity [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	5,036	7,703
Charge-offs	-94	-277
Recoveries	93	21
Provision for loan losses	-277	269
Ending Balance	4,758	7,716
Ending Balance: Individually Evaluated for Impairment	114	58
Ending Balance: Collectively Evaluated for Impairment	4,644	7,658
Consumer Other [Member]	'	'
Summary of changes in allowance for loan losses	'	'
Beginning Balance	694	807
Charge-offs	-371	-261
Recoveries	167	150
Provision for loan losses	257	51
Ending Balance	747	747
Ending Balance: Individually Evaluated for Impairment	62	119
Ending Balance: Collectively Evaluated for Impairment	$685	$628

Loans_Allowance_for_Loan_Losse4

Loans, Allowance for Loan Losses and Credit Quality (Internal Risk-Rating Categories for the Commercial Portfolio) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	$3,423,131	$3,334,561
Commercial and Industrial [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	822,509	784,202
Commercial Real Estate [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	2,282,939	2,249,260
Commercial Construction [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	239,536	223,859
Small Business [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	78,147	77,240
PASS [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	3,145,814	3,087,877
PASS [Member] | Commercial and Industrial [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	752,417	736,996
PASS [Member] | Commercial Real Estate [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	2,096,405	2,068,995
PASS [Member] | Commercial Construction [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	223,947	210,372
PASS [Member] | Small Business [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	73,045	71,514
POTENTIAL WEAKNESS [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	162,459	125,464
POTENTIAL WEAKNESS [Member] | Commercial and Industrial [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	44,354	21,841
POTENTIAL WEAKNESS [Member] | Commercial Real Estate [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	104,090	91,984
POTENTIAL WEAKNESS [Member] | Commercial Construction [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	10,929	8,608
POTENTIAL WEAKNESS [Member] | Small Business [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	3,086	3,031
DEFINITE WEAKNESS-LOSS UNLIKELY [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	102,483	117,507
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial and Industrial [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	23,303	24,409
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Real Estate [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	72,774	85,767
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Construction [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	4,560	4,779
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Small Business [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	1,846	2,552
PARTIAL LOSS PROBABLE [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	12,375	3,713
PARTIAL LOSS PROBABLE [Member] | Commercial and Industrial [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	2,435	956
PARTIAL LOSS PROBABLE [Member] | Commercial Real Estate [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	9,670	2,514
PARTIAL LOSS PROBABLE [Member] | Commercial Construction [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	100	100
PARTIAL LOSS PROBABLE [Member] | Small Business [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	170	143
DEFINITE LOSS [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	'	'
DEFINITE LOSS [Member] | Commercial and Industrial [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	'	'
DEFINITE LOSS [Member] | Commercial Real Estate [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	'	'
DEFINITE LOSS [Member] | Commercial Construction [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	'	'
DEFINITE LOSS [Member] | Small Business [Member]	'	'
Internal risk-rating categories for the Company's commercial portfolio	'	'
TOTAL	'	'

Loans_Allowance_for_Loan_Losse5

Loans, Allowance for Loan Losses and Credit Quality (Weighted Average FICO Scores and the Weighted Average Combined LTV Ratio) (Details)	Mar. 31, 2014		Dec. 31, 2013
	score		score
Residential Portfolio Segment [Member]	'		'
Weighted average FICO scores and the weighted average combined LTV Ratio	'		'
Weighted Average FICO Rating	738	[1]	738	[1]
Combined LTV (re-valued) (2)	67.10%	[2]	67.00%	[2]
Consumer Home Equity [Member]	'		'
Weighted average FICO scores and the weighted average combined LTV Ratio	'		'
Weighted Average FICO Rating	764	[1]	763	[1]
Combined LTV (re-valued) (2)	53.10%	[2]	53.00%	[2]
[1]	The average FICO scores for March 31, 2014 are based upon rescores available from February 28, 2014 and origination score data for loans booked between March 1, 2014 and March 31, 2014. The average FICO scores for December 31, 2013 are based upon rescores available from November 30, 2013 and origination score data for loans booked between December 1, 2013 and December 31, 2013.
[2]	The combined LTV ratios for March 31, 2014 are based upon updated automated valuations as of February 28, 2013 and origination value data for loans booked between March 1, 2013 and March 31, 2014. The combined LTV ratios for December 31, 2013 are based upon updated automated valuations as of February 28, 2013 and origination value data for loans booked from March 1, 2013 through December 31, 2013. For home equity loans and lines in a subordinate lien, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines.

Loans_Allowance_for_Loan_Losse6

Loans, Allowance for Loan Losses and Credit Quality (Summary of Nonaccrual Loans) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	$35,779	[1]	$34,134	[1]
Commercial and Industrial [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	3,299		4,178
Commercial Real Estate [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	13,870		11,734
Commercial Construction [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	100		100
Small Business [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	788		633
Residential Real Estate [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	10,632		10,329
Consumer Home Equity [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	7,062		7,068
Consumer - Other [Member]	'		'
Financing Receivable Impaired [Line Items]	'		'
Financing Receivable, Recorded Investment, Nonaccrual Status	$28		$92
[1]	Included in these amounts were $7.0 million and $7.5 million of nonaccruing TDRs at March 31, 2014 and December 31, 2013, respectively.

Loans_Allowance_for_Loan_Losse7

Loans, Allowance for Loan Losses and Credit Quality (Age Analysis of Past Due Financing Receivables) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	loan	loan
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	175	209
Principal Balance 30-59 Days	$11,751	$15,925
Number of Loans 60-89 Days	49	60
Principal Balance 60-89 Days	7,424	3,498
Number of Loans 90 Days or More	137	161
Principal Balance 90 Days or More	21,796	21,116
Number of Loans Total Past Due	361	430
Principal Balance Total Past Due	40,971	40,539
Current	4,766,298	4,677,768
Total Financing Receivables	4,807,269	4,718,307
Recorded Investment >90 Days and Accruing	392	525
Commercial and Industrial [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	18	9
Principal Balance 30-59 Days	1,491	743
Number of Loans 60-89 Days	9	6
Principal Balance 60-89 Days	1,460	327
Number of Loans 90 Days or More	19	20
Principal Balance 90 Days or More	3,021	3,763
Number of Loans Total Past Due	46	35
Principal Balance Total Past Due	5,972	4,833
Current	816,537	779,369
Total Financing Receivables	822,509	784,202
Recorded Investment >90 Days and Accruing	'	'
Commercial Real Estate [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	18	21
Principal Balance 30-59 Days	5,144	8,643
Number of Loans 60-89 Days	8	2
Principal Balance 60-89 Days	3,917	356
Number of Loans 90 Days or More	19	30
Principal Balance 90 Days or More	9,230	8,155
Number of Loans Total Past Due	45	53
Principal Balance Total Past Due	18,291	17,154
Current	2,264,648	2,232,106
Total Financing Receivables	2,282,939	2,249,260
Recorded Investment >90 Days and Accruing	'	'
Commercial Construction [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	'	1
Principal Balance 30-59 Days	'	847
Number of Loans 60-89 Days	'	'
Principal Balance 60-89 Days	'	'
Number of Loans 90 Days or More	1	1
Principal Balance 90 Days or More	100	100
Number of Loans Total Past Due	1	2
Principal Balance Total Past Due	100	947
Current	239,436	222,912
Total Financing Receivables	239,536	223,859
Recorded Investment >90 Days and Accruing	'	'
Small Business [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	11	18
Principal Balance 30-59 Days	276	353
Number of Loans 60-89 Days	'	6
Principal Balance 60-89 Days	'	227
Number of Loans 90 Days or More	16	14
Principal Balance 90 Days or More	354	247
Number of Loans Total Past Due	27	38
Principal Balance Total Past Due	630	827
Current	77,517	76,413
Total Financing Receivables	78,147	77,240
Recorded Investment >90 Days and Accruing	'	'
Residential Real Estate [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	20	23
Principal Balance 30-59 Days	2,760	2,903
Number of Loans 60-89 Days	9	8
Principal Balance 60-89 Days	1,737	1,630
Number of Loans 90 Days or More	39	39
Principal Balance 90 Days or More	6,293	6,648
Number of Loans Total Past Due	68	70
Principal Balance Total Past Due	10,790	11,181
Current	527,836	530,262
Total Financing Receivables	538,626	541,443
Recorded Investment >90 Days and Accruing	368	462
Consumer Home Equity [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	19	27
Principal Balance 30-59 Days	1,604	1,922
Number of Loans 60-89 Days	6	8
Principal Balance 60-89 Days	278	852
Number of Loans 90 Days or More	27	23
Principal Balance 90 Days or More	2,749	2,055
Number of Loans Total Past Due	52	58
Principal Balance Total Past Due	4,631	4,829
Current	822,654	817,312
Total Financing Receivables	827,285	822,141
Recorded Investment >90 Days and Accruing	'	'
Consumer - Other [Member]	'	'
Age Analysis of Past Due Financing Receivables	'	'
Number of Loans 30-59 Days	89	110
Principal Balance 30-59 Days	476	514
Number of Loans 60-89 Days	17	30
Principal Balance 60-89 Days	32	106
Number of Loans 90 Days or More	16	34
Principal Balance 90 Days or More	49	148
Number of Loans Total Past Due	122	174
Principal Balance Total Past Due	557	768
Current	17,670	19,394
Total Financing Receivables	18,227	20,162
Recorded Investment >90 Days and Accruing	$24	$63

Loans_Allowance_for_Loan_Losse8

Loans, Allowance for Loan Losses and Credit Quality (TDR's and Other Pertinent Information) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of Troubled Debt Restructurings and other pertinent information	'	'
TDRS ON ACCRUAL STATUS	$40,329	$38,410
TDRS ON NONACCRUAL	6,998	7,454
TOTAL TDR'S	47,327	45,864
AMOUNT OF SPECIFIC RESERVES INCLUDED IN THE ALLOWANCE FOR LOAN LOSSES ASSOCIATED WITH TDRS:	2,044	2,474
Loans and Leases Receivable, Impaired, Commitment to Lend	$2,071	$1,877

Loans_Allowance_for_Loan_Losse9

Loans, Allowance for Loan Losses and Credit Quality (Modifications which occurred during the period & change in recorded investment) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
	contract		contract
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	19		12
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$2,886		$1,600
Financing Receivable, Modifications, Post-Modification Recorded Investment	2,915	[1]	1,626	[1]
Commercial and Industrial [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	9		'
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	424		'
Financing Receivable, Modifications, Post-Modification Recorded Investment	424	[1]	'
Commercial Real Estate [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	6		'
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	1,883		'
Financing Receivable, Modifications, Post-Modification Recorded Investment	1,883	[1]	'
Small Business [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	1		4
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	58		268
Financing Receivable, Modifications, Post-Modification Recorded Investment	58	[1]	268	[1]
Residential Real Estate [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	2		4
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	513		1,156
Financing Receivable, Modifications, Post-Modification Recorded Investment	542	[1]	1,182	[1]
Consumer - Home Equity [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	'		2
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	'		165
Financing Receivable, Modifications, Post-Modification Recorded Investment	'		165	[1]
Consumer - Other [Member]	'		'
Financing Receivable, Modifications [Line Items]	'		'
Financing Receivable, Modifications, Number of Contracts	1		2
TROUBLED DEBT RESTRUCTURINGS:	'		'
Financing Receivable, Modifications, Pre-Modification Recorded Investment	8		11
Financing Receivable, Modifications, Post-Modification Recorded Investment	$8	[1]	$11	[1]
[1]	The post-modification balances represent the balance of the loan on the date of modifications. These amounts may show an increase when modifications include a capitalization of interest.

Recovered_Sheet1

Loans, Allowance for Loan Losses and Credit Quality (Post-Modification balance of TDRs Listed by Type of Modifications) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Post modification balance of Troubled Debt Restructuring	'	'
EXTENDED MATURITY	$835	$268
ADJUSTED INTEREST RATE	728	'
COMBINATION RATE & MATURITY	1,344	1,347
COURT ORDERED CONCESSION	8	11
TOTAL	$2,915	$1,626

Recovered_Sheet2

Loans, Allowance for Loan Losses and Credit Quality (TDRs that have subsequently defaulted) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	contract	contract
Financing Receivable, Modifications [Line Items]	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	4	4
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$555	$695
Commercial and Industrial [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	2	2
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	52	201
Commercial Real Estate [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	1	2
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	176	494
Residential Real Estate [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	1	'
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$327	'

Recovered_Sheet3

Loans, Allowance for Loan Losses and Credit Quality (Impaired Loans by Portfolio) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Impaired loans by loan portfolio	'	'
Related Allowance	$2,942	$3,774
Impaired Financing Receivable, Recorded Investment, Total	70,503	72,055
Impaired Financing Receivable, Unpaid Principal Balance	75,810	75,817
WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	35,638	29,685
Unpaid Principal Balance	38,617	32,186
Related Allowance	'	'
WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	34,865	42,370
Unpaid Principal Balance	37,193	43,631
Related Allowance	2,942	3,774
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	5,064	7,147
Unpaid Principal Balance	5,615	7,288
Related Allowance	'	'
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	3,490	2,001
Unpaid Principal Balance	3,545	2,045
Related Allowance	647	1,150
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	21,227	14,283
Unpaid Principal Balance	22,908	15,891
Related Allowance	'	'
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	15,849	25,233
Unpaid Principal Balance	16,889	25,377
Related Allowance	369	765
Commercial Construction [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	100	100
Unpaid Principal Balance	408	408
Related Allowance	'	'
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	1,401	1,474
Unpaid Principal Balance	1,603	1,805
Related Allowance	'	'
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	451	429
Unpaid Principal Balance	566	462
Related Allowance	109	109
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	2,930	1,972
Unpaid Principal Balance	3,095	2,026
Related Allowance	'	'
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	13,672	13,228
Unpaid Principal Balance	14,717	14,197
Related Allowance	1,641	1,564
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	4,514	4,263
Unpaid Principal Balance	4,580	4,322
Related Allowance	'	'
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	619	627
Unpaid Principal Balance	690	694
Related Allowance	114	116
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	402	446
Unpaid Principal Balance	408	446
Related Allowance	'	'
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Impaired loans by loan portfolio	'	'
Recorded Investment	784	852
Unpaid Principal Balance	786	856
Related Allowance	$62	$70

Recovered_Sheet4

Loans, Allowance for Loan Losses and Credit Quality (Int Inc. Recognized on Impaired Loans by Portfolio) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest income recognized on impaired loans	'	'
Average Recorded Investment	$72,085	$65,813
Interest Income Recognized	916	884
WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	36,367	29,127
Interest Income Recognized	516	410
WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	35,718	36,686
Interest Income Recognized	400	474
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	5,409	5,111
Interest Income Recognized	68	73
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	3,516	2,760
Interest Income Recognized	39	40
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	21,522	13,945
Interest Income Recognized	333	222
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	16,640	17,381
Interest Income Recognized	207	268
Commercial Construction [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	100	1,609
Interest Income Recognized	3	13
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	1,456	1,241
Interest Income Recognized	24	20
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	460	891
Interest Income Recognized	8	13
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	2,938	2,532
Interest Income Recognized	28	23
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	13,679	13,930
Interest Income Recognized	132	135
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	4,529	4,019
Interest Income Recognized	52	46
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	623	441
Interest Income Recognized	7	6
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	413	670
Interest Income Recognized	8	13
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]	'	'
Interest income recognized on impaired loans	'	'
Average Recorded Investment	800	1,283
Interest Income Recognized	$7	$12

Recovered_Sheet5

Loans, Allowance for Loan Losses and Credit Quality (Purchased Credit Impaired Loans - Outstanding/Carrying balances) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]	'	'
Outstanding balance	$33,168	$33,555
Carrying amount	$29,131	$29,544

Recovered_Sheet6

Loans, Allowance for Loan Losses and Credit Quality (Activity in the Accretable Yield for PCI loans) (Details) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013		Nov. 09, 2012
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield Movement Schedule [Roll Forward]	'		'		'
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Beginning of Period	$2,514		$2,464		$386
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield, Accretion	-377		-1,812		'
Certain loans acquired in transfer not accounted for as debt securities accretable yield adjustment changes in expected cash flow	541	[1]	1,142	[1]	'
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Reclassifications from Nonaccretable Difference	0	[2]	334	[2]	'
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, End of Period	$2,678		$2,514		$386
[1]	(2) Represents changes in cash flows expected to be collected and resulting in increased interest income as a prospective yield adjustment over the remaining life of the loan(s).
[2]	(1) Results in increased interest income during the period in which the loan paid off.

Recovered_Sheet7

Loans, Allowance for Loan Losses and Credit Quality (Textual) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Tdrs Recorded Investment On Nonaccrual Status	$6,998,000	$7,454,000
Loans Allowance for Loan Losses and Credit Quality (Textual) [Abstract]	'	'
The amount of deferred fees	2,287,000	2,346,000
Significant advanced considered for risk rating change	$50,000	'
Minimum [Member]	'	'
Accounts, Notes, Loans and Financing Receivable [Line Items]	'	'
Days to be termed as non accrual loans	'90 days	'

Earnings_Per_Share_EPS_Compone

Earnings Per Share (EPS Components) (Details) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Summary of earnings per share	'	'
Net income	$13,383	$12,252
Weighted Average Shares (in shares)	'	'
BASIC SHARES	23,819,065	22,823,753
EFFECT OF DILUTIVE SECURITIES	100,173	46,040
DILUTIVE SHARES	23,919,238	22,869,793
NET INCOME PER SHARE (in dollars per share)	'	'
BASIC EPS	$0.56	$0.54
EFFECT OF DILUTIVE SECURITIES	'	'
DILUTIVE EPS	$0.56	$0.54

Earnings_Per_Share_Stock_Optio

Earnings Per Share (Stock Options) (Details)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Performance-based Restricted Shares [Member]	'	'
Details of anti dilutive options to purchase common stock	'	'
STOCK OPTIONS	1,242	0
Stock Options or Restricted Stock [Member]	'	'
Details of anti dilutive options to purchase common stock	'	'
STOCK OPTIONS	0	268,400

Stock_Based_Compensation_Award

Stock Based Compensation (Awards of Restricted Stock) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014
Restricted stock compensation footnote	'
Shares Granted	20,700
3/20/14 [Member] | 2005 Employee Stock Plan [Member]	'
Restricted stock compensation footnote	'
Shares Granted	65,950
Fair Value	39.82
Vesting Period	'Ratably over 5 years from grant date
3/31/2014 [Member] | 2010 Non-Employee Director Stock Plan [Member]	'
Restricted stock compensation footnote	'
Shares Granted	3,000
Fair Value	38.99
Vesting Period	'Ratably over 3 years from grant date

Stock_Based_Compensation_Perfo

Stock Based Compensation Performance-based Restricted Stock Textual (Details) (USD $)	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Granted	20,700
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value	$39.82

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) (USD $)	3 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'	'
Notional Amount	$150,000	$150,000
Fair Value	-8,720	-9,630
Positions One [Member]	'	'
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'	'
Notional Amount	25,000	25,000
Derivative, Description of Variable Rate Basis	'3 Month LIBOR	'3 Month LIBOR
Trade Date	16-Feb-06	16-Feb-06
Effective Date	28-Dec-06	28-Dec-06
Maturity Date	28-Dec-16	28-Dec-16
Current Rate Received	0.23%	0.24%
Pay Fixed Swap Rate	5.04%	5.04%
Fair Value	-2,894	-3,151
Positions Two [Member]	'	'
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'	'
Notional Amount	25,000	25,000
Derivative, Description of Variable Rate Basis	'3 Month LIBOR	'3 Month LIBOR
Trade Date	16-Feb-06	16-Feb-06
Effective Date	28-Dec-06	28-Dec-06
Maturity Date	28-Dec-16	28-Dec-16
Current Rate Received	0.23%	0.24%
Pay Fixed Swap Rate	5.04%	5.04%
Fair Value	-2,895	-3,152
Positions Three [Member]	'	'
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'	'
Notional Amount	25,000	25,000
Derivative, Description of Variable Rate Basis	'3 Month LIBOR	'3 Month LIBOR
Trade Date	9-Dec-08	9-Dec-08
Effective Date	10-Dec-08	10-Dec-08
Maturity Date	10-Dec-18	10-Dec-18
Current Rate Received	0.24%	0.24%
Pay Fixed Swap Rate	2.94%	2.94%
Fair Value	-1,485	-1,493
Positions Four [Member]	'	'
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'	'
Notional Amount	50,000	50,000
Derivative, Description of Variable Rate Basis	'3 Month LIBOR	'3 Month LIBOR
Trade Date	17-Nov-09	17-Nov-09
Effective Date	20-Dec-10	20-Dec-10
Maturity Date	20-Dec-14	20-Dec-14
Current Rate Received	0.23%	0.25%
Pay Fixed Swap Rate	3.04%	3.04%
Fair Value	-1,019	-1,341
Positions Five [Member]	'	'
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes	'	'
Notional Amount	25,000	25,000
Derivative, Description of Variable Rate Basis	'3 Month LIBOR	'3 Month LIBOR
Trade Date	5-May-11	5-May-11
Effective Date	10-Jun-11	10-Jun-11
Maturity Date	10-Jun-15	10-Jun-15
Current Rate Received	0.24%	0.24%
Pay Fixed Swap Rate	1.71%	1.71%
Fair Value	($427)	($493)

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Customer Related Derivative Positions - Not Designated as Hedges) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of customer related derivative positions, not designated as hedging	'		'
Fair Value	($8,720)		($9,630)
Receive fixed, pay variable [Member] | Loan level swaps [Member] | Notional Amount Maturing [Member]	'		'
Summary of customer related derivative positions, not designated as hedging	'		'
Number of Positions	172	[1]	168	[1]
Less than 1 year	54,500		48,882
Less than 2 years	93,550		97,975
Less than 3 years	44,183		42,957
Less than 4 years	42,593		42,116
Thereafter	356,467		329,554
Total	591,293		561,484
Fair Value	11,802		9,484
Pay fixed, receive variable [Member] | Loan level swaps [Member] | Notional Amount Maturing [Member]	'		'
Summary of customer related derivative positions, not designated as hedging	'		'
Number of Positions	166	[1]	162	[1]
Less than 1 year	54,500		48,882
Less than 2 years	93,550		97,975
Less than 3 years	44,183		42,957
Less than 4 years	42,593		42,116
Thereafter	356,467		329,554
Total	591,293		561,484
Fair Value	-11,823		-9,523
Buys foreign exchange, sells US currency [Member] | Foreign exchange contracts [Member] | Notional Amount Maturing [Member]	'		'
Summary of customer related derivative positions, not designated as hedging	'		'
Number of Positions	12	[1]	6	[1]
Less than 1 year	35,584		11,367
Less than 2 years	'		'
Less than 3 years	'		'
Less than 4 years	'		'
Thereafter	'		'
Total	35,584		11,367
Fair Value	'		396
Buys US currency, sells foreign exchange [Member] | Foreign exchange contracts [Member] | Notional Amount Maturing [Member]	'		'
Summary of customer related derivative positions, not designated as hedging	'		'
Number of Positions	12	[1]	6	[1]
Less than 1 year	35,584		11,367
Less than 2 years	'		'
Less than 3 years	'		'
Less than 4 years	'		'
Thereafter	'		'
Total	35,584		11,367
Fair Value	'		-390
Other Assets [Member] | Not Designated as Hedging Instrument [Member] | Buys foreign exchange, sells US currency [Member] | Foreign exchange contracts [Member] | Notional Amount Maturing [Member]	'		'
Summary of customer related derivative positions, not designated as hedging	'		'
Fair Value	479		'
Other Liabilities [Member] | Not Designated as Hedging Instrument [Member] | Buys US currency, sells foreign exchange [Member] | Foreign exchange contracts [Member] | Notional Amount Maturing [Member]	'		'
Summary of customer related derivative positions, not designated as hedging	'		'
Fair Value	($463)		'
[1]	The Company may enter into one swap agreement which offsets multiple reverse swap agreements. The positions will offset and the terms will be identical.

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (FV of Derivative Financial Instruments and Classification on Balance Sheet) (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	$16,437	$16,697
Derivative, Fair Value, Net	-8,720	-9,630
Liability Derivatives	203,647	225,648
Commitments, Fair Value Disclosure	262	204
Forward TBA Mortgage Contracts	9	64
Forward Sales Agreements	78	35
Other Assets [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	16,708	16,965
Other Liabilities [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Liability Derivatives	16,520	16,765
Interest rate swaps [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	0	0
Liability Derivatives	8,720	9,630
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Assets [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	'	'
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Liabilities [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Liability Derivatives	8,720	9,630
Loan level swaps [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	15,958	16,301
Liability Derivatives	15,979	16,340
Loan level swaps [Member] | Derivatives not designated as hedges [Member] | Other Assets [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	15,958	16,301
Loan level swaps [Member] | Derivatives not designated as hedges [Member] | Other Liabilities [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Liability Derivatives	15,979	16,340
Foreign exchange contracts [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	479	396
Liability Derivatives	463	390
Foreign exchange contracts [Member] | Derivatives not designated as hedges [Member] | Other Assets [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Asset Derivatives	'	396
Foreign exchange contracts [Member] | Derivatives not designated as hedges [Member] | Other Liabilities [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Liability Derivatives	463	390
Notional Amount Maturing [Member] | Buys Foreign Exchange Sells Us Currency [Member] | Foreign exchange contracts [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Derivative, Fair Value, Net	'	396
Notional Amount Maturing [Member] | Buys Foreign Exchange Sells Us Currency [Member] | Foreign exchange contracts [Member] | Derivatives not designated as hedges [Member] | Other Assets [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Derivative, Fair Value, Net	479	'
Notional Amount Maturing [Member] | Buys Us Currency Sells Foreign Exchange [Member] | Foreign exchange contracts [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Derivative, Fair Value, Net	'	-390
Notional Amount Maturing [Member] | Buys Us Currency Sells Foreign Exchange [Member] | Foreign exchange contracts [Member] | Derivatives not designated as hedges [Member] | Other Liabilities [Member]	'	'
Fair value of derivative financial instruments as well as their classification on the balance sheet	'	'
Derivative, Fair Value, Net	($463)	'

Derivatives_and_Hedging_Activi5

Derivatives and Hedging Activities (Derivative Financial Instruments included in OCI and Current Earnings) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Loss in OCI on derivatives (effective portion), net of tax	($177)	($3)
Increase Decrease In Fair Value Of Unhedged Derivative Instruments Relating To Residential Loans	-40	140
Derivatives designated as hedges [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Loss in OCI on derivatives (effective portion), net of tax	-177	-3
Loss reclassified from OCI into interest expense (effective portion)	-1,148	-1,414
Loss recognized in income on derivatives (ineffective portion & amount excluded from effectiveness testing)	'	'
Derivatives not designated as hedges [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Changes in fair value of customer related positions	-12	127
Other Income [Member] | Derivatives not designated as hedges [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Changes in fair value of customer related positions	29	12
Interest Expense [Member] | Derivatives designated as hedges [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Loss recognized in income on derivatives (ineffective portion & amount excluded from effectiveness testing)	'	'
Other Expense [Member] | Derivatives designated as hedges [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Loss recognized in income on derivatives (ineffective portion & amount excluded from effectiveness testing)	'	'
Other Expense [Member] | Derivatives not designated as hedges [Member]	'	'
Derivative Instruments, Gain (Loss) [Line Items]	'	'
Changes in fair value of customer related positions	($1)	($25)

Derivatives_and_Hedging_Activi6

Derivatives and Hedging Activities (Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Dec. 31, 2013
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'	'
Exposure to Institutional Counterparties	$2,100,000	$3,400,000
Amortization Of Deferred Hedge Gains Losses	61,000	'
Maximum length of time Company is currently hedging its exposure	'5 years	'
Interest expense from OCI, related to cash flow hedges before tax	4,200,000	'
Notional amount of fair value hedged derivative	0	'
Customer related positions	$14,600,000	$13,600,000

Assets_Liability_Derivative_Po

Assets & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Offsetting Liabilities [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	$16,437	$16,697
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	16,437	16,697
Derivative, Collateral, Obligation to Return Securities	2,078	2,823
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	14,359	13,874
Derivative Liability, Fair Value, Gross Liability	203,647	225,648
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	203,647	225,648
Derivative, Collateral, Right to Reclaim Securities	2,078	2,823
Derivative, Collateral, Right to Reclaim Cash	-157,942	-179,550
Derivative Liability, Fair Value, Amount Offset Against Collateral	2,541	3,799
Interest Rate Swap [Member]	'	'
Offsetting Liabilities [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	0	0
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	0	0
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	0	0
Derivative Liability, Fair Value, Gross Liability	8,720	9,630
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	8,720	9,630
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	8,720	9,630
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Credit Default Swap [Member]	'	'
Offsetting Liabilities [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	15,958	16,301
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	15,958	16,301
Derivative, Collateral, Obligation to Return Securities	2,078	2,823
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	13,880	13,478
Derivative Liability, Fair Value, Gross Liability	15,979	16,340
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	15,979	16,340
Derivative, Collateral, Right to Reclaim Securities	2,078	2,823
Derivative, Collateral, Right to Reclaim Cash	11,823	10,108
Derivative Liability, Fair Value, Amount Offset Against Collateral	2,078	3,409
Foreign Exchange Contract [Member]	'	'
Offsetting Liabilities [Line Items]	'	'
Derivative Asset, Fair Value, Gross Asset	479	396
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	479	396
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	479	396
Derivative Liability, Fair Value, Gross Liability	463	390
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	463	390
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	463	390
Customer Repurchase Agreements [Domain]	'	'
Offsetting Liabilities [Line Items]	'	'
Derivative Liability, Fair Value, Gross Liability	128,485	149,288
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	128,485	149,288
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	-128,485	-149,288
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Wholesale Repurchase Agreements [Member]	'	'
Offsetting Liabilities [Line Items]	'	'
Derivative Liability, Fair Value, Gross Liability	50,000	50,000
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	50,000	50,000
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	-50,000	-50,000
Derivative Liability, Fair Value, Amount Offset Against Collateral	$0	$0

Fair_Value_Measurements_Detail

Fair Value Measurements (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
ASSETS	'	'
Securities available for sale	$348,258	$356,862
RECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL RECURRING FAIR VALUE MEASUREMENTS	346,514	356,314
RECURRING FAIR VALUE MEASUREMENTS: [Member] | U.S. Government Agency Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	40,924	40,449
RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Mortgage-Backed Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	226,765	234,591
RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Collateralized Mortgage Obligations [Member]	'	'
ASSETS	'	'
Securities available for sale	55,455	58,153
RECURRING FAIR VALUE MEASUREMENTS: [Member] | State County and Municipal Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	5,450	5,412
RECURRING FAIR VALUE MEASUREMENTS: [Member] | Single Trust Preferred Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	3,017	2,952
RECURRING FAIR VALUE MEASUREMENTS: [Member] | Pooled Trust Preferred Securities Issued by Banks and Insurers [Member]	'	'
ASSETS	'	'
Securities available for sale	4,967	3,841
RECURRING FAIR VALUE MEASUREMENTS: [Member] | Marketable Equity Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	11,680	11,464
RECURRING FAIR VALUE MEASUREMENTS: [Member] | LOANS HELD FOR SALE [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	6,788	8,882
RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	16,708	16,965
RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
LIABILITIES	'	'
Liabilities, Fair Value Disclosure, Recurring	25,240	26,395
NONRECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	19,926	17,794
NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | COLLATERAL DEPENDENT IMPAIRED LOANS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	12,096	10,328
NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | OTHER REAL ESTATE OWNED [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	7,830	7,466
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL RECURRING FAIR VALUE MEASUREMENTS	11,680	11,464
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | U.S. Government Agency Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Mortgage-Backed Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Collateralized Mortgage Obligations [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | State County and Municipal Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Single Trust Preferred Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Pooled Trust Preferred Securities Issued by Banks and Insurers [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Marketable Equity Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	11,680	11,464
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | LOANS HELD FOR SALE [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
LIABILITIES	'	'
Liabilities, Fair Value Disclosure, Recurring	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | COLLATERAL DEPENDENT IMPAIRED LOANS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	'	'
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | OTHER REAL ESTATE OWNED [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	'	'
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL RECURRING FAIR VALUE MEASUREMENTS	329,867	341,009
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | U.S. Government Agency Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	40,924	40,449
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Mortgage-Backed Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	226,765	234,591
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Collateralized Mortgage Obligations [Member]	'	'
ASSETS	'	'
Securities available for sale	55,455	58,153
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | State County and Municipal Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	5,450	5,412
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Single Trust Preferred Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	3,017	2,952
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Pooled Trust Preferred Securities Issued by Banks and Insurers [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Marketable Equity Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | LOANS HELD FOR SALE [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	6,788	8,882
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	16,708	16,965
Significant Other Observable Inputs (Level 2) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
LIABILITIES	'	'
Liabilities, Fair Value Disclosure, Recurring	25,240	26,395
Significant Other Observable Inputs (Level 2) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	'	'
Significant Other Observable Inputs (Level 2) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | COLLATERAL DEPENDENT IMPAIRED LOANS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	'	'
Significant Other Observable Inputs (Level 2) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | OTHER REAL ESTATE OWNED [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	'	'
Significant Unobservable Inputs (Level 3) [Member] | OTHER REAL ESTATE OWNED [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	7,830	7,466
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL RECURRING FAIR VALUE MEASUREMENTS	4,967	3,841
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | U.S. Government Agency Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Mortgage-Backed Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Agency Collateralized Mortgage Obligations [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | State County and Municipal Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Single Trust Preferred Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | Marketable Equity Securities [Member]	'	'
ASSETS	'	'
Securities available for sale	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | LOANS HELD FOR SALE [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Recurring	'	'
Significant Unobservable Inputs (Level 3) [Member] | RECURRING FAIR VALUE MEASUREMENTS: [Member] | DERIVATIVE INSTRUMENTS [Member]	'	'
LIABILITIES	'	'
Liabilities, Fair Value Disclosure, Recurring	'	'
Significant Unobservable Inputs (Level 3) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member]	'	'
ASSETS	'	'
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	19,926	17,794
Significant Unobservable Inputs (Level 3) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | COLLATERAL DEPENDENT IMPAIRED LOANS [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	12,096	10,328
Significant Unobservable Inputs (Level 3) [Member] | NONRECURRING FAIR VALUE MEASUREMENTS: [Member] | OTHER REAL ESTATE OWNED [Member]	'	'
ASSETS	'	'
Assets, Fair Value Disclosure, Nonrecurring	$7,830	$7,466

Fair_Value_Measurements_Detail1

Fair Value Measurements (Details 1) (Significant Unobservable Inputs (Level 3) [Member], USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reconciliation for all assets and liabilities measured at fair value on a recurring basis	'	'
Beginning Balance	$3,841	$6,513
GAINS AND LOSSES (REALIZED/UNREALIZED):	'	'
Included in Other Comprehensive Income	1,162	442
SETTLEMENTS	-36	-293
Ending Balance	4,967	6,662
Pooled Trust Preferred Securities [Member]	'	'
Reconciliation for all assets and liabilities measured at fair value on a recurring basis	'	'
Beginning Balance	3,841	2,981
GAINS AND LOSSES (REALIZED/UNREALIZED):	'	'
Included in Other Comprehensive Income	1,162	480
SETTLEMENTS	-36	-169
Ending Balance	4,967	3,292
Private Mortgage-Backed Securities [Member]	'	'
Reconciliation for all assets and liabilities measured at fair value on a recurring basis	'	'
Beginning Balance	'	3,532
GAINS AND LOSSES (REALIZED/UNREALIZED):	'	'
Included in Other Comprehensive Income	'	-38
SETTLEMENTS	0	-124
Ending Balance	$0	$3,370

Fair_Value_Measurements_Detail2

Fair Value Measurements (Details 2) (Significant Unobservable Inputs (Level 3) [Member], USD $)	3 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Pooled Trust Preferred Securities [Member] | Discounted cash flow methodology [Member] | Weighted Average [Member]	'	'
Investments in securities that are classified as level 3	'	'
Cumulative Prepayment	7.00%	7.20%
Cumulative Default	16.50%	18.10%
Loss Given Default	95.90%	95.70%
Cure Given Default	37.40%	39.90%
Pooled Trust Preferred Securities [Member] | Discounted cash flow methodology [Member] | Minimum [Member]	'	'
Investments in securities that are classified as level 3	'	'
Cumulative Prepayment	0.00%	0.00%
Cumulative Default	3.00%	3.00%
Loss Given Default	85.00%	85.00%
Cure Given Default	0.00%	0.00%
Pooled Trust Preferred Securities [Member] | Discounted cash flow methodology [Member] | Maximum [Member]	'	'
Investments in securities that are classified as level 3	'	'
Cumulative Prepayment	75.00%	76.00%
Cumulative Default	100.00%	100.00%
Loss Given Default	100.00%	100.00%
Cure Given Default	75.00%	75.00%
IMPAIRED LOANS [Member]	'	'
Investments in securities that are classified as level 3	'	'
Fair Value	12,096	10,328
OTHER REAL ESTATE OWNED [Member]	'	'
Investments in securities that are classified as level 3	'	'
Fair Value	7,830	7,466
Pooled Trust Preferred Securities [Member]	'	'
Investments in securities that are classified as level 3	'	'
Fair Value	4,967	3,841

Fair_Value_Measurements_Detail3

Fair Value Measurements (Details 3) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
ASSETS	'		'
SECURITIES HELD TO MATURITY	$375,556		$350,652
Held to Maturity, Fair Value, Total	374,530		346,455
LOANS, NET OF ALLOWANCE FOR LOAN LOSSES	4,753,640		4,665,068
TIME CERTIFICATES OF DEPOSITS [Member]	'		'
LIABILITIES	'		'
Financial Liabilities, Book Value	725,286	[1]	743,628	[1]
Accrued Liabilities, Fair Value Disclosure	728,262	[1]	746,908	[1]
FEDERAL HOME LOAN BANK ADVANCES [Member]	'		'
LIABILITIES	'		'
Financial Liabilities, Book Value	140,228	[1]	140,294	[1]
Accrued Liabilities, Fair Value Disclosure	140,324	[1]	140,321	[1]
Customer Repurchase Agreements [Member]	'		'
LIABILITIES	'		'
Financial Liabilities, Book Value	128,485	[1]	154,288	[1]
Accrued Liabilities, Fair Value Disclosure	128,485	[1]	154,349	[1]
WHOLESALE AND CUSTOMER REPURCHASE AGREEMENTS [Member]	'		'
LIABILITIES	'		'
Financial Liabilities, Book Value	50,000	[1]	50,000	[1]
Accrued Liabilities, Fair Value Disclosure	51,132	[1]	51,298	[1]
JUNIOR SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Financial Liabilities, Book Value	73,852	[2]	73,906	[2]
Accrued Liabilities, Fair Value Disclosure	70,895	[2]	67,481	[2]
SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Financial Liabilities, Book Value	30,000	[1]	30,000	[1]
Accrued Liabilities, Fair Value Disclosure	28,482	[1]	28,396	[1]
U.S. Treasury Securities [Member]	'		'
ASSETS	'		'
SECURITIES HELD TO MATURITY	1,011	[3]	1,011	[3]
Held to Maturity, Fair Value, Total	1,053	[3]	1,042	[3]
Agency Mortgage-Backed Securities [Member]	'		'
ASSETS	'		'
SECURITIES HELD TO MATURITY	175,069	[3]	155,067	[3]
Held to Maturity, Fair Value, Total	177,336	[3]	155,951	[3]
Agency Collateralized Mortgage Obligations [Member]	'		'
ASSETS	'		'
SECURITIES HELD TO MATURITY	192,293	[3]	187,388	[3]
Held to Maturity, Fair Value, Total	188,704	[3]	182,036	[3]
State County and Municipal Securities [Member]	'		'
ASSETS	'		'
SECURITIES HELD TO MATURITY	678	[3]	678	[3]
Held to Maturity, Fair Value, Total	689	[3]	685	[3]
Single Issuer Trust Preferred Securities Issued by Banks [Member]	'		'
ASSETS	'		'
SECURITIES HELD TO MATURITY	1,501	[3]	1,503	[3]
Held to Maturity, Fair Value, Total	1,526	[3]	1,526	[3]
Corporate Debt Securities [Member]	'		'
ASSETS	'		'
SECURITIES HELD TO MATURITY	5,004	[3]	5,005	[3]
Held to Maturity, Fair Value, Total	5,219	[3]	5,215	[3]
Loans Net Of Allowance For Loan Loses [Member]	'		'
ASSETS	'		'
LOANS, NET OF ALLOWANCE FOR LOAN LOSSES	4,753,640	[4]	4,665,068	[4]
Loans Receivable, Fair Value Disclosure	4,738,582	[4]	4,655,920	[4]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | TIME CERTIFICATES OF DEPOSITS [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | FEDERAL HOME LOAN BANK ADVANCES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Customer Repurchase Agreements [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | WHOLESALE AND CUSTOMER REPURCHASE AGREEMENTS [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | JUNIOR SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[2]	'	[2]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | U.S. Treasury Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Agency Mortgage-Backed Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Agency Collateralized Mortgage Obligations [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | State County and Municipal Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Single Issuer Trust Preferred Securities Issued by Banks [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Corporate Debt Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Quoted Prices in Active Markets for Identical Assets (Level 1) [Member] | Loans Net Of Allowance For Loan Loses [Member]	'		'
ASSETS	'		'
Loans Receivable, Fair Value Disclosure	'	[4]	'	[4]
Significant Other Observable Inputs (Level 2) [Member] | TIME CERTIFICATES OF DEPOSITS [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	728,262	[1]	746,908	[1]
Significant Other Observable Inputs (Level 2) [Member] | FEDERAL HOME LOAN BANK ADVANCES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	140,324	[1]	140,321	[1]
Significant Other Observable Inputs (Level 2) [Member] | Customer Repurchase Agreements [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Significant Other Observable Inputs (Level 2) [Member] | WHOLESALE AND CUSTOMER REPURCHASE AGREEMENTS [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Significant Other Observable Inputs (Level 2) [Member] | JUNIOR SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	70,895	[2]	67,481	[2]
Significant Other Observable Inputs (Level 2) [Member] | SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Significant Other Observable Inputs (Level 2) [Member] | U.S. Treasury Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	1,053	[3]	1,042	[3]
Significant Other Observable Inputs (Level 2) [Member] | Agency Mortgage-Backed Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	177,336	[3]	155,951	[3]
Significant Other Observable Inputs (Level 2) [Member] | Agency Collateralized Mortgage Obligations [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	188,704	[3]	182,036	[3]
Significant Other Observable Inputs (Level 2) [Member] | State County and Municipal Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	689	[3]	685	[3]
Significant Other Observable Inputs (Level 2) [Member] | Single Issuer Trust Preferred Securities Issued by Banks [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	1,526	[3]	1,526	[3]
Significant Other Observable Inputs (Level 2) [Member] | Corporate Debt Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	5,219	[3]	5,215	[3]
Significant Other Observable Inputs (Level 2) [Member] | Loans Net Of Allowance For Loan Loses [Member]	'		'
ASSETS	'		'
Loans Receivable, Fair Value Disclosure	'	[4]	'	[4]
Significant Unobservable Inputs (Level 3) [Member] | TIME CERTIFICATES OF DEPOSITS [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Significant Unobservable Inputs (Level 3) [Member] | FEDERAL HOME LOAN BANK ADVANCES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[1]	'	[1]
Significant Unobservable Inputs (Level 3) [Member] | Customer Repurchase Agreements [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	128,485	[1]	154,349	[1]
Significant Unobservable Inputs (Level 3) [Member] | WHOLESALE AND CUSTOMER REPURCHASE AGREEMENTS [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	51,132	[1]	51,298	[1]
Significant Unobservable Inputs (Level 3) [Member] | JUNIOR SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	'	[2]	'	[2]
Significant Unobservable Inputs (Level 3) [Member] | SUBORDINATED DEBENTURES [Member]	'		'
LIABILITIES	'		'
Accrued Liabilities, Fair Value Disclosure	28,482	[1]	28,396	[1]
Significant Unobservable Inputs (Level 3) [Member] | U.S. Treasury Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Significant Unobservable Inputs (Level 3) [Member] | Agency Mortgage-Backed Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Significant Unobservable Inputs (Level 3) [Member] | Agency Collateralized Mortgage Obligations [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Significant Unobservable Inputs (Level 3) [Member] | State County and Municipal Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Significant Unobservable Inputs (Level 3) [Member] | Single Issuer Trust Preferred Securities Issued by Banks [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Significant Unobservable Inputs (Level 3) [Member] | Corporate Debt Securities [Member]	'		'
ASSETS	'		'
Held to Maturity, Fair Value, Total	'	[3]	'	[3]
Significant Unobservable Inputs (Level 3) [Member] | Loans Net Of Allowance For Loan Loses [Member]	'		'
ASSETS	'		'
Loans Receivable, Fair Value Disclosure	$4,738,582	[4]	$4,655,920	[4]
[1]	Fair value was determined by discounting anticipated future cash payments using rates currently available for instruments with similar remaining maturities.
[2]	Fair value was determined based upon market prices of securities with similar terms and maturities.
[3]	The fair values presented are based on quoted market prices, where available. If quoted market prices are not available, fair values are based on quoted market prices of comparable instruments and/or discounted cash flow analyses.
[4]	Fair value is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities or cash flows.

Comprehensive_IncomeLoss_Compr

Comprehensive Income/Loss (Comprehensive Income/(Loss) Presented Net of Taxes) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
COMPREHENSIVE INCOME	'		'
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, before Tax	$3,287		($1,232)
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Tax	-1,316		455
Other Comprehensive Income (Loss), Unrealized Holding Gain (Loss) on Securities Arising During Period, Net of Tax	1,971		-777
Net Security Gains Losses Reclassified Into Earnings Before Tax Amount	91		'
Net Security Gains Losses Reclassified Into Earnings Tax Amount	37		'
Net Security Gains Losses Reclassified Into Earnings Net Of Tax Amount	54		'
Change in fair value of securities available for sale, pre tax amount	3,196		-1,232
Change in fair value of securities available for sale, tax (expense) benefit	-1,279		455
Change in fair value of securities available for sale, after tax amount	1,917		-777
Change in fair value of cash flow hedges, pre tax amount	-300		-5
Change in fair value of cash flow hedges, tax (expense) benefit	123		2
Change in fair value of cash flow hedges, after tax amount	-177		-3
Less: net cash flow hedge losses reclassified into earnings, pre tax amount	-1,148	[1]	-1,414	[1]
Less: net cash flow hedge losses reclassified into earnings, tax (expense) benefit	469	[1]	578	[1]
Less: net cash flow hedge losses reclassified into earnings, after tax amount	-679	[1]	-836	[1]
Net change in fair value of cash flow hedges, pre tax amount	848		1,409
Net change in fair value of cash flow hedges, tax (expense) benefit	-346		-576
Net change in fair value of cash flow hedges	502		833
Amortization of certain costs included in net periodic retirement costs, pre tax amount	-66	[2]	22	[2]
Amortization of certain costs included in net periodic retirement costs, tax (expense) benefit	27	[2]	-21	[2]
Amortization of certain costs included in net periodic retirement costs, after tax amount	-39	[2]	1	[2]
Total other comprehensive income, pre tax amount	3,978		199
Total other comprehensive income, tax (expense) benefit	-1,598		-142
Total other comprehensive income	$2,380		$57
[1]	The change in fair value of cash flow hedges includes the remaining balance of a realized but unrecognized gain, net of tax, from the termination of interest rate swaps in June 2009. The original gain of $1.4 million, net of tax, is being recognized in earnings through December 2018, the original maturity date of the swap. The balance of this gain has amortized to $678,000 and $823,000 at March 31, 2014 and 2013, respectively.
[2]	The amortization of prior service costs is included in the computation of net periodic pension cost as disclosed in the Employee Benefit Plans footnote in the Company's Annual Report on Form 10-K for the year ended December 31, 2013, filed with the Securities and Exchange Commission.

Comprehensive_IncomeLoss_Compr1

Comprehensive Income/Loss (Comprised of the following Components) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Rollforward]	'	'
Beginning Balance	($7,434)	($4,526)
Net change in other comprehensive income	2,380	57
Ending Balance	-5,054	-4,469
Accumulated Net Unrealized Investment Gain (Loss) [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Rollforward]	'	'
Beginning Balance	-2,023	5,478
Net change in other comprehensive income	1,917	-777
Ending Balance	-106	4,701
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Rollforward]	'	'
Beginning Balance	-5,698	-9,577
Net change in other comprehensive income	539	869
Ending Balance	-5,159	-8,708
Deferred Gain on Hedge Transactions [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Rollforward]	'	'
Beginning Balance	715	859
Net change in other comprehensive income	-37	-36
Ending Balance	678	823
Accumulated Defined Benefit Plans Adjustment [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Rollforward]	'	'
Beginning Balance	-428	-1,286
Net change in other comprehensive income	-39	1
Ending Balance	($467)	($1,285)

Comprehensive_IncomeLoss_Detai

Comprehensive Income/Loss (Details Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Sep. 30, 2009
Comprehensive Income (Textual) [Abstract]	'	'	'
Total credit related OTTI losses recognized in earnings	'	'	'
Gain on sales of securities	91,000	'	'
Gain on interest rate swaps	$678,000	$823,000	$1,400,000

Recovered_Sheet8

Commitments and contingencies Financial Instruments with Off-Balance Sheet Risk (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Commitments to Extend Credit [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$1,590,051	$1,621,873
Standby Letters of Credit [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	21,387	18,923
Deferred standby letter of credit fees [Member]	'	'
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]	'	'
Fair Value Disclosure, Off-balance Sheet Risks, Face Amount, Liability	$60	$87

Commitments_and_contingencies_1

Commitments and contingencies Textual (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Other Commitments [Line Items]	'	'	'
Operating Leases, Rent Expense	$1,900,000	$1,900,000	'
Cash Reserve Deposit Required and Made	14,100,000	'	21,000,000
Minimum [Member]	'	'	'
Other Commitments [Line Items]	'	'	'
Operating Leases, Lease Renewal Period Option	'1 year	'	'
Maximum [Member]	'	'	'
Other Commitments [Line Items]	'	'	'
Operating Leases, Lease Renewal Period Option	'10 years	'	'
Affiliated Entity [Member]	'	'	'
Other Commitments [Line Items]	'	'	'
Operating Leases, Rent Expense	$251,000	$249,000	'

Investments_is_Low_Income_Hous2

Investments is Low Income Housing Tax Credits Investments in Qualified Affordable Housing Projects (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Investments in Low Income Housing Tax Credits [Abstract]	'	'
Original Investment in Low Income Housing Projects	$27,542,513	'
Investment in Low Income Housing Project	26,946,052	'
Capital commitment relating to Low Income Housing Project investments	23,278,501	0
Tax Credits and Benefits Related to Investments in Low Income Housing Projects	1,629,143	'
Amortization of the Investment in Low Income Housing Projects	1,100,908	'
Net Income Tax Benefit Related to Investments in Low Income Housing Projects	$528,235	'

Investments_is_Low_Income_Hous3

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits (Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Investments Schedule [Abstract]	'	'
Capital commitment relating to Low Income Housing Project investments	$23,278,501	$0