Independent Bank (INDB) 10-Q 6 May 15 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	1-May-15
Document and Entity Information [Abstract]
Entity Registrant Name	Independent Bank Corp
Entity Central Index Key	776901
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Document Fiscal Year Focus	2014
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	-19
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding	26,123,576	26,148,263

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Assets
Cash and due from banks	$108,804	$143,342
Interest-earning deposits with banks	47,470	34,912
Securities
Trading Securities	494
Securities - available for sale	387,038	348,554
Securities - held to maturity (fair value $402,322 and $379,699)	394,745	375,453
Total securities	782,277	724,007
Disposal Group, Including Discontinued Operation, Mortgage Loans	9,507	6,888
Loans
Loans Receivable, Gross, Commercial and Industrial	829,380	860,839
Loans Receivable, Gross, Commercial, Mortgage	2,606,444	2,347,323
Loans Receivable, Gross, Commercial, Construction	291,666	265,994
Small Business	87,709	85,247
Loans and Leases Receivable, Gross, Consumer, Mortgage	681,379	530,259
Loans and Leases Receivable Consumer Home Equity in First Position	519,978	513,518
Loans and Leases Receivable Consumer Home Equity in Second Position	356,938	350,345
Loans and Leases Receivable, Gross, Consumer, Other	19,624	17,208
Loans and Leases Receivable, Gross	5,393,118	4,970,733
Less: allowance for loan losses	-54,515	-55,100
Net loans	5,338,603	4,915,633
Federal Home Loan Bank stock	37,485	33,233
Bank premises and equipment, net	73,315	64,074
Goodwill	201,083	170,421
Identifiable intangible assets	13,975	9,885
Cash surrender value of life insurance policies	131,643	109,854
Other real estate owned and other foreclosed assets	6,285	7,743
Other assets	160,638	144,920
Total assets	6,911,085	6,364,912
Deposits
Demand deposits	1,603,124	1,462,200
Savings and interest checking accounts	2,232,832	2,108,486
Money market	1,088,223	990,160
Time certificates of deposit of $100,000 and over	304,952	254,718
Other time certificates of deposits	441,581	394,902
Total deposits	5,670,712	5,210,466
Borrowings
Federal Home Loan Bank borrowings(c)	108,246	70,080
Customer Repurchase Agreements and other short-term borrowings	128,138	147,890
Wholesale repurchase agreements	50,000	50,000
Junior subordinated debentures	73,631	73,685
Subordinated debentures	35,000	65,000
Total borrowings	395,015	406,655
Other liabilities	112,472	107,264
Total liabilities	6,178,199	5,724,385
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 : 26,123,576 shares at March 31, 2015 and 23,998,738 Shares at December 31, 2014 (includes 241,660 and 254,500 shares of unvested participating restricted stock awards, respectively)	259	237
Shares held in rabbi trust at cost: 169,262 shares at March 31, 2015 and 176,849 shares at December 31, 2014	-3,700	-3,666
Deferred Compensation Equity	3,700	3,666
Additional paid in capital	399,936	311,978
Retained earnings	333,104	330,444
Accumulated other comprehensive loss, net of tax	-413	-2,132
Total stockholders’ equity	732,886	640,527
Total liabilities and stockholders' equity	$6,911,085	$6,364,912

Consolidated_Balance_Sheets_Un1

Consolidated Balance Sheets (Unaudited) (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Statement of Financial Position [Abstract]
Time certificates of deposit least amount	$100,000
Securities Held to Maturity, fair value	$402,322,000	$379,699,000
Preferred Stock, par value	$0.01	$0.01
Preferred Stock, shares authorized	1,000,000	1,000,000
Preferred Stock, shares outstanding	0	0
Common Stock, par value	$0.01	$0.01
Common Stock, shares authorized	75,000,000	75,000,000
Common Stock, shares issued	26,123,576	23,998,738
Common Stock, shares outstanding	26,123,576	23,998,738
Common Stock, unvested restricted Stock awards	241,660	254,500
Shares Held in Rabbi Trust	169,262	176,849

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income
Interest and fees on loans	$51,687	$48,204
Taxable interest and dividends on securities	4,627	4,650
Nontaxable interest and dividends on securities	34	37
Interest on loans held for sale	51	51
Interest on federal funds sold and short-term investments	30	38
Total interest and dividend income	56,429	52,980
Interest expense
Interest on deposits	2,763	2,791
Interest on borrowings	2,417	2,583
Total interest expense	5,180	5,374
Net interest income	51,249	47,606
Provision (benefit) for loan losses	-500	4,502
Net interest income after provision for loan losses	51,749	43,104
Noninterest income
Deposit account fees	4,166	4,359
Interchange and ATM fees	3,100	2,975
Investment management	5,107	4,603
Mortgage banking income	1,126	487
Loan level derivative income	418	746
Increase in cash surrender value of life insurance policies	778	722
Gain Realized on Life Insurance Policies	0	1,627
Gain (Loss) on Sale of Equity Investments	0	91
Other noninterest income	1,862	1,906
Total noninterest income	16,557	17,516
Noninterest expenses
Salaries and employee benefits	25,288	23,080
Occupancy and equipment expenses	6,394	6,146
Data processing & facilities management	1,122	1,253
FDIC assessment	956	905
Advertising expense	834	824
Consulting expense	755	559
Business Combination, Acquisition Related Costs	10,230	77
Software maintenance	625	662
Other noninterest expenses	8,773	8,381
Total noninterest expenses	54,977	41,887
Income before income taxes	13,329	18,733
Provision for income taxes	3,869	5,350
Net income	9,460	13,383
Basic earnings per share (in dollars per share)	$0.38	$0.56
Diluted earnings per share (in dollars per share)	$0.38	$0.56
Weighted average common shares (basic) (in shares)	24,959,865	23,819,065
Common shares equivalents (in shares)	80,215	100,173
Weighted average common shares (diluted) (in shares)	25,040,080	23,919,238
Retained Earnings [Member]
Noninterest expenses
Net income	$9,460	$13,383
Cash dividends declared per common share (in dollars per share)	$0.26	$0.24

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$9,460	$13,383
Other comprehensive income, net of tax
Net change in fair value of securities available for sale	1,561	1,917
Net change in fair value of cash flow hedges	82	502
Net change in other comprehensive income for defined benefit postretirement plans	76	-39
Total other comprehensive income	1,719	2,380
Total comprehensive income	$11,179	$15,763

Consolidated_Statements_of_Sto

Consolidated Statements of Stockholders' Equity (Unaudited) (USD $)	Total	Common Stock Outstanding	Common Stock	Value of Shares Held in Rabbi Trust at Cost	Deferred Compensation and Other Retirement Benefit Obligations	Additional Paid in Capital	Retained Earnings	Accumulated Other Comprehensive Loss
In Thousands, except Share data	USD ($)		USD ($)	USD ($)	USD ($)	USD ($)	USD ($)	USD ($)
Balance March 31, 2015 at Dec. 31, 2013	$591,540		$235	($3,404)	$3,404	$305,179	$293,560	($7,434)
Balance March 31, 2015 at Dec. 31, 2013		23,805,984
Net income	13,383						13,383
Other comprehensive income	2,380							2,380
Common dividend declared ($0.26 per share)	-5,725						-5,725
Stock Issued During Period, Value, Acquisitions	0
Common stock issued for acquisition		7,911
Common stock issued for acquisition	133					133
Proceeds from exercise of stock options, net of cash paid	193					193
Tax benefit related to equity award activity	677					677
Stock based compensation		55,761
Stock based compensation	-472		1			-473
Stock Issued During Period, Shares, Other		8,400
Stock Issued During Period, Value, Other	319					319
Increase (Decrease) in Deferred Compensation				-52	52
Deferred compensation and other retirement benefit obligations	128					128
Tax benefit related to deferred compensation distributions at Mar. 31, 2014	602,556		236	-3,456	3,456	306,156	301,218	-5,054
Tax benefit related to deferred compensation distributions at Mar. 31, 2014		23,878,056
Balance March 31, 2015 at Dec. 31, 2014	640,527		237	-3,666	3,666	311,978	330,444	-2,132
Balance March 31, 2015 at Dec. 31, 2014	23,998,738	23,998,738
Net income	9,460						9,460
Other comprehensive income	1,719							1,719
Common dividend declared ($0.26 per share)	-6,800						-6,800
Stock Issued During Period, Shares, Acquisitions		2,052,137
Stock Issued During Period, Value, Acquisitions	86,415		21			86,394
Common stock issued for acquisition		23,436
Common stock issued for acquisition	321					321
Proceeds from exercise of stock options, net of cash paid	337					337
Tax benefit related to equity award activity	739					739
Stock based compensation		33,491
Stock based compensation	-635		1			-636
Stock Issued During Period, Shares, Other		15,774
Stock Issued During Period, Value, Other	638					638
Increase (Decrease) in Deferred Compensation and Other Retirement Benefits				-34	34
Deferred compensation and other retirement benefit obligations	165					165
Tax benefit related to deferred compensation distributions at Mar. 31, 2015	$732,886		$259	($3,700)	$3,700	$399,936	$333,104	($413)
Tax benefit related to deferred compensation distributions at Mar. 31, 2015	26,123,576	26,123,576

Consolidated_Statements_of_Sto1

Consolidated Statements of Stockholders' Equity (Unaudited) (Parenthetical) (Retained Earnings, USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Retained Earnings
CASH DIVIDENDS DECLARED PER COMMON SHARE	$0.26	$0.24	$0.24

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
CASH FLOWS FROM OPERATING ACTIVITIES:
Net Income	$9,460	$13,383
Adjustments to reconcile net income to net cash provided by operating activities
Depreciation and amortization	3,145	2,757
Provision (benefit) for loan losses	-500	4,502
Deferred income tax expense	639	471
Net gain on sale of securities		-91
Net (gain) loss on fixed assets	-2	353
Net loss on other real estate owned and foreclosed assets	666	184
Realized gain on sale leaseback transaction	-258	-258
Stock based compensation	739	677
Excess tax benefit related to equity award activity	-337	-193
Increase in cash surrender value of life insurance policies	-778	-722
Gain Realized on Life Insurance Policies	0	-1,627
Change in fair value on loans held for sale	-27	-51
Net change in:
Trading assets	-494	0
Loans held for sale	-2,592	2,145
Other assets	3,056	1,904
Increase (Decrease) in Other Operating Liabilities	-5,292	-8,721
Total adjustments	-2,035	1,330
Net cash provided by operating activities	7,425	14,713
Cash flows provided by (used in) investing activities
Proceeds from sales of securities available for sale		673
Proceeds from maturities and principal repayments of securities available for sale	13,108	11,705
Purchases of securities available for sale	-5,846	-766
Proceeds from maturities and principal repayments of securities held to maturity	12,616	9,083
Purchases of securities held to maturity	-31,890	-34,017
Investments in low income housing projects	-5,002	-2,561
Purchases of life insurance policies	-92	-93
Proceeds from life insurance policies	0	478
Net decrease (increase) in loans	41,330	-93,858
Cash used in business combinations, net of cash acquired	-13,448	0
Purchases of bank premises and equipment	-1,481	-2,455
Proceeds from the sale of bank premises and equipment	14	756
Proceeds from the sale of other real estate owned and foreclosed assets	1,641	642
Net capital improvements to other real estate owned	-665	-444
Net cash provided by (used in) investing activities	10,285	-110,857
Cash flows provided by (used in) financing activities
Net decrease in time deposits	-19,023	-18,342
Net increase in other deposits	47,019	146,183
Net repayments of short-term Federal Home Loan Bank borrowings	-10,000
Repayments of long-term Federal Home Loan Bank borrowings	-3,000	0
Net decrease in customer repurchase agreements	-29,752	-20,803
Net increase (decrease) in other short term borrowings	10,000	-5,000
Repayments of subordinated debentures	-30,000	0
Proceeds from exercise of stock options, net of cash paid	321	133
Restricted stock awards issued, net of awards surrendered	-635	-472
Excess tax benefit from stock based compensation	337	193
Tax benefit from deferred compensation distribution	165	128
Proceeds from shares issued under direct stock purchase plan	638	319
Common dividends paid	-5,760	-5,237
Net cash provided by (used in) financing activities	-39,690	97,102
Net increase (decrease) in cash and cash equivalents	-21,980	958
Cash and cash equivalents at beginning of year	178,254	216,325
Cash and cash equivalents at end of period	156,274	217,283
Supplemental schedule of noncash investing and financing activities
Real Estate Owned, Transfer from Real Estate Owned	354	746
Capital commitment relating to Low Income Housing Project investments, noncash	0	25,839
Stock Issued During Period, Value, Acquisitions	86,415	0
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Assets	598,376
Business Combination, Recognized Identifiable Assets Acquired and Liabilities Assumed, Liabilities	$498,513

Basis_of_Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2015
Organization, Consolidation and Presentation of Financial Statements [Abstract]
BASIS OF PRESENTATION	dent 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 ("GAAP") 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 GAAP 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, 2015 are not necessarily indicative of the results that may be expected for the year ending December 31, 2015 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, 2014, filed with the Securities and Exchange Commission.

Recent_Accounting_Standards

Recent Accounting Standards	3 Months Ended
	Mar. 31, 2015
Recent Accounting Standards [Abstract]
RECENT ACCOUNTING STANDARDS	FASB ASC Subtopic 835-30 "Interest - Imputation of Interest" Update No. 2015-03. Update No. 2015-03 was issued in April 2015 to simplify presentation of debt issuance costs. The amendments in this Update require that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuances costs are not affected by the amendments in this Update. The amendments in this update are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. 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 810 "Consolidation" Update No. 2015-02. Update No. 2015-02 was issued in February 2015 to respond to stakeholders' concerns about the current accounting for consolidation of certain legal entities. The amendments in this update affect reporting entities that are required to evaluate whether they should consolidate certain legal entities. All legal entities are subject to reevaluation under the revised consolidation model. Specifically, the amendments: (1) modify the evaluation of whether limited partnerships and similar legal entities are variable interest entities (VIEs) or voting interest entities, (2) eliminate the presumption that a general partner should consolidate a limited partnership, (3) affect the consolidation analysis of reporting entities that are involved with VIEs, particularly those that have fee arrangements and related party relationships, and (4) provide a scope exception from consolidation guidance for reporting entities with interests in legal entities that are required to comply with or operate in accordance with requirements that are similar to those in Rule 2a-7 of the Investment Company Act of 1940 for registered money market funds. The amendments in this update are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. 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 Subtopic 225-20 "Income Statement - Extraordinary and Unusual Items" Update No. 2015-01. Update No. 2015-01 was issued in January 2015 to simplify the income statement presentation requirements in Subtopic 225-20 by eliminating the concept of extraordinary items. Extraordinary items are events and transactions that are distinguished by their unusual nature and by the infrequency of their occurrence. The amendments in this update are effective for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. Early adoption is permitted. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position.

ACQUISITIONS

ACQUISITIONS	3 Months Ended
	Mar. 31, 2015
Business Combinations [Abstract]
Business Combination Disclosure [Text Block]	ACQUISITIONS
	Peoples Federal Bancshares, Inc.
	On February 20, 2015, the Company completed its acquisition of Peoples Federal Bancshares, Inc. ("Peoples"), the parent of Peoples Federal Saving Bank. The transaction qualified as a tax-free reorganization for federal income tax purposes and Peoples shareholders received, for each share of Peoples common stock, the right to receive either $21.00 in cash per share or 0.5523 shares of the Company's stock (valued at $23.26 per share, based upon the highest trading value of the Company's stock on February 20, 2015 of $42.11). The total deal consideration was $141.8 million and was comprised of 40% cash and 60% stock consideration. The cash consideration was $55.4 million in the aggregate, inclusive of cash paid in lieu of fractional shares. The total stock consideration was $86.4 million and resulted in an increase to the Company's outstanding shares of 2,052,137 shares.
	The Company accounted for the acquisition using the acquisition method pursuant to the Business Combinations Topic of the Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("ASC"). Accordingly, the Company recorded merger and acquisition expenses of $10.2 million during the three months ended March 31, 2015. Additionally, the acquisition method requires the acquirer to recognize the assets acquired and the liabilities assumed at their fair values as of the acquisition date. The following table summarizes the estimated fair value of the assets acquired and liabilities assumed as of the date of the acquisition:
		Net Assets Acquired at Fair Value
		(Dollars in thousands)
	Assets
	Cash	$	41,957
	Investments	43,585
	Loans	463,927
	Premises and equipment	9,346
	Goodwill	30,662
	Core deposit and other intangibles	3,936
	Other assets	46,920
	Total assets acquired	640,333
	Liabilities
	Deposits	432,250
	Borrowings	51,209
	Other liabilities	15,054
	Total liabilities assumed	498,513
	Purchase price	$	141,820
	Fair value adjustments to assets acquired and liabilities assumed are generally amortized using either an effective yield or straight-line basis over periods consistent with the average life, useful life and/or contractual term of the related assets and liabilities.
	Fair values of the major categories of assets acquired and liabilities assumed were determined as follows:
	Cash and Cash Equivalents
	The fair values of cash and cash equivalents approximate the respective carrying amounts because the instruments are payable on demand or have short-term maturities.
	Investments
	The fair values of securities were based on quoted market prices for identical securities received from an independent, nationally-recognized, third-party pricing service. Prices provided by the independent pricing service were based on recent trading activity and other observable information including, but not limited to, market interest rate curves, referenced credit spreads and estimated prepayment rates where applicable.
	Loans
	The loans acquired were recorded at fair value without a carryover of the allowance for loan losses. Fair value of the loans is determined using market participant assumptions in estimating the amount and timing of both principal and interest cash flows expected to be collected, as adjusted for an estimate of future credit losses and prepayments, and then applying a market-based discount rate to those cash flows. The overall discount on the loans acquired in this transaction was due to anticipated credit loss, as well as considerations for liquidity and market interest rates.
	A portion of the loans acquired showed evidence of deterioration of credit quality at the purchase date and it was deemed unlikely that the Bank will be able to collect all contractually required payments. As such, these loans were deemed to be purchased credit impaired ("PCI") and the carrying value and prospective income recognition are predicated upon future cash flows expected to be collected. The following is a summary of these PCI loans associated with the acquisition as of the date acquired:
			(Dollars in thousands)
	Contractually required principal and interest at acquisition		$	4,358
	Contractual cash flows not expected to be collected		(1,596		)
	Expected cash flows at acquisition		2,762
	Interest component of expected cash flows		(319		)
	Basis in PCI loans at acquisition - estimated fair value		$	2,443
	Premises and Equipment
	The fair value of the premises, including land, buildings and improvements, was determined based upon appraisals by licensed real estate appraisers or pending agreed upon sale prices. The appraisals were based upon the best and highest use of the property with final values determined based upon an analysis of the cost, sales comparison and income capitalization approaches for each property appraised.
	Core Deposit Intangible
	The fair value of the core deposit intangible is derived by comparing the interest rate and servicing costs that the financial institution pays on the core deposit liability versus the current market rate for alternative sources of financing, while factoring in estimates over the remaining life and attrition rate of the deposit accounts. The intangible asset represents the stable and relatively low cost source of funds that the deposits and accompanying relationships provide the Company, when compared to alternative funding sources.
	Deposits
	The fair value of acquired savings and transaction deposit accounts was assumed to approximate the carrying value as these accounts have no stated maturity and are payable on demand. The fair value of time deposits were determined based on the present value of the contractual cash flows over the remaining period to maturity using a market interest rate.
	Borrowings
	The fair values of Federal Home Loan Bank ("FHLB") advances were derived based upon the present value of the principal and interest payments using a current market discount rate.
	Selected Pro Forma Results
	The following summarizes the unaudited pro forma results of operations as if the Company acquired Peoples on January 1, 2015 (2014 amounts represent combined results for the Company and Peoples). The selected pro forma financial information is presented for illustrative purposes only and is not necessarily indicative of the financial results of the combined companies had the acquisition actually been completed at the beginning of the periods presented, nor does it indicate future results for any other interim or full-year period.
		March 31,
		2015				2014
		(Dollars in thousands)
	Net interest income after provision for loan losses	$	54,407			$	47,516
	Net income	14,161				13,897
	Excluded from the pro forma results of operations for the three months ended March 31, 2015 are merger-related costs of $16.6 million recognized by both the Company and Peoples in the aggregate. These costs were primarily made up of contract terminations arising due to the change in control, the acceleration of certain compensation and benefit costs, and other merger expenses.

Securities

Securities	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
SECURITIES	lowing 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:
		March 31, 2015															December 31, 2014
		Amortized				Gross				Gross Unrealized				Fair			Amortized			Gross			Gross Unrealized			Fair
		Cost				Unrealized				Losses				Value			Cost			Unrealized			Losses			Value
						Gains														Gains
		(Dollars in thousands)
	Available for sale securities
	U.S. government agency securities	$	45,848			$	656			$	—			$	46,504		$	41,369		$	139		$	(22	)	$	41,486
	Agency mortgage-backed securities	246,148				8,098				(157		)		254,089			211,168			7,203			(693		)	217,678
	Agency collateralized mortgage obligations	59,896				836				(444		)		60,288			63,059			599			(623		)	63,035
	State, county, and municipal securities	4,837				140				—				4,977			5,106			117			—			5,223
	Single issuer trust preferred securities issued by banks	2,901				19				(10		)		2,910			2,913			12			(16		)	2,909
	Pooled trust preferred securities issued by banks and insurers (1)	7,862				179				(1,769		)		6,272			7,906			195			(1,780		)	6,321
	Equity securities	11,544				674				(220		)		11,998			11,572			567			(237		)	11,902
	Total available for sale securities	$	379,036			$	10,602			$	(2,600	)		$	387,038		$	343,093		$	8,832		$	(3,371	)	$	348,554
	Held to maturity securities
	U.S. Treasury securities	$	1,010			$	79			$	—			$	1,089		$	1,010		$	63		$	—		$	1,073
	Agency mortgage-backed securities	164,830				6,049				—				170,879			159,522			5,422			—			164,944
	Agency collateralized mortgage obligations	221,979				3,125				(1,787		)		223,317			207,995			2,141			(3,478		)	206,658
	State, county, and municipal securities	424				5				—				429			424			4			—			428
	Single issuer trust preferred securities issued by banks	1,500				8				—				1,508			1,500			—			(23		)	1,477
	Corporate debt securities	5,002				98				—				5,100			5,002			117			—			5,119
	Total held to maturity securities	$	394,745			$	9,364			$	(1,787	)		$	402,322		$	375,453		$	7,747		$	(3,501	)	$	379,699
	Total	$	773,781			$	19,966			$	(4,387	)		$	789,360		$	718,546		$	16,579		$	(6,872	)	$	728,253
	(1)    Gross unrealized gains and gross unrealized losses include $146,000 and $230,000 of net non-credit related OTTI at March 31, 2015 and December 31, 2014, respectively.
	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 had no realized gains or losses during the three month period ending March 31, 2015 and realized a net gain of $91,000 during the three month period ending March 31, 2014 on equity securities classified as available for sale. There were no gains on sale on the Company's fixed income securities during the periods ending March 31, 2015 and 2014.
	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, 2015 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	$	—			$	—			$	5,202			$	5,300
	Due after one year to five years	54,992				55,912				408				423
	Due after five to ten years	95,080				96,837				30,927				31,804
	Due after ten years	217,420				222,291				358,208				364,795
	Total debt securities	$	367,492			$	375,040			$	394,745			$	402,322
	Equity securities	$	11,544			$	11,998			$	—			$	—
	Total	$	379,036			$	387,038			$	394,745			$	402,322
	Inclusive in the table above is $39.1 million of callable securities in the Company’s investment portfolio at March 31, 2015.
	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 $327.4 million and $340.0 million at March 31, 2015 and December 31, 2014, respectively.
	At March 31, 2015 and December 31, 2014, 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-15
					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)
	Agency mortgage-backed securities	12			$	7,375			$	(40	)		$	4,718		$	(117	)	$	12,093		$	(157	)
	Agency collateralized mortgage obligations	12			7,682				(4		)		93,437			(2,227		)	101,119			(2,231		)
	Single issuer trust preferred securities issued by banks and insurers	1			1,076				(10		)		—			—			1,076			(10		)
	Pooled trust preferred securities issued by banks and insurers	2			—				—				2,549			(1,444		)	2,549			(1,444		)
	Equity securities	20			1,265				(77		)		4,092			(143		)	5,357			(220		)
	Total temporarily impaired securities	47			$	17,398			$	(131	)		$	104,796		$	(3,931	)	$	122,194		$	(4,062	)
		31-Dec-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	22			$	21,950			$	(22	)		$	—		$	—		$	21,950		$	(22	)
	Agency mortgage-backed securities	17			3,471				(1		)		42,222			(692		)	45,693			(693		)
	Agency collateralized mortgage obligations	14			35,083				(331		)		94,974			(3,770		)	130,057			(4,101		)
	Single issuer trust preferred securities issued by banks and insurers	2			2,553				(39		)		—			—			2,553			(39		)
Pooled trust preferred securities issued by banks and insurers	2			—				—				2,681			(1,356		)	2,681			(1,356		)
Equity securities	23			1,480				(74		)		4,072			(163		)	5,552			(237		)
Total temporarily impaired securities	80			$	64,537			$	(467	)		$	143,949		$	(5,981	)	$	208,486		$	(6,448	)
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, 2015:
•	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.
•	Single Issuer Trust Preferred Securities: This portfolio consists of one security which is below investment grade. The unrealized loss on these securities is attributable to the illiquid nature of the trust preferred market in the current economic environment. Management evaluates various financial metrics for the issuers, including regulatory capital ratios of the issuers.
•	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
	2015				2014
	(Dollars in thousands)
Gross change in OTTI recorded on certain investments	$	84			$	833
Portion of OTTI recognized in OCI	(84		)		(833		)
Total credit related OTTI recognized in earnings	$	—			$	—
The following table shows the cumulative credit related component of OTTI for the periods indicated:
	Three Months Ended
	31-Mar
	2015				2014
	(Dollars in thousands)
Balance at beginning of period	$	(9,997	)		$	(9,997	)
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	)		$	(9,997	)

Loans_Allowance_for_Loan_Losse

Loans, Allowance for Loan Losses and Credit Quality	3 Months Ended
	Mar. 31, 2015
Loans, Allowance for Loan Losses and Credit Quality [Abstract]
LOANS, ALLOWANCE FOR LOAN LOSSES AND CREDIT QUALITY	lowing tables bifurcate the amount of loans and the allowance allocated to each loan category based on the type of impairment analysis as of the periods indicated:
		31-Mar-15
		(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:
	Collectively evaluated for impairment	$	823,023			$	2,561,984			$	291,175			$	86,682			$	655,891			$	870,476		$	18,431		$	5,307,662
	Individually evaluated for impairment	$	6,357			$	32,162			$	311			$	1,027			$	15,827			$	6,014		$	1,182		$	62,880
	Purchased credit impaired loans	$	—			$	12,298			$	180			$	—			$	9,661			$	426		$	11		$	22,576
	Total loans by group	$	829,380			$	2,606,444			$	291,666			$	87,709			$	681,379			$	876,916		$	19,624		$	5,393,118		(1	)
		31-Dec-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:
	Collectively evaluated for impairment	$	856,185			$	2,304,099			$	265,501			$	84,159			$	505,799			$	858,305		$	16,335		$	4,890,383
	Individually evaluated for impairment	$	4,654			$	30,729			$	311			$	1,088			$	15,055			$	5,330		$	868		$	58,035
	Purchased credit impaired loans	$	—			$	12,495			$	182			$	—			$	9,405			$	228		$	5		$	22,315
	Total loans by group	$	860,839			$	2,347,323			$	265,994			$	85,247			$	530,259			$	863,863		$	17,208		$	4,970,733		(1	)
	-1	The amount of net deferred fees included in the ending balance was $3.1 million and $2.8 million at March 31, 2015 and December 31, 2014, respectively.
		Three Months Ended March 31, 2015
		(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	$	15,573			$	25,873			$	3,945			$	1,171			$	2,834			$	4,956		$	748		$	55,100
	Charge-offs	(561		)		(141		)		—				(150		)		(185		)		(161		)	(327		)	(1,525		)
	Recoveries	379				685				—				67				45				72			192			1,440
	Provision (benefit)	(834		)		(132		)		197				134				32				39			64			(500		)
	Ending balance	$	14,557			$	26,285			$	4,142			$	1,222			$	2,726			$	4,906		$	677		$	54,515
	Ending balance: individually evaluated for impairment	$	308			$	265			$	—			$	5			$	1,453			$	253		$	34		$	2,318
	Ending balance: collectively evaluated for impairment	$	14,249			$	26,020			$	4,142			$	1,217			$	1,273			$	4,653		$	643		$	52,197
		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 (benefit)	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
	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 and 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 primarily of, 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 or purchase 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 include 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 Loss Unlikely: 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-15
Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
	Rating		Industrial				Real Estate				Construction
			(Dollars in thousands)
Pass	1 - 6		$	760,872			$	2,452,783			$	272,974			$	83,855			$	3,570,484
Potential weakness	7		43,159				83,746				18,154				2,832				147,891
Definite weakness-loss unlikely	8		24,950				68,669				538				918				95,075
Partial loss probable	9		399				1,246				—				104				1,749
Definite loss	10		—				—				—				—				—
Total			$	829,380			$	2,606,444			$	291,666			$	87,709			$	3,815,199
			31-Dec-14
Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
	Rating		Industrial				Real Estate				Construction
			(Dollars in thousands)
Pass	1 - 6		$	801,578			$	2,196,109			$	248,696			$	81,255			$	3,327,638
Potential weakness	7		37,802				82,372				15,464				2,932				138,570
Definite weakness-loss unlikely	8		20,241				67,571				1,834				949				90,595
Partial loss probable	9		1,218				1,271				—				111				2,600
Definite loss	10		—				—				—				—				—
Total			$	860,839			$	2,347,323			$	265,994			$	85,247			$	3,559,403
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,
	2015			2014
Residential portfolio
FICO score (re-scored)(1)	739			739
LTV (re-valued)(2)	63.8	%		67.1	%
Home equity portfolio
FICO score (re-scored)(1)	765			764
LTV (re-valued)(2)	53.5	%		53.6	%
-1	The average FICO scores for March 31, 2015 are based upon rescores available from February 28, 2015 and origination score data for loans booked between March 1 and March 31, 2015. The average FICO scores for December 31, 2014 are based upon rescores available from November 30, 2014 and origination score data for loans booked between December 1, 2014 and December 31, 2014.
-2	The combined LTV ratios for March 31, 2015 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, 2015. The combined LTV ratios for December 31, 2014 are based upon updated automated valuations as of February 28, 2013 and actual score data for loans booked from March 1, 2013 through December 31, 2014. 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 below 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, 2015				December 31, 2014
	(Dollars in thousands)
Commercial and industrial	$	4,542			$	2,822
Commercial real estate	8,459				7,279
Commercial construction	311				311
Small business	267				246
Residential real estate	8,591				8,697
Home equity	7,976				8,038
Other consumer	7				—
Total nonaccrual loans(1)	$	30,153			$	27,393
-1	Included in these amounts were $4.9 million and $5.2 million of nonaccruing TDRs at March 31, 2015 and December 31, 2014, respectively.
The following table shows information regarding foreclosed residential real estate property at the date indicated:
	March 31, 2015
	(Dollars in thousands)
Foreclosed residential real estate property held by the creditor	$	2,239
Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure	$	1,508
The following table shows the age analysis of past due financing receivables as of the dates indicated:
	31-Mar-15
	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	8			$	236			7			$	973			25			$	4,256			40		$	5,465		$	823,915			$	829,380	$	—
Commercial real estate	16			3,189				5			714				23			6,896				44		10,799			2,595,645				2,606,444		—
Commercial construction	—			—				—			—				1			311				1		311			291,355				291,666		—
Small business	9			134				3			45				11			211				23		390			87,319				87,709		—
Residential real estate	13			3,275				7			1,044				28			3,061				48		7,380			673,999				681,379		103
Home equity	17			1,098				7			535				22			2,078				46		3,711			873,205				876,916		38
Other consumer	34			146				8			59				10			53				52		258			19,366				19,624		46
Total	97			$	8,078			37			$	3,370			120			$	16,866			254		$	28,314		$	5,364,804			$	5,393,118	$	187
	31-Dec-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			$	3,192			10			$	1,007			19			$	2,320			47		$	6,519		$	854,320			$	860,839	$	—
Commercial real estate	19			13,428				6			1,480				16			4,225				41		19,133			2,328,190				2,347,323		—
Commercial construction	1			506				—			—				1			311				2		817			265,177				265,994		—
Small business	7			21				8			113				7			173				22		307			84,940				85,247		—
Residential real estate	13			1,670				10			1,798				36			4,826				59		8,294			521,965				530,259		106
Home equity	20			1,559				7			307				23			2,402				50		4,268			859,595				863,863		—
Other consumer	34			233				6			20				8			13				48		266			16,942				17,208		13
Total	112			$	20,609			47			$	4,725			110			$	14,270			269		$	39,604		$	4,931,129			$	4,970,733	$	119
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, 2015				December 31, 2014
	(Dollars in thousands)
TDRs on accrual status	$	36,887			$	38,382
TDRs on nonaccrual	4,899				5,248
Total TDRs	$	41,786			$	43,630
Amount of specific reserves included in the allowance for loan losses associated with TDRs:	$	1,816			$	2,004
Additional commitments to lend to a borrower who has been a party to a TDR:	$	2,071			$	1,400
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, 2015
	Number of			Pre-Modification				Post-Modification
	Contracts			Outstanding				Outstanding
				Recorded				Recorded
				Investment				Investment (1)
	(Dollars in thousands)
Troubled debt restructurings
Commercial and industrial	3			$	156			$	156
Commercial real estate	1			239				239
Small business	2			50				50
Residential real estate	3			157				157
Home equity	2			184				184
Total	11			$	786			$	786
	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 and 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
-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 during the period indicated:
	Three Months Ended March 31
	2015				2014
	(Dollars in thousands)
Extended maturity	$	642			$	835
Adjusted interest rate	—				728
Combination rate & maturity	114				1,344
Court ordered concession	30				8
Total	$	786			$	2,915
The Company considers a loan to have defaulted when it reaches 90 days past due. The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated.
	Three Months Ended March 31
	2015							2014
	Number			Recorded				Number			Recorded
	of Contracts			Investment				of Contracts			Investment
	(Dollars in thousands)
Troubled debt restructurings that subsequently defaulted
Commercial real estate	1			$	378			1			$	176
Commercial and industrial	—			—				2			52
Residential real estate	—			—				1			327
	1			$	378			4			$	555
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-15
	Recorded				Unpaid				Related
	Investment				Principal				Allowance
					Balance
	(Dollars in thousands)
With no related allowance recorded
Commercial and industrial	$	3,489			$	4,139			$	—
Commercial real estate	21,323				22,615				—
Commercial construction	311				311				—
Small business	680				721				—
Residential real estate	3,464				3,556				—
Home equity	4,731				4,781				—
Other consumer	677				681				—
Subtotal	34,675				36,804				—
With an allowance recorded
Commercial and industrial	$	2,868			$	2,887			$	308
Commercial real estate	10,839				10,974				265
Small business	347				372				5
Residential real estate	12,363				13,517				1,453
Home equity	1,283				1,410				253
Other consumer	505				505				34
Subtotal	28,205				29,665				2,318
Total	$	62,880			$	66,469			$	2,318
	31-Dec-14
	Recorded				Unpaid				Related
	Investment				Principal				Allowance
					Balance
	(Dollars in thousands)
With no related allowance recorded
Commercial and industrial	$	3,005			$	3,278			$	—
Commercial real estate	15,982				17,164				—
Commercial construction	311				311				—
Small business	692				718				—
Residential real estate	2,439				2,502				—
Home equity	4,169				4,221				—
Other consumer	338				341				—
Subtotal	26,936				28,535				—
With an allowance recorded
Commercial and industrial	$	1,649			$	1,859			$	412
Commercial real estate	14,747				15,514				197
Small business	396				458				7
Residential real estate	12,616				13,727				1,500
Home equity	1,161				1,264				262
Other consumer	530				530				38
Subtotal	31,099				33,352				2,416
Total	$	58,035			$	61,887			$	2,416
The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated:
	Three Months Ended
	March 31, 2015
	Average				Interest
	Recorded				Income
	Investment				Recognized
	(Dollars in thousands)
With no related allowance recorded
Commercial and industrial	$	3,862			$	57
Commercial real estate	21,137				310
Commercial construction	311				3
Small business	722				11
Residential real estate	3,474				40
Home equity	4,749				52
Other consumer	586				7
Subtotal	34,841				480
With an allowance recorded
Commercial and industrial	$	2,871			$	36
Commercial real estate	10,872				137
Small business	356				6
Residential real estate	12,410				173
Home equity	1,289				14
Other consumer	513				5
Subtotal	28,311				371
Total	$	63,152			$	851
	Three Months Ended
	March 31, 2014
	Average				Interest
	Recorded				Income
	Investment				Recognized
	(Dollars in thousands)
With no related allowance recorded
Commercial and 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 and 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
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 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 PCI loans at the dates indicated:
	March 31, 2015				December 31, 2014
	(Dollars in thousands)
Outstanding balance	$	25,992			$	25,279
Carrying amount	$	22,576			$	22,315
The following table summarizes activity in the accretable yield for the PCI loan portfolio:
	Three Months Ended March 31
	2015				2014
	(Dollars in thousands)
Beginning balance	$	2,974			$	2,514
Acquisition	319				—
Accretion	(964		)		(377		)
Other change in expected cash flows (1)	219				541
Reclassification from nonaccretable difference for loans which have paid off (2)	79				—
Ending balance	$	2,627			$	2,678
(1) 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) Results in increased interest income during the period in which the loan paid off at amount greater than originally expected.

Earnings_Per_Share

Earnings Per Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
EARNINGS PER SHARE	s per share consisted of the following components for the periods indicated:
		Three Months Ended
		31-Mar
		2015			2014
		(Dollars in thousands, except per share data)
	Net income	$	9,460		$	13,383
	Weighted Average Shares
	Basic shares	24,959,865			23,819,065
	Effect of dilutive securities	80,215			100,173
	Diluted shares	25,040,080			23,919,238
	Net income per share
	Basic EPS	$	0.38		$	0.56
	Effect of dilutive securities	—			—
	Diluted EPS	$	0.38		$	0.56
	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
		2015		2014
	Stock options	—		—
	Performance-based restricted stock	—		1,242

Stock_Based_Compensation

Stock Based Compensation	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
STOCK BASED COMPENSATION	Time Vested Restricted Stock Awards
	During the three months ended March 31, 2015, the Company made the following awards of restricted stock:
	Date	Shares Granted	Plan	Grant Date Fair Value		Vesting Period
	2/11/15	31,500	2005 Employee Stock Plan	$	39.42	Ratably over 5 years from grant date
	2/12/15	25,910	2005 Employee Stock Plan	$	40.03	Ratably over 5 years from grant date
	3/19/15	3,800	2005 Employee Stock Plan	$	43.56	Ratably over 5 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 February 12, 2015, the Company granted 21,780 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 $40.03. 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 December 31, 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, assuming achievement at target, 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 or vote until the share are vested.
	Stock Options
	The Company did not issue any awards of options to purchase shares of common stock during the three months ended March 31, 2015.

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activities	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVES 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 four 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-15
	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		0.27	%		5.04	%		$	(1,908	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16		3 Month LIBOR		0.27	%		5.04	%		(1,908		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18		3 Month LIBOR		0.26	%		2.94	%		(1,554		)
	$	75,000																	$	(5,370	)
	31-Dec-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		0.24	%		5.04	%		$	(2,093	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16		3 Month LIBOR		0.24	%		5.04	%		(2,094		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18		3 Month LIBOR		0.24	%		2.94	%		(1,383		)
	$	75,000																	$	(5,570	)
	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 other comprehensive income ("OCI"), and is subsequently reclassified into earnings in the period that the hedged forecasted transaction affects earnings.  The Company expects approximately $2.7 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, 2015.
	The Company recognized $61,000 of net amortization income that was an offset to interest expense related to previously terminated swaps for the three month periods ended March 31, 2015 and 2014, respectively.
	The Company had no fair value hedges as of March 31, 2015 or December 31, 2014.
	Customer Related Positions
	Loan level 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-15
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	179			$	88,082			$	48,380			$	41,668			$	36,072			$	418,153	$	632,355	$	23,692
	Pay fixed, receive variable	173			$	88,082			$	48,380			$	41,668			$	36,072			$	418,153	$	632,355	$	(23,691	)
	Foreign exchange contracts
	Buys foreign currency, sells U.S. currency	21			$	29,823			$	—			$	—			$	—			$	—	$	29,823	$	4,361
	Buys U.S. currency, sells foreign currency	21			$	29,823			$	—			$	—			$	—			$	—	$	29,823	$	(4,333	)
		31-Dec-14
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	174			$	88,147			$	46,854			$	40,958			$	38,108			$	403,208	$	617,275	$	17,840
	Pay fixed, receive variable	168			$	88,147			$	46,854			$	40,958			$	38,108			$	403,208	$	617,275	$	(17,837	)
	Foreign exchange contracts
	Buys foreign currency, sells U.S. currency	23			$	57,112			$	—			$	—			$	—			$	—	$	57,112	$	4,007
	Buys U.S. currency, sells foreign currency	23			$	57,112			$	—			$	—			$	—			$	—	$	57,112	$	(3,984	)
	-1	The Company may enter into one dealer swap agreement which offsets multiple commercial borrower swap agreements.
	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 change in fair value associated with loans held for sale was an increase of $27,000 and $51,000 for the three months ended March 31, 2015 and 2014, respectively. These amounts were offset in earnings by the change in the fair value of mortgage derivatives.
	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
				Fair Value at				Fair Value at						Fair Value at				Fair Value at
		Balance Sheet		31-Mar-15				31-Dec-14				Balance Sheet		31-Mar-15				31-Dec-14
		Location										Location
		(Dollars in thousands)
	Derivatives designated as hedges
	Interest rate derivatives	Other assets		$	—			$	—			Other liabilities		$	5,370			$	5,570
	Derivatives not designated as hedges
	Customer Related Positions:
	Loan level derivatives	Other assets		$	23,700			$	18,383			Other liabilities		$	23,699			$	18,380
	Foreign exchange contracts	Other assets		4,361				4,007				Other liabilities		4,333				3,984
	Mortgage Derivatives
	Interest rate lock commitments	Other assets		386				295				Other liabilities		—				—
	Forward TBA mortgage contracts	Other assets		—				—				Other liabilities		—				16
	Forward sales agreements	Other assets		88				3				Other liabilities		—				—
			$	28,535			$	22,688					$	28,032			$	22,380
Total			$	28,535			$	22,688					$	33,402			$	27,950
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
	2015				2014
	(Dollars in thousands)
Derivatives designated as hedges
Gain in OCI on derivatives (effective portion), net of tax	$	82			$	502
Loss reclassified from OCI into interest expense (effective portion)	$	(706	)		$	(1,148	)
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	$	21			$	29
Other expense	(18		)		(1		)
Changes in fair value of mortgage derivatives
Mortgage banking income	192				(40		)
Total	$	195			$	(12	)
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 $4,000 and $272,000 in exposure relating to institutional counterparties at March 31, 2015 and December 31, 2014, respectively. The Company’s exposure relating to customer counterparties was approximately $24.5 million and $18.9 million at March 31, 2015 and December 31, 2014, 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, 2015
Offsetting [Abstract]
Balance Sheet Offsetting Disclosure [Text Block]	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, 2015, 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, 2015
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—	$	—
	Loan level derivatives	23,700		—		23,700		4		—		23,696
	Customer foreign exchange contracts	4,361		—		4,361		—		—		4,361
		$	28,061	$	—	$	28,061	$	4	$	—	$	28,057
	Derivative Liabilities
	Interest rate swaps	$	5,370	$	—	$	5,370	$	—	$	5,370	$	—
	Loan level derivatives	23,699		—		23,699		4		23,691		4
	Customer foreign exchange contracts	4,333		—		4,333		—		—		4,333
	Repurchase agreements
	Customer repurchase agreements	118,138		—		118,138		—		118,138		—
	Wholesale repurchase agreements	50,000		—		50,000		—		50,000		—
		$	201,540	$	—	$	201,540	$	4	$	197,199	$	4,337
	-1	Reflects offsetting derivative positions with the same counterparty.
								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
		December 31, 2014
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—	$	—
	Loan level derivatives	18,383		—		18,383		272		—		18,111
	Customer foreign exchange contracts	4,007		—		4,007		—		—		4,007
		$	22,390	$	—	$	22,390	$	272	$	—	$	22,118
	Derivative Liabilities
	Interest rate swaps	$	5,570	$	—	$	5,570	$	—	$	5,570	$	—
	Loan level derivatives	18,380		—		18,380		272		17,836		272
	Customer foreign exchange contracts	3,984		—		3,984		—		—		3,984
	Repurchase agreements
	Customer repurchase agreements	147,890		—		147,890		—		147,890		—
	Wholesale repurchase agreements	50,000		—		50,000		—		50,000		—
		$	225,824	$	—	$	225,824	$	272	$	221,296	$	4,256
	-1	Reflects offsetting derivative positions with the same counterparty.
	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, 2015
Fair Value Disclosures [Abstract]
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:
	Trading Securities
	These equity securities 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.
	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
	The valuation model for these securities is volatility-driven and ratings based, and uses multi-dimensional spread tables. The inputs used include benchmark yields, reported trades, new issue data, broker 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, reported trades, new issue data, broker dealer quotes, and collateral performance. If there is at least one significant model assumption or input that is not observable, these securities are classified as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2.
	Equity Securities
	These equity securities are valued based on market quoted prices. These securities are classified as Level 1 as they are actively traded and no valuation adjustments have been applied.
	Loans Held for Sale
	The Company has elected the fair value option to account for originated closed loans intended for sale. The fair value is measured on an individual loan basis using quoted market prices and when not available, comparable market value or discounted cash flow analysis may be utilized. These assets are typically classified 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, 2015 and December 31, 2014, 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 as Level 2.
	Mortgage Derivatives
	The fair value of mortgage derivatives is determined based on current market prices for similar assets in the secondary market and, therefore, classified as Level 2 within the fair value hierarchy.
	Impaired Loans
	Collateral dependent loans that are deemed to be impaired are valued based upon the lower of cost or fair value of the underlying collateral less costs to sell.  The inputs used in the appraisals of the collateral are not always observable, and therefore the loans may be classified as Level 3 within the fair value hierarchy; otherwise, they are classified as Level 2.
	Other Real Estate Owned and Other Foreclosed Assets
	The fair values are generally estimated based upon recent appraisal values of the property less costs to sell the property, as Other Real Estate Owned ("OREO") and Other Foreclosed Assets are valued at the lower of cost or fair value of the property, less estimated costs to sell. Certain inputs used in appraisals are not always observable, and therefore OREO and Other Foreclosed Assets may be classified as Level 3 within the fair value hierarchy.
	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-15
		(Dollars in thousands)
	Recurring fair value measurements
	Assets
	Trading securities	$	494		$	494		$	—		$	—
	Securities available for sale
	U.S. Government agency securities	46,504			—			46,504			$	—
	Agency mortgage-backed securities	254,089			—			254,089			—
	Agency collateralized mortgage obligations	60,288			—			60,288			—
	State, county, and municipal securities	4,977			—			4,977			—
	Single issuer trust preferred securities issued by banks and insurers	2,910			—			2,910			—
	Pooled trust preferred securities issued by banks and insurers	6,272			—			—			6,272
	Equity securities	11,998			11,998			—			—
	Loans held for sale	9,507			—			9,507			—
	Derivative instruments	28,535			—			28,535			—
	Liabilities
	Derivative Instruments	33,402			—			33,402			—
	Total recurring fair value measurements	$	392,172		$	12,492		$	373,408		$	6,272
	Nonrecurring fair value measurements
	Assets
Collateral dependent impaired loans	$	7,559		$	—		$	—		$	7,559
Other real estate owned and other foreclosed assets	6,285			—			—			6,285
Total nonrecurring fair value measurements	$	13,844		$	—		$	—		$	13,844
				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-Dec-14
	(Dollars in thousands)
Recurring fair value measurements
Assets
Securities available for sale
U.S. Government agency securities	$	41,486		$	—		$	41,486		$	—
Agency mortgage-backed securities	217,678			—			217,678			—
Agency collateralized mortgage obligations	63,035			—			63,035			—
State, county, and municipal securities	5,223						5,223
Single issuer trust preferred securities issued by banks and insurers	2,909			—			2,909			—
Pooled trust preferred securities issued by banks and insurers	6,321			—			—			6,321
Equity securities	11,902			11,902			—			—
Loans held for sale	6,888			—			6,888			—
Derivative instruments	22,688			—			22,688			—
Liabilities
Derivative instruments	27,950			—			27,950			—
Total recurring fair value measurements	$	350,180		$	11,902		$	331,957		$	6,321
Nonrecurring fair value measurements:
Assets
Collateral dependent impaired loans	$	8,196		$	—		$	—		$	8,196
Other real estate owned and other foreclosed assets	7,743			—			—			7,743
Total nonrecurring fair value measurements	$	15,939		$	—		$	—		$	15,939
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), which were valued using pricing models and discounted cash flow methodologies, as of the dates indicated:
	Securities Available for Sale:
	(Dollars in thousands)
	Three Months Ended March 31, 2015			Three Months Ended March 31, 2014
Pooled Trust Preferred Securities
Beginning balance	$	6,321		$	3,841
Gains (losses) (realized/unrealized)
Included in other comprehensive income	(4		)	1,162
Settlements	(45		)	(36		)
Ending balance	$	6,272		$	4,967
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 three month periods ended March 31, 2015 or 2014.
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:
		31-Mar			31-Dec				31-Mar		31-Dec	31-Mar		31-Dec
		2015			2014				2015		2014	2015		2014
Valuation Technique		Fair Value						Unobservable Inputs	Range			Weighted Average
		(Dollars in Thousands)
Discounted cash flow methodology
Pooled trust preferred securities		$	6,272		$	6,321		Cumulative prepayment	0% - 75%		0% - 75%	6.90%		7.00%
								Cumulative default	3% - 100%		3% - 100%	13.30%		13.90%
								Loss given default	85% - 100%		85% - 100%	95.90%		96.10%
								Cure given default	0% - 75%		0% - 75%	39.20%		46.70%
Appraisals of collateral (1)
Impaired loans		$	7,559		$	8,196
Other real estate owned and foreclosed assets		$	6,285		$	7,743
-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 certain assets which are marked to fair value on a nonrecurring basis which are categorized within Level 3. These assets 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 Company's 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-15
	(Dollars in thousands)
Financial assets
Securities held to maturity(a)
U.S. Treasury securities	$	1,010		$	1,089		$	—		$	1,089		$	—
Agency mortgage-backed securities	164,830			170,879			—			170,879			—
Agency collateralized mortgage obligations	221,979			223,317			—			223,317			—
State, county, and municipal securities	424			429			—			429			—
Single issuer trust preferred securities issued by banks	1,500			1,508			—			1,508			—
Corporate debt securities	5,002			5,100			—			5,100			—
Loans, net of allowance for loan losses(b)	5,338,603			5,322,319			—			—			5,322,319
Financial liabilities
Time certificates of deposits(c)	$	746,533		$	748,991		$	—		$	748,991		$	—
Federal Home Loan Bank borrowings(c)	108,246			108,980			—			108,980			—
Customer repurchase agreements and other short-term borrowings(c)	128,138			128,224			—			—			128,224
Wholesale repurchase agreements(c)	50,000			50,333			—			—			50,333
Junior subordinated debentures(d)	73,631			73,837			—			73,837			—
Subordinated debentures(c)	35,000			35,645			—			—			35,645
							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-Dec-14
	(Dollars in thousands)
Financial assets
Securities held to maturity(a)
U.S. Treasury securities	$	1,010		$	1,073		$	—		$	1,073		$	—
Agency mortgage-backed securities	159,522			164,944			—			164,944			—
Agency collateralized mortgage obligations	207,995			206,658			—			206,658			—
State, county, and municipal securities	424			428			—			428			—
Single issuer trust preferred securities issued by banks	1,500			1,477			—			1,477			—
Corporate debt securities	5,002			5,119			—			5,119			—
Loans, net of allowance for loan losses(b)	4,915,633			4,883,479			—			—			4,883,479
Financial liabilities
Time certificates of deposits(c)	$	649,620		$	651,180		$	—		$	651,180		$	—
Federal Home Loan Bank borrowings(c)	70,080			70,208			—			70,208			—
Customer repurchase agreements and other short-term borrowings(c)	147,890			147,890			—			—			147,890
Wholesale repurchase agreements(c)	50,000			50,510			—			—			50,510
Junior subordinated debentures(d)	73,685			70,045			—			70,045			—
Subordinated debentures(c)	65,000			64,198			—			—			64,198
(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, FHLB stock, and cash surrender value of life insurance policies. For financial liabilities, these include demand, savings, money market deposits, and federal funds purchased. These instruments would all be considered to be classified as Level 1 within 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 considers its financial instruments' current use to be the highest and best use of the instruments.

Comprehensive_IncomeLoss

Comprehensive Income/Loss	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
COMPREHENSIVE INCOME/LOSS	The following table presents a reconciliation of the changes in the components of other comprehensive income (loss) for the dates indicated, including the amount of income tax (expense) benefit allocated to each component of other comprehensive income (loss):
		Three Months Ended March 31, 2015
		Pre Tax			Tax (Expense)			After Tax
		Amount			Benefit			Amount
		(Dollars in thousands)
	Change in fair value of securities available for sale	$	2,541		$	(980	)	$	1,561
	Less: net security gains reclassified into other noninterest income	—			—			—
	Net change in fair value of securities available for sale	2,541			(980		)	1,561
	Change in fair value of cash flow hedges	(567		)	231			(336		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense (1)	(706		)	288			(418		)
	Net change in fair value of cash flow hedges	139			(57		)	82
	Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period	44			(18		)	26
	Less: amortization of actuarial gains	61			(25		)	36
	Less: amortization of prior service costs	24			(10		)	14
	Net change in other comprehensive income for defined benefit postretirement plans (2)	129			(53		)	76
	Total other comprehensive income	$	2,809		$	(1,090	)	$	1,719
		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 (losses) 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	(300		)	123			(177		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense (1)	(1,148		)	469			(679		)
	Net change in fair value of cash flow hedges	848			(346		)	502
	Net unamortized gain related to defined benefit pension and other postretirement adjustments arising during the period	(80		)	33			(47		)
	Less: amortization of actuarial losses	(11		)	4			(7		)
	Less: amortization of prior service costs	25			(10		)	15
	Net change in other comprehensive income for defined benefit postretirement plans (2)	(66		)	27			(39		)
	Total other comprehensive income	$	3,978		$	(1,598	)	$	2,380
	-1	Includes the amortization of 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 $534,000 and $678,000 at March 31, 2015 and 2014, 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, 2014, filed with the Securities and Exchange Commission.
	Information on the Company’s accumulated other comprehensive loss, net of tax, is comprised of the following components as of the periods indicated:
		Unrealized Gain on Securities			Unrealized Loss on Cash Flow Hedge			Deferred Gain on Hedge Transactions			Defined Benefit Postretirement Plans			Accumulated Other Comprehensive Loss
		2015
		(Dollars in thousands)
	Beginning balance: January 1, 2015	$	3,389		$	(3,298	)	$	571		$	(2,794	)	$	(2,132	)
	Net change in other comprehensive income (loss)	1,561			119			(37		)	76			1,719
	Ending balance: March 31, 2015	$	4,950		$	(3,179	)	$	534		$	(2,718	)	$	(413	)
		2014
	Beginning balance: January 1, 2014	$	(2,023	)	$	(5,698	)	$	715		$	(428	)	$	(7,434	)
	Net change in other comprehensive income (loss)	1,917			539			(37		)	(39		)	2,380
	Ending balance: March 31, 2014	$	(106	)	$	(5,159	)	$	678		$	(467	)	$	(5,054	)

Commitments_and_contingencies

Commitments and contingencies	3 Months Ended
	Mar. 31, 2015
Other Commitments [Line Items]
Commitments and Contingencies Disclosure [Text Block]	l 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 GAAP, 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.
	The following table summarizes the above financial instruments at the dates indicated:
		March 31, 2015		December 31, 2014
		(Dollars in thousands)
	Commitments to extend credit	$	1,862,493	$	1,822,369
	Standby letters of credit	19,912		18,516
	Deferred standby letter of credit fees	119		105
	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 for both the three months ended March 31, 2015 and 2014, respectively. Renewal options ranging from 1-10 years exist for several of these leases. Rockland Trust has entered into a lease with a related party. The terms of that lease are substantially the same as terms for comparable transactions with unrelated parties, and required rent payments of approximately $168,000 and $251,000 for the three months ended March 31, 2015 and 2014, respectively. There has been no significant change in the future minimum lease payments payable by the Company since December 31, 2014. See the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2014 for information regarding our leases and other commitments.
	Other Contingencies
	At March 31, 2015, Rockland Trust was involved in pending lawsuits that arose in the ordinary course of business or due to acquisitions. 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 or results of operations.
	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 $25.7 million and $33.0 million at March 31, 2015 and December 31, 2014, 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, 2015
Investments in Low Income Housing Tax Credits [Abstract]
Investments in Low Income Housing Projects [Text Block]	The Company has invested in low income housing projects that generate Low Income Housing Tax Credits (“LIHTC”) which provide the Company with tax credits and operating loss tax benefits over a period of approximately 15 years. None of the original investment is expected to 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 benefit in the income statement as a component of income tax expense (benefit).
	The following table presents the Company's investments in low income housing projects as of the date indicated:
		31-Mar-15		31-Dec-14
		(Dollars in thousands)
	Original investment value	$	40,541	$	40,541
	Current recorded investment	38,305		38,943
	Unfunded liability obligation	23,002		28,004
	Tax credits and benefits (1)	4,554		1,683
	Amortization of investments (2)	3,045		1,089
	Net income tax benefit (3)	1,509		594
	-1	This amount reflects anticipated tax credits and tax benefits for the years ended December 31, 2015 and 2014.
	-2	The amortization amount reduces the tax credits and benefits anticipated for the full years ended December 31, 2015 and 2014.
	-3	This amount represents the net tax benefit expected to be realized for the full years ended December 31, 2015 and 2014 in determining the Company's effective tax rate.

Basis_of_Presentation_Basis_of

Basis of Presentation Basis of Presentation (Policies)	3 Months Ended
	Mar. 31, 2015
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 ("GAAP") 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 GAAP 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, 2015 are not necessarily indicative of the results that may be expected for the year ending December 31, 2015 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, 2014, filed with the Securities and Exchange Commission.

ACQUISITIONS_Tables

ACQUISITIONS (Tables)	3 Months Ended
	Mar. 31, 2015
Business Acquisition [Line Items]
Schedule of Recognized Identified Assets Acquired and Liabilities Assumed [Table Text Block]	The following table summarizes the estimated fair value of the assets acquired and liabilities assumed as of the date of the acquisition:
		Net Assets Acquired at Fair Value
		(Dollars in thousands)
	Assets
	Cash	$	41,957
	Investments	43,585
	Loans	463,927
	Premises and equipment	9,346
	Goodwill	30,662
	Core deposit and other intangibles	3,936
	Other assets	46,920
	Total assets acquired	640,333
	Liabilities
	Deposits	432,250
	Borrowings	51,209
	Other liabilities	15,054
	Total liabilities assumed	498,513
	Purchase price	$	141,820
Summary of Purchased Credit Impaired Loans Associated with the business combination [Table Text Block]	The following is a summary of these PCI loans associated with the acquisition as of the date acquired:
			(Dollars in thousands)
	Contractually required principal and interest at acquisition		$	4,358
	Contractual cash flows not expected to be collected		(1,596		)
	Expected cash flows at acquisition		2,762
	Interest component of expected cash flows		(319		)
	Basis in PCI loans at acquisition - estimated fair value		$	2,443
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Table Text Block]	The following table displays certain information pertaining to PCI loans at the dates indicated:
		March 31, 2015				December 31, 2014
		(Dollars in thousands)
	Outstanding balance	$	25,992			$	25,279
	Carrying amount	$	22,576			$	22,315

Securities_Tables

Securities (Tables)	3 Months Ended
	Mar. 31, 2015
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:
		March 31, 2015															December 31, 2014
		Amortized				Gross				Gross Unrealized				Fair			Amortized			Gross			Gross Unrealized			Fair
		Cost				Unrealized				Losses				Value			Cost			Unrealized			Losses			Value
						Gains														Gains
		(Dollars in thousands)
	Available for sale securities
	U.S. government agency securities	$	45,848			$	656			$	—			$	46,504		$	41,369		$	139		$	(22	)	$	41,486
	Agency mortgage-backed securities	246,148				8,098				(157		)		254,089			211,168			7,203			(693		)	217,678
	Agency collateralized mortgage obligations	59,896				836				(444		)		60,288			63,059			599			(623		)	63,035
	State, county, and municipal securities	4,837				140				—				4,977			5,106			117			—			5,223
	Single issuer trust preferred securities issued by banks	2,901				19				(10		)		2,910			2,913			12			(16		)	2,909
	Pooled trust preferred securities issued by banks and insurers (1)	7,862				179				(1,769		)		6,272			7,906			195			(1,780		)	6,321
	Equity securities	11,544				674				(220		)		11,998			11,572			567			(237		)	11,902
	Total available for sale securities	$	379,036			$	10,602			$	(2,600	)		$	387,038		$	343,093		$	8,832		$	(3,371	)	$	348,554
	Held to maturity securities
	U.S. Treasury securities	$	1,010			$	79			$	—			$	1,089		$	1,010		$	63		$	—		$	1,073
	Agency mortgage-backed securities	164,830				6,049				—				170,879			159,522			5,422			—			164,944
	Agency collateralized mortgage obligations	221,979				3,125				(1,787		)		223,317			207,995			2,141			(3,478		)	206,658
	State, county, and municipal securities	424				5				—				429			424			4			—			428
	Single issuer trust preferred securities issued by banks	1,500				8				—				1,508			1,500			—			(23		)	1,477
	Corporate debt securities	5,002				98				—				5,100			5,002			117			—			5,119
	Total held to maturity securities	$	394,745			$	9,364			$	(1,787	)		$	402,322		$	375,453		$	7,747		$	(3,501	)	$	379,699
	Total	$	773,781			$	19,966			$	(4,387	)		$	789,360		$	718,546		$	16,579		$	(6,872	)	$	728,253
	(1)    Gross unrealized gains and gross unrealized losses include $146,000 and $230,000 of net non-credit related OTTI at March 31, 2015 and December 31, 2014, respectively.
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, 2015 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	$	—			$	—			$	5,202			$	5,300
	Due after one year to five years	54,992				55,912				408				423
	Due after five to ten years	95,080				96,837				30,927				31,804
	Due after ten years	217,420				222,291				358,208				364,795
	Total debt securities	$	367,492			$	375,040			$	394,745			$	402,322
	Equity securities	$	11,544			$	11,998			$	—			$	—
	Total	$	379,036			$	387,038			$	394,745			$	402,322
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-15
					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)
	Agency mortgage-backed securities	12			$	7,375			$	(40	)		$	4,718		$	(117	)	$	12,093		$	(157	)
	Agency collateralized mortgage obligations	12			7,682				(4		)		93,437			(2,227		)	101,119			(2,231		)
	Single issuer trust preferred securities issued by banks and insurers	1			1,076				(10		)		—			—			1,076			(10		)
	Pooled trust preferred securities issued by banks and insurers	2			—				—				2,549			(1,444		)	2,549			(1,444		)
	Equity securities	20			1,265				(77		)		4,092			(143		)	5,357			(220		)
	Total temporarily impaired securities	47			$	17,398			$	(131	)		$	104,796		$	(3,931	)	$	122,194		$	(4,062	)
		31-Dec-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	22			$	21,950			$	(22	)		$	—		$	—		$	21,950		$	(22	)
	Agency mortgage-backed securities	17			3,471				(1		)		42,222			(692		)	45,693			(693		)
	Agency collateralized mortgage obligations	14			35,083				(331		)		94,974			(3,770		)	130,057			(4,101		)
	Single issuer trust preferred securities issued by banks and insurers	2			2,553				(39		)		—			—			2,553			(39		)
	Pooled trust preferred securities issued by banks and insurers	2			—				—				2,681			(1,356		)	2,681			(1,356		)
	Equity securities	23			1,480				(74		)		4,072			(163		)	5,552			(237		)
	Total temporarily impaired securities	80			$	64,537			$	(467	)		$	143,949		$	(5,981	)	$	208,486		$	(6,448	)
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
		2015				2014
		(Dollars in thousands)
	Gross change in OTTI recorded on certain investments	$	84			$	833
	Portion of OTTI recognized in OCI	(84		)		(833		)
	Total credit related OTTI 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
		2015				2014
		(Dollars in thousands)
	Balance at beginning of period	$	(9,997	)		$	(9,997	)
	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	)		$	(9,997	)

Loans_Allowance_for_Loan_Losse1

Loans, Allowance for Loan Losses and Credit Quality (Tables)	3 Months Ended
	Mar. 31, 2015
Loans, Allowance for Loan Losses and Credit Quality [Abstract]
Tabular disclosure of financing receivables bifuricated by type of impairment evaluation [Table Text Block]	The following tables bifurcate the amount of loans and the allowance allocated to each loan category based on the type of impairment analysis as of the periods indicated:
		31-Mar-15
		(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:
	Collectively evaluated for impairment	$	823,023			$	2,561,984			$	291,175			$	86,682			$	655,891			$	870,476		$	18,431		$	5,307,662
	Individually evaluated for impairment	$	6,357			$	32,162			$	311			$	1,027			$	15,827			$	6,014		$	1,182		$	62,880
	Purchased credit impaired loans	$	—			$	12,298			$	180			$	—			$	9,661			$	426		$	11		$	22,576
	Total loans by group	$	829,380			$	2,606,444			$	291,666			$	87,709			$	681,379			$	876,916		$	19,624		$	5,393,118		(1	)
		31-Dec-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:
	Collectively evaluated for impairment	$	856,185			$	2,304,099			$	265,501			$	84,159			$	505,799			$	858,305		$	16,335		$	4,890,383
	Individually evaluated for impairment	$	4,654			$	30,729			$	311			$	1,088			$	15,055			$	5,330		$	868		$	58,035
	Purchased credit impaired loans	$	—			$	12,495			$	182			$	—			$	9,405			$	228		$	5		$	22,315
	Total loans by group	$	860,839			$	2,347,323			$	265,994			$	85,247			$	530,259			$	863,863		$	17,208		$	4,970,733		(1	)
	-1	The amount of net deferred fees included in the ending balance was $3.1 million and $2.8 million at March 31, 2015 and December 31, 2014, respectively.
Summary of changes in allowance for loan losses
		Three Months Ended March 31, 2015
		(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	$	15,573			$	25,873			$	3,945			$	1,171			$	2,834			$	4,956		$	748		$	55,100
	Charge-offs	(561		)		(141		)		—				(150		)		(185		)		(161		)	(327		)	(1,525		)
	Recoveries	379				685				—				67				45				72			192			1,440
	Provision (benefit)	(834		)		(132		)		197				134				32				39			64			(500		)
	Ending balance	$	14,557			$	26,285			$	4,142			$	1,222			$	2,726			$	4,906		$	677		$	54,515
	Ending balance: individually evaluated for impairment	$	308			$	265			$	—			$	5			$	1,453			$	253		$	34		$	2,318
	Ending balance: collectively evaluated for impairment	$	14,249			$	26,020			$	4,142			$	1,217			$	1,273			$	4,653		$	643		$	52,197
		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 (benefit)	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
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-15
	Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
		Rating		Industrial				Real Estate				Construction
				(Dollars in thousands)
	Pass	1 - 6		$	760,872			$	2,452,783			$	272,974			$	83,855			$	3,570,484
	Potential weakness	7		43,159				83,746				18,154				2,832				147,891
	Definite weakness-loss unlikely	8		24,950				68,669				538				918				95,075
	Partial loss probable	9		399				1,246				—				104				1,749
	Definite loss	10		—				—				—				—				—
	Total			$	829,380			$	2,606,444			$	291,666			$	87,709			$	3,815,199
				31-Dec-14
	Category	Risk		Commercial  and				Commercial				Commercial				Small Business				Total
		Rating		Industrial				Real Estate				Construction
				(Dollars in thousands)
	Pass	1 - 6		$	801,578			$	2,196,109			$	248,696			$	81,255			$	3,327,638
	Potential weakness	7		37,802				82,372				15,464				2,932				138,570
	Definite weakness-loss unlikely	8		20,241				67,571				1,834				949				90,595
	Partial loss probable	9		1,218				1,271				—				111				2,600
	Definite loss	10		—				—				—				—				—
	Total			$	860,839			$	2,347,323			$	265,994			$	85,247			$	3,559,403
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,
		2015			2014
	Residential portfolio
	FICO score (re-scored)(1)	739			739
	LTV (re-valued)(2)	63.8	%		67.1	%
	Home equity portfolio
	FICO score (re-scored)(1)	765			764
	LTV (re-valued)(2)	53.5	%		53.6	%
	-1	The average FICO scores for March 31, 2015 are based upon rescores available from February 28, 2015 and origination score data for loans booked between March 1 and March 31, 2015. The average FICO scores for December 31, 2014 are based upon rescores available from November 30, 2014 and origination score data for loans booked between December 1, 2014 and December 31, 2014.
	-2	The combined LTV ratios for March 31, 2015 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, 2015. The combined LTV ratios for December 31, 2014 are based upon updated automated valuations as of February 28, 2013 and actual score data for loans booked from March 1, 2013 through December 31, 2014. 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, 2015				December 31, 2014
		(Dollars in thousands)
	Commercial and industrial	$	4,542			$	2,822
	Commercial real estate	8,459				7,279
	Commercial construction	311				311
	Small business	267				246
	Residential real estate	8,591				8,697
	Home equity	7,976				8,038
	Other consumer	7				—
	Total nonaccrual loans(1)	$	30,153			$	27,393
	-1	Included in these amounts were $4.9 million and $5.2 million of nonaccruing TDRs at March 31, 2015 and December 31, 2014, 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-15
		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	8			$	236			7			$	973			25			$	4,256			40		$	5,465		$	823,915			$	829,380	$	—
	Commercial real estate	16			3,189				5			714				23			6,896				44		10,799			2,595,645				2,606,444		—
	Commercial construction	—			—				—			—				1			311				1		311			291,355				291,666		—
	Small business	9			134				3			45				11			211				23		390			87,319				87,709		—
	Residential real estate	13			3,275				7			1,044				28			3,061				48		7,380			673,999				681,379		103
	Home equity	17			1,098				7			535				22			2,078				46		3,711			873,205				876,916		38
	Other consumer	34			146				8			59				10			53				52		258			19,366				19,624		46
	Total	97			$	8,078			37			$	3,370			120			$	16,866			254		$	28,314		$	5,364,804			$	5,393,118	$	187
		31-Dec-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			$	3,192			10			$	1,007			19			$	2,320			47		$	6,519		$	854,320			$	860,839	$	—
	Commercial real estate	19			13,428				6			1,480				16			4,225				41		19,133			2,328,190				2,347,323		—
	Commercial construction	1			506				—			—				1			311				2		817			265,177				265,994		—
	Small business	7			21				8			113				7			173				22		307			84,940				85,247		—
	Residential real estate	13			1,670				10			1,798				36			4,826				59		8,294			521,965				530,259		106
	Home equity	20			1,559				7			307				23			2,402				50		4,268			859,595				863,863		—
	Other consumer	34			233				6			20				8			13				48		266			16,942				17,208		13
	Total	112			$	20,609			47			$	4,725			110			$	14,270			269		$	39,604		$	4,931,129			$	4,970,733	$	119
Foreclosed Residential Real Estate Property [Table Text Block]	The following table shows information regarding foreclosed residential real estate property at the date indicated:
		March 31, 2015
		(Dollars in thousands)
	Foreclosed residential real estate property held by the creditor	$	2,239
	Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure	$	1,508
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, 2015				December 31, 2014
		(Dollars in thousands)
	TDRs on accrual status	$	36,887			$	38,382
	TDRs on nonaccrual	4,899				5,248
	Total TDRs	$	41,786			$	43,630
	Amount of specific reserves included in the allowance for loan losses associated with TDRs:	$	1,816			$	2,004
	Additional commitments to lend to a borrower who has been a party to a TDR:	$	2,071			$	1,400
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, 2015
		Number of			Pre-Modification				Post-Modification
		Contracts			Outstanding				Outstanding
					Recorded				Recorded
					Investment				Investment (1)
		(Dollars in thousands)
	Troubled debt restructurings
	Commercial and industrial	3			$	156			$	156
	Commercial real estate	1			239				239
	Small business	2			50				50
	Residential real estate	3			157				157
	Home equity	2			184				184
	Total	11			$	786			$	786
		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 and 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
	-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 during the period indicated:
		Three Months Ended March 31
		2015				2014
		(Dollars in thousands)
	Extended maturity	$	642			$	835
	Adjusted interest rate	—				728
	Combination rate & maturity	114				1,344
	Court ordered concession	30				8
	Total	$	786			$	2,915
Troubled Debt Restructurings that subsequently defaulted	The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated.
		Three Months Ended March 31
		2015							2014
		Number			Recorded				Number			Recorded
		of Contracts			Investment				of Contracts			Investment
		(Dollars in thousands)
	Troubled debt restructurings that subsequently defaulted
	Commercial real estate	1			$	378			1			$	176
	Commercial and industrial	—			—				2			52
	Residential real estate	—			—				1			327
		1			$	378			4			$	555
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-15
		Recorded				Unpaid				Related
		Investment				Principal				Allowance
						Balance
		(Dollars in thousands)
	With no related allowance recorded
	Commercial and industrial	$	3,489			$	4,139			$	—
	Commercial real estate	21,323				22,615				—
	Commercial construction	311				311				—
	Small business	680				721				—
	Residential real estate	3,464				3,556				—
	Home equity	4,731				4,781				—
	Other consumer	677				681				—
	Subtotal	34,675				36,804				—
	With an allowance recorded
	Commercial and industrial	$	2,868			$	2,887			$	308
	Commercial real estate	10,839				10,974				265
	Small business	347				372				5
	Residential real estate	12,363				13,517				1,453
	Home equity	1,283				1,410				253
	Other consumer	505				505				34
	Subtotal	28,205				29,665				2,318
	Total	$	62,880			$	66,469			$	2,318
		31-Dec-14
		Recorded				Unpaid				Related
		Investment				Principal				Allowance
						Balance
		(Dollars in thousands)
	With no related allowance recorded
	Commercial and industrial	$	3,005			$	3,278			$	—
	Commercial real estate	15,982				17,164				—
	Commercial construction	311				311				—
	Small business	692				718				—
	Residential real estate	2,439				2,502				—
	Home equity	4,169				4,221				—
	Other consumer	338				341				—
	Subtotal	26,936				28,535				—
	With an allowance recorded
	Commercial and industrial	$	1,649			$	1,859			$	412
	Commercial real estate	14,747				15,514				197
	Small business	396				458				7
	Residential real estate	12,616				13,727				1,500
	Home equity	1,161				1,264				262
	Other consumer	530				530				38
	Subtotal	31,099				33,352				2,416
	Total	$	58,035			$	61,887			$	2,416
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, 2015
		Average				Interest
		Recorded				Income
		Investment				Recognized
		(Dollars in thousands)
	With no related allowance recorded
	Commercial and industrial	$	3,862			$	57
	Commercial real estate	21,137				310
	Commercial construction	311				3
	Small business	722				11
	Residential real estate	3,474				40
	Home equity	4,749				52
	Other consumer	586				7
	Subtotal	34,841				480
	With an allowance recorded
	Commercial and industrial	$	2,871			$	36
	Commercial real estate	10,872				137
	Small business	356				6
	Residential real estate	12,410				173
	Home equity	1,289				14
	Other consumer	513				5
	Subtotal	28,311				371
	Total	$	63,152			$	851
		Three Months Ended
		March 31, 2014
		Average				Interest
		Recorded				Income
		Investment				Recognized
		(Dollars in thousands)
	With no related allowance recorded
	Commercial and 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 and 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
Certain Loans Acquired In Transfer Accounted For As Debt Securities Acquired During Period	The following table displays certain information pertaining to PCI loans at the dates indicated:
		March 31, 2015				December 31, 2014
		(Dollars in thousands)
	Outstanding balance	$	25,992			$	25,279
	Carrying amount	$	22,576			$	22,315
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:
		Three Months Ended March 31
		2015				2014
		(Dollars in thousands)
	Beginning balance	$	2,974			$	2,514
	Acquisition	319				—
	Accretion	(964		)		(377		)
	Other change in expected cash flows (1)	219				541
	Reclassification from nonaccretable difference for loans which have paid off (2)	79				—
	Ending balance	$	2,627			$	2,678
	(1) 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) Results in increased interest income during the period in which the loan paid off at amount greater than originally expected.

Earnings_Per_Share_Tables

Earnings Per Share (Tables)	3 Months Ended
	Mar. 31, 2015
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
		2015			2014
		(Dollars in thousands, except per share data)
	Net income	$	9,460		$	13,383
	Weighted Average Shares
	Basic shares	24,959,865			23,819,065
	Effect of dilutive securities	80,215			100,173
	Diluted shares	25,040,080			23,919,238
	Net income per share
	Basic EPS	$	0.38		$	0.56
	Effect of dilutive securities	—			—
	Diluted EPS	$	0.38		$	0.56
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
		2015		2014
	Stock options	—		—
	Performance-based restricted stock	—		1,242

Stock_Based_Compensation_Table

Stock Based Compensation (Tables)	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Restricted stock compensation footnote	During the three months ended March 31, 2015, the Company made the following awards of restricted stock:
	Date	Shares Granted	Plan	Grant Date Fair Value		Vesting Period
	2/11/15	31,500	2005 Employee Stock Plan	$	39.42	Ratably over 5 years from grant date
	2/12/15	25,910	2005 Employee Stock Plan	$	40.03	Ratably over 5 years from grant date
	3/19/15	3,800	2005 Employee Stock Plan	$	43.56	Ratably over 5 years from grant date

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activities (Tables)	3 Months Ended
	Mar. 31, 2015
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-15
	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		0.27	%		5.04	%		$	(1,908	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16		3 Month LIBOR		0.27	%		5.04	%		(1,908		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18		3 Month LIBOR		0.26	%		2.94	%		(1,554		)
	$	75,000																	$	(5,370	)
	31-Dec-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		0.24	%		5.04	%		$	(2,093	)
	25,000				16-Feb-06		28-Dec-06		28-Dec-16		3 Month LIBOR		0.24	%		5.04	%		(2,094		)
	25,000				9-Dec-08		10-Dec-08		10-Dec-18		3 Month LIBOR		0.24	%		2.94	%		(1,383		)
	$	75,000																	$	(5,570	)
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-15
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	179			$	88,082			$	48,380			$	41,668			$	36,072			$	418,153	$	632,355	$	23,692
	Pay fixed, receive variable	173			$	88,082			$	48,380			$	41,668			$	36,072			$	418,153	$	632,355	$	(23,691	)
	Foreign exchange contracts
	Buys foreign currency, sells U.S. currency	21			$	29,823			$	—			$	—			$	—			$	—	$	29,823	$	4,361
	Buys U.S. currency, sells foreign currency	21			$	29,823			$	—			$	—			$	—			$	—	$	29,823	$	(4,333	)
		31-Dec-14
		(Dollars in thousands)
	Loan level swaps
	Receive fixed, pay variable	174			$	88,147			$	46,854			$	40,958			$	38,108			$	403,208	$	617,275	$	17,840
	Pay fixed, receive variable	168			$	88,147			$	46,854			$	40,958			$	38,108			$	403,208	$	617,275	$	(17,837	)
	Foreign exchange contracts
	Buys foreign currency, sells U.S. currency	23			$	57,112			$	—			$	—			$	—			$	—	$	57,112	$	4,007
	Buys U.S. currency, sells foreign currency	23			$	57,112			$	—			$	—			$	—			$	—	$	57,112	$	(3,984	)
	-1	The Company may enter
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
				Fair Value at				Fair Value at						Fair Value at				Fair Value at
		Balance Sheet		31-Mar-15				31-Dec-14				Balance Sheet		31-Mar-15				31-Dec-14
		Location										Location
		(Dollars in thousands)
	Derivatives designated as hedges
	Interest rate derivatives	Other assets		$	—			$	—			Other liabilities		$	5,370			$	5,570
	Derivatives not designated as hedges
	Customer Related Positions:
	Loan level derivatives	Other assets		$	23,700			$	18,383			Other liabilities		$	23,699			$	18,380
	Foreign exchange contracts	Other assets		4,361				4,007				Other liabilities		4,333				3,984
	Mortgage Derivatives
	Interest rate lock commitments	Other assets		386				295				Other liabilities		—				—
	Forward TBA mortgage contracts	Other assets		—				—				Other liabilities		—				16
	Forward sales agreements	Other assets		88				3				Other liabilities		—				—
				$	28,535			$	22,688					$	28,032			$	22,380
	Total			$	28,535			$	22,688					$	33,402			$	27,950
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
		2015				2014
		(Dollars in thousands)
	Derivatives designated as hedges
	Gain in OCI on derivatives (effective portion), net of tax	$	82			$	502
	Loss reclassified from OCI into interest expense (effective portion)	$	(706	)		$	(1,148	)
	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	$	21			$	29
	Other expense	(18		)		(1		)
	Changes in fair value of mortgage derivatives
	Mortgage banking income	192				(40		)
	Total	$	195			$	(12	)

Asset_Liability_Derivative_Pos

Asset & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Tables)	3 Months Ended
	Mar. 31, 2015
Offsetting [Abstract]
Offsetting Assets [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, 2015
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—	$	—
	Loan level derivatives	23,700		—		23,700		4		—		23,696
	Customer foreign exchange contracts	4,361		—		4,361		—		—		4,361
		$	28,061	$	—	$	28,061	$	4	$	—	$	28,057
	Derivative Liabilities
	Interest rate swaps	$	5,370	$	—	$	5,370	$	—	$	5,370	$	—
	Loan level derivatives	23,699		—		23,699		4		23,691		4
	Customer foreign exchange contracts	4,333		—		4,333		—		—		4,333
	Repurchase agreements
	Customer repurchase agreements	118,138		—		118,138		—		118,138		—
	Wholesale repurchase agreements	50,000		—		50,000		—		50,000		—
		$	201,540	$	—	$	201,540	$	4	$	197,199	$	4,337
	-1	Reflects offsetting derivative positions with the same counterparty.
								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
		December 31, 2014
		(Dollars in thousands)
	Derivative Assets
	Interest rate swaps	$	—	$	—	$	—	$	—	$	—	$	—
	Loan level derivatives	18,383		—		18,383		272		—		18,111
	Customer foreign exchange contracts	4,007		—		4,007		—		—		4,007
		$	22,390	$	—	$	22,390	$	272	$	—	$	22,118
	Derivative Liabilities
	Interest rate swaps	$	5,570	$	—	$	5,570	$	—	$	5,570	$	—
	Loan level derivatives	18,380		—		18,380		272		17,836		272
	Customer foreign exchange contracts	3,984		—		3,984		—		—		3,984
	Repurchase agreements
	Customer repurchase agreements	147,890		—		147,890		—		147,890		—
	Wholesale repurchase agreements	50,000		—		50,000		—		50,000		—
		$	225,824	$	—	$	225,824	$	272	$	221,296	$	4,256
	-1	Reflects offsetting derivative positions with the same counterparty.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2015
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-15
		(Dollars in thousands)
	Recurring fair value measurements
	Assets
	Trading securities	$	494		$	494		$	—		$	—
	Securities available for sale
	U.S. Government agency securities	46,504			—			46,504			$	—
	Agency mortgage-backed securities	254,089			—			254,089			—
	Agency collateralized mortgage obligations	60,288			—			60,288			—
	State, county, and municipal securities	4,977			—			4,977			—
	Single issuer trust preferred securities issued by banks and insurers	2,910			—			2,910			—
	Pooled trust preferred securities issued by banks and insurers	6,272			—			—			6,272
	Equity securities	11,998			11,998			—			—
	Loans held for sale	9,507			—			9,507			—
	Derivative instruments	28,535			—			28,535			—
	Liabilities
	Derivative Instruments	33,402			—			33,402			—
	Total recurring fair value measurements	$	392,172		$	12,492		$	373,408		$	6,272
	Nonrecurring fair value measurements
	Assets
	Collateral dependent impaired loans	$	7,559		$	—		$	—		$	7,559
	Other real estate owned and other foreclosed assets	6,285			—			—			6,285
	Total nonrecurring fair value measurements	$	13,844		$	—		$	—		$	13,844
					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-Dec-14
		(Dollars in thousands)
	Recurring fair value measurements
	Assets
	Securities available for sale
	U.S. Government agency securities	$	41,486		$	—		$	41,486		$	—
	Agency mortgage-backed securities	217,678			—			217,678			—
	Agency collateralized mortgage obligations	63,035			—			63,035			—
	State, county, and municipal securities	5,223						5,223
	Single issuer trust preferred securities issued by banks and insurers	2,909			—			2,909			—
	Pooled trust preferred securities issued by banks and insurers	6,321			—			—			6,321
	Equity securities	11,902			11,902			—			—
	Loans held for sale	6,888			—			6,888			—
	Derivative instruments	22,688			—			22,688			—
	Liabilities
	Derivative instruments	27,950			—			27,950			—
	Total recurring fair value measurements	$	350,180		$	11,902		$	331,957		$	6,321
	Nonrecurring fair value measurements:
	Assets
	Collateral dependent impaired loans	$	8,196		$	—		$	—		$	8,196
	Other real estate owned and other foreclosed assets	7,743			—			—			7,743
	Total nonrecurring fair value measurements	$	15,939		$	—		$	—		$	15,939
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), which were valued using pricing models and discounted cash flow methodologies, as of the dates indicated:
		Securities Available for Sale:
		(Dollars in thousands)
		Three Months Ended March 31, 2015			Three Months Ended March 31, 2014
	Pooled Trust Preferred Securities
	Beginning balance	$	6,321		$	3,841
	Gains (losses) (realized/unrealized)
	Included in other comprehensive income	(4		)	1,162
	Settlements	(45		)	(36		)
	Ending balance	$	6,272		$	4,967
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:
			31-Mar			31-Dec				31-Mar		31-Dec	31-Mar		31-Dec
			2015			2014				2015		2014	2015		2014
	Valuation Technique		Fair Value						Unobservable Inputs	Range			Weighted Average
			(Dollars in Thousands)
	Discounted cash flow methodology
	Pooled trust preferred securities		$	6,272		$	6,321		Cumulative prepayment	0% - 75%		0% - 75%	6.90%		7.00%
									Cumulative default	3% - 100%		3% - 100%	13.30%		13.90%
									Loss given default	85% - 100%		85% - 100%	95.90%		96.10%
									Cure given default	0% - 75%		0% - 75%	39.20%		46.70%
	Appraisals of collateral (1)
	Impaired loans		$	7,559		$	8,196
	Other real estate owned and foreclosed assets		$	6,285		$	7,743
	-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-15
		(Dollars in thousands)
	Financial assets
	Securities held to maturity(a)
	U.S. Treasury securities	$	1,010		$	1,089		$	—		$	1,089		$	—
	Agency mortgage-backed securities	164,830			170,879			—			170,879			—
	Agency collateralized mortgage obligations	221,979			223,317			—			223,317			—
	State, county, and municipal securities	424			429			—			429			—
	Single issuer trust preferred securities issued by banks	1,500			1,508			—			1,508			—
	Corporate debt securities	5,002			5,100			—			5,100			—
	Loans, net of allowance for loan losses(b)	5,338,603			5,322,319			—			—			5,322,319
	Financial liabilities
	Time certificates of deposits(c)	$	746,533		$	748,991		$	—		$	748,991		$	—
	Federal Home Loan Bank borrowings(c)	108,246			108,980			—			108,980			—
	Customer repurchase agreements and other short-term borrowings(c)	128,138			128,224			—			—			128,224
	Wholesale repurchase agreements(c)	50,000			50,333			—			—			50,333
	Junior subordinated debentures(d)	73,631			73,837			—			73,837			—
	Subordinated debentures(c)	35,000			35,645			—			—			35,645
								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-Dec-14
		(Dollars in thousands)
	Financial assets
	Securities held to maturity(a)
	U.S. Treasury securities	$	1,010		$	1,073		$	—		$	1,073		$	—
	Agency mortgage-backed securities	159,522			164,944			—			164,944			—
	Agency collateralized mortgage obligations	207,995			206,658			—			206,658			—
	State, county, and municipal securities	424			428			—			428			—
	Single issuer trust preferred securities issued by banks	1,500			1,477			—			1,477			—
	Corporate debt securities	5,002			5,119			—			5,119			—
	Loans, net of allowance for loan losses(b)	4,915,633			4,883,479			—			—			4,883,479
	Financial liabilities
	Time certificates of deposits(c)	$	649,620		$	651,180		$	—		$	651,180		$	—
	Federal Home Loan Bank borrowings(c)	70,080			70,208			—			70,208			—
	Customer repurchase agreements and other short-term borrowings(c)	147,890			147,890			—			—			147,890
	Wholesale repurchase agreements(c)	50,000			50,510			—			—			50,510
	Junior subordinated debentures(d)	73,685			70,045			—			70,045			—
	Subordinated debentures(c)	65,000			64,198			—			—			64,198
	(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, 2015
Equity [Abstract]
Comprehensive income	comprehensive income (loss):
		Three Months Ended March 31, 2015
		Pre Tax			Tax (Expense)			After Tax
		Amount			Benefit			Amount
		(Dollars in thousands)
	Change in fair value of securities available for sale	$	2,541		$	(980	)	$	1,561
	Less: net security gains reclassified into other noninterest income	—			—			—
	Net change in fair value of securities available for sale	2,541			(980		)	1,561
	Change in fair value of cash flow hedges	(567		)	231			(336		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense (1)	(706		)	288			(418		)
	Net change in fair value of cash flow hedges	139			(57		)	82
	Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period	44			(18		)	26
	Less: amortization of actuarial gains	61			(25		)	36
	Less: amortization of prior service costs	24			(10		)	14
	Net change in other comprehensive income for defined benefit postretirement plans (2)	129			(53		)	76
	Total other comprehensive income	$	2,809		$	(1,090	)	$	1,719
		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 (losses) 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	(300		)	123			(177		)
	Less: net cash flow hedge losses reclassified into interest on borrowings expense (1)	(1,148		)	469			(679		)
	Net change in fair value of cash flow hedges	848			(346		)	502
	Net unamortized gain related to defined benefit pension and other postretirement adjustments arising during the period	(80		)	33			(47		)
	Less: amortization of actuarial losses	(11		)	4			(7		)
	Less: amortization of prior service costs	25			(10		)	15
	Net change in other comprehensive income for defined benefit postretirement plans (2)	(66		)	27			(39		)
	Total other comprehensive income	$	3,978		$	(1,598	)	$	2,380
	-1	Includes the amortization of 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 $534,000 and $678,000 at March 31, 2015 and 2014, 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, 2014, filed with the Securities and Exchange Commission.
Company's accumulated other comprehensive loss, net of tax	Information on the Company’s accumulated other comprehensive loss, net of tax, is comprised of the following components as of the periods indicated:
		Unrealized Gain on Securities			Unrealized Loss on Cash Flow Hedge			Deferred Gain on Hedge Transactions			Defined Benefit Postretirement Plans			Accumulated Other Comprehensive Loss
		2015
		(Dollars in thousands)
	Beginning balance: January 1, 2015	$	3,389		$	(3,298	)	$	571		$	(2,794	)	$	(2,132	)
	Net change in other comprehensive income (loss)	1,561			119			(37		)	76			1,719
	Ending balance: March 31, 2015	$	4,950		$	(3,179	)	$	534		$	(2,718	)	$	(413	)
		2014
	Beginning balance: January 1, 2014	$	(2,023	)	$	(5,698	)	$	715		$	(428	)	$	(7,434	)
	Net change in other comprehensive income (loss)	1,917			539			(37		)	(39		)	2,380
	Ending balance: March 31, 2014	$	(106	)	$	(5,159	)	$	678		$	(467	)	$	(5,054	)

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
Schedule of Fair Value, Off-balance Sheet Risks [Table Text Block]	The following table summarizes the above financial instruments at the dates indicated:
		March 31, 2015		December 31, 2014
		(Dollars in thousands)
	Commitments to extend credit	$	1,862,493	$	1,822,369
	Standby letters of credit	19,912		18,516
	Deferred standby letter of credit fees	119		105

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, 2015
Investments in Low Income Housing Tax Credits [Abstract]
Investments in Low Income Housing Projects [Table Text Block]	The following table presents the Company's investments in low income housing projects as of the date indicated:
		31-Mar-15		31-Dec-14
		(Dollars in thousands)
	Original investment value	$	40,541	$	40,541
	Current recorded investment	38,305		38,943
	Unfunded liability obligation	23,002		28,004
	Tax credits and benefits (1)	4,554		1,683
	Amortization of investments (2)	3,045		1,089
	Net income tax benefit (3)	1,509		594
	-1	This amount reflects anticipated tax credits and tax benefits for the years ended December 31, 2015 and 2014.
	-2	The amortization amount reduces the tax credits and benefits anticipated for the full years ended December 31, 2015 and 2014.
	-3	This amount represents the net tax benefit expected to be realized for the full years ended December 31, 2015 and 2014 in determining the Company's effective tax rate.

ACQUISITIONS_Estimated_FV_of_A

ACQUISITIONS - Estimated FV of Assets Acquired & Liab Assumed(Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Feb. 20, 2015
In Thousands, unless otherwise specified
Assets
Goodwill	$201,083	$170,421
Peoples Federal Bancshares, Inc [Member]
Assets
Cash			41,957
Investments			43,585
Loans			463,927
Premises and equipment			9,346
Goodwill			30,662
Core deposit intangible			3,936
Other assets			46,920
Total assets acquired			640,333
Liabilities
Deposits			432,250
Borrowings			51,209
Other liabilities			15,054
Total liabilities assumed			498,513
Purchase price			$141,820

ACQUISITIONS_PCI_Loans_Details

ACQUISITIONS PCI Loans (Details 1) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013	Feb. 20, 2015
In Thousands, unless otherwise specified
Business Acquisition [Line Items]
Interest component of expected cash flows	($2,627)	($2,974)	($2,678)	($2,514)
Peoples Federal Bancshares, Inc [Member]
Business Acquisition [Line Items]
Contractually required principal and interest payments receivable					4,358
Certain Loans Acquired in Transfer, Nonaccretable Difference					-1,596
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Acquired During Period, Cash Flows Expected to be Collected at Acquisition					2,762
Interest component of expected cash flows					-319
Less: fair value (initial carrying amount)					$2,443

ACQUISITIONS_Selected_Pro_Form

ACQUISITIONS Selected Pro Forma Results (Details 2) (Peoples Federal Bancshares, Inc [Member], USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Peoples Federal Bancshares, Inc [Member]
Business Acquisition [Line Items]
Net interest income after provision for loan losses	$54,407	$47,516
Net income	$14,161	$13,897

ACQUISITIONS_Details_Textual

ACQUISITIONS (Details Textual) (USD $)	3 Months Ended		0 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Feb. 20, 2015
Business Acquisition [Line Items]
Acquisition Related Costs	$10,230,000	$77,000
Peoples Federal Bancshares, Inc [Member]
Business Acquisition [Line Items]
Equity Interest Issued or Issuable Shareholders Option To Receive, Cash Per Share			$21
Number of shares of company stock issued for each share of Central common stock (in shares)			0.5523
Value of shares of company stock issued for each share of acquiree stock (in dollars per share)			$23.26
Company's closing price per share (in dollars per share)			$42.11
Business transaction value			141,800,000
Cost of acquired entity, percentage cash			40.00%
Business Acquisition, Cost of Acquired Entity, Percentage Stock Consideration			60.00%
Cost of acquired entity, cash paid			55,400,000
Consideration Transferred, Equity Interests Issued and Issuable			86,400,000
Increase in acquirer outstanding shares			2,052,137
Acquisition Related Costs	10,200,000
Loans acquired			463,927,000
Combination of INDB and Peoples Federal Bancshares, Inc [Member]
Business Acquisition [Line Items]
Acquisition Related Costs	$16,600,000

Securities_Reconciliation_of_f

Securities (Reconciliation of fair value of securities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Line Items]
Other than Temporary Impairment Losses, Investments, Reclassification Adjustment of Noncredit Portion Included in Net Income, Availabe-for-sale Securities, before Tax	$146,000	$230,000
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	379,036,000	343,093,000
Available-for-sale Securities, Accumulated Gross Unrealized Gain, before Tax	10,602,000	8,832,000
Available-for-sale Securities, Accumulated Gross Unrealized Loss, before Tax	-2,600,000	-3,371,000
Available for sale Securities, Fair Value, Total	387,038,000	348,554,000
Held to maturity Securities, Amortized Cost	394,745,000	375,453,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	9,364,000	7,747,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-1,787,000	-3,501,000
Held to Maturity, Fair Value, Total	402,322,000	379,699,000
Amortized Cost	773,781,000	718,546,000
Gross Unrealized Gains	19,966,000	16,579,000
Unrealized Losses Other	4,387,000	-6,872,000
Fair Value	789,360,000	728,253,000
U. S. Government Agency Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	45,848,000	41,369,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	656,000	139,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	-22,000
Available for sale Securities, Fair Value, Total	46,504,000	41,486,000
U.S. Treasury securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	1,010,000	1,010,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	79,000	63,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,089,000	1,073,000
Agency mortgage-backed securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	246,148,000	211,168,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	8,098,000	7,203,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	-157,000	-693,000
Available for sale Securities, Fair Value, Total	254,089,000	217,678,000
Held to maturity Securities, Amortized Cost	164,830,000	159,522,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	6,049,000	5,422,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	170,879,000	164,944,000
Agency Collateralized Mortgage Obligations [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	59,896,000	63,059,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	836,000	599,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	-444,000	-623,000
Available for sale Securities, Fair Value, Total	60,288,000	63,035,000
Held to maturity Securities, Amortized Cost	221,979,000	207,995,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	3,125,000	2,141,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-1,787,000	-3,478,000
Held to Maturity, Fair Value, Total	223,317,000	206,658,000
State, County, and Municipal Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	4,837,000	5,106,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	140,000	117,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	0
Available for sale Securities, Fair Value, Total	4,977,000	5,223,000
Held to maturity Securities, Amortized Cost	424,000	424,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	5,000	4,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	429,000	428,000
Single Issuer Trust Preferred Securities Issued by Banks and Insurers [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,901,000	2,913,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	19,000	12,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	-10,000	-16,000
Available for sale Securities, Fair Value, Total	2,910,000	2,909,000
Held to maturity Securities, Amortized Cost	1,500,000	1,500,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	8,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	-23,000
Held to Maturity, Fair Value, Total	1,508,000	1,477,000
Pooled trust preferred securities issued by banks and insurers
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	7,862,000	7,906,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	179,000	195,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	-1,769,000	-1,780,000
Available for sale Securities, Fair Value, Total	6,272,000	6,321,000
Equity securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	11,544,000	11,572,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	674,000	567,000
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	-220,000	-237,000
Available for sale Securities, Fair Value, Total	11,998,000	11,902,000
Corporate debt securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	5,002,000	5,002,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	98,000	117,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	$5,100,000	$5,119,000

Securities_Schedule_of_Contrac

Securities (Schedule of Contractual Maturities of Securities) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Available for Sale, Amortized Cost
Available-for-sale Securities, Amortized Cost Basis	$379,036	$343,093
Available for Sale, Fair Value
Available for sale Securities, Fair Value, Total	387,038	348,554
Held to Maturity, Amortized Cost
Held to Maturity, Amortized Cost, Net	394,745	375,453
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Total	402,322	379,699
Debt Securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Due in one year or less	0
Available for Sale, Amortized Cost, Due after one year to five years	54,992
Available for Sale, Amortized Cost, Due after five to ten years	95,080
Available for Sale, Amortized Cost, Due after ten years	217,420
Available-for-sale Securities, Amortized Cost Basis	367,492
Available for Sale, Fair Value
Available for Sale, Fair Value, Due in one year or less	0
Available for Sale, Fair Value, Due after one year to five years	55,912
Available for Sale, Fair Value, Due after five to ten years	96,837
Available for Sale, Fair Value, Due after ten years	222,291
Available for sale Securities, Fair Value, Total	375,040
Held to Maturity, Amortized Cost
Held to Maturity, Amortized Cost, Due in one year or less	5,202
Held to Maturity, Amortized Cost, Due after one year to five years	408
Held to Maturity, Amortized Cost, Due after five to ten years	30,927
Held to Maturity, Amortized Cost, Due after ten years	358,208
Held to Maturity, Amortized Cost, Net	394,745
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Due in one year or less	5,300
Held to Maturity, Fair Value, Due after one year to five years	423
Held to Maturity, Fair Value, Due after five to ten years	31,804
Held to Maturity, Fair Value, Due after ten years	364,795
Held to Maturity, Fair Value, Total	402,322
Equity securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Marketable equity securities	11,544
Available for Sale, Fair Value
Available for Sale, Fair Value, Marketable equity securities	11,998
Held to Maturity, Amortized Cost
Held to Maturity, Amortized Cost, Net	0
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Total	$0

Securities_Unrealized_Loss_NOT

Securities (Unrealized Loss NOT deemed to be OTTI) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified	holding	holding
Summary of gross unrealized losses and fair value of investments
No of holdings	47	80
Fair value, less than 12 months	$17,398	$64,537
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	-131	-467
Fair value, 12 months or longer	104,796	143,949
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	-3,931	-5,981
Fair value, Total	122,194	208,486
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	-4,062	-6,448
U. S. Government Agency Securities [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings		22
Fair value, less than 12 months		21,950
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months		-22
Fair value, 12 months or longer		0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months		0
Fair value, Total		21,950
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss		-22
Agency mortgage-backed securities
Summary of gross unrealized losses and fair value of investments
No of holdings	12	17
Fair value, less than 12 months	7,375	3,471
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	-40	-1
Fair value, 12 months or longer	4,718	42,222
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	-117	-692
Fair value, Total	12,093	45,693
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	-157	-693
Agency Collateralized Mortgage Obligations [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings	12	14
Fair value, less than 12 months	7,682	35,083
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	-4	-331
Fair value, 12 months or longer	93,437	94,974
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	-2,227	-3,770
Fair value, Total	101,119	130,057
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	-2,231	-4,101
Single issuer trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings	1	2
Fair value, less than 12 months	1,076	2,553
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	-10	-39
Fair value, 12 months or longer	0	0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	0	0
Fair value, Total	1,076	2,553
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	-10	-39
Pooled trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings	2	2
Fair value, less than 12 months	0	0
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	0	0
Fair value, 12 months or longer	2,549	2,681
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	-1,444	-1,356
Fair value, Total	2,549	2,681
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	-1,444	-1,356
Equity securities
Summary of gross unrealized losses and fair value of investments
No of holdings	20	23
Fair value, less than 12 months	1,265	1,480
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	-77	-74
Fair value, 12 months or longer	4,092	4,072
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	-143	-163
Fair value, Total	5,357	5,552
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	($220)	($237)

Securities_Total_OTTI_Details

Securities (Total OTTI) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]
Gross change in OTTI recorded on certain investments	$84	$833
Portion of OTTI recognized in OCI	-84	-833
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$0	$0

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, 2015	Mar. 31, 2014	Sep. 30, 2013
Summary of cumulative credit related component of OTTI
Balance at beginning of period	($9,997)		($9,997)
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)		($9,997)

Securities_Details_Textual_Det

Securities (Details Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Securities (Textual) [Abstract]
Available-For-Sale Securities, Other-Than-Temporary Impairment Unrealized Losses, Portion Recognized In Other Comprehensive Income	$146,000		$230,000
Callable Securities in Investment Portfolio	39,100,000
Pledged Financial Instruments, Not Separately Reported, Securities	327,400,000		340,000,000
Gain (Loss) on Sale of Equity Investments	0	91,000
Trading Securities	$494,000

Loans_Allowance_for_Loan_Losse2

Loans, Allowance for Loan Losses and Credit Quality (Allowance Allocations) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Amortization of Deferred Loan Origination Fees, Net	$3,100,000	$2,800,000
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	5,307,662,000	4,890,383,000
Ending Balance: Individually Evaluated for Impairment	62,880,000	58,035,000
Financing Receivable, Acquired with Deteriorated Credit Quality	22,576,000	22,315,000
Ending Balance: Total Loans by Group	5,393,118,000	4,970,733,000
Commercial and Industrial [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	823,023,000	856,185,000
Ending Balance: Individually Evaluated for Impairment	6,357,000	4,654,000
Financing Receivable, Acquired with Deteriorated Credit Quality	0	0
Ending Balance: Total Loans by Group	829,380,000	860,839,000
Commercial Real Estate [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	2,561,984,000	2,304,099,000
Ending Balance: Individually Evaluated for Impairment	32,162,000	30,729,000
Financing Receivable, Acquired with Deteriorated Credit Quality	12,298,000	12,495,000
Ending Balance: Total Loans by Group	2,606,444,000	2,347,323,000
Commercial Construction [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	291,175,000	265,501,000
Ending Balance: Individually Evaluated for Impairment	311,000	311,000
Financing Receivable, Acquired with Deteriorated Credit Quality	180,000	182,000
Ending Balance: Total Loans by Group	291,666,000	265,994,000
Small Business [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	86,682,000	84,159,000
Ending Balance: Individually Evaluated for Impairment	1,027,000	1,088,000
Financing Receivable, Acquired with Deteriorated Credit Quality	0	0
Ending Balance: Total Loans by Group	87,709,000	85,247,000
Residential Real Estate [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	655,891,000	505,799,000
Ending Balance: Individually Evaluated for Impairment	15,827,000	15,055,000
Financing Receivable, Acquired with Deteriorated Credit Quality	9,661,000	9,405,000
Ending Balance: Total Loans by Group	681,379,000	530,259,000
Consumer Home Equity [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	870,476,000	858,305,000
Ending Balance: Individually Evaluated for Impairment	6,014,000	5,330,000
Financing Receivable, Acquired with Deteriorated Credit Quality	426,000	228,000
Ending Balance: Total Loans by Group	876,916,000	863,863,000
Consumer Other [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	18,431,000	16,335,000
Ending Balance: Individually Evaluated for Impairment	1,182,000	868,000
Financing Receivable, Acquired with Deteriorated Credit Quality	11,000	5,000
Ending Balance: Total Loans by Group	$19,624,000	$17,208,000

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, 2015	Mar. 31, 2014	Dec. 31, 2014
Summary of changes in allowance for loan losses
Beginning Balance	$55,100	$53,239
Charge-offs	1,525	4,566
Recoveries	1,440	454
Provision (benefit) for loan losses	-500	4,502
Ending Balance	54,515	53,629
Ending Balance: Individually Evaluated for Impairment	2,318	2,942	2,416
Ending Balance: Collectively Evaluated for Impairment	52,197	50,687
Commercial and Industrial [Member]
Summary of changes in allowance for loan losses
Beginning Balance	15,573	15,622
Charge-offs	561	783
Recoveries	379	79
Provision (benefit) for loan losses	-834	683
Ending Balance	14,557	15,601
Ending Balance: Individually Evaluated for Impairment	308	647	412
Ending Balance: Collectively Evaluated for Impairment	14,249	14,954
Commercial Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	25,873	24,541
Charge-offs	141	2,922
Recoveries	685	68
Provision (benefit) for loan losses	-132	3,230
Ending Balance	26,285	24,917
Ending Balance: Individually Evaluated for Impairment	265	369	197
Ending Balance: Collectively Evaluated for Impairment	26,020	24,548
Commercial Construction [Member]
Summary of changes in allowance for loan losses
Beginning Balance	3,945	3,371
Charge-offs	0	0
Recoveries	0	0
Provision (benefit) for loan losses	197	199
Ending Balance	4,142	3,570
Ending Balance: Individually Evaluated for Impairment	0	0
Ending Balance: Collectively Evaluated for Impairment	4,142	3,570
Small Business [Member]
Summary of changes in allowance for loan losses
Beginning Balance	1,171	1,215
Charge-offs	150	268
Recoveries	67	47
Provision (benefit) for loan losses	134	213
Ending Balance	1,222	1,207
Ending Balance: Individually Evaluated for Impairment	5	109	7
Ending Balance: Collectively Evaluated for Impairment	1,217	1,098
Residential Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	2,834	2,760
Charge-offs	185	128
Recoveries	45	0
Provision (benefit) for loan losses	32	197
Ending Balance	2,726	2,829
Ending Balance: Individually Evaluated for Impairment	1,453	1,641	1,500
Ending Balance: Collectively Evaluated for Impairment	1,273	1,188
Consumer Home Equity [Member]
Summary of changes in allowance for loan losses
Beginning Balance	4,956	5,036
Charge-offs	161	94
Recoveries	72	93
Provision (benefit) for loan losses	39	-277
Ending Balance	4,906	4,758
Ending Balance: Individually Evaluated for Impairment	253	114	262
Ending Balance: Collectively Evaluated for Impairment	4,653	4,644
Consumer Other [Member]
Summary of changes in allowance for loan losses
Beginning Balance	748	694
Charge-offs	327	371
Recoveries	192	167
Provision (benefit) for loan losses	64	257
Ending Balance	677	747
Ending Balance: Individually Evaluated for Impairment	34	62	38
Ending Balance: Collectively Evaluated for Impairment	$643	$685

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, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	$3,815,199	$3,559,403
Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	829,380	860,839
Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,606,444	2,347,323
Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	291,666	265,994
Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	87,709	85,247
PASS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	3,570,484	3,327,638
PASS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	760,872	801,578
PASS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,452,783	2,196,109
PASS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	272,974	248,696
PASS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	83,855	81,255
POTENTIAL WEAKNESS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	147,891	138,570
POTENTIAL WEAKNESS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	43,159	37,802
POTENTIAL WEAKNESS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	83,746	82,372
POTENTIAL WEAKNESS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	18,154	15,464
POTENTIAL WEAKNESS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,832	2,932
DEFINITE WEAKNESS-LOSS UNLIKELY [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	95,075	90,595
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	24,950	20,241
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	68,669	67,571
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	538	1,834
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	918	949
PARTIAL LOSS PROBABLE [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,749	2,600
PARTIAL LOSS PROBABLE [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	399	1,218
PARTIAL LOSS PROBABLE [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,246	1,271
PARTIAL LOSS PROBABLE [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	104	111
DEFINITE LOSS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
DEFINITE LOSS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	$0	$0

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, 2015	Dec. 31, 2014
	score	score
Residential Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	739	739
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	63.80%	67.10%
Consumer Home Equity [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	765	764
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	53.50%	53.60%

Loans_Allowance_for_Loan_Losse6

Loans, Allowance for Loan Losses and Credit Quality (Summary of Nonaccrual Loans) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	$30,153	$27,393
Commercial and Industrial [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	4,542	2,822
Commercial Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	8,459	7,279
Commercial Construction [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	311	311
Small Business [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	267	246
Residential Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	8,591	8,697
Consumer Home Equity [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	7,976	8,038
Consumer - Other [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	$7	$0

Loans_Allowance_for_Loan_Losse7

Loans, Allowance for Loan Losses and Credit Quality (Age Analysis of Past Due Financing Receivables) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified	loan	loan
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	97	112
Principal Balance 30-59 Days	$8,078	$20,609
Number of Loans 60-89 Days	37	47
Principal Balance 60-89 Days	3,370	4,725
Number of Loans 90 Days or More	120	110
Principal Balance 90 Days or More	16,866	14,270
Number of Loans Total Past Due	254	269
Principal Balance Total Past Due	28,314	39,604
Current	5,364,804	4,931,129
Total Financing Receivables	5,393,118	4,970,733
Recorded Investment >90 Days and Accruing	187	119
Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	8	18
Principal Balance 30-59 Days	236	3,192
Number of Loans 60-89 Days	7	10
Principal Balance 60-89 Days	973	1,007
Number of Loans 90 Days or More	25	19
Principal Balance 90 Days or More	4,256	2,320
Number of Loans Total Past Due	40	47
Principal Balance Total Past Due	5,465	6,519
Current	823,915	854,320
Total Financing Receivables	829,380	860,839
Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	16	19
Principal Balance 30-59 Days	3,189	13,428
Number of Loans 60-89 Days	5	6
Principal Balance 60-89 Days	714	1,480
Number of Loans 90 Days or More	23	16
Principal Balance 90 Days or More	6,896	4,225
Number of Loans Total Past Due	44	41
Principal Balance Total Past Due	10,799	19,133
Current	2,595,645	2,328,190
Total Financing Receivables	2,606,444	2,347,323
Commercial Construction [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days		1
Principal Balance 30-59 Days		506
Number of Loans 90 Days or More	1	1
Principal Balance 90 Days or More	311	311
Number of Loans Total Past Due	1	2
Principal Balance Total Past Due	311	817
Current	291,355	265,177
Total Financing Receivables	291,666	265,994
Small Business [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	9	7
Principal Balance 30-59 Days	134	21
Number of Loans 60-89 Days	3	8
Principal Balance 60-89 Days	45	113
Number of Loans 90 Days or More	11	7
Principal Balance 90 Days or More	211	173
Number of Loans Total Past Due	23	22
Principal Balance Total Past Due	390	307
Current	87,319	84,940
Total Financing Receivables	87,709	85,247
Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	13	13
Principal Balance 30-59 Days	3,275	1,670
Number of Loans 60-89 Days	7	10
Principal Balance 60-89 Days	1,044	1,798
Number of Loans 90 Days or More	28	36
Principal Balance 90 Days or More	3,061	4,826
Number of Loans Total Past Due	48	59
Principal Balance Total Past Due	7,380	8,294
Current	673,999	521,965
Total Financing Receivables	681,379	530,259
Recorded Investment >90 Days and Accruing	103	106
Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	17	20
Principal Balance 30-59 Days	1,098	1,559
Number of Loans 60-89 Days	7	7
Principal Balance 60-89 Days	535	307
Number of Loans 90 Days or More	22	23
Principal Balance 90 Days or More	2,078	2,402
Number of Loans Total Past Due	46	50
Principal Balance Total Past Due	3,711	4,268
Current	873,205	859,595
Total Financing Receivables	876,916	863,863
Recorded Investment >90 Days and Accruing	38
Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days	34	34
Principal Balance 30-59 Days	146	233
Number of Loans 60-89 Days	8	6
Principal Balance 60-89 Days	59	20
Number of Loans 90 Days or More	10	8
Principal Balance 90 Days or More	53	13
Number of Loans Total Past Due	52	48
Principal Balance Total Past Due	258	266
Current	19,366	16,942
Total Financing Receivables	19,624	17,208
Recorded Investment >90 Days and Accruing	$46	$13

Loans_Allowance_for_Loan_Losse8

Loans, Allowance for Loan Losses and Credit Quality (TDR's and Other Pertinent Information) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Summary of Troubled Debt Restructurings and other pertinent information
TDRS ON ACCRUAL STATUS	$36,887	$38,382
TDRS ON NONACCRUAL	4,899	5,248
TOTAL TDR'S	41,786	43,630
AMOUNT OF SPECIFIC RESERVES INCLUDED IN THE ALLOWANCE FOR LOAN LOSSES ASSOCIATED WITH TDRS:	1,816	2,004
Additional Commitments To Lend To Borrower For Trouble Debt Restructuring	$2,071	$1,400

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
	Mar. 31, 2015	Mar. 31, 2014
	contract	contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts	11	19
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$786	$2,886
Financing Receivable, Modifications, Post-Modification Recorded Investment	786	2,915
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts	3	9
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	156	424
Financing Receivable, Modifications, Post-Modification Recorded Investment	156	424
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts	1	6
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	239	1,883
Financing Receivable, Modifications, Post-Modification Recorded Investment	239	1,883
Small Business [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts	2	1
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	50	58
Financing Receivable, Modifications, Post-Modification Recorded Investment	50	58
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts	3	2
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	157	513
Financing Receivable, Modifications, Post-Modification Recorded Investment	157	542
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	184
Financing Receivable, Modifications, Post-Modification Recorded Investment	184
Consumer - Other [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts		1
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment		8
Financing Receivable, Modifications, Post-Modification Recorded Investment		$8

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, 2015	Mar. 31, 2014
Post modification balance of Troubled Debt Restructuring
EXTENDED MATURITY	$642	$835
ADJUSTED INTEREST RATE	0	728
COMBINATION RATE & MATURITY	114	1,344
COURT ORDERED CONCESSION	30	8
TOTAL	$786	$2,915

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, 2015	Mar. 31, 2014
	contract	contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	1	4
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$378	$555
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	2
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0	52
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	1	1
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	378	176
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts	0	1
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	$0	$327

Recovered_Sheet3

Loans, Allowance for Loan Losses and Credit Quality (Impaired Loans by Portfolio) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
In Thousands, unless otherwise specified
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	$2,318	$2,416	$2,942
Related Allowance	2,318	2,416
Impaired Financing Receivable, Recorded Investment, Total	62,880	58,035
Impaired Financing Receivable, Unpaid Principal Balance	66,469	61,887
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	34,675	26,936
Unpaid Principal Balance	36,804	28,535
WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	28,205	31,099
Unpaid Principal Balance	29,665	33,352
Commercial and Industrial [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	308	412	647
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	3,489	3,005
Unpaid Principal Balance	4,139	3,278
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	2,868	1,649
Unpaid Principal Balance	2,887	1,859
Commercial Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	265	197	369
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	21,323	15,982
Unpaid Principal Balance	22,615	17,164
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	10,839	14,747
Unpaid Principal Balance	10,974	15,514
Commercial Construction [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0		0
Commercial Construction [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	311	311
Unpaid Principal Balance	311	311
Small Business [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	5	7	109
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	680	692
Unpaid Principal Balance	721	718
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	347	396
Unpaid Principal Balance	372	458
Residential Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	1,453	1,500	1,641
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	3,464	2,439
Unpaid Principal Balance	3,556	2,502
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	12,363	12,616
Unpaid Principal Balance	13,517	13,727
Consumer - Home Equity [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	253	262	114
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	4,731	4,169
Unpaid Principal Balance	4,781	4,221
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	1,283	1,161
Unpaid Principal Balance	1,410	1,264
Consumer - Other [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	34	38	62
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	677	338
Unpaid Principal Balance	681	341
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	505	530
Unpaid Principal Balance	$505	$530

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, 2015	Mar. 31, 2014
Interest income recognized on impaired loans
Average Recorded Investment	$63,152	$72,085
Interest Income Recognized	851	916
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	34,841	36,367
Interest Income Recognized	480	516
WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	28,311	35,718
Interest Income Recognized	371	400
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	3,862	5,409
Interest Income Recognized	57	68
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	2,871	3,516
Interest Income Recognized	36	39
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	21,137	21,522
Interest Income Recognized	310	333
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	10,872	16,640
Interest Income Recognized	137	207
Commercial Construction [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	311	100
Interest Income Recognized	3	3
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	722	1,456
Interest Income Recognized	11	24
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	356	460
Interest Income Recognized	6	8
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	3,474	2,938
Interest Income Recognized	40	28
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	12,410	13,679
Interest Income Recognized	173	132
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	4,749	4,529
Interest Income Recognized	52	52
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	1,289	623
Interest Income Recognized	14	7
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	586	413
Interest Income Recognized	7	8
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	513	800
Interest Income Recognized	$5	$7

Recovered_Sheet5

Loans, Allowance for Loan Losses and Credit Quality (Purchased Credit Impaired Loans - Outstanding/Carrying balances) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$25,992	$25,279
Carrying amount	$22,576	$22,315

Recovered_Sheet6

Loans, Allowance for Loan Losses and Credit Quality (Activity in the Accretable Yield for PCI loans) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
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	$2,974	$2,514
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Additions	319	0
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield, Accretion	964	-377
Certain loans acquired in transfer not accounted for as debt securities accretable yield adjustment changes in expected cash flow	219	541
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Reclassifications from Nonaccretable Difference	79	0
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, End of Period	$2,627	$2,678

Recovered_Sheet7

Loans, Allowance for Loan Losses and Credit Quality (Textual) (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Days to be termed as non accrual loans	90 days
Tdrs Recorded Investment On Nonaccrual Status	$4,899,000	$5,248,000
Loans Allowance for Loan Losses and Credit Quality (Textual) [Abstract]
The amount of deferred fees	$3,100,000	$2,800,000

Recovered_Sheet8

Loans, Allowance for Loan Losses and Credit Quality Foreclosed Residential Real Estate Property (Details) (USD $)	Mar. 31, 2015
In Thousands, unless otherwise specified
Foreclosed Residential Real Estate Property [Abstract]
Foreclosed residential real estate property held by the creditor	$2,239
Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure	$1,508

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, 2015	Mar. 31, 2014
Summary of earnings per share
Net income	$9,460	$13,383
Weighted Average Shares (in shares)
BASIC SHARES	24,959,865	23,819,065
EFFECT OF DILUTIVE SECURITIES	80,215	100,173
DILUTIVE SHARES	25,040,080	23,919,238
NET INCOME PER SHARE (in dollars per share)
BASIC EPS	$0.38	$0.56
EFFECT OF DILUTIVE SECURITIES	$0	$0
DILUTIVE EPS	$0.38	$0.56

Earnings_Per_Share_Stock_Optio

Earnings Per Share (Stock Options) (Details)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014
Performance-based Restricted Shares [Member]
Details of anti dilutive options to purchase common stock
STOCK OPTIONS	0	1,242,000
Stock Options or Restricted Stock [Member]
Details of anti dilutive options to purchase common stock
STOCK OPTIONS	0	0

Stock_Based_Compensation_Award

Stock Based Compensation (Awards of Restricted Stock) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted	21,780
Grant Date Fair Value	$40.03
2/11/2015 | 2005 Employee Stock Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted	31,500
Grant Date Fair Value	$39.42
Vesting Period	Ratably over 5 years from grant date
2/12/2015 | 2005 Employee Stock Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted	25,910
Grant Date Fair Value	$40.03
Vesting Period	Ratably over 5 years from grant date
3/19/2015 | 2005 Employee Stock Plan
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted	3,800
Grant Date Fair Value	$43.56
Vesting Period	Ratably over 5 years from grant date

Stock_Based_Compensation_Perfo

Stock Based Compensation Performance-based Restricted Stock Textual (Details) (USD $)	3 Months Ended
	Mar. 31, 2015
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Granted	21,780
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value	$40.03

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
	Mar. 31, 2015	Dec. 31, 2014
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	$75,000,000	$75,000,000
Fair Value	-5,370,000	-5,570,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	25,000,000	25,000,000
Receive (Variable) Index	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	0.27%	0.24%
Pay Fixed Swap Rate	5.04%	5.04%
Fair Value	-1,908,000	-2,093,000
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	25,000,000	25,000,000
Receive (Variable) Index	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	0.27%	0.24%
Pay Fixed Swap Rate	5.04%	5.04%
Fair Value	-1,908,000	-2,094,000
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	25,000,000	25,000,000
Receive (Variable) Index	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	0.26%	0.24%
Pay Fixed Swap Rate	2.94%	2.94%
Fair Value	($1,554,000)	($1,383,000)

Derivatives_and_Hedging_Activi3

Derivatives and Hedging Activities (Customer Related Derivative Positions - Not Designated as Hedges) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Summary of customer related derivative positions, not designated as hedging
Total	$75,000,000	$75,000,000
Derivative Asset, Fair Value, Gross Asset	28,061,000	22,390,000
Fair Value	-5,370,000	-5,570,000
Loan level swaps
Summary of customer related derivative positions, not designated as hedging
Derivative Asset, Fair Value, Gross Asset	23,700,000	18,383,000
Foreign exchange contracts
Summary of customer related derivative positions, not designated as hedging
Derivative Asset, Fair Value, Gross Asset	4,361,000	4,007,000
Not Designated as Hedging Instrument | Receive fixed, pay variable | Loan level swaps
Summary of customer related derivative positions, not designated as hedging
Number of Positions	179	174
Less than 1 year	88,082,000	88,147,000
Less than 2 years	48,380,000	46,854,000
Less than 3 years	41,668,000	40,958,000
Less than 4 years	36,072,000	38,108,000
Thereafter	418,153,000	403,208,000
Total	632,355,000	617,275,000
Fair Value	23,692,000	17,840,000
Not Designated as Hedging Instrument | Pay fixed, receive variable | Loan level swaps
Summary of customer related derivative positions, not designated as hedging
Number of Positions	173	168
Less than 1 year	88,082,000	88,147,000
Less than 2 years	48,380,000	46,854,000
Less than 3 years	41,668,000	40,958,000
Less than 4 years	36,072,000	38,108,000
Thereafter	418,153,000	403,208,000
Total	632,355,000	617,275,000
Fair Value	-23,691,000	-17,837,000
Not Designated as Hedging Instrument | Buys foreign currency, sells U.S. currency | Foreign exchange contracts
Summary of customer related derivative positions, not designated as hedging
Number of Positions	21	23
Less than 1 year	29,823,000	57,112,000
Total	29,823,000	57,112,000
Fair Value	4,361,000	4,007,000
Not Designated as Hedging Instrument | Buys U.S. currency, sells foreign currency | Foreign exchange contracts
Summary of customer related derivative positions, not designated as hedging
Number of Positions	21	23
Less than 1 year	29,823,000	57,112,000
Total	29,823,000	57,112,000
Fair Value	($4,333,000)	($3,984,000)

Derivatives_and_Hedging_Activi4

Derivatives and Hedging Activities (FV of Derivative Financial Instruments and Classification on Balance Sheet) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	$28,061	$22,390
Liability Derivatives	201,540	225,824
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	28,535	22,688
Derivative Asset, Fair Value, Gross Asset	28,535	22,688
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	28,032	22,380
Liability Derivatives	33,402	27,950
Interest rate swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	0	0
Liability Derivatives	5,370	5,570
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Assets, at Fair Value	0
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Liabilities, at Fair Value	5,370	5,570
Loan level swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	23,700	18,383
Liability Derivatives	23,699	18,380
Loan level swaps [Member] | Not Designated as Hedging Instrument | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Instruments Not Designated as Hedging Instruments, Asset at Fair Value	23,700	18,383
Loan level swaps [Member] | Not Designated as Hedging Instrument | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Instruments Not Designated as Hedging Instruments, Liability at Fair Value	23,699	18,380
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	4,361	4,007
Liability Derivatives	4,333	3,984
Foreign exchange contracts | Not Designated as Hedging Instrument | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Foreign Currency Derivative Instruments Not Designated as Hedging Instruments, Asset at Fair Value	4,361	4,007
Foreign exchange contracts | Not Designated as Hedging Instrument | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Foreign Currency Derivative Instruments Not Designated as Hedging Instruments, Liability at Fair Value	4,333	3,984
Interest Rate Lock Commitments [Member] | Not Designated as Hedging Instrument | Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Instrument Not Designated as a Hedge, Interest Rate Lock Commitments, Asset at Fair Value	386	295
Derivative Instrument Not Designated as a Hedge, Forward TBA Mortgage Contracts, Asset at Fair Value	0	0
Derivative Instrument Not Designated as a Hedge, Forward Sales Agreements, Asset at Fair Value	88	3
Interest Rate Lock Commitments [Member] | Not Designated as Hedging Instrument | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instrument Not Designated as a Hedge, Interest Rate Lock Commitments, Liabilities at Fair Value	0	0
Derivative Instrument Not Designated as a Hedge, Forward TBA Mortgage Contracts, Liability at Fair Value	0	16
Derivative Instrument Not Designated as a Hedge, Forward Sales Agreements, Liabilities at Fair Value	$0	$0

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, 2015	Mar. 31, 2014
Derivative Instruments, Gain (Loss) [Line Items]
Gain in OCI on derivatives (effective portion), net of tax	($336)	($177)
Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain in OCI on derivatives (effective portion), net of tax	82	502
Loss reclassified from OCI into interest expense (effective portion)	-706	-1,148
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Other income	195	-12
Interest Expense [Member] | Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Other expense | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Other income	21	29
Changes in fair value of mortgage derivatives | Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net	0	0
Changes in fair value of mortgage derivatives | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Other income	-18	-1
Total | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Mortgage banking income	$192	($40)

Derivatives_and_Hedging_Activi6

Derivatives and Hedging Activities (Textual) (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Change in Fair Value on Loans Held for Sale	$27,000	$51,000
Exposure to Institutional Counterparties	4,000		272,000
Amortization Of Deferred Hedge Gains Losses	61,000
Maximum length of time Company is currently hedging its exposure	4 years
Interest expense from OCI, related to cash flow hedges before tax	2,700,000
Notional amount of fair value hedged derivative	0
Customer related positions	$24,500,000		$18,900,000

Assets_Liability_Derivative_Po

Assets & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	$28,061	$22,390
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	28,061	22,390
Derivative, Collateral, Obligation to Return Securities	4	272
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	28,057	22,118
Derivative Liability, Fair Value, Gross Liability	201,540	225,824
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	201,540	225,824
Derivative, Collateral, Right to Reclaim Securities	4	272
Derivative, Collateral, Right to Reclaim Cash	197,199	221,296
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,337	4,256
Interest rate swaps
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	5,370	5,570
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	5,370	5,570
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	5,370	5,570
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Loan level swaps
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	23,700	18,383
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	23,700	18,383
Derivative, Collateral, Obligation to Return Securities	4	272
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	23,696	18,111
Derivative Liability, Fair Value, Gross Liability	23,699	18,380
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	23,699	18,380
Derivative, Collateral, Right to Reclaim Securities	4	272
Derivative, Collateral, Right to Reclaim Cash	23,691	17,836
Derivative Liability, Fair Value, Amount Offset Against Collateral	4	272
Customer foreign exchange contracts
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	4,361	4,007
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	4,361	4,007
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	4,361	4,007
Derivative Liability, Fair Value, Gross Liability	4,333	3,984
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	4,333	3,984
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	4,333	3,984
Customer repurchase agreements and other short-term borrowings(c)
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	118,138	147,890
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	118,138	147,890
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	118,138	147,890
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Wholesale repurchase agreements
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, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
ASSETS
Trading Securities	$494
Securities - available for sale	387,038	348,554
Disposal Group, Including Discontinued Operation, Mortgage Loans	9,507	6,888
Derivative Asset, Fair Value, Gross Asset	28,061	22,390
Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	392,172	350,180
Recurring fair value measurements | Trading Securities [Member]
ASSETS
Trading Securities	494
Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	46,504	41,486
Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	254,089	217,678
Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	60,288	63,035
Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	4,977	5,223
Recurring fair value measurements | Single issuer trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	2,910	2,909
Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	6,272	6,321
Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	11,998	11,902
Recurring fair value measurements | Loans held for sale
ASSETS
Disposal Group, Including Discontinued Operation, Mortgage Loans	9,507	6,888
Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	28,535	22,688
Recurring fair value measurements | Derivative Instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	33,402	27,950
Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	13,844	15,939
Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	7,559	8,196
Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	6,285	7,743
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	12,492	11,902
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Trading Securities [Member]
ASSETS
Trading Securities	494
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	11,998	11,902
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	373,408	331,957
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	46,504	41,486
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	254,089	217,678
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	60,288	63,035
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	4,977	5,223
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Single issuer trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	2,910	2,909
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Loans held for sale
ASSETS
Securities - available for sale	9,507	6,888
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	28,535	22,688
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative Instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	33,402	27,950
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	6,272	6,321
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	6,272	6,321
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	13,844	15,939
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	7,559	8,196
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	$6,285	$7,743

Fair_Value_Measurements_Detail1

Fair Value Measurements (Details 1) (Pooled trust preferred securities, Significant Unobservable Inputs (Level 3), USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Pooled trust preferred securities | Significant Unobservable Inputs (Level 3)
Reconciliation for all assets and liabilities measured at fair value on a recurring basis
Beginning Balance	$6,321	$3,841
Included in Other Comprehensive Income	-4	1,162
SETTLEMENTS	-45	-36
Ending Balance	$6,272	$4,967

Fair_Value_Measurements_Detail2

Fair Value Measurements (Details 2) (USD $)	3 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Investments in securities that are classified as level 3
Available-for-sale Securities	387,038	348,554
Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Weighted Average [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	6.90%	7.00%
Cumulative Default	13.30%	13.90%
Loss Given Default	95.90%	96.10%
Cure Given Default	39.20%	46.70%
Pooled trust preferred securities | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Available-for-sale Securities	6,272	6,321
Pooled trust preferred securities | Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Minimum [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	0.00%	0.00%
Cumulative Default	2.80%	3.00%
Loss Given Default	85.00%	85.00%
Cure Given Default	0.00%	0.00%
Pooled trust preferred securities | Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Maximum [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	75.00%	75.00%
Cumulative Default	100.00%	100.00%
Loss Given Default	100.00%	100.00%
Cure Given Default	75.00%	75.00%
Impaired loans | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	7,559	8,196
Other real estate owned and other foreclosed assets | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	6,285	7,743

Fair_Value_Measurements_Detail3

Fair Value Measurements (Details 3) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
ASSETS
Held-to-maturity Securities	$394,745	$375,453
Held to Maturity, Fair Value, Total	402,322	379,699
Loans, net of allowance for loan losses(b)	5,338,603	4,915,633
LIABILITIES
Federal Home Loan Bank borrowings(c)	108,246	70,080
Customer Repurchase Agreements and other short-term borrowings	128,138	147,890
Wholesale Repurchase Agreements	50,000	50,000
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,631	73,685
Subordinated Debt	35,000	65,000
Time certificates of deposits(c)
LIABILITIES
Time certificates of deposits(c)	746,533	649,620
Accrued Liabilities, Fair Value Disclosure	748,991	651,180
Federal Home Loan Bank borrowings(c)
LIABILITIES
Federal Home Loan Bank borrowings(c)	108,246	70,080
Accrued Liabilities, Fair Value Disclosure	108,980	70,208
Customer repurchase agreements and other short-term borrowings(c)
LIABILITIES
Customer Repurchase Agreements and other short-term borrowings	128,138	147,890
Accrued Liabilities, Fair Value Disclosure	128,224	147,890
Wholesale repurchase agreements(c)
LIABILITIES
Wholesale Repurchase Agreements	50,000	50,000
Accrued Liabilities, Fair Value Disclosure	50,333	50,510
Junior subordinated debentures(d)
LIABILITIES
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,631	73,685
Accrued Liabilities, Fair Value Disclosure	73,837	70,045
Subordinated debentures(c)
LIABILITIES
Subordinated Debt	35,000	65,000
Accrued Liabilities, Fair Value Disclosure	35,645	64,198
Significant Other Observable Inputs (Level 2) | Time certificates of deposits(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	748,991	651,180
Significant Other Observable Inputs (Level 2) | Federal Home Loan Bank borrowings(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	108,980	70,208
Significant Other Observable Inputs (Level 2) | Junior subordinated debentures(d)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	73,837	70,045
Significant Unobservable Inputs (Level 3) | Customer repurchase agreements and other short-term borrowings(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	128,224	147,890
Significant Unobservable Inputs (Level 3) | Wholesale repurchase agreements(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	50,333	50,510
Significant Unobservable Inputs (Level 3) | Subordinated debentures(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	35,645	64,198
U.S. Treasury securities
ASSETS
Held-to-maturity Securities	1,010	1,010
Held to Maturity, Fair Value, Total	1,089	1,073
U.S. Treasury securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,089	1,073
Agency mortgage-backed securities
ASSETS
Held-to-maturity Securities	164,830	159,522
Held to Maturity, Fair Value, Total	170,879	164,944
Agency mortgage-backed securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	170,879	164,944
Agency collateralized mortgage obligations
ASSETS
Held-to-maturity Securities	221,979	207,995
Held to Maturity, Fair Value, Total	223,317	206,658
Agency collateralized mortgage obligations | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	223,317	206,658
State, county, and municipal securities
ASSETS
Held-to-maturity Securities	424	424
Held to Maturity, Fair Value, Total	429	428
State, county, and municipal securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	429	428
Single issuer trust preferred securities issued by banks
ASSETS
Held-to-maturity Securities	1,500	1,500
Held to Maturity, Fair Value, Total	1,508	1,477
Single issuer trust preferred securities issued by banks | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,508	1,477
Corporate debt securities
ASSETS
Held-to-maturity Securities	5,002	5,002
Held to Maturity, Fair Value, Total	5,100	5,119
Corporate debt securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	5,100	5,119
Loans, net of allowance for loan losses(b)
ASSETS
Loans, net of allowance for loan losses(b)	5,338,603	4,915,633
Loans Receivable, Fair Value Disclosure	5,322,319	4,883,479
Loans, net of allowance for loan losses(b) | Significant Unobservable Inputs (Level 3)
ASSETS
Loans Receivable, Fair Value Disclosure	$5,322,319	$4,883,479

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, 2015	Mar. 31, 2014
COMPREHENSIVE INCOME
Change in fair value of securities available for sale, pre tax amount	$2,541	$3,287
Change in fair value of securities available for sale, tax (expense) benefit	-980	-1,316
Change in fair value of securities available for sale, after tax amount	1,561	1,971
Net Security Gains Losses Reclassified Into Earnings Before Tax Amount	0	91
Net Security Gains Losses Reclassified Into Earnings Tax Amount	0	-37
Net Security Gains Losses Reclassified Into Earnings Net Of Tax Amount	0	54
Change in fair value of securities available for sale, pre tax amount	2,541	3,196
Change in fair value of securities available for sale, tax (expense) benefit	-980	-1,279
Change in fair value of securities available for sale, after tax amount	1,561	1,917
Change in fair value of cash flow hedges, pre tax amount	-567	-300
Change in fair value of cash flow hedges, tax (expense) benefit	231	123
Change in fair value of cash flow hedges, after tax amount	-336	-177
Less: net cash flow hedge losses reclassified into interest on borrowings expense, pre tax amount	-706	-1,148
Less: net cash flow hedge losses reclassified into earnings, tax (expense) benefit	288	469
Less: net cash flow hedge losses reclassified into interest on borrowings expense, after tax	-418	-679
Net change in fair value of cash flow hedges, pre tax amount	139	848
Net change in fair value of cash flow hedges, tax (expense) benefit	-57	-346
Net change in fair value of cash flow hedges	82	502
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, before Tax	44	-80
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	-18	33
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Net of Tax	26	-47
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), before Tax	61	-11
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Tax	-25	4
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Net of Tax	36	-7
Amortization of certain costs included in net periodic retirement costs, pre tax amount	24	25
Amortization of certain costs included in net periodic retirement costs, tax (expense) benefit	-10	-10
Other Comprehensive (Income) Loss, Amortization Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Prior Service Cost (Credit), Net of Tax	14	15
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	129	-66
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Tax	-53	27
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	76	-39
Total other comprehensive income, pre tax amount	2,809	3,978
Total other comprehensive income, tax (expense) benefit	-1,090	-1,598
Total other comprehensive income, after tax amount	$1,719	$2,380

Comprehensive_IncomeLoss_Compr1

Comprehensive Income/Loss (Comprised of the following Components) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Accumulated Other Comprehensive Income (Loss) [Rollforward]
Beginning Balance	($2,132)	($7,434)
Net change in other comprehensive income (loss)	1,719	2,380
Ending Balance	-413	-5,054
Unrealized Gain on Securities
Accumulated Other Comprehensive Income (Loss) [Rollforward]
Beginning Balance	3,389	-2,023
Net change in other comprehensive income (loss)	1,561	1,917
Ending Balance	4,950	-106
Unrealized Loss on Cash Flow Hedge
Accumulated Other Comprehensive Income (Loss) [Rollforward]
Beginning Balance	-3,298	-5,698
Net change in other comprehensive income (loss)	119	539
Ending Balance	-3,179	-5,159
Deferred Gain on Hedge Transactions
Accumulated Other Comprehensive Income (Loss) [Rollforward]
Beginning Balance	571	715
Net change in other comprehensive income (loss)	-37	-37
Ending Balance	534	678
Defined Benefit Postretirement Plans
Accumulated Other Comprehensive Income (Loss) [Rollforward]
Beginning Balance	-2,794	-428
Net change in other comprehensive income (loss)	76	-39
Ending Balance	($2,718)	($467)

Comprehensive_IncomeLoss_Detai

Comprehensive Income/Loss (Details Textual) (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Dec. 31, 2011
Equity [Abstract]
Gain on interest rate swaps	$534,000	$678,000	$1,400,000

Recovered_Sheet9

Commitments and contingencies Financial Instruments with Off-Balance Sheet Risk (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
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	$1,862,493	$1,822,369
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	19,912	18,516
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	$119	$105

Commitments_and_contingencies_1

Commitments and contingencies Textual (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Other Commitments [Line Items]
Operating Leases, Rent Expense	$1,900,000
Cash Reserve Deposit Required and Made	25,700,000		33,000,000
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	$168,000	$251,000

Investments_is_Low_Income_Hous2

Investments is Low Income Housing Tax Credits Investments in Qualified Affordable Housing Projects (Details) (USD $)	3 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Dec. 31, 2014
Investments in Low Income Housing Tax Credits [Abstract]
Original investment value	$40,541	$40,541
Current recorded investment	38,305	38,943
Capital commitment relating to low income housing project investments	23,002	28,004
Tax credits and benefits (1)	4,554	1,683
Amortization of investments (2)	3,045	1,089
Net income tax benefit (3)	$1,509	$594