Webster Financial (WBS) 10-Q7 May 142014 Q1 Quarterly reportFinancial data

Company Profile

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
Document and Entity Information	Mar. 31, 2014	Apr. 30, 2014
Document Documentand Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	31-Mar-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Trading Symbol	'WBS	'
Entity Registrant Name	'WEBSTER FINANCIAL CORP	'
Entity Central Index Key	'0000801337	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Large Accelerated Filer	'
Entity Common Stock, Shares Outstanding	'	90,316,763

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Assets:	'		'
Cash and due from banks	$251,886		$223,616
Interest-bearing deposits	29,893		23,674
Securities available for sale, at fair value	3,008,856		3,106,931
Securities held-to-maturity (fair value of $3,478,433 and $3,370,912)	3,448,195		3,358,721
Federal Home Loan Bank and Federal Reserve Bank stock, at cost	166,133		158,878
Loans held for sale	14,631		20,802
Loans and leases	12,994,742	[1]	12,699,776	[1]
Allowance for loan and lease losses	-153,600		-152,573
Loans and leases, net	12,841,142		12,547,203
Deferred tax asset, net	55,316		65,109
Premises and equipment, net	121,473		121,605
Goodwill	529,887		529,887
Other intangible assets, net	4,183		5,351
Cash surrender value of life insurance policies	433,793		430,535
Accrued interest receivable and other assets	270,357		260,687
Total assets	21,175,745		20,852,999
Liabilities and shareholders' equity:	'		'
Non-interest-bearing	3,028,625		3,128,152
Interest-bearing	12,011,364		11,726,268
Total deposits	15,039,989		14,854,420
Securities sold under agreements to repurchase and other borrowings	1,147,882		1,331,662
Federal Home Loan Bank advances	2,203,606		2,052,421
Long-term debt	376,412		228,365
Accrued expenses and other liabilities	168,227		176,943
Total liabilities	18,936,116		18,643,811
Shareholdersâ€™ equity:	'		'
Common stock, $.01 par value; Authorized - 200,000,000 shares Issued - 93,373,197 and 90,366,673 shares	934		934
Paid-in capital	1,126,875		1,125,584
Retained earnings	1,114,088		1,080,488
Less: Treasury stock, at cost (3,575,423 and 3,407,256 shares)	-110,226		-100,918
Accumulated other comprehensive loss	-43,691		-48,549
Total shareholders' equity	2,239,629		2,209,188
Total liabilities and shareholders' equity	21,175,745		20,852,999
Series A Preferred Stock [Member]	'		'
Shareholdersâ€™ equity:	'		'
Preferred stock, $.01 par value; Authorized - 3,000,000 shares:	28,939		28,939
Series E Preferred Stock [Member]	'		'
Shareholdersâ€™ equity:	'		'
Preferred stock, $.01 par value; Authorized - 3,000,000 shares:	$122,710		$122,710

[1]	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively.

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Parenthetical) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Securities held-to-maturity ,fair value	$3,478,433	$3,370,912
Preferred stock, par value	$0.01	$0.01
Preferred stock, shares authorized	3,000,000	3,000,000
Common stock par value	$0.01	$0.01
Common stock, shares authorized	200,000,000	200,000,000
Common stock, shares issued	93,373,197	90,366,673
Treasury stock ,shares	3,575,423	3,407,256
Series A Preferred Stock [Member]	'	'
Preferred stock, shares issued	28,939	28,939
Preferred stock, shares outstanding	28,939	28,939
Series E Preferred Stock [Member]	'	'
Preferred stock, shares issued	5,060	5,060
Preferred stock, shares outstanding	5,060	5,060

Condensed_Consolidated_Stateme

Condensed Consolidated Statements of Income (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Interest Income:	'	'
Interest and fees on loans and leases	$124,010	$120,692
Taxable interest and dividends on securities	48,396	42,626
Income related to tax exempt securities	5,196	6,128
Loans held for sale	177	637
Total interest income	177,779	170,083
Interest Expense:	'	'
Deposits	10,644	12,850
Securities sold under agreements to repurchase and other borrowings	5,205	5,055
Federal Home Loan Bank advances	3,847	4,539
Long-term debt	2,782	1,843
Total interest expense	22,478	24,287
Net interest income	155,301	145,796
Provision for loan and lease losses	9,000	7,500
Net interest income after provision for loan and lease losses	146,301	138,296
Non-interest Income:	'	'
Deposit service fees	24,712	23,994
Loan related fees	4,482	4,585
Wealth and investment services	8,838	7,766
Mortgage banking activities	775	7,031
Increase in cash surrender value of life insurance policies	3,258	3,384
Net gain on sale of investment securities	4,336	106
Impairment loss recognized in earnings	-88	0
Other income	3,515	1,412
Total non-interest income	49,828	48,278
Non-interest Expense:	'	'
Compensation and benefits	66,371	66,050
Occupancy	12,759	12,879
Technology and equipment	15,010	15,353
Intangible assets amortization	1,168	1,242
Marketing	3,180	4,811
Professional and outside services	2,702	2,150
Deposit insurance	5,311	5,174
Other expense	18,116	17,876
Total non-interest expense	124,617	125,535
Income before income tax expense	71,512	61,039
Income tax expense	21,089	18,922
Net income	50,423	42,117
Preferred stock dividends	-2,639	-2,886
Net income available to common shareholders	$47,784	$39,231
Net income per common share:	'	'
Basic (in dollars per share)	$0.53	$0.46
Diluted (in dollars per share)	$0.53	$0.44

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Statement of Comprehensive Income [Abstract]	'	'
Net income	$50,423	$42,117
Other comprehensive income, net of tax	4,858	1,355
Comprehensive income	$55,281	$43,472

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Shareholders' Equity (USD $)	Total	Series A Preferred Stock [Member]	Series E Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Paid-In Capital [Member]	Retained Earnings [Member]	Retained Earnings [Member]	Retained Earnings [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Loss [Member]
In Thousands, unless otherwise specified	Total	Series A Preferred Stock [Member]	Series E Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Paid-In Capital [Member]	Retained Earnings [Member]	Series A Preferred Stock [Member]	Series E Preferred Stock [Member]	Treasury Stock [Member]	Accumulated Other Comprehensive Loss [Member]
Beginning Balance at Dec. 31, 2012	$2,093,530	'	'	$151,649	$907	$1,145,620	$1,000,427	'	'	($172,807)	($32,266)
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'	'	'	'
Net income	42,117	'	'	'	'	'	42,117	'	'	'	'
Other comprehensive income, net of tax	1,355	'	'	'	'	'	'	'	'	'	1,355
Dividends paid on common stock of $0.15 and $0.10 per share during 3 months ended March31, 2014 and 2013, respectively	-8,504	'	'	'	'	'	-8,504	'	'	'	'
Dividends paid on preferred stock $21.75 per share on Series A for both 3 months ended March 31, 2014 and 2013 and $400.00 and $448.89 per share on Series E for 3 months ended March 31, 2014 and 2013, respectively	-2,886	-615	-2,271	'	'	'	'	-615	-2,271	'	'
Common stock warrants repurchased	-30	'	'	'	'	-30	'	'	'	'	'
Shares acquired related to employee share-based compensation plans	-92	'	'	'	'	'	'	'	'	-92	'
Stock-based compensation, net of tax	2,497	'	'	'	'	829	-1,010	'	'	2,678	'
Issuance of common stock	144	'	'	'	26	-21,324	-36,255	'	'	57,697	'
Ending Balance at Mar. 31, 2013	2,128,131	'	'	151,649	933	1,125,095	993,889	'	'	-112,524	-30,911
Beginning Balance at Dec. 31, 2013	2,209,188	'	'	151,649	934	1,125,584	1,080,488	'	'	-100,918	-48,549
Increase (Decrease) in Stockholders' Equity [Roll Forward]	'	'	'	'	'	'	'	'	'	'	'
Net income	50,423	'	'	'	'	'	50,423	'	'	'	'
Other comprehensive income, net of tax	4,858	'	'	'	'	'	'	'	'	'	4,858
Dividends paid on common stock of $0.15 and $0.10 per share during 3 months ended March31, 2014 and 2013, respectively	-13,493	'	'	'	'	'	-13,493	'	'	'	'
Dividends paid on preferred stock $21.75 per share on Series A for both 3 months ended March 31, 2014 and 2013 and $400.00 and $448.89 per share on Series E for 3 months ended March 31, 2014 and 2013, respectively	-2,639	-615	-2,024	'	'	'	'	-615	-2,024	'	'
Repurchase of common stock	-10,067	'	'	'	'	'	'	'	'	-10,067	'
Shares acquired related to employee share-based compensation plans	-2,098	'	'	'	'	'	'	'	'	-2,098	'
Stock-based compensation, net of tax	3,259	'	'	'	'	1,093	-691	'	'	2,857	'
Issuance of common stock	198	'	'	'	'	198	'	'	'	'	'
Ending Balance at Mar. 31, 2014	$2,239,629	'	'	$151,649	$934	$1,126,875	$1,114,088	'	'	($110,226)	($43,691)

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Shareholders' Equity (Parenthetical) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013
Dividends declared on common stock (in dollars per share)	$0.15	$0.10
Series A Preferred Stock [Member]	'	'
Dividends declared on preferred stock (in dollars per share)	$21.75	$21.75
Series E Preferred Stock [Member]	'	'
Dividends declared on preferred stock (in dollars per share)	$400	$448.89

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Operating Activities:	'	'
Net income	$50,423	$42,117
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Provision for loan and lease losses	9,000	7,500
Deferred tax expense	7,423	12,256
Depreciation and amortization	8,418	9,283
Amortization of earning assets and funding premium/discount, net	11,606	17,544
Stock-based compensation	2,773	2,473
Excess tax benefits from stock-based compensation	-507	-20
Gain on sale, net of write-down, on foreclosed and repossessed assets	-260	-284
Loss on sale, net of write-down, on premises and equipment	58	83
Impairment loss recognized in earnings	88	0
(Gain) loss on fair value adjustment of alternative investments	-18	264
Loss (gain) on fair value adjustment of derivative instruments	275	-52
Net gain on the sale of investment securities	-4,336	-106
Increase in cash surrender value of life insurance policies	-3,258	-3,384
Gain from life insurance policies	0	-653
Gain on sale of loans held for sale	-775	-7,031
Proceeds from sale of loans held for sale	65,643	244,386
Originations of loans held for sale	-58,560	-228,984
Net (increase) decrease in accrued interest receivable and other assets	-17,328	2,986
Net decrease in accrued expenses and other liabilities	-8,726	-32,575
Net cash provided by operating activities	61,939	65,803
Investing Activities:	'	'
Net (increase) decrease in interest-bearing deposits	-6,219	46,853
Purchases of available for sale securities	-9,908	-482,860
Proceeds from maturities and principal payments of available for sale securities	96,983	216,013
Proceeds from sales of available for sale securities	21,695	11,771
Purchases of held-to-maturity securities	-225,839	-215,783
Proceeds from maturities and principal payments of held-to-maturity securities	131,364	207,321
Net purchase of Federal Home Loan Bank stock	-7,255	-3,248
Net (increase) decrease in loans	-304,732	6,836
Proceeds from life insurance policies	0	1,768
Proceeds from the sale of foreclosed properties and repossessed assets	2,824	1,748
Proceeds from the sale of premises and equipment	0	226
Purchases of premises and equipment	-7,970	-1,758
Net cash used for investing activities	-309,057	-211,113
Financing Activities:	'	'
Net increase in deposits	185,569	93,047
Proceeds from Federal Home Loan Bank advances	1,401,234	900,000
Repayments of Federal Home Loan Bank advances	-1,250,043	-825,043
Net decrease in securities sold under agreements to repurchase and other borrowings	-183,780	-42,393
Issuance of long-term debt	150,000	0
Repayment of long-term debt	0	-102,579
Cash dividends paid to common shareholders	-13,493	-8,504
Cash dividends paid to preferred shareholders	-2,639	-2,886
Excess tax benefits from stock-based compensation	507	20
Issuance of common stock	198	144
Repurchases of common stock	-10,067	0
Shares acquired related to employee share-based compensation plans	-2,098	-92
Common stock warrants repurchased	0	-30
Net cash provided by financing activities	275,388	11,684
Net increase (decrease) in cash and due from banks	28,270	-133,626
Cash and due from banks at beginning of period	223,616	252,283
Cash and due from banks at end of period	251,886	118,657
Supplemental disclosure of cash flow information:	'	'
Interest paid	19,419	23,828
Income taxes paid	9,764	6,929
Noncash investing and financing activities:	'	'
Transfer of loans and leases, net to foreclosed properties and repossessed assets	$1,661	$2,627

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
Summary of Significant Accounting Policies	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Summary of Significant Accounting Policies	'
	Summary of Significant Accounting Policies
	Nature of Operations. Webster Financial Corporation (collectively, with its consolidated subsidiaries, “Webster” or the “Company”), is a financial holding company under the Bank Holding Company Act of 1956, as amended, headquartered in Waterbury, Connecticut and incorporated under the laws of Delaware in 1986. At March 31, 2014, Webster Financial Corporation's principal asset was all of the outstanding capital stock of Webster Bank, National Association ("Webster Bank").
	Webster, through Webster Bank and various non-banking financial services subsidiaries, delivers financial services to individuals, families and businesses throughout southern New England and into Westchester County, New York. Webster provides business and consumer banking, mortgage lending, financial planning, trust and investment services through banking offices, ATMs, telephone banking, mobile banking and its Internet website (www.websterbank.com). Webster also offers equipment financing, commercial real estate lending, and asset-based lending. Webster Bank offers, through its HSA Bank division, health savings accounts on a nationwide basis.
	Basis of Presentation. The Condensed Consolidated Financial Statements include the accounts of Webster Financial Corporation and all other entities in which it has a controlling financial interest. All significant intercompany balances and transactions have been eliminated in consolidation. Webster's accounting and financial reporting policies conform, in all material respects, to U.S. generally accepted accounting principles (“GAAP”) and to general practices within the financial services industry.
	The Company determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”) under GAAP. Voting interest entities are entities in which the total equity investment at risk is sufficient to enable the entity to finance itself independently and provides the equity holder with the obligation to absorb losses, the right to receive residual returns and the right to make decisions about the entity’s activities. The Company consolidates voting interest entities in which it has all, or at least a majority, of the voting interest. VIEs are entities that lack one or more of the characteristics of a voting interest entity. A controlling financial interest in a VIE is present when the Company has both the power and ability to direct the activities of the VIE that most significantly impact the VIE's economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE.
	The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary and, therefore, is not consolidated. The trust's only assets are junior subordinated debentures issued by the Company, which were acquired by the trust using the proceeds from the issuance of the trust preferred securities and common stock. The junior subordinated debentures are included in long-term debt and the Company’s equity interest in the trust is included in other assets in the accompanying Condensed Consolidated Balance Sheets. Interest expense on the junior subordinated debentures is reported in interest expense on long-term debt in the accompanying Condensed Consolidated Statements of Income.
	Certain prior period amounts have been reclassified to conform to the current year's presentation. These reclassifications had no impact on the Company's consolidated financial position, results of operations or net change in cash or cash equivalents.
	Use of Estimates. The preparation of consolidated financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of these Condensed Consolidated Financial Statements. Actual results could differ from those estimates. The allowance for loan and lease losses, the fair value measurements of financial instruments and evaluation of investments for other-than-temporary impairment (“OTTI”), the valuation of goodwill, the deferred tax asset valuation allowance, and pension and other postretirement benefits, as well as the status of contingencies, are particularly subject to change.
	Cash Equivalents and Cash Flows. For the purposes of the Condensed Consolidated Statements of Cash Flows, cash equivalents include cash on hand and due from banks and, interest-bearing deposits at the Federal Reserve. Cash equivalents have a maturity of three months or less.
	Cash flows from loans, either originated or acquired, are classified at that time according to management's original intent to either sell or hold the loan for the foreseeable future. When management's intent is to sell the loan, the cash flows of that loan are presented as operating cash flows. When management's intent is to hold the loan for the foreseeable future, the cash flows of that loan are presented as investing cash flows.
	Investment Securities. Investment securities are classified at the time of purchase as available for sale or held-to-maturity. Classification is determined at purchase, any subsequent changes to classification are reviewed for compliance with corporate objectives and accounting policy. Debt securities classified as held-to-maturity are those which Webster has the ability and intent to hold to maturity. Securities in the held-to-maturity portfolio are recorded at amortized cost net of unamortized premiums and discounts. Discount accretion income and premium amortization expense is recognized in investment securities interest income according to a constant yield methodology. Securities classified as available for sale are recorded at fair value with unrealized gains and losses, net of taxes, recorded as a separate component of other comprehensive income (“OCI”). Securities transferred from available for sale to held-to-maturity are recorded at fair value at the time of transfer. The respective gain or loss is reclassified as a separate component of OCI and amortized as an adjustment to interest income over the remaining life of the security.
	All securities classified as available for sale or held-to-maturity that are in an unrealized loss position are evaluated for other-than-temporary impairment on a quarterly basis. The evaluation considers several qualitative factors including the period of time the security has been in a loss position, in addition to the amount of the unrealized loss. If the Company intends to sell the security or it is more than likely the Company will be required to sell the security prior to recovery of its amortized cost basis, the security is written down to fair value and the loss is recorded in non-interest income in the accompanying Condensed Consolidated Statements of Income. If the Company does not intend to sell the security and it is more likely than not that the Company will not be required to sell the security prior to recovery of its amortized cost basis, only the credit component of any impairment charge of a debt security would be recognized as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income. The remaining loss component would be recorded in accumulated other comprehensive income ("AOCI"). A decline in the value of an equity security that is considered OTTI is recorded as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income.
	The specific identification method is used to determine realized gains and losses on sales of securities.
	Loans Held for Sale. Loans held for sale are primarily residential real estate mortgage loans. Loans typically are assigned this classification upon origination based on management's intent to sell when the loans are underwritten. Loans held for sale are carried at the lower of cost or fair value. Non-residential mortgage loans held for sale are carried at the lower of cost or fair value and are valued on an individual asset basis. Any cost amount in excess of fair value is recorded as a valuation allowance and recognized as a reduction of other income. Gains or losses on the sale of loans held for sale are included in non-interest income in the accompanying Condensed Consolidated Statements of Income. Direct loan origination costs and fees are deferred and are recognized at the time of sale.
	Loans. Loans are stated at the principal amounts outstanding, net of charged off amounts and unamortized premiums and discounts and net of deferred loan fees and/or costs which are recognized as yield adjustments using the interest method. These yield adjustments are amortized over the contractual life of the related loans adjusted for estimated prepayments when applicable. Interest on loans is credited to interest income as earned based on the interest rate applied to principal amounts outstanding.
	Loans are placed on non-accrual status when timely collection of principal and interest in accordance with contractual terms is doubtful. A loan is transferred to a non-accrual basis generally when principal or interest payments become 90 days delinquent, unless the loan is well secured and in process of collection, or sooner if management concludes circumstances indicate that the borrower may be unable to meet contractual principal or interest payments. Residential real estate and consumer loans are placed on non-accrual status at 90 days past due, or at the date when the Company is notified that the borrower is discharged in bankruptcy. A charge-off is recorded at 180 days if the loan balance exceeds the fair value of the collateral less costs to sell. Commercial, commercial real estate, and equipment finance loans are subject to a detailed review when 90 days past due to determine accrual status, or when payment is uncertain and a specific consideration is made to put a loan or lease on non-accrual status.
	When a loan is placed on non-accrual status, the accrual of interest is discontinued and any unpaid accrued interest is reversed and charged against interest income. If ultimate repayment of a non-accrual loan is expected, any payments received are applied in accordance with contractual terms. If ultimate repayment is not expected on commercial, commercial real estate, and equipment finance loans, any payment received on a non-accrual loan is applied to principal until the unpaid balance has been fully recovered. Any excess is then credited to interest income when received. If the Company determines, through a current valuation analysis, that principal can be repaid on residential real estate and consumer loans, interest payments may be taken into income as received or on a cash basis. Except for loans discharged under Chapter 7 under the Bankruptcy Code, loans are removed from non-accrual status when they become current as to principal and interest or demonstrate a period of performance under contractual terms and, in the opinion of management, are fully collectible as to principal and interest. Pursuant to regulatory guidance, a Chapter 7 discharged bankruptcy loan is removed from non-accrual status when the bank expects full repayment of the remaining pre-discharged contractual principal and interest, is a closed-end amortizing loan, fully collateralized, and post-discharge had at least six consecutive months of current payments.
	Allowance for Loan and Lease Losses. The allowance for loan and lease losses ("ALLL") is a reserve established through a provision for loan and lease losses charged to expense and represents management’s best estimate of probable losses that may be incurred within the existing loan and lease portfolio as of the balance sheet date. The level of the allowance reflects management’s view of trends in losses, current portfolio quality, and present economic, political, and regulatory conditions. Portions of the allowance may be allocated for specific loans and leases; however, the entire allowance is available for any loan or lease that is charged off. A charge-off is recorded on a case-by-case basis when all or a portion of the loan or lease is deemed to be uncollectible. Back-testing is performed to compare original estimated losses and actual observed losses, resulting in ongoing refinements. While management utilizes its best judgment based on the information available at the time, the ultimate adequacy of the allowance is dependent upon a variety of factors that are beyond the Company’s control, which include the performance of the Company’s portfolio, economic conditions, interest rate sensitivity, and the view of the regulatory authorities regarding loan classifications.
	The allowance for loan and lease losses consists of three elements: (i) specific valuation allowances established for probable losses on impaired loans and leases; (ii) quantitative valuation allowances calculated using loss experience for like loans and leases with similar characteristics and trends, adjusted, as necessary, to reflect the impact of current conditions; and (iii) qualitative factors determined based on general economic conditions and other factors that may be internal or external to the Company.
	Loans and leases are considered impaired when, based on current information and events, it is probable the Company will be unable to collect all amounts due in accordance with the original contractual terms of the loan agreement, including scheduled principal and interest payments. Impairment is evaluated on a pooled basis for smaller-balance homogeneous residential and consumer loans. Commercial, commercial real estate, and equipment financing loans and leases over a specific dollar amount and all troubled debt restructurings ("TDR") are evaluated individually for impairment. A loan identified as a TDR is considered an impaired loan for the entire term of the loan, with few exceptions. If a loan is impaired, a specific valuation allowance may be established, and the loan is reported net, at the present value of estimated future cash flows using the loan’s original interest rate or at the fair value of collateral less cost to sell if repayment is expected from collateral liquidation. Interest payments on non-accruing impaired loans are typically applied to principal unless collectability of the principal amount is reasonably assured, in which case interest is recognized on a cash basis. Impaired loans, or portions thereof, are charged off when deemed uncollectible. Factors considered by management in determining impairment include payment status, collateral value, discharged bankruptcy, and the likelihood of collecting scheduled principal and interest payments. Consumer modified loans are analyzed for re-default probability, which is considered when determining the impaired reserve for ALLL. The current or weighted average (for multiple notes within a commercial borrowing arrangement) interest rate of the loan is used as the discount rate when the interest rate floats with a specified index. A change in terms or payments would be included in the impairment calculation.
	Reserve for Unfunded Commitments. The reserve for unfunded commitments provides for probable losses inherent with funding the unused portion of legal commitments available to lend. The unfunded reserve calculation includes factors that are consistent with ALLL methodology for funded loans using the loss given default, probability of default and a draw down factor applied to the underlying borrower risk and facility grades. Changes in the reserve for unfunded credit commitments, within other liabilities, are reported as a component of other expense in the accompanying Condensed Consolidated Statements of Income.
	Troubled Debt Restructurings. A modified loan is considered a TDR when two conditions are met: (i) the borrower is experiencing financial difficulties and (ii) the modification constitutes a concession. The Company considers all aspects of the restructuring in determining whether a concession has been granted, including the debtor's ability to access funds at a market rate. In general, a concession exists when the modified terms of the loan are more attractive to the borrower than standard market terms. Modified terms are dependent upon the financial position and needs of the individual borrower. The Company does not employ modification programs for temporary or trial periods. The most common types of modifications include covenant modifications, forbearance and/or other concessions. If the modification agreement is violated, the loan is reevaluated to determine if it should be handled by the Company’s Restructuring and Recovery group for resolution, which may result in foreclosure. Loans for which the borrower has been discharged under Chapter 7 bankruptcy are considered collateral dependent TDRs, impaired at the date of discharge, and charged down to the fair value of collateral less cost to sell.
	The Company’s policy is to place consumer loan TDRs, except those that were performing prior to TDR status, on non-accrual status for a minimum period of 6 months. Commercial TDRs are evaluated on a case-by-case basis for determination of whether or not to place on non-accrual status. Loans qualify for return to accrual status once they have demonstrated performance with the restructured terms of the loan agreement for a minimum of 6 months. Initially, all TDRs are reported as impaired. Generally, TDRs are classified as impaired loans and reported as TDRs for the remaining life of the loan. Impaired and TDR classification may be removed if the borrower demonstrates compliance with the modified terms for a minimum of 6 months and through one fiscal year-end and the restructuring agreement specifies a market rate of interest equal to that which would be provided to a borrower with similar credit at the time of restructuring. In the limited circumstance that a loan is removed from TDR classification it is the Company’s policy to continue to base its measure of loan impairment on the contractual terms specified by the loan agreement.
	Transfers and Servicing of Financial Assets. Transfers of financial assets are accounted for as sales when control over the assets has been surrendered. Control over transferred assets is generally considered to have been surrendered when (i) the transferred assets are legally isolated from the Company or its consolidated affiliates, even in bankruptcy or other receivership, (ii) the transferee has the right to pledge or exchange the assets with no conditions that constrain the transferee and provide more than a trivial benefit to the Company, and (iii) the Company does not maintain the obligation or unilateral ability to reclaim or repurchase the assets.
	The Company sells financial assets in the normal course of business, the majority of which are residential mortgage loan sales primarily to government-sponsored enterprises through established programs, commercial loan sales through participation agreements, and other individual or portfolio loan and securities sales. In accordance with accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. With the exception of servicing and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and generally limited to market customary representation and warranty clauses.
	When the Company sells financial assets, it may retain servicing rights and/or other interests in the financial assets. The gain or loss on sale depends on the previous carrying amount of the transferred financial assets and the consideration received and any liabilities incurred in exchange for the transferred assets. Upon transfer, any servicing assets and other interests held by the Company are carried at the lower of cost or fair value.
	Recently Adopted Accounting Standards Updates
	ASU No. 2013-11 - Income Taxes (Topic 740) - "Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward,a Similar Tax Loss, or a Tax Credit Carryforward Exists (a consensus of the FASB Emerging Issues Task Force)." The ASU requires an entity to present an unrecognized tax benefit, or a portion of an unrecognized tax benefit, in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward, as applicable. To the extent a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit shall be presented in the financial statements as a liability and shall not be combined with deferred tax assets. This update was adopted effective January 1, 2014 and will be applied prospectively; however, its netting provisions are consistent with the Company’s previous presentation, as applicable, and as a result do not require additional disclosures.
	Recently Issued Accounting Standards Updates
	ASU No. 2014-01 - Investments - Equity Method and Joint Ventures (Topic 323) - "Accounting for Investments in Qualified Affordable Housing Projects (a consensus of the FASB Emerging Issues Task Force)." The ASU permits an entity to make an accounting policy election to account for its investment in qualified affordable housing projects using the proportional amortization method if certain conditions are met. Under the proportionate amortization method, an entity amortizes the initial cost of the investment in proportion to the tax credits and other tax benefits received and recognizes the net investment performance in the income statement as a component of income tax expense (benefit). The decision to apply the proportionate amortization method of accounting should be applied consistently to all qualifying affordable housing project investments. A reporting entity that uses the effective yield or other method to account for its investments in qualified affordable housing projects before the date of adoption may continue to apply such method to those preexisting investments. The amendments are effective for annual and interim periods beginning after January 1, 2015. The Company does not expect the application of this guidance to have a material impact on the Company's financial statements.
	ASU No. 2014-04, Receivables - Troubled Debt Restructurings by Creditors (Subtopic 310-40) - "Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure (a consensus of the FASB Emerging Issues Task Force)." The ASU clarifies that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either (i) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure or (ii) the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar agreement. In addition, the amendments require disclosure of both the amount of foreclosed residential real estate property held by the creditor and the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure in accordance with local requirements of the applicable jurisdiction. An entity can elect to adopt the amendments using either a modified retrospective method or a prospective transition method. The amendments are effective for annual and interim periods beginning after January 1, 2015. The Company does not expect the application of this guidance to have a material impact on the Company's financial statements.

Investment_Securities

Investment Securities	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Investment Securities	'
	Investment Securities
	Summaries of the amortized cost, carrying value, and fair value of Webster’s investment securities are presented below:


		At March 31, 2014
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
	Available for sale:
	U.S. Treasury Bills	$	425		$	—		$	—		$	425		$	—		$	—		$	425

	Agency collateralized mortgage obligations (“CMOs”)	736,820			12,266			(1,595		)	747,491			—			—			747,491

	Agency mortgage-backed securities (“MBS”)	1,220,847			10,420			(37,788		)	1,193,479			—			—			1,193,479

	Agency commercial mortgage-backed securities (“ACMBS”)	81,341			—			(915		)	80,426			—			—			80,426

	Commercial mortgage-backed securities (“CMBS”)	436,217			27,913			(313		)	463,817			—			—			463,817

	Collateralized loan obligations ("CLOs") (1)	357,374			443			—			357,817			—			—			357,817

	Pooled trust preferred securities (2)	14,551			—			(2,610		)	11,941			—			—			11,941

	Single issuer trust preferred securities	41,849			—			(4,912		)	36,937			—			—			36,937

	Corporate debt securities	108,339			4,603			—			112,942			—			—			112,942

	Equity securities - financial institutions (3)	2,314			1,267			—			3,581			—			—			3,581

	Total available for sale	$	3,000,077		$	56,912		$	(48,133	)	$	3,008,856		$	—		$	—		$	3,008,856

	Held-to-maturity:
	Agency CMOs	$	342,397		$	—		$	—		$	342,397		$	9,004		$	(762	)	$	350,639

	Agency MBS	2,195,566			—			—			2,195,566			46,086			(41,319		)	2,200,333

	Agency CMBS	195,912			—			—			195,912			—			(1,542		)	194,370

	Municipal bonds and notes	416,903			—			—			416,903			13,131			(94		)	429,940

	CMBS	289,488			—			—			289,488			9,282			(3,705		)	295,065

	Private Label MBS	7,929			—			—			7,929			157			—			8,086

	Total held-to-maturity	$	3,448,195		$	—		$	—		$	3,448,195		$	77,660		$	(47,422	)	$	3,478,433


	Total investment securities	$	6,448,272		$	56,912		$	(48,133	)	$	6,457,051		$	77,660		$	(47,422	)	$	6,487,289


	-1	Amortized cost is net of $2.7 million of other-than-temporary impairments at March 31, 2014.

	-2	Amortized cost is net of $7.0 million of other-than-temporary impairment at March 31, 2014.

	-3	Amortized cost is net of $20.4 million of other-than-temporary impairment at March 31, 2014.



		At December 31, 2013
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
			Gains			Losses						Gains			Losses
Available for sale:
U.S. Treasury Bills	$	325		$	—		$	—		$	325		$	—		$	—		$	325

Agency CMOs	794,397			14,383			(1,868		)	806,912			—			—			806,912

Agency MBS	1,265,276			9,124			(47,698		)	1,226,702			—			—			1,226,702

Agency CMBS	71,759			—			(782		)	70,977			—			—			70,977

CMBS	436,872			28,398			(996		)	464,274			—			—			464,274

CLOs (1)	357,326			315			—			357,641			—			—			357,641

Pooled trust preferred securities (2)	31,900			—			(3,410		)	28,490			—			—			28,490

Single issuer trust preferred securities	41,807			—			(6,872		)	34,935			—			—			34,935

Corporate debt securities	108,936			4,155			—			113,091			—			—			113,091

Equity securities - financial institutions (3)	2,314			1,270			—			3,584			—			—			3,584

Total available for sale	$	3,110,912		$	57,645		$	(61,626	)	$	3,106,931		$	—		$	—		$	3,106,931

Held-to-maturity:
Agency CMOs	$	365,081		$	—		$	—		$	365,081		$	10,135		$	(1,009	)	$	374,207

Agency MBS	2,130,685			—			—			2,130,685			43,315			(53,188		)	2,120,812

Agency CMBS	115,995			—			—			115,995			44			(818		)	115,221

Municipal bonds and notes	448,405			—			—			448,405			11,104			(1,228		)	458,281

CMBS	290,057			—			—			290,057			8,635			(4,975		)	293,717

Private Label MBS	8,498			—			—			8,498			176			—			8,674

Total held-to-maturity	$	3,358,721		$	—		$	—		$	3,358,721		$	73,409		$	(61,218	)	$	3,370,912


Total investment securities	$	6,469,633		$	57,645		$	(61,626	)	$	6,465,652		$	73,409		$	(61,218	)	$	6,477,843


-1	Amortized cost is net of $2.6 million of other-than-temporary impairment at December 31, 2013.

-2	Amortized cost is net of $14.0 million of other-than-temporary impairment at December 31, 2013.

-3	Amortized cost is net of $20.4 million of other-than-temporary impairment at December 31, 2013.
The amortized cost and fair value of debt securities at March 31, 2014, by contractual maturity, are set forth below:


	Available for Sale							Held-to-Maturity
(In thousands)	Amortized			Fair				Amortized			Fair
	Cost			Value				Cost			Value
Due in one year or less	$	425		$	425			$	15		$	16

Due after one year through five years	100,425			104,611				77,810			81,779

Due after five through ten years	237,962			238,841				83,064			85,931

Due after ten years	2,658,951			2,661,398				3,287,306			3,310,707

Total debt securities	$	2,997,763		$	3,005,275			$	3,448,195		$	3,478,433

For the maturity schedule above, mortgage-backed securities and collateralized loan obligations, which are not due at a single maturity date, have been categorized based on the maturity date of the underlying collateral. Actual principal cash flows may differ from this maturity date presentation because borrowers have the right to prepay obligations with or without prepayment penalties. At March 31, 2014, the Company had a carrying value of $818.1 million in callable securities in its CMBS, CLO, and municipal bond portfolios. The Company considers these factors in the evaluation of its effective duration and interest rate risk profile.
Securities with a carrying value totaling $2.8 billion at March 31, 2014 and $2.7 billion at December 31, 2013 were pledged to secure public funds, trust deposits, repurchase agreements and for other purposes, as required or permitted by law. At March 31, 2014 and December 31, 2013, the Company had no investments in obligations of individual states, counties, or municipalities which exceeded 10% of consolidated shareholders’ equity.

The following tables provide information on the gross unrealized losses and fair value of the Company’s investment securities with unrealized losses that are not deemed to be other-than-temporarily impaired, aggregated by investment security category and length of time that individual investment securities have been in a continuous unrealized loss position:


	At March 31, 2014
	Less Than Twelve Months						Twelve Months or Longer						Total
(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of	Fair			Unrealized
	Value			Losses			Value			Losses			Holdings	Value			Losses
Available for sale:
Agency CMOs	$	117,472		$	(1,475	)	$	8,350		$	(120	)	11	$	125,822		$	(1,595	)

Agency MBS	535,508			(21,128		)	294,392			(16,660		)	82	829,900			(37,788		)

Agency CMBS	80,426			(915		)	—			—			4	80,426			(915		)

CMBS	32,532			(291		)	4,387			(22		)	5	36,919			(313		)

Pooled trust preferred securities	—			—			11,941			(2,610		)	2	11,941			(2,610		)

Single issuer trust preferred securities	4,100			(65		)	32,837			(4,847		)	8	36,937			(4,912		)

Total available for sale in an unrealized loss position	$	770,038		$	(23,874	)	$	351,907		$	(24,259	)	112	$	1,121,945		$	(48,133	)

Held-to-maturity:
Agency CMOs	$	51,439		$	(762	)	$	—		$	—		3	$	51,439		$	(762	)

Agency MBS	1,019,663			(32,170		)	167,623			(9,149		)	89	1,187,286			(41,319		)

Agency CMBS	194,371			(1,542		)	—			—			9	194,371			(1,542		)

Municipal bonds and notes	8,302			(62		)	2,166			(32		)	14	10,468			(94		)

CMBS	62,338			(2,917		)	14,936			(788		)	8	77,274			(3,705		)

Total held-to-maturity in an unrealized loss position	$	1,336,113		$	(37,453	)	$	184,725		$	(9,969	)	123	$	1,520,838		$	(47,422	)


Total investment securities in an unrealized loss position	$	2,106,151		$	(61,327	)	$	536,632		$	(34,228	)	235	$	2,642,783		$	(95,555	)




	At December 31, 2013
	Less Than Twelve Months						Twelve Months or Longer						Total
(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of	Fair			Unrealized
	Value			Losses			Value			Losses			Holdings	Value			Losses
Available for sale:
Agency CMOs	$	149,894		$	(1,713	)	$	9,011		$	(155	)	15	$	158,905		$	(1,868	)

Agency MBS	616,286			(29,537		)	279,680			(18,161		)	88	895,966			(47,698		)

Agency CMBS	70,977			(782		)	—			—			3	70,977			(782		)

CMBS	52,340			(996		)	—			—			7	52,340			(996		)

Pooled trust preferred securities	—			—			11,141			(3,410		)	2	11,141			(3,410		)

Single issuer trust preferred securities	3,777			(381		)	31,158			(6,491		)	8	34,935			(6,872		)

Total available for sale in an unrealized loss position	$	893,274		$	(33,409	)	$	330,990		$	(28,217	)	123	$	1,224,264		$	(61,626	)

Held-to-maturity:
Agency CMOs	$	53,789		$	(1,009	)	$	—		$	—		4	$	53,789		$	(1,009	)

Agency MBS	1,045,693			(42,181		)	170,780			(11,007		)	94	1,216,473			(53,188		)

Agency CMBS	90,218			(818		)	—			—			4	90,218			(818		)

Municipal bonds and notes	46,587			(1,193		)	2,166			(35		)	51	48,753			(1,228		)

CMBS	106,527			(4,059		)	14,832			(916		)	11	121,359			(4,975		)

Total held-to-maturity in an unrealized loss position	$	1,342,814		$	(49,260	)	$	187,778		$	(11,958	)	164	$	1,530,592		$	(61,218	)


Total investment securities in an unrealized loss position	$	2,236,088		$	(82,669	)	$	518,768		$	(40,175	)	287	$	2,754,856		$	(122,844	)


Available for Sale Securities
The following discussion summarizes, by investment security type, the basis for evaluating if the applicable investment securities within the Company’s available for sale portfolio were other-than-temporarily impaired at March 31, 2014. Unless otherwise noted for an investment security type, management 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 these securities before the recovery of its amortized cost.
Agency collateralized mortgage obligations (CMOs) – There were $1.6 million in unrealized losses in the Company’s investment in agency CMOs at March 31, 2014 compared to $1.9 million at December 31, 2013. The unrealized loss is attributed to an increase in market interest rates which resulted in lower prices. The contractual cash flows for these investments are performing as expected and there has been no change in the underlying credit quality. As such, the Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Agency mortgage-backed securities (MBS) – There were $37.8 million in unrealized losses in the Company’s investment in residential mortgage-backed securities issued by government agencies at March 31, 2014, compared to $47.7 million at December 31, 2013. The decrease in unrealized losses was primarily due to lower market rates, which resulted in higher security prices over the quarter. The contractual cash flows for these investments are performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Agency commercial mortgage-backed securities (ACMBS) - There were $0.9 million in unrealized losses in the Company's investment in commercial mortgage-backed securities issued by government agencies at March 31, 2014, compared to $0.8 million at December 31, 2013. The unrealized loss is representative of the bid/ask spreads and marginally higher market rates. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Commercial mortgage-backed securities (CMBS) – The unrealized losses on the Company’s investment in commercial mortgage-backed securities issued by entities other than government agencies decreased to $0.3 million at March 31, 2014, from $1.0 million at December 31, 2013. As of March 31, 2014, the unrealized loss is comprised of five positions in three deals with small unrealized losses as a result of increased market rates. Internal and external metrics are considered when evaluating potential OTTI. Internal stress tests are performed on individual bonds to monitor potential losses under stress scenarios. In addition, market analytics are performed to validate internal results. Contractual cash flows for the bonds continue to perform as expected. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Collateralized loan obligations (CLOs) – There were no unrealized losses on the Company’s investment in collateralized loan obligations at March 31, 2014 or December 31, 2013. The Company continues to recognize the full write down of CLO positions to market value based on the current definition of covered funds under the Volcker Rule adopted December 10, 2013.
Pooled trust preferred securities – The pooled trust preferred portfolio consists of two non-investment grade collateralized debt obligations (“CDOs”) containing insurance company collateral. The unrealized losses in the Company's investment in pooled trust preferred securities were $2.6 million at March 31, 2014, a decrease of $0.8 million from $3.4 million at December 31, 2013. The decrease in unrealized loss is related to an improvement in pricing driven by tighter credit spreads, improved collateral performance, improved shadow ratings and higher forward LIBOR rates. An internal model is used to value the pooled trust preferred securities as similar rated holdings continue to reflect an inactive market. The Company employs an internal CDO model for projection of future cash flows and discounting those cash flows to a net present value. Based on the valuation analysis, the Company does not consider the remaining two securities with unrealized losses to be other-than-temporarily impaired at March 31, 2014.
The following table summarizes information that was also considered by management in its overall OTTI evaluation of the Pooled Trust Preferred Securities portfolio at or for the three months ended March 31, 2014:


(Dollars in thousands)	Class	Amortized			Gross			Fair			Lowest Credit	Total OTTI through March 31,			% of		Deferrals/
		Cost *(1)*			Unrealized			Value			Ratings as of	2014			Performing		Defaults
					Losses						March 31,				Bank		(As a % of
											2014 *(2)*				Issuers		Current
																	Collateral)
Deal Name:
Security K	A	$	7,456		$	(1,060	)	$	6,396		CCC	$	(2,040	)	80.9	%	29.3	%

Security M	A	7,095			(1,550		)	5,545			D	(4,926		)	62.9	%	35.7	%

Pooled trust preferred securities		$	14,551		$	(2,610	)	$	11,941			$	(6,966	)


-1	For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.

-2	The Company utilized credit ratings provided by Moody’s and S&P in its evaluation of issuers.
Single issuer trust preferred securities - The unrealized losses in the Company's investment in single issuer trust preferred securities were $4.9 million at March 31, 2014, a decrease of $2.0 million from $6.9 million at December 31, 2013. The single issuer portfolio consists of four investments issued by three large capitalization money center financial institutions, which continue to service the debt and showed significantly improved capital levels in recent years and remain well above current regulatory capital standards. Based on the review of the qualitative and quantitative factors presented above, the Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
The following table summarizes the lowest credit rating information that was considered by management in evaluating OTTI for the Single Issuer Trust Preferred Securities portfolio at or for the three months ended March 31, 2014:


(Dollars in thousands)	Amortized			Gross			Fair			Lowest Credit
	Cost			Unrealized			Value			Ratings as of
				Losses						March 31, 2014 *(1)*
Deal Name:
Security B	$	6,941		$	(941	)	$	6,000		BB

Security C	8,727			(901		)	7,826			BBB

Security E	11,830			(879		)	10,951			BBB

Security F	14,351			(2,191		)	12,160			BBB

Single issuer trust preferred securities	$	41,849		$	(4,912	)	$	36,937


-1	The Company utilized credit ratings provided by Moody’s and S&P in its evaluation of issuers.
Corporate debt securities – There were no unrealized losses on the Company’s investment in corporate debt securities at March 31, 2014 or December 31, 2013.
Equity securities - financial institutions – There were no unrealized losses on the Company’s investment in equity securities at March 31, 2014 and December 31, 2013. This portfolio consists primarily of investments in the common stock of small capitalization financial institutions based in New England. When estimating the recovery period for equity securities in an unrealized loss position, management utilizes analyst forecasts, earnings assumptions, and other company-specific financial performance metrics. In addition, this assessment incorporates general market data, industry and sector cycles, and related trends to determine a reasonable recovery period. The Company evaluated the near-term prospects of the issuers in relation to the severity and duration of the impairment. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Available for Sale - Impairment
The following discussion summarizes, by investment type, the basis for the conclusion that the applicable investment securities within the Company’s available for sale portfolio were other-than-temporarily impaired at March 31, 2014.
On December 10, 2013, Federal banking agencies jointly adopted final regulations to implement Section 619 of the Dodd-Frank Act, commonly known as the Volcker Rule. The Volcker Rule restricts the ability of banking entities to engage in proprietary trading or have an ownership interest in transactions with Covered Funds. Under the final rule, a Covered Fund includes investments such as CLO and CDO investments. As of March 31, 2014, based on the current status of the Volcker Rule, the company anticipates it will be required to divest CLO investments defined as Covered Fund investments in accordance with the conformance period defined in the Final Rule. Non-Volcker compliant CDOs were sold during the current quarter ended March 31, 2014. In accordance with GAAP, OTTI is immediately triggered if it becomes more likely than not that a company would be required to divest of a security with a current unrealized loss before achieving full recovery of cost. Unlike credit-driven OTTI, when only the credit portion of the impairment is charged against earnings, a required divestiture situation requires a full write-down to market value in the current period. Refer to Recent Legislation in Management's Discussion and Analysis of Financial Condition and Results of Operations for further information on the Volcker Rule.
Collateralized loan obligations - As of March 31, 2014, the unrealized loss for CLO securities prior to OTTI was $88 thousand and attributable to increased market spreads since time of purchase. The final Volcker Rule precludes banks from owning an ownership interest in Covered Funds which include investments such as certain CLOs. The Company anticipates it is more likely than not that it will be required to divest any Covered Fund investments in accordance with the conformance period defined in the Final Rule. As a result, the Company recognized $88 thousand other-than-temporary impairments for these securities in the current period ending March 31, 2014.
Held-to-Maturity Securities
The following discussion summarizes, by investment type, the basis for the conclusion that the applicable investment securities within the Company’s held-to-maturity portfolio were not other-than-temporarily impaired at March 31, 2014. Unless otherwise noted under an investment security type, management 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 these securities before the recovery of its amortized cost. There were no significant credit downgrades on held-to-maturity securities during the year ended March 31, 2014.
Agency CMOs – There were unrealized losses of $0.8 million on the Company’s investment in agency CMOs at March 31, 2014, compared to $1.0 million at December 31, 2013. Unrealized losses are due to an increase in market rates since purchase which resulted in lower prices. The contractual cash flows for these investments are performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Agency mortgage-backed securities – There were unrealized losses on the Company’s investment in residential mortgage-backed securities issued by government agencies of $41.3 million at March 31, 2014, compared to $53.2 million at December 31, 2013. The unrealized losses are a result of increased market rates since purchase. The contractual cash flows for these investments are performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Agency commercial mortgage-backed securities - There were unrealized losses on the Company’s investment in commercial mortgage-backed securities issued by government agencies of $1.5 million at March 31, 2014, compared to $0.8 million at December 31, 2013, due primarily to marginally higher market spreads. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Municipal bonds and notes – There were unrealized losses of $94 thousand on the Company’s investment in municipal bonds and notes at March 31, 2014 compared to $1.2 million at December 31, 2013. This decrease is primarily the result of lower market rates. The municipal portfolio is primarily comprised of bank qualified bonds, over 93.7% with credit ratings of A or better. These ratings do not consider prefunded municipal holdings to be rated AA. If prefunded municipal holdings were considered to be rated AA, the percentage of holdings rated A or better would be 95.3%. In addition, the portfolio is comprised of 85.2% general obligation bonds, 14.3% revenue bonds, and 0.5% other bonds. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Commercial mortgage-backed securities – There were unrealized losses of $3.7 million on the Company’s investment in commercial mortgage-backed securities issued by entities other than government agencies at March 31, 2014 compared to $5.0 million unrealized losses at December 31, 2013. As of March 31, 2014, the unrealized loss is comprised of eight positions in three deals that have unrealized losses as a result of increased market rates since the time of purchase. These securities are currently performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
Private Label MBS - There were no unrealized losses on the Company's investment in residential mortgage-backed securities issued by entities other than government agencies at March 31, 2014 or December 31, 2013. These securities are currently performing as expected. The Company does not consider these securities to be other-than-temporarily impaired at March 31, 2014.
There were no additions to credit-related OTTI for the three months ended March 31, 2014 or 2013. There was a reduction in outstanding credit-related OTTI due to the sale of four debt securities during the three months ended March 31, 2014. To the extent that changes in interest rates, credit movements, and other factors that influence the fair value of investments occur, the Company may be required to record impairment charges for other-than-temporary impairment in future periods.
The following is a roll forward of the amount of OTTI related to debt securities:


	Three months ended March 31,
(In thousands)	2014				2013
Balance of OTTI, beginning of period	$	16,633			$	10,460

Reduction for securities sold	(7,056		)		—

Additions for OTTI not previously recognized	88				—

Balance of OTTI, end of period	$	9,665			$	10,460



The following table summarizes the proceeds from the sale of available for sale securities:


	Three months ended March 31,
(In thousands)	2014				2013
Available for sale:
Agency MBS	$	—			$	11,771

Pooled trust preferred securities	21,695				—

Available for sale securities	$	21,695			$	11,771

The following table summarizes the impact of realized gains and losses from the sale of available for sale securities and the impact of the recognition of other-than-temporary impairments for the periods presented:


	Three months ended March 31,
	2014													2013
(In thousands)	Gains			Losses			OTTI Charges			Net				Gains			Losses			OTTI Charges		Net
Available for sale:
Agency MBS	$	—		$	—		$	—		$	—			$	106		$	—		$	—	$	106

CLOs	—			—			(88		)	(88		)		—			—			—		—

Pooled trust preferred securities	4,336			—			—			4,336				—			—			—		—

Available for sale securities	$	4,336		$	—		$	(88	)	$	4,248			$	106		$	—		$	—	$	106

Loans_and_Leases

Loans and Leases	3 Months Ended
	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Abstract]	'
Loans and Leases	'
	Loans and Leases
	Recorded Investment in Loans and Leases. The following tables summarize the recorded investment in loans and leases by portfolio segment:


		At March 31, 2014
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total *(2)*
											Real Estate *(1)*			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	142,665		$	52,358		$	48,159		$	106,831		$	183		$	350,196

	Collectively evaluated for impairment	3,224,150			2,480,345			3,475,982			3,044,995			457,486			12,682,958

	Recorded investment in loans and leases	3,366,815			2,532,703			3,524,141			3,151,826			457,669			13,033,154

	Less: Accrued interest	10,276			7,620			12,303			8,213			—			38,412

	Loans and leases	$	3,356,539		$	2,525,083		$	3,511,838		$	3,143,613		$	457,669		$	12,994,742



		At December 31, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total *(2)*
											Real Estate *(1)*			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	142,871		$	52,179		$	52,199		$	105,046		$	210		$	352,505

	Collectively evaluated for impairment	3,228,688			2,492,353			3,241,045			2,961,378			460,240			12,383,704

	Recorded investment in loans and leases	3,371,559			2,544,532			3,293,244			3,066,424			460,450			12,736,209

	Less: Accrued interest	10,134			7,844			10,393			8,062			—			36,433

	Loans and leases	$	3,361,425		$	2,536,688		$	3,282,851		$	3,058,362		$	460,450		$	12,699,776


	-1	Includes certain loans individually evaluated for impairment, under the Company's loan policy, that were deemed not to be impaired at both March 31, 2014 and December 31, 2013.

	-2	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at March 31, 2014 and December 31, 2013, respectively.
	At March 31, 2014, the Company had pledged $5.5 billion of eligible loan collateral to support available borrowing capacity at the Federal Home Loan Bank of Boston ("FHLB") and the Federal Reserve Bank of Boston.
	Loans and Leases Portfolio Aging. The following tables summarize the aging of the recorded investment in loans and leases by portfolio class:


		At March 31, 2014
	(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
		Past Due and			Past Due and			and Accruing												and Leases
		Accruing			Accruing
	Residential:
	1-4 family (1)	$	13,044		$	6,203		$	—		$	65,752		$	84,999		$	3,233,394		$	3,318,393

	Construction	—			—			—			743			743			47,679			48,422

	Consumer:
	Home equity (1)	10,908			3,182			—			38,658			52,748			2,313,661			2,366,409

	Liquidating-home equity	2,009			364			—			5,910			8,283			95,648			103,931

	Other consumer	372			326			—			102			800			61,563			62,363

	Commercial:
	Commercial non-mortgage	5,927			2,073			391			12,899			21,290			2,915,700			2,936,990

	Asset-based	—			—			—			—			—			587,151			587,151

Commercial real estate:
Commercial real estate	1,778			715			470			15,957			18,920			2,951,269			2,970,189

Commercial construction	234			—			—			4,085			4,319			177,318			181,637

Equipment financing	682			17			—			1,325			2,024			455,645			457,669

Total	$	34,954		$	12,880		$	861		$	145,431		$	194,126		$	12,839,028		$	13,033,154



	At December 31, 2013
(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
	Past Due and			Past Due and			and Accruing												and Leases
	Accruing			Accruing
Residential:
1-4 family	$	11,721		$	6,476		$	—		$	81,133		$	99,330		$	3,226,077		$	3,325,407

Construction	—			363			—			387			750			45,402			46,152

Consumer:
Home equity	13,892			4,696			—			45,517			64,105			2,312,874			2,376,979

Liquidating-home equity	1,440			424			—			6,271			8,135			98,079			106,214

Other consumer	462			193			—			140			795			60,543			61,338

Commercial:
Commercial non-mortgage	3,208			984			4,305			10,946			19,443			2,712,870			2,732,313

Asset-based	—			—			—			—			—			560,931			560,931

Commercial real estate:
Commercial real estate	4,387			587			235			13,456			18,665			2,842,637			2,861,302

Commercial construction	—			—			—			4,237			4,237			200,886			205,123

Equipment financing	299			63			—			1,141			1,503			458,947			460,450

Total	$	35,409		$	13,786		$	4,540		$	163,228		$	216,963		$	12,519,246		$	12,736,209


-1	A total of $17.6 million residential and consumer loans were reclassified from non-accrual to accrual status in the three months ended March 31, 2014 as a result of updated regulatory guidance issued in the first quarter of 2014.
Interest on non-accrual loans and leases that would have been recorded as additional interest income for the three months ended March 31, 2014 and 2013, had the loans and leases been current in accordance with their original terms, totaled $3.5 million and $3.9 million, respectively.
Allowance for Loan and Lease Losses. The following tables summarize the ALLL by portfolio segment:


	At or for the three months ended March 31, 2014
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	20,580		$	39,551		$	47,706		$	29,883		$	3,912		$	10,941		$	152,573

Provision (benefit) charged to expense	(263		)	(489		)	7,579			3,173			(822		)	(178		)	9,000

Losses charged off	(1,158		)	(4,886		)	(3,148		)	(2,405		)	—			—			(11,597		)

Recoveries	260			1,113			973			479			799			—			3,624

Balance, end of period	$	19,419		$	35,289		$	53,110		$	31,130		$	3,889		$	10,763		$	153,600

Individually evaluated for impairment	$	10,993		$	4,109		$	989		$	4,013		$	—		$	—		$	20,104

Collectively evaluated for impairment	$	8,426		$	31,180		$	52,121		$	27,117		$	3,889		$	10,763		$	133,496




	At or for the three months ended March 31, 2013
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	29,474		$	54,254		$	46,566		$	30,834		$	4,001		$	12,000		$	177,129

Provision (benefit) charged to expense	1,103			4,700			224			3,579			(1,106		)	(1,000		)	7,500

Losses charged off	(2,936		)	(10,407		)	(4,339		)	(3,760		)	(87		)	—			(21,529		)

Recoveries	250			1,822			1,599			241			828			—			4,740

Balance, end of period	$	27,891		$	50,369		$	44,050		$	30,894		$	3,636		$	11,000		$	167,840

Individually evaluated for impairment	$	13,871		$	3,520		$	4,310		$	5,511		$	8		$	—		$	27,220

Collectively evaluated for impairment	$	14,020		$	46,849		$	39,740		$	25,383		$	3,628		$	11,000		$	140,620







Impaired Loans and Leases. The following tables summarize impaired loans and leases by portfolio class:


	At March 31, 2014
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	156,967		$	142,663		$	24,027		$	118,637		$	10,993

Construction	446			2			2			—			—

Consumer:
Home equity	52,969			45,895			23,693			22,202			3,512

Liquidating-home equity	8,109			6,463			3,668			2,795			597

Commercial:
Commercial non-mortgage	54,918			48,159			28,335			19,824			989

Commercial real estate:
Commercial real estate	94,252			92,484			38,010			54,474			4,013

Commercial construction	11,338			10,161			10,161			—			—

Equipment financing	182			183			183			—			—

Totals:
Residential	157,413			142,665			24,029			118,637			10,993

Consumer	61,078			52,358			27,361			24,997			4,109

Commercial	54,918			48,159			28,335			19,824			989

Commercial real estate	105,590			102,645			48,171			54,474			4,013

Equipment financing	182			183			183			—			—

Total	$	379,181		$	346,010		$	128,079		$	217,932		$	20,104



	At December 31, 2013
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	157,915		$	142,869		$	23,987		$	118,882		$	10,534

Construction	446			2			1			1			—

Consumer:
Home equity	54,991			45,577			23,622			21,955			3,926

Liquidating-home equity	8,895			6,602			3,701			2,901			669

Commercial:
Commercial non-mortgage	59,279			52,199			23,138			29,061			1,878

Commercial real estate:
Commercial real estate	95,013			90,976			42,774			48,202			3,444

Commercial construction	11,725			10,625			10,625			—			—

Equipment financing	249			210			210			—			—

Totals:
Residential	158,361			142,871			23,988			118,883			10,534

Consumer	63,886			52,179			27,323			24,856			4,595

Commercial	59,279			52,199			23,138			29,061			1,878

Commercial real estate	106,738			101,601			53,399			48,202			3,444

Equipment financing	249			210			210			—			—

Total	$	388,513		$	349,060		$	128,058		$	221,002		$	20,451

The following table summarizes the average recorded investment and interest income recognized for impaired loans and leases by portfolio class:


	Three months ended March 31,
	2014										2013
(In thousands)	Average			Accrued			Cash Basis Interest Income				Average			Accrued			Cash Basis Interest Income
	Recorded			Interest							Recorded			Interest
	Investment			Income							Investment			Income
Residential:
1-4 family	$	142,766		$	1,192		$	324			$	146,088		$	996		$	478

Construction	2			—			—				261			2			—

Consumer:
Home equity	45,736			318			263				47,794			201			370

Liquidating-home equity	6,533			52			61				6,957			38			80

Commercial:
Commercial non-mortgage	50,179			628			—				66,415			708			—

Commercial real estate:
Commercial real estate	91,730			801			—				130,631			1,401			—

Commercial construction	10,393			82			—				19,993			159			—

Equipment financing	197			3			—				1,811			7			—

Totals:
Residential	142,768			1,192			324				146,349			998			478

Consumer	52,269			370			324				54,751			239			450

Commercial	50,179			628			—				66,415			708			—

Commercial real estate	102,123			883			—				150,624			1,560			—

Equipment financing	197			3			—				1,811			7			—

Total	$	347,536		$	3,076		$	648			$	419,950		$	3,512		$	928

Credit Risk Management. The Company has certain credit policies and procedures in place designed to maximize loan income within an acceptable level of risk. Management reviews and approves these policies and procedures on a regular basis and reviews reports related to loan production, loan quality, concentration of credit, loan delinquencies, and non-performing and potential problem loans.
Commercial loans are underwritten after evaluating and understanding the borrower’s ability to operate profitably and prudently expand its business. Underwriting standards are designed to promote relationships rather than transactional banking. Once it is determined that the borrower’s management possesses sound ethics and solid business acumen, the Company’s management examines current and projected cash flows to determine the ability of the borrower to repay obligations as agreed. Commercial and industrial loans are primarily made based on the identified cash flows of the borrower and secondarily on the underlying collateral provided by the borrower. The cash flows of borrowers, however, may not be as expected and the collateral securing these loans may fluctuate in value. Most commercial and industrial loans are secured by the assets being financed and may incorporate a personal guarantee.
Commercial real estate loans are subject to underwriting standards and processes similar to commercial and industrial loans, in addition to those specific to real estate loans. These loans are viewed primarily as cash flow loans and secondarily as loans secured by real estate. Repayment of these loans is largely dependent on the successful operation of the property securing the loan, the market in which the property is located, and the tenants that conduct business at the property securing the loan. Commercial real estate loans may be adversely affected by conditions in the real estate markets or in the general economy. The properties securing the Company’s commercial real estate portfolio are diverse in terms of type and geographic location, which helps reduce the Company's exposure to adverse economic events that may affect any single market or industry. Management monitors and evaluates commercial real estate loans based on collateral, geography, and risk grade criteria. The Company also utilizes third-party experts to provide insight and guidance about economic conditions and trends affecting its loan portfolio.
Construction loans on commercial properties have unique risk characteristics and are provided to experienced developers/sponsors with strong track records of successful completion and sound financial condition and are underwritten utilizing feasibility studies, independent appraisal reviews, sensitivity analysis of absorption and lease rates, and financial analysis of the developers and property owners. Construction loans are generally based upon estimates of costs and value associated with the complete project. These estimates may be subject to change as the construction project proceeds. Sources of repayment for these types of loans may be pre-committed permanent loans from approved long-term lenders, sales of developed property, or an interim loan commitment from the Company until permanent financing is obtained. These loans are closely monitored by on-site inspections by third-party professionals and the internal staff.
To monitor and manage consumer loan risk, policies and procedures are developed and modified, as needed, jointly by line and Risk Management personnel. Policies and procedures, coupled with relatively small loan amounts, and predominately collateralized structures spread across many individual borrowers, minimize risk. Trend and outlook reports are reviewed by management on a regular basis. Underwriting factors for mortgage and home equity loans include the borrower’s FICO score, the loan amount relative to property value, and the borrower’s debt to income level and are also influenced by regulatory requirements. Additionally, Webster Bank originates both QM and non-QM loans as defined by the Consumer Financial Protection Bureau rules that went into effect on January 10, 2014, with appropriate policies, procedures and underwriting guidelines that include ability-to-repay standards.
Credit Quality Indicators. To measure credit risk for the commercial, commercial real estate, and equipment financing portfolios, the Company employs a dual grade credit risk grading system for estimating the probability of borrower default and the loss given default. The credit risk grade system assigns a rating to each borrower and to the facility, which together form a Composite Credit Risk Profile (“CCRP”). The credit risk grade system categorizes borrowers by common financial characteristics that measure the credit strength of borrowers and facilities by common structural characteristics. The CCRP has 10 grades, with each grade corresponding to a progressively greater risk of default. Grades 1 through 6 are considered pass ratings, and 7 through 10 are criticized as defined by the regulatory agencies. Risk ratings, assigned to differentiate risk within the portfolio, are reviewed on an ongoing basis and revised to reflect changes in the borrowers’ current financial position and outlook, risk profiles, and the related collateral and structural positions. Loan officers review updated financial information on at least an annual basis for all pass rated loans to assess the accuracy of the risk grade. All criticized loans undergo frequent review and enhanced monitoring of the underlying borrower.
A “Special Mention” (7) credit has the potential weakness that, if left uncorrected, may result in deterioration of the repayment prospects for the asset. “Substandard” (8) assets have a well defined weakness that jeopardizes the full repayment of the debt. An asset rated “Doubtful” (9) has all the same weaknesses as a substandard credit with the added characteristic that the weakness makes collection or liquidation in full, given current facts, conditions, and values, improbable. Assets classified as “Loss” (10) in accordance with regulatory guidelines are considered uncollectible and charged off.
The recorded investment in commercial and commercial real estate loans and equipment financing leases segregated by risk rating exposure is as follows:


	Commercial								Commercial Real Estate								Equipment Financing
(In thousands)	At March 31,				At December 31,				At March 31,				At December 31,				At March 31,				At December 31,
	2014				2013				2014				2013				2014				2013
(1) - (6) Pass	$	3,327,191			$	3,091,154			$	3,020,591			$	2,947,116			$	436,952			$	437,033

(7) Special Mention	70,977				87,451				36,136				20,901				1,657				7,979

(8) Substandard	125,619				114,199				94,482				97,822				19,060				15,438

(9) Doubtful	354				440				617				585				—				—

(10) Loss	—				—				—				—				—				—

Total	$	3,524,141			$	3,293,244			$	3,151,826			$	3,066,424			$	457,669			$	460,450

For residential and consumer loans, the Company considers factors such as updated FICO scores, employment status, home prices, loan to value, geography, loans discharged in bankruptcy, and the status of first lien position loans on second lien position loans as credit quality indicators. On an ongoing basis for portfolio monitoring purposes, the Company estimates the current value of property secured as collateral for both home equity and residential first mortgage lending products. The estimate is based on home price indices compiled by the S&P/Case-Shiller Home Price Indices. The Case-Shiller data indicates trends for Metropolitan Statistical Areas. The trend data is applied to the loan portfolios taking into account the age of the most recent valuation and geographic area.
Troubled Debt Restructurings. The following table summarizes information for TDRs:


(Dollars in thousands)	At March 31,				At December 31,
	2014				2013
Recorded investment of TDRs:
Accrual status (1)	$	251,042			$	238,926

Non-accrual status (1)	82,871				102,972

Total recorded investment of TDRs	$	333,913			$	341,898

Accruing TDRs performing under modified terms more than one year	67.4		%		58.2		%
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	$	19,709			$	20,360

Additional funds committed to borrowers in TDR status	1,242				1,262


-1	A total of $17.6 million residential and consumer loans were reclassified from non-accrual to accrual status in the three months ended March 31, 2014 as a result of updated regulatory guidance issued in the first quarter of 2014.
For the three months ended March 31, 2014 and 2013, Webster charged off $6.2 million and $5.0 million, respectively, for the portion of TDRs deemed to be uncollectible.
The following table provides information on loans and leases modified as TDRs:


	Three months ended March 31,
	2014											2013
	Number of		Pre-			Post-Modification						Number of		Pre-			Post-Modification
	Loans and		Modification									Loans and		Modification
	Leases		Recorded									Leases		Recorded
(Dollars in thousands)			Investment			Recorded			Coupon					Investment			Recorded			Coupon
						Investment			Rate								Investment			Rate
Residential:
1-4 family	26		$	5,599		$	5,599		4.6	%		32		$	6,413		$	6,413		3.90%

Consumer:
Home equity	40		2,158			2,158			4.7			37		2,397			2,397			4.2

Liquidating-home equity	1		62			62			5			5		89			89			7.3

Commercial:
Commercial non-mortgage	9		445			445			6.2			3		888			888			5.3

Commercial real estate:
Commercial real estate	—		—			—			—			2		11,675			11,675			2.7

Commercial construction	—		—			—			—			2		189			189			5.3

Total	76		$	8,264		$	8,264		4.7	%		81		$	21,651		$	21,651		3.4	%




TDRs may be modified by means of extended maturity, below market adjusted interest rates, a combination of rate and maturity, or other means, including covenant modifications, forbearance, loans discharged under Chapter 7 bankruptcy, or other concessions.
The following table provides information on how loans and leases were modified as TDRs:


	Three months ended March 31,
	2014													2013
(In thousands)	Extended			Adjusted			Rate and			Other				Extended			Adjusted			Rate and			Other
	Maturity			Interest			Maturity							Maturity			Interest			Maturity
				Rates													Rates
Residential:
1-4 family	$	706		$	227		$	2,589		$	2,077			$	905		$	741		$	3,349		$	1,418

Consumer:
Home equity	470			51			255			1,382				108			154			1,084			1,051

Liquidating-home equity	—			—			—			62				—			—			—			89

Commercial:
Commercial non-mortgage	54			—			241			150				502			—			347			39

Commercial real estate:
Commercial real estate	—			—			—			—				—			—			11,675			—

Commercial construction	—			—			—			—				189			—			—			—

Total	$	1,230		$	278		$	3,085		$	3,671			$	1,704		$	895		$	16,455		$	2,597




The Company’s loan and lease portfolio at March 31, 2014 included six loans with an A Note/B Note structure, with a combined recorded investment of $24.9 million. The loans were restructured into A Note/B Note structures as a result of evaluating the cash flow of the borrowers to support repayment. Webster immediately charged off the balance of B Notes totaling $10.0 million. TDR classification has been removed from two A Notes with a recorded investment of $4.0 million, as the borrowers have passed the minimum compliance with the modified terms requirements. The restructuring agreements specify a market interest rate equal to that which would be provided to a borrower with similar credit at the time of restructuring. The A Notes are paying under the terms of the modified loan agreements. All six A Notes are on accrual status, as the borrowers are paying under the terms of the loan agreements prior to and subsequent to the modification.
The following table provides information on loans and leases modified as TDRs within the previous 12 months and for which there was a payment default during the periods presented:


	Three months ended March 31,
	2014					2013
(Dollars in thousands)	Number of	Recorded				Number of	Recorded
	Loans and	Investment				Loans and	Investment
	Leases					Leases
Residential:
1-4 family	6	$	645			1	$	198

Consumer:
Home equity	3	190				4	87

Commercial:
Commercial non-mortgage	1	76				—	—

Total	10	$	911			5	$	285




The recorded investment in commercial, commercial real estate, and equipment financing TDRs segregated by risk rating exposure is as follows:


(In thousands)	At March 31,				At December 31,
	2014				2013
(1) - (6) Pass	$	55,454			$	55,973

(7) Special Mention	—				—

(8) Substandard	83,026				90,461

(9) Doubtful	409				414

(10) Loss	—				—

Total	$	138,889			$	146,848

Transfers_of_Financial_Assets_

Transfers of Financial Assets and Mortgage Servicing Assets	3 Months Ended
	Mar. 31, 2014
Transfers and Servicing [Abstract]	'
Transfers of Financial Assets and Mortgage Servicing Assets	'
	Transfers of Financial Assets and Mortgage Servicing Assets
	Transfers of Financial Assets
	The Company sells financial assets in the normal course of business, the majority of which are residential mortgage loans primarily to government-sponsored enterprises through established programs, commercial loans through participation agreements, and other individual or portfolio loans and securities. In accordance with the accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. For loans sold under participation agreements, the Company also considers the terms of the loan participation agreement and whether they meet the definition of a participating interest, and thus, qualify for derecognition.
	With the exception of servicing rights and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and limited to market customary representations and warranties, for which the Company enters into agreements covering certain characteristics of the mortgage loans sold and its origination process. The Company may be required to repurchase a loan in the event of certain breaches of these representations and warranties or in the event of default of the borrower within 90 days of origination. The gain or loss on loans sold depends on the previous carrying amount of the transferred financial assets, the consideration received, and any liabilities incurred in exchange for the transferred assets, and is included as mortgage banking activities in the accompanying Condensed Consolidated Statements of Income.
	The reserve for loan repurchases provides for estimated losses associated with the repurchase of loans sold in connection with the Company’s mortgage banking operations. The reserve reflects management’s continual evaluation of loss experience and the quality of loan originations. It also reflects management’s expectation of losses from repurchase requests for which management has not yet been notified. Factors considered in the evaluation process for establishing the reserves include the identity of counterparty, the vintage of the loans sold, the amount of open repurchase requests, specific loss estimates for each open request, current level of loan losses in similar vintages held in the residential loan portfolio, and estimated recoveries on the underlying collateral. While management uses its best judgment and information available, the adequacy of this reserve is dependent upon factors outside the Company’s control including the performance of loans sold and the quality of the servicing provided by the acquirer. The provision recorded at the time of loan sale is netted from the gain or loss recorded in mortgage banking activities, while any incremental provision, post loan sale, is recorded in other non-interest expense in the accompanying Condensed Consolidated Statements of Income.
	The following table provides a summary of activity in the reserve for loan repurchases:


		Three months ended March 31,
	(In thousands)	2014			2013
	Beginning balance	$	2,254		$	2,617

	(Benefit) provision	(310		)	458

	Loss on repurchased loans and settlements	(43		)	(981		)
	Ending balance	$	1,901		$	2,094

	The following table provides detail of activity related to loan sales:


		Three months ended March 31,
	(In thousands)	2014			2013
	Residential mortgage loans:
	Proceeds from the sale of loans held for sale	$	65,643		$	234,050

	Net gain on sale included as mortgage banking activities	775			6,695

	Loans sold with servicing rights retained	48,552			220,193


	Commercial loans:
	Proceeds from the sale of loans held for sale	—			10,336

	Net gain on sale included as mortgage banking activities	—			336

	Mortgage Servicing Assets
	The Company has retained servicing rights on consumer loans totaling $2.4 billion at both March 31, 2014 and December 31, 2013, resulting in mortgage servicing assets of $20.5 million at March 31, 2014 and $21.0 million at December 31, 2013, which are carried at the lower of cost or fair value. See Note 14 - Fair Value Measurements for a further discussion on the fair value of mortgage servicing assets.
	Loan servicing fees, net of mortgage servicing rights amortization, were $0.4 million and $1.4 million for the three months ended March 31, 2014 and 2013, respectively, and are included as a component of loan related fees in the accompanying Condensed Consolidated Statements of Income.

Goodwill_and_Other_Intangible_

Goodwill and Other Intangible Assets	3 Months Ended
Goodwill and Other Intangible Assets	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill and Other Intangible Assets	'
	Goodwill and Other Intangible Assets
	The following table presents the carrying value for goodwill allocated to the segments:


	(In thousands)	At March 31, 2014			At December 31, 2013
	Segment:
	Segment:
	Community Banking	$	516,560		$	516,560
	Community Banking	$	516,560		$	516,560
	Other	13,327			13,327
	Other	13,327			13,327
	Goodwill	$	529,887		$	529,887
	Goodwill	$	529,887		$	529,887

	Webster uses a valuation methodology that addresses market concerns and Basel III to fully allocate capital. Capital allocation for segment reporting is based on regulatory targets aimed at risk-weighted assets, tangible assets, and deposits. Actual regulatory targets are applied to each of the asset bases and an implied target is used for deposits. The methodology creates two asset bases, risk-weighted assets and tangible assets, as well as a deposit base, intangibles, and management assessment.
	Webster tests its goodwill for impairment annually as of August 31 (the “Measurement Date”). In performing Step 1 of the goodwill impairment testing process, the Company primarily relies on the income approach to arrive at an indicated range of fair value for the reporting units, which is then corroborated with the market approach comparable company method, and the market capitalization reconciliation. The income approach consists of discounting projected long-term future cash flows, which are derived from internal forecasts and economic expectations, for the respective reporting units. The internal forecasts are developed for each reporting unit by considering several key business drivers such as new business initiatives, market share changes, anticipated loan and deposit growth, forward interest rates, historical performance, and industry and economic trends, among other considerations.
	The projected future cash flows are discounted using estimated rates based on the Capital Asset Pricing Model, which considers the risk-free interest rate, market risk premium, beta, and unsystematic risk and size premium adjustments specific to the reporting unit. As the results of our goodwill impairment analysis are dependent upon estimates and assumptions related to discount rates, future projected earnings, and other factors, if actual results are not achieved with these estimates and assumptions, there is a risk that future impairment of goodwill may occur.
	There was no impairment indicated as a result of the Step 1 test performed as of August 31, 2013. Key changes in the market and our operations were monitored from our impairment test date of August 31, 2013 to March 31, 2014, in order to determine if circumstances necessitating further testing for impairment were evident. No such changes were evident that would require reassessment of the carrying value of goodwill.
	The gross carrying amount and accumulated amortization of other intangible assets (core deposits) allocated to the business segments are as follows:


		At March 31, 2014							At December 31, 2013
	(In thousands)	Gross Carrying		Accumulated			Net Carrying		Gross Carrying		Accumulated			Net Carrying
	(In thousands)	Amount		Amortization			Amount		Amount		Amortization			Amount
	Community Banking	$	49,420	$	(45,237	)	$	4,183	$	49,420	$	(44,069	)	$	5,351
	Community Banking	$	49,420	$	(45,237	)	$	4,183	$	49,420	$	(44,069	)	$	5,351
	Amortization of intangible assets for each of the three months ended March 31, 2014 and 2013, totaled $1.2 million. Future estimated annual amortization expense is summarized below:


	(In thousands)
	Years ending December 31:
	Remainder of 2014	$	1,517
	Remainder of 2014	$	1,517
	2015	1,523
	2015	1,523
	2016	1,143
	2016	1,143

Deposits

Deposits	3 Months Ended
	Mar. 31, 2014
Banking and Thrift [Abstract]	'
Deposits	'
	Deposits
	A summary of deposits by type follows:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Non-interest-bearing:
	Demand	$	3,028,625	$	3,128,152

	Interest-bearing:
	Checking	1,958,027		1,934,291

	Health savings accounts	1,719,890		1,533,310

	Money market	2,133,036		2,167,593

	Savings	3,920,171		3,863,930

	Time deposits	2,280,240		2,227,144

	Total interest-bearing	12,011,364		11,726,268

	Total deposits	$	15,039,989	$	14,854,420


	Demand deposit overdrafts reclassified as loan balances	$	1,092	$	1,455

	At March 31, 2014, the scheduled maturities of time deposits (certificates of deposit and brokered deposits) are as follows:


	(In thousands)
	Years ending December 31:
	2014	$	1,042,052

	2015	620,991

	2016	237,736

	2017	81,963

	2018	144,883

	Thereafter	152,615

	Time deposits	$	2,280,240

	The following table presents additional information about the Company’s brokered deposits:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Interest-bearing checking obtained through brokers	$	54,358	$	57,817

	Time deposits obtained through brokers	225,699		148,117

	Total brokered deposits	$	280,057	$	205,934

Securities_Sold_Under_Agreemen

Securities Sold Under Agreements to Repurchase and Other Borrowings	3 Months Ended
	Mar. 31, 2014
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Abstract]	'
Securities Sold Under Agreements to Repurchase and Other Borrowings	'
	Securities Sold Under Agreements to Repurchase and Other Borrowings
	The following table summarizes securities sold under agreements to repurchase and other borrowings:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Securities sold under agreements to repurchase:
	Original maturity of one year or less	$	338,882	$	359,662

	Callable at the option of the counterparty	100,000		100,000

	Non-callable	550,000		550,000

		988,882		1,009,662

	Other borrowings:
	Federal funds purchased	159,000		322,000

	Securities sold under agreements to repurchase and other borrowings	$	1,147,882	$	1,331,662

	Repurchase agreements are used as a source of borrowed funds and are collateralized by U.S. Government agency mortgage-backed securities which are delivered to broker/dealers. Repurchase agreements with counterparties are limited to primary dealers in government securities or commercial and municipal customers through Webster’s Treasury Sales desk. Repurchase agreements with dealer counterparties have the right to pledge, transfer, or hypothecate purchased securities during the term of the transaction. The Company has right of offset with respect to all repurchase agreement assets and liabilities. At March 31, 2014, the Company has a gross repurchase agreement liability of $1.0 billion.

Federal_Home_Loan_Bank_Advance

Federal Home Loan Bank Advances	3 Months Ended
	Mar. 31, 2014
Federal Home Loan Banks [Abstract]	'
Federal Home Loan Bank Advances	'
	Federal Home Loan Bank Advances
	The following table summarizes Federal Home Loan Bank advances:


		At March 31, 2014				At December 31, 2013
	(Dollars in thousands)	Total		Weighted-		Total		Weighted-
		Outstanding		Average Contractual Coupon Rate		Outstanding		Average Contractual Coupon Rate
	FHLB advances maturing:
	Within 1 year	$	1,701,234	0.23	%	$	1,550,000	0.25	%

	After 1 but within 2 years	45,934		2.49		—		—

	After 2 but within 3 years	100,000		1.48		145,934		1.8

	After 3 but within 4 years	50,500		1.1		500		5.66

	After 4 but within 5 years	150,000		1.46		200,000		1.36

	After 5 years	155,883		1.23		155,926		1.25

		2,203,551		0.51	%	2,052,360		0.54	%

	Unamortized premiums	55				61

	Federal Home Loan Bank advances	$	2,203,606			$	2,052,421

	At March 31, 2014, Webster Bank had pledged loans with an aggregate carrying value of $5.0 billion as collateral for borrowings and had additional borrowing capacity from the FHLB of approximately $1.1 billion, as well as an unused line of credit of approximately $5.0 million. At December 31, 2013, Webster Bank had pledged loans with an aggregate carrying value of $4.8 billion as collateral for borrowings and had additional borrowing capacity from the FHLB of approximately $1.0 billion, as well as an unused line of credit of approximately $5.0 million. At March 31, 2014 and December 31, 2013, Webster Bank was in compliance with FHLB collateral requirements.

LongTerm_Debt

Long-Term Debt	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
Long-Term Debt	'
	Long-Term Debt
	The following table summarizes long-term debt:


	(Dollars in thousands)	Maturity Date	Stated Interest Rate	At March 31,			At December 31,
				2014			2013
	Senior fixed-rate notes	2014	5.13%	$	150,000		$	150,000

	Senior fixed-rate notes (1)	2024	4.38%	150,000			—

	Junior subordinated debt Webster Statutory Trust I floating-rate notes (2)	2033	3.18%	77,320			77,320

	Total notes and subordinated debt			377,320			227,320

	Unamortized discount, net			(1,174		)	(21		)
	Hedge accounting adjustments			266			1,066

	Long-term debt			$	376,412		$	228,365


	-1	On February 11, 2014, Webster completed an underwritten public offering of $150.0 million aggregate principal amount of 4.375% senior notes maturing February 15, 2024. Webster received net proceeds of $148.0 million from the public offering.

	-2	The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month LIBOR plus 2.95%, was 3.183% at March 31, 2014 and 3.194% at December 31, 2013.

Other_Comprehensive_Income

Other Comprehensive Income	3 Months Ended
	Mar. 31, 2014
Equity [Abstract]	'
Other Comprehensive Income	'
	Other Comprehensive Income
	The following tables summarize the changes in accumulated other comprehensive (loss) income by component:


		Three months ended March 31, 2014
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(2,617	)	$	(18,206	)	$	(27,726	)	$	(48,549	)
	Other comprehensive income (loss) before reclassifications	10,849			(5,151		)	467			6,165

	Amounts reclassified from accumulated other comprehensive (loss) income	(2,727		)	1,425			(5		)	(1,307		)

	Net current-period other comprehensive income (loss), net of tax	8,122			(3,726		)	462			4,858

	Ending balance	$	5,505		$	(21,932	)	$	(27,264	)	$	(43,691	)



		Three months ended March 31, 2013
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	42,741		$	(27,902	)	$	(47,105	)	$	(32,266	)

	Other comprehensive (loss) income before reclassifications	(1,482		)	299			484			(699		)

	Amounts reclassified from accumulated other comprehensive (loss) income	(68		)	1,642			480			2,054

	Net current-period other comprehensive (loss) income, net of tax	(1,550		)	1,941			964			1,355

	Ending balance	$	41,191		$	(25,961	)	$	(46,141	)	$	(30,911	)







	The following tables summarize the reclassifications out of accumulated other comprehensive (loss) income:


		Three months ended March 31,
		2014			2013
	Details About Accumulated Other Comprehensive (Loss) Income Components	Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Affected Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Available for sale and transferred securities:
	Unrealized gains on available for sale securities	$	4,248		$	106		Net gain on sale of investment securities

	Tax expense	(1,521		)	(38		)	Income tax expense
	Net of tax	$	2,727		$	68

	Derivative instruments:
	Cash flow hedges	$	(2,221	)	$	(2,558	)	Total interest expense
	Tax benefit	796			916			Income tax expense

	Net of tax	$	(1,425	)	$	(1,642	)
	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	26		$	(729	)	Compensation and benefits

	Prior service costs	(18		)	(18		)	Compensation and benefits
	Tax (expense) benefit	(3		)	267			Income tax expense

	Net of tax	$	5		$	(480	)

Regulatory_Matters

Regulatory Matters	3 Months Ended
	Mar. 31, 2014
Regulatory Matters Disclosure [Abstract]	'
Regulatory Matters	'
	Regulatory Matters
	Regulatory Capital Requirements. Banks and bank holding companies are subject to various regulatory capital requirements administered by federal banking agencies. Capital adequacy guidelines and, additionally for banks, prompt corrective action regulations, involve quantitative measures of assets, liabilities, and certain off-balance-sheet items calculated under regulatory accounting practices. These quantitative measures, to ensure capital adequacy, require minimum amounts and ratios.
	As defined in the regulations, the Total risk-based and Tier 1 capital ratios are calculated by dividing the respective capital amounts by risk-weighted assets. Risk-weighted assets are calculated based on regulatory requirements and include total assets, excluding goodwill and other intangible assets, allocated by risk-weight category, and certain off-balance-sheet items, primarily loan commitments. As defined in the regulations, the Tier 1 leverage capital ratio is calculated by dividing Tier 1 capital by adjusted quarterly average total assets. Capital amounts and classifications are also subject to qualitative judgments by regulators about components, risk-weighting and other factors.
	The following table provides information on the capital ratios for Webster Financial Corporation and Webster Bank, N.A.:


		Capital				Capital Requirements
		Actual				Minimum				Well Capitalized
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	At March 31, 2014
	Webster Financial Corporation
	Total risk-based capital	$	1,993,167	14.2	%	$	1,123,098	8	%	$	1,403,873	10	%

	Tier 1 capital	1,834,286		13.1		561,549		4		842,324		6

	Tier 1 leverage capital	1,834,286		9		817,764		4		1,022,205		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,872,624	13.4	%	$	1,120,842	8	%	$	1,401,053	10	%

	Tier 1 capital	1,714,313		12.2		560,421		4		840,632		6

	Tier 1 leverage capital	1,714,313		8.4		816,670		4		1,020,838		5

	At December 31, 2013
	Webster Financial Corporation
	Total risk-based capital	$	1,965,171	14.2	%	$	1,106,203	8	%	$	1,382,754	10	%

	Tier 1 capital	1,807,642		13.1		553,101		4		829,652		6

	Tier 1 leverage capital	1,807,642		9		801,535		4		1,001,919		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,815,423	13.2	%	$	1,104,200	8	%	$	1,380,250	10	%

	Tier 1 capital	1,658,466		12		552,100		4		828,150		6

	Tier 1 leverage capital	1,658,466		8.3		800,063		4		1,000,079		5

	Webster is subject to regulatory capital requirements administered by the Federal Reserve, while Webster Bank is subject to regulatory capital requirements administered by the Office of the Comptroller of the Currency ("OCC"). Regulatory authorities can initiate certain mandatory actions if Webster or Webster Bank fail to meet minimum capital requirements, which could have a direct material effect on the Company’s financial statements.
	Dividend Restrictions. In the ordinary course of business, Webster is dependent upon dividends from Webster Bank to provide funds for its cash requirements, including payments of dividends to shareholders. Banking regulations may limit the amount of dividends that may be paid. Approval by regulatory authorities is required if the effect of dividends declared would cause the regulatory capital of Webster Bank to fall below specified minimum levels, or if dividends declared exceed the net income for that year combined with the undistributed net income for the preceding two years. In addition, the OCC has discretion to prohibit any otherwise permitted capital distribution on general safety and soundness grounds. Webster Bank did not pay a dividend during the three months ended March 31, 2014. Dividends paid by Webster Bank to Webster during the three months ended March 31, 2013 totaled $20.0 million.
	Trust Preferred Securities. The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary and, therefore, is not consolidated. At March 31, 2014 and December 31, 2013, $75.0 million in trust preferred securities have been included in the Tier 1 capital of Webster for regulatory reporting purposes pursuant to the Federal Reserve's capital adequacy guidelines. Certain provisions of the Basel III capital framework require the Company to phase out trust preferred securities from Tier 1 capital beginning January 1, 2015. Excluding trust preferred securities from the Tier 1 capital will not affect Webster's ability to meet all capital adequacy requirements to which it is subject.

Earnings_Per_Common_Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Earnings Per Common Share	'
	Earnings Per Common Share
	The calculation of basic and diluted earnings per common share follows:


		Three months ended March 31,
	(In thousands, except per share data)	2014			2013
	Earnings for basic and diluted earnings per common share:
	Net income available to common shareholders	$	47,784		$	39,231

	Less: Dividends to participating shares	(49		)	(33		)
	Income allocated to participating shares	(124		)	(118		)
	Net income allocated to common shareholders	$	47,611		$	39,080


	Shares:
	Weighted-average common shares outstanding - basic	89,880			85,501

	Effect of dilutive securities:
	Stock options and restricted stock	503			247

	Warrants - Series A1 and A2	—			3,781

	Warrants - other	275			133

	Weighted-average common shares outstanding - diluted	90,658			89,662


	Earnings per common share:
	Basic	$	0.53		$	0.46

	Diluted	0.53			0.44

	Stock Options
	Options to purchase 0.8 million shares and 2.1 million shares for the three months ended March 31, 2014 and 2013, respectively, were excluded from the calculation of diluted earnings per share because the options’ exercise prices were greater than the average market price of Webster's common stock for the respective periods.
	Restricted Stock
	Non-participating restricted stock awards of 172 thousand shares and 262 thousand shares for the three months ended March 31, 2014 and 2013, respectively, whose issuance is contingent upon the satisfaction of certain performance conditions, were deemed to be anti-dilutive and, therefore, are excluded from the calculation of diluted earnings per share for the respective periods.
	Warrants
	Series A1 and A2: The Series A1 and A2 warrants issued in connection with the Warburg investment were exchanged in a cashless exercise on March 22, 2013. The weighted-average dilutive effect of these warrants, prior to the exchange is included in the calculation of diluted earnings per share for the three months ended March 31, 2013 because the exercise price of the warrants was less than the average market price of Webster's common stock for the respective periods.
	Other: Warrants initially issued to the U.S. Treasury and sold in a secondary public offering on June 8, 2011 represent 0.7 million potential issuable shares of common stock at both March 31, 2014 and 2013. The weighted-average dilutive effect of these warrants is included in the calculation of diluted earnings per share for the three months ended March 31, 2014 and 2013 because the exercise price of the warrants was less than the average market price of Webster’s common stock for the respective periods.
	Series A Preferred Stock
	The Series A Preferred Stock represents potential issuable common stock at March 31, 2014 and 2013. The weighted-average effect of 1.1 million shares of common stock associated with the Series A Preferred Stock was deemed to be anti-dilutive and, therefore, is excluded from the calculation of diluted earnings per share for the three months ended March 31, 2014 and 2013.

Derivative_Financial_Instrumen

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	Risk Management Objective of Using Derivatives
	Webster is exposed to certain risks arising from both its business operations and economic conditions. Webster principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. Webster manages economic risks, including interest rate, liquidity, and credit risk, primarily by managing the amount, sources, and duration of its debt funding and the use of derivative financial instruments. Specifically, Webster enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and uncertain cash amounts, the value of which are determined by interest rates. The type of hedge accounting designation used depends on the specific risk being hedged. Webster uses fair value hedges to mitigate changes in fair values due to fixed rates or prices, while changes in cash flows due to variable rates or prices may be reduced or eliminated by a cash flow hedge.
	Cash Flow Hedges of Interest Rate Risk
	Webster’s primary objective in using interest rate derivatives is to add stability to interest expense and to manage its exposure to interest rate movements. To accomplish this objective, Webster uses interest rate swaps and caps as part of its interest rate risk management strategy. Interest rate swaps and caps designated as cash flow hedges are designed to manage the risk associated with a forecasted event or an uncertain variable rate cash flow.
	Webster uses forward-settle interest rate swaps to protect the Company against adverse fluctuations in interest rates by reducing its exposure to variability in cash flows relating to interest payments on forecasted debt issuances. The change in fair value of the forward-settle swaps is recorded in accumulated other comprehensive income ("AOCI") during the swap term. Forward-settle swaps are typically terminated and cash settled to coincide with a debt issuance. Upon the termination of a swap at the time of debt issuance, the gain or loss that has been recorded in AOCI is amortized into interest expense over the life of the debt.
	Webster has four $25 million forward-settle interest rate swap hedges outstanding as of March 31, 2014, which qualify for cash flow hedge accounting. The swaps, entered into in August and September 2013, protect the Company against adverse fluctuations in interest rates by reducing exposure to variability in cash flows related to interest payments on forecasted issuance of five-year debt. Each swap will pay a fixed rate and receive 1-month LIBOR indexed floating rate, effective on June 30, 2014, and maturing on June 30, 2019. Cash settlement is expected to occur on the effective date and the forecasted five-year debt issuances are anticipated to occur between April 2014 and March 2015.
	Webster has four additional $25 million forward-settle interest rate swap hedges outstanding as of March 31, 2014, which qualify for cash flow hedge accounting. The swaps, entered into in October and November 2013, protect the Company against adverse fluctuations in interest rates by reducing exposure to variability in cash flows related to interest payments on forecasted issuance of five-year debt. Each swap will pay a fixed rate and receive 1-month LIBOR indexed floating rate, effective on October 16, 2014 and November 18, 2014 and maturing on October 16, 2019 and November 18, 2019, respectively. Cash settlement is expected to occur on the effective date and the forecasted five-year debt issuances are anticipated to occur between July 16, 2014 and May 18, 2015.
	Furthermore, Webster has two $25 million forward-settle interest rate swap hedges outstanding as of March 31, 2014, which qualify for cash flow hedge accounting. The swaps, entered into in January 2014, protect the Company against adverse fluctuations in interest rates by reducing exposure to variability in cash flows related to interest payments on forecasted issuance of five-year debt. Each swap will pay a fixed rate and receive 1-month LIBOR indexed floating rate, effective on January 31, 2015 and maturing on January 31, 2020. Cash settlement is expected to occur on the effective date, and the forecasted five-year debt issuances are anticipated to occur between October 31, 2014 and July 31, 2015.
	Webster has five $25 million interest rate caps which are designated as cash flow hedge transactions against the risk of changes in cash flows related to the Company's $150 million 3-month LIBOR indexed floating rate FHLB advance maturing December 30, 2021. The caps each have a strike rate of 3.0% indexed to 3-month LIBOR. The change in fair value of the caps is marked through AOCI resulting in a $7.1 million gain as of March 31, 2014. An unamortized premium balance of $6.6 million will be reclassified from AOCI to interest expense over the term of the cap according to a predetermined cap value schedule.
	Webster terminated six $25 million forward-settle interest rate swaps associated with a cash flow hedge related to a ten-year debt issuance at the holding company. Upon debt issuance, the swaps were terminated and the fee was cash settled for $3.1 million in February 2014. The fee will be amortized from AOCI into earnings over the term of the senior fixed-rate notes maturing in 2024.
	Terminated forward-settle swap gains and losses recorded in AOCI are amortized into earnings over the respective terms of the associated debt instruments. At March 31, 2014, the remaining unamortized loss on the termination of cash flow hedges was $33.1 million. Over the next twelve months, the Company estimates that $7.5 million will be reclassified from AOCI as an increase to interest expense.
	Additionally, changes related to cash flow hedge accounting that represent the current market value of interest rate swaps or the unamortized balance of an interest rate cap premium payment are recorded in AOCI. These amounts are reclassified to interest expense as interest payments are made on the Company's variable-rate debt. Over the next twelve months, the Company estimates that $2.4 million will be reclassified from AOCI as an increase to interest expense. Hedge ineffectiveness for the three months ended March 31, 2014 and 2013 was deemed insignificant.
	The table below presents the notional amount and fair value for Webster’s interest rate derivatives designated as cash flow hedges as well as their classification in the accompanying Condensed Consolidated Balance Sheets:


			At March 31, 2014								At December 31, 2013
	(Dollars in thousands)	Balance Sheet	# of	Notional			Fair				# of	Notional			Fair
		Classification	Instruments	Amount			Value				Instruments	Amount			Value
	Forward-settle interest rate swap on anticipated debt	Other assets	4	$	100,000		$	255			8	$	200,000		$	3,027

	Forward-settle interest rate swap on anticipated debt	Other liabilities	6	150,000			(1,682		)		5	125,000			(622		)

	Interest rate cap on FHLB advances	Other assets	5	125,000			7,061				2	50,000			3,554

	The increase/(reduction) to interest expense on borrowings related to cash flow hedges is presented below:


		Three months ended March 31,
		2014							2013
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Interest rate swaps on FHLB advances	$	—		$	1,353			$	380		$	1,732

	Interest rate swaps on senior fixed-rate notes	—			38				—			—

	Interest rate swaps on junior subordinated debt	—			—				—			(3		)

	Interest rate swaps on repurchase agreements	—			830				—			830

	Net increase to interest expense on borrowings	$	—		$	2,221			$	380		$	2,559




	Fair Value Hedges of Interest Rate Risk
	Webster is exposed to changes in the fair value of certain of its fixed-rate obligations due to changes in benchmark interest rates. Webster uses interest rate swaps to manage its exposure to changes in fair value on these obligations attributable to changes in the benchmark interest rate. Interest rate swaps designated as fair value hedges involve the receipt of fixed-rate amounts from a counterparty in exchange for Webster making variable-rate payments over the life of the agreements without the exchange of the underlying notional amount. Webster did not have any derivative financial instruments designated as fair value hedges as of March 31, 2014 and December 31, 2013.
	For derivatives designated and that qualify as fair value hedges, the gain or loss on the derivative, as well as the offsetting gain or loss on the hedged item attributable to the hedged risk, is recognized in interest expense. Webster includes the gain or loss from the period end mark-to-market (“MTM”) adjustments on the hedged items in the same line item as the offsetting gain or loss on the related derivatives. The impact of derivative net settlements, hedge ineffectiveness, basis amortization adjustments, and amortization of deferred hedge terminations are also recognized in interest expense. At March 31, 2014, the remaining unamortized gain related to the termination of a senior fixed-rate note fair value hedge was $0.3 million.
	The reduction to interest expense on borrowings related to fair value hedges is presented below:


		Three months ended March 31,
	(In thousands)	2014				2013
	Interest rate swaps on senior fixed-rate notes	$	(799	)		$	(799	)
	Interest rate swaps on junior subordinated debt	—				(207		)

	Net reduction to interest expense on borrowings	$	(799	)		$	(1,006	)
	Non-Hedge Accounting Derivatives / Non-designated Hedges
	Derivatives that do not meet the hedge accounting requirements of ASC Topic 815, “Derivatives and Hedging” are not speculative and are used to manage the Company’s exposure to interest rate movements and other identified risks. Changes in the fair value of these instruments are recorded as a component of non-interest income in the accompanying Condensed Consolidated Statements of Income.
	Webster had the following outstanding interest rate swaps and caps that were not designated for hedge accounting:


			At March 31, 2014
							Fair Value
(Dollars in thousands)	Balance Sheet	# of		Notional			Gain			Loss			Net
	Classification	Instruments		Amount
Webster with customer position:
Commercial loan interest rate derivatives	Other assets	169		$	1,077,242		$	32,552		$	—		$	32,552

Commercial loan interest rate derivatives	Other liabilities	72		618,935			—			(7,710		)	(7,710		)

Total customer position		241		$	1,696,177		$	32,552		$	(7,710	)	$	24,842


Webster with counterparty position:
Commercial loan interest rate derivatives	Other assets	78		$	558,585		$	5,274		$	(2,488	)	$	2,786

Commercial loan interest rate derivatives	Other liabilities	157		1,137,530			6,892			(21,115		)	(14,223		)

Fed Funds futures	Other liabilities	14		11,000,000			43			(407		)	(364		)

Total counterparty position		249		$	12,696,115		$	12,209		$	(24,010	)	$	(11,801	)



		At December 31, 2013
							Fair Value
(Dollars in thousands)	Balance Sheet	# of		Notional			Gain			Loss			Net
	Classification	Instruments		Amount
Webster with customer position:
Commercial loan interest rate derivatives	Other assets	159		$	915,272		$	29,004		$	—		$	29,004

Commercial loan interest rate derivatives	Other liabilities	76		648,456			—			(11,175		)	(11,175		)

Total customer position		235		$	1,563,728		$	29,004		$	(11,175	)	$	17,829


Webster with counterparty position:
Commercial loan interest rate derivatives	Other assets	111		$	914,044		$	8,944		$	(2,766	)	$	6,178

Commercial loan interest rate derivatives	Other liabilities	118		649,623			8,118			(20,094		)	(11,976		)

Fed Funds futures	Other liabilities	14		11,200,000			32			(259		)	(227		)

Total counterparty position		243		$	12,763,667		$	17,094		$	(23,119	)	$	(6,025	)

Webster reported the changes in the fair value of non-hedge accounting derivatives as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income as follows:


	Three months ended March 31,
(In thousands)	2014				2013
Non-hedge derivatives, net	$	2,113			$	652

Fed funds futures contracts	(275		)		52

Net increase to other non-interest income	$	1,838			$	704

Offsetting Derivatives
Webster has entered into transactions with counterparties that are subject to an enforceable master netting agreement. Hedge accounting positions are recorded on a gross basis in other assets for a gain position and in other liabilities for a loss position, while non-hedge accounting net positions are recorded in other assets for a net gain or in other liabilities for a net loss position, in the accompanying Condensed Consolidated Balance Sheets.
The tables below present the financial assets and liabilities for non-customer derivative positions, including futures contracts, summarized by dealer counterparty or Derivative Clearing Organization ("DCO"):


	At March 31, 2014
					Hedge Accounting Positions							Non-Hedge Accounting Positions
(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM(Loss) Gain			Cash Collateral Posted (Received)			Net Exposure *(1)*
Dealer A	$	365,191			$	—		$	—			$	3,692		$	(9,040	)	$	(5,348	)	$	5,400		$	52

Dealer B	345,077				2,824			—				2,586			(8,452		)	(3,042		)	3,090			48

Dealer C	14,286				—			—				—			(1,242		)	(1,242		)	—			—

Dealer D	292,193				1,412			—				2,980			(806		)	3,586			(3,500		)	—

Dealer E	341,392				2,825			—				2,293			(1,682		)	3,436			(3,330		)	—

Dealer F (2)	11,712,976				255			(1,682		)		658			(2,788		)	(3,557		)	12,789			9,232

Total	$	13,071,115			$	7,316		$	(1,682	)		$	12,209		$	(24,010	)	$	(6,167	)	$	14,449




	At December 31, 2013
					Hedge Accounting Positions							Non-Hedge Accounting Positions
(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM (Loss) Gain			Cash Collateral Posted (Received)			Net Exposure *(1)*
Dealer A	$	387,258			$	730		$	—			$	4,643		$	(9,647	)	$	(4,274	)	$	4,300		$	26

Dealer B	322,888				615			—				3,475			(9,100		)	(5,010		)	4,940			—

Dealer C	14,477				—			—				—			(1,348		)	(1,348		)	—			—

Dealer D	291,627				1,734			—				4,108			(592		)	5,250			(5,300		)	—

Dealer E	372,771				2,290			(15		)		3,017			(1,743		)	3,549			(3,310		)	—

Dealer F (2)	11,749,646				1,212			(607		)		1,819			(657		)	1,767			7,485			9,252

Total	$	13,138,667			$	6,581		$	(622	)		$	17,062		$	(23,087	)	$	(66	)	$	8,115

(1) Net positive exposure represents over-collateralized loss positions which can be the result of DCO initial margin requirements posted in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act.
(2) Dealer F represents Chicago Mercantile Exchange, our designated DCO.
Counterparty Credit Risk. Derivative contracts involve the risk of dealing with both bank customers and institutional derivative counterparties and their ability to meet contractual terms. The Company has International Swap Derivative Association ("ISDA") Master agreements with all derivative counterparties for non-cleared trades. Additionally, the Company has executed a Credit Support Annex ("CSA") to the ISDA Master agreement with each of its institutional derivative counterparties. The ISDA Master agreements provide that on each payment date all amounts otherwise owing the same currency under the same transaction are netted so that only a single amount is owed in that currency. The ISDA Master agreements also provide, if the parties so elect, for such netting of amounts in the same currency among all transactions identified as being subject to such election that have common payment dates and booking offices. Under the CSA, daily net exposure in excess of a negotiated threshold is secured by posted cash collateral. The Company has negotiated a zero threshold with the majority of its approved financial institution counterparties. In accordance with Webster policies, institutional counterparties must be analyzed and approved through the Company’s credit approval process.
The Company’s credit exposure on interest rate derivatives is limited to the net favorable value and interest payments of all derivatives by each of the counterparties for the amounts up to the established threshold for collateralization. Credit exposure may be reduced by the amount of collateral pledged by the counterparty. The Company's credit exposure related to derivatives with approved financial institutions is zero unless cash collateral exceeds the unfavorable market value.
In accordance with counterparty credit agreements and derivative clearing rules, the Company had approximately $14.4 million in net margin collateral posted with financial counterparties at March 31, 2014. Approximately $21.2 million of margin collateral was posted to financial counterparties or DCO, and approximately $6.8 million was posted from financial counterparties at March 31, 2014. Collateral levels for approved financial institution counterparties are monitored on a daily basis and adjusted as necessary. In the event of default, should the collateral not be returned, the exposure would be offset by terminating the transaction.
The Company regularly evaluates the credit risk of its counterparties, taking into account such factors as the likelihood of default, its net exposures, and remaining contractual life, among other things. The Company's net current credit exposure relating to interest rate derivatives with Webster Bank customers was $32.6 million at March 31, 2014. In addition, the Company monitors potential future exposure, representing its best estimate of exposure to remaining contractual maturity. The potential future exposure relating to interest rate derivatives with Webster Bank customers totaled $12.9 million at March 31, 2014. The credit exposure is mitigated as transactions with customers are generally secured by the same collateral securing the underlying transaction being hedged. No losses on derivative instruments have occurred as a result of counterparty nonperformance.
Futures Contracts Derivatives. In March 2010, Webster entered into a $600 million short-selling of a one-year strip of Fed funds futures contracts with serial maturities between May 2010 and April 2011 to hedge against a rise in short-term rates. Since then, Webster has continued to roll the futures contracts and, beginning with the September 2011 contracts, reduced the notional amount to $400 million, as the probability for rising short-term rates decreased, and then, beginning with the March 2013 contracts, increased the notional amount to $800 million, as the probability for rising short-term rates increased. This transaction is designed to work in conjunction with floating rate assets with interest rate floors, which will not generate a benefit from an increase in short-term interest rates. The fair value of these contracts is a loss of $364 thousand and is reflected in other liabilities in the accompanying Condensed Consolidated Balance Sheets and the related income impact as non-interest income in the accompanying Condensed Consolidated Statements of Income. The Company recognized $275 thousand MTM loss and $52 thousand MTM gain for the three months ended March 31, 2014 and 2013, respectively.
Mortgage Banking Derivatives. Forward sales of mortgage loans and MBS, are utilized by Webster in its efforts to manage risk of loss associated with its mortgage loan commitments and mortgage loans held for sale. Prior to closing and funding certain single-family residential mortgage loans, an interest rate lock commitment is generally extended to the borrower. During the period from commitment date to closing date, Webster 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, under which Webster agrees to deliver whole mortgage loans to various investors or issue MBS, are established. At March 31, 2014, outstanding rate locks totaled approximately $40.2 million and the outstanding commitments to sell residential mortgage loans totaled approximately $43.1 million. Forward sales, which include mandatory forward commitments of approximately $42.0 million at March 31, 2014, establish the price to be received upon the sale of the related mortgage loan, thereby mitigating certain interest rate risk. There is, however, still certain execution risk specifically related to Webster’s ability to close and deliver to its investors the mortgage loans it has committed to sell. The interest rate locked loan commitments and forward sales commitments are recorded at fair value, with changes in fair value recorded as non-interest income in the accompanying Condensed Consolidated Statements of Income. As of March 31, 2014 and December 31, 2013, the fair value of interest rate locked loan commitments and forward sales commitments totaled $0.2 million and $0.5 million, respectively, and were recorded as a component of other assets in the accompanying Condensed Consolidated Balance Sheets.
Foreign Currency Derivatives. The Company enters into foreign currency forward contracts that are not designated as hedging instruments to minimize fluctuations of currency exchange rates on certain lending arrangements. Upon the origination of a foreign currency forward contract with a customer, the Company simultaneously enters into an offsetting contract with a third party to negate the exposure to fluctuations in foreign currency exchange rates. The carrying amounts and fair values of foreign currency forward contracts were not material at March 31, 2014 and December 31, 2013.
Risk Participation Agreements. The Company enters into financial guarantees of performance on interest rate swap derivatives. The purchased (asset) or sold (liability) guarantee allows the Company to participate-in for a fee received, or participate-out for a fee paid, of the risk associated with certain derivative positions executed with the borrower by a lead bank. The risk participation agreement guarantee is recorded on the balance sheet at fair value, with changes in fair value recognized in earnings each period. The notional amount and fair value of risk participation agreements were not material at March 31, 2014.

Fair_Value_Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Measurements	'
	Fair Value Measurements
	Fair value is the price that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Fair value is best determined using quoted market prices. However, in many instances, quoted market prices are not available. In such instances, fair values are determined using various valuation techniques. Various assumptions and observable inputs must be relied upon in applying these techniques. Accordingly, the fair value estimates may not be realized in an immediate transfer of the respective asset or liability.
	Fair Value Hierarchy
	The three levels within the fair value hierarchy are as follows:

	•	Level 1: Valuation is based upon unadjusted quoted prices in active markets for identical assets or liabilities that the reporting entity has the ability to access at the measurement date.

	•	Level 2: Fair value is calculated using inputs other than quoted market prices that are directly or indirectly observable for the asset or liability. The valuation may rely on quoted prices for similar assets or liabilities in active markets, quoted prices for identical or similar assets or liabilities in inactive markets, inputs other than quoted prices that are observable for the asset or liability (such as interest rates, volatilities, prepayment speeds, credit ratings, etc.), or inputs that are derived principally or corroborated by market data, by correlation, or other means.

	•	Level 3: Inputs for determining the fair value of the respective assets or liabilities are not observable. Level 3 valuations are reliant upon pricing models and techniques that require significant management judgment or estimation.
	Categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement.
	Assets and Liabilities Measured at Fair Value on a Recurring Basis
	Securities
	When quoted prices are available in an active market, the Company classifies securities within Level 1 of the valuation hierarchy. Level 1 securities include equity securities in financial institutions, U.S. Treasury Bills, and interest rate futures contracts.
	If quoted market prices are not available, the Company employs an independent pricing service that utilizes matrix pricing to calculate fair value. Such fair value measurements consider observable data such as dealer quotes, market spreads, cash flows, yield curves, live trading levels, trade execution data, market consensus prepayments speeds, credit information, and respective terms and conditions for debt instruments. Webster employs procedures to monitor the pricing service's assumptions and establishes processes to challenge the pricing service's valuations that appear unusual or unexpected. Level 2 securities include agency CMOs, agency MBS, agency CMBS, CLOs, corporate debt, single-issuer trust preferred securities, CMBS, and auction rate preferred securities.
	When a market is illiquid or there is a lack of transparency around the inputs to valuation, the securities are classified as Level 3, and reliance is placed upon internally developed models and management judgment for valuation.
	Pooled trust preferred securities are currently classified as Level 3. Due to the continued inactive market and illiquid nature of pooled trust preferred securities in the entire capital structure, an internal cash flow model is used to value these securities on a quarterly basis. The Company employs an internal CDO model for projecting future cash flows and discounting those cash flows to a net present value. Each underlying issuer in the pool is rated internally using the latest financial data on each institution, and future deferrals, defaults, and losses are then estimated on the basis of continued stress in the financial markets. Further, all current and projected deferrals are not assumed to cure, and all current and projected defaults are assumed to have no recovery value. The resulting net cash flows are then discounted at current market levels for similar types of products that are actively trading.
	Derivative Instruments
	Derivative instruments are valued using third-party valuation software, which considers the present value of cash flows discounted using observable forward rate assumptions. The resulting fair values are validated against valuations performed by independent third parties and are classified within Level 2 of the fair value hierarchy. Fed funds futures contracts are valued based on unadjusted quoted prices in active markets and are classified within Level 1 of the fair value hierarchy. In determining if any fair value adjustments related to credit risk are required, Webster evaluates the credit risk of its counterparties by considering factors such as the likelihood of default by the Company or its counterparties, its net exposures, the remaining contractual life, as well as the amount of collateral securing the position. Webster reviews its counterparty exposure on a regular basis, and, when necessary, appropriate business actions are taken to adjust the exposure. When determining fair value, Webster applies the portfolio exception with respect to measuring counterparty credit risk for all of its derivative transactions subject to a master netting arrangement. To date, the Company has not realized any losses due to a counterparty's inability to pay any net uncollateralized position. The change in value of derivative assets and liabilities attributable to credit risk was not significant during the reported periods.
	Mortgage Banking Derivatives
	Mortgage-backed securities are utilized by the Company in its efforts to manage risk of loss associated with its mortgage loan commitments and mortgage loans held for sale. Prior to closing and funding certain single-family residential mortgage loans, an interest rate lock commitment is generally extended to the borrower. During the period from commitment date to closing date, Webster 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, under which Webster agrees to deliver whole mortgage loans to various investors or issue mortgage-backed securities, are established. The fair value of mortgage banking derivatives is determined based on current market prices for similar assets in the secondary market and, therefore, classified within Level 2 of the fair value hierarchy.
	Investments Held in Rabbi Trust
	Investments held in a Rabbi Trust primarily include mutual funds that invest in equity and fixed income securities. Shares of mutual funds are valued based on net asset value, which represents quoted market prices for the underlying shares held in the mutual funds. Therefore, investments held in the Rabbi Trust are classified within Level 1 of the fair value hierarchy. Webster has elected to measure the investments held in the Rabbi Trust at fair value. The Company consolidates the invested assets of the trust along with the total deferred compensation obligations and includes them in other assets and other liabilities, respectively, in the accompanying Condensed Consolidated Balance Sheets. Earnings in the Rabbi Trust, including appreciation or depreciation, are reflected as other non-interest income, and changes in the corresponding liability are reflected as compensation and benefits in the accompanying Condensed Consolidated Statements of Income. The cost basis of the investments held in the Rabbi Trust is $4.7 million as of March 31, 2014.
	Alternative Investments
	The Company generally accounts for its percentage ownership of alternative investment funds at cost, subject to impairment testing, while certain funds are included at fair value based upon the net asset value of the respective fund. At March 31, 2014, alternative investments consisted of $0.6 million recorded at fair value and $17.0 million recorded at cost. These are non-public investments that cannot be redeemed since the Company’s investment is distributed as the underlying investments are liquidated, which generally takes 10 years. The alternative investments included at fair value are classified within Level 3 of the fair value hierarchy. The alternative investments that are carried at cost are considered to be measured at fair value on a non-recurring basis when there is impairment. The Company has $7.0 million in unfunded commitments remaining for its alternative investments as of March 31, 2014.








	Summaries of fair values for assets and liabilities measured at fair value on a recurring basis are as follows:


		At March 31, 2014
	(In thousands)	Total			Quoted Prices in			Significant Other			Significant
					Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Financial assets held at fair value:
	Available for sale securities:
	U.S. Treasury Bills	$	425		$	425		$	—		$	—

	Agency CMOs	747,491			—			747,491			—

	Agency MBS	1,193,479			—			1,193,479			—

	Agency CMBS	80,426			—			80,426			—

	CMBS	463,817			—			463,817			—

	CLOs	357,817			—			357,817			—

	Pooled trust preferred securities	11,941			—			—			11,941

	Single issuer trust preferred securities	36,937			—			36,937			—

	Corporate debt	112,942			—			112,942			—

	Equity securities	3,581			3,306			275			—

Total available for sale securities	3,008,856			3,731			2,993,184			11,941

Derivative instruments	42,697			43			42,654			—

Mortgage banking derivatives	192			—			192			—

Investments held in Rabbi Trust	5,864			5,864			—			—

Alternative investments	583			—			—			583

Total financial assets held at fair value	$	3,058,192		$	9,638		$	3,036,030		$	12,524

Financial liabilities held at fair value:
Derivative instruments	$	24,099		$	407		$	23,692		$	—

Total financial liabilities held at fair value	$	24,099		$	407		$	23,692		$	—



	At December 31, 2013
(In thousands)	Total			Quoted Prices in			Significant Other			Significant
				Active Markets for			Observable Inputs			Unobservable Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Financial assets held at fair value:
Available for sale securities:
U.S. Treasury Bills	$	325		$	325		$	—		$	—

Agency CMOs	806,912			—			806,912			—

Agency MBS	1,226,702			—			1,226,702			—

Agency CMBS	70,977			—			70,977			—

CMBS	464,274			—			464,274			—

CLOs	357,641			—			357,641			—

Pooled trust preferred securities	28,490			—			—			28,490

Single issuer trust preferred securities	34,935			—			34,935			—

Corporate debt	113,091			—			113,091			—

Equity securities	3,584			3,309			275			—

Total available for sale securities	3,106,931			3,634			3,074,807			28,490

Derivative instruments	41,795			32			41,763			—

Mortgage banking derivatives	540			—			540			—

Investments held in Rabbi Trust	6,097			6,097			—			—

Alternative investments	565			—			—			565

Total financial assets held at fair value	$	3,155,928		$	9,763		$	3,117,110		$	29,055

Financial liabilities held at fair value:
Derivative instruments	$	24,038		$	259		$	23,779		$	—

Total financial liabilities held at fair value	$	24,038		$	259		$	23,779		$	—



The following table presents the changes in Level 3 assets and liabilities that are measured at fair value on a recurring basis:


	Three months ended March 31,
(In thousands)	2014			2013
Level 3, beginning of period	$	29,055		$	116,280

Change in unrealized loss included in other comprehensive income	800			5,357

Unrealized gain (loss) included in net income	18			(265		)

Realized gain on sale of available for sale securities	4,336			—

Purchases/capital calls	—			159,303

Sales/proceeds	(21,695		)	—

Accretion/amortization	31			42

Calls/paydowns	(21		)	(135		)
Level 3, end of period	$	12,524		$	280,582

The following table presents information about quantitative inputs and assumptions for items categorized in Level 3 of the fair value hierarchy:


	At March 31, 2014
(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
						(Weighted-Average)
Pooled trust preferred securities	$	11,941		Discounted cash flow	Discount rate	6.68% - 7.68% (7.17%)

					Credit spread	314 - 414 bps (363 bps)
Discount rates are derived for each security depending on the original rating or a notched down rating based on management's judgment. The discount represents a market rate used to discount expected cash flows to determine the fair value of the security. Components of the calculated discount rate are the six month rolling average of published industry credit spreads and the 30-year swap rate. When discount rates increase as a result of an increase in rate or credit spread, there is a direct inverse correlation with fair value; as discount rates increase, fair value decreases. An increase in credit spreads correlates to an increase in discount rate and, therefore, a decrease in fair value.
Pooled trust preferred security issuer financials are reviewed on a quarterly basis, and an internal credit rating (“shadow rating”) is updated for individual issuers in the model. The shadow rating is correlated to a Moody’s loss table to determine the loss impact on expected cash flows. There is a direct relationship between shadow rating and fair value; as shadow ratings decline, the loss probability increases, expected cash flows decline and, therefore, fair value decreases. There may be instances when a one notch downgrade in an individual issuer's credit ratings may not significantly impact the fair value of securities.
Assets Measured at Fair Value on a Non-Recurring Basis
Certain assets are measured at fair value on a non-recurring basis; that is, the assets are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment). The following is a description of valuation methodologies used for assets measured on a non-recurring basis.
Loans Held for Sale
Loans held for sale are accounted for at the lower of cost or market and are considered to be recognized at fair value when they are recorded at below cost. The fair value of residential mortgage loans held for sale is based on quoted market prices of similar loans sold in conjunction with securitization transactions. Accordingly, such loans are classified as Level 2 measurements. On occasion, the loans held for sale portfolio includes commercial loans in which adjustments are required for changes in loan characteristics. When observable data is unavailable, such loans are classified within Level 3. At December 31, 2013, the Company transferred loans held for sale from Level 3 to Level 2 as the secondary market for securities backed by similar loan types is actively traded, providing readily observable market pricing to be used as inputs for the estimated fair value of these loans.



Impaired Loans and Leases
Impaired loans and leases for which repayment is expected to be provided solely by the value of the underlying collateral are considered collateral dependent and are valued based on the estimated fair value of such collateral using Level 3 inputs based on customized discounting criteria.
Other Real Estate Owned (OREO) and Repossessed Assets
The total book value of OREO and repossessed assets is $7.8 million at March 31, 2014. OREO and repossessed assets are accounted for at the lower of cost or market and are considered to be recognized at fair value when they are recorded at below cost. The fair value of OREO is based on independent appraisals or internal valuation methods, less estimated selling costs. The fair value of repossessed assets is based on available pricing guides, auction results, and price opinions, less estimated selling costs. Certain assets require assumptions about factors that are not observable in an active market in the determination of fair value and are classified as Level 3.
Mortgage Servicing Assets
Mortgage servicing assets are accounted for at cost, subject to impairment testing. When the carrying cost exceeds fair value, a valuation allowance is established to reduce the carrying cost to fair value. Fair value is calculated as the present value of estimated future net servicing income and relies on market based assumptions for loan prepayment speeds, servicing costs, discount rates, and other economic factors. As such, mortgage servicing assets are classified within Level 3 of the fair value hierarchy.
The table below presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at March 31, 2014:


(Dollars in thousands)
Asset	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
Impaired Loans	$	25,193		Real Estate Appraisals	Discount for appraisal type	0% - 20%

					Discount for costs to sell	0% - 3%
Other Real Estate	$	1,760		Real Estate Appraisals	Discount for appraisal type	0% - 30%

					Discount for costs to sell	8%
Mortgage Servicing Assets	$	29,154		Discounted cash flow	Constant prepayment rate	6.5% - 26.1%

					Discount rates	1.2% - 3.9%
Fair Value of Financial Instruments
The Company is required to disclose the estimated fair value of financial instruments, both assets and liabilities, for which it is practicable to estimate fair value. The following is a description of valuation methodologies used for those assets and liabilities.
Cash, Due from Banks, and Interest-bearing Deposits
The carrying amount of cash, due from banks, and interest-bearing deposits is used to approximate fair value, given the short time frame to maturity and, as such, assets do not present unanticipated credit concerns. Cash, due from banks, and interest-bearing deposits are classified within Level 1 of the fair value hierarchy.
Loans and Leases
The estimated fair value of loans and leases held for investment is calculated using a discounted cash flow method, using future prepayments and market interest rates inclusive of an illiquidity premium for comparable loans and leases. The associated cash flows are adjusted for credit and other potential losses. Fair value for impaired loans and leases is estimated using the net present value of the expected cash flows. Loans and leases are classified within Level 3 of the fair value hierarchy.
Deposit Liabilities
The fair value of demand deposits, savings accounts, and certain money market deposits is the amount payable on demand at the reporting date. The fair value of fixed-maturity certificates of deposit is estimated using the rates currently offered for deposits of similar remaining maturities. Deposit liabilities are classified within Level 2 of the fair value hierarchy.
Securities Sold Under Agreements to Repurchase and Other Borrowings
Carrying value is an estimate of fair value for those securities sold under agreements to repurchase and other borrowings that mature within 90 days. The fair values of all other borrowings are estimated using discounted cash flow analysis based on current market rates adjusted, as appropriate, for associated credit risks. Securities sold under agreements to repurchase and other borrowings are classified within Level 2 of the fair value hierarchy.
Federal Home Loan Bank Advances and Long-Term Debt
The fair value of long-term debt is estimated using a discounted cash flow technique. Discount rates are matched with the time period of the expected cash flow and are adjusted, as appropriate, to reflect credit risk. Long-term debt and Federal Home Loan Bank advances are classified within Level 2 of the fair value hierarchy.
Following are summaries of the fair values of significant financial instruments:


	At March 31, 2014
(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
	Balance			Active Markets for			Observable Inputs			Unobservable Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Assets
Securities held-to-maturity	$	3,448,195		$	—		$	3,478,433		$	—

Loans held for sale	14,631			—			14,631			—

Loans and leases, net	12,841,142			—			—			12,874,865

Mortgage servicing assets (1)	20,465			—			—			29,154

Alternative investments (cost basis)	17,033			—			—			17,033

Investments held in Rabbi Trust	5,864			5,864			—			—

Liabilities
Deposits other than time deposits	12,759,749			—			12,759,749			—

Time deposits	2,280,240			—			2,298,821			—

Securities sold under agreements to repurchase and other borrowings	1,147,882			—			1,175,855			—

Federal Home Loan Bank advances (2)	2,203,606			—			2,215,593			—

Long-term debt (3)	376,412			—			370,829			—



	At December 31, 2013
(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
	Balance			Active Markets for			Observable Inputs			Unobservable Inputs
				Identical Assets			(Level 2)			(Level 3)
				(Level 1)
Assets
Securities held-to-maturity	$	3,358,721		$	—		$	3,370,912		$	—

Loans held for sale	20,802			—			20,802			—

Loans and leases, net	12,547,203			—			—			12,515,714

Mortgage servicing assets (1)	20,983			—			—			29,150

Alternative investments (cost basis)	16,582			—			—			16,582

Investments held in Rabbi Trust	6,097			6,097			—			—

Liabilities
Deposits other than time deposits	12,627,276			—			12,627,276			—

Time deposits	2,227,144			—			2,250,141			—

Securities sold under agreements to repurchase and other borrowings	1,331,662			—			1,365,427			—

Federal Home Loan Bank advances (2)	2,052,421			—			2,063,312			—

Long-term debt (3)	228,365			—			221,613			—


-1	The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at March 31, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.

-2	The carrying amount of FHLB advances is net of $55 thousand and $61 thousand in hedge accounting adjustments and discounts at March 31, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.

-3	The carrying amount of long-term debt is net of $(0.9) million and $1.0 million in hedge accounting adjustments and discounts at March 31, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.
Fair value estimates are made at a specific point in time, based on relevant market information and information about the financial instrument. These estimates do not reflect any premium or discount that could result from offering for sale at one time the entire holdings or any part of a particular financial instrument. Because no active market exists for a significant portion of Webster’s financial instruments, fair value estimates are based on judgments regarding future expected loss experience, current economic conditions, risk characteristics of various financial instruments, and other factors. These factors are subjective in nature and involve uncertainties and matters of significant judgment and, therefore, cannot be determined with precision. Changes in assumptions could significantly affect the estimates.

Pension_and_Other_Postretireme

Pension and Other Postretirement Benefits	3 Months Ended
	Mar. 31, 2014
Compensation and Retirement Disclosure [Abstract]	'
Pension and Other Postretirement Benefits	'
	Pension and Other Postretirement Benefits
	The following table summarizes the components of net periodic benefit cost:


		Three months ended March 31,
		Webster Pension						Webster SERP				Other Benefits
	(In thousands)	2014			2013			2014		2013		2014		2013
	Service cost	$	10		$	10		$	—	$	—	$	—	$	—

	Interest cost on projected benefit obligations	2,003			1,812			92		74		34		30

	Expected return on plan assets	(2,875		)	(2,775		)	—		—		—		—

	Amortization of prior service cost	—			—			—		—		18		18

	Recognized net loss	687			1,540			23		31		—		7

	Net periodic benefit cost (income)	$	(175	)	$	587		$	115	$	105	$	52	$	55




	The Webster Bank Pension Plan and the supplemental pension plans were frozen effective December 31, 2007. No additional benefits have been accrued since that time. Additional contributions to the Webster Bank Pension Plan will be made as deemed appropriate by management in conjunction with information provided by the Plan’s actuaries.
	Multiple-employer plan
	Webster Bank is a sponsor of a multiple-employer plan administered by Pentegra (the “Fund”) for the benefit of former employees of a bank acquired by Webster. The Fund does not segregate the assets or liabilities of its participating employers in the ongoing administration of this plan. According to the Fund’s administrators, as of July 1, 2013, the date of the latest actuarial valuation, Webster’s portion of the plan was underfunded by $2.2 million.
	The following table sets forth contributions and funding status of the Fund:


	(In thousands)	Contributions by Webster Bank		Funded Status of Plan
		Three Months Ended March 31,
	EIN/Pension Plan Number	2014	2013	As of July 1, 2013
	13-5645888/333	$337	$237	At least 80 percent
	Multi-employer accounting is applied to the Fund. As a multiple-employer plan, there are no collective bargained contracts affecting the Fund's contribution or benefit provisions. All shortfall amortization bases are being amortized over seven years, as required by the Pension Protection Act. All benefit accruals were frozen as of September 1, 2004.

StockBased_Compensation_Plans

Stock-Based Compensation Plans	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Stock-Based Compensation Plans	'
	Stock-Based Compensation Plans
	Webster maintains stock-based compensation plans (collectively, the "Plans") under which non-qualified stock options, incentive stock options, restricted stock, restricted stock units, or stock appreciation rights may be granted to employees and directors. The Company believes that these share awards better align the interests of its employees with those of its shareholders. Share awards are issued from available treasury shares. Stock-based compensation cost is recognized over the required service vesting period for the awards, based on the grant-date fair value, net of estimated forfeitures, and is included as a component of compensation and benefits reflected in non-interest expense. An award to retirement eligible employees is subject to a one year service requirement to vest and the cost of the award is accordingly recognized for the period in which the award is made.
	The following table provides a summary of stock-based compensation expense recognized in the accompanying Condensed Consolidated Statements of Income:


		Three months ended March 31,
	(In thousands)	2014			2013
	Stock options	$	552		$	830

	Restricted stock	2,221			1,643

	Stock-based compensation	$	2,773		$	2,473

	The following table provides a summary of unrecognized stock-based compensation expense:


		At March 31, 2014
	(Dollars in thousands)	Unrecognized Compensation Expense			Weighted-Average Period To Be Recognized
	Stock options	$	1,123		1.7 years

	Restricted stock	$	16,531		2.3 years

	The following table provides a summary of the activity under the Plans for the three months ended March 31, 2014:


		Restricted Stock Awards Outstanding													Stock Options Outstanding
		Time-Based									Performance-Based
		Number of		Weighted-Average			Number of		Weighted-Average		Number of		Weighted-Average		Number of		Weighted-Average
		Shares		Grant Date			Units		Grant Date		Shares		Grant Date		Shares		Exercise Price
				Fair Value					Fair Value				Fair Value
	Outstanding, at January 1, 2014	267,119		$	22.96		1,705		$	22.75	138,450		$	24.43	2,325,797		$	26.97

	Granted	185,568		29.51			13,678		29.34		141,245		29.93		—		—

	Vested restricted stock awards (1)	(53,762	)	23.42			(2,845	)	25.39		(67,155	)	24.81		—		—

	Forfeited	(11,318	)	24.93			—		—		(12,509	)	25.9		(32,583	)	26.84

	Outstanding, at March 31, 2014	387,607		$	25.97		12,538		$	29.34	200,031		$	28.1	2,293,214		$	26.97


	Options exercisable, at March 31, 2014														1,971,982		$	27.58

	Options expected to vest, at March 31, 2014														297,476		$	23.24

	(1) Vested for purposes of recording compensation expense.
	Time-based restricted stock awards vest over the applicable service period ranging from one to five years. The Plans limit the number of time-based awards that may be granted to an eligible individual in a calendar year to 100,000 shares. Compensation expense is recorded over the vesting period based on a fair value of the grant-date market price of the Company's common stock.
	Performance-based restricted stock awards vest after three years, with share quantity dependent on performance. Prior to January 1, 2014, awards vest in a range from zero to 200% and subsequent to that date, awards vest in a range from zero to 150% of the target number of shares under the grant. The performance-based shares granted in 2014 vest, based 50% upon Webster's ranking for total shareholder return versus Webster's fourteen-bank compensation peer group companies and 50% upon Webster's return on equity, over the three year vesting period. The fourteen-bank compensation peer group companies are utilized because they represent the mix of size and type of financial institutions that best compare with Webster. The Company records compensation expense over the vesting period, based on a fair value calculated using the Monte-Carlo simulation model, which allows for the incorporation of the performance condition for the 50% of the performance-based shares tied to total shareholder return versus the fourteen-bank compensation peer group, and based on a fair value of the market price on the date of grant for the remaining 50% of the performance-based shares tied to Webster's return on equity. Compensation expense is subject to adjustment based on management's assessment of Webster's return on equity performance relative to the target number of shares condition. Dividends are paid on the performance-based shares when the performance target is met.
	Stock option awards have an exercise price equal to the market price of Webster's stock on the date of grant and vest over periods ranging from three to four years. Each option grants the holder the right to acquire a share of Webster common stock over a contractual life of up to ten years. There were no stock options granted in 2014. At March 31, 2014, stock options outstanding included 2,108,861 non-qualified and 184,353 incentive options.

Segment_Reporting

Segment Reporting	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Segment Reporting	'
	Segment Reporting
	Webster’s operations are divided into three reportable segments that represent its core businesses – Commercial Banking, Community Banking, and Other. Community Banking includes the operating segments of Webster's Personal Bank and Business Banking, and Other includes HSA Bank and Private Banking. These segments reflect how executive management responsibilities are assigned by the chief operating decision maker for each of the core businesses, the products and services provided and the type of customer served, and reflect how discrete financial information is currently evaluated. The Company’s Treasury unit and consumer liquidating portfolio are included in the Corporate and Reconciling category along with the amounts required to reconcile profitability metrics to GAAP reported amounts.
	Webster’s business segment results are intended to reflect each segment as if it were a stand-alone business. Webster uses an internal profitability reporting system to generate information by operating segment, which is based on a series of management estimates and allocations regarding funds transfer pricing, the provision for loan and lease losses, non-interest expense, income taxes, and equity capital. These estimates and allocations, certain of which are subjective in nature, are continually being reviewed and refined. Changes in estimates and allocations that affect the reported results of any operating segment do not affect the consolidated financial position or results of operations of Webster as a whole. The full profitability measurement reports, which are prepared for each operating segment, reflect non-GAAP reporting methodologies. The differences between the full profitability and GAAP measures are reconciled in the Corporate and Reconciling category.
	The Company uses a matched maturity funding concept, called funds transfer pricing (“FTP”), to allocate interest income and interest expense to each business while also transferring the primary interest rate risk exposures to the Corporate and Reconciling category. The allocation process considers the specific interest rate risk and liquidity risk of financial instruments and other assets and liabilities in each line of business. The “matched maturity funding concept” considers the origination date and the earlier of the maturity date or the repricing date of a financial instrument to assign an FTP rate for loans and deposits originated each day. Loans are assigned an FTP rate for funds “used” and deposits are assigned an FTP rate for funds “provided.” From a governance perspective, this process is executed by the Company’s Financial Planning and Analysis division, and the process is overseen by the Company’s Asset/Liability Committee (ALCO).
	Webster attributes the provision for loan and lease losses to each segment based on management’s estimate of the inherent loss content in each of the specific loan and lease portfolios. Provision expense for certain elements of risk that are not deemed specifically attributable to a business segment, such as environmental factors, and provision for the consumer liquidating portfolio, is shown as part of the Corporate and Reconciling category. For the three months ended March 31, 2014 and 2013, 130.2% and 115.9%, respectively, of the provision expense is specifically attributable to business segments and reported accordingly.
	Webster allocates a majority of non-interest expense to each business segment using a full-absorption costing process. Costs, including corporate overhead, are analyzed, pooled by process, and assigned to the appropriate business segment. Income tax expense is allocated to each business segment based on the effective income tax rate for the period shown.
	The following tables present the results for Webster’s business segments and incorporate the allocation of the provision for loan and lease losses and income tax expense to each of Webster’s business segments for the periods presented:


		Three months ended March 31, 2014
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income	$	56,152	$	87,341	$	11,367		$	154,860	$	441		$	155,301

	Provision (benefit) for loan and lease losses	9,557		1,768		389			11,714		(2,714		)	9,000

	Net interest income after provision for loan and lease losses	46,595		85,573		10,978			143,146		3,155			146,301

	Non-interest income	7,951		24,436		9,510			41,897		7,931			49,828

	Non-interest expense	26,019		81,518		14,703			122,240		2,377			124,617

	Income before income tax expense	28,527		28,491		5,785			62,803		8,709			71,512

	Income tax expense	8,413		8,402		1,706			18,521		2,568			21,089

	Net income	$	20,114	$	20,089	$	4,079		$	44,282	$	6,141		$	50,423



		Three months ended March 31, 2013
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income	$	51,160	$	84,667	$	9,288		$	145,115	$	681		$	145,796

	Provision (benefit) for loan and lease losses	2,001		6,713		(19		)	8,695		(1,195		)	7,500

	Net interest income after provision for loan and lease losses	49,159		77,954		9,307			136,420		1,876			138,296

	Non-interest income	4,832		30,561		8,145			43,538		4,740			48,278

	Non-interest expense	25,270		85,869		12,811			123,950		1,585			125,535

	Income before income tax expense	28,721		22,646		4,641			56,008		5,031			61,039

	Income tax expense	8,903		7,020		1,439			17,362		1,560			18,922

	Net income	$	19,818	$	15,626	$	3,202		$	38,646	$	3,471		$	42,117









		Total Assets
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	At March 31, 2014	$	5,986,898	$	7,800,682	$	372,693		$	14,160,273	$	7,015,472		$	21,175,745

	At December 31, 2013	$	5,682,129	$	7,809,343	$	365,863		$	13,857,335	$	6,995,664		$	20,852,999

Commitments_and_Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	Lease Commitments. At March 31, 2014, Webster was obligated under various non-cancelable operating leases for properties used as banking offices and other office facilities. The leases contain renewal options and escalation clauses which provide for increased rental expense, or equipment replaced with new leased equipment, as these leases expire. Rental expense under leases was $5.0 million and $5.1 million for the three months ended March 31, 2014 and 2013, respectively, and is recorded as a component of occupancy expense in the accompanying Condensed Consolidated Statements of Income. Rental income from sub-leases on certain of these properties is recorded as a component of occupancy expense in the accompanying Condensed Consolidated Statements of Income, while rental income under various non-cancelable operating leases for properties owned is recorded as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income. Rental income was $0.2 million for the three months ended March 31, 2014 and 2013, respectively. There has been no significant change in future minimum lease payments payable since December 31, 2013. See Webster's 2013 Form 10-K for additional information regarding these commitments.
	Credit-Related Financial Instruments. The Company is a party to credit-related financial instruments with off-balance sheet risk in the normal course of business to meet the financing needs of its customers. These financial instruments include commitments to extend credit, standby letters of credit, and commercial letters of credit. Such commitments involve, to varying degrees, elements of credit and interest rate risk in excess of the amount recognized in the balance sheet. The Company’s exposure to credit loss is represented by the contractual amount of these commitments as it is for on-balance sheet instruments.
	The following table summarizes outstanding financial instruments whose contract amounts represent credit risk:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Unused commitments to extend credit	$	4,204,523	$	4,183,455

	Standby letters of credit	150,150		135,761

	Commercial letters of credit	20,254		13,621

	Total financial instruments with off-balance sheet risk	$	4,374,927	$	4,332,837

	Unused commitments to extend credit. The Company makes commitments under various terms to lend funds to customers. These commitments include revolving credit arrangements, term loan commitments, and short-term borrowing agreements. Many of these loans have fixed expiration dates or other termination clauses where a fee may be required. Since commitments are expected to expire without being funded, the total commitment amounts do not necessarily represent future liquidity requirements.
	Standby letters of credit. Standby letters of credit commit the Company to make payments on behalf of customers if certain specified future events occur. The Company has recourse against the customer for any amount required to be paid to a third party under a standby letter of credit. Historically, a large percentage of standby letters of credit expire without being funded. The contractual amount of standby letters of credit represents the maximum potential amount of future payments the Company could be required to make and represents the Company's maximum credit risk.
	Commercial letters of credit. Commercial letters of credit are issued to facilitate domestic or foreign trade transactions for customers. As a general rule, drafts will be drawn when the goods underlying the transaction are in transit.
	The reserve for unfunded credit commitments is reported as a component of accrued expenses and other liabilities in the accompanying Condensed Consolidated Balance Sheets. The following table provides activity details for the Company’s reserve for unfunded credit commitments:


		Three months ended
		March 31,
	(In thousands)	2014		2013
	Balance, beginning of period	$	4,384	$	5,662

	Provision	327		—

	Benefit	—		(525		)

	Balance, end of period	$	4,711	$	5,137

	Litigation Reserves. Webster is involved in routine legal proceedings occurring in the ordinary course of business and is subject to loss contingencies related to such litigation and claims arising therefrom. Webster evaluates these contingencies based on information currently available, including advice of counsel and assessment of available insurance coverage. Webster establishes accruals for litigation and claims when a loss contingency is considered probable and the related amount is reasonably estimable. These accruals are periodically reviewed and may be adjusted as circumstances change. Webster also estimates certain loss contingencies for possible litigation and claims, whether or not there is an accrued probable loss. Webster believes it has defenses to all the claims asserted against it in existing litigation matters and intends to defend itself in all matters.
	Based upon its current knowledge, after consultation with counsel and after taking into consideration its current litigation accruals, Webster believes that as of March 31, 2014 any reasonably possible losses, in addition to amounts accrued, are not material to Webster’s consolidated financial condition. However, in light of the uncertainties involved in such actions and proceedings, there is no assurance that the ultimate resolution of these matters will not significantly exceed the reserves currently accrued by Webster or that the Company’s litigation reserves will not need to be adjusted in future periods. Such an outcome could be material to the Company’s operating results in a particular period, depending on, among other factors, the size of the loss or liability imposed and the level of the Company’s income for that period.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	3 Months Ended
Summary of Significant Accounting Policies (Policies)	Mar. 31, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
Nature of Operations.	'
	Nature of Operations. Webster Financial Corporation (collectively, with its consolidated subsidiaries, “Webster” or the “Company”), is a financial holding company under the Bank Holding Company Act of 1956, as amended, headquartered in Waterbury, Connecticut and incorporated under the laws of Delaware in 1986. At March 31, 2014, Webster Financial Corporation's principal asset was all of the outstanding capital stock of Webster Bank, National Association ("Webster Bank").
	Webster, through Webster Bank and various non-banking financial services subsidiaries, delivers financial services to individuals, families and businesses throughout southern New England and into Westchester County, New York. Webster provides business and consumer banking, mortgage lending, financial planning, trust and investment services through banking offices, ATMs, telephone banking, mobile banking and its Internet website (www.websterbank.com). Webster also offers equipment financing, commercial real estate lending, and asset-based lending. Webster Bank offers, through its HSA Bank division, health savings accounts on a nationwide basis.
Basis of Presentation	'
	Basis of Presentation. The Condensed Consolidated Financial Statements include the accounts of Webster Financial Corporation and all other entities in which it has a controlling financial interest. All significant intercompany balances and transactions have been eliminated in consolidation. Webster's accounting and financial reporting policies conform, in all material respects, to U.S. generally accepted accounting principles (“GAAP”) and to general practices within the financial services industry.
	The Company determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (“VIE”) under GAAP. Voting interest entities are entities in which the total equity investment at risk is sufficient to enable the entity to finance itself independently and provides the equity holder with the obligation to absorb losses, the right to receive residual returns and the right to make decisions about the entity’s activities. The Company consolidates voting interest entities in which it has all, or at least a majority, of the voting interest. VIEs are entities that lack one or more of the characteristics of a voting interest entity. A controlling financial interest in a VIE is present when the Company has both the power and ability to direct the activities of the VIE that most significantly impact the VIE's economic performance and an obligation to absorb losses or the right to receive benefits that could potentially be significant to the VIE.
	The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary and, therefore, is not consolidated. The trust's only assets are junior subordinated debentures issued by the Company, which were acquired by the trust using the proceeds from the issuance of the trust preferred securities and common stock. The junior subordinated debentures are included in long-term debt and the Company’s equity interest in the trust is included in other assets in the accompanying Condensed Consolidated Balance Sheets. Interest expense on the junior subordinated debentures is reported in interest expense on long-term debt in the accompanying Condensed Consolidated Statements of Income.
	Certain prior period amounts have been reclassified to conform to the current year's presentation. These reclassifications had no impact on the Company's consolidated financial position, results of operations or net change in cash or cash equivalents.
Use of Estimates	'
Use of Estimates	Use of Estimates. The preparation of consolidated financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities and disclosure of contingent assets and liabilities at the date of these Condensed Consolidated Financial Statements. Actual results could differ from those estimates. The allowance for loan and lease losses, the fair value measurements of financial instruments and evaluation of investments for other-than-temporary impairment (“OTTI”), the valuation of goodwill, the deferred tax asset valuation allowance, and pension and other postretirement benefits, as well as the status of contingencies, are particularly subject to change.
Cash Equivalents and Cash Flows	'
	Cash Equivalents and Cash Flows. For the purposes of the Condensed Consolidated Statements of Cash Flows, cash equivalents include cash on hand and due from banks and, interest-bearing deposits at the Federal Reserve. Cash equivalents have a maturity of three months or less.
	Cash flows from loans, either originated or acquired, are classified at that time according to management's original intent to either sell or hold the loan for the foreseeable future. When management's intent is to sell the loan, the cash flows of that loan are presented as operating cash flows. When management's intent is to hold the loan for the foreseeable future, the cash flows of that loan are presented as investing cash flows.
Investment Securities	'
	Investment Securities. Investment securities are classified at the time of purchase as available for sale or held-to-maturity. Classification is determined at purchase, any subsequent changes to classification are reviewed for compliance with corporate objectives and accounting policy. Debt securities classified as held-to-maturity are those which Webster has the ability and intent to hold to maturity. Securities in the held-to-maturity portfolio are recorded at amortized cost net of unamortized premiums and discounts. Discount accretion income and premium amortization expense is recognized in investment securities interest income according to a constant yield methodology. Securities classified as available for sale are recorded at fair value with unrealized gains and losses, net of taxes, recorded as a separate component of other comprehensive income (“OCI”). Securities transferred from available for sale to held-to-maturity are recorded at fair value at the time of transfer. The respective gain or loss is reclassified as a separate component of OCI and amortized as an adjustment to interest income over the remaining life of the security.
	All securities classified as available for sale or held-to-maturity that are in an unrealized loss position are evaluated for other-than-temporary impairment on a quarterly basis. The evaluation considers several qualitative factors including the period of time the security has been in a loss position, in addition to the amount of the unrealized loss. If the Company intends to sell the security or it is more than likely the Company will be required to sell the security prior to recovery of its amortized cost basis, the security is written down to fair value and the loss is recorded in non-interest income in the accompanying Condensed Consolidated Statements of Income. If the Company does not intend to sell the security and it is more likely than not that the Company will not be required to sell the security prior to recovery of its amortized cost basis, only the credit component of any impairment charge of a debt security would be recognized as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income. The remaining loss component would be recorded in accumulated other comprehensive income ("AOCI"). A decline in the value of an equity security that is considered OTTI is recorded as a loss in non-interest income in the accompanying Condensed Consolidated Statements of Income.
	The specific identification method is used to determine realized gains and losses on sales of securities.
Loans Held for Sale	'
Loans Held for Sale	Loans Held for Sale. Loans held for sale are primarily residential real estate mortgage loans. Loans typically are assigned this classification upon origination based on management's intent to sell when the loans are underwritten. Loans held for sale are carried at the lower of cost or fair value. Non-residential mortgage loans held for sale are carried at the lower of cost or fair value and are valued on an individual asset basis. Any cost amount in excess of fair value is recorded as a valuation allowance and recognized as a reduction of other income. Gains or losses on the sale of loans held for sale are included in non-interest income in the accompanying Condensed Consolidated Statements of Income. Direct loan origination costs and fees are deferred and are recognized at the time of sale.
Loans	'
	Loans. Loans are stated at the principal amounts outstanding, net of charged off amounts and unamortized premiums and discounts and net of deferred loan fees and/or costs which are recognized as yield adjustments using the interest method. These yield adjustments are amortized over the contractual life of the related loans adjusted for estimated prepayments when applicable. Interest on loans is credited to interest income as earned based on the interest rate applied to principal amounts outstanding.
	Loans are placed on non-accrual status when timely collection of principal and interest in accordance with contractual terms is doubtful. A loan is transferred to a non-accrual basis generally when principal or interest payments become 90 days delinquent, unless the loan is well secured and in process of collection, or sooner if management concludes circumstances indicate that the borrower may be unable to meet contractual principal or interest payments. Residential real estate and consumer loans are placed on non-accrual status at 90 days past due, or at the date when the Company is notified that the borrower is discharged in bankruptcy. A charge-off is recorded at 180 days if the loan balance exceeds the fair value of the collateral less costs to sell. Commercial, commercial real estate, and equipment finance loans are subject to a detailed review when 90 days past due to determine accrual status, or when payment is uncertain and a specific consideration is made to put a loan or lease on non-accrual status.
	When a loan is placed on non-accrual status, the accrual of interest is discontinued and any unpaid accrued interest is reversed and charged against interest income. If ultimate repayment of a non-accrual loan is expected, any payments received are applied in accordance with contractual terms. If ultimate repayment is not expected on commercial, commercial real estate, and equipment finance loans, any payment received on a non-accrual loan is applied to principal until the unpaid balance has been fully recovered. Any excess is then credited to interest income when received. If the Company determines, through a current valuation analysis, that principal can be repaid on residential real estate and consumer loans, interest payments may be taken into income as received or on a cash basis. Except for loans discharged under Chapter 7 under the Bankruptcy Code, loans are removed from non-accrual status when they become current as to principal and interest or demonstrate a period of performance under contractual terms and, in the opinion of management, are fully collectible as to principal and interest. Pursuant to regulatory guidance, a Chapter 7 discharged bankruptcy loan is removed from non-accrual status when the bank expects full repayment of the remaining pre-discharged contractual principal and interest, is a closed-end amortizing loan, fully collateralized, and post-discharge had at least six consecutive months of current payments.
Allowance for Loan and Lease Losses and Reserve for Unfunded Commitments	'
	Allowance for Loan and Lease Losses. The allowance for loan and lease losses ("ALLL") is a reserve established through a provision for loan and lease losses charged to expense and represents management’s best estimate of probable losses that may be incurred within the existing loan and lease portfolio as of the balance sheet date. The level of the allowance reflects management’s view of trends in losses, current portfolio quality, and present economic, political, and regulatory conditions. Portions of the allowance may be allocated for specific loans and leases; however, the entire allowance is available for any loan or lease that is charged off. A charge-off is recorded on a case-by-case basis when all or a portion of the loan or lease is deemed to be uncollectible. Back-testing is performed to compare original estimated losses and actual observed losses, resulting in ongoing refinements. While management utilizes its best judgment based on the information available at the time, the ultimate adequacy of the allowance is dependent upon a variety of factors that are beyond the Company’s control, which include the performance of the Company’s portfolio, economic conditions, interest rate sensitivity, and the view of the regulatory authorities regarding loan classifications.
	The allowance for loan and lease losses consists of three elements: (i) specific valuation allowances established for probable losses on impaired loans and leases; (ii) quantitative valuation allowances calculated using loss experience for like loans and leases with similar characteristics and trends, adjusted, as necessary, to reflect the impact of current conditions; and (iii) qualitative factors determined based on general economic conditions and other factors that may be internal or external to the Company.
	Loans and leases are considered impaired when, based on current information and events, it is probable the Company will be unable to collect all amounts due in accordance with the original contractual terms of the loan agreement, including scheduled principal and interest payments. Impairment is evaluated on a pooled basis for smaller-balance homogeneous residential and consumer loans. Commercial, commercial real estate, and equipment financing loans and leases over a specific dollar amount and all troubled debt restructurings ("TDR") are evaluated individually for impairment. A loan identified as a TDR is considered an impaired loan for the entire term of the loan, with few exceptions. If a loan is impaired, a specific valuation allowance may be established, and the loan is reported net, at the present value of estimated future cash flows using the loan’s original interest rate or at the fair value of collateral less cost to sell if repayment is expected from collateral liquidation. Interest payments on non-accruing impaired loans are typically applied to principal unless collectability of the principal amount is reasonably assured, in which case interest is recognized on a cash basis. Impaired loans, or portions thereof, are charged off when deemed uncollectible. Factors considered by management in determining impairment include payment status, collateral value, discharged bankruptcy, and the likelihood of collecting scheduled principal and interest payments. Consumer modified loans are analyzed for re-default probability, which is considered when determining the impaired reserve for ALLL. The current or weighted average (for multiple notes within a commercial borrowing arrangement) interest rate of the loan is used as the discount rate when the interest rate floats with a specified index. A change in terms or payments would be included in the impairment calculation.
	Reserve for Unfunded Commitments. The reserve for unfunded commitments provides for probable losses inherent with funding the unused portion of legal commitments available to lend. The unfunded reserve calculation includes factors that are consistent with ALLL methodology for funded loans using the loss given default, probability of default and a draw down factor applied to the underlying borrower risk and facility grades. Changes in the reserve for unfunded credit commitments, within other liabilities, are reported as a component of other expense in the accompanying Condensed Consolidated Statements of Income.
Troubled Debt Restructurings	'
	Troubled Debt Restructurings. A modified loan is considered a TDR when two conditions are met: (i) the borrower is experiencing financial difficulties and (ii) the modification constitutes a concession. The Company considers all aspects of the restructuring in determining whether a concession has been granted, including the debtor's ability to access funds at a market rate. In general, a concession exists when the modified terms of the loan are more attractive to the borrower than standard market terms. Modified terms are dependent upon the financial position and needs of the individual borrower. The Company does not employ modification programs for temporary or trial periods. The most common types of modifications include covenant modifications, forbearance and/or other concessions. If the modification agreement is violated, the loan is reevaluated to determine if it should be handled by the Company’s Restructuring and Recovery group for resolution, which may result in foreclosure. Loans for which the borrower has been discharged under Chapter 7 bankruptcy are considered collateral dependent TDRs, impaired at the date of discharge, and charged down to the fair value of collateral less cost to sell.
	The Company’s policy is to place consumer loan TDRs, except those that were performing prior to TDR status, on non-accrual status for a minimum period of 6 months. Commercial TDRs are evaluated on a case-by-case basis for determination of whether or not to place on non-accrual status. Loans qualify for return to accrual status once they have demonstrated performance with the restructured terms of the loan agreement for a minimum of 6 months. Initially, all TDRs are reported as impaired. Generally, TDRs are classified as impaired loans and reported as TDRs for the remaining life of the loan. Impaired and TDR classification may be removed if the borrower demonstrates compliance with the modified terms for a minimum of 6 months and through one fiscal year-end and the restructuring agreement specifies a market rate of interest equal to that which would be provided to a borrower with similar credit at the time of restructuring. In the limited circumstance that a loan is removed from TDR classification it is the Company’s policy to continue to base its measure of loan impairment on the contractual terms specified by the loan agreement.
Transfers and Servicing of Financial Assets	'
	Transfers and Servicing of Financial Assets. Transfers of financial assets are accounted for as sales when control over the assets has been surrendered. Control over transferred assets is generally considered to have been surrendered when (i) the transferred assets are legally isolated from the Company or its consolidated affiliates, even in bankruptcy or other receivership, (ii) the transferee has the right to pledge or exchange the assets with no conditions that constrain the transferee and provide more than a trivial benefit to the Company, and (iii) the Company does not maintain the obligation or unilateral ability to reclaim or repurchase the assets.
	The Company sells financial assets in the normal course of business, the majority of which are residential mortgage loan sales primarily to government-sponsored enterprises through established programs, commercial loan sales through participation agreements, and other individual or portfolio loan and securities sales. In accordance with accounting guidance for asset transfers, the Company considers any ongoing involvement with transferred assets in determining whether the assets can be derecognized from the balance sheet. With the exception of servicing and certain performance-based guarantees, the Company’s continuing involvement with financial assets sold is minimal and generally limited to market customary representation and warranty clauses.
	When the Company sells financial assets, it may retain servicing rights and/or other interests in the financial assets. The gain or loss on sale depends on the previous carrying amount of the transferred financial assets and the consideration received and any liabilities incurred in exchange for the transferred assets. Upon transfer, any servicing assets and other interests held by the Company are carried at the lower of cost or fair value.
Recently Issued Accounting Standards Update and Recently Issued Accounting Standards Updates	'
	Recently Adopted Accounting Standards Updates
	ASU No. 2013-11 - Income Taxes (Topic 740) - "Presentation of an Unrecognized Tax Benefit When a Net Operating Loss Carryforward,a Similar Tax Loss, or a Tax Credit Carryforward Exists (a consensus of the FASB Emerging Issues Task Force)." The ASU requires an entity to present an unrecognized tax benefit, or a portion of an unrecognized tax benefit, in the financial statements as a reduction to a deferred tax asset for a net operating loss carryforward, a similar tax loss, or a tax credit carryforward, as applicable. To the extent a net operating loss carryforward, a similar tax loss, or a tax credit carryforward is not available at the reporting date under the tax law of the applicable jurisdiction to settle any additional income taxes that would result from the disallowance of a tax position or the tax law of the applicable jurisdiction does not require the entity to use, and the entity does not intend to use, the deferred tax asset for such purpose, the unrecognized tax benefit shall be presented in the financial statements as a liability and shall not be combined with deferred tax assets. This update was adopted effective January 1, 2014 and will be applied prospectively; however, its netting provisions are consistent with the Company’s previous presentation, as applicable, and as a result do not require additional disclosures.
	Recently Issued Accounting Standards Updates
	ASU No. 2014-01 - Investments - Equity Method and Joint Ventures (Topic 323) - "Accounting for Investments in Qualified Affordable Housing Projects (a consensus of the FASB Emerging Issues Task Force)." The ASU permits an entity to make an accounting policy election to account for its investment in qualified affordable housing projects using the proportional amortization method if certain conditions are met. Under the proportionate amortization method, an entity amortizes the initial cost of the investment in proportion to the tax credits and other tax benefits received and recognizes the net investment performance in the income statement as a component of income tax expense (benefit). The decision to apply the proportionate amortization method of accounting should be applied consistently to all qualifying affordable housing project investments. A reporting entity that uses the effective yield or other method to account for its investments in qualified affordable housing projects before the date of adoption may continue to apply such method to those preexisting investments. The amendments are effective for annual and interim periods beginning after January 1, 2015. The Company does not expect the application of this guidance to have a material impact on the Company's financial statements.
	ASU No. 2014-04, Receivables - Troubled Debt Restructurings by Creditors (Subtopic 310-40) - "Reclassification of Residential Real Estate Collateralized Consumer Mortgage Loans upon Foreclosure (a consensus of the FASB Emerging Issues Task Force)." The ASU clarifies that an in substance repossession or foreclosure occurs, and a creditor is considered to have received physical possession of residential real estate property collateralizing a consumer mortgage loan, upon either (i) the creditor obtaining legal title to the residential real estate property upon completion of a foreclosure or (ii) the borrower conveying all interest in the residential real estate property to the creditor to satisfy that loan through completion of a deed in lieu of foreclosure or through a similar agreement. In addition, the amendments require disclosure of both the amount of foreclosed residential real estate property held by the creditor and the recorded investment in consumer mortgage loans collateralized by residential real estate property that are in the process of foreclosure in accordance with local requirements of the applicable jurisdiction. An entity can elect to adopt the amendments using either a modified retrospective method or a prospective transition method. The amendments are effective for annual and interim periods beginning after January 1, 2015. The Company does not expect the application of this guidance to have a material impact on the Company's financial statements.

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Investments, Debt and Equity Securities [Abstract]	'
Summary of Investment Securities	'
	Summaries of the amortized cost, carrying value, and fair value of Webster’s investment securities are presented below:


		At March 31, 2014
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
	Available for sale:
	U.S. Treasury Bills	$	425		$	—		$	—		$	425		$	—		$	—		$	425

	Agency collateralized mortgage obligations (“CMOs”)	736,820			12,266			(1,595		)	747,491			—			—			747,491

	Agency mortgage-backed securities (“MBS”)	1,220,847			10,420			(37,788		)	1,193,479			—			—			1,193,479

	Agency commercial mortgage-backed securities (“ACMBS”)	81,341			—			(915		)	80,426			—			—			80,426

	Commercial mortgage-backed securities (“CMBS”)	436,217			27,913			(313		)	463,817			—			—			463,817

	Collateralized loan obligations ("CLOs") (1)	357,374			443			—			357,817			—			—			357,817

	Pooled trust preferred securities (2)	14,551			—			(2,610		)	11,941			—			—			11,941

	Single issuer trust preferred securities	41,849			—			(4,912		)	36,937			—			—			36,937

	Corporate debt securities	108,339			4,603			—			112,942			—			—			112,942

	Equity securities - financial institutions (3)	2,314			1,267			—			3,581			—			—			3,581

	Total available for sale	$	3,000,077		$	56,912		$	(48,133	)	$	3,008,856		$	—		$	—		$	3,008,856

	Held-to-maturity:
	Agency CMOs	$	342,397		$	—		$	—		$	342,397		$	9,004		$	(762	)	$	350,639

	Agency MBS	2,195,566			—			—			2,195,566			46,086			(41,319		)	2,200,333

	Agency CMBS	195,912			—			—			195,912			—			(1,542		)	194,370

	Municipal bonds and notes	416,903			—			—			416,903			13,131			(94		)	429,940

	CMBS	289,488			—			—			289,488			9,282			(3,705		)	295,065

	Private Label MBS	7,929			—			—			7,929			157			—			8,086

	Total held-to-maturity	$	3,448,195		$	—		$	—		$	3,448,195		$	77,660		$	(47,422	)	$	3,478,433


	Total investment securities	$	6,448,272		$	56,912		$	(48,133	)	$	6,457,051		$	77,660		$	(47,422	)	$	6,487,289


	-1	Amortized cost is net of $2.7 million of other-than-temporary impairments at March 31, 2014.

	-2	Amortized cost is net of $7.0 million of other-than-temporary impairment at March 31, 2014.

	-3	Amortized cost is net of $20.4 million of other-than-temporary impairment at March 31, 2014.



		At December 31, 2013
					Recognized in OCI									Not Recognized in OCI
	(In thousands)	Amortized			Gross			Gross			Carrying			Gross			Gross			Fair Value
		Cost			Unrealized			Unrealized			Value			Unrealized			Unrealized
					Gains			Losses						Gains			Losses
Available for sale:
U.S. Treasury Bills	$	325		$	—		$	—		$	325		$	—		$	—		$	325

Agency CMOs	794,397			14,383			(1,868		)	806,912			—			—			806,912

Agency MBS	1,265,276			9,124			(47,698		)	1,226,702			—			—			1,226,702

Agency CMBS	71,759			—			(782		)	70,977			—			—			70,977

CMBS	436,872			28,398			(996		)	464,274			—			—			464,274

CLOs (1)	357,326			315			—			357,641			—			—			357,641

Pooled trust preferred securities (2)	31,900			—			(3,410		)	28,490			—			—			28,490

Single issuer trust preferred securities	41,807			—			(6,872		)	34,935			—			—			34,935

Corporate debt securities	108,936			4,155			—			113,091			—			—			113,091

Equity securities - financial institutions (3)	2,314			1,270			—			3,584			—			—			3,584

Total available for sale	$	3,110,912		$	57,645		$	(61,626	)	$	3,106,931		$	—		$	—		$	3,106,931

Held-to-maturity:
Agency CMOs	$	365,081		$	—		$	—		$	365,081		$	10,135		$	(1,009	)	$	374,207

Agency MBS	2,130,685			—			—			2,130,685			43,315			(53,188		)	2,120,812

Agency CMBS	115,995			—			—			115,995			44			(818		)	115,221

Municipal bonds and notes	448,405			—			—			448,405			11,104			(1,228		)	458,281

CMBS	290,057			—			—			290,057			8,635			(4,975		)	293,717

Private Label MBS	8,498			—			—			8,498			176			—			8,674

Total held-to-maturity	$	3,358,721		$	—		$	—		$	3,358,721		$	73,409		$	(61,218	)	$	3,370,912


Total investment securities	$	6,469,633		$	57,645		$	(61,626	)	$	6,465,652		$	73,409		$	(61,218	)	$	6,477,843


-1	Amortized cost is net of $2.6 million of other-than-temporary impairment at December 31, 2013.

-2	Amortized cost is net of $14.0 million of other-than-temporary impairment at December 31, 2013.

-3	Amortized cost is net of $20.4 million of other-than-temporary impairment at December 31, 2013.
Summary of Debt Securities by Contractual Maturity	'
	The amortized cost and fair value of debt securities at March 31, 2014, by contractual maturity, are set forth below:


		Available for Sale							Held-to-Maturity
	(In thousands)	Amortized			Fair				Amortized			Fair
		Cost			Value				Cost			Value
	Due in one year or less	$	425		$	425			$	15		$	16

	Due after one year through five years	100,425			104,611				77,810			81,779

	Due after five through ten years	237,962			238,841				83,064			85,931

	Due after ten years	2,658,951			2,661,398				3,287,306			3,310,707

	Total debt securities	$	2,997,763		$	3,005,275			$	3,448,195		$	3,478,433

Summary of Gross Unrealized Losses not Considered OTTI	'
	The following tables provide information on the gross unrealized losses and fair value of the Company’s investment securities with unrealized losses that are not deemed to be other-than-temporarily impaired, aggregated by investment security category and length of time that individual investment securities have been in a continuous unrealized loss position:


		At March 31, 2014
		Less Than Twelve Months						Twelve Months or Longer						Total
	(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of	Fair			Unrealized
		Value			Losses			Value			Losses			Holdings	Value			Losses
	Available for sale:
	Agency CMOs	$	117,472		$	(1,475	)	$	8,350		$	(120	)	11	$	125,822		$	(1,595	)

	Agency MBS	535,508			(21,128		)	294,392			(16,660		)	82	829,900			(37,788		)

	Agency CMBS	80,426			(915		)	—			—			4	80,426			(915		)

	CMBS	32,532			(291		)	4,387			(22		)	5	36,919			(313		)

	Pooled trust preferred securities	—			—			11,941			(2,610		)	2	11,941			(2,610		)

	Single issuer trust preferred securities	4,100			(65		)	32,837			(4,847		)	8	36,937			(4,912		)

	Total available for sale in an unrealized loss position	$	770,038		$	(23,874	)	$	351,907		$	(24,259	)	112	$	1,121,945		$	(48,133	)

	Held-to-maturity:
	Agency CMOs	$	51,439		$	(762	)	$	—		$	—		3	$	51,439		$	(762	)

	Agency MBS	1,019,663			(32,170		)	167,623			(9,149		)	89	1,187,286			(41,319		)

	Agency CMBS	194,371			(1,542		)	—			—			9	194,371			(1,542		)

	Municipal bonds and notes	8,302			(62		)	2,166			(32		)	14	10,468			(94		)

	CMBS	62,338			(2,917		)	14,936			(788		)	8	77,274			(3,705		)

	Total held-to-maturity in an unrealized loss position	$	1,336,113		$	(37,453	)	$	184,725		$	(9,969	)	123	$	1,520,838		$	(47,422	)


	Total investment securities in an unrealized loss position	$	2,106,151		$	(61,327	)	$	536,632		$	(34,228	)	235	$	2,642,783		$	(95,555	)




		At December 31, 2013
		Less Than Twelve Months						Twelve Months or Longer						Total
	(Dollars in thousands)	Fair			Unrealized			Fair			Unrealized			# of	Fair			Unrealized
		Value			Losses			Value			Losses			Holdings	Value			Losses
	Available for sale:
	Agency CMOs	$	149,894		$	(1,713	)	$	9,011		$	(155	)	15	$	158,905		$	(1,868	)

	Agency MBS	616,286			(29,537		)	279,680			(18,161		)	88	895,966			(47,698		)

	Agency CMBS	70,977			(782		)	—			—			3	70,977			(782		)

	CMBS	52,340			(996		)	—			—			7	52,340			(996		)

	Pooled trust preferred securities	—			—			11,141			(3,410		)	2	11,141			(3,410		)

	Single issuer trust preferred securities	3,777			(381		)	31,158			(6,491		)	8	34,935			(6,872		)

	Total available for sale in an unrealized loss position	$	893,274		$	(33,409	)	$	330,990		$	(28,217	)	123	$	1,224,264		$	(61,626	)

	Held-to-maturity:
	Agency CMOs	$	53,789		$	(1,009	)	$	—		$	—		4	$	53,789		$	(1,009	)

Agency MBS	1,045,693			(42,181		)	170,780			(11,007		)	94	1,216,473			(53,188		)

Agency CMBS	90,218			(818		)	—			—			4	90,218			(818		)

Municipal bonds and notes	46,587			(1,193		)	2,166			(35		)	51	48,753			(1,228		)

CMBS	106,527			(4,059		)	14,832			(916		)	11	121,359			(4,975		)

Total held-to-maturity in an unrealized loss position	$	1,342,814		$	(49,260	)	$	187,778		$	(11,958	)	164	$	1,530,592		$	(61,218	)


Total investment securities in an unrealized loss position	$	2,236,088		$	(82,669	)	$	518,768		$	(40,175	)	287	$	2,754,856		$	(122,844	)

Schedule of Trust Preferred Securities - Pooled Issuers for OTTI Information	'
	The following table summarizes information that was also considered by management in its overall OTTI evaluation of the Pooled Trust Preferred Securities portfolio at or for the three months ended March 31, 2014:


	(Dollars in thousands)	Class	Amortized			Gross			Fair			Lowest Credit	Total OTTI through March 31,			% of		Deferrals/
			Cost *(1)*			Unrealized			Value			Ratings as of	2014			Performing		Defaults
						Losses						March 31,				Bank		(As a % of
												2014 *(2)*				Issuers		Current
																		Collateral)
	Deal Name:
	Security K	A	$	7,456		$	(1,060	)	$	6,396		CCC	$	(2,040	)	80.9	%	29.3	%

	Security M	A	7,095			(1,550		)	5,545			D	(4,926		)	62.9	%	35.7	%

	Pooled trust preferred securities		$	14,551		$	(2,610	)	$	11,941			$	(6,966	)


	-1	For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.

	-2	The Company utilized credit ratings provided by Moody’s and S&P in its evaluation of issuers.
Schedule of OTTI for Single Issuer Trust Preferred Securities	'
	The following table summarizes the lowest credit rating information that was considered by management in evaluating OTTI for the Single Issuer Trust Preferred Securities portfolio at or for the three months ended March 31, 2014:


	(Dollars in thousands)	Amortized			Gross			Fair			Lowest Credit
		Cost			Unrealized			Value			Ratings as of
					Losses						March 31, 2014 *(1)*
	Deal Name:
	Security B	$	6,941		$	(941	)	$	6,000		BB

	Security C	8,727			(901		)	7,826			BBB

	Security E	11,830			(879		)	10,951			BBB

	Security F	14,351			(2,191		)	12,160			BBB

	Single issuer trust preferred securities	$	41,849		$	(4,912	)	$	36,937


	-1	The Company utilized credit ratings provided by Moody’s and S&P in its evaluation of issuers.
Other than Temporary Impairment, Credit Losses Recognized in Earnings	'
	The following is a roll forward of the amount of OTTI related to debt securities:


		Three months ended March 31,
	(In thousands)	2014				2013
	Balance of OTTI, beginning of period	$	16,633			$	10,460

	Reduction for securities sold	(7,056		)		—

	Additions for OTTI not previously recognized	88				—

	Balance of OTTI, end of period	$	9,665			$	10,460

Summary of Sale Proceeds of Available for Sale Securities	'
	The following table summarizes the proceeds from the sale of available for sale securities:


		Three months ended March 31,
	(In thousands)	2014				2013
	Available for sale:
	Agency MBS	$	—			$	11,771

	Pooled trust preferred securities	21,695				—

	Available for sale securities	$	21,695			$	11,771

	The following table summarizes the impact of realized gains and losses from the sale of available for sale securities and the impact of the recognition of other-than-temporary impairments for the periods presented:


		Three months ended March 31,
		2014													2013
	(In thousands)	Gains			Losses			OTTI Charges			Net				Gains			Losses			OTTI Charges		Net
	Available for sale:
	Agency MBS	$	—		$	—		$	—		$	—			$	106		$	—		$	—	$	106

	CLOs	—			—			(88		)	(88		)		—			—			—		—

	Pooled trust preferred securities	4,336			—			—			4,336				—			—			—		—

	Available for sale securities	$	4,336		$	—		$	(88	)	$	4,248			$	106		$	—		$	—	$	106

Loans_and_Leases_Loans_and_Lea

Loans and Leases Loans and Leases (Tables)	3 Months Ended
	Mar. 31, 2014
Loans and Leases Receivable Disclosure [Abstract]	'
Schedule of Participating Mortgage Loans	'
	The following tables summarize the recorded investment in loans and leases by portfolio segment:


		At March 31, 2014
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total *(2)*
											Real Estate *(1)*			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	142,665		$	52,358		$	48,159		$	106,831		$	183		$	350,196

	Collectively evaluated for impairment	3,224,150			2,480,345			3,475,982			3,044,995			457,486			12,682,958

	Recorded investment in loans and leases	3,366,815			2,532,703			3,524,141			3,151,826			457,669			13,033,154

	Less: Accrued interest	10,276			7,620			12,303			8,213			—			38,412

	Loans and leases	$	3,356,539		$	2,525,083		$	3,511,838		$	3,143,613		$	457,669		$	12,994,742



		At December 31, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total *(2)*
											Real Estate *(1)*			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	142,871		$	52,179		$	52,199		$	105,046		$	210		$	352,505

	Collectively evaluated for impairment	3,228,688			2,492,353			3,241,045			2,961,378			460,240			12,383,704

	Recorded investment in loans and leases	3,371,559			2,544,532			3,293,244			3,066,424			460,450			12,736,209

	Less: Accrued interest	10,134			7,844			10,393			8,062			—			36,433

	Loans and leases	$	3,361,425		$	2,536,688		$	3,282,851		$	3,058,362		$	460,450		$	12,699,776


	-1	Includes certain loans individually evaluated for impairment, under the Company's loan policy, that were deemed not to be impaired at both March 31, 2014 and December 31, 2013.

	-2	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at March 31, 2014 and December 31, 2013, respectively.
Past Due Financing Receivables	'
	The following tables summarize the aging of the recorded investment in loans and leases by portfolio class:


		At March 31, 2014
	(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
		Past Due and			Past Due and			and Accruing												and Leases
		Accruing			Accruing
	Residential:
	1-4 family (1)	$	13,044		$	6,203		$	—		$	65,752		$	84,999		$	3,233,394		$	3,318,393

	Construction	—			—			—			743			743			47,679			48,422

	Consumer:
	Home equity (1)	10,908			3,182			—			38,658			52,748			2,313,661			2,366,409

	Liquidating-home equity	2,009			364			—			5,910			8,283			95,648			103,931

	Other consumer	372			326			—			102			800			61,563			62,363

	Commercial:
	Commercial non-mortgage	5,927			2,073			391			12,899			21,290			2,915,700			2,936,990

	Asset-based	—			—			—			—			—			587,151			587,151

	Commercial real estate:
	Commercial real estate	1,778			715			470			15,957			18,920			2,951,269			2,970,189

	Commercial construction	234			—			—			4,085			4,319			177,318			181,637

	Equipment financing	682			17			—			1,325			2,024			455,645			457,669

	Total	$	34,954		$	12,880		$	861		$	145,431		$	194,126		$	12,839,028		$	13,033,154



		At December 31, 2013
	(In thousands)	30-59 Days			60-89 Days			> 90 Days Past Due			Non-accrual			Total Past Due and Non-accrual			Current			Total Loans
		Past Due and			Past Due and			and Accruing												and Leases
		Accruing			Accruing
	Residential:
	1-4 family	$	11,721		$	6,476		$	—		$	81,133		$	99,330		$	3,226,077		$	3,325,407

	Construction	—			363			—			387			750			45,402			46,152

	Consumer:
	Home equity	13,892			4,696			—			45,517			64,105			2,312,874			2,376,979

	Liquidating-home equity	1,440			424			—			6,271			8,135			98,079			106,214

	Other consumer	462			193			—			140			795			60,543			61,338

	Commercial:
	Commercial non-mortgage	3,208			984			4,305			10,946			19,443			2,712,870			2,732,313

	Asset-based	—			—			—			—			—			560,931			560,931

	Commercial real estate:
	Commercial real estate	4,387			587			235			13,456			18,665			2,842,637			2,861,302

	Commercial construction	—			—			—			4,237			4,237			200,886			205,123

	Equipment financing	299			63			—			1,141			1,503			458,947			460,450

Total	$	35,409		$	13,786		$	4,540		$	163,228		$	216,963		$	12,519,246		$	12,736,209


-1	A total of $17.6 million residential and consumer loans were reclassified from non-accrual to accrual status in the three months ended March 31, 2014 as a result of updated regulatory guidance issued in the first quarter of 2014.
Activity In Allowance For Losses	'
	The following tables summarize the ALLL by portfolio segment:


		At or for the three months ended March 31, 2014
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	20,580		$	39,551		$	47,706		$	29,883		$	3,912		$	10,941		$	152,573

	Provision (benefit) charged to expense	(263		)	(489		)	7,579			3,173			(822		)	(178		)	9,000

	Losses charged off	(1,158		)	(4,886		)	(3,148		)	(2,405		)	—			—			(11,597		)

	Recoveries	260			1,113			973			479			799			—			3,624

	Balance, end of period	$	19,419		$	35,289		$	53,110		$	31,130		$	3,889		$	10,763		$	153,600

	Individually evaluated for impairment	$	10,993		$	4,109		$	989		$	4,013		$	—		$	—		$	20,104

	Collectively evaluated for impairment	$	8,426		$	31,180		$	52,121		$	27,117		$	3,889		$	10,763		$	133,496




		At or for the three months ended March 31, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	29,474		$	54,254		$	46,566		$	30,834		$	4,001		$	12,000		$	177,129

	Provision (benefit) charged to expense	1,103			4,700			224			3,579			(1,106		)	(1,000		)	7,500

	Losses charged off	(2,936		)	(10,407		)	(4,339		)	(3,760		)	(87		)	—			(21,529		)

	Recoveries	250			1,822			1,599			241			828			—			4,740

	Balance, end of period	$	27,891		$	50,369		$	44,050		$	30,894		$	3,636		$	11,000		$	167,840

	Individually evaluated for impairment	$	13,871		$	3,520		$	4,310		$	5,511		$	8		$	—		$	27,220

	Collectively evaluated for impairment	$	14,020		$	46,849		$	39,740		$	25,383		$	3,628		$	11,000		$	140,620

Impaired Loans	'
	The following table summarizes the average recorded investment and interest income recognized for impaired loans and leases by portfolio class:


		Three months ended March 31,
		2014										2013
	(In thousands)	Average			Accrued			Cash Basis Interest Income				Average			Accrued			Cash Basis Interest Income
		Recorded			Interest							Recorded			Interest
		Investment			Income							Investment			Income
	Residential:
	1-4 family	$	142,766		$	1,192		$	324			$	146,088		$	996		$	478

	Construction	2			—			—				261			2			—

	Consumer:
	Home equity	45,736			318			263				47,794			201			370

	Liquidating-home equity	6,533			52			61				6,957			38			80

	Commercial:
	Commercial non-mortgage	50,179			628			—				66,415			708			—

	Commercial real estate:
	Commercial real estate	91,730			801			—				130,631			1,401			—

	Commercial construction	10,393			82			—				19,993			159			—

	Equipment financing	197			3			—				1,811			7			—

	Totals:
	Residential	142,768			1,192			324				146,349			998			478

	Consumer	52,269			370			324				54,751			239			450

	Commercial	50,179			628			—				66,415			708			—

	Commercial real estate	102,123			883			—				150,624			1,560			—

	Equipment financing	197			3			—				1,811			7			—

	Total	$	347,536		$	3,076		$	648			$	419,950		$	3,512		$	928

	Impaired Loans and Leases. The following tables summarize impaired loans and leases by portfolio class:


		At March 31, 2014
	(In thousands)	Unpaid			Total			Recorded			Recorded			Related
		Principal			Recorded			Investment			Investment			Valuation
		Balance			Investment			No Allowance			With Allowance			Allowance
	Residential:
	1-4 family	$	156,967		$	142,663		$	24,027		$	118,637		$	10,993

	Construction	446			2			2			—			—

	Consumer:
	Home equity	52,969			45,895			23,693			22,202			3,512

	Liquidating-home equity	8,109			6,463			3,668			2,795			597

	Commercial:
	Commercial non-mortgage	54,918			48,159			28,335			19,824			989

	Commercial real estate:
	Commercial real estate	94,252			92,484			38,010			54,474			4,013

Commercial construction	11,338			10,161			10,161			—			—

Equipment financing	182			183			183			—			—

Totals:
Residential	157,413			142,665			24,029			118,637			10,993

Consumer	61,078			52,358			27,361			24,997			4,109

Commercial	54,918			48,159			28,335			19,824			989

Commercial real estate	105,590			102,645			48,171			54,474			4,013

Equipment financing	182			183			183			—			—

Total	$	379,181		$	346,010		$	128,079		$	217,932		$	20,104



	At December 31, 2013
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	157,915		$	142,869		$	23,987		$	118,882		$	10,534

Construction	446			2			1			1			—

Consumer:
Home equity	54,991			45,577			23,622			21,955			3,926

Liquidating-home equity	8,895			6,602			3,701			2,901			669

Commercial:
Commercial non-mortgage	59,279			52,199			23,138			29,061			1,878

Commercial real estate:
Commercial real estate	95,013			90,976			42,774			48,202			3,444

Commercial construction	11,725			10,625			10,625			—			—

Equipment financing	249			210			210			—			—

Totals:
Residential	158,361			142,871			23,988			118,883			10,534

Consumer	63,886			52,179			27,323			24,856			4,595

Commercial	59,279			52,199			23,138			29,061			1,878

Commercial real estate	106,738			101,601			53,399			48,202			3,444

Equipment financing	249			210			210			—			—

Total	$	388,513		$	349,060		$	128,058		$	221,002		$	20,451

Troubled Debt Restructurings on Financing Receivables	'
	The following table provides information on loans and leases modified as TDRs:


		Three months ended March 31,
		2014											2013
		Number of		Pre-			Post-Modification						Number of		Pre-			Post-Modification
		Loans and		Modification									Loans and		Modification
		Leases		Recorded									Leases		Recorded
	(Dollars in thousands)			Investment			Recorded			Coupon					Investment			Recorded			Coupon
							Investment			Rate								Investment			Rate
	Residential:
	1-4 family	26		$	5,599		$	5,599		4.6	%		32		$	6,413		$	6,413		3.90%

	Consumer:
	Home equity	40		2,158			2,158			4.7			37		2,397			2,397			4.2

	Liquidating-home equity	1		62			62			5			5		89			89			7.3

	Commercial:
	Commercial non-mortgage	9		445			445			6.2			3		888			888			5.3

	Commercial real estate:
	Commercial real estate	—		—			—			—			2		11,675			11,675			2.7

	Commercial construction	—		—			—			—			2		189			189			5.3

	Total	76		$	8,264		$	8,264		4.7	%		81		$	21,651		$	21,651		3.4	%

	The following table provides information on loans and leases modified as TDRs within the previous 12 months and for which there was a payment default during the periods presented:


		Three months ended March 31,
		2014					2013
	(Dollars in thousands)	Number of	Recorded				Number of	Recorded
		Loans and	Investment				Loans and	Investment
		Leases					Leases
	Residential:
	1-4 family	6	$	645			1	$	198

	Consumer:
	Home equity	3	190				4	87

	Commercial:
	Commercial non-mortgage	1	76				—	—

	Total	10	$	911			5	$	285




	The following table provides information on how loans and leases were modified as TDRs:


		Three months ended March 31,
		2014													2013
	(In thousands)	Extended			Adjusted			Rate and			Other				Extended			Adjusted			Rate and			Other
		Maturity			Interest			Maturity							Maturity			Interest			Maturity
					Rates													Rates
	Residential:
	1-4 family	$	706		$	227		$	2,589		$	2,077			$	905		$	741		$	3,349		$	1,418

	Consumer:
	Home equity	470			51			255			1,382				108			154			1,084			1,051

Liquidating-home equity	—			—			—			62				—			—			—			89

Commercial:
Commercial non-mortgage	54			—			241			150				502			—			347			39

Commercial real estate:
Commercial real estate	—			—			—			—				—			—			11,675			—

Commercial construction	—			—			—			—				189			—			—			—

Total	$	1,230		$	278		$	3,085		$	3,671			$	1,704		$	895		$	16,455		$	2,597

The following table summarizes information for TDRs:


(Dollars in thousands)	At March 31,				At December 31,
	2014				2013
Recorded investment of TDRs:
Accrual status (1)	$	251,042			$	238,926

Non-accrual status (1)	82,871				102,972

Total recorded investment of TDRs	$	333,913			$	341,898

Accruing TDRs performing under modified terms more than one year	67.4		%		58.2		%
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	$	19,709			$	20,360

Additional funds committed to borrowers in TDR status	1,242				1,262


-1	A total of $17.6 million residential and consumer loans were reclassified from non-accrual to accrual status in the three months ended March 31, 2014 as a result of updated regulatory guidance issued in the first quarter of 2014.
Financing Receivable Credit Quality Indicators	'
	The recorded investment in commercial, commercial real estate, and equipment financing TDRs segregated by risk rating exposure is as follows:


	(In thousands)	At March 31,				At December 31,
		2014				2013
	(1) - (6) Pass	$	55,454			$	55,973

	(7) Special Mention	—				—

	(8) Substandard	83,026				90,461

	(9) Doubtful	409				414

	(10) Loss	—				—

	Total	$	138,889			$	146,848

	The recorded investment in commercial and commercial real estate loans and equipment financing leases segregated by risk rating exposure is as follows:


		Commercial								Commercial Real Estate								Equipment Financing
	(In thousands)	At March 31,				At December 31,				At March 31,				At December 31,				At March 31,				At December 31,
		2014				2013				2014				2013				2014				2013
	(1) - (6) Pass	$	3,327,191			$	3,091,154			$	3,020,591			$	2,947,116			$	436,952			$	437,033

	(7) Special Mention	70,977				87,451				36,136				20,901				1,657				7,979

	(8) Substandard	125,619				114,199				94,482				97,822				19,060				15,438

	(9) Doubtful	354				440				617				585				—				—

	(10) Loss	—				—				—				—				—				—

	Total	$	3,524,141			$	3,293,244			$	3,151,826			$	3,066,424			$	457,669			$	460,450

Transfers_of_Financial_Assets_1

Transfers of Financial Assets and Mortgage Servicing Assets (Tables)	3 Months Ended
	Mar. 31, 2014
Transfers and Servicing [Abstract]	'
Schedule Of Reserve For Loan Repurchases Table	'
	The following table provides a summary of activity in the reserve for loan repurchases:


		Three months ended March 31,
	(In thousands)	2014			2013
	Beginning balance	$	2,254		$	2,617

	(Benefit) provision	(310		)	458

	Loss on repurchased loans and settlements	(43		)	(981		)
	Ending balance	$	1,901		$	2,094

Schedule of Loan Sale Activity	'
	The following table provides detail of activity related to loan sales:


		Three months ended March 31,
	(In thousands)	2014			2013
	Residential mortgage loans:
	Proceeds from the sale of loans held for sale	$	65,643		$	234,050

	Net gain on sale included as mortgage banking activities	775			6,695

	Loans sold with servicing rights retained	48,552			220,193


	Commercial loans:
	Proceeds from the sale of loans held for sale	—			10,336

	Net gain on sale included as mortgage banking activities	—			336

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
Goodwill and Other Intangible Assets (Tables)	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Goodwill And Other Intangible Assets, Net Of Accumulated Amortization	'
	The following table presents the carrying value for goodwill allocated to the segments:


	(In thousands)	At March 31, 2014			At December 31, 2013
	Segment:
	Segment:
	Community Banking	$	516,560		$	516,560
	Community Banking	$	516,560		$	516,560
	Other	13,327			13,327
	Other	13,327			13,327
	Goodwill	$	529,887		$	529,887
	Goodwill	$	529,887		$	529,887
Schedule of Finite-Lived Intangible Assets	'
	The gross carrying amount and accumulated amortization of other intangible assets (core deposits) allocated to the business segments are as follows:


		At March 31, 2014							At December 31, 2013
	(In thousands)	Gross Carrying		Accumulated			Net Carrying		Gross Carrying		Accumulated			Net Carrying
	(In thousands)	Amount		Amortization			Amount		Amount		Amortization			Amount
	Community Banking	$	49,420	$	(45,237	)	$	4,183	$	49,420	$	(44,069	)	$	5,351
	Community Banking	$	49,420	$	(45,237	)	$	4,183	$	49,420	$	(44,069	)	$	5,351
Schedule Of Expected Amortization Expense, Next Four Years	'
	Future estimated annual amortization expense is summarized below:


	(In thousands)
	Years ending December 31:
	Remainder of 2014	$	1,517
	Remainder of 2014	$	1,517
	2015	1,523
	2015	1,523
	2016	1,143
	2016	1,143

Deposits_Tables

Deposits (Tables)	3 Months Ended
	Mar. 31, 2014
Banking and Thrift [Abstract]	'
Summary Of Deposits	'
	A summary of deposits by type follows:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Non-interest-bearing:
	Demand	$	3,028,625	$	3,128,152

	Interest-bearing:
	Checking	1,958,027		1,934,291

	Health savings accounts	1,719,890		1,533,310

	Money market	2,133,036		2,167,593

	Savings	3,920,171		3,863,930

	Time deposits	2,280,240		2,227,144

	Total interest-bearing	12,011,364		11,726,268

	Total deposits	$	15,039,989	$	14,854,420


	Demand deposit overdrafts reclassified as loan balances	$	1,092	$	1,455

Scheduled Maturities Of Time Deposits	'
	At March 31, 2014, the scheduled maturities of time deposits (certificates of deposit and brokered deposits) are as follows:


	(In thousands)
	Years ending December 31:
	2014	$	1,042,052

	2015	620,991

	2016	237,736

	2017	81,963

	2018	144,883

	Thereafter	152,615

	Time deposits	$	2,280,240

Additional Information Of Deposits	'
	The following table presents additional information about the Company’s brokered deposits:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Interest-bearing checking obtained through brokers	$	54,358	$	57,817

	Time deposits obtained through brokers	225,699		148,117

	Total brokered deposits	$	280,057	$	205,934

Securities_Sold_Under_Agreemen1

Securities Sold Under Agreements to Repurchase and Other Borrowings (Tables)	3 Months Ended
	Mar. 31, 2014
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Abstract]	'
Summary Of Securities Sold Under Agreements To Repurchase And Other Borrowings	'
	The following table summarizes securities sold under agreements to repurchase and other borrowings:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Securities sold under agreements to repurchase:
	Original maturity of one year or less	$	338,882	$	359,662

	Callable at the option of the counterparty	100,000		100,000

	Non-callable	550,000		550,000

		988,882		1,009,662

	Other borrowings:
	Federal funds purchased	159,000		322,000

	Securities sold under agreements to repurchase and other borrowings	$	1,147,882	$	1,331,662

Federal_Home_Loan_Bank_Advance1

Federal Home Loan Bank Advances (Tables)	3 Months Ended
	Mar. 31, 2014
Federal Home Loan Banks [Abstract]	'
Summary Of Advances Payable To The Federal Home Loan Bank	'
	The following table summarizes Federal Home Loan Bank advances:


		At March 31, 2014				At December 31, 2013
	(Dollars in thousands)	Total		Weighted-		Total		Weighted-
		Outstanding		Average Contractual Coupon Rate		Outstanding		Average Contractual Coupon Rate
	FHLB advances maturing:
	Within 1 year	$	1,701,234	0.23	%	$	1,550,000	0.25	%

	After 1 but within 2 years	45,934		2.49		—		—

	After 2 but within 3 years	100,000		1.48		145,934		1.8

	After 3 but within 4 years	50,500		1.1		500		5.66

	After 4 but within 5 years	150,000		1.46		200,000		1.36

	After 5 years	155,883		1.23		155,926		1.25

		2,203,551		0.51	%	2,052,360		0.54	%

	Unamortized premiums	55				61

	Federal Home Loan Bank advances	$	2,203,606			$	2,052,421

LongTerm_Debt_Tables

Long-Term Debt (Tables)	3 Months Ended
	Mar. 31, 2014
Debt Disclosure [Abstract]	'
Schedule Of Long-Term Debt	'
	The following table summarizes long-term debt:


	(Dollars in thousands)	Maturity Date	Stated Interest Rate	At March 31,			At December 31,
				2014			2013
	Senior fixed-rate notes	2014	5.13%	$	150,000		$	150,000

	Senior fixed-rate notes (1)	2024	4.38%	150,000			—

	Junior subordinated debt Webster Statutory Trust I floating-rate notes (2)	2033	3.18%	77,320			77,320

	Total notes and subordinated debt			377,320			227,320

	Unamortized discount, net			(1,174		)	(21		)
	Hedge accounting adjustments			266			1,066

	Long-term debt			$	376,412		$	228,365


	-1	On February 11, 2014, Webster completed an underwritten public offering of $150.0 million aggregate principal amount of 4.375% senior notes maturing February 15, 2024. Webster received net proceeds of $148.0 million from the public offering.

	-2	The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month LIBOR plus 2.95%, was 3.183% at March 31, 2014 and 3.194% at December 31, 2013.

Other_Comprehensive_Income_Tab

Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2014
Equity [Abstract]	'
Schedule of Other Comprehensive Income (Loss)	'
	The following tables summarize the changes in accumulated other comprehensive (loss) income by component:


		Three months ended March 31, 2014
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	(2,617	)	$	(18,206	)	$	(27,726	)	$	(48,549	)
	Other comprehensive income (loss) before reclassifications	10,849			(5,151		)	467			6,165

	Amounts reclassified from accumulated other comprehensive (loss) income	(2,727		)	1,425			(5		)	(1,307		)

	Net current-period other comprehensive income (loss), net of tax	8,122			(3,726		)	462			4,858

	Ending balance	$	5,505		$	(21,932	)	$	(27,264	)	$	(43,691	)



		Three months ended March 31, 2013
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	42,741		$	(27,902	)	$	(47,105	)	$	(32,266	)

	Other comprehensive (loss) income before reclassifications	(1,482		)	299			484			(699		)

	Amounts reclassified from accumulated other comprehensive (loss) income	(68		)	1,642			480			2,054

	Net current-period other comprehensive (loss) income, net of tax	(1,550		)	1,941			964			1,355

	Ending balance	$	41,191		$	(25,961	)	$	(46,141	)	$	(30,911	)

Schedule of Accumulated Other Comprehensive Income (Loss)	'
	The following tables summarize the reclassifications out of accumulated other comprehensive (loss) income:


		Three months ended March 31,
		2014			2013
	Details About Accumulated Other Comprehensive (Loss) Income Components	Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Amount Reclassified From Accumulated Other Comprehensive (Loss) Income			Affected Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Available for sale and transferred securities:
	Unrealized gains on available for sale securities	$	4,248		$	106		Net gain on sale of investment securities

	Tax expense	(1,521		)	(38		)	Income tax expense
	Net of tax	$	2,727		$	68

	Derivative instruments:
	Cash flow hedges	$	(2,221	)	$	(2,558	)	Total interest expense
	Tax benefit	796			916			Income tax expense

	Net of tax	$	(1,425	)	$	(1,642	)
	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	26		$	(729	)	Compensation and benefits

	Prior service costs	(18		)	(18		)	Compensation and benefits
	Tax (expense) benefit	(3		)	267			Income tax expense

	Net of tax	$	5		$	(480	)

Regulatory_Matters_Tables

Regulatory Matters (Tables)	3 Months Ended
	Mar. 31, 2014
Regulatory Matters Disclosure [Abstract]	'
Information On The Capital Ratios	'
	The following table provides information on the capital ratios for Webster Financial Corporation and Webster Bank, N.A.:


		Capital				Capital Requirements
		Actual				Minimum				Well Capitalized
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	At March 31, 2014
	Webster Financial Corporation
	Total risk-based capital	$	1,993,167	14.2	%	$	1,123,098	8	%	$	1,403,873	10	%

	Tier 1 capital	1,834,286		13.1		561,549		4		842,324		6

	Tier 1 leverage capital	1,834,286		9		817,764		4		1,022,205		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,872,624	13.4	%	$	1,120,842	8	%	$	1,401,053	10	%

	Tier 1 capital	1,714,313		12.2		560,421		4		840,632		6

	Tier 1 leverage capital	1,714,313		8.4		816,670		4		1,020,838		5

	At December 31, 2013
	Webster Financial Corporation
	Total risk-based capital	$	1,965,171	14.2	%	$	1,106,203	8	%	$	1,382,754	10	%

	Tier 1 capital	1,807,642		13.1		553,101		4		829,652		6

	Tier 1 leverage capital	1,807,642		9		801,535		4		1,001,919		5

	Webster Bank, N.A.
	Total risk-based capital	$	1,815,423	13.2	%	$	1,104,200	8	%	$	1,380,250	10	%

	Tier 1 capital	1,658,466		12		552,100		4		828,150		6

	Tier 1 leverage capital	1,658,466		8.3		800,063		4		1,000,079		5

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2014
Earnings Per Share [Abstract]	'
Earnings Per Share Basic And Diluted	'
	The calculation of basic and diluted earnings per common share follows:


		Three months ended March 31,
	(In thousands, except per share data)	2014			2013
	Earnings for basic and diluted earnings per common share:
	Net income available to common shareholders	$	47,784		$	39,231

	Less: Dividends to participating shares	(49		)	(33		)
	Income allocated to participating shares	(124		)	(118		)
	Net income allocated to common shareholders	$	47,611		$	39,080


	Shares:
	Weighted-average common shares outstanding - basic	89,880			85,501

	Effect of dilutive securities:
	Stock options and restricted stock	503			247

	Warrants - Series A1 and A2	—			3,781

	Warrants - other	275			133

	Weighted-average common shares outstanding - diluted	90,658			89,662


	Earnings per common share:
	Basic	$	0.53		$	0.46

	Diluted	0.53			0.44

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Fair Value Of Derivative Financial Instruments Designated As Cash Flow Hedges	'
	The table below presents the notional amount and fair value for Webster’s interest rate derivatives designated as cash flow hedges as well as their classification in the accompanying Condensed Consolidated Balance Sheets:


			At March 31, 2014								At December 31, 2013
	(Dollars in thousands)	Balance Sheet	# of	Notional			Fair				# of	Notional			Fair
		Classification	Instruments	Amount			Value				Instruments	Amount			Value
	Forward-settle interest rate swap on anticipated debt	Other assets	4	$	100,000		$	255			8	$	200,000		$	3,027

	Forward-settle interest rate swap on anticipated debt	Other liabilities	6	150,000			(1,682		)		5	125,000			(622		)

	Interest rate cap on FHLB advances	Other assets	5	125,000			7,061				2	50,000			3,554

Net Impact On Interest Expense Related To Cash Flow Hedges	'
	The increase/(reduction) to interest expense on borrowings related to cash flow hedges is presented below:


		Three months ended March 31,
		2014							2013
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Interest rate swaps on FHLB advances	$	—		$	1,353			$	380		$	1,732

	Interest rate swaps on senior fixed-rate notes	—			38				—			—

	Interest rate swaps on junior subordinated debt	—			—				—			(3		)

	Interest rate swaps on repurchase agreements	—			830				—			830

	Net increase to interest expense on borrowings	$	—		$	2,221			$	380		$	2,559

Net Impact On Interest Expense Related To Fair Value Hedges	'
	The reduction to interest expense on borrowings related to fair value hedges is presented below:


		Three months ended March 31,
	(In thousands)	2014				2013
	Interest rate swaps on senior fixed-rate notes	$	(799	)		$	(799	)
	Interest rate swaps on junior subordinated debt	—				(207		)

	Net reduction to interest expense on borrowings	$	(799	)		$	(1,006	)
Interest Rate Swaps And Caps Not Designated For Hedge Accounting	'
	Webster had the following outstanding interest rate swaps and caps that were not designated for hedge accounting:


			At March 31, 2014
								Fair Value
	(Dollars in thousands)	Balance Sheet	# of		Notional			Gain			Loss			Net
		Classification	Instruments		Amount
	Webster with customer position:
	Commercial loan interest rate derivatives	Other assets	169		$	1,077,242		$	32,552		$	—		$	32,552

	Commercial loan interest rate derivatives	Other liabilities	72		618,935			—			(7,710		)	(7,710		)

	Total customer position		241		$	1,696,177		$	32,552		$	(7,710	)	$	24,842


	Webster with counterparty position:
	Commercial loan interest rate derivatives	Other assets	78		$	558,585		$	5,274		$	(2,488	)	$	2,786

	Commercial loan interest rate derivatives	Other liabilities	157		1,137,530			6,892			(21,115		)	(14,223		)

	Fed Funds futures	Other liabilities	14		11,000,000			43			(407		)	(364		)

	Total counterparty position		249		$	12,696,115		$	12,209		$	(24,010	)	$	(11,801	)



			At December 31, 2013
								Fair Value
	(Dollars in thousands)	Balance Sheet	# of		Notional			Gain			Loss			Net
		Classification	Instruments		Amount
	Webster with customer position:
	Commercial loan interest rate derivatives	Other assets	159		$	915,272		$	29,004		$	—		$	29,004

	Commercial loan interest rate derivatives	Other liabilities	76		648,456			—			(11,175		)	(11,175		)

	Total customer position		235		$	1,563,728		$	29,004		$	(11,175	)	$	17,829


	Webster with counterparty position:
	Commercial loan interest rate derivatives	Other assets	111		$	914,044		$	8,944		$	(2,766	)	$	6,178

	Commercial loan interest rate derivatives	Other liabilities	118		649,623			8,118			(20,094		)	(11,976		)

	Fed Funds futures	Other liabilities	14		11,200,000			32			(259		)	(227		)

	Total counterparty position		243		$	12,763,667		$	17,094		$	(23,119	)	$	(6,025	)

Changes In Fair Value Of Non-Hedge Accounting Derivatives	'
	Webster reported the changes in the fair value of non-hedge accounting derivatives as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income as follows:


		Three months ended March 31,
	(In thousands)	2014				2013
	Non-hedge derivatives, net	$	2,113			$	652

	Fed funds futures contracts	(275		)		52

	Net increase to other non-interest income	$	1,838			$	704

Offsetting Assets and Liabilities	'
	The tables below present the financial assets and liabilities for non-customer derivative positions, including futures contracts, summarized by dealer counterparty or Derivative Clearing Organization ("DCO"):


		At March 31, 2014
						Hedge Accounting Positions							Non-Hedge Accounting Positions
	(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM(Loss) Gain			Cash Collateral Posted (Received)			Net Exposure *(1)*
	Dealer A	$	365,191			$	—		$	—			$	3,692		$	(9,040	)	$	(5,348	)	$	5,400		$	52

	Dealer B	345,077				2,824			—				2,586			(8,452		)	(3,042		)	3,090			48

	Dealer C	14,286				—			—				—			(1,242		)	(1,242		)	—			—

	Dealer D	292,193				1,412			—				2,980			(806		)	3,586			(3,500		)	—

	Dealer E	341,392				2,825			—				2,293			(1,682		)	3,436			(3,330		)	—

	Dealer F (2)	11,712,976				255			(1,682		)		658			(2,788		)	(3,557		)	12,789			9,232

	Total	$	13,071,115			$	7,316		$	(1,682	)		$	12,209		$	(24,010	)	$	(6,167	)	$	14,449




		At December 31, 2013
						Hedge Accounting Positions							Non-Hedge Accounting Positions
	(In thousands)	Notional Amount				MTM Gain			MTM Loss				MTM Gain			MTM Loss			Total MTM (Loss) Gain			Cash Collateral Posted (Received)			Net Exposure *(1)*
	Dealer A	$	387,258			$	730		$	—			$	4,643		$	(9,647	)	$	(4,274	)	$	4,300		$	26

	Dealer B	322,888				615			—				3,475			(9,100		)	(5,010		)	4,940			—

	Dealer C	14,477				—			—				—			(1,348		)	(1,348		)	—			—

	Dealer D	291,627				1,734			—				4,108			(592		)	5,250			(5,300		)	—

	Dealer E	372,771				2,290			(15		)		3,017			(1,743		)	3,549			(3,310		)	—

	Dealer F (2)	11,749,646				1,212			(607		)		1,819			(657		)	1,767			7,485			9,252

	Total	$	13,138,667			$	6,581		$	(622	)		$	17,062		$	(23,087	)	$	(66	)	$	8,115

	(1) Net positive exposure represents over-collateralized loss positions which can be the result of DCO initial margin requirements posted in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act.
	(2) Dealer F represents Chicago Mercantile Exchange, our designated DCO.

Fair_Value_Measurements_Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2014
Fair Value Disclosures [Abstract]	'
Fair Value Of Assets And Liabilities Measured On Recurring Basis	'
	Summaries of fair values for assets and liabilities measured at fair value on a recurring basis are as follows:


		At March 31, 2014
	(In thousands)	Total			Quoted Prices in			Significant Other			Significant
					Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Financial assets held at fair value:
	Available for sale securities:
	U.S. Treasury Bills	$	425		$	425		$	—		$	—

	Agency CMOs	747,491			—			747,491			—

	Agency MBS	1,193,479			—			1,193,479			—

	Agency CMBS	80,426			—			80,426			—

	CMBS	463,817			—			463,817			—

	CLOs	357,817			—			357,817			—

	Pooled trust preferred securities	11,941			—			—			11,941

	Single issuer trust preferred securities	36,937			—			36,937			—

	Corporate debt	112,942			—			112,942			—

	Equity securities	3,581			3,306			275			—

	Total available for sale securities	3,008,856			3,731			2,993,184			11,941

	Derivative instruments	42,697			43			42,654			—

	Mortgage banking derivatives	192			—			192			—

	Investments held in Rabbi Trust	5,864			5,864			—			—

	Alternative investments	583			—			—			583

	Total financial assets held at fair value	$	3,058,192		$	9,638		$	3,036,030		$	12,524

	Financial liabilities held at fair value:
	Derivative instruments	$	24,099		$	407		$	23,692		$	—

	Total financial liabilities held at fair value	$	24,099		$	407		$	23,692		$	—



		At December 31, 2013
	(In thousands)	Total			Quoted Prices in			Significant Other			Significant
					Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Financial assets held at fair value:
	Available for sale securities:
	U.S. Treasury Bills	$	325		$	325		$	—		$	—

	Agency CMOs	806,912			—			806,912			—

	Agency MBS	1,226,702			—			1,226,702			—

	Agency CMBS	70,977			—			70,977			—

CMBS	464,274			—			464,274			—

CLOs	357,641			—			357,641			—

Pooled trust preferred securities	28,490			—			—			28,490

Single issuer trust preferred securities	34,935			—			34,935			—

Corporate debt	113,091			—			113,091			—

Equity securities	3,584			3,309			275			—

Total available for sale securities	3,106,931			3,634			3,074,807			28,490

Derivative instruments	41,795			32			41,763			—

Mortgage banking derivatives	540			—			540			—

Investments held in Rabbi Trust	6,097			6,097			—			—

Alternative investments	565			—			—			565

Total financial assets held at fair value	$	3,155,928		$	9,763		$	3,117,110		$	29,055

Financial liabilities held at fair value:
Derivative instruments	$	24,038		$	259		$	23,779		$	—

Total financial liabilities held at fair value	$	24,038		$	259		$	23,779		$	—

Schedule Of Quantitative Inputs And Assumptions For Items Categorized In Level 3 Of The Fair Value Hierarchy	'
	The following table presents information about quantitative inputs and assumptions for items categorized in Level 3 of the fair value hierarchy:


		At March 31, 2014
	(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
							(Weighted-Average)
	Pooled trust preferred securities	$	11,941		Discounted cash flow	Discount rate	6.68% - 7.68% (7.17%)

						Credit spread	314 - 414 bps (363 bps)
	The following table presents the changes in Level 3 assets and liabilities that are measured at fair value on a recurring basis:


		Three months ended March 31,
	(In thousands)	2014			2013
	Level 3, beginning of period	$	29,055		$	116,280

	Change in unrealized loss included in other comprehensive income	800			5,357

	Unrealized gain (loss) included in net income	18			(265		)

	Realized gain on sale of available for sale securities	4,336			—

	Purchases/capital calls	—			159,303

	Sales/proceeds	(21,695		)	—

	Accretion/amortization	31			42

	Calls/paydowns	(21		)	(135		)
	Level 3, end of period	$	12,524		$	280,582

Schedule Of Valuation Methodology And Unobservable Inputs	'
	The table below presents the valuation methodology and unobservable inputs for Level 3 assets measured at fair value on a non-recurring basis at March 31, 2014:


	(Dollars in thousands)
	Asset	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
	Impaired Loans	$	25,193		Real Estate Appraisals	Discount for appraisal type	0% - 20%

						Discount for costs to sell	0% - 3%
	Other Real Estate	$	1,760		Real Estate Appraisals	Discount for appraisal type	0% - 30%

						Discount for costs to sell	8%
	Mortgage Servicing Assets	$	29,154		Discounted cash flow	Constant prepayment rate	6.5% - 26.1%

						Discount rates	1.2% - 3.9%
Summary Of Estimated Fair Values Of Significant Financial Instruments	'
	Following are summaries of the fair values of significant financial instruments:


		At March 31, 2014
	(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
		Balance			Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets
	Securities held-to-maturity	$	3,448,195		$	—		$	3,478,433		$	—

	Loans held for sale	14,631			—			14,631			—

	Loans and leases, net	12,841,142			—			—			12,874,865

	Mortgage servicing assets (1)	20,465			—			—			29,154

	Alternative investments (cost basis)	17,033			—			—			17,033

	Investments held in Rabbi Trust	5,864			5,864			—			—

	Liabilities
	Deposits other than time deposits	12,759,749			—			12,759,749			—

	Time deposits	2,280,240			—			2,298,821			—

	Securities sold under agreements to repurchase and other borrowings	1,147,882			—			1,175,855			—

	Federal Home Loan Bank advances (2)	2,203,606			—			2,215,593			—

	Long-term debt (3)	376,412			—			370,829			—



		At December 31, 2013
	(In thousands)	Carrying			Quoted Prices in			Significant Other			Significant
		Balance			Active Markets for			Observable Inputs			Unobservable Inputs
					Identical Assets			(Level 2)			(Level 3)
					(Level 1)
	Assets
	Securities held-to-maturity	$	3,358,721		$	—		$	3,370,912		$	—

	Loans held for sale	20,802			—			20,802			—

	Loans and leases, net	12,547,203			—			—			12,515,714

	Mortgage servicing assets (1)	20,983			—			—			29,150

	Alternative investments (cost basis)	16,582			—			—			16,582

	Investments held in Rabbi Trust	6,097			6,097			—			—

	Liabilities
	Deposits other than time deposits	12,627,276			—			12,627,276			—

	Time deposits	2,227,144			—			2,250,141			—

	Securities sold under agreements to repurchase and other borrowings	1,331,662			—			1,365,427			—

	Federal Home Loan Bank advances (2)	2,052,421			—			2,063,312			—

	Long-term debt (3)	228,365			—			221,613			—


-1	The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at March 31, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.

-2	The carrying amount of FHLB advances is net of $55 thousand and $61 thousand in hedge accounting adjustments and discounts at March 31, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.

-3	The carrying amount of long-term debt is net of $(0.9) million and $1.0 million in hedge accounting adjustments and discounts at March 31, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.

Pension_and_Other_Postretireme1

Pension and Other Postretirement Benefits (Tables)	3 Months Ended
	Mar. 31, 2014
Compensation and Retirement Disclosure [Abstract]	'
Summary of Net Periodic Benefit Cost	'
	The following table summarizes the components of net periodic benefit cost:


		Three months ended March 31,
		Webster Pension						Webster SERP				Other Benefits
	(In thousands)	2014			2013			2014		2013		2014		2013
	Service cost	$	10		$	10		$	—	$	—	$	—	$	—

	Interest cost on projected benefit obligations	2,003			1,812			92		74		34		30

	Expected return on plan assets	(2,875		)	(2,775		)	—		—		—		—

	Amortization of prior service cost	—			—			—		—		18		18

	Recognized net loss	687			1,540			23		31		—		7

	Net periodic benefit cost (income)	$	(175	)	$	587		$	115	$	105	$	52	$	55

Schedule of Multiemployer Plans	'
	The following table sets forth contributions and funding status of the Fund:


	(In thousands)	Contributions by Webster Bank		Funded Status of Plan
		Three Months Ended March 31,
	EIN/Pension Plan Number	2014	2013	As of July 1, 2013
	13-5645888/333	$337	$237	At least 80 percent

StockBased_Compensation_Plans_

Stock-Based Compensation Plans (Tables)	3 Months Ended
	Mar. 31, 2014
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]	'
Schedule of Allocation of Share-based Compensation Costs by Plan	'
	The following table provides a summary of stock-based compensation expense recognized in the accompanying Condensed Consolidated Statements of Income:


		Three months ended March 31,
	(In thousands)	2014			2013
	Stock options	$	552		$	830

	Restricted stock	2,221			1,643

	Stock-based compensation	$	2,773		$	2,473

Schedule of Unrecognized Share-based Compensation Expense	'
	The following table provides a summary of unrecognized stock-based compensation expense:


		At March 31, 2014
	(Dollars in thousands)	Unrecognized Compensation Expense			Weighted-Average Period To Be Recognized
	Stock options	$	1,123		1.7 years

	Restricted stock	$	16,531		2.3 years

Schedule of Share-based Compensation, Activity	'
	The following table provides a summary of the activity under the Plans for the three months ended March 31, 2014:


		Restricted Stock Awards Outstanding													Stock Options Outstanding
		Time-Based									Performance-Based
		Number of		Weighted-Average			Number of		Weighted-Average		Number of		Weighted-Average		Number of		Weighted-Average
		Shares		Grant Date			Units		Grant Date		Shares		Grant Date		Shares		Exercise Price
				Fair Value					Fair Value				Fair Value
	Outstanding, at January 1, 2014	267,119		$	22.96		1,705		$	22.75	138,450		$	24.43	2,325,797		$	26.97

	Granted	185,568		29.51			13,678		29.34		141,245		29.93		—		—

	Vested restricted stock awards (1)	(53,762	)	23.42			(2,845	)	25.39		(67,155	)	24.81		—		—

	Forfeited	(11,318	)	24.93			—		—		(12,509	)	25.9		(32,583	)	26.84

	Outstanding, at March 31, 2014	387,607		$	25.97		12,538		$	29.34	200,031		$	28.1	2,293,214		$	26.97


	Options exercisable, at March 31, 2014														1,971,982		$	27.58

	Options expected to vest, at March 31, 2014														297,476		$	23.24

	(1) Vested for purposes of recording compensation expense.

Segment_Reporting_Tables

Segment Reporting (Tables)	3 Months Ended
	Mar. 31, 2014
Segment Reporting [Abstract]	'
Operating Results And Total Assets Reportable Segments	'
	The following tables present the results for Webster’s business segments and incorporate the allocation of the provision for loan and lease losses and income tax expense to each of Webster’s business segments for the periods presented:


		Three months ended March 31, 2014
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income	$	56,152	$	87,341	$	11,367		$	154,860	$	441		$	155,301

	Provision (benefit) for loan and lease losses	9,557		1,768		389			11,714		(2,714		)	9,000

	Net interest income after provision for loan and lease losses	46,595		85,573		10,978			143,146		3,155			146,301

	Non-interest income	7,951		24,436		9,510			41,897		7,931			49,828

	Non-interest expense	26,019		81,518		14,703			122,240		2,377			124,617

	Income before income tax expense	28,527		28,491		5,785			62,803		8,709			71,512

	Income tax expense	8,413		8,402		1,706			18,521		2,568			21,089

	Net income	$	20,114	$	20,089	$	4,079		$	44,282	$	6,141		$	50,423



		Three months ended March 31, 2013
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income	$	51,160	$	84,667	$	9,288		$	145,115	$	681		$	145,796

	Provision (benefit) for loan and lease losses	2,001		6,713		(19		)	8,695		(1,195		)	7,500

	Net interest income after provision for loan and lease losses	49,159		77,954		9,307			136,420		1,876			138,296

	Non-interest income	4,832		30,561		8,145			43,538		4,740			48,278

	Non-interest expense	25,270		85,869		12,811			123,950		1,585			125,535

	Income before income tax expense	28,721		22,646		4,641			56,008		5,031			61,039

	Income tax expense	8,903		7,020		1,439			17,362		1,560			18,922

	Net income	$	19,818	$	15,626	$	3,202		$	38,646	$	3,471		$	42,117









		Total Assets
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	At March 31, 2014	$	5,986,898	$	7,800,682	$	372,693		$	14,160,273	$	7,015,472		$	21,175,745

	At December 31, 2013	$	5,682,129	$	7,809,343	$	365,863		$	13,857,335	$	6,995,664		$	20,852,999

Commitments_and_Contingencies_

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Outstanding Financial Instruments Contract Amounts Represent Credit Risk	'
	The following table summarizes outstanding financial instruments whose contract amounts represent credit risk:


	(In thousands)	At March 31,		At December 31,
		2014		2013
	Unused commitments to extend credit	$	4,204,523	$	4,183,455

	Standby letters of credit	150,150		135,761

	Commercial letters of credit	20,254		13,621

	Total financial instruments with off-balance sheet risk	$	4,374,927	$	4,332,837

Reserve For Unfunded Credit Commitments	'
	The following table provides activity details for the Company’s reserve for unfunded credit commitments:


		Three months ended
		March 31,
	(In thousands)	2014		2013
	Balance, beginning of period	$	4,384	$	5,662

	Provision	327		—

	Benefit	—		(525		)

	Balance, end of period	$	4,711	$	5,137

Recovered_Sheet1

Summary Of Significant Accounting Policies (Narrative) (Detail)	3 Months Ended
	Mar. 31, 2014
	condition
	element
Organization, Consolidation and Presentation of Financial Statements [Line Items]	'
Number of grace period days to become non-accrual loans	'90 days
Term past due loans places on non-accrual status	'90 days
Number of grace period days to charge-off loans	'180 days
Number of allowance for loan and lease loss elements	3
Number of TDR conditions	2
Minimum period troubled debt restructurings placed on non-accrual status	'6 months
Minimum [Member]	'
Organization, Consolidation and Presentation of Financial Statements [Line Items]	'
Minimum Demonstrated Performance Period Troubled Debt Restructurings Returned To Accrual Status	'6 months
Maximum [Member]	'
Organization, Consolidation and Presentation of Financial Statements [Line Items]	'
Minimum Demonstrated Performance Period Troubled Debt Restructurings Returned To Accrual Status	'1 year

Investment_Securities_Summary_

Investment Securities (Summary Of Investment Securities) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	$3,000,077		$3,110,912
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	56,912		57,645
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-48,133		-61,626
Fair Value	3,008,856		3,106,931
Held-to-maturity - Amortized Cost	3,448,195		3,358,721
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	77,660		73,409
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-47,422		-61,218
Held to Maturity, Fair Value - Total debt securities	3,478,433		3,370,912
Total investment securities, Amortized Cost	6,448,272		6,469,633
Total investment securities, Recognized in OCI - Gross Unrealized Gains	56,912		57,645
Total investment securities, Recognized in OCI - Gross Unrealized Losses	-48,133		-61,626
Total investment securities, Carrying Value	6,457,051		6,465,652
Total investment securities, Not Recognized in OCI - Gross Unrealized Gains	77,660		73,409
Total investment securities, Not Recognized in OCI - Gross Unrealized Losses	-47,422		-61,218
Total investments securities, Fair Value	6,487,289		6,477,843
U.S. Treasury Bills [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	425		325
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		0
Fair Value	425		325
Agency collateralized mortgage obligations (CMOs) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	736,820		794,397
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	12,266		14,383
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-1,595		-1,868
Fair Value	747,491		806,912
Held-to-maturity - Amortized Cost	342,397		365,081
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	9,004		10,135
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-762		-1,009
Held to Maturity, Fair Value - Total debt securities	350,639		374,207
Agency mortgage-backed securities (MBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	1,220,847		1,265,276
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	10,420		9,124
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-37,788		-47,698
Fair Value	1,193,479		1,226,702
Held-to-maturity - Amortized Cost	2,195,566		2,130,685
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	46,086		43,315
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-41,319		-53,188
Held to Maturity, Fair Value - Total debt securities	2,200,333		2,120,812
Agency commercial mortgage-backed securities (ACMBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	81,341		71,759
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-915		-782
Fair Value	80,426		70,977
Held-to-maturity - Amortized Cost	195,912		115,995
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	0		44
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-1,542		-818
Held to Maturity, Fair Value - Total debt securities	194,370		115,221
Commercial mortgage-backed securities (CMBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	436,217		436,872
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	27,913		28,398
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-313		-996
Fair Value	463,817		464,274
Held-to-maturity - Amortized Cost	289,488		290,057
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	9,282		8,635
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-3,705		-4,975
Held to Maturity, Fair Value - Total debt securities	295,065		293,717
Collateralized loan obligations (CLOs) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	357,374	[1]	357,326	[2]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	443	[1]	315	[2]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-88		0	[2]
Fair Value	357,817	[1]	357,641	[2]
Pooled trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	14,551	[3],[4]	31,900	[5]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0	[4]	0	[5]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-2,610	[4]	-3,410	[5]
Fair Value	11,941	[4]	28,490	[5]
Single issuer trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	41,849		41,807
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-4,912		-6,872
Fair Value	36,937		34,935
Corporate debt securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	108,339		108,936
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	4,603		4,155
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		0
Fair Value	112,942		113,091
Equity securities - financial institutions [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	2,314	[6]	2,314	[7]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	1,267	[6]	1,270	[7]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0	[6]	0	[7]
Fair Value	3,581	[6]	3,584	[7]
Municipal bonds and notes [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held-to-maturity - Amortized Cost	416,903		448,405
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	13,131		11,104
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-94		-1,228
Held to Maturity, Fair Value - Total debt securities	429,940		458,281
Private Label MBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held-to-maturity - Amortized Cost	7,929		8,498
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	157		176
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	0		0
Held to Maturity, Fair Value - Total debt securities	$8,086		$8,674

[1]	Amortized cost is net of $2.7 million of other-than-temporary impairments at MarchÂ 31, 2014.
[2]	Amortized cost is net of $2.6 million of other-than-temporary impairment at DecemberÂ 31, 2013.
[3]	For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.
[4]	Amortized cost is net of $7.0 million of other-than-temporary impairment at MarchÂ 31, 2014.
[5]	Amortized cost is net of $14.0 million of other-than-temporary impairment at DecemberÂ 31, 2013.
[6]	Amortized cost is net of $20.4 million of other-than-temporary impairment at MarchÂ 31, 2014.
[7]	Amortized cost is net of $20.4 million of other-than-temporary impairment at DecemberÂ 31, 2013.

Investment_Securities_Summary_1

Investment Securities (Summary Of Investment Securities) (Parenthetical) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
Schedule of Investments [Line Items]	'	'	'	'
Other than temporary impairment	$9,665	$16,633	$10,460	$10,460
Collateralized loan obligations (CLOs) [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Other than temporary impairment	2,700	2,600	'	'
Pooled trust preferred securities [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Other than temporary impairment	6,966	14,000	'	'
Equity securities - financial institutions [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Other than temporary impairment	$20,400	$20,400	'	'

Investment_Securities_Summary_2

Investment Securities (Summary Of Debt Securities By Contractual Maturity) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'	'
Available for Sale, Amortized Cost - Due in one year or less	$425	'
Available for Sale, Amortized Cost - Due after one year through five years	100,425	'
Available for Sale, Amortized Cost - Due after five through ten years	237,962	'
Available for Sale, Amortized Cost - Due after ten years	2,658,951	'
Available for Sale, Amortized Cost - Total debt securities	2,997,763	'
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]	'	'
Available for Sale, Fair Value - Due in one year or less	425	'
Available for Sale, Fair Value - Due after one year through five years	104,611	'
Available for Sale, Fair Value - Due after five through ten years	238,841	'
Available for Sale, Fair Value - Due after ten years	2,661,398	'
Available for Sale, Fair Value - Total debt securities	3,005,275	'
Held-to-maturity Securities, Debt Maturities, Single Maturity Date, Amortized Cost Basis [Abstract]	'	'
Held to Maturity, Amortized Cost - Due in one year or less	15	'
Held to Maturity, Amortized Cost - Due after one year through five years	77,810	'
Held to Maturity, Amortized Cost - Due after five through ten years	83,064	'
Held to Maturity, Amortized Cost - Due after ten years	3,287,306	'
Held to Maturity, Amortized Cost - Total debt securities	3,448,195	3,358,721
Held-to-maturity Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]	'	'
Held to Maturity, Fair Value - Due in one year or less	16	'
Held-to-maturity, Fair Value, Due after one year through five years	81,779	'
Held to Maturity, Fair Value - Due after five through ten years	85,931	'
Held to Maturity, Fair Value - Due after ten years	3,310,707	'
Held to Maturity, Fair Value - Total debt securities	$3,478,433	$3,370,912

Investment_Securities_Narrativ

Investment Securities (Narrative) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
	holding		Mar. 31, 2013	holding
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	$3,008,856,000		'	$3,106,931,000
Pledged securities as required or permitted by law	2,800,000,000		'	2,700,000,000
Investments in obligations of individual states, counties or municipalities	6,448,272,000		'	6,469,633,000
Unrealized loss	-48,133,000		'	-61,626,000
Number of positions	112		'	123
Recognized other-than-temporary impairment	88,000		0	'
Held-to-maturity securities unrealized loss	-47,422,000		'	-61,218,000
Number of unrealized loss positions	123		'	164
Callable at the option of the counterparty [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	818,100,000		'	'
US States and Political Subdivisions Debt Securities [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Investments in obligations of individual states, counties or municipalities	0		'	0
Agency collateralized mortgage obligations (CMOs) [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	747,491,000		'	806,912,000
Unrealized loss	-1,595,000		'	-1,868,000
Number of positions	11		'	15
Held-to-maturity securities unrealized loss	-762,000		'	-1,009,000
Number of unrealized loss positions	3		'	4
Agency MBS [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	1,193,479,000		'	1,226,702,000
Unrealized loss	-37,788,000		'	-47,698,000
Number of positions	82		'	88
Recognized other-than-temporary impairment	0		0	'
Held-to-maturity securities unrealized loss	-41,319,000		'	-53,188,000
Number of unrealized loss positions	89		'	94
Agency commercial mortgage-backed securities (ACMBS) [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	80,426,000		'	70,977,000
Unrealized loss	-915,000		'	-782,000
Number of positions	4		'	3
Held-to-maturity securities unrealized loss	-1,542,000		'	-818,000
Number of unrealized loss positions	9		'	4
CMBS [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	463,817,000		'	464,274,000
Unrealized loss	-313,000		'	-996,000
Number of positions	5		'	7
Held-to-maturity securities unrealized loss	-3,705,000		'	-4,975,000
Number of unrealized loss positions	8		'	11
Pooled trust preferred securities [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	11,941,000	[1]	'	28,490,000	[2]
Unrealized loss	-2,610,000	[1]	'	-3,410,000	[2]
Number of Securities	2		'	'
Number of positions	2		'	2
Decrease in available-for-sale securities, gross unrealized loss	-800,000		'	'
Recognized other-than-temporary impairment	0		0	'
Single issuer trust preferred securities [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	36,937,000		'	34,935,000
Unrealized loss	-4,912,000		'	-6,872,000
Number of positions	8		'	8
Decrease in available-for-sale securities, gross unrealized loss	2,000,000		'	'
Corporate debt securities [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	112,942,000		'	113,091,000
Unrealized loss	0		'	0
Equity securities - financial institutions [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	3,581,000	[3]	'	3,584,000	[4]
Unrealized loss	0	[3]	'	0	[4]
Collateralized loan obligations (CLOs) [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Securities available for sale, at fair value	357,817,000	[5]	'	357,641,000	[6]
Unrealized loss	-88,000		'	0	[6]
Recognized other-than-temporary impairment	88,000		0	'
Municipal bonds and notes [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Held-to-maturity securities unrealized loss	-94,000		'	-1,228,000
Percentage of bank qualified bonds with credit rating range of AAA to A	93.70%		'	'
Percentage of bank qualified bonds with credit rating range of A to AAA	95.30%		'	'
Percentage of municipal bond Portfolio comprised of General Obligation bonds	85.20%		'	'
Percentage of municipal bond portfolio comprised of Revenue bonds	14.30%		'	'
Percentage of municipal bond portfolio comprised of other bonds	0.50%		'	'
Number of unrealized loss positions	14		'	51
Private Label MBS [Member]	'		'	'
Schedule of Investments [Line Items]	'		'	'
Held-to-maturity securities unrealized loss	$0		'	$0

[1]	Amortized cost is net of $7.0 million of other-than-temporary impairment at MarchÂ 31, 2014.
[2]	Amortized cost is net of $14.0 million of other-than-temporary impairment at DecemberÂ 31, 2013.
[3]	Amortized cost is net of $20.4 million of other-than-temporary impairment at MarchÂ 31, 2014.
[4]	Amortized cost is net of $20.4 million of other-than-temporary impairment at DecemberÂ 31, 2013.
[5]	Amortized cost is net of $2.7 million of other-than-temporary impairments at MarchÂ 31, 2014.
[6]	Amortized cost is net of $2.6 million of other-than-temporary impairment at DecemberÂ 31, 2013.

Investment_Securities_Summary_3

Investment Securities (Summary Of Gross Unrealized Losses Not Considered OTTI) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified	holding		holding
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	$770,038		$893,274
Available for sale, Unrealized Losses - Less Than Twelve Months	-23,874		-33,409
Available for sale, Fair Value - Twelve Months or Longer	351,907		330,990
Available for sale, Unrealized Losses - Twelve Months or Longer	-24,259		-28,217
Available for sale, Number of Holdings - Total	112		123
Available for sale, Fair Value - Total	1,121,945		1,224,264
Available for sale, Unrealized Losses - Total	-48,133		-61,626
Held-to-maturity, Fair Value - Less Than Twelve Months	1,336,113		1,342,814
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-37,453		-49,260
Held-to-maturity, Fair Value - Twelve Months or Longer	184,725		187,778
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-9,969		-11,958
Held-to-maturity, Number of Holdings - Total	123		164
Held-to-maturity, Fair Value - Total	1,520,838		1,530,592
Held-to-maturity, Unrealized Losses - Total	-47,422		-61,218
Total investment securities, Fair Value - Less Than Twelve Months	2,106,151		2,236,088
Total investment securities - Unrealized Losses - Less Than Twelve Months	-61,327		-82,669
Total investment securities - Fair Value - Twelve Months or Longer	536,632		518,768
Total investment securities, Unrealized Losses - Twelve Months or Longer	-34,228		-40,175
Total investment securities, Number of Holdings - Total	235		287
Total investment securities - Fair Value - Total	2,642,783		2,754,856
Total investment securities - Unrealized Losses - Total	-95,555		-122,844
Agency CMOs [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	117,472		149,894
Available for sale, Unrealized Losses - Less Than Twelve Months	-1,475		-1,713
Available for sale, Fair Value - Twelve Months or Longer	8,350		9,011
Available for sale, Unrealized Losses - Twelve Months or Longer	-120		-155
Available for sale, Number of Holdings - Total	11		15
Available for sale, Fair Value - Total	125,822		158,905
Available for sale, Unrealized Losses - Total	-1,595		-1,868
Held-to-maturity, Fair Value - Less Than Twelve Months	51,439		53,789
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-762		-1,009
Held-to-maturity, Fair Value - Twelve Months or Longer	0		'
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	0		'
Held-to-maturity, Number of Holdings - Total	3		4
Held-to-maturity, Fair Value - Total	51,439		53,789
Held-to-maturity, Unrealized Losses - Total	-762		-1,009
Agency MBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	535,508		616,286
Available for sale, Unrealized Losses - Less Than Twelve Months	-21,128		-29,537
Available for sale, Fair Value - Twelve Months or Longer	294,392		279,680
Available for sale, Unrealized Losses - Twelve Months or Longer	-16,660		-18,161
Available for sale, Number of Holdings - Total	82		88
Available for sale, Fair Value - Total	829,900		895,966
Available for sale, Unrealized Losses - Total	-37,788		-47,698
Held-to-maturity, Fair Value - Less Than Twelve Months	1,019,663		1,045,693
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-32,170		-42,181
Held-to-maturity, Fair Value - Twelve Months or Longer	167,623		170,780
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-9,149		-11,007
Held-to-maturity, Number of Holdings - Total	89		94
Held-to-maturity, Fair Value - Total	1,187,286		1,216,473
Held-to-maturity, Unrealized Losses - Total	-41,319		-53,188
Agency CMBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	80,426		70,977
Available for sale, Unrealized Losses - Less Than Twelve Months	-915		-782
Available for sale, Fair Value - Twelve Months or Longer	'		'
Available for sale, Unrealized Losses - Twelve Months or Longer	'		'
Available for sale, Number of Holdings - Total	4		3
Available for sale, Fair Value - Total	80,426		70,977
Available for sale, Unrealized Losses - Total	-915		-782
Held-to-maturity, Fair Value - Less Than Twelve Months	194,371		90,218
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-1,542		-818
Held-to-maturity, Fair Value - Twelve Months or Longer	'		'
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	'		'
Held-to-maturity, Number of Holdings - Total	9		4
Held-to-maturity, Fair Value - Total	194,371		90,218
Held-to-maturity, Unrealized Losses - Total	-1,542		-818
CMBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	32,532		52,340
Available for sale, Unrealized Losses - Less Than Twelve Months	-291		-996
Available for sale, Fair Value - Twelve Months or Longer	4,387		'
Available for sale, Unrealized Losses - Twelve Months or Longer	-22		'
Available for sale, Number of Holdings - Total	5		7
Available for sale, Fair Value - Total	36,919		52,340
Available for sale, Unrealized Losses - Total	-313		-996
Held-to-maturity, Fair Value - Less Than Twelve Months	62,338		106,527
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-2,917		-4,059
Held-to-maturity, Fair Value - Twelve Months or Longer	14,936		14,832
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-788		-916
Held-to-maturity, Number of Holdings - Total	8		11
Held-to-maturity, Fair Value - Total	77,274		121,359
Held-to-maturity, Unrealized Losses - Total	-3,705		-4,975
Pooled trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	'		0
Available for sale, Unrealized Losses - Less Than Twelve Months	'		'
Available for sale, Fair Value - Twelve Months or Longer	11,941		11,141
Available for sale, Unrealized Losses - Twelve Months or Longer	-2,610		-3,410
Available for sale, Number of Holdings - Total	2		2
Available for sale, Fair Value - Total	11,941		11,141
Available for sale, Unrealized Losses - Total	-2,610	[1]	-3,410	[2]
Single issuer trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for Sale, Fair Value - Less Than Twelve Months	4,100		3,777
Available for sale, Unrealized Losses - Less Than Twelve Months	-65		-381
Available for sale, Fair Value - Twelve Months or Longer	32,837		31,158
Available for sale, Unrealized Losses - Twelve Months or Longer	-4,847		-6,491
Available for sale, Number of Holdings - Total	8		8
Available for sale, Fair Value - Total	36,937		34,935
Available for sale, Unrealized Losses - Total	-4,912		-6,872
Municipal bonds and notes [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held-to-maturity, Fair Value - Less Than Twelve Months	8,302		46,587
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-62		-1,193
Held-to-maturity, Fair Value - Twelve Months or Longer	2,166		2,166
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-32		-35
Held-to-maturity, Number of Holdings - Total	14		51
Held-to-maturity, Fair Value - Total	10,468		48,753
Held-to-maturity, Unrealized Losses - Total	($94)		($1,228)

[1]	Amortized cost is net of $7.0 million of other-than-temporary impairment at MarchÂ 31, 2014.
[2]	Amortized cost is net of $14.0 million of other-than-temporary impairment at DecemberÂ 31, 2013.

Investment_Securities_Schedule

Investment Securities (Schedule Of Trust Preferred Securities - Pooled Issuers For OTTI Information) (Detail) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2013

Dec. 31, 2012

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

In Thousands, unless otherwise specified

Pooled trust preferred securities [Member]

Preferred Class A [Member]

Security K [Member]

Security M [Member]

Schedule of Trading Securities and Other Trading Assets [Line Items]

Amortized Cost

$3,000,077

$3,110,912

$14,551

[1],[2]

$31,900

[3]

$7,456

[1]

$7,095

[1]

Gross Unrealized Losses

-48,133

-61,626

-2,610

[2]

-3,410

[3]

-1,060

-1,550

Fair Value

11,941

6,396

5,545

Lowest Credit Ratings

'CCC

[4]

Total OTTI

($9,665)

($16,633)

($10,460)

($6,966)

($14,000)

($2,040)

($4,926)

% of Performing Bank Issuers

80.90%

62.90%

Deferrals/ Defaults (As a % of Current Collateral)

29.30%

35.70%

[1]

For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.

[2]

Amortized cost is net of $7.0 million of other-than-temporary impairment at MarchÂ 31, 2014.

[3]

Amortized cost is net of $14.0 million of other-than-temporary impairment at DecemberÂ 31, 2013.

[4]

The Company utilized credit ratings provided by Moodyâ€™s and S&P in its evaluation of issuers.

Investment_Securities_Schedule1

Investment Securities (Schedule Of OTTI For Single Issuer Trust Preferred Securities) (Detail) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

In Thousands, unless otherwise specified

Single issuer trust preferred securities [Member]

Security B [Member]

Security C [Member]

Security E [Member]

Security F [Member]

Schedule of Trading Securities and Other Trading Assets [Line Items]

Amortized Cost

$3,000,077

$3,110,912

$41,849

$41,807

$6,941

$8,727

$11,830

$14,351

Gross Unrealized Losses

-48,133

-61,626

-4,912

-6,872

-941

-901

-879

-2,191

Fair Value

$3,008,856

$3,106,931

$36,937

$34,935

$6,000

$7,826

$10,951

$12,160

Lowest Credit Ratings

'BB

[1]

'BBB

[1]

'BBB

[1]

'BBB

[1]

The Company utilized credit ratings provided by Moodyâ€™s and S&P in its evaluation of issuers.

Investment_Securities_Other_Th

Investment Securities Other Than Temporary Impairment Credit Losses Recognized In Earnings (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'
Balance of OTTI, beginning of period	$16,633	$10,460
Reduction for securities sold	-7,056	0
Additions for OTTI not previously recognized	88	0
Balance of OTTI, end of period	$9,665	$10,460

Investment_Securities_Summary_4

Investment Securities (Summary Of Sale Proceeds Of Available For Sale Securities) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Schedule of Investments [Line Items]	'	'
Available for sale securities	$21,695	$11,771
Gains	4,336	106
Losses	0	0
OTTI Charges	-88	0
Net	4,248	106
Agency MBS [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for sale securities	0	11,771
Gains	0	106
Losses	0	0
OTTI Charges	0	0
Net	0	106
CLOs [Member]	'	'
Schedule of Investments [Line Items]	'	'
Gains	0	0
Losses	0	0
OTTI Charges	-88	0
Net	-88	0
Pooled trust preferred securities [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for sale securities	21,695	0
Gains	4,336	0
Losses	0	0
OTTI Charges	0	0
Net	$4,336	$0

Loans_And_Leases_Recorded_Inve

Loans And Leases (Recorded Investment In Loans And Leases) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	$350,196,000	[1]	$352,505,000	[1]
Collectively evaluated for impairment	12,682,958,000	[1]	12,383,704,000	[1]
Total Loans and Leases	13,033,154,000	[1]	12,736,209,000	[1]
Less: Accrued interest	38,412,000	[1]	36,433,000	[1]
Loans and leases	12,994,742,000	[1]	12,699,776,000	[1]
Unamortized premiums	12,400,000		13,300,000
Residential [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	142,665,000		142,871,000
Collectively evaluated for impairment	3,224,150,000		3,228,688,000
Total Loans and Leases	3,366,815,000		3,371,559,000
Less: Accrued interest	10,276,000		10,134,000
Loans and leases	3,356,539,000		3,361,425,000
Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	52,358,000		52,179,000
Collectively evaluated for impairment	2,480,345,000		2,492,353,000
Total Loans and Leases	2,532,703,000		2,544,532,000
Less: Accrued interest	7,620,000		7,844,000
Loans and leases	2,525,083,000		2,536,688,000
Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	48,159,000		52,199,000
Collectively evaluated for impairment	3,475,982,000		3,241,045,000
Total Loans and Leases	3,524,141,000		3,293,244,000
Less: Accrued interest	12,303,000		10,393,000
Loans and leases	3,511,838,000		3,282,851,000
Commercial Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	106,831,000	[2]	105,046,000	[2]
Collectively evaluated for impairment	3,044,995,000	[2]	2,961,378,000	[2]
Total Loans and Leases	3,151,826,000	[2]	3,066,424,000	[2]
Less: Accrued interest	8,213,000	[2]	8,062,000	[2]
Loans and leases	3,143,613,000	[2]	3,058,362,000	[2]
Equipment financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	183,000		210,000
Collectively evaluated for impairment	457,486,000		460,240,000
Total Loans and Leases	457,669,000		460,450,000
Less: Accrued interest	0		0
Loans and leases	$457,669,000		$460,450,000

[1]	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively.
[2]	Includes certain loans individually evaluated for impairment, under the Company's loan policy, that were deemed not to be impaired at both MarchÂ 31, 2014 and DecemberÂ 31, 2013.

Loans_And_Leases_Narrative_Det

Loans And Leases (Narrative) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013
	loan_with_modified_structure
	loan
	grade
Loans and Leases Receivable Disclosure [Abstract]	'		'
Amount of loan pledged as collateral	$5,500,000,000	[1]	'
Interest on non-accrual loans that would have been recorded as additional interest income	3,500,000		3,900,000
Number of Grades	10		'
Write-down of TDR's	6,200,000		5,000,000
Number of loans with two tier modified structure	6		'
Loans receivable with an A Note / B Note structure	24,900,000		'
B Notes charged off	10,000,000		'
Number of Loans with TDR Classification Removed	2		'
TDR classification removed	$4,000,000		'
Number of loans with two tier modified structure in accrual status	6		'

[1]	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively.

Loans_And_Leases_Summary_Of_Lo

Loans And Leases (Summary Of Loan And Lease Portfolio Aging By Class Of Loan) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	$34,954		$35,409
60-89 Days Past Due and Accruing	12,880		13,786
90 Days Past Due and Accruing	861		4,540
Non-accrual	145,431		163,228
Total Past Due and Non-accrual	194,126		216,963
Current	12,839,028		12,519,246
Total Loans and Leases	13,033,154	[1]	12,736,209	[1]
Total recorded investment of TDRs	333,913		341,898
1-4 family [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	13,044	[2]	11,721
60-89 Days Past Due and Accruing	6,203	[2]	6,476
90 Days Past Due and Accruing	0	[2]	0
Non-accrual	65,752	[2]	81,133
Total Past Due and Non-accrual	84,999	[2]	99,330
Current	3,233,394	[2]	3,226,077
Total Loans and Leases	3,318,393	[2]	3,325,407
Construction [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	0		0
60-89 Days Past Due and Accruing	0		363
90 Days Past Due and Accruing	0		0
Non-accrual	743		387
Total Past Due and Non-accrual	743		750
Current	47,679		45,402
Total Loans and Leases	48,422		46,152
Home equity [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	10,908	[2]	13,892
60-89 Days Past Due and Accruing	3,182	[2]	4,696
90 Days Past Due and Accruing	0	[2]	0
Non-accrual	38,658	[2]	45,517
Total Past Due and Non-accrual	52,748	[2]	64,105
Current	2,313,661	[2]	2,312,874
Total Loans and Leases	2,366,409	[2]	2,376,979
Liquidating-home equity [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	2,009		1,440
60-89 Days Past Due and Accruing	364		424
90 Days Past Due and Accruing	0		0
Non-accrual	5,910		6,271
Total Past Due and Non-accrual	8,283		8,135
Current	95,648		98,079
Total Loans and Leases	103,931		106,214
Other consumer [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	372		462
60-89 Days Past Due and Accruing	326		193
90 Days Past Due and Accruing	0		0
Non-accrual	102		140
Total Past Due and Non-accrual	800		795
Current	61,563		60,543
Total Loans and Leases	62,363		61,338
Commercial non-mortgage [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	5,927		3,208
60-89 Days Past Due and Accruing	2,073		984
90 Days Past Due and Accruing	391		4,305
Non-accrual	12,899		10,946
Total Past Due and Non-accrual	21,290		19,443
Current	2,915,700		2,712,870
Total Loans and Leases	2,936,990		2,732,313
Asset-based [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	0		0
60-89 Days Past Due and Accruing	0		0
90 Days Past Due and Accruing	0		0
Non-accrual	0		0
Total Past Due and Non-accrual	0		0
Current	587,151		560,931
Total Loans and Leases	587,151		560,931
Commercial real estate [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	1,778		4,387
60-89 Days Past Due and Accruing	715		587
90 Days Past Due and Accruing	470		235
Non-accrual	15,957		13,456
Total Past Due and Non-accrual	18,920		18,665
Current	2,951,269		2,842,637
Total Loans and Leases	2,970,189		2,861,302
Commercial construction [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	234		0
60-89 Days Past Due and Accruing	0		0
90 Days Past Due and Accruing	0		0
Non-accrual	4,085		4,237
Total Past Due and Non-accrual	4,319		4,237
Current	177,318		200,886
Total Loans and Leases	181,637		205,123
Equipment financing [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
30-59 Days Past Due and Accruing	682		299
60-89 Days Past Due and Accruing	17		63
90 Days Past Due and Accruing	0		0
Non-accrual	1,325		1,141
Total Past Due and Non-accrual	2,024		1,503
Current	455,645		458,947
Total Loans and Leases	457,669		460,450
Residential and consumer loans reclassified from non-accrual status [Member]	'		'
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'
Total recorded investment of TDRs	$17,600		'

[1]	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively.
[2]	A total of $17.6 million residential and consumer loans were reclassified from non-accrual to accrual status in the three months ended March 31, 2014 as a result of updated regulatory guidance issued in the first quarter of 2014.

Loans_And_Leases_Allowance_For

Loans And Leases (Allowance For Loan And Lease Losses By Portfolio Segment) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	$152,573	$177,129
Provision (benefit) charged to expense	9,000	7,500
Losses charged off	-11,597	-21,529
Recoveries	3,624	4,740
Balance, end of period	153,600	167,840
Ending balance: individually evaluated for impairment	20,104	27,220
Ending balance: collectively evaluated for impairment	133,496	140,620
Residential [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	20,580	29,474
Provision (benefit) charged to expense	-263	1,103
Losses charged off	-1,158	-2,936
Recoveries	260	250
Balance, end of period	19,419	27,891
Ending balance: individually evaluated for impairment	10,993	13,871
Ending balance: collectively evaluated for impairment	8,426	14,020
Consumer [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	39,551	54,254
Provision (benefit) charged to expense	-489	4,700
Losses charged off	-4,886	-10,407
Recoveries	1,113	1,822
Balance, end of period	35,289	50,369
Ending balance: individually evaluated for impairment	4,109	3,520
Ending balance: collectively evaluated for impairment	31,180	46,849
Commercial [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	47,706	46,566
Provision (benefit) charged to expense	7,579	224
Losses charged off	-3,148	-4,339
Recoveries	973	1,599
Balance, end of period	53,110	44,050
Ending balance: individually evaluated for impairment	989	4,310
Ending balance: collectively evaluated for impairment	52,121	39,740
Commercial Real Estate [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	29,883	30,834
Provision (benefit) charged to expense	3,173	3,579
Losses charged off	-2,405	-3,760
Recoveries	479	241
Balance, end of period	31,130	30,894
Ending balance: individually evaluated for impairment	4,013	5,511
Ending balance: collectively evaluated for impairment	27,117	25,383
Equipment Financing [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	3,912	4,001
Provision (benefit) charged to expense	-822	-1,106
Losses charged off	0	-87
Recoveries	799	828
Balance, end of period	3,889	3,636
Ending balance: individually evaluated for impairment	0	8
Ending balance: collectively evaluated for impairment	3,889	3,628
Unallocated [Member]	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'
Balance, beginning of period	10,941	12,000
Provision (benefit) charged to expense	-178	-1,000
Losses charged off	0	0
Recoveries	0	0
Balance, end of period	10,763	11,000
Ending balance: individually evaluated for impairment	0	0
Ending balance: collectively evaluated for impairment	$10,763	$11,000

Loans_And_Leases_Impaired_Loan

Loans And Leases (Impaired Loans And Leases By Class) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	$379,181	$388,513
Total Recorded Investment	346,010	349,060
Recorded Investment No Allowance	128,079	128,058
Recorded Investment With Allowance	217,932	221,002
Related Valuation Allowance	20,104	20,451
Residential [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	157,413	158,361
Total Recorded Investment	142,665	142,871
Recorded Investment No Allowance	24,029	23,988
Recorded Investment With Allowance	118,637	118,883
Related Valuation Allowance	10,993	10,534
1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	156,967	157,915
Total Recorded Investment	142,663	142,869
Recorded Investment No Allowance	24,027	23,987
Recorded Investment With Allowance	118,637	118,882
Related Valuation Allowance	10,993	10,534
Construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	446	446
Total Recorded Investment	2	2
Recorded Investment No Allowance	2	1
Recorded Investment With Allowance	0	1
Related Valuation Allowance	0	0
Consumer [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	61,078	63,886
Total Recorded Investment	52,358	52,179
Recorded Investment No Allowance	27,361	27,323
Recorded Investment With Allowance	24,997	24,856
Related Valuation Allowance	4,109	4,595
Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	52,969	54,991
Total Recorded Investment	45,895	45,577
Recorded Investment No Allowance	23,693	23,622
Recorded Investment With Allowance	22,202	21,955
Related Valuation Allowance	3,512	3,926
Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	8,109	8,895
Total Recorded Investment	6,463	6,602
Recorded Investment No Allowance	3,668	3,701
Recorded Investment With Allowance	2,795	2,901
Related Valuation Allowance	597	669
Commercial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	54,918	59,279
Total Recorded Investment	48,159	52,199
Recorded Investment No Allowance	28,335	23,138
Recorded Investment With Allowance	19,824	29,061
Related Valuation Allowance	989	1,878
Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	54,918	59,279
Total Recorded Investment	48,159	52,199
Recorded Investment No Allowance	28,335	23,138
Recorded Investment With Allowance	19,824	29,061
Related Valuation Allowance	989	1,878
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	105,590	106,738
Total Recorded Investment	102,645	101,601
Recorded Investment No Allowance	48,171	53,399
Recorded Investment With Allowance	54,474	48,202
Related Valuation Allowance	4,013	3,444
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	94,252	95,013
Total Recorded Investment	92,484	90,976
Recorded Investment No Allowance	38,010	42,774
Recorded Investment With Allowance	54,474	48,202
Related Valuation Allowance	4,013	3,444
Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	11,338	11,725
Total Recorded Investment	10,161	10,625
Recorded Investment No Allowance	10,161	10,625
Recorded Investment With Allowance	0	0
Related Valuation Allowance	0	0
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	182	249
Total Recorded Investment	183	210
Recorded Investment No Allowance	183	210
Recorded Investment With Allowance	0	0
Related Valuation Allowance	0	0
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	182	249
Total Recorded Investment	183	210
Recorded Investment No Allowance	183	210
Recorded Investment With Allowance	0	0
Related Valuation Allowance	$0	$0

Loans_And_Leases_Interest_Inco

Loans And Leases (Interest Income From Impaired Loans And Leases, By Class) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	$347,536	$419,950
Accrued Interest Income	3,076	3,512
Cash Basis Interest Income	648	928
Residential [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	142,768	146,349
Accrued Interest Income	1,192	998
Cash Basis Interest Income	324	478
1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	142,766	146,088
Accrued Interest Income	1,192	996
Cash Basis Interest Income	324	478
Construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	2	261
Accrued Interest Income	0	2
Cash Basis Interest Income	0	0
Consumer [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	52,269	54,751
Accrued Interest Income	370	239
Cash Basis Interest Income	324	450
Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	45,736	47,794
Accrued Interest Income	318	201
Cash Basis Interest Income	263	370
Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	6,533	6,957
Accrued Interest Income	52	38
Cash Basis Interest Income	61	80
Commercial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	50,179	66,415
Accrued Interest Income	628	708
Cash Basis Interest Income	0	0
Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	50,179	66,415
Accrued Interest Income	628	708
Cash Basis Interest Income	0	0
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	102,123	150,624
Accrued Interest Income	883	1,560
Cash Basis Interest Income	0	0
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	91,730	130,631
Accrued Interest Income	801	1,401
Cash Basis Interest Income	0	0
Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	10,393	19,993
Accrued Interest Income	82	159
Cash Basis Interest Income	0	0
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	197	1,811
Accrued Interest Income	3	7
Cash Basis Interest Income	0	0
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Average Recorded Investment	197	1,811
Accrued Interest Income	3	7
Cash Basis Interest Income	$0	$0

Loans_And_Leases_Commercial_Co

Loans And Leases (Commercial, Commercial Real Estate Loans And Equipment Financing Loans Segregated By Risk Rating Exposure) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	$13,033,154	[1]	$12,736,209	[1]
Total recorded investment of TDRs	333,913		341,898
Commercial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	138,889		146,848
Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,524,141		3,293,244
Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,151,826		3,066,424
Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	457,669		460,450
(1) - (6) Pass [Member] \| Commercial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	55,454		55,973
(1) - (6) Pass [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,327,191		3,091,154
(1) - (6) Pass [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,020,591		2,947,116
(1) - (6) Pass [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	436,952		437,033
(7) Special Mention [Member] \| Commercial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	0		0
(7) Special Mention [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	70,977		87,451
(7) Special Mention [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	36,136		20,901
(7) Special Mention [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	1,657		7,979
(8) Substandard [Member] \| Commercial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	83,026		90,461
(8) Substandard [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	125,619		114,199
(8) Substandard [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	94,482		97,822
(8) Substandard [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	19,060		15,438
(9) Doubtful [Member] \| Commercial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	409		414
(9) Doubtful [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	354		440
(9) Doubtful [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	617		585
(9) Doubtful [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	0		0
(10) Loss [Member] \| Commercial, commercial real estate, equipment financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	0		0
(10) Loss [Member] \| Commercial [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	0		0
(10) Loss [Member] \| Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	0		0
(10) Loss [Member] \| Equipment Financing [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	$0		$0

[1]	Loans and leases include net deferred fees and unamortized premiums of $12.4 million and $13.3 million at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively.

Loans_And_Leases_Summary_Of_Th

Loans And Leases (Summary Of The Recorded Investment Of Company's TDRs) (Detail) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Financing Receivable, Impaired [Line Items]	'		'
Accrual status	$251,042	[1]	$238,926	[1]
Non-accrual status	82,871	[1]	102,972	[1]
Total recorded investment of TDRs	333,913		341,898
Accruing TDRs performing under modified terms more than one year	67.40%		58.20%
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	19,709		20,360
Additional funds committed to borrowers in TDR status	1,242		1,262
Residential and consumer loans reclassified from non-accrual status [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	$17,600		'

[1]	A total of $17.6 million residential and consumer loans were reclassified from non-accrual to accrual status in the three months ended March 31, 2014 as a result of updated regulatory guidance issued in the first quarter of 2014.

Recovered_Sheet2

Loans And Leases (Loans And Leases Modified As A TDR) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	Contract	Contract
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	76	81
Pre- Modification Recorded Investment	$8,264	$21,651
Post- Modification Recorded Investment	8,264	21,651
Post- Modification Coupon Rate	4.70%	3.40%
1-4 family [Member]	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	26	32
Pre- Modification Recorded Investment	5,599	6,413
Post- Modification Recorded Investment	5,599	6,413
Post- Modification Coupon Rate	4.60%	3.90%
Home equity [Member]	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	40	37
Pre- Modification Recorded Investment	2,158	2,397
Post- Modification Recorded Investment	2,158	2,397
Post- Modification Coupon Rate	4.70%	4.20%
Liquidating-home equity [Member]	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	1	5
Pre- Modification Recorded Investment	62	89
Post- Modification Recorded Investment	62	89
Post- Modification Coupon Rate	5.00%	7.30%
Commercial non-mortgage [Member]	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	9	3
Pre- Modification Recorded Investment	445	888
Post- Modification Recorded Investment	445	888
Post- Modification Coupon Rate	6.20%	5.30%
Commercial real estate [Member]	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	0	2
Pre- Modification Recorded Investment	0	11,675
Post- Modification Recorded Investment	0	11,675
Post- Modification Coupon Rate	0.00%	2.70%
Commercial construction [Member]	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'
Number of Loans and Leases	0	2
Pre- Modification Recorded Investment	0	189
Post- Modification Recorded Investment	$0	$189
Post- Modification Coupon Rate	0.00%	5.30%

Loans_and_Leases_Information_o

Loans and Leases (Information on How Loans and Leases were Modified as a TDR) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	$8,264	$21,651
1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	5,599	6,413
Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	2,158	2,397
Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	62	89
Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	445	888
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	11,675
Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	189
Extended Maturity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	1,230	1,704
Extended Maturity [Member] \| 1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	706	905
Extended Maturity [Member] \| Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	470	108
Extended Maturity [Member] \| Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Extended Maturity [Member] \| Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	54	502
Extended Maturity [Member] \| Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Extended Maturity [Member] \| Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	189
Adjusted Interest Rates [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	278	895
Adjusted Interest Rates [Member] \| 1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	227	741
Adjusted Interest Rates [Member] \| Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	51	154
Adjusted Interest Rates [Member] \| Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Adjusted Interest Rates [Member] \| Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Adjusted Interest Rates [Member] \| Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Adjusted Interest Rates [Member] \| Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Rate and Maturity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	3,085	16,455
Rate and Maturity [Member] \| 1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	2,589	3,349
Rate and Maturity [Member] \| Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	255	1,084
Rate and Maturity [Member] \| Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Rate and Maturity [Member] \| Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	241	347
Rate and Maturity [Member] \| Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	11,675
Rate and Maturity [Member] \| Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Other [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	3,671	2,597
Other [Member] \| 1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	2,077	1,418
Other [Member] \| Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	1,382	1,051
Other [Member] \| Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	62	89
Other [Member] \| Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	150	39
Other [Member] \| Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	0	0
Other [Member] \| Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Post- Modification Recorded Investment	$0	$0

Loans_and_Leases_Information_o1

Loans and Leases (Information on Loans and Leases Modified as TDR within the Previous 12 Months (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
	loan	loan
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans and Leases	10	5
Recorded Investment	$911	$285
1-4 family [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans and Leases	6	1
Recorded Investment	645	198
Home equity [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans and Leases	3	4
Recorded Investment	190	87
Commercial non-mortgage [Member]	'	'
Financing Receivable, Modifications [Line Items]	'	'
Number of Loans and Leases	1	0
Recorded Investment	$76	$0

Transfers_of_Financial_Assets_2

Transfers of Financial Assets and Mortgage Servicing Assets - Narrative (Details) (USD $)	3 Months Ended
	Mar. 31, 2014		Mar. 31, 2013	Dec. 31, 2013
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'
Number of days required to repurchase mortgage loans	90		'	'
1-4 family [Member]	'		'	'
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'
Retained servicing rights	$2,400,000,000		'	$2,400,000,000
Bank servicing fees	400,000		1,400,000	'
Fair Value, Measurements, Nonrecurring [Member] \| 1-4 family [Member]	'		'	'
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]	'		'	'
Mortgage servicing assets	$20,500,000	[1]	'	$21,000,000	[1]

[1]	The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively. The estimated fair value does not include such adjustments.

Transfers_of_Financial_Assets_3

Transfers of Financial Assets and Mortgage Servicing Assets Reserve for loan repurchases (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reserve For Loan Respurchases [Roll Forward]	'	'
Beginning balance	$2,254	$2,617
(Benefit) provision	-310	458
Loss on repurchased loans and settlements	-43	-981
Ending balance	$1,901	$2,094

Transfers_of_Financial_Assets_4

Transfers of Financial Assets and Mortgage Servicing Assets Loans sold (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Servicing Assets at Fair Value [Line Items]	'	'
Net gain on sale included as mortgage banking activities	$775	$7,031
Residential mortgage loans [Member]	'	'
Servicing Assets at Fair Value [Line Items]	'	'
Proceeds from the sale of loans held for sale	65,643	234,050
Net gain on sale included as mortgage banking activities	775	6,695
Loans sold with servicing rights retained	48,552	220,193
Commercial loans [Member]	'	'
Servicing Assets at Fair Value [Line Items]	'	'
Proceeds from the sale of loans held for sale	0	10,336
Net gain on sale included as mortgage banking activities	$0	$336

Recovered_Sheet3

Goodwill And Other Intangible Assets (Goodwill And Other Intangible Assets, Net Of Accumulated Amortization) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Goodwill [Line Items]	'	'
Goodwill	$529,887	$529,887
Community Banking [Member]	'	'
Goodwill [Line Items]	'	'
Goodwill	516,560	516,560
Other [Member]	'	'
Goodwill [Line Items]	'	'
Goodwill	$13,327	$13,327

Recovered_Sheet4

Goodwill And Other Intangible Assets (Gross Carrying Value And Accumulated Amortization Of Other Intangible Assets) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
	Mar. 31, 2014	Mar. 31, 2013	Community Banking [Member]	Community Banking [Member]
Finite-Lived Intangible Assets [Line Items]	'	'	'	'
Gross Carrying Amount	'	'	$49,420	$49,420
Accumulated Amortization	'	'	-45,237	-44,069
Net Carrying Amount	'	'	4,183	5,351
Amortization of intangible assets	$1,168	$1,242	'	'

Goodwill_And_Other_Intangible_2

Goodwill And Other Intangible Assets (Schedule Of Expected Amortization Expense, Next Four Years) (Detail) (USD $)	Mar. 31, 2014
In Thousands, unless otherwise specified	Mar. 31, 2014
Goodwill and Intangible Assets Disclosure [Abstract]	'
Remainder of 2014	$1,517
2015	1,523
2016	$1,143

Deposits_Summary_Of_Deposits_D

Deposits (Summary Of Deposits) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Banking and Thrift [Abstract]	'	'
Demand	$3,028,625	$3,128,152
Checking	1,958,027	1,934,291
Health savings accounts	1,719,890	1,533,310
Money market	2,133,036	2,167,593
Savings	3,920,171	3,863,930
Time deposits	2,280,240	2,227,144
Total interest-bearing	12,011,364	11,726,268
Total deposits	15,039,989	14,854,420
Demand deposit overdrafts reclassified as loan balances	$1,092	$1,455

Deposits_Scheduled_Maturities_

Deposits (Scheduled Maturities Of Time Deposits) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Banking and Thrift [Abstract]	'	'
2014	$1,042,052	'
2015	620,991	'
2016	237,736	'
2017	81,963	'
2018	144,883	'
Thereafter	152,615	'
Time deposits	$2,280,240	$2,227,144

Deposits_Additional_Informatio

Deposits (Additional Information Of Deposits) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Banking and Thrift [Abstract]	'	'
Interest-bearing checking obtained through brokers	$54,358	$57,817
Time deposits obtained through brokers	225,699	148,117
Total brokered deposits	$280,057	$205,934

Securities_Sold_Under_Agreemen2

Securities Sold Under Agreements To Repurchase And Other Borrowings (Summary Of Securities Sold Under Agreements To Repurchase And Other Borrowings) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase:	$988,882,000	$1,009,662,000
Federal funds purchased	159,000,000	322,000,000
Securities sold under agreements to repurchase and other borrowings	1,147,882,000	1,331,662,000
Gross repurchase agreement liability	1,000,000,000	'
Original maturity of one year or less [Member]	'	'
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase:	338,882,000	359,662,000
Callable at the option of the counterparty [Member]	'	'
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase:	100,000,000	100,000,000
Non-callable [Member]	'	'
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'	'
Securities sold under agreements to repurchase:	$550,000,000	$550,000,000

Federal_Home_Loan_Bank_Advance2

Federal Home Loan Bank Advances (Summary Of Advances Payable To The Federal Home Loan Bank) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Total Outstanding	'	'
Within 1 year	$1,701,234	$1,550,000
After 1 but within 2 years	45,934	0
After 2 but within 3 years	100,000	145,934
After 3 but within 4 years	50,500	500
After 4 but within 5 years	150,000	200,000
After 5 years	155,883	155,926
Federal Home Loan Bank advances	2,203,551	2,052,360
Unamortized premiums	55	61
Federal Home Loan Bank advances	$2,203,606	$2,052,421
Weighted- Average Contractual Coupon Rate	'	'
Within 1 year	0.23%	0.25%
After 1 but within 2 years	2.49%	0.00%
After 2 but within 3 years	1.48%	1.80%
After 3 but within 4 years	1.10%	5.66%
After 4 but within 5 years	1.46%	1.36%
After 5 years	1.23%	1.25%
Weighted- Average Contractual Coupon Rate	0.51%	0.54%

Federal_Home_Loan_Bank_Advance3

Federal Home Loan Bank Advances (Narrative) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Collateral pledged	$5,000,000,000	$4,800,000,000
Federal Home Loan Bank Advances [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Unused funds	1,100,000,000	1,000,000,000
Line of Credit [Member]	'	'
Federal Home Loan Bank, Advances, Branch of FHLB Bank [Line Items]	'	'
Unused funds	$5,000,000	$5,000,000

LongTerm_Debt_Schedule_Of_Long

Long-Term Debt (Schedule Of Long-Term Debt) (Detail) (USD $)

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Dec. 31, 2013

Feb. 11, 2014

Junior Subordinated Debt [Member]

5.125% Maturing 2014 [Member]

4.375% Maturing 2024 [Member]

Subordinated Debt [Member]

Senior fixed-rate notes [Member]

Debt Instrument [Line Items]

Stated interest rate

5.13%

4.38%

[1]

Variable interest rate

3.18%

3.19%

3.18%

[2]

Senior Notes

$150,000,000

[1]

Junior Subordinated Notes

77,320,000

[2]

77,320,000

[2]

Total notes and subordinated debt

377,320,000

227,320,000

Unamortized discount, net

-1,174,000

-21,000

Hedge accounting adjustments

266,000

1,066,000

Long-term debt

376,412,000

228,365,000

Face amount

150,000,000

Proceeds from issuance of senior debt

$148,000,000

Interest rate spread of LIBOR plus

2.95%

[1]

On February 11, 2014, Webster completed an underwritten public offering of $150.0 million aggregate principal amount of 4.375% senior notes maturing February 15, 2024. Webster received net proceeds of $148.0 million from the public offering.

[2]

The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month LIBOR plus 2.95%, was 3.183% at MarchÂ 31, 2014 and 3.194% at DecemberÂ 31, 2013.

Other_Comprehensive_Income_Sch

Other Comprehensive Income (Schedule of Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	($48,549)	($32,266)
Other comprehensive income (loss) before reclassifications	6,165	-699
Amounts reclassified from accumulated other comprehensive (loss) income	-1,307	2,054
Net current-period other comprehensive income (loss), net of tax	4,858	1,355
Ending balance	-43,691	-30,911
Available For Sale and Transferred Securities [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	-2,617	42,741
Other comprehensive income (loss) before reclassifications	10,849	-1,482
Amounts reclassified from accumulated other comprehensive (loss) income	-2,727	-68
Net current-period other comprehensive income (loss), net of tax	8,122	-1,550
Ending balance	5,505	41,191
Derivative Instruments [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	-18,206	-27,902
Other comprehensive income (loss) before reclassifications	-5,151	299
Amounts reclassified from accumulated other comprehensive (loss) income	1,425	1,642
Net current-period other comprehensive income (loss), net of tax	-3,726	1,941
Ending balance	-21,932	-25,961
Defined Benefit Pension and Postretirement Benefit Plans [Member]	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'
Beginning balance	-27,726	-47,105
Other comprehensive income (loss) before reclassifications	467	484
Amounts reclassified from accumulated other comprehensive (loss) income	-5	480
Net current-period other comprehensive income (loss), net of tax	462	964
Ending balance	($27,264)	($46,141)

Other_Comprehensive_Income_Sch1

Other Comprehensive Income (Schedule of Accumulated Other Comprehensive Loss) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net gain on sale of investment securities	$4,336	$106
Income tax expense	-21,089	-18,922
Net income	50,423	42,117
Total interest expense	-22,478	-24,287
Compensation and benefits	-66,371	-66,050
Available for sale and transferred securities [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'
Net gain on sale of investment securities	4,248	106
Income tax expense	-1,521	-38
Net income	2,727	68
Derivative Instruments [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'
Income tax expense	796	916
Net income	-1,425	-1,642
Total interest expense	-2,221	-2,558
Defined benefit pension and postretirement benefit plans [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'
Income tax expense	-3	267
Net income	5	-480
Amortization of net loss [Member] \| Defined benefit pension and postretirement benefit plans [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'
Compensation and benefits	26	-729
Prior service cost [Member] \| Defined benefit pension and postretirement benefit plans [Member] \| Reclassification out of accumualted comprehensive income [Member]	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'
Compensation and benefits	($18)	($18)

Regulatory_Matters_Information

Regulatory Matters (Information On The Capital Ratios) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Preceding period of retained net profits	'2 years	'	'
Dividends paid by Webster Bank	$0	$20,000,000	'
Trust Preferred Securities Included in Tier One Capital	75,000,000	'	75,000,000
Webster Financial Corporation [Member]	'	'	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Total risk-based capital, Actual Amount	1,993,167,000	'	1,965,171,000
Total risk-based capital, Actual Ratio	14.20%	'	14.20%
Total risk-based capital, Capital Requirements Amount	1,123,098,000	'	1,106,203,000
Total risk-based capital, Capital Requirements Ratio	8.00%	'	8.00%
Total risk-based capital, Well Capitalized Amount	1,403,873,000	'	1,382,754,000
Total risk-based capital, Well Capitalized Ratio	10.00%	'	10.00%
Tier 1 capital, Actual Amount	1,834,286,000	'	1,807,642,000
Tier 1 capital, Actual Ratio	13.10%	'	13.10%
Tier 1 capital, Capital Requirements Amount	561,549,000	'	553,101,000
Tier 1 capital, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 capital, Well Capitalized Amount	842,324,000	'	829,652,000
Tier 1 capital, Well Capitalized Ratio	6.00%	'	6.00%
Tier 1 leverage capital ratio, Actual Amount	1,834,286,000	'	1,807,642,000
Tier 1 leverage capital ratio, Actual Ratio	9.00%	'	9.00%
Tier 1 leverage capital ratio, Capital Requirements Amount	817,764,000	'	801,535,000
Tier 1 leverage capital ratio, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 leverage capital ratio, Well Capitalized Amount	1,022,205,000	'	1,001,919,000
Tier 1 leverage capital ratio, Well Capitalized Ratio	5.00%	'	5.00%
Webster Bank N.A. [Member]	'	'	'
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Total risk-based capital, Actual Amount	1,872,624,000	'	1,815,423,000
Total risk-based capital, Actual Ratio	13.40%	'	13.20%
Total risk-based capital, Capital Requirements Amount	1,120,842,000	'	1,104,200,000
Total risk-based capital, Capital Requirements Ratio	8.00%	'	8.00%
Total risk-based capital, Well Capitalized Amount	1,401,053,000	'	1,380,250,000
Total risk-based capital, Well Capitalized Ratio	10.00%	'	10.00%
Tier 1 capital, Actual Amount	1,714,313,000	'	1,658,466,000
Tier 1 capital, Actual Ratio	12.20%	'	12.00%
Tier 1 capital, Capital Requirements Amount	560,421,000	'	552,100,000
Tier 1 capital, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 capital, Well Capitalized Amount	840,632,000	'	828,150,000
Tier 1 capital, Well Capitalized Ratio	6.00%	'	6.00%
Tier 1 leverage capital ratio, Actual Amount	1,714,313,000	'	1,658,466,000
Tier 1 leverage capital ratio, Actual Ratio	8.40%	'	8.30%
Tier 1 leverage capital ratio, Capital Requirements Amount	816,670,000	'	800,063,000
Tier 1 leverage capital ratio, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 leverage capital ratio, Well Capitalized Amount	$1,020,838,000	'	$1,000,079,000
Tier 1 leverage capital ratio, Well Capitalized Ratio	5.00%	'	5.00%

Earnings_Per_Common_Share_Earn

Earnings Per Common Share (Earnings Per Share Basic And Diluted) (Detail) (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Net income available to common shareholders	$47,784	$39,231
Less: Dividends to participating shares	-49	-33
Income allocated to participating shares	-124	-118
Net income allocated to common shareholders	$47,611	$39,080
Weighted average common shares outstanding - basic (in shares)	89,880	85,501
Stock options and restricted stock (in shares)	503	247
Weighted-average common shares outstanding - diluted (in shares)	90,658	89,662
Earnings per common share, Basic (in dollars per share)	$0.53	$0.46
Earnings per common share, Diluted (in dollars per share)	$0.53	$0.44
Warrants - Series 1 and 2 [Member]	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Warrants (in shares)	0	3,781
Warrants - other [Member]	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Warrants (in shares)	275	133

Earnings_Per_Common_Share_Narr

Earnings Per Common Share (Narrative) (Detail)	3 Months Ended
Earnings Per Common Share (Narrative) (Detail)	Mar. 31, 2014	Mar. 31, 2013
Warrants - other [Member]	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Common stock shares authorized	700,000	700,000
Series A Preferred Stock [Member]	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	1,100,000	1,100,000
Stock Options [Member]	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	800,000	2,100,000
Restricted Stock [Member]	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	172,000	262,000

Derivative_Financial_Instrumen2

Derivative Financial Instruments Cash Flow Hedges of Interest Rate Risk Narrative (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014
			Terminated forward-settle interest rate swap hedges [Member]	Current Derivative Credit Exposure [Member]	Cash Flow Hedging [Member]	Designated as Hedging Instrument [Member]	Designated as Hedging Instrument [Member]	Designated as Hedging Instrument [Member]	Designated as Hedging Instrument [Member]	Designated as Hedging Instrument [Member]
						Cash Flow Hedging [Member]	Cash Flow Hedging [Member]	Cash Flow Hedging [Member]	Cash Flow Hedging [Member]	Cash Flow Hedging [Member]
						Forward Contracts [Member]	Forward Contracts [Member]	Federal Home Loan Bank Advances [Member]	Five Year Swaps [Member]	Ten Year Swaps [Member]
						Derivative	Contract	Interest Rate Cap [Member]	Forward Contracts [Member]	Forward Contracts [Member]
								Derivative	Derivative	Derivative
Derivative [Line Items]	'	'	'	'	'	'	'	'	'	'
Number of Instruments	'	'	'	'	'	4	4	5	2	6
Derivative liability notional amount	'	'	'	'	'	'	$25,000,000	'	'	'
Derivative term of contract	'	'	'	'	'5 years	'	'	'	'	'
Notional Amount	13,071,115,000	13,138,667,000	'	'	'	'	25,000,000	25,000,000	25,000,000	25,000,000
Advances from Federal Home Loan Banks	2,203,606,000	2,052,421,000	'	'	'	'	'	150,000,000	'	'
Derivative period	'	'	'	'	'	'	'	'	'	'10 years
Strike rate	'	'	'	'	'	'	'	3.00%	'	'
Fair value gain	'	'	'	'	'	'	'	7,100,000	'	'
Unamortized loss on termination of cash flow hedges	'	'	-33,100,000	'	'	'	'	6,600,000	'	3,100,000
Estimate to be reclassified from OCI to interest expense	'	'	-7,500,000	2,400,000	'	'	'	'	'	'
Hedge accounting adjustments	$266,000	$1,066,000	'	'	'	'	'	'	'	'

Derivative_Financial_Instrumen3

Derivative Financial Instruments (Fair Value Of Derivative Financial Instruments Designated As Cash Flow Hedges) (Detail) (Designated as Hedging Instrument [Member], Cash Flow Hedging [Member], USD $)	Mar. 31, 2014	Dec. 31, 2013
	Derivative	Derivative
Forward-settle interest rate swap on anticipated debt [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	4	'
Derivative liability notional amount	$25,000,000	'
Interest rate swaps on FHLB advances [Member] \| Interest rate cap on FHLB advances [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	5	'
Other Assets 2 [Member] \| Forward-settle interest rate swap on anticipated debt [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	4	8
Derivative Asset, Notional Amount	100,000,000	200,000,000
Derivative Asset, Fair Value	255,000	3,027,000
Other Liabilities [Member] \| Forward-settle interest rate swap on anticipated debt [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	6	5
Derivative liability notional amount	150,000,000	125,000,000
Derivative Liability, Fair Value	-1,682,000	-622,000
Other Assets [Member] \| Interest rate swaps on FHLB advances [Member] \| Interest rate cap on FHLB advances [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	5	2
Derivative Asset, Notional Amount	125,000,000	50,000,000
Derivative Asset, Fair Value	$7,061,000	$3,554,000

Derivative_Financial_Instrumen4

Derivative Financial Instruments (Net Impact On Interest Expense Related To Cash Flow Hedges) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative [Line Items]	'	'
Interest Expense	$22,478	$24,287
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member]	'	'
Derivative [Line Items]	'	'
Interest Expense	0	380
Amount Reclassified From AOCI	2,221	2,559
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest rate swaps on FHLB advances [Member] \| Interest Rate Swap [Member]	'	'
Derivative [Line Items]	'	'
Interest Expense	0	380
Amount Reclassified From AOCI	1,353	1,732
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest rate swaps on senior fixed-rate notes [Member]	'	'
Derivative [Line Items]	'	'
Interest Expense	0	0
Amount Reclassified From AOCI	38	'
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest rate swaps on senior fixed-rate notes [Member] \| Interest Rate Swap [Member]	'	'
Derivative [Line Items]	'	'
Amount Reclassified From AOCI	'	0
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest rate swaps on junior subordinated debt [Member] \| Interest Rate Swap [Member]	'	'
Derivative [Line Items]	'	'
Interest Expense	0	0
Amount Reclassified From AOCI	0	-3
Designated as Hedging Instrument [Member] \| Cash Flow Hedging [Member] \| Interest rate swaps on repurchase agreements [Member] \| Interest Rate Swap [Member]	'	'
Derivative [Line Items]	'	'
Interest Expense	0	0
Amount Reclassified From AOCI	830	830
Designated as Hedging Instrument [Member] \| Fair Value Hedging [Member] \| Interest Expense [Member]	'	'
Derivative [Line Items]	'	'
Net reduction to interest expense on borrowings	-799	-1,006
Designated as Hedging Instrument [Member] \| Fair Value Hedging [Member] \| Interest rate swaps on senior fixed-rate notes [Member] \| Interest Expense [Member] \| Interest Rate Swap [Member]	'	'
Derivative [Line Items]	'	'
Net reduction to interest expense on borrowings	-799	-799
Designated as Hedging Instrument [Member] \| Fair Value Hedging [Member] \| Interest rate swaps on junior subordinated debt [Member] \| Interest Expense [Member] \| Interest Rate Swap [Member]	'	'
Derivative [Line Items]	'	'
Net reduction to interest expense on borrowings	$0	($207)

Derivative_Financial_Instrumen5

Derivative Financial Instruments (Interest Rate Swaps And Caps Not Designated For Hedge Accounting) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Notional Amount	$13,071,115,000	$13,138,667,000
Not Designated as Hedging Instrument [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Gain	12,209,000	17,062,000
Derivative Asset, Loss	-24,010,000	-23,087,000
Not Designated as Hedging Instrument [Member] \| Customer Position [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	241	235
Notional Amount	1,696,177,000	1,563,728,000
Derivative Asset, Gain	32,552,000	29,004,000
Derivative Liability, Loss	-7,710,000	-11,175,000
Net	24,842,000	17,829,000
Not Designated as Hedging Instrument [Member] \| Customer Position [Member] \| Other Assets [Member] \| Commercial loan interest rate derivatives [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	169	159
Notional Amount	1,077,242,000	915,272,000
Derivative Asset, Gain	32,552,000	29,004,000
Derivative Asset, Loss	0	0
Net	32,552,000	29,004,000
Not Designated as Hedging Instrument [Member] \| Customer Position [Member] \| Other Liabilities [Member] \| Commercial loan interest rate derivatives [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	72	76
Notional Amount	618,935,000	648,456,000
Derivative Liability, Gain	0	0
Derivative Liability, Loss	-7,710,000	-11,175,000
Net	-7,710,000	-11,175,000
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	249	243
Notional Amount	12,696,115,000	12,763,667,000
Derivative Asset, Gain	12,209,000	17,094,000
Derivative Liability, Loss	-24,010,000	-23,119,000
Net	-11,801,000	-6,025,000
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member] \| Other Assets [Member] \| Commercial loan interest rate derivatives [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	78	111
Notional Amount	558,585,000	914,044,000
Derivative Asset, Gain	5,274,000	8,944,000
Derivative Asset, Loss	-2,488,000	-2,766,000
Net	2,786,000	6,178,000
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member] \| Other Liabilities [Member] \| Commercial loan interest rate derivatives [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	157	118
Notional Amount	1,137,530,000	649,623,000
Derivative Liability, Gain	6,892,000	8,118,000
Derivative Liability, Loss	-21,115,000	-20,094,000
Net	-14,223,000	-11,976,000
Not Designated as Hedging Instrument [Member] \| Counterparty Position [Member] \| Other Liabilities [Member] \| Fed Funds futures [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	14	14
Notional Amount	11,000,000,000	11,200,000,000
Derivative Liability, Gain	43,000	32,000
Derivative Liability, Loss	-407,000	-259,000
Net	($364,000)	($227,000)

Derivative_Financial_Instrumen6

Derivative Financial Instruments (Changes In Fair Value Of Non-Hedge Accounting Derivatives) (Detail) (Not Designated as Hedging Instrument [Member], Interest Expense [Member], USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Derivative [Line Items]	'	'
Net increase to other non-interest income	$1,838	$704
Non-hedge derivatives, net [Member]	'	'
Derivative [Line Items]	'	'
Net increase to other non-interest income	2,113	652
Fed funds futures contracts [Member]	'	'
Derivative [Line Items]	'	'
Net increase to other non-interest income	($275)	$52

Derivative_Financial_Instrumen7

Derivative Financial Instruments (Offsetting Assets and Liabilities) (Details) (USD $)	Mar. 31, 2014		Dec. 31, 2013
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	$13,071,115,000		$13,138,667,000
Total MTM(Loss) Gain	-6,167,000		-66,000
Cash Collateral Posted	21,200,000		'
Cash Collateral (Received)	-6,800,000		'
Cash Collateral Posted (Received)	14,449,000		8,115,000
Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	365,191,000		387,258,000
Total MTM(Loss) Gain	-5,348,000		-4,274,000
Cash Collateral Posted	5,400,000		4,300,000
Net Exposure	52,000	[1]	26,000	[1]
Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	345,077,000		322,888,000
Total MTM(Loss) Gain	-3,042,000		-5,010,000
Cash Collateral Posted	3,090,000		4,940,000
Net Exposure	48,000	[1]	0	[1]
Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	14,286,000		14,477,000
Total MTM(Loss) Gain	-1,242,000		-1,348,000
Cash Collateral Posted	0		0
Net Exposure	0	[1]	0	[1]
Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	292,193,000		291,627,000
Total MTM(Loss) Gain	3,586,000		5,250,000
Cash Collateral (Received)	-3,500,000		-5,300,000
Net Exposure	0	[1]	0	[1]
Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	341,392,000		372,771,000
Total MTM(Loss) Gain	3,436,000		3,549,000
Cash Collateral (Received)	-3,330,000		-3,310,000
Net Exposure	0	[1]	0	[1]
Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Notional Amount	11,712,976,000	[2]	11,749,646,000	[2]
Total MTM(Loss) Gain	-3,557,000	[2]	1,767,000	[2]
Cash Collateral Posted	12,789,000	[2]	7,485,000	[2]
Net Exposure	9,232,000	[1],[2]	9,252,000	[1],[2]
Designated as Hedging Instrument [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	7,316,000		6,581,000
MTM Loss	-1,682,000		-622,000
Designated as Hedging Instrument [Member] \| Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		730,000
MTM Loss	0		0
Designated as Hedging Instrument [Member] \| Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,824,000		615,000
MTM Loss	0		0
Designated as Hedging Instrument [Member] \| Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		0
MTM Loss	0		0
Designated as Hedging Instrument [Member] \| Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1,412,000		1,734,000
MTM Loss	0		0
Designated as Hedging Instrument [Member] \| Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,825,000		2,290,000
MTM Loss	0		-15,000
Designated as Hedging Instrument [Member] \| Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	255,000	[2]	1,212,000	[2]
MTM Loss	-1,682,000	[2]	-607,000	[2]
Non-Hedge Accounting [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	12,209,000		17,062,000
MTM Loss	-24,010,000		-23,087,000
Non-Hedge Accounting [Member] \| Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	3,692,000		4,643,000
MTM Loss	-9,040,000		-9,647,000
Non-Hedge Accounting [Member] \| Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,586,000		3,475,000
MTM Loss	-8,452,000		-9,100,000
Non-Hedge Accounting [Member] \| Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		0
MTM Loss	-1,242,000		-1,348,000
Non-Hedge Accounting [Member] \| Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,980,000		4,108,000
MTM Loss	-806,000		-592,000
Non-Hedge Accounting [Member] \| Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,293,000		3,017,000
MTM Loss	-1,682,000		-1,743,000
Non-Hedge Accounting [Member] \| Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	658,000	[2]	1,819,000	[2]
MTM Loss	($2,788,000)	[2]	($657,000)	[2]

[1]	Net positive exposure represents over-collateralized loss positions which can be the result of DCO initial margin requirements posted in compliance with the Dodd-Frank Wall Street Reform and Consumer Protection Act.
[2]	Dealer F represents Chicago Mercantile Exchange, our designated DCO.

Derivative_Financial_Instrumen8

Derivative Financial Instruments Counterparty Credit Risk (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Net margin collateral posted	$14,449,000	$8,115,000
Cash Collateral Posted	21,200,000	'
Cash collateral	6,800,000	'
Current Derivative Credit Exposure [Member] \| Interest Rate Swaps With Bank Customers [Member]	'	'
Derivative [Line Items]	'	'
Maximum exposure	32,600,000	'
Future Derivative Credit Exposure [Member] \| Interest Rate Swaps With Bank Customers [Member]	'	'
Derivative [Line Items]	'	'
Maximum exposure	$12,900,000	'

Derivative_Financial_Instrumen9

Derivative Financial Instruments Futures Contracts Derivatives (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2010	Mar. 31, 2013	Sep. 30, 2011	Mar. 30, 2010	Mar. 31, 2014	Mar. 31, 2013	Mar. 31, 2014	Mar. 31, 2013
			Future [Member]	Future [Member]	Future [Member]	Future [Member]	Not Designated as Hedging Instrument [Member]	Not Designated as Hedging Instrument [Member]	Not Designated as Hedging Instrument [Member]	Not Designated as Hedging Instrument [Member]
							Other Expense [Member]	Other Expense [Member]	Other Expense [Member]	Other Expense [Member]
									Future [Member]	Future [Member]
Derivative [Line Items]	'	'	'	'	'	'	'	'	'	'
Notional Amount	$13,071,115,000	$13,138,667,000	'	$800,000,000	$400,000,000	$600,000,000	'	'	'	'
Derivative period	'	'	'1 year	'	'	'	'	'	'	'
Fair value of contracts	'	'	'	364,000	'	'	'	'	'	'
MTM gain (loss)	'	'	'	'	'	'	$1,838,000	$704,000	($275,000)	$52,000

Recovered_Sheet5

Derivative Financial Instruments Mortgage Banking Derivatives Narrative (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
		Not Designated as Hedging Instrument [Member]	Not Designated as Hedging Instrument [Member]	Not Designated as Hedging Instrument [Member]	Not Designated as Hedging Instrument [Member]
				Other Assets [Member]	Other Assets [Member]
				Mortgage Banking Derivatives [Member]	Mortgage Banking Derivatives [Member]
Derivative [Line Items]	'	'	'	'	'
Outstanding rate locks	$40,200,000	'	'	'	'
Outstanding commitments to sell residential mortgage loans	43,100,000	'	'	'	'
Mandatory forward commitments	42,000,000	'	'	'	'
MTM Gain	'	$12,209,000	$17,062,000	$200,000	$500,000

Fair_Value_Measurements_Narrat

Fair Value Measurements (Narrative) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Mar. 31, 2014
		Alternative investments [Member]	Cost-method Investments [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Recurring [Member]	Fair Value, Measurements, Nonrecurring [Member]
			Alternative investments [Member]	Alternative investments [Member]	Alternative investments [Member]	Cost-method Investments [Member]	Fair Value, Inputs, Level 3 [Member]
						Rabbi Trust [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'	'	'	'	'	'
Alternative investments (cost basis)	'	'	$17,000,000	$583,000	$565,000	$4,700,000	'
Maturity period of investments	'	'10 years	'	'	'	'	'
Unfunded commitment for investments	'	7,000,000	'	'	'	'	'
Interest rate swap maturity period	'30 years	'	'	'	'	'	'
Book value of other real estate owned (OREO) and repossessed assets	'	'	'	'	'	'	$7,800,000

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Assets And Liabilities Measured On Recurring Basis) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	$2,642,783	$2,754,856
Fair Value, Measurements, Recurring [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	3,008,856	3,106,931
Total financial assets held at fair value	3,058,192	3,155,928
Derivative liability	24,099	24,038
Total financial liabilities held at fair value	24,099	24,038
Fair Value, Measurements, Recurring [Member] \| Investments held In Rabbi Trust [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	5,864	6,097
Fair Value, Measurements, Recurring [Member] \| Alternative investments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	583	565
Fair Value, Measurements, Recurring [Member] \| Derivative instruments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	42,697	41,795
Fair Value, Measurements, Recurring [Member] \| Mortgage banking derivatives [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	192	540
Fair Value, Measurements, Recurring [Member] \| U.S. Treasury Bills [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	425	325
Fair Value, Measurements, Recurring [Member] \| Agency CMOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	747,491	806,912
Fair Value, Measurements, Recurring [Member] \| Agency MBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	1,193,479	1,226,702
Fair Value, Measurements, Recurring [Member] \| Agency CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	80,426	70,977
Fair Value, Measurements, Recurring [Member] \| CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	463,817	464,274
Fair Value, Measurements, Recurring [Member] \| CLOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	357,817	357,641
Fair Value, Measurements, Recurring [Member] \| Pooled trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	11,941	28,490
Fair Value, Measurements, Recurring [Member] \| Single issuer trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	36,937	34,935
Fair Value, Measurements, Recurring [Member] \| Corporate debt [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	112,942	113,091
Fair Value, Measurements, Recurring [Member] \| Equity securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	3,581	3,584
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	3,731	3,634
Total financial assets held at fair value	9,638	9,763
Derivative liability	407	259
Total financial liabilities held at fair value	407	259
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Investments held In Rabbi Trust [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	5,864	6,097
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Alternative investments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	0	0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Derivative instruments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	43	32
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Mortgage banking derivatives [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	0	0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| U.S. Treasury Bills [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	425	325
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Agency CMOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Agency MBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Agency CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	0	0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| CLOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	0	0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Pooled trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Single issuer trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Corporate debt [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Equity securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	3,306	3,309
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	2,993,184	3,074,807
Total financial assets held at fair value	3,036,030	3,117,110
Derivative liability	23,692	23,779
Total financial liabilities held at fair value	23,692	23,779
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Investments held In Rabbi Trust [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Alternative investments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	0	0
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Derivative instruments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	42,654	41,763
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Mortgage banking derivatives [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	192	540
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| U.S. Treasury Bills [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Agency CMOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	747,491	806,912
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Agency MBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	1,193,479	1,226,702
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Agency CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	80,426	70,977
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	463,817	464,274
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| CLOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	357,817	357,641
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Pooled trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Single issuer trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	36,937	34,935
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Corporate debt [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	112,942	113,091
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Equity securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	275	275
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	11,941	28,490
Total financial assets held at fair value	12,524	29,055
Derivative liability	'	'
Total financial liabilities held at fair value	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Investments held In Rabbi Trust [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Alternative investments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Other assets	583	565
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Derivative instruments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	'	0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Mortgage banking derivatives [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	0	0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| U.S. Treasury Bills [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Agency CMOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Agency MBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Agency CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	0	0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| CMBS [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| CLOs [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	0	0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Pooled trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	11,941	28,490
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Single issuer trust preferred securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Corporate debt [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Equity securities [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	'	'

Fair_Value_Measurements_Schedu

Fair Value Measurements (Schedule Of Changes In Level 3 Assets And Liabilities Measured At Fair Value On A Recurring Basis) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'	'
Level 3, beginning of period	$29,055	$116,280
Change in unrealized loss included in other comprehensive income	800	5,357
Unrealized gain (loss) included in net income	18	-265
Realized gain on sale of available for sale securities	4,336	0
Purchases/capital calls	0	159,303
Sales/proceeds	-21,695	0
Accretion/amortization	31	42
Calls/paydowns	-21	-135
Level 3, end of period	$12,524	$280,582

Fair_Value_Measurements_Schedu1

Fair Value Measurements (Schedule Of Quantitative Inputs And Assumptions For Items Categorized In Level 3 Of The Fair Value Hierarchy) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012	Mar. 31, 2014
In Thousands, unless otherwise specified					Pooled trust preferred securities [Member]
					BasisPoint
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'	'	'	'
Fair Value	$12,524	$29,055	$280,582	$116,280	$11,941
Discount rate, Range (Weighted Average), minimum	'	'	'	'	6.68%
Discount rate, Range (Weighted Average), maximum	'	'	'	'	7.68%
Discount rate, Range (Weighted Average)	'	'	'	'	7.17%
Credit spread, Range (Weighted Average), minimum (in basis points)	'	'	'	'	314
Credit spread, Range (Weighted Average), maximum (in basis points)	'	'	'	'	414
Credit spread, Range (Weighted Average) (in basis points)	'	'	'	'	363

Fair_Value_Measurements_Schedu2

Fair Value Measurements (Schedule Of Valuation Methodology And Unobservable Inputs) (Detail) (USD $)

3 Months Ended

In Thousands, unless otherwise specified

Mar. 31, 2014

Dec. 31, 2013

Mar. 31, 2014

Minimum [Member]

Maximum [Member]

Fair Value, Inputs, Level 3 [Member]

Other Real Estate Owned [Member]

Impaired Loans [Member]

Prepayment speeds [Member]

Discount rate [Member]

Prepayment speeds [Member]

Discount rate [Member]

Fair Value, Measurements, Nonrecurring [Member]

Discount for costs to sell [Member]

Minimum [Member]

Maximum [Member]

Fair Value, Inputs, Level 3 [Member]

Minimum [Member]

Maximum [Member]

Fair Value, Inputs, Level 3 [Member]

Discount for appraisal type [Member]

Fair Value, Measurements, Nonrecurring [Member]

Discount for date appraisal [Member]

Discount for costs to sell [Member]

Discount for date appraisal [Member]

Discount for costs to sell [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value Measurements [Line Items]

Impaired Loans

$12,874,865

$12,515,714

$25,193

Other Real Estate

1,760

Mortgage Servicing Assets

$29,154

[1]

$29,150

[1]

Range of Inputs

6.50%

1.20%

26.10%

3.90%

8.00%

0.00%

30.00%

0.00%

20.00%

3.00%

[1]

The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively. The estimated fair value does not include such adjustments.

Fair_Value_Measurements_Summar

Fair Value Measurements (Summary Of Estimated Fair Values Of Significant Financial Instruments) (Detail) (USD $)	Mar. 31, 2014		Dec. 31, 2013
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	$2,642,783,000		$2,754,856,000
Mortgage servicing assets, reserves	100,000		200,000
Unamortized premiums	55,000		61,000
Hedge accounting adjustments	-900,000		1,000,000
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	3,008,856,000		3,106,931,000
Fair Value, Measurements, Recurring [Member] \| Investments held In Rabbi Trust [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	5,864,000		6,097,000
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	3,731,000		3,634,000
Securities sold under agreements to repurchase and other borrowings	0		0
Federal Home Loan Bank advances	0	[1]	0	[1]
Long-term debt	0	[2]	0	[2]
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Securities held-to-maturity [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	0		0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Alternative investments (cost basis) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	0		0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Investments held In Rabbi Trust [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	5,864,000		6,097,000
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Deposits other than time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	0		0
Fair Value, Measurements, Recurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member] \| Time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	0		0
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	2,993,184,000		3,074,807,000
Securities sold under agreements to repurchase and other borrowings	1,175,855,000		1,365,427,000
Federal Home Loan Bank advances	2,215,593,000	[1]	2,063,312,000	[1]
Long-term debt	370,829,000	[2]	221,613,000	[2]
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Securities held-to-maturity [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	3,478,433,000		3,370,912,000
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Alternative investments (cost basis) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	0		0
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Investments held In Rabbi Trust [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Deposits other than time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	12,759,749,000		12,627,276,000
Fair Value, Measurements, Recurring [Member] \| Significant Other Observable Inputs (Level 2) [Member] \| Time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	2,298,821,000		2,250,141,000
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	11,941,000		28,490,000
Securities sold under agreements to repurchase and other borrowings	0		0
Federal Home Loan Bank advances	0	[1]	0	[1]
Long-term debt	0	[2]	0	[2]
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Securities held-to-maturity [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	0		0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Alternative investments (cost basis) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	17,033,000		16,582,000
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Investments held In Rabbi Trust [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	'		'
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Deposits other than time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	0		0
Fair Value, Measurements, Recurring [Member] \| Significant Unobservable Input (Level 3) [Member] \| Time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	0		0
Fair Value, Measurements, Recurring [Member] \| Reported Value Measurement [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities sold under agreements to repurchase and other borrowings	1,147,882,000		1,331,662,000
Federal Home Loan Bank advances	2,203,606,000	[1]	2,052,421,000	[1]
Long-term debt	376,412,000	[2]	228,365,000	[2]
Fair Value, Measurements, Recurring [Member] \| Reported Value Measurement [Member] \| Securities held-to-maturity [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	3,448,195,000		3,358,721,000
Fair Value, Measurements, Recurring [Member] \| Reported Value Measurement [Member] \| Alternative investments (cost basis) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	17,033,000		16,582,000
Fair Value, Measurements, Recurring [Member] \| Reported Value Measurement [Member] \| Investments held In Rabbi Trust [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Other assets	5,864,000		6,097,000
Fair Value, Measurements, Recurring [Member] \| Reported Value Measurement [Member] \| Deposits other than time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	12,759,749,000		12,627,276,000
Fair Value, Measurements, Recurring [Member] \| Reported Value Measurement [Member] \| Time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	2,280,240,000		2,227,144,000
Fair Value, Measurements, Nonrecurring [Member] \| Quoted Prices In Active Markets For Identical Assets (Level 1) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Loans held for sale	0		0
Loans and leases, net	0		0
Mortgage servicing assets	0	[3]	0	[3]
Fair Value, Measurements, Nonrecurring [Member] \| Significant Other Observable Inputs (Level 2) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Loans held for sale	14,631,000		20,802,000
Loans and leases, net	0		0
Mortgage servicing assets	0	[3]	0	[3]
Fair Value, Measurements, Nonrecurring [Member] \| Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Loans held for sale	0		0
Loans and leases, net	12,874,865,000		12,515,714,000
Mortgage servicing assets	29,154,000	[3]	29,150,000	[3]
Fair Value, Measurements, Nonrecurring [Member] \| Reported Value Measurement [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Loans held for sale	14,631,000		20,802,000
Loans and leases, net	12,841,142,000		12,547,203,000
Mortgage servicing assets	$20,465,000	[3]	$20,983,000	[3]

[1]	The carrying amount of FHLB advances is net of $55 thousand and $61 thousand in hedge accounting adjustments and discounts at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively. The estimated fair value does not include such adjustments.
[2]	The carrying amount of long-term debt is net of $(0.9) million and $1.0 million in hedge accounting adjustments and discounts at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively. The estimated fair value does not include such adjustments.
[3]	The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at MarchÂ 31, 2014 and DecemberÂ 31, 2013, respectively. The estimated fair value does not include such adjustments.

Pension_and_Other_Postretireme2

Pension and Other Postretirement Benefits (Summary of Net Periodic Benefit Costs) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Webster Pension [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Service cost	$10	$10
Interest cost on projected benefit obligations	2,003	1,812
Expected return on plan assets	-2,875	-2,775
Amortization of prior service cost	0	0
Recognized net loss	687	1,540
Net periodic benefit cost (income)	-175	587
Webster SERP [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Service cost	0	0
Interest cost on projected benefit obligations	92	74
Expected return on plan assets	0	0
Amortization of prior service cost	0	0
Recognized net loss	23	31
Net periodic benefit cost (income)	115	105
Other Benefits [Member]	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'
Service cost	0	0
Interest cost on projected benefit obligations	34	30
Expected return on plan assets	0	0
Amortization of prior service cost	18	18
Recognized net loss	0	7
Net periodic benefit cost (income)	$52	$55

Recovered_Sheet6

Pension And Other Postretirement Benefits (Narrative) (Detail) (Multiemployer Plans, Pension [Member], USD $)	Jul. 02, 2013
In Millions, unless otherwise specified	Jul. 02, 2013
Multiemployer Plans, Pension [Member]	'
Multiemployer Plans [Line Items]	'
Underfunded amount	$2.20

Pension_and_Other_Postretireme3

Pension and Other Postretirement Benefits (Summary of contributions and funding status) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Compensation and Retirement Disclosure [Abstract]	'	'
Contributions	$337	$237
Funded Status of Plan	'At least 80 percent	'

StockBased_Compensation_Plans_1

Stock-Based Compensation Plans (Narrative) (Detail)	3 Months Ended
Stock-Based Compensation Plans (Narrative) (Detail)	Mar. 31, 2014	Dec. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Hold period before vesting	'1 year	'
Options granted	0	'
Number of options outstanding	2,293,214	2,325,797
Restricted stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Shares authorized	100,000	'
Performance Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting period	'3 years	'
Vesting percentage	50.00%	'
Stock options [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Maximum contractual term	'10 years	'
Non-Qualified Stock Options [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Number of options outstanding	2,108,861	'
Incentive Stock Options [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Number of options outstanding	184,353	'
Minimum [Member] \| Restricted stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting period	'1 year	'
Minimum [Member] \| Stock options [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting period	'3 years	'
Maximum [Member] \| Restricted stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting period	'5 years	'
Maximum [Member] \| Stock options [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting period	'4 years	'
Vesting Period 1 [Member] \| Minimum [Member] \| Performance Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting percentage	0.00%	'
Vesting Period 1 [Member] \| Maximum [Member] \| Performance Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting percentage	200.00%	'
Vesting Period 2 [Member] \| Minimum [Member] \| Performance Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting percentage	0.00%	'
Vesting Period 2 [Member] \| Maximum [Member] \| Performance Based Restricted Stock Awards [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Vesting percentage	150.00%	'

StockBased_Compensation_Plans_2

Stock-Based Compensation Plans (Summary of Stock-based compensation expense recognized (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock-based compensation	$2,773	$2,473
Stock options [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock-based compensation	552	830
Restricted stock [Member]	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'
Stock-based compensation	$2,221	$1,643

StockBased_Compensation_Plans_3

Stock-Based Compensation Plans (Summary of Unrecognized Compensation Expense) (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014
Stock Options [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'
Unrecognized Compensation Expense, Stock options	$1,123
Weighted-Average Period To Be Recognized	'1 year 8 months
Restricted stock [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'
Unrecognized Compensation Expense, Restricted stock	$16,531
Weighted-Average Period To Be Recognized	'2 years 3 months

StockBased_Compensation_Plans_4

Stock-Based Compensation Plans (Summary of Restricted Stock and Stock Option Activity) (Detail) (USD $)	3 Months Ended
	Mar. 31, 2014
Share-based Compensation Arrangement by Share-based Payment Award, Options, Outstanding [Roll Forward]	'
Options outstanding, at beginning of period, Number of Shares	2,325,797
Options granted, Number of Shares	0
Options forfeited or expired, Number of Shares	-32,583
Options outstanding, at end of period, Number of Shares	2,293,214
Share-based Compensation Arrangement by Share-based Payment Award, Options, Nonvested, Weighted Average Grant Date Fair Value [Abstract]	'
Options, at beginning of period, Weighted-average Exercise Price (in dollars per share)	$26.97
Options granted, Weighted-Average Exercise Price (in dollars per share)	$0
Options forfeited, Weighted-Average Exercise Price (in dollars per share)	$26.84
Options, at end of period, Weighted-average Exercise Price (in dollars per share)	$26.97
Options exercisable, at end of period, Number of Shares	1,971,982
Options exercisable, at end of period, Weighted-Average Exercise Price (in dollars per share)	$27.58
Options expected to vest, at end of period, Number of Shares	297,476
Options expected to vest, at end of period, Weighted-Average Exercise Price (in dollars per share)	$23.24
Time Based Restricted Stock Awards [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Number of Shares [Roll Forward]	'
Restricted stock, Outstanding at beginning of period	267,119
Restricted stock, Granted	185,568
Restricted stock, Vested restricted stock awards	-53,762	[1]
Restricted stock, Forfeited	-11,318
Restricted stock, Outstanding at end of period	387,607
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Weighted Average Grant Date Fair Value [Abstract]	'
Restricted stock, at beginning of period, Weighted-average Grant Date Fair Value (in dollars per share)	$22.96
Restricted stock, Granted	$29.51
Restricted stock, Vested restricted stock awards	$23.42	[1]
Restricted stock, Forfeited	$24.93
Restricted stock, at end of period, Weighted-average Grant Date Fair Value (in dollars per share)	$25.97
Time Based Restricted Stock Unit Awards [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Number of Shares [Roll Forward]	'
Restricted stock, Outstanding at beginning of period	1,705
Restricted stock, Granted	13,678
Restricted stock, Vested restricted stock awards	-2,845	[1]
Restricted stock, Forfeited	0
Restricted stock, Outstanding at end of period	12,538
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Weighted Average Grant Date Fair Value [Abstract]	'
Restricted stock, at beginning of period, Weighted-average Grant Date Fair Value (in dollars per share)	$22.75
Restricted stock, Granted	$29.34
Restricted stock, Vested restricted stock awards	$25.39	[1]
Restricted stock, Forfeited	$0
Restricted stock, at end of period, Weighted-average Grant Date Fair Value (in dollars per share)	$29.34
Performance Based Restricted Stock Awards [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Number of Shares [Roll Forward]	'
Restricted stock, Outstanding at beginning of period	138,450
Restricted stock, Granted	141,245
Restricted stock, Vested restricted stock awards	-67,155	[1]
Restricted stock, Forfeited	-12,509
Restricted stock, Outstanding at end of period	200,031
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Weighted Average Grant Date Fair Value [Abstract]	'
Restricted stock, at beginning of period, Weighted-average Grant Date Fair Value (in dollars per share)	$24.43
Restricted stock, Granted	$29.93
Restricted stock, Vested restricted stock awards	$24.81	[1]
Restricted stock, Forfeited	$25.90
Restricted stock, at end of period, Weighted-average Grant Date Fair Value (in dollars per share)	$28.10

[1]	Vested for purposes of recording compensation expense.

Segment_Reporting_Operating_Re

Segment Reporting - Operating Results and Total Assets Reportable Segments (Detail) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
	Segment	Mar. 31, 2013	Dec. 31, 2013
Segment Reporting Information [Line Items]	'	'	'
Number of Reportable Segments	3	'	'
Percentage of provision expense attributable to business segments	130.20%	115.90%	'
Net interest income	$155,301	$145,796	'
Provision (benefit) for loan and lease losses	9,000	7,500	'
Net interest income after provision for loan and lease losses	146,301	138,296	'
Non-interest income	49,828	48,278	'
Non-interest expense	124,617	125,535	'
Income before income tax expense	71,512	61,039	'
Income tax expense	21,089	18,922	'
Net income	50,423	42,117	'
Total Assets	21,175,745	'	20,852,999
Segment Totals [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	154,860	145,115	'
Provision (benefit) for loan and lease losses	11,714	8,695	'
Net interest income after provision for loan and lease losses	143,146	136,420	'
Non-interest income	41,897	43,538	'
Non-interest expense	122,240	123,950	'
Income before income tax expense	62,803	56,008	'
Income tax expense	18,521	17,362	'
Net income	44,282	38,646	'
Total Assets	14,160,273	'	13,857,335
Commercial Banking [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	56,152	51,160	'
Provision (benefit) for loan and lease losses	9,557	2,001	'
Net interest income after provision for loan and lease losses	46,595	49,159	'
Non-interest income	7,951	4,832	'
Non-interest expense	26,019	25,270	'
Income before income tax expense	28,527	28,721	'
Income tax expense	8,413	8,903	'
Net income	20,114	19,818	'
Total Assets	5,986,898	'	5,682,129
Community Banking [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	87,341	84,667	'
Provision (benefit) for loan and lease losses	1,768	6,713	'
Net interest income after provision for loan and lease losses	85,573	77,954	'
Non-interest income	24,436	30,561	'
Non-interest expense	81,518	85,869	'
Income before income tax expense	28,491	22,646	'
Income tax expense	8,402	7,020	'
Net income	20,089	15,626	'
Total Assets	7,800,682	'	7,809,343
Other [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	11,367	9,288	'
Provision (benefit) for loan and lease losses	389	-19	'
Net interest income after provision for loan and lease losses	10,978	9,307	'
Non-interest income	9,510	8,145	'
Non-interest expense	14,703	12,811	'
Income before income tax expense	5,785	4,641	'
Income tax expense	1,706	1,439	'
Net income	4,079	3,202	'
Total Assets	372,693	'	365,863
Corporate and Reconciling [Member]	'	'	'
Segment Reporting Information [Line Items]	'	'	'
Net interest income	441	681	'
Provision (benefit) for loan and lease losses	-2,714	-1,195	'
Net interest income after provision for loan and lease losses	3,155	1,876	'
Non-interest income	7,931	4,740	'
Non-interest expense	2,377	1,585	'
Income before income tax expense	8,709	5,031	'
Income tax expense	2,568	1,560	'
Net income	6,141	3,471	'
Total Assets	$7,015,472	'	$6,995,664

Commitments_and_Contingencies_1

Commitments and Contingencies - (Narrative) (Detail) (USD $)	3 Months Ended
In Millions, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Commitments and Contingencies Disclosure [Abstract]	'	'
Rental expense under leases	$5	$5.10
Rental income	$0.20	$0.20

Commitments_and_Contingencies_2

Commitments and Contingencies - (Outstanding Financial Instruments Contract Amounts Represent Credit Risk) (Detail) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	$4,374,927	$4,332,837
Standby letters of credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	150,150	135,761
Commercial letters of credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	20,254	13,621
Unused commitments to extend credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	$4,204,523	$4,183,455

Commitments_and_Contingencies_3

Commitments and Contingencies Commitments and Contingencies (Schedule for Unfunded Commitments) (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Reserve For Unfunded Credit Commitments [Roll Forward]	'	'
Balance, beginning of period	$4,384	$5,662
Provision	327	0
Benefit	0	-525
Balance, end of period	$4,711	$5,137