Independent Bank (INDB) 10-Q 4 Aug 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Aug. 01, 2016
Document and Entity Information [Abstract]
Entity Registrant Name	Independent Bank Corp
Entity Central Index Key	776,901
Document Type	10-Q
Document Period End Date	Jun. 30, 2016
Amendment Flag	false
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding	26,309,887	26,328,686

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Assets
Cash and due from banks	$ 102,397,000	$ 84,813,000
Interest-earning deposits with banks	229,740,000	190,952,000
Securities
Trading Securities	799,000	356,000
Securities - available for sale	389,824,000	367,249,000
Securities - held to maturity (fair value $451,920 and $478,749)	438,656,000	477,507,000
Total securities	829,279,000	845,112,000
Loans held for sale	12,927,000	5,990,000
Loans
Loans Receivable, Gross, Commercial and Industrial	875,164,000	843,276,000
Loans Receivable, Gross, Commercial, Mortgage	2,727,143,000	2,653,434,000
Loans Receivable, Gross, Commercial, Construction	367,559,000	373,368,000
Small Business	111,035,000	96,246,000
Loans and Leases Receivable, Gross, Consumer, Mortgage	628,348,000	638,606,000
Loans and Leases Receivable Consumer Home Equity in First Position	554,624,000	543,092,000
Loans and Leases Receivable Consumer Home Equity in Subordinated Position	393,952,000	384,711,000
Loans and Leases Receivable, Gross, Consumer, Other	16,428,000	14,988,000
Loans and Leases Receivable, Gross	5,674,253,000	5,547,721,000
Less: allowance for loan losses	(57,727,000)	(55,825,000)
Net loans	5,616,526,000	5,491,896,000
Federal Home Loan Bank stock	11,304,000	14,431,000
Bank premises and equipment, net	76,173,000	75,663,000
Goodwill	201,083,000	201,083,000
Other intangible assets	10,443,000	11,826,000
Cash surrender value of life insurance policies	136,724,000	134,627,000
Other real estate owned and other foreclosed assets	1,845,000	2,159,000
Other assets	190,425,000	150,917,000
Total assets	7,418,866,000	7,209,469,000
Deposits
Demand deposits	1,908,986,000	1,846,593,000
Savings and interest checking accounts	2,469,162,000	2,370,141,000
Money market	1,175,669,000	1,089,139,000
Time certificates of deposit of $100,000 and over	263,490,000	274,701,000
Other time certificates of deposits	380,585,000	410,129,000
Total deposits	6,197,892,000	5,990,703,000
Borrowings
Federal Home Loan Bank borrowings(c)	50,833,000	102,080,000
Customer Repurchase Agreements and other short-term borrowings	139,716,000	133,958,000
Junior subordinated debentures (less unamortized debt issuance costs of $147 and $158)	73,207,000	73,306,000
Subordinated debentures (less unamortized debt issuance costs of $388 and $411)	34,612,000	34,589,000
Total borrowings	298,368,000	343,933,000
Other liabilities	118,709,000	103,370,000
Total liabilities	6,614,969,000	6,438,006,000
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 : 26,293,565 shares at March 31, 2016 and 26,236,352 Shares at December 31, 2015 (includes 223,753 and 230,900 shares of unvested participating restricted stock awards, respectively)	261,000	260,000
Shares held in rabbi trust at cost: 167,287 shares at June 30, 2016 and 173,378 shares at December 31, 2015	(4,113,000)	(3,958,000)
Deferred Compensation Equity	4,113,000	3,958,000
Additional paid in capital	408,155,000	405,486,000
Retained earnings	391,898,000	368,169,000
Accumulated other comprehensive income (loss), net of tax	3,583,000	(2,452,000)
Total stockholders’ equity	803,897,000	771,463,000
Total liabilities and stockholders' equity	$ 7,418,866,000	$ 7,209,469,000

Consolidated Balance Sheets (U3

Consolidated Balance Sheets (Unaudited) (Parenthetical) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Time certificates of deposit least amount	$ 100,000	$ 100,000
Held to Maturity, Fair Value, Total	$ 451,920,000	$ 478,749,000
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	26,309,887	26,236,352
Common Stock, unvested restricted Stock awards	223,393	230,900
Shares Held in Rabbi Trust	167,287	173,378
Common Stock Outstanding
Common Stock, shares outstanding	26,309,887	26,236,352
Junior Subordinated Debt [Member]
Unamortized Debt Issuance Expense	$ 147,000	$ 158,000
Subordinated Debt [Member]
Unamortized Debt Issuance Expense	$ 388,000	$ 411,000

Consolidated Statements of Inco

Consolidated Statements of Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest income
Interest and fees on loans	$ 55,636	$ 54,016	$ 109,905	$ 105,704
Taxable interest and dividends on securities	5,269	4,852	10,466	9,479
Nontaxable interest and dividends on securities	29	30	61	64
Interest on loans held for sale	57	58	89	109
Interest on federal funds sold and short-term investments	169	60	380	91
Total interest and dividend income	61,160	59,016	120,901	115,447
Interest expense
Interest on deposits	2,738	2,922	5,606	5,685
Interest on borrowings	1,889	2,347	3,871	4,765
Total interest expense	4,627	5,269	9,477	10,450
Net interest income	56,533	53,747	111,424	104,997
Provision for loan losses	600	700	1,125	200
Net interest income after provision for loan losses	55,933	53,047	110,299	104,797
Noninterest income
Deposit account fees	4,471	4,465	8,941	8,631
Interchange and ATM fees	4,136	3,767	7,860	6,868
Investment management	5,734	5,528	10,737	10,635
Mortgage banking income	1,363	1,226	2,495	2,352
Available-For-Sale- Securities - Equity - Gross Realized Gains	5	19	5	19
Available-For-Sale Securities - Fixed Income Gross Realized Gains	0	798	0	798
Increase in cash surrender value of life insurance policies	982	949	1,996	1,727
Loan level derivative income	2,095	1,430	3,817	1,848
Other noninterest income	2,309	2,079	4,399	3,939
Total noninterest income	21,095	20,261	40,250	36,817
Noninterest expenses
Salaries and employee benefits	26,977	26,318	54,166	51,606
Occupancy and equipment expenses	5,667	5,672	11,494	12,066
Data processing & facilities management	1,225	1,228	2,431	2,350
FDIC assessment	920	1,017	1,930	1,973
Advertising expense	1,223	1,853	2,480	2,687
Consulting expense	864	829	1,465	1,585
Loss on extinguishment of debt	0	0	437	122
Available-For-Sale Securities - Equity Gross Realized Losses	3	8	32	8
Available-for-Sale Securities - Fixed Income Gross Realized Losses	0	1,124	0	1,124
Business Combination, Acquisition Related Costs	206	271	540	10,501
Software Maintenance	735	677	1,489	1,302
Other noninterest expenses	9,326	9,647	17,164	18,298
Total noninterest expenses	47,146	48,644	93,628	103,622
Income before income taxes	29,882	24,664	56,921	37,992
Provision for income taxes	9,508	7,213	17,936	11,082
Net income	$ 20,374	$ 17,451	$ 38,985	$ 26,910
Basic earnings per share (in dollars per share)	$ 0.77	$ 0.67	$ 1.48	$ 1.05
Diluted earnings per share (in dollars per share)	$ 0.77	$ 0.67	$ 1.48	$ 1.05
Weighted average common shares (basic) (in shares)	26,304,129	26,149,593	26,289,726	25,558,016
Common shares equivalents (in shares)	47,885	71,819	45,679	76,626
Weighted average common shares (diluted) (in shares)	26,352,014	26,221,412	26,335,405	25,634,642
Retained Earnings [Member]
Noninterest expenses
Net income			$ 38,985	$ 26,910
Cash dividends declared per common share (in dollars per share)	$ 0.29	$ 0.26	$ 0.58	$ 0.52

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Statement of Comprehensive Income [Abstract]
Net income	$ 20,374	$ 17,451	$ 38,985	$ 26,910
Other comprehensive income (loss), net of tax
Net change in fair value of securities available for sale	1,854	(2,228)	5,935	(667)
Net change in fair value of cash flow hedges	(144)	382	(21)	464
Net change in other comprehensive income for defined benefit postretirement plans	61	123	121	199
Total other comprehensive income (loss)	1,771	(1,723)	6,035	(4)
Total comprehensive income	$ 22,145	$ 15,728	$ 45,020	$ 26,906

Consolidated Statements of Stoc

Consolidated Statements of Stockholders' Equity (Unaudited) - USD ($) $ in Thousands	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 Income (Loss)
Balance June 30, 2016 at Dec. 31, 2014		23,998,738
Balance June 30, 2015 at Dec. 31, 2014	$ 640,527		$ 237	$ (3,666)	$ 3,666	$ 311,978	$ 330,444	$ (2,132)
Net income	26,910						26,910
Other comprehensive income	(4)							(4)
Common dividend declared ($0.58 per share)	(13,597)						(13,597)
Common stock issued for acquisition		2,052,137
Common stock issued for acquisition	86,415		21			86,394
Proceeds from exercise of stock options, net of cash paid		40,314
Proceeds from exercise of stock options, net of cash paid	311		0			311
Tax benefit related to equity award activity	546					546
Stock based compensation	1,362					1,362
Restricted stock awards issued, net of awards surrendered		36,101
Restricted stock awards issued, net of awards surrendered	(645)		1			(646)
Shares issued under direct stock purchase plan		31,536
Shares issued under direct stock purchase plan	1,327					1,327
Deferred compensation and other retirement benefit obligations				(119)	119
Increase (Decrease) in Deferred Compensation	0
Tax benefit related to deferred compensation distributions	165					165
Balance December 31, 2015 at Jun. 30, 2015	743,317		259	(3,785)	3,785	401,437	343,757	(2,136)
Balance December 31, 2014 at Jun. 30, 2015		26,158,826
Balance June 30, 2016 at Dec. 31, 2015		26,236,352
Balance June 30, 2015 at Dec. 31, 2015	771,463		260	(3,958)	3,958	405,486	368,169	(2,452)
Net income	38,985						38,985
Other comprehensive income	6,035							6,035
Common dividend declared ($0.58 per share)	(15,256)						(15,256)
Common stock issued for acquisition	0
Proceeds from exercise of stock options, net of cash paid		6,652
Proceeds from exercise of stock options, net of cash paid	144					144
Tax benefit related to equity award activity	327					327
Stock based compensation	1,633					1,633
Restricted stock awards issued, net of awards surrendered		42,967
Restricted stock awards issued, net of awards surrendered	(673)		1			(674)
Shares issued under direct stock purchase plan		23,916
Shares issued under direct stock purchase plan	1,060					1,060
Deferred compensation and other retirement benefit obligations				(155)	155
Tax benefit related to deferred compensation distributions	179					179
Balance December 31, 2015 at Jun. 30, 2016	$ 803,897		$ 261	$ (4,113)	$ 4,113	$ 408,155	$ 391,898	$ 3,583
Balance December 31, 2014 at Jun. 30, 2016		26,309,887

Consolidated Statements of Sto7

Consolidated Statements of Stockholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Retained Earnings
CASH DIVIDENDS DECLARED PER COMMON SHARE	$ 0.29	$ 0.26	$ 0.58	$ 0.52

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited)	6 Months Ended
	Jun. 30, 2016USD ($)	Jun. 30, 2015USD ($)
CASH FLOWS FROM OPERATING ACTIVITIES:
Net Income	$ 38,985,000	$ 26,910,000
Adjustments to reconcile net income to net cash provided by operating activities
Depreciation and amortization	7,242,000	6,431,000
Provision for loan losses	1,125,000	200,000
Deferred income tax expense	415,000	5,372,000
Net loss on sale of securities	27,000	315,000
Net loss on fixed assets	13,000	110,000
Loss on extinguishment of debt	437,000	122,000
Net loss on other real estate owned and foreclosed assets	41,000	630,000
Realized gain on sale leaseback transaction	(517,000)	(517,000)
Stock based compensation	1,633,000	1,362,000
Excess tax benefit related to equity award activity	(327,000)	(546,000)
Increase in cash surrender value of life insurance policies	(1,996,000)	(1,727,000)
Change in fair value on loans held for sale	(13,000)	(184,000)
Net change in:
Trading assets	(443,000)	(489,000)
Loans held for sale	(6,924,000)	(3,656,000)
Other assets	(45,265,000)	16,066,000
Increase (Decrease) in Other Operating Liabilities	19,615,000	(12,527,000)
Total adjustments	(24,937,000)	10,962,000
Net cash provided by operating activities	14,048,000	37,872,000
Cash flows used in investing activities
Proceeds from sales of securities available for sale	285,000	14,344,000
Proceeds from maturities and principal repayments of securities available for sale	32,625,000	34,849,000
Purchases of securities available for sale	(46,358,000)	(34,193,000)
Proceeds from maturities and principal repayments of securities held to maturity	39,028,000	29,030,000
Purchases of securities held to maturity		(81,859,000)
Redemption of Federal Home Loan Bank stock	3,127,000
Investments in low income housing projects	(4,431,000)	(12,272,000)
Purchases of life insurance policies	(101,000)	(100,000)
Net increase in loans	(126,406,000)	(1,137,000)
Cash used in business combinations, net of cash acquired	0	(13,448,000)
Purchases of bank premises and equipment	(4,003,000)	(4,537,000)
Proceeds from the sale of bank premises and equipment	14,000	347,000
Proceeds from the sale of other real estate owned and foreclosed assets	795,000	3,879,000
Net payments relating to other real estate owned and foreclosed assets	(145,000)	(765,000)
Net cash used in investing activities	(105,570,000)	(65,862,000)
Cash flows provided by financing activities
Net decrease in time deposits	(40,755,000)	(39,853,000)
Net increase in other deposits	247,944,000	367,667,000
Net repayments of short-term Federal Home Loan Bank borrowings		(10,000,000)
Repayments of long-term Federal Home Loan Bank borrowings	(51,641,000)	(3,000,000)
Net increase (decrease) in customer repurchase agreements	5,758,000	(28,451,000)
Repayments of subordinated debentures	0	(30,000,000)
Net proceeds from exercise of stock options	144,000	311,000
Restricted stock awards issued, net of awards surrendered	(673,000)	(645,000)
Excess tax benefit from stock based compensation	327,000	546,000
Tax benefit from deferred compensation distribution	179,000	165,000
Proceeds from shares issued under direct stock purchase plan	1,060,000	1,327,000
Common dividends paid	(14,449,000)	(12,555,000)
Net cash provided by financing activities	147,894,000	245,512,000
Net increase in cash and cash equivalents	56,372,000	217,522,000
Cash and cash equivalents at beginning of year	275,765,000	178,254,000
Cash and cash equivalents at end of period	332,137,000	395,776,000
Supplemental schedule of noncash investing and financing activities
Real Estate Owned, Transfer from Real Estate Owned	377,000	983,000
Other net transfers to other real estate owned		142,000
Net decrease in capital commitments relating to low income housing project investments	180,000	1,055,000
Common stock issued for acquisition	$ 0	86,415,000
Fair value of assets acquired, net of cash acquired		598,376,000
Fair value of liabilities assumed		$ 498,513,000

Basis of Presentation

Basis of Presentation	6 Months Ended
	Jun. 30, 2016
Organization, Consolidation and Presentation of Financial Statements [Abstract]
BASIS OF PRESENTATION	BASIS OF PRESENTATION Independent Bank Corp. (the “Company”) is a state chartered, federally registered bank holding company, incorporated in 1985. The Company is the sole stockholder of Rockland Trust Company (“Rockland Trust” or the “Bank”), a Massachusetts trust company chartered in 1907. All material intercompany balances and transactions have been eliminated in consolidation. Certain previously reported amounts may have been reclassified to conform to the current year’s presentation. The accompanying unaudited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United States of America ("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 notes 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 June 30, 2016 are not necessarily indicative of the results that may be expected for the year ending December 31, 2016 or any other interim period. For further information, refer to the consolidated financial statements and notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission.

Recent Accounting Standards

Recent Accounting Standards	6 Months Ended
	Jun. 30, 2016
Recent Accounting Standards [Abstract]
RECENT ACCOUNTING STANDARDS	FASB ASC Topic 326 "Financial Instruments - Credit Losses" Update No. 2016-13. Update No. 2016-13 was issued in June 2016 to provide financial statement users with more decision-useful information about the expected credit losses on financial instruments and other commitments to extend credit held by a reporting entity at each reporting date. To achieve this objective, the amendments in this update replace the incurred loss impairment methodology in current GAAP with a methodology that reflects expected credit losses and requires consideration of a broader range of reasonable and supportable information to inform credit loss estimates. The amendments affect entities holding financial assets and net investment in leases that are not accounted for at fair value through net income. The amendments affect loans, debt securities, trade receivables, net investments in leases, off-balance sheet credit exposures, reinsurance receivables, and any other financial assets not excluded from the scope that have the contractual right to receive cash. The amendments in this update are effective for fiscal years beginning after December 15, 2019, including interim periods within those fiscal years, with earlier adoption permitted as of fiscal years beginning after December 15, 2018, including interim periods with those fiscal years. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2016-12. Update No. 2016-12 was issued in May 2016. This update does not affect the core principle of the guidance. It only affects the narrow aspects of Topic 606, such as assessing the collectability criterion, presentation of sales tax and other similar taxes collected from customers, noncash consideration, contract modifications at transition, completed contracts at transition, and other technical corrections. The amendments in this update are effective for annual periods and interim periods within those annual periods beginning after December 31, 2017. Earlier adoption is permitted only as of annual reporting periods beginning after December 15, 2016, including interim reporting periods within that reporting period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 605 "Revenue Recognition" and Topic 815 "Derivatives and Hedging" Update No. 2016-11. Update No. 2016-11 was issued in May 2016 and is a rescission of SEC guidance because of ASU Updates 2014-09 and 2014-16 pursuant to staff announcements at the March 3, 2016 Emerging Issues Task Force meeting. The amendments in this update are effective upon adoption of Topic 606 "Revenue from Contracts with Customers." The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2016-10. Update No. 2016-10 was issued in April 2016 and affects entities that enter into contracts with customers to transfer goods or services (that are an output of the entity's ordinary activities) in exchange for consideration. The amendments in this update do not change the core principle of the guidance in Topic 606. Rather, the amendments in this update clarify the following two aspects of Topic 606: identifying performance obligations and the licensing implementation guidance, while retaining the related principles for those areas. The amendments in this update are effective for annual periods and interim periods within those annual periods beginning after December 31, 2017. Earlier adoption is permitted only as of annual reporting periods beginning after December 15, 2016, including interim reporting periods within that reporting period. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 718 "Compensation - Stock Compensation" Update No. 2016-09. Update No. 2016-09 was issued in March 2016 and affects all entities that issue share-based awards to their employees. This update was issued as part of the FASB’s simplification initiative. The areas for simplification in this update involve several aspects of the accounting for share-based payment transactions, including the income tax consequences, classification of awards as either equity or liabilities, and classification on the statement of cash flows. The amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 606 "Revenue from Contracts with Customers" Update No. 2016-08 . Update No. 2016-08 was issued in March 2016 and affects entities that enter into contracts with customers to transfer goods or services (that are an output of the entity's ordinary activities) in exchange for consideration. The core principle of the guidance in Topic 606 is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. To achieve that core principle, an entity should apply the following steps: (1) identify the contract(s) with a customer; (2) identify the performance obligations in the contract; (3) determine the transaction price; (4) allocate the transaction price to the performance obligations in the contract; and (5) recognize revenue when (or as) the entity satisfies a performance obligation. The amendments in this update do not change the core principle of the guidance. The effective date and transition requirements for the amendments are the same as the effective date and transitions requirements of Update No. 2014-09, which were originally finalized for public companies effective for fiscal years beginning after December 15, 2016. However, this effective date was subsequently deferred for another year. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 323 "Investments -Equity Method and Joint Ventures" Update No. 2016-07. Update No. 2016-07 was issued in March 2016 and eliminates the requirement that when an investment qualifies for use of the equity method as a result of an increase in the level of ownership interest or degree of influence, an investor must adjust the investment, results of operations, and retained earnings retroactively on a step-by-step basis as if the equity method had been in effect during all previous periods that the investment had been held. The amendments require that the equity method investor add the cost of acquiring the additional interest in the investee to the current basis of the investor's previously held interest and adopt the equity method of accounting as of the date the investment becomes qualified for equity method accounting. Therefore, upon qualifying for the equity method of accounting, no retroactive adjustment of the investment is required. The amendments in this update require that an entity that has an available-for-sale equity security that becomes qualified for the equity method of accounting recognize through earnings the unrealized holding gain or loss in accumulated other comprehensive income at the date the investment becomes qualified for use of the equity method. The amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. The amendments should be applied prospectively upon their effective date to increases in the level of ownership interest or degree of influence that result in the adoption of the equity method. 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 815 "Derivative and Hedging - Contingent Put and Call Options in Debt Instruments" Update No. 2016-6. Update No. 2016-6 was issued in March 2016 to clarify the requirements for assessing whether contingent call (put) options that can accelerate the payment of principal on debt instruments are clearly and closely related to their debt hosts. An entity performing the assessment under the amendments in this update is required to assess the embedded call (put) options solely in accordance with the four-step decision sequence. For public entities, the amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. An entity has an option to apply the amendments in this update on either a prospective basis or a modified retrospective basis. Early adoption is permitted, including adoption in an interim period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 815 "Derivative and Hedging - Effect of Derivative Contract Novations on Existing Hedge Accounting Relationships" Update No. 2016-05. Update No. 2016-05 was issued in March 2016 and applies to all reporting entities for which there is a change in the counterpart to a derivative instrument that has been designated as a hedging instrument under Topic 815. The amendments in this update clarify that a change in the counterparty to a derivative instrument that has been designated as the hedging instrument under Topic 815 does not, in and of itself, require dedesignation of that hedging relationship provided that all other hedge accounting criteria (including those in paragraphs 815-20-35-14 through 35-18) continue to be met. For public entities, the amendments in this update are effective for fiscal years beginning after December 15, 2016, including interim periods within those fiscal years. An entity has an option to apply the amendments in this update on either a prospective basis or a modified retrospective basis. Early adoption is permitted, including adoption in an interim period. The adoption of this standard is not expected to have a material impact on the Company's consolidated financial position. FASB ASC Topic 842 "Leases" Update No. 2016-02. Update No. 2016-02 was issued in February 2016 and affects any entity that enters into a lease (as that term is defined in this update), with some specified scope exemptions. The core principle of this update is that a lessee should recognize in the statement of financial position a liability to make lease payments and a right-of-use asset representing its right to use the underlying asset for the lease term. For leases with a term of 12 months or less, a lessee is permitted to make an accounting policy election by class of underlying asset not to recognize lease assets and lease liabilities. The recognition, measurement, and presentation of expenses and cash flows arising from a lease have not significantly changed from previous GAAP. In addition, the accounting applied by a lessor is largely unchanged from that applied under previous GAAP. For public companies, the amendments in this update are effective for fiscal years beginning after December 15, 2018, including interim periods within those fiscal years. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. FASB ASC Topic 825-10 "Financial Instruments - Overall Recognition and Measurement of Financial Assets and Financial Liabilities" Update No. 2016-01. Update No. 2016-01 was issued in January 2016 to amend the guidance in U.S. GAAP on the classification and measurement of financial instruments. Although the update retains many current requirements, it significantly revises an entity's accounting related to (1) the classification and measurement of investments in equity securities and (2) the presentation of certain fair value changes for financial liabilities measured at fair value. The update also amends certain disclosure requirements associated with the fair value of financial instruments and various other aspects of recognition, measurement, presentation and disclosure of financial instruments. For public entities, the amendments in this update are effective for fiscal years beginning after December 15, 2017, including interim periods within those fiscal years. Early adoption is permitted for only certain guidance. The Company is currently assessing the impact of the adoption of this standard on the Company's consolidated financial position. Financial Accounting Standards Board ("FASB") Accounting Standards Codification ("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 were adopted by the Company effective January 1, 2016, with applicable prior period presentation updated as well. The adoption of this standard did not 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 were adopted by the Company effective January 1, 2016. The adoption of this standard did not have a material impact on the Company's consolidated financial position.

Securities

Securities	6 Months Ended
	Jun. 30, 2016
Investments, Debt and Equity Securities [Abstract]
SECURITIES	SECURITIES Trading Securities The Company had trading securities of $799,000 and $356,000 as of June 30, 2016 and December 31, 2015 , respectively. These securities are held in a rabbi trust and will be used for future payments associated with the Company’s non-qualified 401(k) Restoration Plan and Non-Qualified Deferred Compensation Plan. Available for Sale and Held to Maturity Securities The following table presents a summary of the amortized cost and gross unrealized holding gains and losses recorded in other comprehensive income and fair value of securities available for sale and securities held to maturity for the periods below: June 30, 2016 December 31, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available for sale securities U.S. government agency securities $ 26,988 $ 953 $ — $ 27,941 $ 29,958 $ 261 $ (4 ) $ 30,215 Agency mortgage-backed securities 186,221 8,230 (3 ) 194,448 207,693 4,227 (983 ) 210,937 Agency collateralized mortgage obligations 102,381 1,712 (123 ) 103,970 64,157 179 (752 ) 63,584 State, county, and municipal securities 4,267 129 — 4,396 4,543 116 — 4,659 Single issuer trust preferred securities issued by banks 2,337 5 (78 ) 2,264 2,865 8 (81 ) 2,792 Pooled trust preferred securities issued by banks and insurers 2,209 — (703 ) 1,506 2,217 — (645 ) 1,572 Small business administration pooled securities 39,252 1,212 — 40,464 40,472 87 (110 ) 40,449 Equity securities 14,367 755 (287 ) 14,835 13,235 374 (568 ) 13,041 Total available for sale securities $ 378,022 $ 12,996 $ (1,194 ) $ 389,824 $ 365,140 $ 5,252 $ (3,143 ) $ 367,249 Held to maturity securities U.S. Treasury securities $ 1,008 $ 92 $ — $ 1,100 $ 1,009 $ 55 $ — $ 1,064 Agency mortgage-backed securities 155,468 6,974 — 162,442 167,134 3,460 (219 ) 170,375 Agency collateralized mortgage obligations 247,313 5,316 (446 ) 252,183 267,348 1,195 (3,652 ) 264,891 State, county, and municipal securities — — — — 225 2 — 227 Single issuer trust preferred securities issued by banks 1,500 46 — 1,546 1,500 22 — 1,522 Small business administration pooled securities 33,367 1,282 — 34,649 35,291 437 (64 ) 35,664 Corporate debt securities — — — — 5,000 6 — 5,006 Total held to maturity securities $ 438,656 $ 13,710 $ (446 ) $ 451,920 $ 477,507 $ 5,177 $ (3,935 ) $ 478,749 Total $ 816,678 $ 26,706 $ (1,640 ) $ 841,744 $ 842,647 $ 10,429 $ (7,078 ) $ 845,998 When securities are sold, the adjusted cost of the specific security sold is used to compute the gain or loss on the sale. 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 June 30, 2016 is presented below: Available for Sale Held to Maturity Amortized Cost Fair Value Amortized Cost Fair Value (Dollars in thousands) Due in one year or less $ — $ — $ 32 $ 32 Due after one year to five years 24,601 25,143 16,186 16,973 Due after five to ten years 96,138 99,926 26,469 27,595 Due after ten years 242,916 249,920 395,969 407,320 Total debt securities $ 363,655 $ 374,989 $ 438,656 $ 451,920 Equity securities $ 14,367 $ 14,835 $ — $ — Total $ 378,022 $ 389,824 $ 438,656 $ 451,920 Inclusive in the table above is $14.4 million of callable securities in the Company’s investment portfolio at June 30, 2016 . 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 $450.4 million and $444.8 million at June 30, 2016 and December 31, 2015 , respectively. At June 30, 2016 and December 31, 2015 , 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: June 30, 2016 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) Agency mortgage-backed securities 1 $ 434 $ (3 ) $ — $ — $ 434 $ (3 ) Agency collateralized mortgage obligations 7 — — 54,467 (569 ) 54,467 (569 ) Single issuer trust preferred securities issued by banks and insurers 2 — — 2,014 (78 ) 2,014 (78 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,506 (703 ) 1,506 (703 ) Equity securities 25 408 (22 ) 6,391 (265 ) 6,799 (287 ) Total temporarily impaired securities 36 $ 842 $ (25 ) $ 64,378 $ (1,615 ) $ 65,220 $ (1,640 ) December 31, 2015 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) U.S.government agency securities 3 $ 1,990 $ (4 ) $ — $ — $ 1,990 $ (4 ) Agency mortgage-backed securities 57 112,648 (1,062 ) 4,297 (140 ) 116,945 (1,202 ) Agency collateralized mortgage obligations 23 147,707 (1,420 ) 80,927 (2,984 ) 228,634 (4,404 ) Single issuer trust preferred securities issued by banks and insurers 2 1,018 (33 ) 1,018 (48 ) 2,036 (81 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,572 (645 ) 1,572 (645 ) Small business administration pooled securities 3 37,986 (174 ) — — 37,986 (174 ) Equity securities 34 3,481 (189 ) 4,971 (379 ) 8,452 (568 ) Total temporarily impaired securities 123 $ 304,830 $ (2,882 ) $ 92,785 $ (4,196 ) $ 397,615 $ (7,078 ) 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 June 30, 2016 : • Agency Mortgage-Backed Securities and Agency Collateralized Mortgage Obligations: These portfolios have 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 either implicitly or explicitly guaranteed by the U.S. Government or one of its agencies. • Single Issuer Trust Preferred Securities: This portfolio consists of two securities, one of 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 one below investment grade security which is performing. The unrealized loss on this security 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 Company has the ability and intent to hold these equity securities until a recovery of fair value. The following table shows the total OTTI that the Company recorded for the periods indicated: Three Months Ended Six Months Ended June 30 June 30 2016 2015 2016 2015 (Dollars in thousands) Gross change in OTTI recorded on certain investments $ — $ — $ — $ 84 Portion of OTTI recognized in OCI — — — (84 ) 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 Six Months Ended June 30 June 30 2016 2015 2016 2015 (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 — 9,997 — 9,997 Reclassification due to changes in Company's intent — — — — Increases in cash flow expected to be collected — — — — Balance at end of period $ — $ — $ — $ —

Loans, Allowance for Loan Losse

Loans, Allowance for Loan Losses and Credit Quality	6 Months Ended
	Jun. 30, 2016
Loans, Allowance for Loan Losses and Credit Quality [Abstract]
LOANS, ALLOWANCE FOR LOAN LOSSES AND CREDIT QUALITY	90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 3 $ 243 — $ — 10 $ 2,645 13 $ 2,888 $ 872,276 $ 875,164 $ — Commercial real estate 14 6,360 3 1,576 9 4,120 26 12,056 2,715,087 2,727,143 — Commercial construction — — — — — — — — 367,559 367,559 — Small business 10 26 3 68 17 186 30 280 110,755 111,035 — Residential real estate 19 2,763 8 1,172 23 3,639 50 7,574 620,774 628,348 — Home equity 20 1,371 12 478 26 2,012 58 3,861 944,715 948,576 — Other consumer (1) 243 209 16 27 16 49 275 285 16,143 16,428 1 Total 309 $ 10,972 42 $ 3,321 101 $ 12,651 452 $ 26,944 $ 5,647,309 $ 5,674,253 $ 1 December 31, 2015 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 9 $ 399 4 $ 1,021 8 $ 3,039 21 $ 4,459 $ 838,817 $ 843,276 $ — Commercial real estate 19 7,349 6 1,627 13 4,458 38 13,434 2,640,000 2,653,434 — Commercial construction — — — — 1 304 1 304 373,064 373,368 — Small business 11 93 4 9 13 69 28 171 96,075 96,246 — Residential real estate 20 3,119 11 2,049 19 3,433 50 8,601 630,005 638,606 — Home equity 21 1,526 11 903 20 1,338 52 3,767 924,036 927,803 — Other consumer (1) 297 231 12 65 13 25 322 321 14,667 14,988 — Total 377 $ 12,717 48 $ 5,674 87 $ 12,666 512 $ 31,057 $ 5,516,664 $ 5,547,721 $ — (1) Other consumer portfolio is inclusive of deposit account overdrafts recorded as loan balances. Troubled Debt Restructurings 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: June 30, 2016 December 31, 2015 (Dollars in thousands) TDRs on accrual status $ 28,319 $ 32,849 TDRs on nonaccrual 5,121 5,225 Total TDRs $ 33,440 $ 38,074 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,592 $ 1,628 Additional commitments to lend to a borrower who has been a party to a TDR $ 1,104 $ 972 The Company’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 Six Months Ended June 30, 2016 June 30, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 4 $ 253 $ 253 7 $ 528 $ 528 Commercial real estate 4 918 918 6 1,343 1,343 Small business 2 109 109 2 109 109 Residential real estate 3 744 744 5 1,167 1,209 Home equity 3 123 123 4 304 304 Other consumer 1 22 22 5 107 107 Total 17 $ 2,169 $ 2,169 29 $ 3,558 $ 3,600 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 7 $ 1,197 $ 1,197 10 $ 1,353 $ 1,353 Commercial real estate 4 2,071 2,071 5 2,310 2,310 Small business 3 116 116 5 166 166 Residential real estate — — — 3 157 157 Home equity 1 31 31 3 215 215 Total 15 $ 3,415 $ 3,415 26 $ 4,201 $ 4,201 (1) The post-modification balances represent the legal principal balance of the loan on the date of modification. These amounts may show an increase when modifications include a capitalization of interest. The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated: Three Months Ended June 30 Six Months Ended June 30 2016 2015 2016 2015 (Dollars in thousands) (Dollars in thousands) Extended maturity $ 1,189 $ 1,005 $ 2,382 $ 1,648 Adjusted interest rate 92 — 92 — Combination rate and maturity 22 2,410 260 2,523 Court ordered concession 866 — 866 30 Total $ 2,169 $ 3,415 $ 3,600 $ 4,201 The Company considers a loan to have defaulted when it reaches 90 days past due. There were no loans that have been modified during the past twelve months which have subsequently defaulted during the three months ended June 30, 2016 and 2015. The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated: Six Months Ended June 30 2016 2015 Number of Contracts Recorded Investment Number of Contracts Recorded Investment (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Commercial real estate — $ — 2 $ 880 Commercial and industrial — — 3 339 — $ — 5 $ 1,219 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 costs to sell. The Company 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. Impaired Loans A loan is considered impaired when, based on current information and events, it is probable that the Company 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: June 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,201 $ 2,572 $ — Commercial real estate 12,093 13,272 — Small business 684 777 — Residential real estate 4,283 4,601 — Home equity 4,504 4,626 — Other consumer 135 135 — Subtotal 23,900 25,983 — With an allowance recorded Commercial and industrial $ 2,430 $ 2,579 $ 255 Commercial real estate 6,682 6,766 791 Small business 393 415 3 Residential real estate 10,359 11,338 1,188 Home equity 1,260 1,468 228 Other consumer 349 368 27 Subtotal 21,473 22,934 2,492 Total $ 45,373 $ 48,917 $ 2,492 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,613 $ 3,002 $ — Commercial real estate 12,008 13,128 — Commercial construction 304 305 — Small business 527 618 — Residential real estate 3,874 4,033 — Home equity 4,893 5,005 — Other consumer 184 185 — Subtotal 24,403 26,276 — With an allowance recorded Commercial and industrial $ 2,534 $ 2,648 $ 183 Commercial real estate 10,978 11,047 204 Small business 494 523 4 Residential real estate 11,531 12,652 1,278 Home equity 1,096 1,287 238 Other consumer 374 389 23 Subtotal 27,007 28,546 1,930 Total $ 51,410 $ 54,822 $ 1,930 The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended Six Months Ended June 30, 2016 June 30, 2016 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,349 $ 15 $ 2,415 $ 30 Commercial real estate 12,205 103 12,327 207 Small business 677 5 691 11 Residential real estate 4,315 51 4,331 101 Home equity 4,537 46 4,567 93 Other consumer 138 3 142 5 Subtotal 24,221 223 24,473 447 With an allowance recorded Commercial and industrial $ 2,458 $ 6 $ 2,487 $ 12 Commercial real estate 6,716 51 6,744 102 Small business 401 6 410 13 Residential real estate 10,394 91 10,424 184 Home equity 1,311 13 1,316 23 Other consumer 357 2 362 4 Subtotal 21,637 169 21,743 338 Total $ 45,858 $ 392 $ 46,216 $ 785 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,842 $ 40 $ 2,927 $ 81 Commercial real estate 14,467 227 15,044 471 Commercial construction 310 3 311 7 Small business 459 6 471 13 Residential real estate 3,385 40 3,403 79 Home equity 4,585 51 4,613 102 Other consumer 1,204 6 1,074 11 Subtotal 27,252 373 27,843 764 With an allowance recorded Commercial and industrial $ 2,712 $ 31 $ 2,749 $ 62 Commercial real estate 15,231 204 15,292 406 Small business 442 7 453 15 Residential real estate 11,608 128 11,662 295 Home equity 1,336 16 1,345 31 Other consumer 472 5 490 9 Subtotal 31,801 391 31,991 818 Total $ 59,053 $ 764 $ 59,834 $ 1,582 Purchased Credit Impaired Loans 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 Company 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: June 30, 2016 December 31, 2015 (Dollars in thousands) Outstanding balance $ 22,293 $ 23,199 Carrying amount $ 20,001 $ 20,595 The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended June 30 Six Months Ended June 30 2016 2015 2016 2015 (Dollars in thousands) Beginning balance $ 2,779 $ 2,628 $ 2,827 $ 2,974 Acquisition — — — 319 Accretion (420 ) (583 ) (829 ) (1,546 ) Other change in expected cash flows (1) 234 481 531 700 Reclassification from nonaccretable difference for loans which have paid off (2) 32 1 96 80 Ending balance $ 2,625 $ 2,527 $ 2,625 $ 2,527 (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." id="sjs-B4">LOANS, ALLOWANCE FOR LOAN LOSSES, AND CREDIT QUALITY 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: June 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 870,533 $ 2,697,559 $ 367,559 $ 109,958 $ 604,724 $ 942,604 $ 15,942 $ 5,608,879 Individually evaluated for impairment $ 4,631 $ 18,775 $ — $ 1,077 $ 14,642 $ 5,764 $ 484 $ 45,373 Purchased credit impaired loans $ — $ 10,809 $ — $ — $ 8,982 $ 208 $ 2 $ 20,001 Total loans by group $ 875,164 $ 2,727,143 $ 367,559 $ 111,035 $ 628,348 $ 948,576 $ 16,428 $ 5,674,253 (1 ) December 31, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 838,129 $ 2,619,294 $ 373,064 $ 95,225 $ 614,014 $ 921,563 $ 14,427 $ 5,475,716 Individually evaluated for impairment $ 5,147 $ 22,986 $ 304 $ 1,021 $ 15,405 $ 5,989 $ 558 $ 51,410 Purchased credit impaired loans $ — $ 11,154 $ — $ — $ 9,187 $ 251 $ 3 $ 20,595 Total loans by group $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 638,606 $ 927,803 $ 14,988 $ 5,547,721 (1 ) (1) The amount of net deferred fees on loans and net unamortized discounts on acquired loans not deemed to be purchased credit impaired ("PCI") included in the ending balance was $10.6 million and $10.9 million at June 30, 2016 and December 31, 2015 respectively. The following tables summarize changes in allowance for loan losses by loan category for the periods indicated: Three Months Ended June 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 13,485 $ 28,595 $ 5,100 $ 1,341 $ 2,567 $ 4,915 $ 429 $ 56,432 Charge-offs (2 ) (25 ) — (30 ) (8 ) (190 ) (322 ) (577 ) Recoveries 649 223 — 73 51 26 250 1,272 Provision (benefit) (105 ) 218 116 57 (32 ) 235 111 600 Ending balance $ 14,027 $ 29,011 $ 5,216 $ 1,441 $ 2,578 $ 4,986 $ 468 $ 57,727 Three Months Ended June 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 14,557 $ 26,285 $ 4,142 $ 1,222 $ 2,726 $ 4,906 $ 677 $ 54,515 Charge-offs (473 ) (67 ) — (47 ) (17 ) (248 ) (247 ) (1,099 ) Recoveries 502 169 — 66 1 31 110 879 Provision (benefit) 693 (28 ) (71 ) 7 (159 ) 182 76 700 Ending balance $ 15,279 $ 26,359 $ 4,071 $ 1,248 $ 2,551 $ 4,871 $ 616 $ 54,995 Six Months Ended June 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 13,802 $ 27,327 $ 5,366 $ 1,264 $ 2,590 $ 4,889 $ 587 $ 55,825 Charge-offs (4 ) (25 ) — (93 ) (27 ) (337 ) (628 ) (1,114 ) Recoveries 787 412 — 94 51 53 494 1,891 Provision (benefit) (558 ) 1,297 (150 ) 176 (36 ) 381 15 1,125 Ending balance $ 14,027 $ 29,011 $ 5,216 $ 1,441 $ 2,578 $ 4,986 $ 468 $ 57,727 Ending balance: individually evaluated for impairment $ 255 $ 791 $ — $ 3 $ 1,188 $ 228 $ 27 $ 2,492 Ending balance: collectively evaluated for impairment $ 13,772 $ 28,220 $ 5,216 $ 1,438 $ 1,390 $ 4,758 $ 441 $ 55,235 Six Months Ended June 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 15,573 $ 25,873 $ 3,945 $ 1,171 $ 2,834 $ 4,956 $ 748 $ 55,100 Charge-offs (1,034 ) (208 ) — (196 ) (202 ) (411 ) (573 ) (2,624 ) Recoveries 881 854 — 132 46 105 301 2,319 Provision (benefit) (141 ) (160 ) 126 141 (127 ) 221 140 200 Ending balance $ 15,279 $ 26,359 $ 4,071 $ 1,248 $ 2,551 $ 4,871 $ 616 $ 54,995 Ending balance: individually evaluated for impairment $ 310 $ 201 $ — $ 4 $ 1,337 $ 250 $ 30 $ 2,132 Ending balance: collectively evaluated for impairment $ 14,969 $ 26,158 $ 4,071 $ 1,244 $ 1,214 $ 4,621 $ 586 $ 52,863 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 and 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 and 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 Company’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 Company’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 primarily secured by senior or junior mortgage liens on owner-occupied 1-4 family homes, condominiums or vacation homes. 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 Company 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, 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 or above average leverage and/or weakening market fundamentals that indicate 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 Company’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 Company 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: June 30, 2016 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 811,834 $ 2,581,659 $ 361,211 $ 107,949 $ 3,862,653 Potential weakness 7 44,942 90,371 4,964 2,310 142,587 Definite weakness-loss unlikely 8 18,363 54,076 1,384 694 74,517 Partial loss probable 9 25 1,037 — 82 1,144 Definite loss 10 — — — — — Total $ 875,164 $ 2,727,143 $ 367,559 $ 111,035 $ 4,080,901 December 31, 2015 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 765,753 $ 2,484,025 $ 363,781 $ 93,008 $ 3,706,567 Potential weakness 7 54,375 112,022 7,678 2,444 176,519 Definite weakness-loss unlikely 8 23,073 56,276 1,909 732 81,990 Partial loss probable 9 75 1,111 — 62 1,248 Definite loss 10 — — — — — Total $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 3,966,324 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”) scores 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: June 30, December 31, Residential portfolio FICO score (re-scored)(1) 742 742 LTV (re-valued)(2) 61.9 % 61.4 % Home equity portfolio FICO score (re-scored)(1) 766 765 LTV (re-valued)(2) 55.9 % 55.8 % (1) The average FICO scores for June 30, 2016 are based upon rescores available from May 31, 2016 and origination score data for loans booked between June 1, 2016 and June 30, 2016. The average FICO scores for December 31, 2015 are based upon rescores available from November 30, 2015 and origination score data for loans booked between December 1, 2015 and December 31, 2015. (2) The combined LTV ratios for June 30, 2016 are based upon updated automated valuations as of March 31, 2015 and origination value data for loans booked between April 1, 2015 and June 30, 2016. The combined LTV ratios for December 31, 2015 are based upon updated automated valuations as of March 31, 2015 and actual score data for loans booked from April 1, 2015 through December 31, 2015. For home equity loans and lines in a subordinate lien position, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines. Asset Quality The Company’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 Company 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. The Company also may use discretion regarding other loans over 90 days delinquent if the loan is well secured and/or in process of collection. Set forth is information regarding the Company’s nonperforming loans at the period shown: The following table shows information regarding nonaccrual loans at the dates indicated: June 30, 2016 December 31, 2015 (Dollars in thousands) Commercial and industrial $ 3,177 $ 3,699 Commercial real estate 8,220 7,856 Commercial construction — 304 Small business 349 239 Residential real estate 7,116 8,795 Home equity 6,684 6,742 Other consumer 81 55 Total nonaccrual loans(1) $ 25,627 $ 27,690 (1) Included in these amounts were $5.1 million and $5.2 million of nonaccruing TDRs at June 30, 2016 and December 31, 2015 , respectively. The following table shows information regarding foreclosed residential real estate property at the dates indicated: June 30, 2016 December 31, 2015 (Dollars in thousands) Foreclosed residential real estate property held by the creditor $ 1,467 $ 1,430 Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure $ 1,137 $ 1,059 The following table shows the age analysis of past due financing receivables as of the dates indicated: June 30, 2016 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 3 $ 243 — $ — 10 $ 2,645 13 $ 2,888 $ 872,276 $ 875,164 $ — Commercial real estate 14 6,360 3 1,576 9 4,120 26 12,056 2,715,087 2,727,143 — Commercial construction — — — — — — — — 367,559 367,559 — Small business 10 26 3 68 17 186 30 280 110,755 111,035 — Residential real estate 19 2,763 8 1,172 23 3,639 50 7,574 620,774 628,348 — Home equity 20 1,371 12 478 26 2,012 58 3,861 944,715 948,576 — Other consumer (1) 243 209 16 27 16 49 275 285 16,143 16,428 1 Total 309 $ 10,972 42 $ 3,321 101 $ 12,651 452 $ 26,944 $ 5,647,309 $ 5,674,253 $ 1 December 31, 2015 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 9 $ 399 4 $ 1,021 8 $ 3,039 21 $ 4,459 $ 838,817 $ 843,276 $ — Commercial real estate 19 7,349 6 1,627 13 4,458 38 13,434 2,640,000 2,653,434 — Commercial construction — — — — 1 304 1 304 373,064 373,368 — Small business 11 93 4 9 13 69 28 171 96,075 96,246 — Residential real estate 20 3,119 11 2,049 19 3,433 50 8,601 630,005 638,606 — Home equity 21 1,526 11 903 20 1,338 52 3,767 924,036 927,803 — Other consumer (1) 297 231 12 65 13 25 322 321 14,667 14,988 — Total 377 $ 12,717 48 $ 5,674 87 $ 12,666 512 $ 31,057 $ 5,516,664 $ 5,547,721 $ — (1) Other consumer portfolio is inclusive of deposit account overdrafts recorded as loan balances. Troubled Debt Restructurings 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: June 30, 2016 December 31, 2015 (Dollars in thousands) TDRs on accrual status $ 28,319 $ 32,849 TDRs on nonaccrual 5,121 5,225 Total TDRs $ 33,440 $ 38,074 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,592 $ 1,628 Additional commitments to lend to a borrower who has been a party to a TDR $ 1,104 $ 972 The Company’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 Six Months Ended June 30, 2016 June 30, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 4 $ 253 $ 253 7 $ 528 $ 528 Commercial real estate 4 918 918 6 1,343 1,343 Small business 2 109 109 2 109 109 Residential real estate 3 744 744 5 1,167 1,209 Home equity 3 123 123 4 304 304 Other consumer 1 22 22 5 107 107 Total 17 $ 2,169 $ 2,169 29 $ 3,558 $ 3,600 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 7 $ 1,197 $ 1,197 10 $ 1,353 $ 1,353 Commercial real estate 4 2,071 2,071 5 2,310 2,310 Small business 3 116 116 5 166 166 Residential real estate — — — 3 157 157 Home equity 1 31 31 3 215 215 Total 15 $ 3,415 $ 3,415 26 $ 4,201 $ 4,201 (1) The post-modification balances represent the legal principal balance of the loan on the date of modification. These amounts may show an increase when modifications include a capitalization of interest. The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated: Three Months Ended June 30 Six Months Ended June 30 2016 2015 2016 2015 (Dollars in thousands) (Dollars in thousands) Extended maturity $ 1,189 $ 1,005 $ 2,382 $ 1,648 Adjusted interest rate 92 — 92 — Combination rate and maturity 22 2,410 260 2,523 Court ordered concession 866 — 866 30 Total $ 2,169 $ 3,415 $ 3,600 $ 4,201 The Company considers a loan to have defaulted when it reaches 90 days past due. There were no loans that have been modified during the past twelve months which have subsequently defaulted during the three months ended June 30, 2016 and 2015. The following table shows loans that have been modified during the past twelve months which have subsequently defaulted during the periods indicated: Six Months Ended June 30 2016 2015 Number of Contracts Recorded Investment Number of Contracts Recorded Investment (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Commercial real estate — $ — 2 $ 880 Commercial and industrial — — 3 339 — $ — 5 $ 1,219 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 costs to sell. The Company 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. Impaired Loans A loan is considered impaired when, based on current information and events, it is probable that the Company 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: June 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,201 $ 2,572 $ — Commercial real estate 12,093 13,272 — Small business 684 777 — Residential real estate 4,283 4,601 — Home equity 4,504 4,626 — Other consumer 135 135 — Subtotal 23,900 25,983 — With an allowance recorded Commercial and industrial $ 2,430 $ 2,579 $ 255 Commercial real estate 6,682 6,766 791 Small business 393 415 3 Residential real estate 10,359 11,338 1,188 Home equity 1,260 1,468 228 Other consumer 349 368 27 Subtotal 21,473 22,934 2,492 Total $ 45,373 $ 48,917 $ 2,492 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,613 $ 3,002 $ — Commercial real estate 12,008 13,128 — Commercial construction 304 305 — Small business 527 618 — Residential real estate 3,874 4,033 — Home equity 4,893 5,005 — Other consumer 184 185 — Subtotal 24,403 26,276 — With an allowance recorded Commercial and industrial $ 2,534 $ 2,648 $ 183 Commercial real estate 10,978 11,047 204 Small business 494 523 4 Residential real estate 11,531 12,652 1,278 Home equity 1,096 1,287 238 Other consumer 374 389 23 Subtotal 27,007 28,546 1,930 Total $ 51,410 $ 54,822 $ 1,930 The following tables set forth information regarding interest income recognized on impaired loans, by portfolio, for the periods indicated: Three Months Ended Six Months Ended June 30, 2016 June 30, 2016 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,349 $ 15 $ 2,415 $ 30 Commercial real estate 12,205 103 12,327 207 Small business 677 5 691 11 Residential real estate 4,315 51 4,331 101 Home equity 4,537 46 4,567 93 Other consumer 138 3 142 5 Subtotal 24,221 223 24,473 447 With an allowance recorded Commercial and industrial $ 2,458 $ 6 $ 2,487 $ 12 Commercial real estate 6,716 51 6,744 102 Small business 401 6 410 13 Residential real estate 10,394 91 10,424 184 Home equity 1,311 13 1,316 23 Other consumer 357 2 362 4 Subtotal 21,637 169 21,743 338 Total $ 45,858 $ 392 $ 46,216 $ 785 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,842 $ 40 $ 2,927 $ 81 Commercial real estate 14,467 227 15,044 471 Commercial construction 310 3 311 7 Small business 459 6 471 13 Residential real estate 3,385 40 3,403 79 Home equity 4,585 51 4,613 102 Other consumer 1,204 6 1,074 11 Subtotal 27,252 373 27,843 764 With an allowance recorded Commercial and industrial $ 2,712 $ 31 $ 2,749 $ 62 Commercial real estate 15,231 204 15,292 406 Small business 442 7 453 15 Residential real estate 11,608 128 11,662 295 Home equity 1,336 16 1,345 31 Other consumer 472 5 490 9 Subtotal 31,801 391 31,991 818 Total $ 59,053 $ 764 $ 59,834 $ 1,582 Purchased Credit Impaired Loans 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 Company 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: June 30, 2016 December 31, 2015 (Dollars in thousands) Outstanding balance $ 22,293 $ 23,199 Carrying amount $ 20,001 $ 20,595 The following table summarizes activity in the accretable yield for the PCI loan portfolio: Three Months Ended June 30 Six Months Ended June 30 2016 2015 2016 2015 (Dollars in thousands) Beginning balance $ 2,779 $ 2,628 $ 2,827 $ 2,974 Acquisition — — — 319 Accretion (420 ) (583 ) (829 ) (1,546 ) Other change in expected cash flows (1) 234 481 531 700 Reclassification from nonaccretable difference for loans which have paid off (2) 32 1 96 80 Ending balance $ 2,625 $ 2,527 $ 2,625 $ 2,527 (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	6 Months Ended
	Jun. 30, 2016
Earnings Per Share [Abstract]
EARNINGS PER SHARE	EARNINGS PER SHARE Earnings per share consisted of the following components for the periods indicated: Three Months Ended Six Months Ended June 30 June 30 2016 2015 2016 2015 (Dollars in thousands, except share and per share data) Net income $ 20,374 $ 17,451 $ 38,985 $ 26,910 Weighted Average Shares Basic shares 26,304,129 26,149,593 26,289,726 25,558,016 Effect of dilutive securities 47,885 71,819 45,679 76,626 Diluted shares 26,352,014 26,221,412 26,335,405 25,634,642 Net income per share Basic EPS $ 0.77 $ 0.67 $ 1.48 $ 1.05 Effect of dilutive securities — — — — Diluted EPS $ 0.77 $ 0.67 $ 1.48 $ 1.05 The following table illustrates the options to purchase common stock or shares of performance-based restricted stock that were excluded from the calculation of diluted earnings per share because they were anti-dilutive for the periods indicated: Three Months Ended Six Months Ended June 30 June 30 2016 2015 2016 2015 Stock options — — 3,626 — Performance-based restricted stock — — — —

Stock Based Compensation

Stock Based Compensation	6 Months Ended
	Jun. 30, 2016
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
STOCK BASED COMPENSATION	STOCK BASED COMPENSATION Time Vested Restricted Stock Awards During the six months ended June 30, 2016 , the Company made the following awards of restricted stock: Date Shares Granted Plan Grant Date Fair Value Per Share Vesting Period 2/11/2016 51,475 2005 Employee Stock Plan $ 41.96 Ratably over 5 years from grant date 3/1/2016 600 2005 Employee Stock Plan $ 44.37 Ratably over 5 years from grant date 5/24/2016 8,700 2010 NonEmployee Director Stock Plan $ 48.34 Once at end of 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 11, 2016, the Company granted 20,450 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 $41.96 . 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 (January 1, 2016 - December 31, 2018). 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 shares are vested. Stock Options The Company has made the following awards of nonqualified options to purchase shares of common stock during the six months ended June 30, 2016 : Six Months Ended June 30, 2016 Date of grant 2/20/2016 Plan 2010 Options granted 5,000 Vesting period (beginning on grant date) 22 months Expiration date 2/20/2026 Expected volatility 32.44 % Expected life (years) 5.5 Expected dividend yield 2.28 % Risk free interest rate 1.29 % Fair value per option $ 10.59

Repurchase Agreements Disclosur

Repurchase Agreements Disclosure of Repurchase Agreements (Notes)	6 Months Ended
	Jun. 30, 2016
Repurchase Agreements [Abstract]
Repurchase Agreements, Resale Agreements, Securities Borrowed, and Securities Loaned Disclosure [Text Block]	REPURCHASE AGREEMENTS The Company can raise additional liquidity by entering into repurchase agreements at its discretion. In a security repurchase agreement transaction, the Company will generally sell a security, agreeing to repurchase either the same or substantially identical security on a specified later date, at a greater price than the original sales price. The difference between the sale price and purchase price is the cost of the proceeds, which is recorded as interest expense. The securities underlying the agreements are delivered to counterparties as security for the repurchase obligations. Since the securities are treated as collateral and the agreement does not qualify for a full transfer of effective control, the transactions does not meet the criteria to be classified as a sale, and is therefore considered a secured borrowing transaction for accounting purposes. Payments on such borrowings are interest only until the scheduled repurchase date. In a repurchase agreement the Company is subject to the risk that the purchaser may default at maturity and not return the securities underlying the agreements. In order to minimize this potential risk, the Company either deals with established firms when entering into these transactions or with customers whose agreements stipulate that the securities underlying the agreement are not delivered to the customer and instead are held in segregated safekeeping accounts by the Company's safekeeping agents. The tables below set forth information regarding the Company’s repurchase agreements allocated by source of collateral at the dates indicated: June 30, 2016 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of Collateral U.S. government agency securities $ 10,380 $ — $ — $ — $ 10,380 Agency mortgage-backed securities 67,271 — — — 67,271 Agency collateralized mortgage obligations 62,065 — — — 62,065 Total borrowings $ 139,716 $ — $ — $ — $ 139,716 December 31, 2015 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of Collateral U.S. government agency securities $ 10,157 $ — $ — $ — $ 10,157 Agency mortgage-backed securities 69,142 — — — 69,142 Agency collateralized mortgage obligations 54,659 — — — 54,659 Total borrowings $ 133,958 $ — $ — $ — $ 133,958 Certain counterparties monitor collateral, and may request additional collateral to be posted from time to time. For further information regarding the Company's repurchase agreements see Note 9 - Balance Sheet Offsetting .

Derivatives and Hedging Activit

Derivatives and Hedging Activities	6 Months Ended
	Jun. 30, 2016
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVES AND HEDGING ACTIVITIES	DERIVATIVE AND HEDGING ACTIVITIES The Company’s derivative financial instruments are used to manage differences in the amount, timing, and duration of the Company’s known or expected cash receipts and its known or expected cash payments principally to manage the Company’s interest rate risk. Additionally, the Company enters into interest rate derivatives and foreign exchange contracts to accommodate the business requirements of its customers (“customer related positions”). The Company minimizes the market and liquidity risks of customer related positions by entering into similar offsetting positions with broker-dealers. Derivative instruments are carried at fair value in the Company’s financial statements. The accounting for changes in the fair value of a derivative instrument is dependent upon whether or not it qualifies as a hedge for accounting purposes, and further, by the type of hedging relationship. The Company does not enter into proprietary trading positions for any derivatives. Interest Rate Positions The Company currently utilizes interest rate swap agreements as hedging instruments against interest rate risk associated with the Company’s borrowings. An interest rate swap is an agreement whereby one party agrees to pay a floating rate of interest on a notional principal amount in exchange for receiving a fixed rate of interest on the same notional amount, for a predetermined period of time, from a second party. The amounts relating to the notional principal amount are not actually exchanged. The maximum length of time over which the Company is currently hedging its exposure to the variability in future cash flows for forecasted transactions related to the payment of variable interest on existing financial instruments is five years. The following table reflects the Company’s derivative positions for the periods indicated below for interest rate swaps which qualify as cash flow hedges for accounting purposes: June 30, 2016 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 0.65 % 5.04 % $ (547 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.65 % 5.04 % (547 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.66 % 2.94 % (1,345 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (375 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (374 ) $ 125,000 $ (3,188 ) December 31, 2015 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 0.51 % 5.04 % $ (1,054 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.51 % 5.04 % (1,055 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.49 % 2.94 % (1,164 ) $ 75,000 $ (3,273 ) (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016. 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 $1.6 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 June 30, 2016 . The Company recognized $61,000 and $122,000 of net amortization income that was an offset to interest expense related to previously terminated swaps for the three and six month periods ended June 30, 2016 and 2015, respectively. The Company had no fair value hedges as of June 30, 2016 or December 31, 2015 . Customer Related Positions Loan level derivatives, primarily interest rate swaps, offered to commercial borrowers through the Company’s loan level derivative program do not qualify as hedges for accounting purposes. The Company 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 Company 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 Company’s derivative program do not qualify as hedges for accounting purposes. The Company 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 Company 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 June 30, 2016 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 194 $ 25,764 $ 36,089 $ 61,431 $ 77,242 $ 555,329 $ 755,855 $ 46,820 Pay fixed, receive variable 179 $ 25,764 $ 36,089 $ 61,431 $ 77,242 $ 555,329 $ 755,855 $ (46,723 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 32 $ 54,095 $ — $ — $ — $ — $ 54,095 $ 87 Buys U.S. currency, sells foreign currency 32 $ 54,095 $ — $ — $ — $ — $ 54,095 $ (72 ) December 31, 2015 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 171 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ 22,467 Pay fixed, receive variable 165 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ (22,462 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ (354 ) Buys U.S. currency, sells foreign currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ 382 (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 1- 4 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. These forward commitments carry a market price that has a strong inverse relationship to that of mortgage prices. Certain assumptions, including pull through rates and rate lock periods, are used in managing the existing and future hedges. The effectiveness of the economic hedges rely on the accuracy of these assumptions. The change in fair value on the interest rate lock commitments and forward delivery sale commitments 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 a decrease of $41,000 and an increase of $157,000 for the three month periods ended June 30, 2016 and 2015, respectively, and an increase of $13,000 and $184,000 for the six month periods ended June 30, 2016 and 2015, 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 June 30 December 31 Balance Sheet June 30 December 31 (Dollars in thousands) Derivatives designated as hedges Interest rate derivatives Other assets $ — $ — Other liabilities $ 3,188 $ 3,273 Derivatives not designated as hedges Customer Related Positions Loan level derivatives Other assets $ 46,820 $ 22,470 Other liabilities $ 46,723 $ 22,465 Foreign exchange contracts Other assets 762 602 Other liabilities 747 574 Mortgage Derivatives Interest rate lock commitments Other assets 206 233 Other liabilities — — Forward sales agreements Other assets 330 — Other liabilities — 1 $ 48,118 $ 23,305 $ 47,470 $ 23,040 Total $ 48,118 $ 23,305 $ 50,658 $ 26,313 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 Six Months Ended June 30 June 30 2016 2015 2016 2015 (Dollars in thousands) Derivatives designated as hedges Gain (loss) in OCI on derivatives (effective portion), net of tax $ (144 ) $ 382 $ (21 ) $ 464 Loss reclassified from OCI into interest expense (effective portion) $ (640 ) $ (709 ) $ (1,301 ) $ (1,415 ) Loss recognized in income on derivatives (ineffective portion and 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 $ 41 $ (4 ) $ 113 $ 17 Other expense (18 ) (33 ) (34 ) (51 ) Changes in fair value of mortgage derivatives Mortgage banking income 190 (299 ) $ 304 $ (107 ) Total $ 213 $ (336 ) $ 383 $ (141 ) 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 no exposure at June 30, 2016 and $272,000 in exposure relating to institutional counterparties at December 31, 2015 . The Company’s exposure relating to customer counterparties was approximately $47.5 million and $23.2 million at June 30, 2016 and December 31, 2015 , respectively. Credit exposure may be reduced by the amount of collateral pledged by the counterparty.

Balance Sheet Offsetting

Balance Sheet Offsetting	6 Months Ended
	Jun. 30, 2016
Offsetting [Abstract]
Balance Sheet Offsetting Disclosure [Text Block]	BALANCE SHEET OFFSETTING The Company does not offset fair value amounts recognized for derivative instruments or repurchase agreements. The Company does net the amount recognized for the right to reclaim cash collateral against the obligation to return cash collateral arising from derivative instruments executed with the same counterparty under a master netting arrangement. Collateral legally required to be maintained at dealer banks by the Company is monitored and adjusted as necessary. At June 30, 2016 , 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 Collateral Pledged (Received) Net Amount June 30, 2016 (Dollars in thousands) Derivative Assets Loan level derivatives 46,820 — 46,820 — — 46,820 Customer foreign exchange contracts 762 — 762 — — 762 $ 47,582 $ — $ 47,582 $ — $ — $ 47,582 Derivative Liabilities Interest rate swaps $ 3,188 $ — $ 3,188 $ — $ 3,188 $ — Loan level derivatives 46,723 — 46,723 — 46,723 — Customer foreign exchange contracts 747 — 747 — — 747 Repurchase agreements Customer repurchase agreements 139,716 — 139,716 — 139,716 — $ 190,374 $ — $ 190,374 $ — $ 189,627 $ 747 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, 2015 (Dollars in thousands) Derivative Assets Loan level derivatives 22,470 — 22,470 2 — 22,468 Customer foreign exchange contracts 602 — 602 — — 602 $ 23,072 $ — $ 23,072 $ 2 $ — $ 23,070 Derivative Liabilities Interest rate swaps $ 3,273 $ — $ 3,273 $ — $ 3,273 $ — Loan level derivatives 22,465 — 22,465 2 22,461 2 Customer foreign exchange contracts 574 — 574 — — 574 Repurchase agreements Customer repurchase agreements 133,958 — 133,958 — 133,958 — $ 160,270 $ — $ 160,270 $ 2 $ 159,692 $ 576 (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	6 Months Ended
	Jun. 30, 2016
Fair Value Disclosures [Abstract]
FAIR VALUE MEASUREMENTS	FAIR VALUE MEASUREMENTS Fair value is a market-based measure considered from the perspective of a market participant rather than an entity-specific measure. Therefore, even when market assumptions are not readily available, the Company’s own assumptions are set to reflect those that market participants would use in pricing the asset or liability at the measurement date. If there has been a significant decrease in the volume and level of activity for the asset or liability, regardless of the valuation technique(s) used, the objective of a fair value measurement remains the same. Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction (that is, not a forced liquidation or distressed sale) between market participants at the measurement date under current market conditions. The Company uses prices and inputs that are current as of the measurement date. In periods of market dislocation, the observability of prices and inputs may be reduced for many instruments. This condition could cause an instrument to be reclassified from one level to another. The Fair Value Measurements and Disclosures Topic of the FASB ASC defines fair value and establishes a fair value hierarchy that prioritizes the inputs to valuation techniques used to measure fair value. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy under the Fair Value Measurements and Disclosures Topic of the FASB ASC are described below: Level 1 – Inputs are quoted prices (unadjusted) in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date. Level 2 – Valuations based on quoted prices in markets that are not active or for which all significant inputs are observable, either directly or indirectly. Level 3 – Prices or valuations that require inputs that are both significant to the fair value measurement and unobservable. To the extent that valuation is based on models or inputs that are less observable or unobservable in the market, the determination of fair value requires more judgment. Accordingly, the degree of judgment exercised by the Company in determining fair value is greatest for instruments categorized in Level 3. A financial instrument’s level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement. Valuation Techniques There have been no changes in the valuation techniques used during the current period. Securities: 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 and Small Business Administration Pooled Securities The valuation model for these securities is volatility-driven and ratings based, and uses multi-dimensional spread tables. The inputs used include benchmark yields, 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 June 30, 2016 and December 31, 2015 , 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 other 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 in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) June 30, 2016 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 799 $ 799 $ — $ — Securities available for sale U.S. Government agency securities 27,941 — 27,941 $ — Agency mortgage-backed securities 194,448 — 194,448 — Agency collateralized mortgage obligations 103,970 — 103,970 — State, county, and municipal securities 4,396 — 4,396 — Single issuer trust preferred securities issued by banks and insurers 2,264 — 2,264 — Pooled trust preferred securities issued by banks and insurers 1,506 — — 1,506 Small business administration pooled securities 40,464 — 40,464 — Equity securities 14,835 14,835 — — Loans held for sale 12,927 — 12,927 — Derivative instruments 48,118 — 48,118 — Liabilities Derivative instruments 50,658 — 50,658 — Total recurring fair value measurements $ 401,010 $ 15,634 $ 383,870 $ 1,506 Nonrecurring fair value measurements Assets Collateral dependent impaired loans $ 5,206 $ — $ — $ 5,206 Other real estate owned and other foreclosed assets 1,845 — — 1,845 Total nonrecurring fair value measurements $ 7,051 $ — $ — $ 7,051 Fair Value Measurements at Reporting Date Using Balance Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 356 $ 356 $ — $ — Securities available for sale U.S. Government agency securities $ 30,215 $ — $ 30,215 $ — Agency mortgage-backed securities 210,937 — 210,937 — Agency collateralized mortgage obligations 63,584 — 63,584 — State, county, and municipal securities 4,659 — 4,659 — Single issuer trust preferred securities issued by banks and insurers 2,792 — 2,792 — Pooled trust preferred securities issued by banks and insurers 1,572 — — 1,572 Small business administration pooled securities 40,449 — 40,449 — Equity securities 13,041 13,041 — — Loans held for sale 5,990 — 5,990 — Derivative instruments 23,305 — 23,305 — Liabilities Derivative instruments 26,313 — 26,313 — Total recurring fair value measurements $ 370,587 $ 13,397 $ 355,618 $ 1,572 Nonrecurring fair value measurements: Assets Collateral dependent impaired loans $ 4,598 $ — $ — $ 4,598 Other real estate owned and other foreclosed assets 2,159 — — 2,159 Total nonrecurring fair value measurements $ 6,757 $ — $ — $ 6,757 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: Three Months Ended Three Months Ended (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,500 $ 6,272 Gains and (losses) (realized/unrealized) Included in other comprehensive income 13 12 Sales — (4,679 ) Settlements (7 ) (10 ) Ending balance $ 1,506 $ 1,595 Securities Available for Sale: Six Months Ended Six Months Ended (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,572 $ 6,321 Gains and (losses) (realized/unrealized) Included in other comprehensive income (58 ) 8 Sales — (4,679 ) Settlements (8 ) (55 ) Ending balance 1,506 1,595 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 six month periods ended June 30, 2016 or 2015 . 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: June 30 December 31 June 30 December 31 June 30 December 31 Valuation Technique Fair Value Unobservable Inputs Range Weighted Average (Dollars in thousands) Discounted cash flow methodology Pooled trust preferred securities $ 1,506 $ 1,572 Cumulative prepayment 0% - 63% 0% - 64% 2.6% 2.7% Cumulative default 5% - 100% 5% - 100% 14.2% 15.1% Loss given default 85% - 100% 85% - 100% 93.9% 94.2% Cure given default 0% - 75% 0% - 75% 65.2% 62.3% Appraisals of collateral (1) Impaired loans $ 5,206 $ 4,598 Other real estate owned and foreclosed assets $ 1,845 $ 2,159 (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 default rates, loss given default rates and cure given default rates. 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 Company 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 Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) June 30, 2016 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,008 $ 1,100 $ — $ 1,100 $ — Agency mortgage-backed securities 155,468 162,442 — 162,442 — Agency collateralized mortgage obligations 247,313 252,183 — 252,183 — Single issuer trust preferred securities issued by banks 1,500 1,546 — 1,546 — Small business administration pooled securities 33,367 34,649 — 34,649 — Loans, net of allowance for loan losses(b) 5,611,320 5,570,940 — — 5,570,940 Financial liabilities Time certificates of deposits(c) $ 644,075 $ 646,742 $ — $ 646,742 $ — Federal Home Loan Bank borrowings(c) 50,833 51,347 — 51,347 — Customer repurchase agreements and other short-term borrowings(c) 139,716 139,716 — — 139,716 Junior subordinated debentures(d) 73,207 75,185 — 75,185 — Subordinated debentures(c) 34,612 35,534 — — 35,534 Fair Value Measurements at Reporting Date Using Carrying Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,009 $ 1,064 $ — $ 1,064 $ — Agency mortgage-backed securities 167,134 170,375 — 170,375 — Agency collateralized mortgage obligations 267,348 264,891 — 264,891 — State, county, and municipal securities 225 227 — 227 — Single issuer trust preferred securities issued by banks 1,500 1,522 — 1,522 — Small business administration pooled securities 35,291 35,664 — 35,664 — Corporate debt securities 5,000 5,006 — 5,006 — Loans, net of allowance for loan losses(b) 5,487,298 5,417,425 — — 5,417,425 Financial liabilities Time certificates of deposits(c) $ 684,830 $ 684,370 $ — $ 684,370 $ — Federal Home Loan Bank borrowings(c) 102,080 102,396 — 102,396 — Customer repurchase agreements and other short-term borrowings(c) 133,958 133,958 — — 133,958 Wholesale repurchase agreements(c) — — — — — Junior subordinated debentures(d) 73,306 73,871 — 73,871 — Subordinated debentures(c) 34,589 34,370 — — 34,370 (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 Income_Loss

Comprehensive Income/Loss	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
COMPREHENSIVE INCOME/LOSS	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 Six Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 3,016 $ (1,161 ) $ 1,855 $ 9,666 $ (3,747 ) $ 5,919 Less: net security gain (loss) reclassified into other noninterest income 2 (1 ) 1 (27 ) 11 (16 ) Net change in fair value of securities available for sale 3,014 (1,160 ) 1,854 9,693 (3,758 ) 5,935 Change in fair value of cash flow hedges (882 ) 360 (522 ) (1,338 ) 548 (790 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (640 ) 262 (378 ) (1,301 ) 532 (769 ) Net change in fair value of cash flow hedges (242 ) 98 (144 ) (37 ) 16 (21 ) Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (28 ) 11 (17 ) (56 ) 22 (34 ) Less: amortization of net actuarial losses (61 ) 25 (36 ) (122 ) 50 (72 ) Less: amortization of net prior service credits (69 ) 27 (42 ) (138 ) 55 (83 ) Net change in other comprehensive income for defined benefit postretirement plans (2) 102 (41 ) 61 204 (83 ) 121 Total other comprehensive income $ 2,874 $ (1,103 ) $ 1,771 $ 9,860 $ (3,825 ) $ 6,035 Three Months Ended Six Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ (3,910 ) $ 1,496 $ (2,414 ) $ (1,369 ) $ 516 $ (853 ) Less: net security losses reclassified into other noninterest income (315 ) 129 (186 ) (315 ) 129 (186 ) Net change in fair value of securities available for sale (3,595 ) 1,367 (2,228 ) (1,054 ) 387 (667 ) Change in fair value of cash flow hedges (36 ) (3 ) (39 ) (603 ) 228 (375 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (709 ) 288 (421 ) (1,415 ) 576 (839 ) Net change in fair value of cash flow hedges 673 (291 ) 382 812 (348 ) 464 Net unamortized gain related to defined benefit pension and other postretirement adjustments arising during the period 43 (32 ) 11 87 (50 ) 37 Less: amortization of net actuarial losses (60 ) 24 (36 ) (121 ) 49 (72 ) Less: amortization of net prior service credits (128 ) 52 (76 ) (152 ) 62 (90 ) Net change in other comprehensive income for defined benefit postretirement plans (2) 231 (108 ) 123 360 (161 ) 199 Total other comprehensive loss $ (2,691 ) $ 968 $ (1,723 ) $ 118 $ (122 ) $ (4 ) (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 $353,000 and $499,000 at June 30, 2016 and 2015 , 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, 2015 , filed with the Securities and Exchange Commission. Information on the Company’s accumulated other comprehensive income (loss), net of tax, is comprised of the following components as of the periods indicated: Unrealized Gain on Securities Unrealized Loss on Cash Flow Hedge Deferred Gain on Hedge Transactions Defined Benefit Postretirement Plans Accumulated Other Comprehensive Income (Loss) (Dollars in thousands) 2016 Beginning balance: January 1, 2016 $ 1,306 $ (1,955 ) $ 427 $ (2,230 ) $ (2,452 ) Net change in other comprehensive income (loss) 5,935 53 (74 ) 121 6,035 Ending balance: June 30, 2016 $ 7,241 $ (1,902 ) $ 353 $ (2,109 ) $ 3,583 2015 Beginning balance: January 1, 2015 $ 3,389 $ (3,298 ) $ 571 $ (2,794 ) $ (2,132 ) Net change in other comprehensive income (loss) (667 ) 536 (72 ) 199 (4 ) Ending balance: June 30, 2015 $ 2,722 $ (2,762 ) $ 499 $ (2,595 ) $ (2,136 )

Commitments and contingencies

Commitments and contingencies	6 Months Ended
	Jun. 30, 2016
Other Commitments [Line Items]
Commitments and Contingencies Disclosure [Text Block]	COMMITMENTS AND CONTINGENCIES Financial Instruments with Off-Balance Sheet Risk In the normal course of business, the Company enters into various transactions to meet the financing needs of its customers, which, in accordance with 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: June 30, 2016 December 31, 2015 (Dollars in thousands) Commitments to extend credit $ 2,254,228 $ 2,091,170 Standby letters of credit 19,301 17,962 Deferred standby letter of credit fees 123 72 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 $2.1 million and $2.0 million for the three months ended June 30, 2016 and 2015 , respectively, and $4.3 million and $3.9 million for the six months ending, June 30, 2016 and 2015 , respectively. Renewal options ranging from 1-10 years exist for several of these leases. There has been no significant change in the future minimum lease payments payable by the Company since December 31, 2015 . See the Company's Annual Report on Form 10-K for the fiscal year ended December 31, 2015 for information regarding our leases and other commitments. Other Contingencies At June 30, 2016 , 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 $27.2 million at June 30, 2016 and $21.7 million at December 31, 2015 .

Investments is Low Income Housi

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits	6 Months Ended
	Jun. 30, 2016
Equity Method Investments and Joint Ventures [Abstract]
Investments in Low Income Housing Projects [Text Block]	LOW INCOME HOUSING PROJECT INVESTMENTS 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 dates indicated: June 30, 2016 December 31, 2015 (Dollars in thousands) Original investment value $ 42,379 $ 42,199 Current recorded investment 36,513 38,151 Unfunded liability obligation 10,356 14,607 Tax credits and benefits (1) 5,357 3,632 Amortization of investments (2) 3,672 2,450 Net income tax benefit (3) 1,685 1,182 (1) This amount reflects anticipated tax credits and tax benefits for the full years ended December 31, 2016 and 2015 . (2) The amortization amount reduces the tax credits and benefits anticipated for the full years ended December 31, 2016 and 2015 . (3) This amount represents the net tax benefit expected to be realized for the full years ended December 31, 2016 and 2015 in determining the Company's effective tax rate.

Basis of Presentation Basis of

Basis of Presentation Basis of Presentation (Policies)	6 Months Ended
	Jun. 30, 2016
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 notes 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 June 30, 2016 are not necessarily indicative of the results that may be expected for the year ending December 31, 2016 or any other interim period. For further information, refer to the consolidated financial statements and notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015 , filed with the Securities and Exchange Commission.

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2016
Gain (Loss) on Investments [Line Items]
Reconciliation of fair value of securities	The following table presents a summary of the amortized cost and gross unrealized holding gains and losses recorded in other comprehensive income and fair value of securities available for sale and securities held to maturity for the periods below: June 30, 2016 December 31, 2015 Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Fair Value (Dollars in thousands) Available for sale securities U.S. government agency securities $ 26,988 $ 953 $ — $ 27,941 $ 29,958 $ 261 $ (4 ) $ 30,215 Agency mortgage-backed securities 186,221 8,230 (3 ) 194,448 207,693 4,227 (983 ) 210,937 Agency collateralized mortgage obligations 102,381 1,712 (123 ) 103,970 64,157 179 (752 ) 63,584 State, county, and municipal securities 4,267 129 — 4,396 4,543 116 — 4,659 Single issuer trust preferred securities issued by banks 2,337 5 (78 ) 2,264 2,865 8 (81 ) 2,792 Pooled trust preferred securities issued by banks and insurers 2,209 — (703 ) 1,506 2,217 — (645 ) 1,572 Small business administration pooled securities 39,252 1,212 — 40,464 40,472 87 (110 ) 40,449 Equity securities 14,367 755 (287 ) 14,835 13,235 374 (568 ) 13,041 Total available for sale securities $ 378,022 $ 12,996 $ (1,194 ) $ 389,824 $ 365,140 $ 5,252 $ (3,143 ) $ 367,249 Held to maturity securities U.S. Treasury securities $ 1,008 $ 92 $ — $ 1,100 $ 1,009 $ 55 $ — $ 1,064 Agency mortgage-backed securities 155,468 6,974 — 162,442 167,134 3,460 (219 ) 170,375 Agency collateralized mortgage obligations 247,313 5,316 (446 ) 252,183 267,348 1,195 (3,652 ) 264,891 State, county, and municipal securities — — — — 225 2 — 227 Single issuer trust preferred securities issued by banks 1,500 46 — 1,546 1,500 22 — 1,522 Small business administration pooled securities 33,367 1,282 — 34,649 35,291 437 (64 ) 35,664 Corporate debt securities — — — — 5,000 6 — 5,006 Total held to maturity securities $ 438,656 $ 13,710 $ (446 ) $ 451,920 $ 477,507 $ 5,177 $ (3,935 ) $ 478,749 Total $ 816,678 $ 26,706 $ (1,640 ) $ 841,744 $ 842,647 $ 10,429 $ (7,078 ) $ 845,998
Schedule of contractual maturities of securities	A schedule of the contractual maturities of securities available for sale and securities held to maturity as of June 30, 2016 is presented below: Available for Sale Held to Maturity Amortized Cost Fair Value Amortized Cost Fair Value (Dollars in thousands) Due in one year or less $ — $ — $ 32 $ 32 Due after one year to five years 24,601 25,143 16,186 16,973 Due after five to ten years 96,138 99,926 26,469 27,595 Due after ten years 242,916 249,920 395,969 407,320 Total debt securities $ 363,655 $ 374,989 $ 438,656 $ 451,920 Equity securities $ 14,367 $ 14,835 $ — $ — Total $ 378,022 $ 389,824 $ 438,656 $ 451,920
Schedule of gross unrealized losses and fair value of investments	June 30, 2016 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) Agency mortgage-backed securities 1 $ 434 $ (3 ) $ — $ — $ 434 $ (3 ) Agency collateralized mortgage obligations 7 — — 54,467 (569 ) 54,467 (569 ) Single issuer trust preferred securities issued by banks and insurers 2 — — 2,014 (78 ) 2,014 (78 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,506 (703 ) 1,506 (703 ) Equity securities 25 408 (22 ) 6,391 (265 ) 6,799 (287 ) Total temporarily impaired securities 36 $ 842 $ (25 ) $ 64,378 $ (1,615 ) $ 65,220 $ (1,640 ) December 31, 2015 Less than 12 months 12 months or longer Total # of holdings Fair Value Unrealized Losses Fair Value Unrealized Losses Fair Value Unrealized Losses (Dollars in thousands) U.S.government agency securities 3 $ 1,990 $ (4 ) $ — $ — $ 1,990 $ (4 ) Agency mortgage-backed securities 57 112,648 (1,062 ) 4,297 (140 ) 116,945 (1,202 ) Agency collateralized mortgage obligations 23 147,707 (1,420 ) 80,927 (2,984 ) 228,634 (4,404 ) Single issuer trust preferred securities issued by banks and insurers 2 1,018 (33 ) 1,018 (48 ) 2,036 (81 ) Pooled trust preferred securities issued by banks and insurers 1 — — 1,572 (645 ) 1,572 (645 ) Small business administration pooled securities 3 37,986 (174 ) — — 37,986 (174 ) Equity securities 34 3,481 (189 ) 4,971 (379 ) 8,452 (568 ) Total temporarily impaired securities 123 $ 304,830 $ (2,882 ) $ 92,785 $ (4,196 ) $ 397,615 $ (7,078 )
Schedule of Other Than Temporary Impairment [Table Text Block]	The following table shows the total OTTI that the Company recorded for the periods indicated: Three Months Ended Six Months Ended June 30 June 30 2016 2015 2016 2015 (Dollars in thousands) Gross change in OTTI recorded on certain investments $ — $ — $ — $ 84 Portion of OTTI recognized in OCI — — — (84 ) 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 Six Months Ended June 30 June 30 2016 2015 2016 2015 (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 — 9,997 — 9,997 Reclassification due to changes in Company's intent — — — — Increases in cash flow expected to be collected — — — — Balance at end of period $ — $ — $ — $ —

Loans, Allowance for Loan Los24

Loans, Allowance for Loan Losses and Credit Quality (Tables)	6 Months Ended
	Jun. 30, 2016
Loans, Allowance for Loan Losses and Credit Quality [Abstract]
Tabular disclosure of financing receivables bifurcated 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: June 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 870,533 $ 2,697,559 $ 367,559 $ 109,958 $ 604,724 $ 942,604 $ 15,942 $ 5,608,879 Individually evaluated for impairment $ 4,631 $ 18,775 $ — $ 1,077 $ 14,642 $ 5,764 $ 484 $ 45,373 Purchased credit impaired loans $ — $ 10,809 $ — $ — $ 8,982 $ 208 $ 2 $ 20,001 Total loans by group $ 875,164 $ 2,727,143 $ 367,559 $ 111,035 $ 628,348 $ 948,576 $ 16,428 $ 5,674,253 (1 ) December 31, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Financing receivables ending balance: Collectively evaluated for impairment $ 838,129 $ 2,619,294 $ 373,064 $ 95,225 $ 614,014 $ 921,563 $ 14,427 $ 5,475,716 Individually evaluated for impairment $ 5,147 $ 22,986 $ 304 $ 1,021 $ 15,405 $ 5,989 $ 558 $ 51,410 Purchased credit impaired loans $ — $ 11,154 $ — $ — $ 9,187 $ 251 $ 3 $ 20,595 Total loans by group $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 638,606 $ 927,803 $ 14,988 $ 5,547,721 (1 ) (1) The amount of net deferred fees on loans and net unamortized discounts on acquired loans not deemed to be purchased credit impaired ("PCI") included in the ending balance was $10.6 million and $10.9 million at June 30, 2016 and December 31, 2015 respectively.
Summary of changes in allowance for loan losses	The following tables summarize changes in allowance for loan losses by loan category for the periods indicated: Three Months Ended June 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 13,485 $ 28,595 $ 5,100 $ 1,341 $ 2,567 $ 4,915 $ 429 $ 56,432 Charge-offs (2 ) (25 ) — (30 ) (8 ) (190 ) (322 ) (577 ) Recoveries 649 223 — 73 51 26 250 1,272 Provision (benefit) (105 ) 218 116 57 (32 ) 235 111 600 Ending balance $ 14,027 $ 29,011 $ 5,216 $ 1,441 $ 2,578 $ 4,986 $ 468 $ 57,727 Three Months Ended June 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 14,557 $ 26,285 $ 4,142 $ 1,222 $ 2,726 $ 4,906 $ 677 $ 54,515 Charge-offs (473 ) (67 ) — (47 ) (17 ) (248 ) (247 ) (1,099 ) Recoveries 502 169 — 66 1 31 110 879 Provision (benefit) 693 (28 ) (71 ) 7 (159 ) 182 76 700 Ending balance $ 15,279 $ 26,359 $ 4,071 $ 1,248 $ 2,551 $ 4,871 $ 616 $ 54,995 Six Months Ended June 30, 2016 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 13,802 $ 27,327 $ 5,366 $ 1,264 $ 2,590 $ 4,889 $ 587 $ 55,825 Charge-offs (4 ) (25 ) — (93 ) (27 ) (337 ) (628 ) (1,114 ) Recoveries 787 412 — 94 51 53 494 1,891 Provision (benefit) (558 ) 1,297 (150 ) 176 (36 ) 381 15 1,125 Ending balance $ 14,027 $ 29,011 $ 5,216 $ 1,441 $ 2,578 $ 4,986 $ 468 $ 57,727 Ending balance: individually evaluated for impairment $ 255 $ 791 $ — $ 3 $ 1,188 $ 228 $ 27 $ 2,492 Ending balance: collectively evaluated for impairment $ 13,772 $ 28,220 $ 5,216 $ 1,438 $ 1,390 $ 4,758 $ 441 $ 55,235 Six Months Ended June 30, 2015 (Dollars in thousands) Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Residential Real Estate Home Equity Other Consumer Total Allowance for loan losses Beginning balance $ 15,573 $ 25,873 $ 3,945 $ 1,171 $ 2,834 $ 4,956 $ 748 $ 55,100 Charge-offs (1,034 ) (208 ) — (196 ) (202 ) (411 ) (573 ) (2,624 ) Recoveries 881 854 — 132 46 105 301 2,319 Provision (benefit) (141 ) (160 ) 126 141 (127 ) 221 140 200 Ending balance $ 15,279 $ 26,359 $ 4,071 $ 1,248 $ 2,551 $ 4,871 $ 616 $ 54,995 Ending balance: individually evaluated for impairment $ 310 $ 201 $ — $ 4 $ 1,337 $ 250 $ 30 $ 2,132 Ending balance: collectively evaluated for impairment $ 14,969 $ 26,158 $ 4,071 $ 1,244 $ 1,214 $ 4,621 $ 586 $ 52,863
Internal risk-rating categories for the Company's commercial portfolio	June 30, 2016 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 811,834 $ 2,581,659 $ 361,211 $ 107,949 $ 3,862,653 Potential weakness 7 44,942 90,371 4,964 2,310 142,587 Definite weakness-loss unlikely 8 18,363 54,076 1,384 694 74,517 Partial loss probable 9 25 1,037 — 82 1,144 Definite loss 10 — — — — — Total $ 875,164 $ 2,727,143 $ 367,559 $ 111,035 $ 4,080,901 December 31, 2015 Category Risk Rating Commercial and Industrial Commercial Real Estate Commercial Construction Small Business Total (Dollars in thousands) Pass 1 - 6 $ 765,753 $ 2,484,025 $ 363,781 $ 93,008 $ 3,706,567 Potential weakness 7 54,375 112,022 7,678 2,444 176,519 Definite weakness-loss unlikely 8 23,073 56,276 1,909 732 81,990 Partial loss probable 9 75 1,111 — 62 1,248 Definite loss 10 — — — — — Total $ 843,276 $ 2,653,434 $ 373,368 $ 96,246 $ 3,966,324
Weighted average FICO scores and the weighted average combined LTV ratio	June 30, December 31, Residential portfolio FICO score (re-scored)(1) 742 742 LTV (re-valued)(2) 61.9 % 61.4 % Home equity portfolio FICO score (re-scored)(1) 766 765 LTV (re-valued)(2) 55.9 % 55.8 % (1) The average FICO scores for June 30, 2016 are based upon rescores available from May 31, 2016 and origination score data for loans booked between June 1, 2016 and June 30, 2016. The average FICO scores for December 31, 2015 are based upon rescores available from November 30, 2015 and origination score data for loans booked between December 1, 2015 and December 31, 2015. (2) The combined LTV ratios for June 30, 2016 are based upon updated automated valuations as of March 31, 2015 and origination value data for loans booked between April 1, 2015 and June 30, 2016. The combined LTV ratios for December 31, 2015 are based upon updated automated valuations as of March 31, 2015 and actual score data for loans booked from April 1, 2015 through December 31, 2015. For home equity loans and lines in a subordinate lien position, the LTV data represents a combined LTV, taking into account the senior lien data for loans and lines.
Summary of nonaccrual loans	June 30, 2016 December 31, 2015 (Dollars in thousands) Commercial and industrial $ 3,177 $ 3,699 Commercial real estate 8,220 7,856 Commercial construction — 304 Small business 349 239 Residential real estate 7,116 8,795 Home equity 6,684 6,742 Other consumer 81 55 Total nonaccrual loans(1) $ 25,627 $ 27,690 (1) Included in these amounts were $5.1 million and $5.2 million of nonaccruing TDRs at June 30, 2016 and December 31, 2015 , respectively.
Foreclosed Residential Real Estate Property [Table Text Block]	The following table shows information regarding foreclosed residential real estate property at the dates indicated: June 30, 2016 December 31, 2015 (Dollars in thousands) Foreclosed residential real estate property held by the creditor $ 1,467 $ 1,430 Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure $ 1,137 $ 1,059
Age analysis of past due financing receivables	The following table shows the age analysis of past due financing receivables as of the dates indicated: June 30, 2016 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 3 $ 243 — $ — 10 $ 2,645 13 $ 2,888 $ 872,276 $ 875,164 $ — Commercial real estate 14 6,360 3 1,576 9 4,120 26 12,056 2,715,087 2,727,143 — Commercial construction — — — — — — — — 367,559 367,559 — Small business 10 26 3 68 17 186 30 280 110,755 111,035 — Residential real estate 19 2,763 8 1,172 23 3,639 50 7,574 620,774 628,348 — Home equity 20 1,371 12 478 26 2,012 58 3,861 944,715 948,576 — Other consumer (1) 243 209 16 27 16 49 275 285 16,143 16,428 1 Total 309 $ 10,972 42 $ 3,321 101 $ 12,651 452 $ 26,944 $ 5,647,309 $ 5,674,253 $ 1 December 31, 2015 30-59 days 60-89 days 90 days or more Total Past Due Total Financing Receivables Recorded Investment >90 Days and Accruing Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Number of Loans Principal Balance Current (Dollars in thousands) Loan Portfolio Commercial and industrial 9 $ 399 4 $ 1,021 8 $ 3,039 21 $ 4,459 $ 838,817 $ 843,276 $ — Commercial real estate 19 7,349 6 1,627 13 4,458 38 13,434 2,640,000 2,653,434 — Commercial construction — — — — 1 304 1 304 373,064 373,368 — Small business 11 93 4 9 13 69 28 171 96,075 96,246 — Residential real estate 20 3,119 11 2,049 19 3,433 50 8,601 630,005 638,606 — Home equity 21 1,526 11 903 20 1,338 52 3,767 924,036 927,803 — Other consumer (1) 297 231 12 65 13 25 322 321 14,667 14,988 — Total 377 $ 12,717 48 $ 5,674 87 $ 12,666 512 $ 31,057 $ 5,516,664 $ 5,547,721 $ —
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: June 30, 2016 December 31, 2015 (Dollars in thousands) TDRs on accrual status $ 28,319 $ 32,849 TDRs on nonaccrual 5,121 5,225 Total TDRs $ 33,440 $ 38,074 Amount of specific reserves included in the allowance for loan losses associated with TDRs $ 1,592 $ 1,628 Additional commitments to lend to a borrower who has been a party to a TDR $ 1,104 $ 972
Change in investment recorded subsequent to modifications	Three Months Ended Six Months Ended June 30, 2016 June 30, 2016 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 4 $ 253 $ 253 7 $ 528 $ 528 Commercial real estate 4 918 918 6 1,343 1,343 Small business 2 109 109 2 109 109 Residential real estate 3 744 744 5 1,167 1,209 Home equity 3 123 123 4 304 304 Other consumer 1 22 22 5 107 107 Total 17 $ 2,169 $ 2,169 29 $ 3,558 $ 3,600 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) Number of Contracts Pre-Modification Outstanding Recorded Investment Post-Modification Outstanding Recorded Investment (1) (Dollars in thousands) Troubled debt restructurings Commercial and industrial 7 $ 1,197 $ 1,197 10 $ 1,353 $ 1,353 Commercial real estate 4 2,071 2,071 5 2,310 2,310 Small business 3 116 116 5 166 166 Residential real estate — — — 3 157 157 Home equity 1 31 31 3 215 215 Total 15 $ 3,415 $ 3,415 26 $ 4,201 $ 4,201 (1) The post-modification balances represent the legal principal balance of the loan on the date of modification. These amounts may show an increase when modifications include a capitalization of interest.
Post modification balance of Troubled Debt Restructuring	The following table shows the Company’s post-modification balance of TDRs listed by type of modification as of the periods indicated: Three Months Ended June 30 Six Months Ended June 30 2016 2015 2016 2015 (Dollars in thousands) (Dollars in thousands) Extended maturity $ 1,189 $ 1,005 $ 2,382 $ 1,648 Adjusted interest rate 92 — 92 — Combination rate and maturity 22 2,410 260 2,523 Court ordered concession 866 — 866 30 Total $ 2,169 $ 3,415 $ 3,600 $ 4,201
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: Six Months Ended June 30 2016 2015 Number of Contracts Recorded Investment Number of Contracts Recorded Investment (Dollars in thousands) Troubled debt restructurings that subsequently defaulted Commercial real estate — $ — 2 $ 880 Commercial and industrial — — 3 339 — $ — 5 $ 1,219
Impaired loans by loan portfolio	The tables below set forth information regarding the Company’s impaired loans by loan portfolio at the dates indicated: June 30, 2016 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,201 $ 2,572 $ — Commercial real estate 12,093 13,272 — Small business 684 777 — Residential real estate 4,283 4,601 — Home equity 4,504 4,626 — Other consumer 135 135 — Subtotal 23,900 25,983 — With an allowance recorded Commercial and industrial $ 2,430 $ 2,579 $ 255 Commercial real estate 6,682 6,766 791 Small business 393 415 3 Residential real estate 10,359 11,338 1,188 Home equity 1,260 1,468 228 Other consumer 349 368 27 Subtotal 21,473 22,934 2,492 Total $ 45,373 $ 48,917 $ 2,492 December 31, 2015 Recorded Investment Unpaid Principal Balance Related Allowance (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,613 $ 3,002 $ — Commercial real estate 12,008 13,128 — Commercial construction 304 305 — Small business 527 618 — Residential real estate 3,874 4,033 — Home equity 4,893 5,005 — Other consumer 184 185 — Subtotal 24,403 26,276 — With an allowance recorded Commercial and industrial $ 2,534 $ 2,648 $ 183 Commercial real estate 10,978 11,047 204 Small business 494 523 4 Residential real estate 11,531 12,652 1,278 Home equity 1,096 1,287 238 Other consumer 374 389 23 Subtotal 27,007 28,546 1,930 Total $ 51,410 $ 54,822 $ 1,930
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 Six Months Ended June 30, 2016 June 30, 2016 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,349 $ 15 $ 2,415 $ 30 Commercial real estate 12,205 103 12,327 207 Small business 677 5 691 11 Residential real estate 4,315 51 4,331 101 Home equity 4,537 46 4,567 93 Other consumer 138 3 142 5 Subtotal 24,221 223 24,473 447 With an allowance recorded Commercial and industrial $ 2,458 $ 6 $ 2,487 $ 12 Commercial real estate 6,716 51 6,744 102 Small business 401 6 410 13 Residential real estate 10,394 91 10,424 184 Home equity 1,311 13 1,316 23 Other consumer 357 2 362 4 Subtotal 21,637 169 21,743 338 Total $ 45,858 $ 392 $ 46,216 $ 785 Three Months Ended Six Months Ended June 30, 2015 June 30, 2015 Average Recorded Investment Interest Income Recognized Average Recorded Investment Interest Income Recognized (Dollars in thousands) With no related allowance recorded Commercial and industrial $ 2,842 $ 40 $ 2,927 $ 81 Commercial real estate 14,467 227 15,044 471 Commercial construction 310 3 311 7 Small business 459 6 471 13 Residential real estate 3,385 40 3,403 79 Home equity 4,585 51 4,613 102 Other consumer 1,204 6 1,074 11 Subtotal 27,252 373 27,843 764 With an allowance recorded Commercial and industrial $ 2,712 $ 31 $ 2,749 $ 62 Commercial real estate 15,231 204 15,292 406 Small business 442 7 453 15 Residential real estate 11,608 128 11,662 295 Home equity 1,336 16 1,345 31 Other consumer 472 5 490 9 Subtotal 31,801 391 31,991 818 Total $ 59,053 $ 764 $ 59,834 $ 1,582
Certain Loans Acquired In Transfer Accounted For As Debt Securities Acquired During Period	June 30, 2016 December 31, 2015 (Dollars in thousands) Outstanding balance $ 22,293 $ 23,199 Carrying amount $ 20,001 $ 20,595
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 June 30 Six Months Ended June 30 2016 2015 2016 2015 (Dollars in thousands) Beginning balance $ 2,779 $ 2,628 $ 2,827 $ 2,974 Acquisition — — — 319 Accretion (420 ) (583 ) (829 ) (1,546 ) Other change in expected cash flows (1) 234 481 531 700 Reclassification from nonaccretable difference for loans which have paid off (2) 32 1 96 80 Ending balance $ 2,625 $ 2,527 $ 2,625 $ 2,527 (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)	6 Months Ended
	Jun. 30, 2016
Earnings Per Share [Abstract]
Summary of earnings per share	Earnings per share consisted of the following components for the periods indicated: Three Months Ended Six Months Ended June 30 June 30 2016 2015 2016 2015 (Dollars in thousands, except share and per share data) Net income $ 20,374 $ 17,451 $ 38,985 $ 26,910 Weighted Average Shares Basic shares 26,304,129 26,149,593 26,289,726 25,558,016 Effect of dilutive securities 47,885 71,819 45,679 76,626 Diluted shares 26,352,014 26,221,412 26,335,405 25,634,642 Net income per share Basic EPS $ 0.77 $ 0.67 $ 1.48 $ 1.05 Effect of dilutive securities — — — — Diluted EPS $ 0.77 $ 0.67 $ 1.48 $ 1.05
Schedule of Antidilutive Securities Excluded from Computation of Earnings Per Share [Table Text Block]	The following table illustrates the options to purchase common stock or shares of performance-based restricted stock that were excluded from the calculation of diluted earnings per share because they were anti-dilutive for the periods indicated: Three Months Ended Six Months Ended June 30 June 30 2016 2015 2016 2015 Stock options — — 3,626 — Performance-based restricted stock — — — —

Stock Based Compensation (Table

Stock Based Compensation (Tables)	6 Months Ended
	Jun. 30, 2016
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Restricted stock compensation footnote	During the six months ended June 30, 2016 , the Company made the following awards of restricted stock: Date Shares Granted Plan Grant Date Fair Value Per Share Vesting Period 2/11/2016 51,475 2005 Employee Stock Plan $ 41.96 Ratably over 5 years from grant date 3/1/2016 600 2005 Employee Stock Plan $ 44.37 Ratably over 5 years from grant date 5/24/2016 8,700 2010 NonEmployee Director Stock Plan $ 48.34 Once at end of 5 years from grant date
Schedule of Share-based Compensation, Stock Options, Activity [Table Text Block]	Six Months Ended June 30, 2016 Date of grant 2/20/2016 Plan 2010 Options granted 5,000 Vesting period (beginning on grant date) 22 months Expiration date 2/20/2026 Expected volatility 32.44 % Expected life (years) 5.5 Expected dividend yield 2.28 % Risk free interest rate 1.29 % Fair value per option $ 10.59

Repurchase Agreements Repurchas

Repurchase Agreements Repurchase Agreements (Tables)	6 Months Ended
	Jun. 30, 2016
Repurchase Agreements [Abstract]
Schedule of Underlying Assets of Repurchase Agreements when Amount of Repurchase Agreements Exceeds 10 Percent of Assets [Table Text Block]	The tables below set forth information regarding the Company’s repurchase agreements allocated by source of collateral at the dates indicated: June 30, 2016 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of Collateral U.S. government agency securities $ 10,380 $ — $ — $ — $ 10,380 Agency mortgage-backed securities 67,271 — — — 67,271 Agency collateralized mortgage obligations 62,065 — — — 62,065 Total borrowings $ 139,716 $ — $ — $ — $ 139,716 December 31, 2015 Remaining Contractual Maturity of the Agreements Overnight and Continuous Up to 30 Days 30-90 Days Greater than 90 Days Total (Dollars in thousands) Sources of Collateral U.S. government agency securities $ 10,157 $ — $ — $ — $ 10,157 Agency mortgage-backed securities 69,142 — — — 69,142 Agency collateralized mortgage obligations 54,659 — — — 54,659 Total borrowings $ 133,958 $ — $ — $ — $ 133,958

Derivatives and Hedging Activ28

Derivatives and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2016
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: June 30, 2016 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 0.65 % 5.04 % $ (547 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.65 % 5.04 % (547 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.66 % 2.94 % (1,345 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (375 ) 25,000 1-Apr-16 17-Jan-17 15-Dec-21 (1) 3 Month LIBOR TBD 1.36 % (374 ) $ 125,000 $ (3,188 ) December 31, 2015 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 0.51 % 5.04 % $ (1,054 ) 25,000 16-Feb-06 28-Dec-06 28-Dec-16 3 Month LIBOR 0.51 % 5.04 % (1,055 ) 25,000 9-Dec-08 10-Dec-08 10-Dec-18 3 Month LIBOR 0.49 % 2.94 % (1,164 ) $ 75,000 $ (3,273 ) (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016.
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 June 30, 2016 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 194 $ 25,764 $ 36,089 $ 61,431 $ 77,242 $ 555,329 $ 755,855 $ 46,820 Pay fixed, receive variable 179 $ 25,764 $ 36,089 $ 61,431 $ 77,242 $ 555,329 $ 755,855 $ (46,723 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 32 $ 54,095 $ — $ — $ — $ — $ 54,095 $ 87 Buys U.S. currency, sells foreign currency 32 $ 54,095 $ — $ — $ — $ — $ 54,095 $ (72 ) December 31, 2015 (Dollars in thousands) Loan level swaps Receive fixed, pay variable 171 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ 22,467 Pay fixed, receive variable 165 $ 37,732 $ 34,424 $ 29,629 $ 77,041 $ 488,110 $ 666,936 $ (22,462 ) Foreign exchange contracts Buys foreign currency, sells U.S. currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ (354 ) Buys U.S. currency, sells foreign currency 21 $ 38,416 $ — $ — $ — $ — $ 38,416 $ 382 (1) The Company may enter into one dealer swap agreement which offsets multiple commercial borrower swap agreements.
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 June 30 December 31 Balance Sheet June 30 December 31 (Dollars in thousands) Derivatives designated as hedges Interest rate derivatives Other assets $ — $ — Other liabilities $ 3,188 $ 3,273 Derivatives not designated as hedges Customer Related Positions Loan level derivatives Other assets $ 46,820 $ 22,470 Other liabilities $ 46,723 $ 22,465 Foreign exchange contracts Other assets 762 602 Other liabilities 747 574 Mortgage Derivatives Interest rate lock commitments Other assets 206 233 Other liabilities — — Forward sales agreements Other assets 330 — Other liabilities — 1 $ 48,118 $ 23,305 $ 47,470 $ 23,040 Total $ 48,118 $ 23,305 $ 50,658 $ 26,313
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 Six Months Ended June 30 June 30 2016 2015 2016 2015 (Dollars in thousands) Derivatives designated as hedges Gain (loss) in OCI on derivatives (effective portion), net of tax $ (144 ) $ 382 $ (21 ) $ 464 Loss reclassified from OCI into interest expense (effective portion) $ (640 ) $ (709 ) $ (1,301 ) $ (1,415 ) Loss recognized in income on derivatives (ineffective portion and 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 $ 41 $ (4 ) $ 113 $ 17 Other expense (18 ) (33 ) (34 ) (51 ) Changes in fair value of mortgage derivatives Mortgage banking income 190 (299 ) $ 304 $ (107 ) Total $ 213 $ (336 ) $ 383 $ (141 )

Asset & Liability Derivative Po

Asset & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Tables)	6 Months Ended
	Jun. 30, 2016
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 Collateral Pledged (Received) Net Amount June 30, 2016 (Dollars in thousands) Derivative Assets Loan level derivatives 46,820 — 46,820 — — 46,820 Customer foreign exchange contracts 762 — 762 — — 762 $ 47,582 $ — $ 47,582 $ — $ — $ 47,582 Derivative Liabilities Interest rate swaps $ 3,188 $ — $ 3,188 $ — $ 3,188 $ — Loan level derivatives 46,723 — 46,723 — 46,723 — Customer foreign exchange contracts 747 — 747 — — 747 Repurchase agreements Customer repurchase agreements 139,716 — 139,716 — 139,716 — $ 190,374 $ — $ 190,374 $ — $ 189,627 $ 747 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, 2015 (Dollars in thousands) Derivative Assets Loan level derivatives 22,470 — 22,470 2 — 22,468 Customer foreign exchange contracts 602 — 602 — — 602 $ 23,072 $ — $ 23,072 $ 2 $ — $ 23,070 Derivative Liabilities Interest rate swaps $ 3,273 $ — $ 3,273 $ — $ 3,273 $ — Loan level derivatives 22,465 — 22,465 2 22,461 2 Customer foreign exchange contracts 574 — 574 — — 574 Repurchase agreements Customer repurchase agreements 133,958 — 133,958 — 133,958 — $ 160,270 $ — $ 160,270 $ 2 $ 159,692 $ 576 (1) Reflects offsetting derivative positions with the same counterparty.

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2016
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 in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) June 30, 2016 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 799 $ 799 $ — $ — Securities available for sale U.S. Government agency securities 27,941 — 27,941 $ — Agency mortgage-backed securities 194,448 — 194,448 — Agency collateralized mortgage obligations 103,970 — 103,970 — State, county, and municipal securities 4,396 — 4,396 — Single issuer trust preferred securities issued by banks and insurers 2,264 — 2,264 — Pooled trust preferred securities issued by banks and insurers 1,506 — — 1,506 Small business administration pooled securities 40,464 — 40,464 — Equity securities 14,835 14,835 — — Loans held for sale 12,927 — 12,927 — Derivative instruments 48,118 — 48,118 — Liabilities Derivative instruments 50,658 — 50,658 — Total recurring fair value measurements $ 401,010 $ 15,634 $ 383,870 $ 1,506 Nonrecurring fair value measurements Assets Collateral dependent impaired loans $ 5,206 $ — $ — $ 5,206 Other real estate owned and other foreclosed assets 1,845 — — 1,845 Total nonrecurring fair value measurements $ 7,051 $ — $ — $ 7,051 Fair Value Measurements at Reporting Date Using Balance Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Recurring fair value measurements Assets Trading securities $ 356 $ 356 $ — $ — Securities available for sale U.S. Government agency securities $ 30,215 $ — $ 30,215 $ — Agency mortgage-backed securities 210,937 — 210,937 — Agency collateralized mortgage obligations 63,584 — 63,584 — State, county, and municipal securities 4,659 — 4,659 — Single issuer trust preferred securities issued by banks and insurers 2,792 — 2,792 — Pooled trust preferred securities issued by banks and insurers 1,572 — — 1,572 Small business administration pooled securities 40,449 — 40,449 — Equity securities 13,041 13,041 — — Loans held for sale 5,990 — 5,990 — Derivative instruments 23,305 — 23,305 — Liabilities Derivative instruments 26,313 — 26,313 — Total recurring fair value measurements $ 370,587 $ 13,397 $ 355,618 $ 1,572 Nonrecurring fair value measurements: Assets Collateral dependent impaired loans $ 4,598 $ — $ — $ 4,598 Other real estate owned and other foreclosed assets 2,159 — — 2,159 Total nonrecurring fair value measurements $ 6,757 $ — $ — $ 6,757
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: Three Months Ended Three Months Ended (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,500 $ 6,272 Gains and (losses) (realized/unrealized) Included in other comprehensive income 13 12 Sales — (4,679 ) Settlements (7 ) (10 ) Ending balance $ 1,506 $ 1,595 Securities Available for Sale: Six Months Ended Six Months Ended (Dollars in thousands) Pooled Trust Preferred Securities Beginning balance $ 1,572 $ 6,321 Gains and (losses) (realized/unrealized) Included in other comprehensive income (58 ) 8 Sales — (4,679 ) Settlements (8 ) (55 ) Ending balance 1,506 1,595
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: June 30 December 31 June 30 December 31 June 30 December 31 Valuation Technique Fair Value Unobservable Inputs Range Weighted Average (Dollars in thousands) Discounted cash flow methodology Pooled trust preferred securities $ 1,506 $ 1,572 Cumulative prepayment 0% - 63% 0% - 64% 2.6% 2.7% Cumulative default 5% - 100% 5% - 100% 14.2% 15.1% Loss given default 85% - 100% 85% - 100% 93.9% 94.2% Cure given default 0% - 75% 0% - 75% 65.2% 62.3% Appraisals of collateral (1) Impaired loans $ 5,206 $ 4,598 Other real estate owned and foreclosed assets $ 1,845 $ 2,159 (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 Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) June 30, 2016 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,008 $ 1,100 $ — $ 1,100 $ — Agency mortgage-backed securities 155,468 162,442 — 162,442 — Agency collateralized mortgage obligations 247,313 252,183 — 252,183 — Single issuer trust preferred securities issued by banks 1,500 1,546 — 1,546 — Small business administration pooled securities 33,367 34,649 — 34,649 — Loans, net of allowance for loan losses(b) 5,611,320 5,570,940 — — 5,570,940 Financial liabilities Time certificates of deposits(c) $ 644,075 $ 646,742 $ — $ 646,742 $ — Federal Home Loan Bank borrowings(c) 50,833 51,347 — 51,347 — Customer repurchase agreements and other short-term borrowings(c) 139,716 139,716 — — 139,716 Junior subordinated debentures(d) 73,207 75,185 — 75,185 — Subordinated debentures(c) 34,612 35,534 — — 35,534 Fair Value Measurements at Reporting Date Using Carrying Value Fair Value Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) December 31, 2015 (Dollars in thousands) Financial assets Securities held to maturity(a) U.S. Treasury securities $ 1,009 $ 1,064 $ — $ 1,064 $ — Agency mortgage-backed securities 167,134 170,375 — 170,375 — Agency collateralized mortgage obligations 267,348 264,891 — 264,891 — State, county, and municipal securities 225 227 — 227 — Single issuer trust preferred securities issued by banks 1,500 1,522 — 1,522 — Small business administration pooled securities 35,291 35,664 — 35,664 — Corporate debt securities 5,000 5,006 — 5,006 — Loans, net of allowance for loan losses(b) 5,487,298 5,417,425 — — 5,417,425 Financial liabilities Time certificates of deposits(c) $ 684,830 $ 684,370 $ — $ 684,370 $ — Federal Home Loan Bank borrowings(c) 102,080 102,396 — 102,396 — Customer repurchase agreements and other short-term borrowings(c) 133,958 133,958 — — 133,958 Wholesale repurchase agreements(c) — — — — — Junior subordinated debentures(d) 73,306 73,871 — 73,871 — Subordinated debentures(c) 34,589 34,370 — — 34,370 (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 Income_Loss (Tabl

Comprehensive Income/Loss (Tables)	6 Months Ended
	Jun. 30, 2016
Equity [Abstract]
Comprehensive income	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 Six Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ 3,016 $ (1,161 ) $ 1,855 $ 9,666 $ (3,747 ) $ 5,919 Less: net security gain (loss) reclassified into other noninterest income 2 (1 ) 1 (27 ) 11 (16 ) Net change in fair value of securities available for sale 3,014 (1,160 ) 1,854 9,693 (3,758 ) 5,935 Change in fair value of cash flow hedges (882 ) 360 (522 ) (1,338 ) 548 (790 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (640 ) 262 (378 ) (1,301 ) 532 (769 ) Net change in fair value of cash flow hedges (242 ) 98 (144 ) (37 ) 16 (21 ) Net unamortized loss related to defined benefit pension and other postretirement adjustments arising during the period (28 ) 11 (17 ) (56 ) 22 (34 ) Less: amortization of net actuarial losses (61 ) 25 (36 ) (122 ) 50 (72 ) Less: amortization of net prior service credits (69 ) 27 (42 ) (138 ) 55 (83 ) Net change in other comprehensive income for defined benefit postretirement plans (2) 102 (41 ) 61 204 (83 ) 121 Total other comprehensive income $ 2,874 $ (1,103 ) $ 1,771 $ 9,860 $ (3,825 ) $ 6,035 Three Months Ended Six Months Ended Pre Tax Tax (Expense) After Tax Pre Tax Tax (Expense) After Tax (Dollars in thousands) Change in fair value of securities available for sale $ (3,910 ) $ 1,496 $ (2,414 ) $ (1,369 ) $ 516 $ (853 ) Less: net security losses reclassified into other noninterest income (315 ) 129 (186 ) (315 ) 129 (186 ) Net change in fair value of securities available for sale (3,595 ) 1,367 (2,228 ) (1,054 ) 387 (667 ) Change in fair value of cash flow hedges (36 ) (3 ) (39 ) (603 ) 228 (375 ) Less: net cash flow hedge losses reclassified into interest on borrowings expense (1) (709 ) 288 (421 ) (1,415 ) 576 (839 ) Net change in fair value of cash flow hedges 673 (291 ) 382 812 (348 ) 464 Net unamortized gain related to defined benefit pension and other postretirement adjustments arising during the period 43 (32 ) 11 87 (50 ) 37 Less: amortization of net actuarial losses (60 ) 24 (36 ) (121 ) 49 (72 ) Less: amortization of net prior service credits (128 ) 52 (76 ) (152 ) 62 (90 ) Net change in other comprehensive income for defined benefit postretirement plans (2) 231 (108 ) 123 360 (161 ) 199 Total other comprehensive loss $ (2,691 ) $ 968 $ (1,723 ) $ 118 $ (122 ) $ (4 ) (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 $353,000 and $499,000 at June 30, 2016 and 2015 , 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, 2015 , filed with the Securities and Exchange Commission.
Company's accumulated other comprehensive loss, net of tax	Information on the Company’s accumulated other comprehensive income (loss), net of tax, is comprised of the following components as of the periods indicated: Unrealized Gain on Securities Unrealized Loss on Cash Flow Hedge Deferred Gain on Hedge Transactions Defined Benefit Postretirement Plans Accumulated Other Comprehensive Income (Loss) (Dollars in thousands) 2016 Beginning balance: January 1, 2016 $ 1,306 $ (1,955 ) $ 427 $ (2,230 ) $ (2,452 ) Net change in other comprehensive income (loss) 5,935 53 (74 ) 121 6,035 Ending balance: June 30, 2016 $ 7,241 $ (1,902 ) $ 353 $ (2,109 ) $ 3,583 2015 Beginning balance: January 1, 2015 $ 3,389 $ (3,298 ) $ 571 $ (2,794 ) $ (2,132 ) Net change in other comprehensive income (loss) (667 ) 536 (72 ) 199 (4 ) Ending balance: June 30, 2015 $ 2,722 $ (2,762 ) $ 499 $ (2,595 ) $ (2,136 )

Commitments and Contingencies (

Commitments and Contingencies (Tables)	6 Months Ended
	Jun. 30, 2016
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: June 30, 2016 December 31, 2015 (Dollars in thousands) Commitments to extend credit $ 2,254,228 $ 2,091,170 Standby letters of credit 19,301 17,962 Deferred standby letter of credit fees 123 72

Investments is Low Income Hou33

Investments is Low Income Housing Tax Credits Investments in Low Income Housing Tax Credits (Tables)	6 Months Ended
	Jun. 30, 2016
Equity Method Investments and Joint Ventures [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 dates indicated: June 30, 2016 December 31, 2015 (Dollars in thousands) Original investment value $ 42,379 $ 42,199 Current recorded investment 36,513 38,151 Unfunded liability obligation 10,356 14,607 Tax credits and benefits (1) 5,357 3,632 Amortization of investments (2) 3,672 2,450 Net income tax benefit (3) 1,685 1,182 (1) This amount reflects anticipated tax credits and tax benefits for the full years ended December 31, 2016 and 2015 . (2) The amortization amount reduces the tax credits and benefits anticipated for the full years ended December 31, 2016 and 2015 . (3) This amount represents the net tax benefit expected to be realized for the full years ended December 31, 2016 and 2015 in determining the Company's effective tax rate.

Securities (Reconciliation of f

Securities (Reconciliation of fair value of securities) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	$ 378,022	$ 365,140
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	12,996	5,252
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(1,194)	(3,143)
Available-for-sale Securities	389,824	367,249
Held to maturity Securities, Amortized Cost	438,656	477,507
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	13,710	5,177
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(446)	(3,935)
Held to Maturity, Fair Value, Total	451,920	478,749
Amortized Cost	816,678	842,647
Gross Unrealized Gains	26,706	10,429
Unrealized Losses Other	(1,640)	(7,078)
Fair Value	841,744	845,998
U. S. Government Agency Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	26,988	29,958
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	953	261
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	(4)
Available-for-sale Securities	27,941	30,215
U.S. Treasury securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	1,008	1,009
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	92	55
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,100	1,064
Agency mortgage-backed securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	186,221	207,693
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	8,230	4,227
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(3)	(983)
Available-for-sale Securities	194,448	210,937
Held to maturity Securities, Amortized Cost	155,468	167,134
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	6,974	3,460
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	(219)
Held to Maturity, Fair Value, Total	162,442	170,375
Agency Collateralized Mortgage Obligations [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	102,381	64,157
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,712	179
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(123)	(752)
Available-for-sale Securities	103,970	63,584
Held to maturity Securities, Amortized Cost	247,313	267,348
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	5,316	1,195
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	(446)	(3,652)
Held to Maturity, Fair Value, Total	252,183	264,891
State, County, and Municipal Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	4,267	4,543
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	129	116
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	0
Available-for-sale Securities	4,396	4,659
Held to maturity Securities, Amortized Cost	0	225
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	0	2
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	0	227
Single Issuer Trust Preferred Securities Issued by Banks and Insurers [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,337	2,865
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	5	8
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(78)	(81)
Available-for-sale Securities	2,264	2,792
Held to maturity Securities, Amortized Cost	1,500	1,500
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	46	22
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	1,546	1,522
Pooled trust preferred securities issued by banks and insurers
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	2,209	2,217
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	0	0
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(703)	(645)
Available-for-sale Securities	1,506	1,572
Small Business Administration Pooled Securities [Member]
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	39,252	40,472
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	1,212	87
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	0	(110)
Available-for-sale Securities	40,464	40,449
Held to maturity Securities, Amortized Cost	33,367	35,291
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	1,282	437
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	(64)
Held to Maturity, Fair Value, Total	34,649	35,664
Equity securities
Reconciliation of fair value of securities
Available for sale Securities, Amortized Cost	14,367	13,235
Available-for-sale Debt Securities, Accumulated Gross Unrealized Gain, before Tax	755	374
Available-for-sale Debt Securities, Accumulated Gross Unrealized Loss, before Tax	(287)	(568)
Available-for-sale Securities	14,835	13,041
Corporate debt securities
Reconciliation of fair value of securities
Held to maturity Securities, Amortized Cost	0	5,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Gain	0	6
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	0	0
Held to Maturity, Fair Value, Total	$ 0	$ 5,006

Securities (Schedule of Contrac

Securities (Schedule of Contractual Maturities of Securities) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Available for Sale, Amortized Cost
Available for sale Securities, Amortized Cost	$ 378,022	$ 365,140
Available for Sale, Fair Value
Available for sale Securities, Fair Value, Total	389,824	367,249
Held to Maturity, Amortized Cost
Held to maturity Securities, Amortized Cost	438,656	477,507
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Total	451,920	$ 478,749
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	24,601
Available for Sale, Amortized Cost, Due after five to ten years	96,138
Available for Sale, Amortized Cost, Due after ten years	242,916
Available for sale Securities, Amortized Cost	363,655
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	25,143
Available for Sale, Fair Value, Due after five to ten years	99,926
Available for Sale, Fair Value, Due after ten years	249,920
Available for sale Securities, Fair Value, Total	374,989
Held to Maturity, Amortized Cost
Held to Maturity, Amortized Cost, Due in one year or less	32
Held to Maturity, Amortized Cost, Due after one year to five years	16,186
Held to Maturity, Amortized Cost, Due after five to ten years	26,469
Held to Maturity, Amortized Cost, Due after ten years	395,969
Held to maturity Securities, Amortized Cost	438,656
Held to Maturity, Fair Value
Held to Maturity, Fair Value, Due in one year or less	32
Held to Maturity, Fair Value, Due after one year to five years	16,973
Held to Maturity, Fair Value, Due after five to ten years	27,595
Held to Maturity, Fair Value, Due after ten years	407,320
Held to Maturity, Fair Value, Total	451,920
Equity securities
Available for Sale, Amortized Cost
Available for Sale, Amortized Cost, Marketable equity securities	14,367
Available for Sale, Fair Value
Available for Sale, Fair Value, Marketable equity securities	14,835
Held to Maturity, Amortized Cost
Held to maturity Securities, Amortized Cost	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) $ in Thousands	Jun. 30, 2016USD ($)holding	Dec. 31, 2015USD ($)holding
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	36	123
Fair value, less than 12 months	$ 842	$ 304,830
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(25)	(2,882)
Fair value, 12 months or longer	64,378	92,785
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(1,615)	(4,196)
Fair value, Total	65,220	397,615
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (1,640)	$ (7,078)
U. S. Government Agency Securities [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding		3
Fair value, less than 12 months		$ 1,990
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months		(4)
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		1,990
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss		$ (4)
Agency mortgage-backed securities
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	1	57
Fair value, less than 12 months	$ 434	$ 112,648
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(3)	(1,062)
Fair value, 12 months or longer	0	4,297
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	0	(140)
Fair value, Total	434	116,945
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (3)	$ (1,202)
Agency Collateralized Mortgage Obligations [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	7	23
Fair value, less than 12 months	$ 0	$ 147,707
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	0	(1,420)
Fair value, 12 months or longer	54,467	80,927
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(569)	(2,984)
Fair value, Total	54,467	228,634
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (569)	$ (4,404)
Single issuer trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	2	2
Fair value, less than 12 months	$ 0	$ 1,018
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	0	(33)
Fair value, 12 months or longer	2,014	1,018
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(78)	(48)
Fair value, Total	2,014	2,036
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (78)	$ (81)
Pooled trust preferred securities issued by banks and insurers
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	1	1
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	1,506	1,572
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(703)	(645)
Fair value, Total	1,506	1,572
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (703)	$ (645)
Equity securities
Summary of gross unrealized losses and fair value of investments
No of holdings | holding	25	34
Fair value, less than 12 months	$ 408	$ 3,481
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months	(22)	(189)
Fair value, 12 months or longer	6,391	4,971
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for more than 12 months	(265)	(379)
Fair value, Total	6,799	8,452
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss	$ (287)	$ (568)
Small Business Administration Pooled Securities [Member]
Summary of gross unrealized losses and fair value of investments
No of holdings | holding		3
Fair value, less than 12 months		$ 37,986
Unrealized loss position for available for sale and held to maturity securities in a continuous loss position for less than 12 months		(174)
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		37,986
Available for Sale and Held to Maturity Securities Continuous Unrealized Loss Position Aggregate Loss		$ (174)

Securities (Total OTTI) (Detail

Securities (Total OTTI) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Investments, Debt and Equity Securities [Abstract]
Gross change in OTTI recorded on certain investments	$ 0	$ 0	$ 0	$ 84
Portion of OTTI recognized in OCI	0	0	0	(84)
Other than Temporary Impairment Losses, Investments, Portion Recognized in Earnings, Net	$ 0	$ 0	$ 0	$ 0

Securities (Summary of Cumulati

Securities (Summary of Cumulative Credit Related Component of OTTI) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Summary of cumulative credit related component of OTTI
Balance at beginning of period	$ 0	$ 9,997	$ 0	$ 9,997
Add
Incurred on securities not previously impaired	0	0	0	0
Incurred on securities previously impaired	0	0	0	0
Less
Securities sold during the period	0	9,997	0	9,997
Reclassification due to changes in Company's intent	0	0	0	0
Increases in cash flow expected to be collected	0	0	0	0
Balance at end of period	$ 0	$ 0	$ 0	$ 0

Securities (Details Textual) (D

Securities (Details Textual) (Details) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Securities (Textual) [Abstract]
Callable Securities in Investment Portfolio	$ 14,400,000
Pledged Financial Instruments, Not Separately Reported, Securities	450,400,000	$ 444,800,000
Trading Securities	799,000	356,000
Investments in obligations of individual states, counties or municipalities which exceed 10% of equity	$ 0	$ 0

Loans, Allowance for Loan Los40

Loans, Allowance for Loan Losses and Credit Quality (Allowance Allocations) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	$ 5,608,879	$ 5,475,716
Ending Balance: Individually Evaluated for Impairment	45,373	51,410
Financing Receivable, Net	4,080,901	3,966,324
Ending Balance: Total Loans by Group	5,674,253	5,547,721
Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	20,001	20,595
Commercial and Industrial [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	870,533	838,129
Ending Balance: Individually Evaluated for Impairment	4,631	5,147
Financing Receivable, Net	875,164	843,276
Ending Balance: Total Loans by Group	875,164	843,276
Commercial and Industrial [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	0	0
Commercial Real Estate [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	2,697,559	2,619,294
Ending Balance: Individually Evaluated for Impairment	18,775	22,986
Financing Receivable, Net	2,727,143	2,653,434
Ending Balance: Total Loans by Group	2,727,143	2,653,434
Commercial Real Estate [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	10,809	11,154
Construction Loans [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	367,559	373,064
Ending Balance: Individually Evaluated for Impairment	0	304
Financing Receivable, Net	367,559	373,368
Ending Balance: Total Loans by Group	367,559	373,368
Construction Loans [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	0	0
Small Business [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	109,958	95,225
Ending Balance: Individually Evaluated for Impairment	1,077	1,021
Financing Receivable, Net	111,035	96,246
Ending Balance: Total Loans by Group	111,035	96,246
Small Business [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	0	0
Residential Real Estate [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	604,724	614,014
Ending Balance: Individually Evaluated for Impairment	14,642	15,405
Ending Balance: Total Loans by Group	628,348	638,606
Residential Real Estate [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	8,982	9,187
Consumer Home Equity [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	942,604	921,563
Ending Balance: Individually Evaluated for Impairment	5,764	5,989
Ending Balance: Total Loans by Group	948,576	927,803
Consumer Home Equity [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	208	251
Consumer Other [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Ending Balance: Collectively Evaluated for Impairment	15,942	14,427
Ending Balance: Individually Evaluated for Impairment	484	558
Ending Balance: Total Loans by Group	16,428	14,988
Consumer Other [Member] | Receivables Acquired with Deteriorated Credit Quality [Member]
Allowance for loans based on collective and individual evaluation of impairment by loan category
Financing Receivable, Net	$ 2	$ 3

Loans, Allowance for Loan Los41

Loans, Allowance for Loan Losses and Credit Quality (ALLL - by category) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Summary of changes in allowance for loan losses
Beginning Balance	$ 56,432	$ 54,515	$ 55,825	$ 55,100
Charge-offs	(577)	(1,099)	(1,114)	(2,624)
Recoveries	1,272	879	1,891	2,319
Provision for loan losses	600	700	1,125	200
Ending Balance	57,727	54,995	57,727	54,995
Ending Balance: Individually Evaluated for Impairment	2,492	2,132	2,492	2,132	$ 1,930
Ending Balance: Collectively Evaluated for Impairment	55,235	52,863	55,235	52,863
Commercial and Industrial [Member]
Summary of changes in allowance for loan losses
Beginning Balance	13,485	14,557	13,802	15,573
Charge-offs	(2)	(473)	(4)	(1,034)
Recoveries	649	502	787	881
Provision for loan losses	(105)	693	(558)	(141)
Ending Balance	14,027	15,279	14,027	15,279
Ending Balance: Individually Evaluated for Impairment	255	310	255	310	183
Ending Balance: Collectively Evaluated for Impairment	13,772	14,969	13,772	14,969
Commercial Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	28,595	26,285	27,327	25,873
Charge-offs	(25)	(67)	(25)	(208)
Recoveries	223	169	412	854
Provision for loan losses	218	(28)	1,297	(160)
Ending Balance	29,011	26,359	29,011	26,359
Ending Balance: Individually Evaluated for Impairment	791	201	791	201	204
Ending Balance: Collectively Evaluated for Impairment	28,220	26,158	28,220	26,158
Construction Loans [Member]
Summary of changes in allowance for loan losses
Beginning Balance	5,100	4,142	5,366	3,945
Charge-offs	0	0	0	0
Recoveries	0	0	0	0
Provision for loan losses	116	(71)	(150)	126
Ending Balance	5,216	4,071	5,216	4,071
Ending Balance: Individually Evaluated for Impairment	0	0	0	0
Ending Balance: Collectively Evaluated for Impairment	5,216	4,071	5,216	4,071
Small Business [Member]
Summary of changes in allowance for loan losses
Beginning Balance	1,341	1,222	1,264	1,171
Charge-offs	(30)	(47)	(93)	(196)
Recoveries	73	66	94	132
Provision for loan losses	57	7	176	141
Ending Balance	1,441	1,248	1,441	1,248
Ending Balance: Individually Evaluated for Impairment	3	4	3	4	4
Ending Balance: Collectively Evaluated for Impairment	1,438	1,244	1,438	1,244
Residential Real Estate [Member]
Summary of changes in allowance for loan losses
Beginning Balance	2,567	2,726	2,590	2,834
Charge-offs	(8)	(17)	(27)	(202)
Recoveries	51	1	51	46
Provision for loan losses	(32)	(159)	(36)	(127)
Ending Balance	2,578	2,551	2,578	2,551
Ending Balance: Individually Evaluated for Impairment	1,188	1,337	1,188	1,337	1,278
Ending Balance: Collectively Evaluated for Impairment	1,390	1,214	1,390	1,214
Consumer Home Equity [Member]
Summary of changes in allowance for loan losses
Beginning Balance	4,915	4,906	4,889	4,956
Charge-offs	(190)	(248)	(337)	(411)
Recoveries	26	31	53	105
Provision for loan losses	235	182	381	221
Ending Balance	4,986	4,871	4,986	4,871
Ending Balance: Individually Evaluated for Impairment	228	250	228	250	238
Ending Balance: Collectively Evaluated for Impairment	4,758	4,621	4,758	4,621
Consumer Other [Member]
Summary of changes in allowance for loan losses
Beginning Balance	429	677	587	748
Charge-offs	(322)	(247)	(628)	(573)
Recoveries	250	110	494	301
Provision for loan losses	111	76	15	140
Ending Balance	468	616	468	616
Ending Balance: Individually Evaluated for Impairment	27	30	27	30	$ 23
Ending Balance: Collectively Evaluated for Impairment	$ 441	$ 586	$ 441	$ 586

Loans, Allowance for Loan Los42

Loans, Allowance for Loan Losses and Credit Quality (Internal Risk-Rating Categories for the Commercial Portfolio) (Details) - USD ($)	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Financing Receivable, Allowance for Credit Losses [Line Items]
Significant Advanced Considered For Risk Rating Change	$ 50,000
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	4,080,901,000	$ 3,966,324,000
Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	875,164,000	843,276,000
Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,727,143,000	2,653,434,000
Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	367,559,000	373,368,000
Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	111,035,000	96,246,000
PASS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	3,862,653,000	3,706,567,000
PASS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	811,834,000	765,753,000
PASS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,581,659,000	2,484,025,000
PASS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	361,211,000	363,781,000
PASS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	107,949,000	93,008,000
POTENTIAL WEAKNESS [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	142,587,000	176,519,000
POTENTIAL WEAKNESS [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	44,942,000	54,375,000
POTENTIAL WEAKNESS [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	90,371,000	112,022,000
POTENTIAL WEAKNESS [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	4,964,000	7,678,000
POTENTIAL WEAKNESS [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	2,310,000	2,444,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	74,517,000	81,990,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	18,363,000	23,073,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	54,076,000	56,276,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,384,000	1,909,000
DEFINITE WEAKNESS-LOSS UNLIKELY [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	694,000	732,000
PARTIAL LOSS PROBABLE [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,144,000	1,248,000
PARTIAL LOSS PROBABLE [Member] | Commercial and Industrial [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	25,000	75,000
PARTIAL LOSS PROBABLE [Member] | Commercial Real Estate [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	1,037,000	1,111,000
PARTIAL LOSS PROBABLE [Member] | Commercial Construction [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	0	0
PARTIAL LOSS PROBABLE [Member] | Small Business [Member]
Internal risk-rating categories for the Company's commercial portfolio
TOTAL	82,000	62,000
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 Los43

Loans, Allowance for Loan Losses and Credit Quality (Weighted Average FICO Scores and the Weighted Average Combined LTV Ratio) (Details) - score	Jun. 30, 2016	Dec. 31, 2015
Residential Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	742	742
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	61.90%	61.40%
Consumer Home Equity [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Financing Receivable With Quality Of Loan Based On Weighted Average Fico Rating	766	765
Financing Receivable With Credit Quality Of Loan Based Upon the Weighted Average Loan-To-Value Ratio	55.90%	55.80%

Loans, Allowance for Loan Los44

Loans, Allowance for Loan Losses and Credit Quality (Summary of Nonaccrual Loans) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	$ 25,627	$ 27,690
Commercial and Industrial [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	3,177	3,699
Commercial Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	8,220	7,856
Construction Loans [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	0	304
Small Business [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	349	239
Residential Real Estate [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	7,116	8,795
Consumer Home Equity [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	6,684	6,742
Consumer - Other [Member]
Financing Receivable Impaired [Line Items]
Financing Receivable, Recorded Investment, Nonaccrual Status	$ 81	$ 55

Loans, Allowance for Loan Los45

Loans, Allowance for Loan Losses and Credit Quality (Age Analysis of Past Due Financing Receivables) (Details) $ in Thousands	Jun. 30, 2016USD ($)loan	Dec. 31, 2015USD ($)loan
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	309	377
Number of Loans 60-89 Days | loan	42	48
Number of Loans 90 Days or More | loan	101	87
Number of Loans Total Past Due | loan	452	512
Principal Balance Total Past Due	$ 26,944	$ 31,057
Current	5,647,309	5,516,664
Loans and Leases Receivable, Gross	5,674,253	5,547,721
Recorded Investment >90 Days and Accruing	$ 1	$ 0
Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	3	9
Number of Loans 60-89 Days | loan	0	4
Number of Loans 90 Days or More | loan	10	8
Number of Loans Total Past Due | loan	13	21
Principal Balance Total Past Due	$ 2,888	$ 4,459
Current	872,276	838,817
Loans and Leases Receivable, Gross	875,164	843,276
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	14	19
Number of Loans 60-89 Days | loan	3	6
Number of Loans 90 Days or More | loan	9	13
Number of Loans Total Past Due | loan	26	38
Principal Balance Total Past Due	$ 12,056	$ 13,434
Current	2,715,087	2,640,000
Loans and Leases Receivable, Gross	2,727,143	2,653,434
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	0	0
Number of Loans 60-89 Days | loan	0	0
Number of Loans 90 Days or More | loan	0	1
Number of Loans Total Past Due | loan	0	1
Principal Balance Total Past Due	$ 0	$ 304
Current	367,559	373,064
Loans and Leases Receivable, Gross	367,559	373,368
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Small Business [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	10	11
Number of Loans 60-89 Days | loan	3	4
Number of Loans 90 Days or More | loan	17	13
Number of Loans Total Past Due | loan	30	28
Principal Balance Total Past Due	$ 280	$ 171
Current	110,755	96,075
Loans and Leases Receivable, Gross	111,035	96,246
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	19	20
Number of Loans 60-89 Days | loan	8	11
Number of Loans 90 Days or More | loan	23	19
Number of Loans Total Past Due | loan	50	50
Principal Balance Total Past Due	$ 7,574	$ 8,601
Current	620,774	630,005
Loans and Leases Receivable, Gross	628,348	638,606
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	20	21
Number of Loans 60-89 Days | loan	12	11
Number of Loans 90 Days or More | loan	26	20
Number of Loans Total Past Due | loan	58	52
Principal Balance Total Past Due	$ 3,861	$ 3,767
Current	944,715	924,036
Loans and Leases Receivable, Gross	948,576	927,803
Recorded Investment >90 Days and Accruing	$ 0	$ 0
Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Number of Loans 30-59 Days | loan	243	297
Number of Loans 60-89 Days | loan	16	12
Number of Loans 90 Days or More | loan	16	13
Number of Loans Total Past Due | loan	275	322
Principal Balance Total Past Due	$ 285	$ 321
Current	16,143	14,667
Loans and Leases Receivable, Gross	16,428	14,988
Recorded Investment >90 Days and Accruing	1	0
Financing Receivables, 30 to 59 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	10,972	12,717
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	243	399
Financing Receivables, 30 to 59 Days Past Due [Member] | Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	6,360	7,349
Financing Receivables, 30 to 59 Days Past Due [Member] | Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	0
Financing Receivables, 30 to 59 Days Past Due [Member] | Small Business [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	26	93
Financing Receivables, 30 to 59 Days Past Due [Member] | Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	2,763	3,119
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	1,371	1,526
Financing Receivables, 30 to 59 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	209	231
Financing Receivables, 60 to 89 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	3,321	5,674
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	1,021
Financing Receivables, 60 to 89 Days Past Due [Member] | Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	1,576	1,627
Financing Receivables, 60 to 89 Days Past Due [Member] | Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	0
Financing Receivables, 60 to 89 Days Past Due [Member] | Small Business [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	68	9
Financing Receivables, 60 to 89 Days Past Due [Member] | Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	1,172	2,049
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	478	903
Financing Receivables, 60 to 89 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	27	65
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	12,651	12,666
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial and Industrial [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	2,645	3,039
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Commercial Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	4,120	4,458
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Construction Loans [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	0	304
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Small Business [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	186	69
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Residential Real Estate [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	3,639	3,433
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer Home Equity [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	2,012	1,338
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Consumer - Other [Member]
Age Analysis of Past Due Financing Receivables
Principal Balance Total Past Due	$ 49	$ 25

Loans, Allowance for Loan Los46

Loans, Allowance for Loan Losses and Credit Quality (TDR's and Other Pertinent Information) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Summary of Troubled Debt Restructurings and other pertinent information
TDRS ON ACCRUAL STATUS	$ 28,319	$ 32,849
TDRS ON NONACCRUAL	5,121	5,225
TOTAL TDR'S	33,440	38,074
AMOUNT OF SPECIFIC RESERVES INCLUDED IN THE ALLOWANCE FOR LOAN LOSSES ASSOCIATED WITH TDRS:	1,592	1,628
Additional Commitments To Lend To Borrower For Trouble Debt Restructuring	$ 1,104	$ 972

Loans, Allowance for Loan Los47

Loans, Allowance for Loan Losses and Credit Quality (Modifications which occurred during the period & change in recorded investment) (Details) $ in Thousands	3 Months Ended		6 Months Ended	12 Months Ended
	Jun. 30, 2016USD ($)contract	Jun. 30, 2015USD ($)contract	Jun. 30, 2016USD ($)contract	Dec. 31, 2015USD ($)contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	17	15	29	26
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 2,169	$ 3,415	$ 3,558	$ 4,201
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 2,169	$ 3,415	$ 3,600	$ 4,201
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	4	7	7	10
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 253	$ 1,197	$ 528	$ 1,353
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 253	$ 1,197	$ 528	$ 1,353
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	4	4	6	5
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 918	$ 2,071	$ 1,343	$ 2,310
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 918	$ 2,071	$ 1,343	$ 2,310
Small Business [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	2	3	2	5
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 109	$ 116	$ 109	$ 166
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 109	$ 116	$ 109	$ 166
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	3	0	5	3
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 744	$ 0	$ 1,167	$ 157
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 744	$ 0	$ 1,209	$ 157
Consumer - Home Equity [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	3	1	4	3
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 123	$ 31	$ 304	$ 215
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 123	$ 31	$ 304	$ 215
Consumer - Other [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Number of Contracts | contract	1		5
TROUBLED DEBT RESTRUCTURINGS:
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 22		$ 107
Financing Receivable, Modifications, Post-Modification Recorded Investment	$ 22		$ 107

Loans, Allowance for Loan Los48

Loans, Allowance for Loan Losses and Credit Quality (Post-Modification balance of TDRs Listed by Type of Modifications) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended	12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Dec. 31, 2015
Post modification balance of Troubled Debt Restructuring
EXTENDED MATURITY	$ 1,189	$ 1,005	$ 2,382	$ 1,648
Financing Receivable Modifications Post Modification Recorded Investment Adjusted Interest Rate	92	0	92	0
COMBINATION RATE & MATURITY	22	2,410	260	2,523
COURT ORDERED CONCESSION	866	0	866	30
TOTAL	$ 2,169	$ 3,415	$ 3,600	$ 4,201

Loans, Allowance for Loan Los49

Loans, Allowance for Loan Losses and Credit Quality (TDRs that have subsequently defaulted) (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016USD ($)contract	Jun. 30, 2015USD ($)contract	Jun. 30, 2016USD ($)contract	Jun. 30, 2015USD ($)contract
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0	0	5
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0	$ 0	$ 1,219
Commercial Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0	0	2
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0	$ 0	$ 880
Commercial and Industrial [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0	0	3
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0	$ 0	$ 339
Residential Real Estate [Member]
Financing Receivable, Modifications [Line Items]
Financing Receivable, Modifications, Subsequent Default, Number of Contracts | contract	0	0
Financing Receivable, Modifications, Subsequent Default, Recorded Investment | $	$ 0	$ 0

Loans, Allowance for Loan Los50

Loans, Allowance for Loan Losses and Credit Quality (Impaired Loans by Portfolio) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	$ 2,492	$ 1,930	$ 2,132
Related Allowance	2,492	1,930
Impaired Financing Receivable, Recorded Investment, Total	45,373	51,410
Impaired Financing Receivable, Unpaid Principal Balance	48,917	54,822
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	23,900	24,403
Unpaid Principal Balance	25,983	26,276
Related Allowance	0	0
WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	21,473	27,007
Unpaid Principal Balance	22,934	28,546
Commercial and Industrial [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	255	183	310
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	2,201	2,613
Unpaid Principal Balance	2,572	3,002
Related Allowance	0	0
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	2,430	2,534
Unpaid Principal Balance	2,579	2,648
Commercial Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	791	204	201
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	12,093	12,008
Unpaid Principal Balance	13,272	13,128
Related Allowance	0	0
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	6,682	10,978
Unpaid Principal Balance	6,766	11,047
Construction Loans [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	0		0
Construction Loans [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment		304
Unpaid Principal Balance		305
Related Allowance		0
Small Business [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	3	4	4
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	684	527
Unpaid Principal Balance	777	618
Related Allowance	0	0
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	393	494
Unpaid Principal Balance	415	523
Residential Real Estate [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	1,188	1,278	1,337
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	4,283	3,874
Unpaid Principal Balance	4,601	4,033
Related Allowance	0	0
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	10,359	11,531
Unpaid Principal Balance	11,338	12,652
Consumer - Home Equity [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	228	238	250
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	4,504	4,893
Unpaid Principal Balance	4,626	5,005
Related Allowance	0	0
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	1,260	1,096
Unpaid Principal Balance	1,468	1,287
Consumer - Other [Member]
Impaired loans by loan portfolio
Financing Receivable, Allowance for Credit Losses, Individually Evaluated for Impairment	27	23	$ 30
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	135	184
Unpaid Principal Balance	135	185
Related Allowance	0	0
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Impaired loans by loan portfolio
Recorded Investment	349	374
Unpaid Principal Balance	$ 368	$ 389

Loans, Allowance for Loan Los51

Loans, Allowance for Loan Losses and Credit Quality (Int Inc. Recognized on Impaired Loans by Portfolio) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest income recognized on impaired loans
Average Recorded Investment	$ 45,858	$ 59,053	$ 46,216	$ 59,834
Interest Income Recognized	392	764	785	1,582
WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	24,221	27,252	24,473	27,843
Interest Income Recognized	223	373	447	764
WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	21,637	31,801	21,743	31,991
Interest Income Recognized	169	391	338	818
Commercial and Industrial [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	2,349	2,842	2,415	2,927
Interest Income Recognized	15	40	30	81
Commercial and Industrial [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	2,458	2,712	2,487	2,749
Interest Income Recognized	6	31	12	62
Commercial Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	12,205	14,467	12,327	15,044
Interest Income Recognized	103	227	207	471
Commercial Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	6,716	15,231	6,744	15,292
Interest Income Recognized	51	204	102	406
Construction Loans [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment		310		311
Interest Income Recognized		3		7
Small Business [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	677	459	691	471
Interest Income Recognized	5	6	11	13
Small Business [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	401	442	410	453
Interest Income Recognized	6	7	13	15
Residential Real Estate [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	4,315	3,385	4,331	3,403
Interest Income Recognized	51	40	101	79
Residential Real Estate [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	10,394	11,608	10,424	11,662
Interest Income Recognized	91	128	184	295
Consumer - Home Equity [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	4,537	4,585	4,567	4,613
Interest Income Recognized	46	51	93	102
Consumer - Home Equity [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	1,311	1,336	1,316	1,345
Interest Income Recognized	13	16	23	31
Consumer - Other [Member] | WITH NO RELATED ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	138	1,204	142	1,074
Interest Income Recognized	3	6	5	11
Consumer - Other [Member] | WITH AN ALLOWANCE RECORDED: [Member]
Interest income recognized on impaired loans
Average Recorded Investment	357	472	362	490
Interest Income Recognized	$ 2	$ 5	$ 4	$ 9

Loans, Allowance for Loan Los52

Loans, Allowance for Loan Losses and Credit Quality (Purchased Credit Impaired Loans - Outstanding/Carrying balances) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Outstanding balance	$ 22,293	$ 23,199
Financing Receivable, Net	4,080,901	3,966,324
Receivables Acquired with Deteriorated Credit Quality [Member]
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities Acquired During Period [Line Items]
Financing Receivable, Net	$ 20,001	$ 20,595

Loans, Allowance for Loan Los53

Loans, Allowance for Loan Losses and Credit Quality (Activity in the Accretable Yield for PCI loans) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
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	$ 2,779	$ 2,628	$ 2,827	$ 2,974
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Additions	0	0	0	319
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Accretable Yield, Accretion	(420)	(583)	(829)	(1,546)
Certainloansacquiredinatransfernotaccountedforasdebtsecuritiesaccretableyieldadjustmentchangesinexpectedcashflow	234	481	531	700
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, Reclassifications from Nonaccretable Difference	32	1	96	80
Certain Loans Acquired in Transfer Accounted for as Debt Securities, Accretable Yield, End of Period	$ 2,625	$ 2,527	$ 2,625	$ 2,527

Loans, Allowance for Loan Los54

Loans, Allowance for Loan Losses and Credit Quality (Textual) (Details) - USD ($)	6 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Unamortized Loan Commitment and Origination Fees and Unamortized Discounts or Premiums	$ 10,600,000	$ 10,900,000
Significant Advanced Considered For Risk Rating Change	$ 50,000
Days to be termed as non accrual loans	90 days
Tdrs Recorded Investment On Nonaccrual Status	$ 5,121,000	$ 5,225,000

Loans, Allowance for Loan Los55

Loans, Allowance for Loan Losses and Credit Quality Foreclosed Residential Real Estate Property (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Accounts, Notes, Loans and Financing Receivable [Line Items]
Foreclosed residential real estate property held by the creditor	$ 1,467	$ 1,430
Recorded investment in mortgage loans collateralized by residential real estate property that are in the process of foreclosure	$ 1,137	$ 1,059

Earnings Per Share (EPS Compone

Earnings Per Share (EPS Components) (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Summary of earnings per share
Net income	$ 20,374	$ 17,451	$ 38,985	$ 26,910
Weighted Average Shares (in shares)
BASIC SHARES	26,304,129	26,149,593	26,289,726	25,558,016
EFFECT OF DILUTIVE SECURITIES	47,885	71,819	45,679	76,626
DILUTIVE SHARES	26,352,014	26,221,412	26,335,405	25,634,642
NET INCOME PER SHARE (in dollars per share)
BASIC EPS	$ 0.77	$ 0.67	$ 1.48	$ 1.05
EFFECT OF DILUTIVE SECURITIES	0	0	0	0
DILUTIVE EPS	$ 0.77	$ 0.67	$ 1.48	$ 1.05

Earnings Per Share Antidilutive

Earnings Per Share Antidilutive Securities excluded from the Computaion of Earnings Per Share (Details) - shares	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Stock Options or Restricted Stock [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	0	0
Employee Stock Option [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount			3,626	0
Performance-based Restricted Shares [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	0	0
Performance Shares [Member]
Stock Option [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount			0	0

Stock Based Compensation (Award

Stock Based Compensation (Awards of Restricted Stock) (Details)	6 Months Ended
	Jun. 30, 2016$ / sharesshares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	20,450
Grant Date Fair Value Per Share | $ / shares	$ 41.96
2/11/2016 | 2005 Employee Stock Plan | Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	51,475
Grant Date Fair Value Per Share | $ / shares	$ 41.96
Vesting Period	Ratably over 5 years from grant date
3/1/2016 | 2005 Employee Stock Plan | Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	600
Grant Date Fair Value Per Share | $ / shares	$ 44.37
Vesting Period	Ratably over 5 years from grant date
5/24/2016 | 2010 NonEmployee Director Stock Plan | Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Shares Granted | shares	8,700
Grant Date Fair Value Per Share | $ / shares	$ 48.34
Vesting Period	Once at end of 5 years from grant date

Stock Based Compensation Perfor

Stock Based Compensation Performance-based Restricted Stock Textual (Details)	6 Months Ended
	Jun. 30, 2016$ / sharesshares
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Share-based Compensation Arrangement by Share-based Payment Award, Non-Option Equity Instruments, Granted | shares	20,450
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares	$ 41.96

Stock Based Compensation Stock

Stock Based Compensation Stock Based Compensation Option Awards Granted (Details) - 2/20/2016 - 2010 Nonemployee Director Stock Plan [Member] - Employee Stock Option [Member]	6 Months Ended
	Jun. 30, 2016$ / sharesshares
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Gross | shares	5,000
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period	22 months
Share-based Compensation Arrangement by Share-based Payment Award, Expiration Date	Feb. 20, 2026
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Volatility Rate	32.44%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Term	5 years 6 months
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Expected Dividend Rate	2.28%
Share-based Compensation Arrangement by Share-based Payment Award, Fair Value Assumptions, Risk Free Interest Rate	1.29%
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Weighted Average Grant Date Fair Value | $ / shares	$ 10.59

Repurchase Agreements Repurch61

Repurchase Agreements Repurchase Agreements (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	$ 139,716	$ 133,958
U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	10,380	10,157
Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	67,271	69,142
Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	62,065	54,659
Maturity Overnight [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	139,716	133,958
Maturity Overnight [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	10,380	10,157
Maturity Overnight [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	67,271	69,142
Maturity Overnight [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	62,065	54,659
Maturity Less than 30 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Less than 30 Days [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Less than 30 Days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Less than 30 Days [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity 30 to 90 Days [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member] | U.S. Government agency securities
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member] | Mortgage-backed Securities, Issued by US Government Sponsored Enterprises [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	0	0
Maturity Greater than 90 Days [Member] | Collateralized Debt Obligations [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Assets Sold under Agreements to Repurchase, Repurchase Liability	$ 0	$ 0

Derivatives and Hedging Activ62

Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 125,000,000		$ 125,000,000		$ 75,000,000
Fair Value		(3,188,000)		(3,188,000)		(3,273,000)
Amortization Of Deferred Hedge Gains Losses		61,000	$ 61,000	122,000	$ 61,000
Change in Fair Value on Loans Held for Sale		(41,000)	$ 157,000	13,000	$ 184,000
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		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Feb. 16, 2006		Feb. 16, 2006
Effective Date				Dec. 28, 2006		Dec. 28, 2006
Maturity Date				Dec. 28, 2016		Dec. 28, 2016
Current Rate Received		0.65%		0.65%		0.51%
Pay Fixed Swap Rate		5.04%		5.04%		5.04%
Fair Value		$ (547,000)		$ (547,000)		$ (1,054,000)
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		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Feb. 16, 2006		Feb. 16, 2006
Effective Date				Dec. 28, 2006		Dec. 28, 2006
Maturity Date				Dec. 28, 2016		Dec. 28, 2016
Current Rate Received		0.65%		0.65%		0.51%
Pay Fixed Swap Rate		5.04%		5.04%		5.04%
Fair Value		$ (547,000)		$ (547,000)		$ (1,055,000)
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		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Dec. 9, 2008		Dec. 9, 2008
Effective Date				Dec. 10, 2008		Dec. 10, 2008
Maturity Date				Dec. 10, 2018		Dec. 10, 2018
Current Rate Received		0.66%		0.66%		0.49%
Pay Fixed Swap Rate		2.94%		2.94%		2.94%
Fair Value		$ (1,345,000)		$ (1,345,000)		$ (1,164,000)
Positions Three [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR
Trade Date				Apr. 1, 2016
Effective Date				Jan. 17, 2017
Maturity Date				Dec. 15, 2021
Current Rate Received		0.00%		0.00%
Pay Fixed Swap Rate		1.36%		1.36%
Fair Value		$ (375,000)		$ (375,000)
Position Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR
Trade Date				Apr. 1, 2016
Effective Date				Jan. 17, 2017
Maturity Date				Dec. 15, 2021
Current Rate Received		0.00%		0.00%
Pay Fixed Swap Rate		1.36%		1.36%
Fair Value		$ (374,000)		$ (374,000)
[1]	(1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016.

Derivatives and Hedging Activ63

Derivatives and Hedging Activities (Customer Related Derivative Positions - Not Designated as Hedges) (Details) $ in Thousands	Jun. 30, 2016USD ($)position	Dec. 31, 2015USD ($)position
Summary of customer related derivative positions, not designated as hedging
Total	$ 125,000	$ 75,000
Derivative Asset, Fair Value, Gross Asset	47,582	23,072
Fair Value	(3,188)	(3,273)
Loan level swaps
Summary of customer related derivative positions, not designated as hedging
Derivative Asset, Fair Value, Gross Asset	46,820	22,470
Foreign exchange contracts
Summary of customer related derivative positions, not designated as hedging
Derivative Asset, Fair Value, Gross Asset	$ 762	$ 602
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 | position	194	171
Less than 1 year	$ 25,764	$ 37,732
Less than 2 years	36,089	34,424
Less than 3 years	61,431	29,629
Less than 4 years	77,242	77,041
Thereafter	555,329	488,110
Total	755,855	666,936
Fair Value	$ 46,820	$ 22,467
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 | position	179	165
Less than 1 year	$ 25,764	$ 37,732
Less than 2 years	36,089	34,424
Less than 3 years	61,431	29,629
Less than 4 years	77,242	77,041
Thereafter	555,329	488,110
Total	755,855	666,936
Fair Value	$ (46,723)	$ (22,462)
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 | position	32	21
Less than 1 year	$ 54,095	$ 38,416
Total	54,095	38,416
Fair Value	$ 87	$ (354)
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 | position	32	21
Less than 1 year	$ 54,095	$ 38,416
Total	54,095	38,416
Fair Value	$ (72)	$ 382

Derivatives and Hedging Activ64

Derivatives and Hedging Activities (FV of Derivative Financial Instruments and Classification on Balance Sheet) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 47,582	$ 23,072
Liability Derivatives	190,374	160,270
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Asset, at Fair Value	48,118	23,305
Derivative Asset, Fair Value, Gross Asset	48,118	23,305
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative Instruments Not Designated as Hedging Instruments, Liability, at Fair Value	47,470	23,040
Liability Derivatives	50,658	26,313
Interest rate swaps [Member]
Derivatives, Fair Value [Line Items]
Liability Derivatives	3,188	3,273
Interest rate swaps [Member] | Derivatives designated as hedges [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Interest Rate Derivative Liabilities, at Fair Value		3,273
Loan level swaps [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	46,820	22,470
Liability Derivatives	46,723	22,465
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		22,470
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		22,465
Foreign exchange contracts
Derivatives, Fair Value [Line Items]
Derivative Asset, Fair Value, Gross Asset	762	602
Liability Derivatives	747	574
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		602
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		574
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	206	233
Derivative Instrument Not Designated as a Hedge, Forward Sales Agreements, Asset at Fair Value	330	0
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 Sales Agreements, Liabilities at Fair Value	$ 0	$ 1

Derivatives and Hedging Activ65

Derivatives and Hedging Activities (Derivative Financial Instruments included in OCI and Current Earnings) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) in OCI on derivatives (effective portion), net of tax	$ (522)	$ (39)	$ (790)	$ (375)
Derivatives designated as hedges [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) in OCI on derivatives (effective portion), net of tax	(144)	382	(21)	464
Loss reclassified from OCI into interest expense (effective portion)	(640)	(709)	(1,301)	(1,415)
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	213	(336)	383	(141)
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	41	(4)	113	17
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)	(33)	(34)	(51)
Total | Not Designated as Hedging Instrument
Derivative Instruments, Gain (Loss) [Line Items]
Mortgage banking income	$ 190	$ (299)	$ 304	$ (107)

Derivatives and Hedging Activ66

Derivatives and Hedging Activities (Textual) (Details) - USD ($)	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Debt Instrument, Face Amount	$ 50,000,000		$ 50,000,000
Exposure to Institutional Counterparties	0		0		$ 272,000
Amortization Of Deferred Hedge Gains Losses	61,000	$ 61,000	$ 122,000	$ 61,000
Maximum length of time Company is currently hedging its exposure			5 years
Interest expense from OCI, related to cash flow hedges before tax			$ 1,600,000
Notional amount of fair value hedged derivative	0		0
Customer related positions	47,500,000		47,500,000		23,200,000
Change in Fair Value on Loans Held for Sale	(41,000)	$ 157,000	13,000	$ 184,000
Derivative, Notional Amount	$ 125,000,000		$ 125,000,000		$ 75,000,000

Assets & Liability Derivative P

Assets & Liability Derivative Positions & the Potential Effect of Netting Arrangements - Current Quarter (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	$ 47,582	$ 23,072
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	47,582	23,072
Derivative, Collateral, Obligation to Return Securities	0	2
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	47,582	23,070
Derivative Liability, Fair Value, Gross Liability	190,374	160,270
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	190,374	160,270
Derivative, Collateral, Right to Reclaim Securities	0	2
Derivative, Collateral, Right to Reclaim Cash	189,627	159,692
Derivative Liability, Fair Value, Amount Offset Against Collateral	747	576
Interest rate swaps
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	3,188	3,273
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	3,188	3,273
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	3,188	3,273
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Loan level swaps
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	46,820	22,470
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	46,820	22,470
Derivative, Collateral, Obligation to Return Securities	0	2
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	46,820	22,468
Derivative Liability, Fair Value, Gross Liability	46,723	22,465
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	46,723	22,465
Derivative, Collateral, Right to Reclaim Securities	0	2
Derivative, Collateral, Right to Reclaim Cash	46,723	22,461
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	2
Customer foreign exchange contracts
Offsetting Liabilities [Line Items]
Derivative Asset, Fair Value, Gross Asset	762	602
Derivative Asset, Collateral, Obligation to Return Cash, Offset	0	0
Derivative Asset	762	602
Derivative, Collateral, Obligation to Return Securities	0	0
Derivative, Collateral, Obligation to Return Cash	0	0
Derivative Asset, Fair Value, Amount Offset Against Collateral	762	602
Derivative Liability, Fair Value, Gross Liability	747	574
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	747	574
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	0	0
Derivative Liability, Fair Value, Amount Offset Against Collateral	747	574
Customer repurchase agreements and other short-term borrowings(c)
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	139,716	133,958
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative Liability	139,716	133,958
Derivative, Collateral, Right to Reclaim Securities	0	0
Derivative, Collateral, Right to Reclaim Cash	139,716	133,958
Derivative Liability, Fair Value, Amount Offset Against Collateral	0	0
Other Liabilities [Member]
Offsetting Liabilities [Line Items]
Derivative Liability, Fair Value, Gross Liability	$ 50,658	$ 26,313

Fair Value Measurements (Detail

Fair Value Measurements (Details) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
ASSETS
Trading Securities	$ 799,000	$ 356,000
Securities - available for sale	389,824,000	367,249,000
Loans held for sale	12,927,000	5,990,000
Derivative Asset, Fair Value, Gross Asset	47,582,000	23,072,000
Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	401,010,000	370,587,000
Recurring fair value measurements | Trading Securities [Member]
ASSETS
Trading Securities	799,000	356,000
Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	27,941,000	30,215,000
Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	194,448,000	210,937,000
Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	103,970,000	63,584,000
Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	4,396,000	4,659,000
Recurring fair value measurements | Single issuer trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	2,264,000	2,792,000
Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	1,506,000	1,572,000
Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	40,464,000	40,449,000
Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	14,835,000	13,041,000
Recurring fair value measurements | Loans held for sale
ASSETS
Loans held for sale	12,927,000	5,990,000
Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	48,118,000	23,305,000
Recurring fair value measurements | Derivative instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	50,658,000	26,313,000
Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	7,051,000	6,757,000
Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	5,206,000	4,598,000
Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	1,845,000	2,159,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	15,634,000	13,397,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Trading Securities [Member]
ASSETS
Trading Securities	799,000	356,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale		0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	0	0
Quoted Prices in Active Markets for Identical Assets (Level 1) | Recurring fair value measurements | Equity securities
ASSETS
Securities - available for sale	14,835,000	13,041,000
Quoted Prices in Active Markets for Identical Assets (Level 1) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	0	0
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	383,870,000	355,618,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | U.S. Government agency securities
ASSETS
Securities - available for sale	27,941,000	30,215,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency mortgage-backed securities
ASSETS
Securities - available for sale	194,448,000	210,937,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Agency collateralized mortgage obligations
ASSETS
Securities - available for sale	103,970,000	63,584,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Municipal Bonds [Member]
ASSETS
Securities - available for sale	4,396,000	4,659,000
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	2,264,000	2,792,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	40,464,000	40,449,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Loans held for sale
ASSETS
Securities - available for sale	12,927,000	5,990,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative Financial Instruments, Assets [Member]
ASSETS
Derivative Asset, Fair Value, Gross Asset	48,118,000	23,305,000
Significant Other Observable Inputs (Level 2) | Recurring fair value measurements | Derivative instruments
LIABILITIES
Liabilities, Fair Value Disclosure, Recurring	50,658,000	26,313,000
Significant Other Observable Inputs (Level 2) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	0	0
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements
LIABILITIES
TOTAL RECURRING FAIR VALUE MEASUREMENTS	1,506,000	1,572,000
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 | Municipal Bonds [Member]
ASSETS
Securities - available for sale		0
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | Pooled trust preferred securities issued by banks and insurers
ASSETS
Securities - available for sale	1,506,000	1,572,000
Significant Unobservable Inputs (Level 3) | Recurring fair value measurements | Small Business Administration Pooled Securities [Member]
ASSETS
Securities - available for sale	0	0
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements
LIABILITIES
TOTAL NONRECURRING FAIR VALUE MEASUREMENTS	7,051,000	6,757,000
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Collateral dependent impaired loans
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	5,206,000	4,598,000
Significant Unobservable Inputs (Level 3) | Nonrecurring fair value measurements | Other real estate owned and other foreclosed assets
ASSETS
Assets, Fair Value Disclosure, Nonrecurring	$ 1,845,000	$ 2,159,000

Fair Value Measurements (Deta69

Fair Value Measurements (Details 1) - Pooled trust preferred securities - Significant Unobservable Inputs (Level 3) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended	12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Dec. 31, 2015
Reconciliation for all assets and liabilities measured at fair value on a recurring basis
Beginning Balance	$ 1,500	$ 6,272	$ 1,572	$ 6,321
Included in Other Comprehensive Income	13	12	(58)	8
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset, Sales	0	(4,679)	0	(4,679)
Settlements	(7)	(10)	(8)	(55)
Ending Balance	$ 1,506	$ 1,595	$ 1,506	$ 1,572

Fair Value Measurements (Deta70

Fair Value Measurements (Details 2) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Investments in securities that are classified as level 3
Available-for-sale Securities	$ 389,824	$ 367,249
Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) | Weighted Average [Member]
Investments in securities that are classified as level 3
Cumulative Prepayment	2.60%	2.70%
Cumulative Default	14.20%	15.10%
Loss Given Default	93.90%	94.20%
Cure Given Default	65.20%	62.30%
Pooled trust preferred securities | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Available-for-sale Securities	$ 1,506	$ 1,572
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	5.00%	5.00%
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	63.00%	64.00%
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	$ 5,206	$ 4,598
Other real estate owned and other foreclosed assets | Significant Unobservable Inputs (Level 3)
Investments in securities that are classified as level 3
Fair Value	$ 1,845	$ 2,159

Fair Value Measurements (Deta71

Fair Value Measurements (Details 3) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
ASSETS
Held-to-maturity Securities	$ 438,656	$ 477,507
Held to Maturity, Fair Value, Total	451,920	478,749
Loans, net of allowance for loan losses(b)	5,616,526	5,491,896
LIABILITIES
Federal Home Loan Bank borrowings(c)	50,833	102,080
Customer Repurchase Agreements and other short-term borrowings	139,716	133,958
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,207	73,306
Subordinated Debt	34,612	34,589
Time certificates of deposits(c)
LIABILITIES
Time certificates of deposits(c)	644,075	684,830
Accrued Liabilities, Fair Value Disclosure	646,742	684,370
Federal Home Loan Bank borrowings(c)
LIABILITIES
Federal Home Loan Bank borrowings(c)	50,833	102,080
Accrued Liabilities, Fair Value Disclosure	51,347	102,396
Customer repurchase agreements and other short-term borrowings(c)
LIABILITIES
Customer Repurchase Agreements and other short-term borrowings	139,716	133,958
Accrued Liabilities, Fair Value Disclosure	139,716	133,958
Wholesale repurchase agreements(c)
LIABILITIES
Wholesale Repurchase Agreements		0
Junior subordinated debentures(d)
LIABILITIES
Junior Subordinated Debenture Owed to Unconsolidated Subsidiary Trust	73,207	73,306
Accrued Liabilities, Fair Value Disclosure	75,185	73,871
Subordinated debentures(c)
LIABILITIES
Subordinated Debt	34,612	34,589
Accrued Liabilities, Fair Value Disclosure	35,534	34,370
Significant Other Observable Inputs (Level 2) | Time certificates of deposits(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	646,742	684,370
Significant Other Observable Inputs (Level 2) | Federal Home Loan Bank borrowings(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	51,347	102,396
Significant Other Observable Inputs (Level 2) | Junior subordinated debentures(d)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	75,185	73,871
Significant Unobservable Inputs (Level 3) | Customer repurchase agreements and other short-term borrowings(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	139,716	133,958
Significant Unobservable Inputs (Level 3) | Subordinated debentures(c)
LIABILITIES
Accrued Liabilities, Fair Value Disclosure	35,534	34,370
U.S. Treasury securities
ASSETS
Held-to-maturity Securities	1,008	1,009
Held to Maturity, Fair Value, Total	1,100	1,064
U.S. Treasury securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,100	1,064
Agency mortgage-backed securities
ASSETS
Held-to-maturity Securities	155,468	167,134
Held to Maturity, Fair Value, Total	162,442	170,375
Agency mortgage-backed securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	162,442	170,375
Agency collateralized mortgage obligations
ASSETS
Held-to-maturity Securities	247,313	267,348
Held to Maturity, Fair Value, Total	252,183	264,891
Agency collateralized mortgage obligations | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	252,183	264,891
State, county, and municipal securities
ASSETS
Held-to-maturity Securities		225
Held to Maturity, Fair Value, Total		227
State, county, and municipal securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total		227
Single issuer trust preferred securities issued by banks
ASSETS
Held-to-maturity Securities	1,500	1,500
Held to Maturity, Fair Value, Total	1,546	1,522
Single issuer trust preferred securities issued by banks | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	1,546	1,522
Small Business Administration Pooled Securities [Member]
ASSETS
Held-to-maturity Securities	33,367	35,291
Held to Maturity, Fair Value, Total	34,649	35,664
Small Business Administration Pooled Securities [Member] | Quoted Prices in Active Markets for Identical Assets (Level 1)
ASSETS
Held to Maturity, Fair Value, Total	0	0
Small Business Administration Pooled Securities [Member] | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total	34,649	35,664
Small Business Administration Pooled Securities [Member] | Significant Unobservable Inputs (Level 3)
ASSETS
Held to Maturity, Fair Value, Total	0	0
Corporate debt securities
ASSETS
Held-to-maturity Securities		5,000
Held to Maturity, Fair Value, Total		5,006
Corporate debt securities | Significant Other Observable Inputs (Level 2)
ASSETS
Held to Maturity, Fair Value, Total		5,006
Loans, net of allowance for loan losses(b)
ASSETS
Loans, net of allowance for loan losses(b)	5,611,320	5,487,298
Loans Receivable, Fair Value Disclosure	5,570,940	5,417,425
Loans, net of allowance for loan losses(b) | Significant Unobservable Inputs (Level 3)
ASSETS
Loans Receivable, Fair Value Disclosure	$ 5,570,940	$ 5,417,425

Comprehensive Income_Loss (Comp

Comprehensive Income/Loss (Comprehensive Income/(Loss) Presented Net of Taxes) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
COMPREHENSIVE INCOME
Change in fair value of securities available for sale, pre tax amount	$ 3,016	$ (3,910)	$ 9,666	$ (1,369)
Change in fair value of securities available for sale, tax (expense) benefit	(1,161)	1,496	(3,747)	516
Change in fair value of securities available for sale, after tax amount	1,855	(2,414)	5,919	(853)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, before Tax	2	(315)	(27)	(315)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, Tax	(1)	129	11	129
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI for Sale and Write-down of Securities, Net of Tax	1	(186)	(16)	(186)
Change in fair value of securities available for sale, pre tax amount	3,014	(3,595)	9,693	(1,054)
Change in fair value of securities available for sale, tax (expense) benefit	(1,160)	1,367	(3,758)	387
Change in fair value of securities available for sale, after tax amount	1,854	(2,228)	5,935	(667)
Change in fair value of cash flow hedges, pre tax amount	(882)	(36)	(1,338)	(603)
Change in fair value of cash flow hedges, tax (expense) benefit	360	(3)	548	228
Change in fair value of cash flow hedges, after tax amount	(522)	(39)	(790)	(375)
Less: net cash flow hedge losses reclassified into interest on borrowings expense, pre tax amount	(640)	(709)	(1,301)	(1,415)
Less: net cash flow hedge losses reclassified into earnings, tax (expense) benefit	262	288	532	576
Less: net cash flow hedge losses reclassified into interest on borrowings expense, after tax	(378)	(421)	(769)	(839)
Net change in fair value of cash flow hedges, pre tax amount	(242)	673	(37)	812
Net change in fair value of cash flow hedges, tax (expense) benefit	98	(291)	16	(348)
Net change in fair value of cash flow hedges	(144)	382	(21)	464
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, before Tax	(28)	43	(56)	87
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Tax	11	(32)	22	(50)
Other Comprehensive Income (Loss), Pension and Other Postretirement Benefit Plans, Net Unamortized Gain (Loss) Arising During Period, Net of Tax	(17)	11	(34)	37
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), before Tax	(61)	(60)	(122)	(121)
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Tax	25	24	50	49
Other Comprehensive Income (Loss), Reclassification Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Gain (Loss), Net of Tax	(36)	(36)	(72)	(72)
Amortization of certain costs included in net periodic retirement costs, pre tax amount	(69)	(128)	(138)	(152)
Amortization of certain costs included in net periodic retirement costs, tax (expense) benefit	27	52	55	62
Other Comprehensive (Income) Loss, Amortization Adjustment from AOCI, Pension and Other Postretirement Benefit Plans, for Net Prior Service Cost (Credit), Net of Tax	42	76	83	90
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, before Tax	102	231	204	360
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Tax	(41)	(108)	(83)	(161)
Other Comprehensive (Income) Loss, Pension and Other Postretirement Benefit Plans, Adjustment, Net of Tax	61	123	121	199
Total other comprehensive income, pre tax amount	2,874	(2,691)	9,860	118
Total other comprehensive income, tax (expense) benefit	(1,103)	968	(3,825)	(122)
Total other comprehensive income, after tax amount	$ 1,771	$ (1,723)	$ 6,035	$ (4)

Comprehensive Income_Loss (Co73

Comprehensive Income/Loss (Comprised of the following Components) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			$ (2,452)	$ (2,132)
Net change in other comprehensive income (loss)	$ 1,771	$ (1,723)	6,035	(4)
Ending Balance	3,583	(2,136)	3,583	(2,136)
Unrealized Gain on Securities
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			1,306	3,389
Net change in other comprehensive income (loss)			5,935	(667)
Ending Balance	7,241	2,722	7,241	2,722
Unrealized Loss on Cash Flow Hedge
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			(1,955)	(3,298)
Net change in other comprehensive income (loss)			53	536
Ending Balance	(1,902)	(2,762)	(1,902)	(2,762)
Deferred Gain on Hedge Transactions
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			427	571
Net change in other comprehensive income (loss)			(74)	(72)
Ending Balance	353	499	353	499
Defined Benefit Postretirement Plans
Accumulated Other Comprehensive Income (Loss) [Line Items]
Beginning Balance			(2,230)	(2,794)
Net change in other comprehensive income (loss)			121	199
Ending Balance	$ (2,109)	$ (2,595)	$ (2,109)	$ (2,595)

Comprehensive Income_Loss (Deta

Comprehensive Income/Loss (Details Textual) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Dec. 31, 2013
Equity [Abstract]
Gain on interest rate swaps	$ 353	$ 499	$ 1,400

Commitments and contingencies F

Commitments and contingencies Financial Instruments with Off-Balance Sheet Risk (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
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	$ 2,254,228	$ 2,091,170
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	19,301	17,962
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	$ 123	$ 72

Commitments and contingencies T

Commitments and contingencies Textual (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended	12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Dec. 31, 2015
Other Commitments [Line Items]
Operating Leases, Rent Expense	$ 2.1	$ 2	$ 4.3	$ 3.9
Cash Reserve Deposit Required and Made	$ 27.2		$ 27.2	$ 21.7
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

Investments is Low Income Hou77

Investments is Low Income Housing Tax Credits Investments in Qualified Affordable Housing Projects (Details) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Investments in Affordable Housing Projects [Abstract]
Original investment value	$ 42,379	$ 42,199
Amortization Method Qualified Affordable Housing Project Investments	36,513	38,151
Capital commitment relating to low income housing project investments	10,356	14,607
Tax credits and benefits (1)	5,357	3,632
Amortization of investments (2)	3,672	2,450
Net income tax benefit (3)	$ 1,685	$ 1,182