Webster Financial (WBS) 10-Q 6 Aug 14 2014 Q2 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	6 Months Ended
	Jun. 30, 2014	Jul. 31, 2014
Document Documentand Entity Information [Abstract]	'	'
Document Type	'10-Q	'
Amendment Flag	'false	'
Document Period End Date	30-Jun-14	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q2	'
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	'	90,265,020

Condensed_Consolidated_Balance

Condensed Consolidated Balance Sheets (USD $)	Jun. 30, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Assets:	'		'
Cash and due from banks	$287,917		$223,616
Interest-bearing deposits	18,620		23,674
Securities available-for-sale, at fair value	2,980,031		3,106,931
Securities held-to-maturity (fair value of $3,552,498 and $3,370,912)	3,478,803		3,358,721
Federal Home Loan Bank and Federal Reserve Bank stock	168,595		158,878
Loans held for sale	31,671		20,802
Loans and leases	13,275,380	[1]	12,699,776	[1]
Allowance for loan and lease losses	-154,868		-152,573
Loans and leases, net	13,120,512		12,547,203
Deferred tax asset, net	57,671		65,109
Premises and equipment, net	119,840		121,605
Goodwill	529,887		529,887
Other intangible assets, net	3,515		5,351
Cash surrender value of life insurance policies	436,445		430,535
Accrued interest receivable and other assets	290,830		260,687
Total assets	21,524,337		20,852,999
Liabilities and shareholders' equity:	'		'
Non-interest-bearing	3,249,996		3,128,152
Interest-bearing	11,952,849		11,726,268
Total deposits	15,202,845		14,854,420
Securities sold under agreements to repurchase and other borrowings	1,401,259		1,331,662
Federal Home Loan Bank advances	2,217,324		2,052,421
Long-term debt	226,178		228,365
Accrued expenses and other liabilities	192,253		176,943
Total liabilities	19,239,859		18,643,811
Shareholders’ equity:	'		'
Common stock, $.01 par value: Authorized - 200,000,000 shares: Issued - 93,381,269 and 93,366,673 shares	934		934
Paid-in capital	1,128,300		1,125,584
Retained earnings	1,143,189		1,080,488
Treasury stock, at cost (3,316,513 and 3,407,256 shares)	-109,599		-100,918
Accumulated other comprehensive loss	-29,995		-48,549
Total shareholders' equity	2,284,478		2,209,188
Total liabilities and shareholders' equity	21,524,337		20,852,999
Series A Preferred Stock [Member]	'		'
Shareholders’ equity:	'		'
Preferred stock, $.01 par value; Authorized - 3,000,000 shares:	28,939		28,939
Series E Preferred Stock [Member]	'		'
Shareholders’ 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 $12.6 million and $13.3 million at June 30, 2014 and December 31, 2013, respectively.

Condensed_Consolidated_Balance1

Condensed Consolidated Balance Sheets (Parenthetical) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, except Share data, unless otherwise specified
Securities held-to-maturity ,fair value	$3,552,498	$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	93,381,269	90,366,673
Treasury stock ,shares	3,316,513	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 (Unaudited) (USD $)	3 Months Ended		6 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Interest Income:	'	'	'	'
Interest and fees on loans and leases	$125,771	$121,313	$249,781	$242,005
Taxable interest and dividends on securities	47,252	42,770	96,093	85,598
Non-taxable interest on securities	4,259	5,459	9,010	11,385
Loans held for sale	215	551	392	1,188
Total interest income	177,497	170,093	355,276	340,176
Interest Expense:	'	'	'	'
Deposits	10,851	12,024	21,495	24,874
Securities sold under agreements to repurchase and other borrowings	5,082	5,184	10,287	10,239
Federal Home Loan Bank advances	4,002	4,007	7,849	8,546
Long-term debt	2,440	1,817	5,222	3,660
Total interest expense	22,375	23,032	44,853	47,319
Net interest income	155,122	147,061	310,423	292,857
Provision for loan and lease losses	9,250	8,500	18,250	16,000
Net interest income after provision for loan and lease losses	145,872	138,561	292,173	276,857
Non-interest Income:	'	'	'	'
Deposit service fees	26,302	24,622	51,014	48,616
Loan related fees	4,890	5,505	9,372	10,090
Wealth and investment services	8,829	8,920	17,667	16,686
Mortgage banking activities	513	5,888	1,288	12,919
Increase in cash surrender value of life insurance policies	3,296	3,448	6,554	6,832
Net gain on sale of investment securities	0	333	4,336	439
Impairment loss recognized in earnings	-73	0	-161	0
Other income	3,839	3,535	7,354	4,947
Total non-interest income	47,596	52,251	97,424	100,529
Non-interest Expense:	'	'	'	'
Compensation and benefits	65,711	65,768	132,082	131,818
Occupancy	11,491	11,837	24,250	24,716
Technology and equipment	15,737	15,495	30,747	30,848
Intangible assets amortization	669	1,242	1,837	2,484
Marketing	4,249	3,817	7,429	8,628
Professional and outside services	1,269	1,527	3,971	3,677
Deposit insurance	5,565	5,524	10,876	10,698
Other expense	17,894	18,394	36,010	36,270
Total non-interest expense	122,585	123,604	247,202	249,139
Income before income tax expense	70,883	67,208	142,395	128,247
Income tax expense	23,027	20,835	44,116	39,757
Net income	47,856	46,373	98,279	88,490
Preferred stock dividends	-2,639	-2,639	-5,278	-5,525
Net income available to common shareholders	$45,217	$43,734	$93,001	$82,965
Net income per common share:	'	'	'	'
Basic (in dollars per share)	$0.50	$0.49	$1.03	$0.94
Diluted (in dollars per share)	$0.50	$0.48	$1.02	$0.92

Condensed_Consolidated_Stateme1

Condensed Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Statement of Comprehensive Income [Abstract]	'	'	'	'
Net income	$47,856	$46,373	$98,279	$88,490
Other comprehensive income (loss), net of tax	13,696	-34,228	18,554	-32,873
Comprehensive income	$61,552	$12,145	$116,833	$55,617

Condensed_Consolidated_Stateme2

Condensed Consolidated Statements of Shareholders' Equity (Unaudited) (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								Series A Preferred Stock [Member]	Series E Preferred Stock [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	88,490	'	'	'	'	'	88,490	'	'	'	'
Other comprehensive income (loss), net of tax	-32,873	'	'	'	'	'	'	'	'	'	-32,873
Dividends paid on common stock of $0.35 and $0.25 per share during 6 months ended June 30, 2014 and 2013, respectively	-21,899	'	'	'	'	'	-21,899	'	'	'	'
Dividends paid on preferred stock $42.50 per share on Series A for both 6 months ended June 30, 2014 and 2013 and $800.00 and $848.89 per share on Series E for 6 months ended June 30, 2014 and 2013, respectively	-5,525	-1,230	-4,295	'	'	'	'	-1,230	-4,295	'	'
Common stock warrants repurchased	-30	'	'	'	'	-30	'	'	'	'	'
Exercise of stock options	377	'	'	'	'	-182	'	'	'	559	'
Shares acquired related to employee share-based compensation plans	-169	'	'	'	'	'	'	'	'	-169	'
Stock-based compensation, net of tax impact	5,405	'	'	'	'	1,752	-1,995	'	'	5,648	'
Common stock issued	169	'	'	'	26	-21,299	-36,255	'	'	57,697	'
Ending Balance at Jun. 30, 2013	2,127,475	'	'	151,649	933	1,125,861	1,023,243	'	'	-109,072	-65,139
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	98,279	'	'	'	'	'	98,279	'	'	'	'
Other comprehensive income (loss), net of tax	18,554	'	'	'	'	'	'	'	'	'	18,554
Dividends paid on common stock of $0.35 and $0.25 per share during 6 months ended June 30, 2014 and 2013, respectively	-31,562	'	'	'	'	23	-31,585	'	'	'	'
Dividends paid on preferred stock $42.50 per share on Series A for both 6 months ended June 30, 2014 and 2013 and $800.00 and $848.89 per share on Series E for 6 months ended June 30, 2014 and 2013, respectively	-5,278	-1,230	-4,048	'	'	'	'	-1,230	-4,048	'	'
Exercise of stock options	1,552	'	'	'	'	-1,174	'	'	'	2,726	'
Common stock repurchased	-10,741	'	'	'	'	'	'	'	'	-10,741	'
Shares acquired related to employee share-based compensation plans	-2,196	'	'	'	'	'	'	'	'	-2,196	'
Stock-based compensation, net of tax impact	6,246	'	'	'	'	3,431	1,285	'	'	1,530	'
Common stock issued	436	'	'	'	'	436	'	'	'	'	'
Ending Balance at Jun. 30, 2014	$2,284,478	'	'	$151,649	$934	$1,128,300	$1,143,189	'	'	($109,599)	($29,995)

Condensed_Consolidated_Stateme3

Condensed Consolidated Statements of Shareholders' Equity (Parenthetical) (USD $)	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013
Dividends declared on common stock (in dollars per share)	$0.35	$0.25
Series A Preferred Stock [Member]	'	'
Dividends declared on preferred stock (in dollars per share)	$42.50	$42.50
Series E Preferred Stock [Member]	'	'
Dividends declared on preferred stock (in dollars per share)	$800	$848.89

Condensed_Consolidated_Stateme4

Condensed Consolidated Statements of Cash Flows (Unaudited) (USD $)	6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013
Operating Activities:	'	'
Net income	$98,279	$88,490
Adjustments to reconcile net income to net cash provided by operating activities:	'	'
Provision for loan and lease losses	18,250	16,000
Deferred tax expense	2,658	13,614
Depreciation and amortization	16,330	18,449
Amortization of earning assets and funding premium/discount, net	23,701	34,270
Stock-based compensation	5,550	5,595
Gain on sale, net of write-down, on foreclosed and repossessed assets	-834	-534
Loss (gain) on sale, net of write-down, on premises and equipment	364	-160
Impairment loss recognized in earnings	161	0
Loss on fair value adjustment of alternative investments	232	284
Loss (gain) on fair value adjustment of derivative instruments	286	-160
Net gain on the sale of investment securities	-4,336	-439
Increase in cash surrender value of life insurance policies	-6,554	-6,832
Gain from life insurance policies	0	-1,070
Gain on sale of loans held for sale	-1,288	-12,919
Proceeds from sale of loans held for sale	122,219	470,323
Originations of loans held for sale	-131,835	-435,315
Net (increase) decrease in accrued interest receivable and other assets	-49,472	79,951
Net increase (decrease) in accrued expenses and other liabilities	8,639	-23,552
Net cash provided by operating activities	102,350	245,995
Investing Activities:	'	'
Net decrease in interest-bearing deposits	5,054	22,834
Purchases of available-for-sale securities	-52,836	-631,271
Proceeds from maturities and principal payments of available-for-sale securities	194,468	426,129
Proceeds from sales of available-for-sale securities	21,695	36,521
Purchases of held-to-maturity securities	-421,995	-446,497
Proceeds from maturities and principal payments of held-to-maturity securities	290,671	414,444
Net purchase of Federal Home Loan Bank stock	-9,717	-3,248
Net increase in loans	-593,327	-252,613
Proceeds from life insurance policies	644	1,768
Proceeds from the sale of foreclosed properties and repossessed assets	5,138	4,056
Proceeds from the sale of premises and equipment	0	1,169
Purchases of premises and equipment	-14,024	-4,816
Net cash used for investing activities	-574,229	-431,524
Financing Activities:	'	'
Net increase in deposits	348,425	304,740
Proceeds from Federal Home Loan Bank advances	2,715,000	1,925,000
Repayments of Federal Home Loan Bank advances	-2,550,085	-2,125,083
Net increase in securities sold under agreements to repurchase and other borrowings	69,597	137,189
Issuance of long-term debt	150,000	0
Repayment of long-term debt	-150,000	-102,579
Dividends paid to common shareholders	-31,460	-21,868
Dividends paid to preferred shareholders	-5,278	-5,525
Exercise of stock options	1,552	377
Excess tax benefits from stock-based compensation	930	93
Common stock issued	436	169
Common stock repurchased	-10,741	0
Shares acquired related to employee share-based compensation plans	-2,196	-169
Common stock warrants repurchased	0	-30
Net cash provided by financing activities	536,180	112,314
Net increase (decrease) in cash and due from banks	64,301	-73,215
Cash and due from banks at beginning of period	223,616	252,283
Cash and due from banks at end of period	287,917	179,068
Supplemental disclosure of cash flow information:	'	'
Interest paid	52,472	48,081
Income taxes paid	40,411	21,620
Noncash investing and financing activities:	'	'
Transfer of loans and leases, net to foreclosed properties and repossessed assets	$2,351	$3,988

Summary_of_Significant_Account

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 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, incorporated under the laws of Delaware in 1986 and headquartered in Waterbury, Connecticut. At June 30, 2014, Webster Financial Corporation's principal asset is 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 across the Northeast. 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 and 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 typically are assigned this classification upon origination based on management's intent to sell such loans. 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 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.
	ASU No. 2014-09 - Revenue from Contracts with Customers (Topic 606). The ASU establishes a single comprehensive model for an entity to recognize revenue when it transfers promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled, and will supersede nearly all existing revenue recognition guidance, to clarify and converge revenue recognition principles under US GAAP and IFRS. The update outlines five steps to recognizing revenue: (i) identify the contracts with the customer; (ii) identify the separate performance obligations in the contract; (iii) determine the transaction price; (iv) allocate the transaction price to the separate performance obligations; (v) recognize revenue when each performance obligation is satisfied. The update requires more comprehensive disclosures, relating to quantitative and qualitative information for amounts, timing, the nature and uncertainty of revenue, and cash flows arising from contracts with customers, which will mainly impact construction and high-tech industries. The most significant potential impact to banking entities relates to less prescriptive derecognition requirements on the sale of OREO property. The amendments are effective for annual and interim periods beginning after January 1, 2017. An entity may elect either a full retrospective or a modified retrospective application. The Company does not expect the application of this guidance to have a material impact on the Company's financial statements.
	ASU No. 2014-11 - Transfers and Servicing (Topic 860) - “Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures.” The ASU requires two accounting changes: (i) the accounting for repurchase-to-maturity transactions are to be accounted for as secured borrowings; (ii) repurchase financing arrangements, separate accounting is required for a transfer of a financial asset executed contemporaneously with a repurchase agreement with the same counterparty, which will result in secured borrowing accounting for the repurchase agreement. Additionally, disclosure requirements have been expanded to include a disaggregation of collateral used for secured borrowings, and contractual maturity disclosure has been expanded to interim periods. 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. 2014-12, Compensation-Stock Compensation (Topic 718) - “Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period (a consensus of the FASB Emerging Issues Task Force).” The ASU provides explicit guidance to account for a performance target that could be achieved after the requisite service period as a performance condition. For awards within the scope of this Update, the Task Force decided that an entity should apply existing guidance in Topic 718 as it relates to share-based payments with performance conditions that affect vesting. Consistent with that guidance, performance conditions that affect vesting should not be reflected in estimating the fair value of an award at the grant date. Compensation cost should be recognized when it is probable that the performance target will be achieved and should represent the compensation cost attributable to the period for which the requisite service has already been rendered. If the performance target becomes probable of being achieved before the end of the requisite service period, the remaining unrecognized compensation cost should be recognized prospectively over the remaining requisite service period. The total amount of compensation cost recognized during and after the requisite service period should reflect the number of awards that are expected to vest and should be adjusted to reflect those awards that ultimately vest. The amendments are effective for annual and interim periods beginning after January 1, 2016. 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	6 Months Ended
	Jun. 30, 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 June 30, 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	$	525	$	—		$	—		$	525		$	—		$	—		$	525
	Agency collateralized mortgage obligations (“CMO”)	682,716		13,816			(723		)	695,809			—			—			695,809
	Agency mortgage-backed securities (“MBS”)	1,174,246		13,492			(20,611		)	1,167,127			—			—			1,167,127
	Agency commercial mortgage-backed securities (“ACMBS”)	81,046		45			(111		)	80,980			—			—			80,980
	Commercial mortgage-backed securities (“CMBS”)	484,018		27,042			(24		)	511,036			—			—			511,036
	Collateralized loan obligations ("CLO") (1)	357,433		449			—			357,882			—			—			357,882
	Pooled trust preferred securities (2)	14,551		—			(3,216		)	11,335			—			—			11,335
	Single issuer trust preferred securities	41,892		78			(3,137		)	38,833			—			—			38,833
	Corporate debt securities	107,738		5,088			—			112,826			—			—			112,826
	Equity securities - financial institutions (3)	2,314		1,364			—			3,678			—			—			3,678
	Total available-for-sale	$	2,946,479	$	61,374		$	(27,822	)	$	2,980,031		$	—		$	—		$	2,980,031
	Held-to-maturity:
	Agency CMO	$	317,408	$	—		$	—		$	317,408		$	9,096		$	(453	)	$	326,051
	Agency MBS	2,204,891		—			—			2,204,891			59,881			(19,924		)	2,244,848
	Agency CMBS	279,926		—			—			279,926			585			(232		)	280,279
	Municipal bonds and notes	380,268		—			—			380,268			15,047			(71		)	395,244
	CMBS	289,090		—			—			289,090			11,238			(1,609		)	298,719
	Private Label MBS	7,220		—			—			7,220			137			—			7,357
	Total held-to-maturity	$	3,478,803	$	—		$	—		$	3,478,803		$	95,984		$	(22,289	)	$	3,552,498
	Total investment securities	$	6,425,282	$	61,374		$	(27,822	)	$	6,458,834		$	95,984		$	(22,289	)	$	6,532,529
	-1	Amortized cost is net of $2.8 million of other-than-temporary impairments at June 30, 2014.
	-2	Amortized cost is net of $7.0 million of other-than-temporary impairments at June 30, 2014.
	-3	Amortized cost is net of $20.4 million of other-than-temporary impairments at June 30, 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 CMO	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 CMO	$	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 impairments at December 31, 2013.
	-2	Amortized cost is net of $14.0 million of other-than-temporary impairments at December 31, 2013.
	-3	Amortized cost is net of $20.4 million of other-than-temporary impairments at December 31, 2013.
	The amortized cost and fair value of debt securities at June 30, 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	$	15,513	$	15,586			$	15		$	16
Due after one year through five years	107,904		112,992				76,845			80,553
Due after five through ten years	254,326		254,743				75,060			78,411
Due after ten years	2,566,422		2,593,032				3,326,883			3,393,518
Total debt securities	$	2,944,165	$	2,976,353			$	3,478,803		$	3,552,498
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 June 30, 2014, the Company had a carrying value of $813.9 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 $2.7 billion at June 30, 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 June 30, 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 type and length of time that individual investment securities have been in a continuous unrealized loss position:
	At June 30, 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 CMO	$	23,805	$	(38	)	$	42,979		$	(685	)	7	$	66,784		$	(723	)
Agency MBS	28,323		(51		)	689,531			(20,560		)	68	717,854			(20,611		)
Agency CMBS	44,365		(111		)	—			—			2	44,365			(111		)
CMBS	—		—			9,382			(24		)	2	9,382			(24		)
Pooled trust preferred securities	—		—			11,335			(3,216		)	2	11,335			(3,216		)
Single issuer trust preferred securities	—		—			34,583			(3,137		)	7	34,583			(3,137		)
Total available-for-sale in an unrealized loss position	$	96,493	$	(200	)	$	787,810		$	(27,622	)	88	$	884,303		$	(27,822	)
Held-to-maturity:
Agency CMO	$	17,636	$	(413	)	$	9,494		$	(40	)	2	$	27,130		$	(453	)
Agency MBS	112,994		(254		)	697,179			(19,670		)	51	810,173			(19,924		)
Agency CMBS	109,610		(232		)	—			—			5	109,610			(232		)
Municipal bonds and notes	5,084		(21		)	5,621			(50		)	10	10,705			(71		)
CMBS	—		—			73,750			(1,609		)	7	73,750			(1,609		)
Total held-to-maturity in an unrealized loss position	$	245,324	$	(920	)	$	786,044		$	(21,369	)	75	$	1,031,368		$	(22,289	)
Total investment securities in an unrealized loss position	$	341,817	$	(1,120	)	$	1,573,854		$	(48,991	)	163	$	1,915,671		$	(50,111	)
	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 CMO	$	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 CMO	$	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 June 30, 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 (CMO) – There were $0.7 million in unrealized losses in the Company’s investment in agency CMOs at June 30, 2014 compared to $1.9 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. 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 June 30, 2014.
Agency mortgage-backed securities (MBS) – There were $20.6 million in unrealized losses in the Company’s investment in residential mortgage-backed securities issued by government agencies at June 30, 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 since December 31, 2013. 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 June 30, 2014.
Agency commercial mortgage-backed securities (ACMBS) - There were $0.1 million in unrealized losses in the Company's investment in commercial mortgage-backed securities issued by government agencies at June 30, 2014, compared to $0.8 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. The Company does not consider these securities to be other-than-temporarily impaired at June 30, 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 $24 thousand at June 30, 2014, from $1.0 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. 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 June 30, 2014.
Collateralized loan obligations (CLO) – There were no unrealized losses on the Company’s investment in collateralized loan obligations at June 30, 2014 or December 31, 2013. The Company continues to recognize the full write down of CLO positions to market value based if they meet the definition of a covered fund under the Volcker Rule effective December 10, 2013.
Pooled trust preferred securities – This portfolio consists of two non-investment grade pooled trust preferred securities containing primarily bank collateral. The unrealized losses in the Company's investment in pooled trust preferred securities were $3.2 million at June 30, 2014, a decrease of $0.2 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, 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 valuation 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 June 30, 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 June 30, 2014:
(Dollars in thousands)	Amortized		Gross			Fair			Lowest Credit	Total OTTI through June 30,			% of		Deferrals/
	Cost (1)		Unrealized			Value			Ratings as of	2014			Performing		Defaults
			Losses						June 30,				Bank		(As a % of
									2014 (2)				Issuers		Current
															Collateral)
Deal Name:
Security K	$	7,468	$	(1,246	)	$	6,222		CCC	$	(2,040	)	75	%	29.3	%
Security M	7,083		(1,970		)	5,113			D	(4,926		)	65.2	%	32.6	%
Pooled trust preferred securities	$	14,551	$	(3,216	)	$	11,335			$	(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 $3.1 million at June 30, 2014, a decrease of $3.7 million from $6.9 million at December 31, 2013. Unrealized losses decreased due to lower market spreads which resulted in higher prices since 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. 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 June 30, 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 June 30, 2014:
(Dollars in thousands)	Amortized		Gross			Gross			Fair			Lowest Credit
	Cost		Unrealized			Unrealized			Value			Ratings as of
			Gains			Losses						June 30, 2014 (1)
Deal Name:
Security B	$	6,951	$	—		$	(576	)	$	6,375		BB
Security C	8,738		—			(392		)	8,346			BBB
Security E	11,843		78			(569		)	11,352			BBB
Security F	14,360		—			(1,600		)	12,760			BBB
Single issuer trust preferred securities	$	41,892	$	78		$	(3,137	)	$	38,833
-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 June 30, 2014 and December 31, 2013. These securities are currently performing as expected at June 30, 2014.
Equity securities - financial institutions – There were no unrealized losses on the Company’s investment in equity securities at June 30, 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 evaluates the near-term prospects of the issuers in relation to the severity and duration of the impairment. These securities are currently performing as expected at June 30, 2014.
Available-for-Sale - Impairment
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 certain CLO and CDO investments that are permitted to hold collateral other than loans. 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 Supervision and Regulation and the Management's Discussion and Analysis of Financial Condition and Results of Operations sections in the Company's 2013 Form 10-K for further information on the Volcker Rule.
The Company anticipates it is more likely than not that it will be required to divest its Covered Fund investments in accordance with the conformance period defined in the Final Rule. Non-Volcker compliant CDOs were sold during the quarter ended March 31, 2014. Certain non-Volcker compliant CLO investments, as of June 30, 2014, were in an unrealized loss position prior to other-than-temporary impairment, which was primarily attributable to increased market spreads since time of purchase. See OTTI Summary section below.
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 June 30, 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 period ended June 30, 2014.
Agency CMOs – There were unrealized losses of $0.5 million on the Company’s investment in agency CMOs at June 30, 2014, compared to $1.0 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. The Company does not consider these securities to be other-than-temporarily impaired at June 30, 2014.
Agency mortgage-backed securities – There were unrealized losses on the Company’s investment in residential mortgage-backed securities issued by government agencies of $19.9 million at June 30, 2014, compared to $53.2 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. 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 June 30, 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 $0.2 million at June 30, 2014, compared to $0.8 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. The Company does not consider these securities to be other-than-temporarily impaired at June 30, 2014.
Municipal bonds and notes – There were unrealized losses of $71 thousand on the Company’s investment in municipal bonds and notes at June 30, 2014 compared to $1.2 million at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. The municipal portfolio is primarily comprised of bank qualified bonds, over 99.3% with credit ratings of A or better. In addition, the portfolio is comprised of 86.1% general obligation bonds, 13.4% revenue bonds, and 0.5% other bonds. The Company does not consider these securities to be other-than-temporarily impaired at June 30, 2014.
Commercial mortgage-backed securities – There were unrealized losses of $1.6 million on the Company’s investment in commercial mortgage-backed securities issued by entities other than government agencies at June 30, 2014 compared to $5.0 million unrealized losses at December 31, 2013. Unrealized losses decreased due to lower market rates which resulted in higher prices since December 31, 2013. 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 June 30, 2014.
Private Label MBS - There were no unrealized losses on the Company's investment in private label residential mortgage-backed securities issued by entities other than government agencies at June 30, 2014 and December 31, 2013. These securities are currently performing as expected at June 30, 2014.
OTTI Summary
There were additions to OTTI of $73 thousand and $161 thousand for the three and six months ended June 30, 2014, respectively, and no additions for the three and six months ended June 30, 2013. The cumulative OTTI related to previously impaired securities was reduced due to the sale of four trust preferred securities during the first quarter of 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 June 30,							Six months ended June 30,
(In thousands)	2014			2013				2014				2013
Balance of OTTI, beginning of period	$	9,665		$	10,460			$	16,633			$	10,460
Reduction for securities sold	—			—				(7,056		)		—
Additions for OTTI not previously recognized	73			—				161				—
Balance of OTTI, end of period	$	9,738		$	10,460			$	9,738			$	10,460
The following table summarizes the proceeds from the sale of available-for-sale securities:
	Three months ended June 30,						Six months ended June 30,
(In thousands)	2014		2013				2014			2013
Agency MBS	$	—	$	—			$	—		$	11,771
CMBS	—		24,750				—			24,750
CLOs	—		—				—			—
Pooled trust preferred securities	—		—				21,695			—
Proceeds from sales of available-for-sale securities	$	—	$	24,750			$	21,695		$	36,521
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 June 30,
	2014												2013
(In thousands)	Gains		Losses			OTTI Charges			Net				Gains			Losses			OTTI Charges		Net
Agency MBS	$	—	$	—		$	—		$	—			$	—		$	—		$	—	$	—
CMBS	—		—			—			—				333			—			—		333
CLOs	—		—			(73		)	(73		)		—			—			—		—
Pooled trust preferred securities	—		—			—			—				—			—			—		—
Total (loss) gain	$	—	$	—		$	(73	)	$	(73	)		$	333		$	—		$	—	$	333
	Six months ended June 30,
	2014												2013
(In thousands)	Gains		Losses			OTTI Charges			Net				Gains			Losses			OTTI Charges		Net
Agency MBS	$	—	$	—		$	—		$	—			$	106		$	—		$	—	$	106
CMBS	—		—			—			—				333			—			—		333
CLOs	—		—			(161		)	(161		)		—			—			—		—
Pooled trust preferred securities	4,336		—			—			4,336				—			—			—		—
Total gain (loss)	$	4,336	$	—		$	(161	)	$	4,175			$	439		$	—		$	—	$	439

Loans_and_Leases

Loans and Leases	6 Months Ended
	Jun. 30, 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 June 30, 2014
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total (2)
											Real Estate (1)			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	141,158		$	51,480		$	44,067		$	104,038		$	166		$	340,909
	Collectively evaluated for impairment	3,235,181			2,505,617			3,571,110			3,196,014			464,782			12,972,704
	Recorded investment in loans and leases	3,376,339			2,557,097			3,615,177			3,300,052			464,948			13,313,613
	Less: Accrued interest	10,248			7,789			12,035			8,161			—			38,233
	Loans and leases	$	3,366,091		$	2,549,308		$	3,603,142		$	3,291,891		$	464,948		$	13,275,380
		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 June 30, 2014 and December 31, 2013.
	-2	Loans and leases include net deferred fees and unamortized premiums of $12.6 million and $13.3 million at June 30, 2014 and December 31, 2013, respectively.
	At June 30, 2014, the Company had pledged $5.4 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 June 30, 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)	$	11,721		$	6,379		$	—		$	68,056		$	86,156		$	3,231,294		$	3,317,450
	Construction	2			—			—			499			501			58,326			58,827
	Consumer:
	Home equity (1)	13,655			4,950			—			36,395			55,000			2,324,204			2,379,204
	Liquidating-home equity	1,610			536			—			5,500			7,646			93,072			100,718
	Other consumer	445			180			—			204			829			76,408			77,237
	Commercial:
	Commercial non-mortgage	1,287			3,807			189			14,184			19,467			2,969,417			2,988,884
	Asset-based	—			—			—			—			—			626,293			626,293
	Commercial real estate:
	Commercial real estate	1,001			646			968			15,134			17,749			3,083,914			3,101,663
	Commercial construction	—			—			—			3,919			3,919			194,470			198,389
	Equipment financing	217			73			—			863			1,153			463,795			464,948
	Total	$	29,938		$	16,571		$	1,157		$	144,754		$	192,420		$	13,121,193		$	13,313,613
	-1	A total of $17.6 million residential and consumer loans was 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.
		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
Interest on non-accrual loans and leases that would have been recorded as additional interest income for the three and six months ended June 30, 2014 and 2013, had the loans and leases been current in accordance with their original terms, totaled $3.0 million and $6.3 million and $5.7 million and $8.6 million, respectively.
Allowance for Loan and Lease Losses. The following tables summarize the ALLL by portfolio segment:
	At or for the three months ended June 30, 2014
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	19,419		$	35,289		$	53,110		$	31,130		$	3,889		$	10,763		$	153,600
Provision (benefit) charged to expense	968			2,662			1,086			3,392			1,273			(131		)	9,250
Losses charged off	(1,840		)	(5,286		)	(3,685		)	(447		)	(20		)	—			(11,278		)
Recoveries	507			1,202			1,121			69			397			—			3,296
Balance, end of period	$	19,054		$	33,867		$	51,632		$	34,144		$	5,539		$	10,632		$	154,868
Individually evaluated for impairment	$	11,258		$	4,065		$	1,947		$	3,084		$	7		$	—		$	20,361
Collectively evaluated for impairment	$	7,796		$	29,802		$	49,685		$	31,060		$	5,532		$	10,632		$	134,507
	At or for the three months ended June 30, 2013
(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
										Real Estate			Financing
Allowance for loan and lease losses:
Balance, beginning of period	$	27,891		$	50,369		$	44,050		$	30,894		$	3,636		$	11,000		$	167,840
Provision (benefit) charged to expense	657			4,360			4,895			(479		)	(933		)	—			8,500
Losses charged off	(2,112		)	(7,331		)	(6,156		)	(2,510		)	(4		)	—			(18,113		)
Recoveries	440			2,261			1,058			552			904			—			5,215
Balance, end of period	$	26,876		$	49,659		$	43,847		$	28,457		$	3,603		$	11,000		$	163,442
Individually evaluated for impairment	$	14,010		$	3,506		$	880		$	3,522		$	—		$	—		$	21,918
Collectively evaluated for impairment	$	12,866		$	46,153		$	42,967		$	24,935		$	3,603		$	11,000		$	141,524
	At or for the six months ended June 30, 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	705			2,173			8,665			6,565			451			(309		)	18,250
Losses charged off	(2,998		)	(10,172		)	(6,833		)	(2,852		)	(20		)	—			(22,875		)
Recoveries	767			2,315			2,094			548			1,196			—			6,920
Balance, end of period	$	19,054		$	33,867		$	51,632		$	34,144		$	5,539		$	10,632		$	154,868
Individually evaluated for impairment	$	11,258		$	4,065		$	1,947		$	3,084		$	7		$	—		$	20,361
Collectively evaluated for impairment	$	7,796		$	29,802		$	49,685		$	31,060		$	5,532		$	10,632		$	134,507
	At or for the six months ended June 30, 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	1,760			9,060			5,119			3,100			(2,039		)	(1,000		)	16,000
Losses charged off	(5,048		)	(17,738		)	(10,495		)	(6,270		)	(91		)	—			(39,642		)
Recoveries	690			4,083			2,657			793			1,732			—			9,955
Balance, end of period	$	26,876		$	49,659		$	43,847		$	28,457		$	3,603		$	11,000		$	163,442
Individually evaluated for impairment	$	14,010		$	3,506		$	880		$	3,522		$	—		$	—		$	21,918
Collectively evaluated for impairment	$	12,866		$	46,153		$	42,967		$	24,935		$	3,603		$	11,000		$	141,524
Impaired Loans and Leases. The following tables summarize impaired loans and leases by portfolio class:
	At June 30, 2014
(In thousands)	Unpaid			Total			Recorded			Recorded			Related
	Principal			Recorded			Investment			Investment			Valuation
	Balance			Investment			No Allowance			With Allowance			Allowance
Residential:
1-4 family	$	156,185		$	141,156		$	24,098		$	117,058		$	11,258
Construction	446			2			2			—			—
Consumer:
Home equity	51,597			45,147			23,222			21,925			3,480
Liquidating-home equity	8,020			6,333			3,659			2,674			585
Commercial:
Commercial non-mortgage	50,970			44,067			17,736			26,331			1,947
Commercial real estate:
Commercial real estate	93,791			91,652			37,451			54,201			3,009
Commercial construction	9,439			8,232			3,438			4,794			75
Equipment financing	165			166			—			166			7
Totals:
Residential	156,631			141,158			24,100			117,058			11,258
Consumer	59,617			51,480			26,881			24,599			4,065
Commercial	50,970			44,067			17,736			26,331			1,947
Commercial real estate	103,230			99,884			40,889			58,995			3,084
Equipment financing	165			166			—			166			7
Total	$	370,613		$	336,755		$	109,606		$	227,149		$	20,361
	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:
	30-Jun-14			Three months ended June 30, 2014						Six months ended June 30, 2014							30-Jun-13			Three months ended June 30, 2013					Six months ended June 30, 2013
(In thousands)	Average			Accrued			Cash Basis Interest Income			Accrued			Cash Basis Interest Income				Average			Accrued			Cash Basis Interest Income		Accrued		Cash Basis Interest Income
	Recorded			Interest						Interest							Recorded			Interest					Interest
	Investment			Income						Income							Investment			Income					Income
Residential:
1-4 family	$	142,013		$	1,146		$	283		$	2,338		$	607			$	146,088		$	1,085		$	478	$	2,081	$	956
Construction	2			—			—			—			—				261			—			—		2		—
Consumer:
Home equity	45,362			310			237			628			500				47,794			221			357		422		727
Liquidating-home equity	6,468			48			62			100			123				6,957			37			81		75		161
Commercial:
Commercial non-mortgage	48,133			542			—			1,170			—				66,415			685			—		1,393		—
Commercial real estate:
Commercial real estate	91,314			851			—			1,652			—				130,631			1,165			—		2,566		—
Commercial construction	9,429			59			—			141			—				19,993			162			—		321		—
Equipment financing	188			3			—			6			—				1,811			(7		)	—		—		—
Totals:
Residential	142,015			1,146			283			2,338			607				146,349			1,085			478		2,083		956
Consumer	51,830			358			299			728			623				54,751			258			438		497		889
Commercial	48,133			542			—			1,170			—				66,415			685			—		1,393		—
Commercial real estate	100,743			910			—			1,793			—				150,624			1,327			—		2,887		—
Equipment financing	188			3			—			6			—				1,811			(7		)	—		13		—
Total	$	342,909		$	2,959		$	582		$	6,035		$	1,230			$	419,950		$	3,348		$	916	$	6,873	$	1,845
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 delinquencies, and non-performing and potential problem loans.
Commercial loans are underwritten after evaluating and understanding the borrower’s ability to operate profitably. 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 personal guarantees of the principals.
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 reduces the Company's exposure to adverse economic events that may affect a particular market. 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 commercial real estate 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 appraisals, 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 qualified mortgage (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 positions and outlooks, 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 of 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 June 30,				At December 31,				At June 30,				At December 31,				At June 30,				At December 31,
	2014				2013				2014				2013				2014				2013
(1) - (6) Pass	$	3,416,031			$	3,091,154			$	3,168,118			$	2,947,116			$	444,401			$	437,033
(7) Special Mention	60,658				87,451				18,965				20,901				1,362				7,979
(8) Substandard	138,137				114,199				112,394				97,822				19,185				15,438
(9) Doubtful	351				440				575				585				—				—
(10) Loss	—				—				—				—				—				—
Total	$	3,615,177			$	3,293,244			$	3,300,052			$	3,066,424			$	464,948			$	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 June 30,				At December 31,
	2014				2013
Recorded investment of TDRs:
Accrual status (1)	$	238,411			$	238,926
Non-accrual status (1)	86,800				102,972
Total recorded investment of TDRs	$	325,211			$	341,898
Accruing TDRs performing under modified terms more than one year	67.5		%		58.2		%
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	$	19,802			$	20,360
Additional funds committed to borrowers in TDR status	1,381				1,262
-1	A total of $17.6 million residential and consumer loans was 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 and six months ended June 30, 2014 and 2013, Webster charged off $2.0 million and $8.1 million and $9.0 million and $14.1 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 June 30,
	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	19		$	2,634		$	2,634		3.7	%		40		$	7,845		$	7,845		3.90%
Consumer:
Home equity	17		802			802			4.4			28		1,581			1,581			4.3
Liquidating-home equity	1		66			66			3			4		345			345			4.4
Commercial:
Commercial non-mortgage	12		7,114			7,114			5.3			7		7,300			7,300			7.4
Commercial real estate:
Commercial real estate	—		—			—			—			1		38			38			4.5
Total	49		$	10,616		$	10,616		4.8	%		80		$	17,109		$	17,109		5.4	%
	Six months ended June 30,
	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	45		$	8,233		$	8,233		4.3	%		72		$	14,258		$	14,258		3.9	%
Construction	—		—						—
Consumer:
Home equity	57		2,960			2,960			4.6			65		3,978			3,978			4.2
Liquidating-home equity	2		128			128			4			9		434			434			5
Commercial:
Commercial non-mortgage	21		7,559			7,559			5.4			10		8,188			8,188			7.1
Commercial real estate:
Commercial real estate	—		—			—			—			3		11,713			11,713			2.7
Total	125		$	18,880		$	18,880		4.8	%		161		$	38,760		$	38,760		4.3	%
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 June 30,
	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	$	1,102		$	118		$	658		$	756			$	1,615		$	493		$	2,722		$	3,015
Consumer:
Home equity	298			—			47			457				467			—			133			981
Liquidating-home equity	—			—			—			66				80			—			—			265
Commercial:
Commercial non-mortgage	302			25			391			6,396				7,018			—			282			—
Commercial real estate:
Commercial real estate	—			—			—			—				38			—			—			—
Total	$	1,702		$	143		$	1,096		$	7,675			$	9,218		$	493		$	3,137		$	4,261
	Six months ended June 30,
	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	$	1,808		$	345		$	3,247		$	2,833			$	2,520		$	1,234		$	6,071		$	4,433
Consumer:
Home equity	768			51			302			1,839				575			154			1,217			2,032
Liquidating-home equity	—			—			—			128				80			—			—			354
Commercial:
Commercial non-mortgage	356			25			632			6,546				7,520			—			629			39
Commercial real estate:
Commercial real estate	—			—			—			—				38			—			11,675			—
Commercial construction	—			—			—			—				189			—			—			—
Total	$	2,932		$	421		$	4,181		$	11,346			$	10,922		$	1,388		$	19,592		$	6,858
The Company’s loan and lease portfolio at June 30, 2014 included six loans with an A Note/B Note structure, with a combined recorded investment of $24.7 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 $10.4 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 June 30,										Six months ended June 30,
	2014					2013					2014					2013
(Dollars in thousands)	Number of	Recorded				Number of	Recorded				Number of	Recorded				Number of	Recorded
	Loans and	Investment				Loans and	Investment				Loans and	Investment				Loans and	Investment
	Leases					Leases					Leases					Leases
Residential:
1-4 family	2	$	977			3	$	622			6	$	1,204			5	$	989
Consumer:
Home equity	—	—				—	—				4	218				3	38
Liquidating-home equity	—	—				2	81				—	—				2	81
Commercial:
Commercial non-mortgage	1	46				—	—				2	91				—	—
Commercial real estate:
Commercial real estate	—	—				1	2,561				—	—				1	2,561
Total	3	$	1,023			6	$	3,264			12	$	1,513			11	$	3,669
The recorded investment in commercial, commercial real estate, and equipment financing TDRs segregated by risk rating exposure is as follows:
(In thousands)	At June 30,				At December 31,
	2014				2013
(1) - (6) Pass	$	47,639			$	55,973
(7) Special Mention	—				—
(8) Substandard	84,529				90,461
(9) Doubtful	405				414
(10) Loss	—				—
Total	$	132,573			$	146,848

Transfers_of_Financial_Assets_

Transfers of Financial Assets and Mortgage Servicing Assets	6 Months Ended
	Jun. 30, 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 customary market representations and warranties covering certain characteristics of the mortgage loans sold and the Company's origination process, which the Company makes in the sale agreements. 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 sale. 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.
	A 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 monthly 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 June 30,						Six months ended June 30,
	(In thousands)	2014			2013			2014			2013
	Beginning balance	$	1,901		$	2,094		$	2,254		$	2,617
	(Benefit) provision	(213		)	557			(523		)	1,015
	Loss on repurchased loans and settlements	(113		)	(3		)	(156		)	(984		)
	Ending balance	$	1,575		$	2,648		$	1,575		$	2,648
	The following table provides detail of activity related to loan sales:
		Three months ended June 30,						Six months ended June 30,
	(In thousands)	2014			2013			2014			2013
	Residential mortgage loans:
	Proceeds from the sale of loans held for sale	$	56,576		$	223,588		$	122,219		$	457,638
	Net gain on sale included as mortgage banking activities	513			6,539			1,288			13,234
	Loans sold with servicing rights retained	52,329			210,074			114,933			430,267
	Commercial loans:
	Proceeds from the sale of loans held for sale	—			2,349			—			12,685
	Net loss on sale included as mortgage banking activities	—			(651		)	—			(315		)
	Mortgage Servicing Assets
	The Company has retained servicing rights on consumer loans totaling $2.4 billion at both June 30, 2014 and December 31, 2013, resulting in mortgage servicing assets of $19.8 million at June 30, 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 $0.3 million and $0.8 million and $0.7 million and $2.1 million for the three and six months ended June 30, 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	6 Months Ended
	Jun. 30, 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 June 30,			At December 31, 2013
		2014
	Segment:
	Community Banking	$	516,560		$	516,560
	Other	13,327			13,327
	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 June 30, 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 June 30, 2014							At December 31, 2013
	(In thousands)	Gross Carrying		Accumulated			Net Carrying		Gross Carrying		Accumulated			Net Carrying
		Amount		Amortization			Amount		Amount		Amortization			Amount
	Community Banking	$	49,420	$	(45,905	)	$	3,515	$	49,420	$	(44,069	)	$	5,351
	Amortization of intangible assets for the three and six months ended June 30, 2014 and 2013, totaled $0.7 million and $1.8 million and $1.2 million and $2.5 million, respectively. Future estimated annual amortization expense is summarized below:
	(In thousands)
	Years ending December 31:
	Remainder of 2014	$	848
	2015	1,524
	2016	1,143

Deposits

Deposits	6 Months Ended
	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Deposits	'
	Deposits
	A summary of deposits by type follows:
	(In thousands)	At June 30,		At December 31,
		2014		2013
	Non-interest-bearing:
	Demand	$	3,249,996	$	3,128,152
	Interest-bearing:
	Checking	2,073,652		1,934,291
	Health savings accounts	1,754,986		1,533,310
	Money market	1,844,014		2,167,593
	Savings	3,973,109		3,863,930
	Time deposits	2,307,088		2,227,144
	Total interest-bearing	11,952,849		11,726,268
	Total deposits	$	15,202,845	$	14,854,420
	Demand deposit overdrafts reclassified as loan balances	$	1,186	$	1,455
	At June 30, 2014, the scheduled maturities of time deposits are as follows:
	(In thousands)	Years ending December 31:
	2014	$	755,522
	2015	800,457
	2016	263,690
	2017	96,570
	2018	146,359
	Thereafter	244,490
	Time deposits	$	2,307,088
	The following table presents additional information about the Company’s brokered deposits:
	(In thousands)	At June 30,		At December 31,
		2014		2013
	Interest-bearing checking obtained through brokers	$	56,778	$	57,817
	Time deposits obtained through brokers	278,080		148,117
	Total brokered deposits	$	334,858	$	205,934

Securities_Sold_Under_Agreemen

Securities Sold Under Agreements to Repurchase and Other Borrowings	6 Months Ended
	Jun. 30, 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 June 30,		At December 31,
		2014		2013
	Securities sold under agreements to repurchase:
	Original maturity of one year or less	$	459,259	$	359,662
	Original maturity of greater than one year, non-callable	550,000		550,000
	Callable at the option of the counterparty (1)	—		100,000
		1,009,259		1,009,662
	Other borrowings:
	Federal funds purchased	392,000		322,000
	Securities sold under agreements to repurchase and other borrowings	$	1,401,259	$	1,331,662
	-1	There are $100 million of securities sold under agreements to repurchase that had callable options for June 23, 2014 and were classified as callable at the option of the counterparty at December 31, 2013. The callable options were not exercised as of the call date and were reclassified as original maturity of greater than one year, non-callable at June 30, 2014.
	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 June 30, 2014, the Company has a gross repurchase agreement liability of $1.0 billion.

Federal_Home_Loan_Bank_Advance

Federal Home Loan Bank Advances	6 Months Ended
	Jun. 30, 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 June 30, 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	$	1,715,000	0.22	%	$	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	155,841		1.23		155,926		1.25
		2,217,275		0.5	%	2,052,360		0.54	%
	Unamortized premiums	49				61
	Federal Home Loan Bank advances	$	2,217,324			$	2,052,421
	At June 30, 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 June 30, 2014 and December 31, 2013, Webster Bank was in compliance with FHLB collateral requirements.

LongTerm_Debt

Long-Term Debt	6 Months Ended
	Jun. 30, 2014
Debt Disclosure [Abstract]	'
Long-Term Debt	'
	Long-Term Debt
	The following table summarizes long-term debt:
	(Dollars in thousands)		At June 30,			At December 31,
			2014			2013
	4.38%	senior fixed-rate notes due 2024 (1)	$	150,000		$	—
	5.13%	senior fixed-rate notes due 2014	—			150,000
	Junior subordinated debt Webster Statutory Trust I floating-rate notes due 2033 (2)		77,320			77,320
	Total notes and subordinated debt		227,320			227,320
	Unamortized discount, net (3)		(1,142		)	(21		)
	Hedge accounting adjustments (3)		—			1,066
	Long-term debt		$	226,178		$	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 3.182% at June 30, 2014 and 3.194% at December 31, 2013
	-3	Related to senior fixed-rate notes due 2024 at June 30, 2014 and senior fixed-rate notes due 2014 at December 31, 2013

Other_Comprehensive_Income

Other Comprehensive Income	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Other Comprehensive Income	'
	Other Comprehensive Income
	The following tables summarize the changes in accumulated other comprehensive income (loss) by component:
		Three months ended June 30, 2014
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	5,505		$	(21,932	)	$	(27,264	)	$	(43,691	)
	Other comprehensive income (loss) before reclassifications	15,704			(3,876		)	468			12,296
	Amounts reclassified from accumulated other comprehensive income (loss)	47			1,358			(5		)	1,400
	Net current-period other comprehensive income (loss), net of tax	15,751			(2,518		)	463			13,696
	Ending balance	$	21,256		$	(24,450	)	$	(26,801	)	$	(29,995	)
		Three months ended June 30, 2013
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	41,191		$	(25,961	)	$	(46,141	)	$	(30,911	)
	Other comprehensive (loss) income before reclassifications	(38,248		)	1,581			572			(36,095		)
	Amounts reclassified from accumulated other comprehensive (loss) income	(214		)	1,508			573			1,867
	Net current-period other comprehensive (loss) income, net of tax	(38,462		)	3,089			1,145			(34,228		)
	Ending balance	$	2,729		$	(22,872	)	$	(44,996	)	$	(65,139	)
		Six months ended June 30, 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	26,553			(9,027		)	935			18,461
	Amounts reclassified from accumulated other comprehensive (loss) income	(2,680		)	2,783			(10		)	93
	Net current-period other comprehensive income (loss), net of tax	23,873			(6,244		)	925			18,554
	Ending balance	$	21,256		$	(24,450	)	$	(26,801	)	$	(29,995	)
		Six months ended June 30, 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	(39,730		)	1,880			1,056			(36,794		)
	Amounts reclassified from accumulated other comprehensive (loss) income	(282		)	3,150			1,053			3,921
	Net current-period other comprehensive (loss) income, net of tax	(40,012		)	5,030			2,109			(32,873		)
	Ending balance	$	2,729		$	(22,872	)	$	(44,996	)	$	(65,139	)
	The following tables summarize the reclassifications out of accumulated other comprehensive income (loss):
		Three months ended June 30,
		2014			2013
	Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Associated Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Available-for-sale and transferred securities:
	Unrealized gains on available-for-sale securities	$	—		$	333		Net gain on sale of investment securities
	Unrealized gains on available-for-sale securities	(73		)	—			Impairment loss recognized in earnings
	Tax benefit (expense)	26			(119		)	Income tax expense
	Net of tax	$	(47	)	$	214
	Derivative instruments:
	Cash flow hedges	$	(2,115	)	$	(2,349	)	Total interest expense
	Tax benefit	757			841			Income tax expense
	Net of tax	$	(1,358	)	$	(1,508	)
	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	26		$	(875	)	Compensation and benefits
	Prior service costs	(18		)	(18		)	Compensation and benefits
	Tax (expense) benefit	(3		)	320			Income tax expense
	Net of tax	$	5		$	(573	)
		Six months ended June 30,
		2014			2013
	Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Associated Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Available-for-sale and transferred securities:
	Unrealized gains (losses) on available-for-sale securities	$	4,336		$	439		Net gain on sale of investment securities
	Unrealized gains (losses) on available-for-sale securities	(161		)	—			Impairment loss recognized in earnings
	Tax expense	(1,495		)	(157		)	Income tax expense
	Net of tax	$	2,680		$	282
	Derivative instruments:
	Cash flow hedges	$	(4,336	)	$	(4,907	)	Total interest expense
	Tax benefit	1,553			1,757			Income tax expense
	Net of tax	$	(2,783	)	$	(3,150	)
	Defined benefit pension and postretirement benefit plans:
Amortization of net loss	$	52		$	(1,604	)	Compensation and benefits
Prior service costs	(36		)	(36		)	Compensation and benefits
Tax (expense) benefit	(6		)	587			Income tax expense
Net of tax	$	10		$	(1,053	)

Regulatory_Matters

Regulatory Matters	6 Months Ended
	Jun. 30, 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 June 30, 2014
	Webster Financial Corporation
	Total risk-based capital	$	2,026,230	14.1	%	$	1,150,525	8	%	$	1,438,156	10	%
	Tier 1 capital	1,865,999		13		575,262		4		862,894		6
	Tier 1 leverage capital	1,865,999		9		828,312		4		1,035,390		5
	Webster Bank, N.A.
	Total risk-based capital	$	1,876,692	13.1	%	$	1,148,263	8	%	$	1,435,329	10	%
	Tier 1 capital	1,717,075		12		574,132		4		861,198		6
	Tier 1 leverage capital	1,717,075		8.3		827,260		4		1,034,074		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. Dividends paid by Webster Bank to Webster totaled $50.0 million during both of the six month periods ended June 30, 2014 and 2013.
	Trust Preferred Securities. The Company owns the common stock of a trust which has issued trust preferred securities. The trust is a VIE of which the Company is not the primary beneficiary and, therefore, is not consolidated. At June 30, 2014 and December 31, 2013, $75.0 million of 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	6 Months Ended
	Jun. 30, 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 June 30,						Six months ended June 30,
	(In thousands, except per share data)	2014			2013			2014			2013
	Earnings for basic and diluted earnings per common share:
	Net income available to common shareholders	$	45,217		$	43,734		$	93,001		$	82,965
	Less: Dividends to participating shares	(74		)	(56		)	(122		)	(88		)
	Income allocated to participating shares	(113		)	(129		)	(237		)	(247		)
	Net income allocated to common shareholders	$	45,030		$	43,549		$	92,642		$	82,630
	Shares:
	Weighted-average common shares outstanding - basic	89,776			89,645			89,831			87,585
	Effect of dilutive securities:
	Stock options and restricted stock	471			290			479			308
	Warrants - Series A1 and A2	—			—			—			1,917
	Warrants - other	281			152			274			143
	Weighted-average common shares outstanding - diluted	90,528			90,087			90,584			89,953
	Earnings per common share:
	Basic	$	0.5		$	0.49		$	1.03		$	0.94
	Diluted	0.5			0.48			1.02			0.92
	Stock Options
	Options to purchase 0.8 million shares for both the three and six months ended June 30, 2014, respectively, and 1.6 million shares for the three and six months ended June 30, 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 presented.
	Restricted Stock
	Non-participating restricted stock awards of 183 thousand shares and 185 thousand shares for the three and six months ended June 30, 2014, respectively, and 254 thousand shares and 253 thousand shares for the three and six months ended June 30, 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 presented.
	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 six months ended June 30, 2013 because the exercise price of the warrants was less than the average market price of Webster's common stock for the respective periods presented.
	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 June 30, 2014 and 2013. The weighted-average dilutive effect of these warrants is included in the calculation of diluted earnings per share for the three and six months ended June 30, 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 presented.
	Series A Preferred Stock
	The Series A Preferred Stock represents potential issuable common stock at June 30, 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 and six months ended June 30, 2014 and 2013.

Derivative_Financial_Instrumen

Derivative Financial Instruments	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Derivative Financial Instruments	'
	Derivative Financial Instruments
	Risk Management Objective of Using Derivatives
	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. Cash flow or fair value hedge designation, for accounting, 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 cash flow hedges.
	Cash Flow Hedges of Interest Rate Risk
	Webster’s primary objectives in using interest rate derivatives are 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. The change in fair value of interest rate swaps and caps is recorded in accumulated other comprehensive income ("AOCI") during the term of the cash flow hedge.
	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. 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.
	The table below presents information for Webster's forward-settle interest rate swaps, which are structured as pay fixed-receive 1-month LIBOR, outstanding at June 30, 2014:
	(Dollars in thousands)
	Number of Instruments	Total Notional Amount			Trade Date	Effective Date	Maturity Date	Debt Issuance Expected
	2	$	50,000		August 2013 and September 2013	30-Jun-14	30-Jun-19	April 2014 - March 2015
	4	$	100,000		October 2013 and November 2013	October 16, 2014 and November 18, 2014	October 16, 2019 and November 18, 2019	July 2014 - May 2015
	2	$	50,000		Jan-14	31-Jan-15	31-Jan-20	October 2014 - July 2015
	2	$	50,000		April 2014 and May 2014	16-Jun-15	16-Jun-20	March 2015 - December 2015
	Webster uses interest rate swaps and caps to protect the Company from exposure to variability in cash flows relating to interest payments on floating-rate funding instruments. The swaps and caps are structured to offset fluctuations in interest rates on floating-rate debt during the life of the funding instrument.
	The table below presents information for Webster's interest rate swaps and caps outstanding at June 30, 2014:
	(Dollars in thousands)
	Number of Instruments	Total Notional Amount			Instrument Type	Trade Date	Strike Rate Indexed to 3-Month LIBOR	Hedged Debt	Maturity Date
	6	$	150,000		Cap	April 2013, January 2014, February 2014, April 2014	3.00%	$150 million 3-month LIBOR indexed floating-rate FHLB advance	Dec-21
	3	$	75,000		Swap	Jun-14	-	$75 million 28 day rolling FHLB advance for a 5 year term	July 2019 and August 2019
	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 June 30, 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	Other assets	—	$	—		$	—			8	$	200,000		$	3,027
	Forward-settle interest rate swap	Other liabilities	13	325,000			(4,556		)		5	125,000			(622		)
	Interest rate cap	Other assets	6	150,000			6,512				2	50,000			3,554
	AOCI related to cash flow hedges
	The changes in fair value of derivatives designated as cash flow hedges are recorded in AOCI. These amounts are reclassified to interest expense as interest payments are made on the Company's variable-rate debt. At June 30, 2014, the change in fair value resulted in a $6.5 million gain. An unamortized premium balance of $8.0 million will be reclassified to interest expense over the term of the cap according to a predetermined cap value schedule. Over the next twelve months, the Company estimates that $3.7 million will be reclassified from AOCI as an increase to interest expense.
	Webster records swap gains and losses related to forward-settle terminations in AOCI with the amortization impacting earnings over the respective term of the associated debt instruments. Hedge ineffectiveness amounted to a loss of $107 thousand for the three and six months ended June 30, 2014, and for the three and six months ended June 30, 2013, there was no hedge ineffectiveness. At June 30, 2014, the remaining unamortized loss on the termination of cash flow hedges is $32.0 million. Over the next twelve months, the Company estimates that $7.4 million will be reclassified from AOCI as an increase to interest expense.
	The increase/(reduction) to interest expense on borrowings related to cash flow hedges is presented below:
		Three months ended June 30,
		2014							2013
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Interest rate swaps on FHLB advances	$	—		$	1,352			$	118		$	1,519
	Interest rate swaps on senior fixed-rate notes	—			77				—			—
	Interest rate swaps on junior subordinated debt	—			—				—			—
	Interest rate swaps on repurchase agreements	—			673				—			830
	Interest rate swaps on brokered CDs	—			13				—			—
	Net increase to interest expense on borrowings	$	—		$	2,115			$	118		$	2,349
		Six months ended June 30,
		2014							2013
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Interest rate swaps on FHLB advances	$	—		$	2,705			$	498		$	3,251
	Interest rate swaps on senior fixed-rate notes	—			115				—			—
	Interest rate swaps on junior subordinated debt	—			—				—			(3		)
	Interest rate swaps on repurchase agreements	—			1,503				—			1,660
	Interest rate swaps on brokered CDs	—			13				—			—
	Net increase to interest expense on borrowings	$	—		$	4,336			$	498		$	4,908
	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 rates. 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 June 30, 2014 and December 31, 2013.
	For a qualifying derivative designated as a fair value hedge, 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. As of June 30, 2014, a gain related to the termination of a senior fixed-rate note fair value hedge has been fully amortized as of the maturity of the senior fixed-rate notes on April 15, 2014.
	The reduction to interest expense on borrowings related to fair value hedges is presented below:
		Three months ended June 30,								Six months ended June 30,
	(In thousands)	2014				2013				2014				2013
	Interest rate swaps on senior fixed-rate notes	$	(267	)		$	(800	)		$	(1,066	)		$	(1,599	)
	Interest rate swaps on junior subordinated debt	—				—				—				(207		)
	Net reduction to interest expense on borrowings	$	(267	)		$	(800	)		$	(1,066	)		$	(1,806	)
	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 June 30, 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	191		$	1,181,750		$	38,848		$	—		$	38,848
Commercial loan interest rate derivatives	Other liabilities	59		580,769			—			(4,392		)	(4,392		)
Total customer position		250		$	1,762,519		$	38,848		$	(4,392	)	$	34,456
Webster with counterparty position:
Commercial loan interest rate derivatives	Other assets	27		$	267,043		$	1,792		$	(1,188	)	$	604
Commercial loan interest rate derivatives	Other liabilities	217		1,495,414			5,993			(26,968		)	(20,975		)
Fed Funds futures	Other liabilities	13		9,810,000			19			(271		)	(252		)
Total counterparty position		257		$	11,572,457		$	7,804		$	(28,427	)	$	(20,623	)
		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 June 30,								Six months ended June 30,
(In thousands)	2014				2013				2014				2013
Non-hedge derivatives, net	$	1,453			$	981			3,566				1,633
Fed funds futures contracts	(11		)		108				(286		)		160
Net increase to other non-interest income	$	1,442			$	1,089			$	3,280			$	1,793
Offsetting Derivatives
Webster has entered into transactions with counterparties that are subject to a 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 June 30, 2014
	Notional Amount				Hedge Accounting Positions							Non-Hedge Accounting Positions						Total MTM(Loss) Gain			Cash Collateral Posted (Received)			Net Exposure (1)
(In thousands)					MTM Gain			MTM Loss				MTM Gain			MTM Loss
Dealer A	$	427,920			$	—		$	(228	)		$	2,594		$	(8,783	)	$	(6,417	)	$	6,400		$	—
Dealer B	337,171				2,171			—				1,769			(8,183		)	(4,243		)	3,970			—
Dealer C	14,093				—			—				—			(1,149		)	(1,149		)	—			—
Dealer D	292,043				1,085			—				1,792			(1,188		)	1,689			(1,700		)	—
Dealer E	384,971				3,256			—				1,492			(1,918		)	2,830			(2,790		)	—
Dealer F (2)	10,591,259				—			(4,328		)		157			(7,206		)	(11,377		)	23,271			11,894
Total	$	12,047,457			$	6,512		$	(4,556	)		$	7,804		$	(28,427	)	$	(18,667	)	$	29,151
	At December 31, 2013
	Notional Amount				Hedge Accounting Positions							Non-Hedge Accounting Positions						Total MTM (Loss) Gain			Cash Collateral Posted (Received)			Net Exposure (1)
(In thousands)					MTM Gain			MTM Loss				MTM Gain			MTM Loss
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, including a Credit Support Annex ("CSA"), with all derivative counterparties for non-cleared trades. 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 provides, 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 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 $29.2 million in net margin collateral posted with financial counterparties at June 30, 2014 which was comprised of approximately $33.7 million of margin collateral posted to financial counterparties or DCO and approximately $4.5 million received from financial counterparties. Collateral levels for approved financial institution counterparties are monitored daily 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 likelihood of default, 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 $38.8 million at June 30, 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 $13.0 million at June 30, 2014. The credit exposure is mitigated as transactions with customers are generally secured by the same collateral securing the underlying transactions 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-sale of a 1-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 net loss of $252 thousand and is reflected in other liabilities in the accompanying Condensed Consolidated Balance Sheets. The related income impact is reflected as non-interest income in the accompanying Condensed Consolidated Statements of Income, and the Company recognized an $11 thousand and $286 thousand MTM loss for the three and six months ended June 30, 2014, respectively, and a $108 thousand and $160 thousand MTM gain for the three and six months ended June 30, 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, interest rate lock commitments are generally extended to the borrowers. 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 are established, under which Webster agrees to deliver whole mortgage loans to various investors or issue MBS. At June 30, 2014, outstanding rate locks totaled approximately $47.6 million and the outstanding commitments to sell residential mortgage loans totaled approximately $65.1 million. Forward sales, which include mandatory forward commitments of approximately $64.0 million at June 30, 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. At June 30, 2014 and December 31, 2013, the fair value of interest rate locked loan commitments and forward sales commitments totaled losses of $0.1 million and gains of $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 for hedge accounting 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 amount and fair value of foreign currency forward contracts remain immaterial at June 30, 2014.
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 remain immaterial at June 30, 2014.

Fair_Value_Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 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 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 are established, under which Webster agrees to deliver whole mortgage loans to various investors or issue mortgage-backed securities. 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 $4.6 million as of June 30, 2014.
	Alternative Investments
	The Company generally records alternative investment funds at cost, subject to impairment testing. There are certain funds in which the ownership percentage is greater than 3% and are ,therefore, recorded at fair value based upon the net asset value of the respective fund. At June 30, 2014, alternative investments consisted of $0.3 million recorded at fair value and $16.4 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. 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 $6.9 million in unfunded commitments remaining for its alternative investments as of June 30, 2014.
	Summaries of fair values for assets and liabilities measured at fair value on a recurring basis are as follows:
		At June 30, 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	$	525		$	525		$	—		$	—
	Agency CMOs	695,809			—			695,809			—
	Agency MBS	1,167,127			—			1,167,127			—
	Agency CMBS	80,980			—			80,980			—
	CMBS	511,036			—			511,036			—
	CLOs	357,882			—			357,882			—
	Pooled trust preferred securities	11,335			—			—			11,335
	Single issuer trust preferred securities	38,833			—			38,833			—
	Corporate debt	112,826			—			112,826			—
	Equity securities	3,678			3,403			275			—
	Total available for sale securities	2,980,031			3,928			2,964,768			11,335
	Derivative instruments	46,060			19			46,041			—
	Investments held in Rabbi Trust	5,912			5,912			—			—
	Alternative investments	333			—			—			333
	Total financial assets held at fair value	$	3,032,336		$	9,859		$	3,010,809		$	11,668
	Financial liabilities held at fair value:
	Derivative instruments	$	30,371		$	271		$	30,100		$	—
	Mortgage banking derivatives	121			—			121			—
	Total financial liabilities held at fair value	$	30,492		$	271		$	30,221		$	—
		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 June 30,							Six months ended June 30,
(In thousands)	2014			2013				2014			2013
Level 3, beginning of period	$	12,524		$	280,582			$	29,055		$	116,280
Transfers out of Level 3 (1)	—			(248,844		)		—			(248,844		)
Change in unrealized loss included in other comprehensive income	(606		)	1,643				194			7,000
Unrealized loss included in net income	(250		)	(20		)		(232		)	(285		)
Realized gain on sale of available for sale securities	—			—				4,336			—
Purchases/capital calls	—			109				—			159,412
Sales/proceeds	—			—				(21,695		)	—
Accretion/amortization	21			146				52			188
Calls/paydowns	(21		)	(2,044		)		(42		)	(2,179		)
Level 3, end of period	$	11,668		$	31,572			$	11,668		$	31,572
-1	As of April 1, 2013, the CLO portfolio was transferred from Level 3 to Level 2 based on having more observable inputs in determining fair value. In prior quarters, the CLO portfolio was priced using average non-binding broker quotes. During the second quarter of 2013, the Company engaged a third-party pricing vendor to provide monthly fair value measurements. This methodology used is a combination of matrix pricing, observed market activity and metrics. Pricing inputs such as credit spreads are observable and market corroborated and, therefore, the CLO portfolio qualifies for Level 2 categorization. The market for CLOs is an active market, and there is ample price transparency.
The following table presents information about quantitative inputs and assumptions for items categorized in Level 3 of the fair value hierarchy:
	At June 30, 2014
(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
						(Weighted-Average)
Pooled trust preferred securities	$	11,335		Discounted cash flow	Discount rate	6.48% - 7.49%
						-6.97%
					Credit spread	315 - 416 bps
						(364 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 $6.7 million at June 30, 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 June 30, 2014:
(Dollars in thousands)
Asset	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
Impaired Loans	$	52,454		Real Estate Appraisals	Discount for appraisal type	0% - 15%
					Discount for costs to sell	0% - 8%
Other Real Estate	$	613		Real Estate Appraisals	Discount for appraisal type	25%
					Discount for costs to sell	8%
Mortgage Servicing Assets	$	28,332		Discounted cash flow	Constant prepayment rate	7.4% - 25.6%
					Discount rates	1.0% - 3.5%
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.
Held to Maturity Investments
When quoted market prices are not available, the Company employs an independent pricing service 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 has procedures to monitor the pricing service's assumptions and establishes processes to challenge the pricing service's valuations that appear unusual or unexpected. Held to Maturity Level 2 securities include agency CMOs, agency MBS, agency CMBS, Municipal and Private Label MBS securities.
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 June 30, 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	$	3,478,803		$	—		$	3,552,498		$	—
Loans held for sale	31,671			—			32,472			—
Loans and leases, net	13,120,512			—			—			13,153,500
Mortgage servicing assets (1)	19,813			—			—			28,332
Alternative investments (cost basis)	16,358			—			—			18,580
Liabilities
Deposits other than time deposits	12,895,757			—			12,895,757			—
Time deposits	2,307,088			—			2,329,112			—
Securities sold under agreements to repurchase and other borrowings	1,401,259			—			1,427,435			—
Federal Home Loan Bank advances (2)	2,217,324			—			2,229,271			—
Long-term debt (3)	226,178			—			223,259			—
	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			—			20,903			—
Loans and leases, net	12,547,203			—			—			12,515,714
Mortgage servicing assets (1)	20,983			—			—			29,150
Alternative investments (cost basis)	16,582			—			—			17,047
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 June 30, 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 $49 thousand and $61 thousand in hedge accounting adjustments and discounts at June 30, 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 $(1.1) million and $1.0 million in hedge accounting adjustments and discounts at June 30, 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	6 Months Ended
	Jun. 30, 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 June 30,
		Webster Pension						Webster SERP						Other Benefits
	(In thousands)	2014			2013			2014			2013			2014			2013
	Service cost	$	10		$	10		$	—		$	—		$	—		$	—
	Interest cost on projected benefit obligations	2,002			1,871			92			71			34			30
	Expected return on plan assets	(2,875		)	(2,782		)	—			—			—			—
	Amortization of prior service cost	—			—			—			—			19			18
	Recognized net loss	688			1,637			23			31			—			7
	Net periodic benefit cost (income)	$	(175	)	$	736		$	115		$	102		$	53		$	55
		Six months ended June 30,
		Webster Pension						Webster SERP						Other Benefits
	(In thousands)	2014			2013			2014			2013			2014			2013
	Service cost	$	20		$	20		$	—		$	—		$	—		$	—
	Interest cost on benefit obligations	4,005			3,683			184			145			68			60
	Expected return on plan assets	(5,750		)	(5,557		)	—			—			—			—
	Amortization of prior service cost	—			—			—			—			37			36
	Recognized net loss	1,375			3,177			46			62			—			14
	Net periodic benefit cost (income)	$	(350	)	$	1,323		$	230		$	207		$	105		$	110
	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							Contributions by Webster  Bank							Funded Status of Plan
		Three Months Ended June 30,							Six Months Ended June 30,
	EIN/Pension Plan Number	2014			2013				2014			2013				As of July 1, 2013
	13-5645888/333	$	337		$	237			$	674		$	474			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	6 Months Ended
	Jun. 30, 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 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. Awards to retirement eligible employees are subject to a 1-year service vesting period.
	The following table provides a summary of stock-based compensation expense recognized in the accompanying Condensed Consolidated Statements of Income:
		Three months ended June 30,						Six months ended June 30,
	(In thousands)	2014			2013			2014			2013
	Stock options	$	224		$	1,116		$	776		$	1,946
	Restricted stock	2,553			2,006			4,774			3,649
	Stock-based compensation	$	2,777		$	3,122		$	5,550		$	5,595
	The following table provides a summary of unrecognized stock-based compensation expense:
		At June 30, 2014
	(Dollars in thousands)	Unrecognized Compensation Expense			Weighted-Average Period To Be Recognized
	Stock options	$	910		1.5 years
	Restricted stock	$	14,840		2.7 years
	The following table provides a summary of the activity under the Plans for the six months ended June 30, 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	212,542		29.66			13,678		29.34				145,643		29.93		—		—
	Exercised options	—		—			—		—				—		—		(91,290	)	17
	Vested restricted stock awards (1)	(111,441	)	24.23			(6,265	)	27.55				(90,305	)	25.46		—		—
	Forfeited	(16,211	)	24.77			—		—				(12,509	)	25.9		(86,472	)	36.4
	Outstanding, at June 30, 2014	352,009		$	26.5		9,118		$	29.34			181,279		$	28.26	2,148,035		$	27.01
	Options exercisable, at June 30, 2014																1,831,845		$	27.67
	Options expected to vest, at June 30, 2014																297,466		$	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 recorded over the vesting period is 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 June 30, 2014, stock options outstanding included 1,968,029 non-qualified and 180,006 incentive options.

Segment_Reporting

Segment Reporting	6 Months Ended
	Jun. 30, 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 June 30, 2014 and 2013, 100.3% and 94.3%, respectively, of the provision for loan and lease losses 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 June 30, 2014
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income (loss)	$	57,657	$	87,950	$	11,708		$	157,315	$	(2,193	)	$	155,122
	Provision (benefit) for loan and lease losses	5,134		4,229		(81		)	9,282		(32		)	9,250
	Net interest income (loss) after provision for loan and lease losses	52,523		83,721		11,789			148,033		(2,161		)	145,872
	Non-interest income	7,949		25,828		10,108			43,885		3,711			47,596
	Non-interest expense	25,115		80,061		13,540			118,716		3,869			122,585
	Income (loss) before income tax expense	35,357		29,488		8,357			73,202		(2,319		)	70,883
	Income tax expense (benefit)	11,379		9,561		2,675			23,615		(588		)	23,027
	Net income (loss)	$	23,978	$	19,927	$	5,682		$	49,587	$	(1,731	)	$	47,856
		Three months ended June 30, 2013
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income (loss)	$	53,418	$	86,421	$	9,987		$	149,826	$	(2,765	)	$	147,061
	Provision for loan and lease losses	2,416		5,533		69			8,018		482			8,500
	Net interest income (loss) after provision for loan and lease losses	51,002		80,888		9,918			141,808		(3,247		)	138,561
	Non-interest income	6,887		31,706		8,351			46,944		5,307			52,251
	Non-interest expense	24,151		83,142		12,388			119,681		3,923			123,604
	Income (loss) before income tax expense	33,738		29,452		5,881			69,071		(1,863		)	67,208
	Income tax expense (benefit)	10,460		9,130		1,823			21,413		(578		)	20,835
	Net income (loss)	$	23,278	$	20,322	$	4,058		$	47,658	$	(1,285	)	$	46,373
		Six months ended June 30, 2014
	(In thousands)	Commercial		Community Banking		Other			Segment		Corporate and			Consolidated
		Banking							Totals		Reconciling			Total
	Net interest income (loss)	$	113,809	$	175,291	$	23,075		$	312,175	$	(1,752	)	$	310,423
	Provision (benefit) for loan and lease losses	14,691		5,997		308			20,996		(2,746		)	18,250
	Net interest income after provision for loan and lease losses	99,118		169,294		22,767			291,179		994			292,173
	Non-interest income	15,900		50,264		19,618			85,782		11,642			97,424
	Non-interest expense	51,134		161,579		28,243			240,956		6,246			247,202
	Income before income tax expense	63,884		57,979		14,142			136,005		6,390			142,395
	Income tax expense	19,792		17,963		4,381			42,136		1,980			44,116
	Net income	$	44,092	$	40,016	$	9,761		$	93,869	$	4,410		$	98,279
		Six months ended June 30, 2013
	(In thousands)	Commercial		Community Banking		Other			Segment		Corporate and			Consolidated
		Banking							Totals		Reconciling			Total
	Net interest income (loss)	$	104,578	$	171,088	$	19,275		$	294,941	$	(2,084	)	$	292,857
	Provision (benefit) for loan and lease losses	4,417		12,246		50			16,713		(713		)	16,000
	Net interest income (loss) after provision for loan and lease losses	100,161		158,842		19,225			278,228		(1,371		)	276,857
	Non-interest income	11,719		62,267		16,496			90,482		10,047			100,529
	Non-interest expense	49,421		169,011		25,199			243,631		5,508			249,139
	Income before income tax expense	62,459		52,098		10,522			125,079		3,168			128,247
	Income tax expense	19,363		16,150		3,262			38,775		982			39,757
	Net income	$	43,096	$	35,948	$	7,260		$	86,304	$	2,186		$	88,490
		Total Assets
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	At June 30, 2014	$	6,143,936	$	7,932,722	$	384,980		$	14,461,638	$	7,062,699		$	21,524,337
	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	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Commitments and Contingencies	'
	Commitments and Contingencies
	Lease Commitments. At June 30, 2014, Webster was obligated under various non-cancelable operating leases for properties used as banking 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 the leases expire. Rental expense under leases was $5.1 million and $10.1 million for the three and six months ended June 30, 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 also recorded as a component of occupancy expense 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 and $0.4 million for the three and six months ended June 30, 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 contract amounts for off-balance sheet instruments that represent credit risk:
	(In thousands)	At June 30,		At December 31,
		2014		2013
	Unused commitments to extend credit	$	4,326,210	$	4,127,089
	Standby letters of credit	154,249		135,761
	Commercial letters of credit	25,699		13,621
	Total financial instruments with off-balance sheet risk	$	4,506,158	$	4,276,471
	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					Six months ended
		June 30,					June 30,
	(In thousands)	2014		2013			2014		2013
	Balance, beginning of period	$	4,711	$	5,137		$	4,384	$	5,662
	Provision (benefit)	38		(544		)	365		(1,069		)
	Balance, end of period	$	4,749	$	4,593		$	4,749	$	4,593
	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 June 30, 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)	6 Months Ended
	Jun. 30, 2014
Organization, Consolidation and Presentation of Financial Statements [Abstract]	'
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. 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 and 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 typically are assigned this classification upon origination based on management's intent to sell such loans. 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 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.
	ASU No. 2014-09 - Revenue from Contracts with Customers (Topic 606). The ASU establishes a single comprehensive model for an entity to recognize revenue when it transfers promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled, and will supersede nearly all existing revenue recognition guidance, to clarify and converge revenue recognition principles under US GAAP and IFRS. The update outlines five steps to recognizing revenue: (i) identify the contracts with the customer; (ii) identify the separate performance obligations in the contract; (iii) determine the transaction price; (iv) allocate the transaction price to the separate performance obligations; (v) recognize revenue when each performance obligation is satisfied. The update requires more comprehensive disclosures, relating to quantitative and qualitative information for amounts, timing, the nature and uncertainty of revenue, and cash flows arising from contracts with customers, which will mainly impact construction and high-tech industries. The most significant potential impact to banking entities relates to less prescriptive derecognition requirements on the sale of OREO property. The amendments are effective for annual and interim periods beginning after January 1, 2017. An entity may elect either a full retrospective or a modified retrospective application. The Company does not expect the application of this guidance to have a material impact on the Company's financial statements.
	ASU No. 2014-11 - Transfers and Servicing (Topic 860) - “Repurchase-to-Maturity Transactions, Repurchase Financings, and Disclosures.” The ASU requires two accounting changes: (i) the accounting for repurchase-to-maturity transactions are to be accounted for as secured borrowings; (ii) repurchase financing arrangements, separate accounting is required for a transfer of a financial asset executed contemporaneously with a repurchase agreement with the same counterparty, which will result in secured borrowing accounting for the repurchase agreement. Additionally, disclosure requirements have been expanded to include a disaggregation of collateral used for secured borrowings, and contractual maturity disclosure has been expanded to interim periods. 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. 2014-12, Compensation-Stock Compensation (Topic 718) - “Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period (a consensus of the FASB Emerging Issues Task Force).” The ASU provides explicit guidance to account for a performance target that could be achieved after the requisite service period as a performance condition. For awards within the scope of this Update, the Task Force decided that an entity should apply existing guidance in Topic 718 as it relates to share-based payments with performance conditions that affect vesting. Consistent with that guidance, performance conditions that affect vesting should not be reflected in estimating the fair value of an award at the grant date. Compensation cost should be recognized when it is probable that the performance target will be achieved and should represent the compensation cost attributable to the period for which the requisite service has already been rendered. If the performance target becomes probable of being achieved before the end of the requisite service period, the remaining unrecognized compensation cost should be recognized prospectively over the remaining requisite service period. The total amount of compensation cost recognized during and after the requisite service period should reflect the number of awards that are expected to vest and should be adjusted to reflect those awards that ultimately vest. The amendments are effective for annual and interim periods beginning after January 1, 2016. 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)	6 Months Ended
	Jun. 30, 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 June 30, 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	$	525	$	—		$	—		$	525		$	—		$	—		$	525
	Agency collateralized mortgage obligations (“CMO”)	682,716		13,816			(723		)	695,809			—			—			695,809
	Agency mortgage-backed securities (“MBS”)	1,174,246		13,492			(20,611		)	1,167,127			—			—			1,167,127
	Agency commercial mortgage-backed securities (“ACMBS”)	81,046		45			(111		)	80,980			—			—			80,980
	Commercial mortgage-backed securities (“CMBS”)	484,018		27,042			(24		)	511,036			—			—			511,036
	Collateralized loan obligations ("CLO") (1)	357,433		449			—			357,882			—			—			357,882
	Pooled trust preferred securities (2)	14,551		—			(3,216		)	11,335			—			—			11,335
	Single issuer trust preferred securities	41,892		78			(3,137		)	38,833			—			—			38,833
	Corporate debt securities	107,738		5,088			—			112,826			—			—			112,826
	Equity securities - financial institutions (3)	2,314		1,364			—			3,678			—			—			3,678
	Total available-for-sale	$	2,946,479	$	61,374		$	(27,822	)	$	2,980,031		$	—		$	—		$	2,980,031
	Held-to-maturity:
	Agency CMO	$	317,408	$	—		$	—		$	317,408		$	9,096		$	(453	)	$	326,051
	Agency MBS	2,204,891		—			—			2,204,891			59,881			(19,924		)	2,244,848
	Agency CMBS	279,926		—			—			279,926			585			(232		)	280,279
	Municipal bonds and notes	380,268		—			—			380,268			15,047			(71		)	395,244
	CMBS	289,090		—			—			289,090			11,238			(1,609		)	298,719
	Private Label MBS	7,220		—			—			7,220			137			—			7,357
	Total held-to-maturity	$	3,478,803	$	—		$	—		$	3,478,803		$	95,984		$	(22,289	)	$	3,552,498
	Total investment securities	$	6,425,282	$	61,374		$	(27,822	)	$	6,458,834		$	95,984		$	(22,289	)	$	6,532,529
	-1	Amortized cost is net of $2.8 million of other-than-temporary impairments at June 30, 2014.
	-2	Amortized cost is net of $7.0 million of other-than-temporary impairments at June 30, 2014.
	-3	Amortized cost is net of $20.4 million of other-than-temporary impairments at June 30, 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 CMO	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 CMO	$	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 impairments at December 31, 2013.
	-2	Amortized cost is net of $14.0 million of other-than-temporary impairments at December 31, 2013.
	-3	Amortized cost is net of $20.4 million of other-than-temporary impairments at December 31, 2013.
Summary of Debt Securities by Contractual Maturity	'
	The amortized cost and fair value of debt securities at June 30, 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	$	15,513	$	15,586			$	15		$	16
	Due after one year through five years	107,904		112,992				76,845			80,553
	Due after five through ten years	254,326		254,743				75,060			78,411
	Due after ten years	2,566,422		2,593,032				3,326,883			3,393,518
	Total debt securities	$	2,944,165	$	2,976,353			$	3,478,803		$	3,552,498
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 type and length of time that individual investment securities have been in a continuous unrealized loss position:
		At June 30, 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 CMO	$	23,805	$	(38	)	$	42,979		$	(685	)	7	$	66,784		$	(723	)
	Agency MBS	28,323		(51		)	689,531			(20,560		)	68	717,854			(20,611		)
	Agency CMBS	44,365		(111		)	—			—			2	44,365			(111		)
	CMBS	—		—			9,382			(24		)	2	9,382			(24		)
	Pooled trust preferred securities	—		—			11,335			(3,216		)	2	11,335			(3,216		)
	Single issuer trust preferred securities	—		—			34,583			(3,137		)	7	34,583			(3,137		)
	Total available-for-sale in an unrealized loss position	$	96,493	$	(200	)	$	787,810		$	(27,622	)	88	$	884,303		$	(27,822	)
	Held-to-maturity:
	Agency CMO	$	17,636	$	(413	)	$	9,494		$	(40	)	2	$	27,130		$	(453	)
	Agency MBS	112,994		(254		)	697,179			(19,670		)	51	810,173			(19,924		)
	Agency CMBS	109,610		(232		)	—			—			5	109,610			(232		)
	Municipal bonds and notes	5,084		(21		)	5,621			(50		)	10	10,705			(71		)
	CMBS	—		—			73,750			(1,609		)	7	73,750			(1,609		)
	Total held-to-maturity in an unrealized loss position	$	245,324	$	(920	)	$	786,044		$	(21,369	)	75	$	1,031,368		$	(22,289	)
	Total investment securities in an unrealized loss position	$	341,817	$	(1,120	)	$	1,573,854		$	(48,991	)	163	$	1,915,671		$	(50,111	)
		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 CMO	$	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 CMO	$	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 June 30, 2014:
	(Dollars in thousands)	Amortized		Gross			Fair			Lowest Credit	Total OTTI through June 30,			% of		Deferrals/
		Cost (1)		Unrealized			Value			Ratings as of	2014			Performing		Defaults
				Losses						June 30,				Bank		(As a % of
										2014 (2)				Issuers		Current
																Collateral)
	Deal Name:
	Security K	$	7,468	$	(1,246	)	$	6,222		CCC	$	(2,040	)	75	%	29.3	%
	Security M	7,083		(1,970		)	5,113			D	(4,926		)	65.2	%	32.6	%
	Pooled trust preferred securities	$	14,551	$	(3,216	)	$	11,335			$	(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 June 30, 2014:
	(Dollars in thousands)	Amortized		Gross			Gross			Fair			Lowest Credit
		Cost		Unrealized			Unrealized			Value			Ratings as of
				Gains			Losses						June 30, 2014 (1)
	Deal Name:
	Security B	$	6,951	$	—		$	(576	)	$	6,375		BB
	Security C	8,738		—			(392		)	8,346			BBB
	Security E	11,843		78			(569		)	11,352			BBB
	Security F	14,360		—			(1,600		)	12,760			BBB
	Single issuer trust preferred securities	$	41,892	$	78		$	(3,137	)	$	38,833
	-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 June 30,							Six months ended June 30,
	(In thousands)	2014			2013				2014				2013
	Balance of OTTI, beginning of period	$	9,665		$	10,460			$	16,633			$	10,460
	Reduction for securities sold	—			—				(7,056		)		—
	Additions for OTTI not previously recognized	73			—				161				—
	Balance of OTTI, end of period	$	9,738		$	10,460			$	9,738			$	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 June 30,						Six months ended June 30,
	(In thousands)	2014		2013				2014			2013
	Agency MBS	$	—	$	—			$	—		$	11,771
	CMBS	—		24,750				—			24,750
	CLOs	—		—				—			—
	Pooled trust preferred securities	—		—				21,695			—
	Proceeds from sales of available-for-sale securities	$	—	$	24,750			$	21,695		$	36,521
	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 June 30,
		2014												2013
	(In thousands)	Gains		Losses			OTTI Charges			Net				Gains			Losses			OTTI Charges		Net
	Agency MBS	$	—	$	—		$	—		$	—			$	—		$	—		$	—	$	—
	CMBS	—		—			—			—				333			—			—		333
	CLOs	—		—			(73		)	(73		)		—			—			—		—
	Pooled trust preferred securities	—		—			—			—				—			—			—		—
	Total (loss) gain	$	—	$	—		$	(73	)	$	(73	)		$	333		$	—		$	—	$	333
		Six months ended June 30,
		2014												2013
	(In thousands)	Gains		Losses			OTTI Charges			Net				Gains			Losses			OTTI Charges		Net
	Agency MBS	$	—	$	—		$	—		$	—			$	106		$	—		$	—	$	106
	CMBS	—		—			—			—				333			—			—		333
	CLOs	—		—			(161		)	(161		)		—			—			—		—
	Pooled trust preferred securities	4,336		—			—			4,336				—			—			—		—
	Total gain (loss)	$	4,336	$	—		$	(161	)	$	4,175			$	439		$	—		$	—	$	439

Loans_and_Leases_Loans_and_Lea

Loans and Leases Loans and Leases (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 2014
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Total (2)
											Real Estate (1)			Financing
	Recorded Investment:
	Individually evaluated for impairment	$	141,158		$	51,480		$	44,067		$	104,038		$	166		$	340,909
	Collectively evaluated for impairment	3,235,181			2,505,617			3,571,110			3,196,014			464,782			12,972,704
	Recorded investment in loans and leases	3,376,339			2,557,097			3,615,177			3,300,052			464,948			13,313,613
	Less: Accrued interest	10,248			7,789			12,035			8,161			—			38,233
	Loans and leases	$	3,366,091		$	2,549,308		$	3,603,142		$	3,291,891		$	464,948		$	13,275,380
		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 June 30, 2014 and December 31, 2013.
	-2	Loans and leases include net deferred fees and unamortized premiums of $12.6 million and $13.3 million at June 30, 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 June 30, 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)	$	11,721		$	6,379		$	—		$	68,056		$	86,156		$	3,231,294		$	3,317,450
	Construction	2			—			—			499			501			58,326			58,827
	Consumer:
	Home equity (1)	13,655			4,950			—			36,395			55,000			2,324,204			2,379,204
	Liquidating-home equity	1,610			536			—			5,500			7,646			93,072			100,718
	Other consumer	445			180			—			204			829			76,408			77,237
	Commercial:
	Commercial non-mortgage	1,287			3,807			189			14,184			19,467			2,969,417			2,988,884
	Asset-based	—			—			—			—			—			626,293			626,293
	Commercial real estate:
	Commercial real estate	1,001			646			968			15,134			17,749			3,083,914			3,101,663
	Commercial construction	—			—			—			3,919			3,919			194,470			198,389
	Equipment financing	217			73			—			863			1,153			463,795			464,948
	Total	$	29,938		$	16,571		$	1,157		$	144,754		$	192,420		$	13,121,193		$	13,313,613
	-1	A total of $17.6 million residential and consumer loans was 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.
		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
Activity In Allowance For Losses	'
	The following tables summarize the ALLL by portfolio segment:
		At or for the three months ended June 30, 2014
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	19,419		$	35,289		$	53,110		$	31,130		$	3,889		$	10,763		$	153,600
	Provision (benefit) charged to expense	968			2,662			1,086			3,392			1,273			(131		)	9,250
	Losses charged off	(1,840		)	(5,286		)	(3,685		)	(447		)	(20		)	—			(11,278		)
	Recoveries	507			1,202			1,121			69			397			—			3,296
	Balance, end of period	$	19,054		$	33,867		$	51,632		$	34,144		$	5,539		$	10,632		$	154,868
	Individually evaluated for impairment	$	11,258		$	4,065		$	1,947		$	3,084		$	7		$	—		$	20,361
	Collectively evaluated for impairment	$	7,796		$	29,802		$	49,685		$	31,060		$	5,532		$	10,632		$	134,507
		At or for the three months ended June 30, 2013
	(In thousands)	Residential			Consumer			Commercial			Commercial			Equipment			Unallocated			Total
											Real Estate			Financing
	Allowance for loan and lease losses:
	Balance, beginning of period	$	27,891		$	50,369		$	44,050		$	30,894		$	3,636		$	11,000		$	167,840
	Provision (benefit) charged to expense	657			4,360			4,895			(479		)	(933		)	—			8,500
	Losses charged off	(2,112		)	(7,331		)	(6,156		)	(2,510		)	(4		)	—			(18,113		)
	Recoveries	440			2,261			1,058			552			904			—			5,215
	Balance, end of period	$	26,876		$	49,659		$	43,847		$	28,457		$	3,603		$	11,000		$	163,442
	Individually evaluated for impairment	$	14,010		$	3,506		$	880		$	3,522		$	—		$	—		$	21,918
	Collectively evaluated for impairment	$	12,866		$	46,153		$	42,967		$	24,935		$	3,603		$	11,000		$	141,524
		At or for the six months ended June 30, 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	705			2,173			8,665			6,565			451			(309		)	18,250
	Losses charged off	(2,998		)	(10,172		)	(6,833		)	(2,852		)	(20		)	—			(22,875		)
	Recoveries	767			2,315			2,094			548			1,196			—			6,920
	Balance, end of period	$	19,054		$	33,867		$	51,632		$	34,144		$	5,539		$	10,632		$	154,868
	Individually evaluated for impairment	$	11,258		$	4,065		$	1,947		$	3,084		$	7		$	—		$	20,361
	Collectively evaluated for impairment	$	7,796		$	29,802		$	49,685		$	31,060		$	5,532		$	10,632		$	134,507
		At or for the six months ended June 30, 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	1,760			9,060			5,119			3,100			(2,039		)	(1,000		)	16,000
	Losses charged off	(5,048		)	(17,738		)	(10,495		)	(6,270		)	(91		)	—			(39,642		)
	Recoveries	690			4,083			2,657			793			1,732			—			9,955
	Balance, end of period	$	26,876		$	49,659		$	43,847		$	28,457		$	3,603		$	11,000		$	163,442
	Individually evaluated for impairment	$	14,010		$	3,506		$	880		$	3,522		$	—		$	—		$	21,918
	Collectively evaluated for impairment	$	12,866		$	46,153		$	42,967		$	24,935		$	3,603		$	11,000		$	141,524
Impaired Loans	'
	The following tables summarize impaired loans and leases by portfolio class:
		At June 30, 2014
	(In thousands)	Unpaid			Total			Recorded			Recorded			Related
		Principal			Recorded			Investment			Investment			Valuation
		Balance			Investment			No Allowance			With Allowance			Allowance
	Residential:
	1-4 family	$	156,185		$	141,156		$	24,098		$	117,058		$	11,258
	Construction	446			2			2			—			—
	Consumer:
	Home equity	51,597			45,147			23,222			21,925			3,480
	Liquidating-home equity	8,020			6,333			3,659			2,674			585
	Commercial:
	Commercial non-mortgage	50,970			44,067			17,736			26,331			1,947
	Commercial real estate:
	Commercial real estate	93,791			91,652			37,451			54,201			3,009
	Commercial construction	9,439			8,232			3,438			4,794			75
	Equipment financing	165			166			—			166			7
	Totals:
	Residential	156,631			141,158			24,100			117,058			11,258
	Consumer	59,617			51,480			26,881			24,599			4,065
	Commercial	50,970			44,067			17,736			26,331			1,947
	Commercial real estate	103,230			99,884			40,889			58,995			3,084
	Equipment financing	165			166			—			166			7
	Total	$	370,613		$	336,755		$	109,606		$	227,149		$	20,361
		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:
		30-Jun-14			Three months ended June 30, 2014						Six months ended June 30, 2014							30-Jun-13			Three months ended June 30, 2013					Six months ended June 30, 2013
	(In thousands)	Average			Accrued			Cash Basis Interest Income			Accrued			Cash Basis Interest Income				Average			Accrued			Cash Basis Interest Income		Accrued		Cash Basis Interest Income
		Recorded			Interest						Interest							Recorded			Interest					Interest
		Investment			Income						Income							Investment			Income					Income
	Residential:
	1-4 family	$	142,013		$	1,146		$	283		$	2,338		$	607			$	146,088		$	1,085		$	478	$	2,081	$	956
	Construction	2			—			—			—			—				261			—			—		2		—
	Consumer:
	Home equity	45,362			310			237			628			500				47,794			221			357		422		727
	Liquidating-home equity	6,468			48			62			100			123				6,957			37			81		75		161
	Commercial:
	Commercial non-mortgage	48,133			542			—			1,170			—				66,415			685			—		1,393		—
	Commercial real estate:
	Commercial real estate	91,314			851			—			1,652			—				130,631			1,165			—		2,566		—
	Commercial construction	9,429			59			—			141			—				19,993			162			—		321		—
Equipment financing	188			3			—			6			—				1,811			(7		)	—		—		—
Totals:
Residential	142,015			1,146			283			2,338			607				146,349			1,085			478		2,083		956
Consumer	51,830			358			299			728			623				54,751			258			438		497		889
Commercial	48,133			542			—			1,170			—				66,415			685			—		1,393		—
Commercial real estate	100,743			910			—			1,793			—				150,624			1,327			—		2,887		—
Equipment financing	188			3			—			6			—				1,811			(7		)	—		13		—
Total	$	342,909		$	2,959		$	582		$	6,035		$	1,230			$	419,950		$	3,348		$	916	$	6,873	$	1,845
Financing Receivable Credit Quality Indicators	'
	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 June 30,				At December 31,				At June 30,				At December 31,				At June 30,				At December 31,
		2014				2013				2014				2013				2014				2013
	(1) - (6) Pass	$	3,416,031			$	3,091,154			$	3,168,118			$	2,947,116			$	444,401			$	437,033
	(7) Special Mention	60,658				87,451				18,965				20,901				1,362				7,979
	(8) Substandard	138,137				114,199				112,394				97,822				19,185				15,438
	(9) Doubtful	351				440				575				585				—				—
	(10) Loss	—				—				—				—				—				—
	Total	$	3,615,177			$	3,293,244			$	3,300,052			$	3,066,424			$	464,948			$	460,450
	The recorded investment in commercial, commercial real estate, and equipment financing TDRs segregated by risk rating exposure is as follows:
	(In thousands)	At June 30,				At December 31,
		2014				2013
	(1) - (6) Pass	$	47,639			$	55,973
	(7) Special Mention	—				—
	(8) Substandard	84,529				90,461
	(9) Doubtful	405				414
	(10) Loss	—				—
	Total	$	132,573			$	146,848
Troubled Debt Restructurings on Financing Receivables	'
	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 June 30,										Six months ended June 30,
		2014					2013					2014					2013
	(Dollars in thousands)	Number of	Recorded				Number of	Recorded				Number of	Recorded				Number of	Recorded
		Loans and	Investment				Loans and	Investment				Loans and	Investment				Loans and	Investment
		Leases					Leases					Leases					Leases
	Residential:
	1-4 family	2	$	977			3	$	622			6	$	1,204			5	$	989
	Consumer:
	Home equity	—	—				—	—				4	218				3	38
	Liquidating-home equity	—	—				2	81				—	—				2	81
	Commercial:
	Commercial non-mortgage	1	46				—	—				2	91				—	—
	Commercial real estate:
	Commercial real estate	—	—				1	2,561				—	—				1	2,561
	Total	3	$	1,023			6	$	3,264			12	$	1,513			11	$	3,669
	The following table provides information on how loans and leases were modified as TDRs:
		Three months ended June 30,
		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	$	1,102		$	118		$	658		$	756			$	1,615		$	493		$	2,722		$	3,015
	Consumer:
	Home equity	298			—			47			457				467			—			133			981
	Liquidating-home equity	—			—			—			66				80			—			—			265
	Commercial:
	Commercial non-mortgage	302			25			391			6,396				7,018			—			282			—
	Commercial real estate:
	Commercial real estate	—			—			—			—				38			—			—			—
	Total	$	1,702		$	143		$	1,096		$	7,675			$	9,218		$	493		$	3,137		$	4,261
		Six months ended June 30,
		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	$	1,808		$	345		$	3,247		$	2,833			$	2,520		$	1,234		$	6,071		$	4,433
	Consumer:
	Home equity	768			51			302			1,839				575			154			1,217			2,032
	Liquidating-home equity	—			—			—			128				80			—			—			354
	Commercial:
	Commercial non-mortgage	356			25			632			6,546				7,520			—			629			39
	Commercial real estate:
	Commercial real estate	—			—			—			—				38			—			11,675			—
	Commercial construction	—			—			—			—				189			—			—			—
	Total	$	2,932		$	421		$	4,181		$	11,346			$	10,922		$	1,388		$	19,592		$	6,858
	The following table summarizes information for TDRs:
	(Dollars in thousands)	At June 30,				At December 31,
		2014				2013
	Recorded investment of TDRs:
	Accrual status (1)	$	238,411			$	238,926
	Non-accrual status (1)	86,800				102,972
	Total recorded investment of TDRs	$	325,211			$	341,898
	Accruing TDRs performing under modified terms more than one year	67.5		%		58.2		%
	Specific reserves for TDRs included in the balance of allowance for loan and lease losses	$	19,802			$	20,360
	Additional funds committed to borrowers in TDR status	1,381				1,262
	-1	A total of $17.6 million residential and consumer loans was 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.
	The following table provides information on loans and leases modified as TDRs:
		Three months ended June 30,
		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	19		$	2,634		$	2,634		3.7	%		40		$	7,845		$	7,845		3.90%
Consumer:
Home equity	17		802			802			4.4			28		1,581			1,581			4.3
Liquidating-home equity	1		66			66			3			4		345			345			4.4
Commercial:
Commercial non-mortgage	12		7,114			7,114			5.3			7		7,300			7,300			7.4
Commercial real estate:
Commercial real estate	—		—			—			—			1		38			38			4.5
Total	49		$	10,616		$	10,616		4.8	%		80		$	17,109		$	17,109		5.4	%
	Six months ended June 30,
	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	45		$	8,233		$	8,233		4.3	%		72		$	14,258		$	14,258		3.9	%
Construction	—		—						—
Consumer:
Home equity	57		2,960			2,960			4.6			65		3,978			3,978			4.2
Liquidating-home equity	2		128			128			4			9		434			434			5
Commercial:
Commercial non-mortgage	21		7,559			7,559			5.4			10		8,188			8,188			7.1
Commercial real estate:
Commercial real estate	—		—			—			—			3		11,713			11,713			2.7
Total	125		$	18,880		$	18,880		4.8	%		161		$	38,760		$	38,760		4.3	%

Transfers_of_Financial_Assets_1

Transfers of Financial Assets and Mortgage Servicing Assets (Tables)	6 Months Ended
	Jun. 30, 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 June 30,						Six months ended June 30,
	(In thousands)	2014			2013			2014			2013
	Beginning balance	$	1,901		$	2,094		$	2,254		$	2,617
	(Benefit) provision	(213		)	557			(523		)	1,015
	Loss on repurchased loans and settlements	(113		)	(3		)	(156		)	(984		)
	Ending balance	$	1,575		$	2,648		$	1,575		$	2,648
Schedule of Loan Sale Activity	'
	The following table provides detail of activity related to loan sales:
		Three months ended June 30,						Six months ended June 30,
	(In thousands)	2014			2013			2014			2013
	Residential mortgage loans:
	Proceeds from the sale of loans held for sale	$	56,576		$	223,588		$	122,219		$	457,638
	Net gain on sale included as mortgage banking activities	513			6,539			1,288			13,234
	Loans sold with servicing rights retained	52,329			210,074			114,933			430,267
	Commercial loans:
	Proceeds from the sale of loans held for sale	—			2,349			—			12,685
	Net loss on sale included as mortgage banking activities	—			(651		)	—			(315		)

Goodwill_and_Other_Intangible_1

Goodwill and Other Intangible Assets (Tables)	6 Months Ended
	Jun. 30, 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 June 30,			At December 31, 2013
		2014
	Segment:
	Community Banking	$	516,560		$	516,560
	Other	13,327			13,327
	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 June 30, 2014							At December 31, 2013
	(In thousands)	Gross Carrying		Accumulated			Net Carrying		Gross Carrying		Accumulated			Net Carrying
		Amount		Amortization			Amount		Amount		Amortization			Amount
	Community Banking	$	49,420	$	(45,905	)	$	3,515	$	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	$	848
	2015	1,524
	2016	1,143

Deposits_Tables

Deposits (Tables)	6 Months Ended
	Jun. 30, 2014
Banking and Thrift [Abstract]	'
Summary Of Deposits	'
	A summary of deposits by type follows:
	(In thousands)	At June 30,		At December 31,
		2014		2013
	Non-interest-bearing:
	Demand	$	3,249,996	$	3,128,152
	Interest-bearing:
	Checking	2,073,652		1,934,291
	Health savings accounts	1,754,986		1,533,310
	Money market	1,844,014		2,167,593
	Savings	3,973,109		3,863,930
	Time deposits	2,307,088		2,227,144
	Total interest-bearing	11,952,849		11,726,268
	Total deposits	$	15,202,845	$	14,854,420
	Demand deposit overdrafts reclassified as loan balances	$	1,186	$	1,455
Scheduled Maturities Of Time Deposits	'
	At June 30, 2014, the scheduled maturities of time deposits are as follows:
	(In thousands)	Years ending December 31:
	2014	$	755,522
	2015	800,457
	2016	263,690
	2017	96,570
	2018	146,359
	Thereafter	244,490
	Time deposits	$	2,307,088
Additional Information Of Deposits	'
	The following table presents additional information about the Company’s brokered deposits:
	(In thousands)	At June 30,		At December 31,
		2014		2013
	Interest-bearing checking obtained through brokers	$	56,778	$	57,817
	Time deposits obtained through brokers	278,080		148,117
	Total brokered deposits	$	334,858	$	205,934

Securities_Sold_Under_Agreemen1

Securities Sold Under Agreements to Repurchase and Other Borrowings (Tables)	6 Months Ended
	Jun. 30, 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 June 30,		At December 31,
		2014		2013
	Securities sold under agreements to repurchase:
	Original maturity of one year or less	$	459,259	$	359,662
	Original maturity of greater than one year, non-callable	550,000		550,000
	Callable at the option of the counterparty (1)	—		100,000
		1,009,259		1,009,662
	Other borrowings:
	Federal funds purchased	392,000		322,000
	Securities sold under agreements to repurchase and other borrowings	$	1,401,259	$	1,331,662
	-1	There are $100 million of securities sold under agreements to repurchase that had callable options for June 23, 2014 and were classified as callable at the option of the counterparty at December 31, 2013. The callable options were not exercised as of the call date and were reclassified as original maturity of greater than one year, non-callable at June 30, 2014.

Federal_Home_Loan_Bank_Advance1

Federal Home Loan Bank Advances (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 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	$	1,715,000	0.22	%	$	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	155,841		1.23		155,926		1.25
		2,217,275		0.5	%	2,052,360		0.54	%
	Unamortized premiums	49				61
	Federal Home Loan Bank advances	$	2,217,324			$	2,052,421

LongTerm_Debt_Tables

Long-Term Debt (Tables)	6 Months Ended
	Jun. 30, 2014
Debt Disclosure [Abstract]	'
Schedule Of Long-Term Debt	'
	The following table summarizes long-term debt:
	(Dollars in thousands)		At June 30,			At December 31,
			2014			2013
	4.38%	senior fixed-rate notes due 2024 (1)	$	150,000		$	—
	5.13%	senior fixed-rate notes due 2014	—			150,000
	Junior subordinated debt Webster Statutory Trust I floating-rate notes due 2033 (2)		77,320			77,320
	Total notes and subordinated debt		227,320			227,320
	Unamortized discount, net (3)		(1,142		)	(21		)
	Hedge accounting adjustments (3)		—			1,066
	Long-term debt		$	226,178		$	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 3.182% at June 30, 2014 and 3.194% at December 31, 2013
	-3	Related to senior fixed-rate notes due 2024 at June 30, 2014 and senior fixed-rate notes due 2014 at December 31, 2013

Other_Comprehensive_Income_Tab

Other Comprehensive Income (Tables)	6 Months Ended
	Jun. 30, 2014
Equity [Abstract]	'
Schedule of Other Comprehensive Income (Loss)	'
	The following tables summarize the changes in accumulated other comprehensive income (loss) by component:
		Three months ended June 30, 2014
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	5,505		$	(21,932	)	$	(27,264	)	$	(43,691	)
	Other comprehensive income (loss) before reclassifications	15,704			(3,876		)	468			12,296
	Amounts reclassified from accumulated other comprehensive income (loss)	47			1,358			(5		)	1,400
	Net current-period other comprehensive income (loss), net of tax	15,751			(2,518		)	463			13,696
	Ending balance	$	21,256		$	(24,450	)	$	(26,801	)	$	(29,995	)
		Three months ended June 30, 2013
	(In thousands)	Available For Sale and Transferred Securities			Derivative Instruments			Defined Benefit Pension and Postretirement Benefit Plans			Total
	Beginning balance	$	41,191		$	(25,961	)	$	(46,141	)	$	(30,911	)
	Other comprehensive (loss) income before reclassifications	(38,248		)	1,581			572			(36,095		)
	Amounts reclassified from accumulated other comprehensive (loss) income	(214		)	1,508			573			1,867
	Net current-period other comprehensive (loss) income, net of tax	(38,462		)	3,089			1,145			(34,228		)
	Ending balance	$	2,729		$	(22,872	)	$	(44,996	)	$	(65,139	)
		Six months ended June 30, 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	26,553			(9,027		)	935			18,461
	Amounts reclassified from accumulated other comprehensive (loss) income	(2,680		)	2,783			(10		)	93
	Net current-period other comprehensive income (loss), net of tax	23,873			(6,244		)	925			18,554
	Ending balance	$	21,256		$	(24,450	)	$	(26,801	)	$	(29,995	)
		Six months ended June 30, 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	(39,730		)	1,880			1,056			(36,794		)
	Amounts reclassified from accumulated other comprehensive (loss) income	(282		)	3,150			1,053			3,921
	Net current-period other comprehensive (loss) income, net of tax	(40,012		)	5,030			2,109			(32,873		)
	Ending balance	$	2,729		$	(22,872	)	$	(44,996	)	$	(65,139	)
Schedule of Accumulated Other Comprehensive Income (Loss)	'
	The following tables summarize the reclassifications out of accumulated other comprehensive income (loss):
		Three months ended June 30,
		2014			2013
	Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Associated Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Available-for-sale and transferred securities:
	Unrealized gains on available-for-sale securities	$	—		$	333		Net gain on sale of investment securities
	Unrealized gains on available-for-sale securities	(73		)	—			Impairment loss recognized in earnings
	Tax benefit (expense)	26			(119		)	Income tax expense
	Net of tax	$	(47	)	$	214
	Derivative instruments:
	Cash flow hedges	$	(2,115	)	$	(2,349	)	Total interest expense
	Tax benefit	757			841			Income tax expense
	Net of tax	$	(1,358	)	$	(1,508	)
	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	26		$	(875	)	Compensation and benefits
	Prior service costs	(18		)	(18		)	Compensation and benefits
	Tax (expense) benefit	(3		)	320			Income tax expense
	Net of tax	$	5		$	(573	)
		Six months ended June 30,
		2014			2013
	Accumulated Other Comprehensive Income (Loss) Components	Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Amount Reclassified From Accumulated Other Comprehensive Income (Loss)			Associated Line Item in the Condensed Consolidated Statements Of Income
	(In thousands)
	Available-for-sale and transferred securities:
	Unrealized gains (losses) on available-for-sale securities	$	4,336		$	439		Net gain on sale of investment securities
	Unrealized gains (losses) on available-for-sale securities	(161		)	—			Impairment loss recognized in earnings
	Tax expense	(1,495		)	(157		)	Income tax expense
	Net of tax	$	2,680		$	282
	Derivative instruments:
	Cash flow hedges	$	(4,336	)	$	(4,907	)	Total interest expense
	Tax benefit	1,553			1,757			Income tax expense
	Net of tax	$	(2,783	)	$	(3,150	)
	Defined benefit pension and postretirement benefit plans:
	Amortization of net loss	$	52		$	(1,604	)	Compensation and benefits
	Prior service costs	(36		)	(36		)	Compensation and benefits
	Tax (expense) benefit	(6		)	587			Income tax expense
	Net of tax	$	10		$	(1,053	)

Regulatory_Matters_Tables

Regulatory Matters (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 2014
	Webster Financial Corporation
	Total risk-based capital	$	2,026,230	14.1	%	$	1,150,525	8	%	$	1,438,156	10	%
	Tier 1 capital	1,865,999		13		575,262		4		862,894		6
	Tier 1 leverage capital	1,865,999		9		828,312		4		1,035,390		5
	Webster Bank, N.A.
	Total risk-based capital	$	1,876,692	13.1	%	$	1,148,263	8	%	$	1,435,329	10	%
	Tier 1 capital	1,717,075		12		574,132		4		861,198		6
	Tier 1 leverage capital	1,717,075		8.3		827,260		4		1,034,074		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)	6 Months Ended
	Jun. 30, 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 June 30,						Six months ended June 30,
	(In thousands, except per share data)	2014			2013			2014			2013
	Earnings for basic and diluted earnings per common share:
	Net income available to common shareholders	$	45,217		$	43,734		$	93,001		$	82,965
	Less: Dividends to participating shares	(74		)	(56		)	(122		)	(88		)
	Income allocated to participating shares	(113		)	(129		)	(237		)	(247		)
	Net income allocated to common shareholders	$	45,030		$	43,549		$	92,642		$	82,630
	Shares:
	Weighted-average common shares outstanding - basic	89,776			89,645			89,831			87,585
	Effect of dilutive securities:
	Stock options and restricted stock	471			290			479			308
	Warrants - Series A1 and A2	—			—			—			1,917
	Warrants - other	281			152			274			143
	Weighted-average common shares outstanding - diluted	90,528			90,087			90,584			89,953
	Earnings per common share:
	Basic	$	0.5		$	0.49		$	1.03		$	0.94
	Diluted	0.5			0.48			1.02			0.92

Derivative_Financial_Instrumen1

Derivative Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2014
Derivative Instruments and Hedging Activities Disclosure [Abstract]	'
Schedule of Notional Amounts of Outstanding Derivative Positions	'
	The table below presents information for Webster's forward-settle interest rate swaps, which are structured as pay fixed-receive 1-month LIBOR, outstanding at June 30, 2014:
	(Dollars in thousands)
	Number of Instruments	Total Notional Amount			Trade Date	Effective Date	Maturity Date	Debt Issuance Expected
	2	$	50,000		August 2013 and September 2013	30-Jun-14	30-Jun-19	April 2014 - March 2015
	4	$	100,000		October 2013 and November 2013	October 16, 2014 and November 18, 2014	October 16, 2019 and November 18, 2019	July 2014 - May 2015
	2	$	50,000		Jan-14	31-Jan-15	31-Jan-20	October 2014 - July 2015
	2	$	50,000		April 2014 and May 2014	16-Jun-15	16-Jun-20	March 2015 - December 2015
	Webster uses interest rate swaps and caps to protect the Company from exposure to variability in cash flows relating to interest payments on floating-rate funding instruments. The swaps and caps are structured to offset fluctuations in interest rates on floating-rate debt during the life of the funding instrument.
	The table below presents information for Webster's interest rate swaps and caps outstanding at June 30, 2014:
	(Dollars in thousands)
	Number of Instruments	Total Notional Amount			Instrument Type	Trade Date	Strike Rate Indexed to 3-Month LIBOR	Hedged Debt	Maturity Date
	6	$	150,000		Cap	April 2013, January 2014, February 2014, April 2014	3.00%	$150 million 3-month LIBOR indexed floating-rate FHLB advance	Dec-21
	3	$	75,000		Swap	Jun-14	-	$75 million 28 day rolling FHLB advance for a 5 year term	July 2019 and August 2019
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 June 30, 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	Other assets	—	$	—		$	—			8	$	200,000		$	3,027
	Forward-settle interest rate swap	Other liabilities	13	325,000			(4,556		)		5	125,000			(622		)
	Interest rate cap	Other assets	6	150,000			6,512				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 June 30,
		2014							2013
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Interest rate swaps on FHLB advances	$	—		$	1,352			$	118		$	1,519
	Interest rate swaps on senior fixed-rate notes	—			77				—			—
	Interest rate swaps on junior subordinated debt	—			—				—			—
	Interest rate swaps on repurchase agreements	—			673				—			830
	Interest rate swaps on brokered CDs	—			13				—			—
	Net increase to interest expense on borrowings	$	—		$	2,115			$	118		$	2,349
		Six months ended June 30,
		2014							2013
	(In thousands)	Interest			Amount Reclassified From AOCI				Interest			Amount Reclassified From AOCI
		Expense							Expense
	Interest rate swaps on FHLB advances	$	—		$	2,705			$	498		$	3,251
	Interest rate swaps on senior fixed-rate notes	—			115				—			—
	Interest rate swaps on junior subordinated debt	—			—				—			(3		)
	Interest rate swaps on repurchase agreements	—			1,503				—			1,660
	Interest rate swaps on brokered CDs	—			13				—			—
	Net increase to interest expense on borrowings	$	—		$	4,336			$	498		$	4,908
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 June 30,								Six months ended June 30,
	(In thousands)	2014				2013				2014				2013
	Interest rate swaps on senior fixed-rate notes	$	(267	)		$	(800	)		$	(1,066	)		$	(1,599	)
	Interest rate swaps on junior subordinated debt	—				—				—				(207		)
	Net reduction to interest expense on borrowings	$	(267	)		$	(800	)		$	(1,066	)		$	(1,806	)
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 June 30, 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	191		$	1,181,750		$	38,848		$	—		$	38,848
	Commercial loan interest rate derivatives	Other liabilities	59		580,769			—			(4,392		)	(4,392		)
	Total customer position		250		$	1,762,519		$	38,848		$	(4,392	)	$	34,456
	Webster with counterparty position:
	Commercial loan interest rate derivatives	Other assets	27		$	267,043		$	1,792		$	(1,188	)	$	604
	Commercial loan interest rate derivatives	Other liabilities	217		1,495,414			5,993			(26,968		)	(20,975		)
	Fed Funds futures	Other liabilities	13		9,810,000			19			(271		)	(252		)
	Total counterparty position		257		$	11,572,457		$	7,804		$	(28,427	)	$	(20,623	)
			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 June 30,								Six months ended June 30,
	(In thousands)	2014				2013				2014				2013
	Non-hedge derivatives, net	$	1,453			$	981			3,566				1,633
	Fed funds futures contracts	(11		)		108				(286		)		160
	Net increase to other non-interest income	$	1,442			$	1,089			$	3,280			$	1,793
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 June 30, 2014
		Notional Amount				Hedge Accounting Positions							Non-Hedge Accounting Positions						Total MTM(Loss) Gain			Cash Collateral Posted (Received)			Net Exposure (1)
	(In thousands)					MTM Gain			MTM Loss				MTM Gain			MTM Loss
	Dealer A	$	427,920			$	—		$	(228	)		$	2,594		$	(8,783	)	$	(6,417	)	$	6,400		$	—
	Dealer B	337,171				2,171			—				1,769			(8,183		)	(4,243		)	3,970			—
	Dealer C	14,093				—			—				—			(1,149		)	(1,149		)	—			—
	Dealer D	292,043				1,085			—				1,792			(1,188		)	1,689			(1,700		)	—
	Dealer E	384,971				3,256			—				1,492			(1,918		)	2,830			(2,790		)	—
	Dealer F (2)	10,591,259				—			(4,328		)		157			(7,206		)	(11,377		)	23,271			11,894
	Total	$	12,047,457			$	6,512		$	(4,556	)		$	7,804		$	(28,427	)	$	(18,667	)	$	29,151
		At December 31, 2013
		Notional Amount				Hedge Accounting Positions							Non-Hedge Accounting Positions						Total MTM (Loss) Gain			Cash Collateral Posted (Received)			Net Exposure (1)
	(In thousands)					MTM Gain			MTM Loss				MTM Gain			MTM Loss
	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)	6 Months Ended
	Jun. 30, 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 June 30, 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	$	525		$	525		$	—		$	—
	Agency CMOs	695,809			—			695,809			—
	Agency MBS	1,167,127			—			1,167,127			—
	Agency CMBS	80,980			—			80,980			—
	CMBS	511,036			—			511,036			—
	CLOs	357,882			—			357,882			—
	Pooled trust preferred securities	11,335			—			—			11,335
	Single issuer trust preferred securities	38,833			—			38,833			—
	Corporate debt	112,826			—			112,826			—
	Equity securities	3,678			3,403			275			—
	Total available for sale securities	2,980,031			3,928			2,964,768			11,335
	Derivative instruments	46,060			19			46,041			—
	Investments held in Rabbi Trust	5,912			5,912			—			—
	Alternative investments	333			—			—			333
	Total financial assets held at fair value	$	3,032,336		$	9,859		$	3,010,809		$	11,668
	Financial liabilities held at fair value:
	Derivative instruments	$	30,371		$	271		$	30,100		$	—
	Mortgage banking derivatives	121			—			121			—
	Total financial liabilities held at fair value	$	30,492		$	271		$	30,221		$	—
		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 the changes in Level 3 assets and liabilities that are measured at fair value on a recurring basis:
		Three months ended June 30,							Six months ended June 30,
	(In thousands)	2014			2013				2014			2013
	Level 3, beginning of period	$	12,524		$	280,582			$	29,055		$	116,280
	Transfers out of Level 3 (1)	—			(248,844		)		—			(248,844		)
	Change in unrealized loss included in other comprehensive income	(606		)	1,643				194			7,000
	Unrealized loss included in net income	(250		)	(20		)		(232		)	(285		)
	Realized gain on sale of available for sale securities	—			—				4,336			—
	Purchases/capital calls	—			109				—			159,412
	Sales/proceeds	—			—				(21,695		)	—
	Accretion/amortization	21			146				52			188
	Calls/paydowns	(21		)	(2,044		)		(42		)	(2,179		)
	Level 3, end of period	$	11,668		$	31,572			$	11,668		$	31,572
	-1	As of April 1, 2013, the CLO portfolio was transferred from Level 3 to Level 2 based on having more observable inputs in determining fair value. In prior quarters, the CLO portfolio was priced using average non-binding broker quotes. During the second quarter of 2013, the Company engaged a third-party pricing vendor to provide monthly fair value measurements. This methodology used is a combination of matrix pricing, observed market activity and metrics. Pricing inputs such as credit spreads are observable and market corroborated and, therefore, the CLO portfolio qualifies for Level 2 categorization. The market for CLOs is an active market, and there is ample price transparency.
	The following table presents information about quantitative inputs and assumptions for items categorized in Level 3 of the fair value hierarchy:
		At June 30, 2014
	(Dollars in thousands)	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
							(Weighted-Average)
	Pooled trust preferred securities	$	11,335		Discounted cash flow	Discount rate	6.48% - 7.49%
							-6.97%
						Credit spread	315 - 416 bps
							(364 bps)
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 June 30, 2014:
	(Dollars in thousands)
	Asset	Fair Value			Valuation Methodology	Unobservable Inputs	Range of Inputs
	Impaired Loans	$	52,454		Real Estate Appraisals	Discount for appraisal type	0% - 15%
						Discount for costs to sell	0% - 8%
	Other Real Estate	$	613		Real Estate Appraisals	Discount for appraisal type	25%
						Discount for costs to sell	8%
	Mortgage Servicing Assets	$	28,332		Discounted cash flow	Constant prepayment rate	7.4% - 25.6%
						Discount rates	1.0% - 3.5%
Summary Of Estimated Fair Values Of Significant Financial Instruments	'
	Following are summaries of the fair values of significant financial instruments:
		At June 30, 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	$	3,478,803		$	—		$	3,552,498		$	—
	Loans held for sale	31,671			—			32,472			—
	Loans and leases, net	13,120,512			—			—			13,153,500
	Mortgage servicing assets (1)	19,813			—			—			28,332
	Alternative investments (cost basis)	16,358			—			—			18,580
	Liabilities
	Deposits other than time deposits	12,895,757			—			12,895,757			—
	Time deposits	2,307,088			—			2,329,112			—
	Securities sold under agreements to repurchase and other borrowings	1,401,259			—			1,427,435			—
	Federal Home Loan Bank advances (2)	2,217,324			—			2,229,271			—
	Long-term debt (3)	226,178			—			223,259			—
		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			—			20,903			—
	Loans and leases, net	12,547,203			—			—			12,515,714
	Mortgage servicing assets (1)	20,983			—			—			29,150
	Alternative investments (cost basis)	16,582			—			—			17,047
	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 June 30, 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 $49 thousand and $61 thousand in hedge accounting adjustments and discounts at June 30, 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 $(1.1) million and $1.0 million in hedge accounting adjustments and discounts at June 30, 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)	6 Months Ended
	Jun. 30, 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 June 30,
		Webster Pension						Webster SERP						Other Benefits
	(In thousands)	2014			2013			2014			2013			2014			2013
	Service cost	$	10		$	10		$	—		$	—		$	—		$	—
	Interest cost on projected benefit obligations	2,002			1,871			92			71			34			30
	Expected return on plan assets	(2,875		)	(2,782		)	—			—			—			—
	Amortization of prior service cost	—			—			—			—			19			18
	Recognized net loss	688			1,637			23			31			—			7
	Net periodic benefit cost (income)	$	(175	)	$	736		$	115		$	102		$	53		$	55
		Six months ended June 30,
		Webster Pension						Webster SERP						Other Benefits
	(In thousands)	2014			2013			2014			2013			2014			2013
	Service cost	$	20		$	20		$	—		$	—		$	—		$	—
	Interest cost on benefit obligations	4,005			3,683			184			145			68			60
	Expected return on plan assets	(5,750		)	(5,557		)	—			—			—			—
	Amortization of prior service cost	—			—			—			—			37			36
	Recognized net loss	1,375			3,177			46			62			—			14
	Net periodic benefit cost (income)	$	(350	)	$	1,323		$	230		$	207		$	105		$	110
Schedule of Multiemployer Plans	'
	The following table sets forth contributions and funding status of the Fund:
	(In thousands)	Contributions by Webster  Bank							Contributions by Webster  Bank							Funded Status of Plan
		Three Months Ended June 30,							Six Months Ended June 30,
	EIN/Pension Plan Number	2014			2013				2014			2013				As of July 1, 2013
	13-5645888/333	$	337		$	237			$	674		$	474			At least 80 percent

StockBased_Compensation_Plans_

Stock-Based Compensation Plans (Tables)	6 Months Ended
	Jun. 30, 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 June 30,						Six months ended June 30,
	(In thousands)	2014			2013			2014			2013
	Stock options	$	224		$	1,116		$	776		$	1,946
	Restricted stock	2,553			2,006			4,774			3,649
	Stock-based compensation	$	2,777		$	3,122		$	5,550		$	5,595
Schedule of Unrecognized Share-based Compensation Expense	'
	The following table provides a summary of unrecognized stock-based compensation expense:
		At June 30, 2014
	(Dollars in thousands)	Unrecognized Compensation Expense			Weighted-Average Period To Be Recognized
	Stock options	$	910		1.5 years
	Restricted stock	$	14,840		2.7 years
Schedule of Share-based Compensation, Activity	'
	The following table provides a summary of the activity under the Plans for the six months ended June 30, 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	212,542		29.66			13,678		29.34				145,643		29.93		—		—
	Exercised options	—		—			—		—				—		—		(91,290	)	17
	Vested restricted stock awards (1)	(111,441	)	24.23			(6,265	)	27.55				(90,305	)	25.46		—		—
	Forfeited	(16,211	)	24.77			—		—				(12,509	)	25.9		(86,472	)	36.4
	Outstanding, at June 30, 2014	352,009		$	26.5		9,118		$	29.34			181,279		$	28.26	2,148,035		$	27.01
	Options exercisable, at June 30, 2014																1,831,845		$	27.67
	Options expected to vest, at June 30, 2014																297,466		$	23.24
	(1) Vested for purposes of recording compensation expense.

Segment_Reporting_Tables

Segment Reporting (Tables)	6 Months Ended
	Jun. 30, 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 June 30, 2014
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income (loss)	$	57,657	$	87,950	$	11,708		$	157,315	$	(2,193	)	$	155,122
	Provision (benefit) for loan and lease losses	5,134		4,229		(81		)	9,282		(32		)	9,250
	Net interest income (loss) after provision for loan and lease losses	52,523		83,721		11,789			148,033		(2,161		)	145,872
	Non-interest income	7,949		25,828		10,108			43,885		3,711			47,596
	Non-interest expense	25,115		80,061		13,540			118,716		3,869			122,585
	Income (loss) before income tax expense	35,357		29,488		8,357			73,202		(2,319		)	70,883
	Income tax expense (benefit)	11,379		9,561		2,675			23,615		(588		)	23,027
	Net income (loss)	$	23,978	$	19,927	$	5,682		$	49,587	$	(1,731	)	$	47,856
		Three months ended June 30, 2013
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	Net interest income (loss)	$	53,418	$	86,421	$	9,987		$	149,826	$	(2,765	)	$	147,061
	Provision for loan and lease losses	2,416		5,533		69			8,018		482			8,500
	Net interest income (loss) after provision for loan and lease losses	51,002		80,888		9,918			141,808		(3,247		)	138,561
	Non-interest income	6,887		31,706		8,351			46,944		5,307			52,251
	Non-interest expense	24,151		83,142		12,388			119,681		3,923			123,604
	Income (loss) before income tax expense	33,738		29,452		5,881			69,071		(1,863		)	67,208
	Income tax expense (benefit)	10,460		9,130		1,823			21,413		(578		)	20,835
	Net income (loss)	$	23,278	$	20,322	$	4,058		$	47,658	$	(1,285	)	$	46,373
		Six months ended June 30, 2014
	(In thousands)	Commercial		Community Banking		Other			Segment		Corporate and			Consolidated
		Banking							Totals		Reconciling			Total
	Net interest income (loss)	$	113,809	$	175,291	$	23,075		$	312,175	$	(1,752	)	$	310,423
	Provision (benefit) for loan and lease losses	14,691		5,997		308			20,996		(2,746		)	18,250
	Net interest income after provision for loan and lease losses	99,118		169,294		22,767			291,179		994			292,173
	Non-interest income	15,900		50,264		19,618			85,782		11,642			97,424
	Non-interest expense	51,134		161,579		28,243			240,956		6,246			247,202
	Income before income tax expense	63,884		57,979		14,142			136,005		6,390			142,395
	Income tax expense	19,792		17,963		4,381			42,136		1,980			44,116
	Net income	$	44,092	$	40,016	$	9,761		$	93,869	$	4,410		$	98,279
		Six months ended June 30, 2013
	(In thousands)	Commercial		Community Banking		Other			Segment		Corporate and			Consolidated
		Banking							Totals		Reconciling			Total
	Net interest income (loss)	$	104,578	$	171,088	$	19,275		$	294,941	$	(2,084	)	$	292,857
	Provision (benefit) for loan and lease losses	4,417		12,246		50			16,713		(713		)	16,000
	Net interest income (loss) after provision for loan and lease losses	100,161		158,842		19,225			278,228		(1,371		)	276,857
	Non-interest income	11,719		62,267		16,496			90,482		10,047			100,529
	Non-interest expense	49,421		169,011		25,199			243,631		5,508			249,139
	Income before income tax expense	62,459		52,098		10,522			125,079		3,168			128,247
	Income tax expense	19,363		16,150		3,262			38,775		982			39,757
	Net income	$	43,096	$	35,948	$	7,260		$	86,304	$	2,186		$	88,490
		Total Assets
	(In thousands)	Commercial		Community Banking		Other			Segment Totals		Corporate and			Consolidated
		Banking									Reconciling			Total
	At June 30, 2014	$	6,143,936	$	7,932,722	$	384,980		$	14,461,638	$	7,062,699		$	21,524,337
	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)	6 Months Ended
	Jun. 30, 2014
Commitments and Contingencies Disclosure [Abstract]	'
Outstanding Financial Instruments Contract Amounts Represent Credit Risk	'
	The following table summarizes outstanding contract amounts for off-balance sheet instruments that represent credit risk:
	(In thousands)	At June 30,		At December 31,
		2014		2013
	Unused commitments to extend credit	$	4,326,210	$	4,127,089
	Standby letters of credit	154,249		135,761
	Commercial letters of credit	25,699		13,621
	Total financial instruments with off-balance sheet risk	$	4,506,158	$	4,276,471
Reserve For Unfunded Credit Commitments	'
	The following table provides activity details for the Company’s reserve for unfunded credit commitments:
		Three months ended					Six months ended
		June 30,					June 30,
	(In thousands)	2014		2013			2014		2013
	Balance, beginning of period	$	4,711	$	5,137		$	4,384	$	5,662
	Provision (benefit)	38		(544		)	365		(1,069		)
	Balance, end of period	$	4,749	$	4,593		$	4,749	$	4,593

Recovered_Sheet1

Summary Of Significant Accounting Policies (Narrative) (Detail)	6 Months Ended
	Jun. 30, 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
Minimum Period Discharged Bankruptcy Loan Post-Discharge Consecutive Payments	'6 months
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 $)	Jun. 30, 2014		Dec. 31, 2013
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	$2,946,479,000		$3,110,912,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	61,374,000		57,645,000
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-27,822,000		-61,626,000
Fair Value	2,980,031,000		3,106,931,000
Held to Maturity, Amortized Cost - Total debt securities	3,478,803,000		3,358,721,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	95,984,000		73,409,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-22,289,000		-61,218,000
Held to Maturity, Fair Value - Total debt securities	3,552,498,000		3,370,912,000
Total investment securities, Amortized Cost	6,425,282,000		6,469,633,000
Total investment securities, Carrying Value	6,458,834,000		6,465,652,000
Total investments securities, Fair Value	6,532,529,000		6,477,843,000
U.S. Treasury Bills [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	525,000		325,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		0
Fair Value	525,000		325,000
Agency collateralized mortgage obligations (CMOs) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	682,716,000		794,397,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	13,816,000		14,383,000
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-723,000		-1,868,000
Fair Value	695,809,000		806,912,000
Held to Maturity, Amortized Cost - Total debt securities	317,408,000		365,081,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	9,096,000		10,135,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-453,000		-1,009,000
Held to Maturity, Fair Value - Total debt securities	326,051,000		374,207,000
Agency mortgage-backed securities (MBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	1,174,246,000		1,265,276,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	13,492,000		9,124,000
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-20,611,000		-47,698,000
Fair Value	1,167,127,000		1,226,702,000
Held to Maturity, Amortized Cost - Total debt securities	2,204,891,000		2,130,685,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	59,881,000		43,315,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-19,924,000		-53,188,000
Held to Maturity, Fair Value - Total debt securities	2,244,848,000		2,120,812,000
Agency commercial mortgage-backed securities (ACMBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	81,046,000		71,759,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	45,000		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-111,000		-782,000
Fair Value	80,980,000		70,977,000
Held to Maturity, Amortized Cost - Total debt securities	279,926,000		115,995,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	585,000		44,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-232,000		-818,000
Held to Maturity, Fair Value - Total debt securities	280,279,000		115,221,000
Commercial mortgage-backed securities (CMBS) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	484,018,000		436,872,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	27,042,000		28,398,000
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-24,000		-996,000
Fair Value	511,036,000		464,274,000
Held to Maturity, Amortized Cost - Total debt securities	289,090,000		290,057,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	11,238,000		8,635,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-1,609,000		-4,975,000
Held to Maturity, Fair Value - Total debt securities	298,719,000		293,717,000
Collateralized loan obligations (CLOs) [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	357,433,000	[1]	357,326,000	[2]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	449,000	[1]	315,000	[2]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0	[1]	0
Fair Value	357,882,000	[1]	357,641,000	[2]
Pooled trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	14,551,000	[3],[4]	31,900,000	[5]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	0	[3]	0	[5]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-3,216,000	[3]	-3,410,000	[5]
Fair Value	11,335,000	[3]	28,490,000	[5]
Single issuer trust preferred securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	41,892,000		41,807,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	78,000		0
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	-3,137,000		-6,872,000
Fair Value	38,833,000		34,935,000
Corporate debt securities [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	107,738,000		108,936,000
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	5,088,000		4,155,000
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0		0
Fair Value	112,826,000		113,091,000
Equity securities - financial institutions [Member]	'		'
Schedule of Investments [Line Items]	'		'
Available for sale - Amortized cost	2,314,000	[6]	2,314,000	[7]
Available-for-sale - Recognized in OCI - Gross Unrealized Gains	1,364,000	[6]	1,270,000	[7]
Available-for-sale - Recognized in OCI - Gross Unrealized Losses	0	[6]	0	[7]
Fair Value	3,678,000	[6]	3,584,000	[7]
Municipal bonds and notes [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held to Maturity, Amortized Cost - Total debt securities	380,268,000		448,405,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	15,047,000		11,104,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	-71,000		-1,228,000
Held to Maturity, Fair Value - Total debt securities	395,244,000		458,281,000
Private Label MBS [Member]	'		'
Schedule of Investments [Line Items]	'		'
Held to Maturity, Amortized Cost - Total debt securities	7,220,000		8,498,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Gains	137,000		176,000
Held-to-maturity - Not Recognized in OCI - Gross Unrealized Losses	0		0
Held to Maturity, Fair Value - Total debt securities	$7,357,000		$8,674,000
[1]	Amortized cost is net of $2.8 million of other-than-temporary impairments at June 30, 2014.
[2]	Amortized cost is net of $2.6 million of other-than-temporary impairments at December 31, 2013.
[3]	Amortized cost is net of $7.0 million of other-than-temporary impairments at June 30, 2014.
[4]	For the securities previously deemed impaired, the amortized cost is reflective of previous OTTI recognized in earnings.
[5]	Amortized cost is net of $14.0 million of other-than-temporary impairments at December 31, 2013.
[6]	Amortized cost is net of $20.4 million of other-than-temporary impairments at June 30, 2014.
[7]	Amortized cost is net of $20.4 million of other-than-temporary impairments at December 31, 2013.

Investment_Securities_Summary_1

Investment Securities (Summary Of Investment Securities) (Parenthetical) (Detail) (USD $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Schedule of Investments [Line Items]	'	'	'	'	'	'
Other than temporary impairment	$9,738	$9,665	$16,633	$10,460	$10,460	$10,460
Collateralized loan obligations (CLOs) [Member]	'	'	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'	'	'
Other than temporary impairment	2,800	'	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 $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Available-for-sale Securities, Debt Maturities, Amortized Cost Basis, Fiscal Year Maturity [Abstract]	'	'
Available for Sale, Amortized Cost - Due in one year or less	$15,513	'
Available for Sale, Amortized Cost - Due after one year through five years	107,904	'
Available for Sale, Amortized Cost - Due after five through ten years	254,326	'
Available for Sale, Amortized Cost - Due after ten years	2,566,422	'
Available for Sale, Amortized Cost - Total debt securities	2,944,165	'
Available-for-sale Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]	'	'
Available for Sale, Fair Value - Due in one year or less	15,586	'
Available for Sale, Fair Value - Due after one year through five years	112,992	'
Available for Sale, Fair Value - Due after five through ten years	254,743	'
Available for Sale, Fair Value - Due after ten years	2,593,032	'
Available for Sale, Fair Value - Total debt securities	2,976,353	'
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	76,845	'
Held to Maturity, Amortized Cost - Due after five through ten years	75,060	'
Held to Maturity, Amortized Cost - Due after ten years	3,326,883	'
Held to Maturity, Amortized Cost - Total debt securities	3,478,803	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	80,553	'
Held to Maturity, Fair Value - Due after five through ten years	78,411	'
Held to Maturity, Fair Value - Due after ten years	3,393,518	'
Held to Maturity, Fair Value - Total debt securities	$3,552,498	$3,370,912

Investment_Securities_Narrativ

Investment Securities (Narrative) (Detail) (USD $)	3 Months Ended			6 Months Ended
	Jun. 30, 2014		Jun. 30, 2013	Jun. 30, 2014		Jun. 30, 2013	Dec. 31, 2013
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	$2,980,031,000		'	$2,980,031,000		'	$3,106,931,000
Pledged securities as required or permitted by law	2,700,000,000		'	2,700,000,000		'	2,700,000,000
Investments in obligations of individual states, counties or municipalities	6,425,282,000		'	6,425,282,000		'	6,469,633,000
Gross Unrealized Losses	-27,822,000		'	-27,822,000		'	-61,626,000
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	-22,289,000		'	-22,289,000		'	-61,218,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-22,289,000		'	-22,289,000		'	-61,218,000
Recognized other-than-temporary impairment	73,000		0	161,000		0	'
Callable at the option of the counterparty [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	813,900,000		'	813,900,000		'	'
US States and Political Subdivisions Debt Securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Investments in obligations of individual states, counties or municipalities	0		'	0		'	0
Agency collateralized mortgage obligations (CMOs) [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	695,809,000		'	695,809,000		'	806,912,000
Gross Unrealized Losses	-723,000		'	-723,000		'	-1,868,000
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	-453,000		'	-453,000		'	-1,009,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-453,000		'	-453,000		'	-1,009,000
Agency MBS [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	1,167,127,000		'	1,167,127,000		'	1,226,702,000
Gross Unrealized Losses	-20,611,000		'	-20,611,000		'	-47,698,000
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	-19,924,000		'	-19,924,000		'	-53,188,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-19,924,000		'	-19,924,000		'	-53,188,000
Recognized other-than-temporary impairment	0		0	0		0	'
Agency commercial mortgage-backed securities (ACMBS) [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	80,980,000		'	80,980,000		'	70,977,000
Gross Unrealized Losses	-111,000		'	-111,000		'	-782,000
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	-232,000		'	-232,000		'	-818,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-232,000		'	-232,000		'	-818,000
Commercial mortgage-backed securities (CMBS) [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	511,036,000		'	511,036,000		'	464,274,000
Gross Unrealized Losses	-24,000		'	-24,000		'	-996,000
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	-1,609,000		'	-1,609,000		'	-4,975,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-1,609,000		'	-1,609,000		'	-4,975,000
Recognized other-than-temporary impairment	0		0	0		0	'
Corporate debt securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	112,826,000		'	112,826,000		'	113,091,000
Gross Unrealized Losses	0		'	0		'	0
Pooled trust preferred securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	11,335,000	[1]	'	11,335,000	[1]	'	28,490,000	[2]
Gross Unrealized Losses	-3,216,000	[1]	'	-3,216,000	[1]	'	-3,410,000	[2]
Number of Securities	2		'	2		'	'
Decrease in available-for-sale securities, gross unrealized loss	'		'	-200,000		'	'
Recognized other-than-temporary impairment	0		0	0		0	'
Single issuer trust preferred securities [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	38,833,000		'	38,833,000		'	34,935,000
Gross Unrealized Losses	-3,137,000		'	-3,137,000		'	-6,872,000
Decrease in available-for-sale securities, gross unrealized loss	'		'	3,700,000		'	'
Equity securities - financial institutions [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	3,678,000	[3]	'	3,678,000	[3]	'	3,584,000	[4]
Gross Unrealized Losses	0	[3]	'	0	[3]	'	0	[4]
Collateralized loan obligations (CLOs) [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Securities available-for-sale, at fair value	357,882,000	[5]	'	357,882,000	[5]	'	357,641,000	[6]
Gross Unrealized Losses	0	[5]	'	0	[5]	'	0
Recognized other-than-temporary impairment	73,000		0	161,000		0	'
Municipal bonds and notes [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	-71,000		'	-71,000		'	-1,228,000
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	-71,000		'	-71,000		'	-1,228,000
Percentage of bank qualified bonds with credit rating range of AAA to A	'		'	99.30%		'	'
Percentage of municipal bond Portfolio comprised of General Obligation bonds	'		'	86.10%		'	'
Percentage of municipal bond portfolio comprised of Revenue bonds	'		'	13.40%		'	'
Percentage of municipal bond portfolio comprised of other bonds	'		'	0.50%		'	'
Private Label MBS [Member]	'		'	'		'	'
Schedule of Investments [Line Items]	'		'	'		'	'
Held-to-maturity Securities, Accumulated Unrecognized Holding Loss	$0		'	$0		'	$0
[1]	Amortized cost is net of $7.0 million of other-than-temporary impairments at June 30, 2014.
[2]	Amortized cost is net of $14.0 million of other-than-temporary impairments at December 31, 2013.
[3]	Amortized cost is net of $20.4 million of other-than-temporary impairments at June 30, 2014.
[4]	Amortized cost is net of $20.4 million of other-than-temporary impairments at December 31, 2013.
[5]	Amortized cost is net of $2.8 million of other-than-temporary impairments at June 30, 2014.
[6]	Amortized cost is net of $2.6 million of other-than-temporary impairments at December 31, 2013.

Investment_Securities_Summary_3

Investment Securities (Summary Of Gross Unrealized Losses Not Considered OTTI) (Detail) (USD $)	Jun. 30, 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	$96,493	$893,274
Available for sale, Unrealized Losses - Less Than Twelve Months	-200	-33,409
Available for sale, Fair Value - Twelve Months or Longer	787,810	330,990
Available for sale, Unrealized Losses - Twelve Months or Longer	-27,622	-28,217
Available for sale, Number of Holdings - Total	88	123
Available for sale, Fair Value - Total	884,303	1,224,264
Available for sale, Unrealized Losses - Total	-27,822	-61,626
Held-to-maturity, Fair Value - Less Than Twelve Months	245,324	1,342,814
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-920	-49,260
Held-to-maturity, Fair Value - Twelve Months or Longer	786,044	187,778
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-21,369	-11,958
Held-to-maturity, Number of Holdings - Total	75	164
Held-to-maturity, Fair Value - Total	1,031,368	1,530,592
Held-to-maturity, Unrealized Losses - Total	-22,289	-61,218
Total investment securities, Fair Value - Less Than Twelve Months	341,817	2,236,088
Total investment securities - Unrealized Losses - Less Than Twelve Months	-1,120	-82,669
Total investment securities - Fair Value - Twelve Months or Longer	1,573,854	518,768
Total investment securities, Unrealized Losses - Twelve Months or Longer	-48,991	-40,175
Total investment securities, Number of Holdings - Total	163	287
Total investment securities - Fair Value - Total	1,915,671	2,754,856
Total investment securities - Unrealized Losses - Total	-50,111	-122,844
Agency CMOs [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for Sale, Fair Value - Less Than Twelve Months	23,805	149,894
Available for sale, Unrealized Losses - Less Than Twelve Months	-38	-1,713
Available for sale, Fair Value - Twelve Months or Longer	42,979	9,011
Available for sale, Unrealized Losses - Twelve Months or Longer	-685	-155
Available for sale, Number of Holdings - Total	7	15
Available for sale, Fair Value - Total	66,784	158,905
Available for sale, Unrealized Losses - Total	-723	-1,868
Held-to-maturity, Fair Value - Less Than Twelve Months	17,636	53,789
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-413	-1,009
Held-to-maturity, Fair Value - Twelve Months or Longer	9,494	'
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-40	'
Held-to-maturity, Number of Holdings - Total	2	4
Held-to-maturity, Fair Value - Total	27,130	53,789
Held-to-maturity, Unrealized Losses - Total	-453	-1,009
Agency MBS [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for Sale, Fair Value - Less Than Twelve Months	28,323	616,286
Available for sale, Unrealized Losses - Less Than Twelve Months	-51	-29,537
Available for sale, Fair Value - Twelve Months or Longer	689,531	279,680
Available for sale, Unrealized Losses - Twelve Months or Longer	-20,560	-18,161
Available for sale, Number of Holdings - Total	68	88
Available for sale, Fair Value - Total	717,854	895,966
Available for sale, Unrealized Losses - Total	-20,611	-47,698
Held-to-maturity, Fair Value - Less Than Twelve Months	112,994	1,045,693
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-254	-42,181
Held-to-maturity, Fair Value - Twelve Months or Longer	697,179	170,780
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-19,670	-11,007
Held-to-maturity, Number of Holdings - Total	51	94
Held-to-maturity, Fair Value - Total	810,173	1,216,473
Held-to-maturity, Unrealized Losses - Total	-19,924	-53,188
Agency CMBS [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for Sale, Fair Value - Less Than Twelve Months	44,365	70,977
Available for sale, Unrealized Losses - Less Than Twelve Months	-111	-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	2	3
Available for sale, Fair Value - Total	44,365	70,977
Available for sale, Unrealized Losses - Total	-111	-782
Held-to-maturity, Fair Value - Less Than Twelve Months	109,610	90,218
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-232	-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	5	4
Held-to-maturity, Fair Value - Total	109,610	90,218
Held-to-maturity, Unrealized Losses - Total	-232	-818
Municipal bonds and notes [Member]	'	'
Schedule of Investments [Line Items]	'	'
Held-to-maturity, Fair Value - Less Than Twelve Months	5,084	46,587
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	-21	-1,193
Held-to-maturity, Fair Value - Twelve Months or Longer	5,621	2,166
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-50	-35
Held-to-maturity, Number of Holdings - Total	10	51
Held-to-maturity, Fair Value - Total	10,705	48,753
Held-to-maturity, Unrealized Losses - Total	-71	-1,228
CMBS [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for Sale, Fair Value - Less Than Twelve Months	'	52,340
Available for sale, Unrealized Losses - Less Than Twelve Months	'	-996
Available for sale, Fair Value - Twelve Months or Longer	9,382	'
Available for sale, Unrealized Losses - Twelve Months or Longer	-24	'
Available for sale, Number of Holdings - Total	2	7
Available for sale, Fair Value - Total	9,382	52,340
Available for sale, Unrealized Losses - Total	-24	-996
Held-to-maturity, Fair Value - Less Than Twelve Months	'	106,527
Held-to-maturity, Unrealized Losses - Less Than Twelve Months	'	-4,059
Held-to-maturity, Fair Value - Twelve Months or Longer	73,750	14,832
Held-to-maturity, Unrealized Losses, Twelve Months or Longer	-1,609	-916
Held-to-maturity, Number of Holdings - Total	7	11
Held-to-maturity, Fair Value - Total	73,750	121,359
Held-to-maturity, Unrealized Losses - Total	-1,609	-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	11,335	11,141
Available for sale, Unrealized Losses - Twelve Months or Longer	-3,216	-3,410
Available for sale, Number of Holdings - Total	2	2
Available for sale, Fair Value - Total	11,335	11,141
Available for sale, Unrealized Losses - Total	-3,216	-3,410
Single issuer trust preferred securities [Member]	'	'
Schedule of Investments [Line Items]	'	'
Available for Sale, Fair Value - Less Than Twelve Months	'	3,777
Available for sale, Unrealized Losses - Less Than Twelve Months	'	-381
Available for sale, Fair Value - Twelve Months or Longer	34,583	31,158
Available for sale, Unrealized Losses - Twelve Months or Longer	-3,137	-6,491
Available for sale, Number of Holdings - Total	7	8
Available for sale, Fair Value - Total	34,583	34,935
Available for sale, Unrealized Losses - Total	($3,137)	($6,872)

Investment_Securities_Schedule

Investment Securities (Schedule Of Trust Preferred Securities - Pooled Issuers For OTTI Information) (Detail) (USD $)

Jun. 30, 2014

Mar. 31, 2014

Dec. 31, 2013

Jun. 30, 2013

Mar. 31, 2013

Dec. 31, 2012

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

In Thousands, unless otherwise specified

Pooled trust preferred securities [Member]

Pooled trust preferred securities [Member]

Pooled trust preferred securities [Member]

Pooled trust preferred securities [Member]

Security K [Member]

Security M [Member]

Schedule of Trading Securities and Other Trading Assets [Line Items]

'

'

'

'

'

'

'

'

'

'

Available for sale - Amortized cost

$2,946,479

'

$3,110,912

'

'

'

$14,551

[1],[2]

$31,900

[3]

$7,468

[2]

$7,083

[2]

Gross Unrealized Losses

-27,822

'

-61,626

'

'

'

-3,216

[1]

-3,410

[3]

-1,246

-1,970

Fair Value

'

'

'

'

'

'

11,335

'

6,222

5,113

Lowest Credit Ratings

'

'

'

'

'

'

'

'

'CCC

[4]

'D

[4]

Total OTTI

($9,738)

($9,665)

($16,633)

($10,460)

($10,460)

($10,460)

($6,966)

$14,000

($2,040)

($4,926)

% of Performing Bank Issuers

'

'

'

'

'

'

'

'

75.00%

65.20%

Deferrals/ Defaults (As a % of Current Collateral)

'

'

'

'

'

'

'

'

29.30%

32.60%

[1]

Amortized cost is net of $7.0 million of other-than-temporary impairments at June 30, 2014.

[2]

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

[3]

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

[4]

The Company utilized credit ratings provided by Moody’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 $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

In Thousands, unless otherwise specified

Single issuer trust preferred securities [Member]

Single issuer trust preferred securities [Member]

Single issuer trust preferred securities [Member]

Single issuer trust preferred securities [Member]

Single issuer trust preferred securities [Member]

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]

'

'

'

'

'

'

'

'

Available for sale - Amortized cost

$2,946,479

$3,110,912

$41,892

$41,807

$6,951

$8,738

$11,843

$14,360

Gross Unrealized Gains

'

'

78

'

0

0

78

0

Gross Unrealized Losses

-27,822

-61,626

-3,137

-6,872

-576

-392

-569

-1,600

Fair Value

$2,980,031

$3,106,931

$38,833

$34,935

$6,375

$8,346

$11,352

$12,760

Lowest Credit Ratings

'

'

'

'

'BB

[1]

'BBB

[1]

'BBB

[1]

'BBB

[1]

[1]

The Company utilized credit ratings provided by Moody’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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]	'	'	'	'
Balance of OTTI, beginning of period	$9,665	$10,460	$16,633	$10,460
Reduction for securities sold	0	0	-7,056	0
Additions for OTTI not previously recognized	73	0	161	0
Balance of OTTI, end of period	$9,738	$10,460	$9,738	$10,460

Investment_Securities_Summary_4

Investment Securities (Summary Of Sale Proceeds Of Available For Sale Securities) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Schedule of Investments [Line Items]	'	'	'	'
Proceeds from sales of available-for-sale securities	$0	$24,750	$21,695	$36,521
Gains	'	333	4,336	439
Losses	0	0	0	0
OTTI Charges	-73	0	-161	0
Net	-73	333	4,175	439
Agency MBS [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds from sales of available-for-sale securities	0	0	0	11,771
Gains	0	0	0	106
Losses	0	0	0	0
OTTI Charges	0	0	0	0
Net	0	0	0	106
CMBS [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds from sales of available-for-sale securities	0	24,750	0	24,750
Gains	0	333	0	333
Losses	0	0	0	0
OTTI Charges	0	0	0	0
Net	0	333	0	333
CLOs [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds from sales of available-for-sale securities	0	0	0	0
Gains	0	0	0	0
Losses	0	0	0	0
OTTI Charges	-73	0	-161	0
Net	-73	0	-161	0
Pooled trust preferred securities [Member]	'	'	'	'
Schedule of Investments [Line Items]	'	'	'	'
Proceeds from sales of available-for-sale securities	0	0	21,695	0
Gains	0	0	4,336	0
Losses	0	0	0	0
OTTI Charges	0	0	0	0
Net	$0	$0	$4,336	$0

Loans_And_Leases_Recorded_Inve

Loans And Leases (Recorded Investment In Loans And Leases) (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	$340,909,000	[1]	$352,505,000	[1]
Collectively evaluated for impairment	12,972,704,000	[1]	12,383,704,000	[1]
Total Loans and Leases	13,313,613,000	[1]	12,736,209,000	[1]
Less: Accrued interest	38,233,000	[1]	36,433,000	[1]
Loans and leases	13,275,380,000	[1]	12,699,776,000	[1]
Unamortized premiums	12,600,000		13,300,000
Residential [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	141,158,000		142,871,000
Collectively evaluated for impairment	3,235,181,000		3,228,688,000
Total Loans and Leases	3,376,339,000		3,371,559,000
Less: Accrued interest	10,248,000		10,134,000
Loans and leases	3,366,091,000		3,361,425,000
Consumer [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	51,480,000		52,179,000
Collectively evaluated for impairment	2,505,617,000		2,492,353,000
Total Loans and Leases	2,557,097,000		2,544,532,000
Less: Accrued interest	7,789,000		7,844,000
Loans and leases	2,549,308,000		2,536,688,000
Commercial [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	44,067,000		52,199,000
Collectively evaluated for impairment	3,571,110,000		3,241,045,000
Total Loans and Leases	3,615,177,000		3,293,244,000
Less: Accrued interest	12,035,000		10,393,000
Loans and leases	3,603,142,000		3,282,851,000
Commercial Real Estate [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	104,038,000	[2]	105,046,000	[2]
Collectively evaluated for impairment	3,196,014,000	[2]	2,961,378,000	[2]
Total Loans and Leases	3,300,052,000	[2]	3,066,424,000	[2]
Less: Accrued interest	8,161,000	[2]	8,062,000	[2]
Loans and leases	3,291,891,000	[2]	3,058,362,000	[2]
Equipment financing [Member]	'		'
Financing Receivable, Recorded Investment [Line Items]	'		'
Individually evaluated for impairment	166,000		210,000
Collectively evaluated for impairment	464,782,000		460,240,000
Total Loans and Leases	464,948,000		460,450,000
Less: Accrued interest	0		0
Loans and leases	$464,948,000		$460,450,000
[1]	Loans and leases include net deferred fees and unamortized premiums of $12.6 million and $13.3 million at June 30, 2014 and December 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 June 30, 2014 and December 31, 2013.

Loans_And_Leases_Summary_Of_Lo

Loans And Leases (Summary Of Loan And Lease Portfolio Aging By Class Of Loan) (Detail) (USD $)	Jun. 30, 2014		Dec. 31, 2013		Jun. 30, 2014		Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014		Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Mar. 31, 2014
In Thousands, unless otherwise specified					1-4 family [Member]		1-4 family [Member]	Construction [Member]	Construction [Member]	Home equity [Member]		Home equity [Member]	Liquidating-home equity [Member]	Liquidating-home equity [Member]	Other consumer [Member]	Other consumer [Member]	Commercial non-mortgage [Member]	Commercial non-mortgage [Member]	Asset-based [Member]	Asset-based [Member]	Commercial real estate [Member]	Commercial real estate [Member]	Commercial construction [Member]	Commercial construction [Member]	Equipment financing [Member]	Equipment financing [Member]	Residential and consumer loans reclassified from non-accrual status [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]	'		'		'		'	'	'	'		'	'	'	'	'	'	'	'	'	'	'	'	'	'	'	'
30-59 Days Past Due and Accruing	$29,938		$35,409		$11,721	[1]	$11,721	$2	$0	$13,655	[1]	$13,892	$1,610	$1,440	$445	$462	$1,287	$3,208	$0	$0	$1,001	$4,387	$0	$0	$217	$299	'
60-89 Days Past Due and Accruing	16,571		13,786		6,379	[1]	6,476	0	363	4,950	[1]	4,696	536	424	180	193	3,807	984	0	0	646	587	0	0	73	63	'
90 Days Past Due and Accruing	1,157		4,540		0	[1]	0	0	0	0	[1]	0	0	0	0	0	189	4,305	0	0	968	235	0	0	0	0	'
Non-accrual	144,754		163,228		68,056	[1]	81,133	499	387	36,395	[1]	45,517	5,500	6,271	204	140	14,184	10,946	0	0	15,134	13,456	3,919	4,237	863	1,141	'
Total Past Due and Non-accrual	192,420		216,963		86,156	[1]	99,330	501	750	55,000	[1]	64,105	7,646	8,135	829	795	19,467	19,443	0	0	17,749	18,665	3,919	4,237	1,153	1,503	'
Current	13,121,193		12,519,246		3,231,294	[1]	3,226,077	58,326	45,402	2,324,204	[1]	2,312,874	93,072	98,079	76,408	60,543	2,969,417	2,712,870	626,293	560,931	3,083,914	2,842,637	194,470	200,886	463,795	458,947	'
Total Loans and Leases	13,313,613	[2]	12,736,209	[2]	3,317,450	[1]	3,325,407	58,827	46,152	2,379,204	[1]	2,376,979	100,718	106,214	77,237	61,338	2,988,884	2,732,313	626,293	560,931	3,101,663	2,861,302	198,389	205,123	464,948	460,450	'
Total recorded investment of TDRs	$325,211		$341,898		'		'	'	'	'		'	'	'	'	'	'	'	'	'	'	'	'	'	'	'	$17,600
[1]	A total of $17.6 million residential and consumer loans was 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.
[2]	Loans and leases include net deferred fees and unamortized premiums of $12.6 million and $13.3 million at June 30, 2014 and December 31, 2013, respectively.

Loans_And_Leases_Allowance_For

Loans And Leases (Allowance For Loan And Lease Losses By Portfolio Segment) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	$153,600	$167,840	$152,573	$177,129
Provision (benefit) charged to expense	9,250	8,500	18,250	16,000
Losses charged off	-11,278	-18,113	-22,875	-39,642
Recoveries	3,296	5,215	6,920	9,955
Balance, end of period	154,868	163,442	154,868	163,442
Individually evaluated for impairment	20,361	21,918	20,361	21,918
Collectively evaluated for impairment	134,507	141,524	134,507	141,524
Residential [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	19,419	27,891	20,580	29,474
Provision (benefit) charged to expense	968	657	705	1,760
Losses charged off	-1,840	-2,112	-2,998	-5,048
Recoveries	507	440	767	690
Balance, end of period	19,054	26,876	19,054	26,876
Individually evaluated for impairment	11,258	14,010	11,258	14,010
Collectively evaluated for impairment	7,796	12,866	7,796	12,866
Consumer [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	35,289	50,369	39,551	54,254
Provision (benefit) charged to expense	2,662	4,360	2,173	9,060
Losses charged off	-5,286	-7,331	-10,172	-17,738
Recoveries	1,202	2,261	2,315	4,083
Balance, end of period	33,867	49,659	33,867	49,659
Individually evaluated for impairment	4,065	3,506	4,065	3,506
Collectively evaluated for impairment	29,802	46,153	29,802	46,153
Commercial [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	53,110	44,050	47,706	46,566
Provision (benefit) charged to expense	1,086	4,895	8,665	5,119
Losses charged off	-3,685	-6,156	-6,833	-10,495
Recoveries	1,121	1,058	2,094	2,657
Balance, end of period	51,632	43,847	51,632	43,847
Individually evaluated for impairment	1,947	880	1,947	880
Collectively evaluated for impairment	49,685	42,967	49,685	42,967
Commercial Real Estate [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	31,130	30,894	29,883	30,834
Provision (benefit) charged to expense	3,392	-479	6,565	3,100
Losses charged off	-447	-2,510	-2,852	-6,270
Recoveries	69	552	548	793
Balance, end of period	34,144	28,457	34,144	28,457
Individually evaluated for impairment	3,084	3,522	3,084	3,522
Collectively evaluated for impairment	31,060	24,935	31,060	24,935
Equipment financing [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	3,889	3,636	3,912	4,001
Provision (benefit) charged to expense	1,273	-933	451	-2,039
Losses charged off	-20	-4	-20	-91
Recoveries	397	904	1,196	1,732
Balance, end of period	5,539	3,603	5,539	3,603
Individually evaluated for impairment	7	0	7	0
Collectively evaluated for impairment	5,532	3,603	5,532	3,603
Unallocated [Member]	'	'	'	'
Financing Receivable, Allowance for Credit Losses [Roll Forward]	'	'	'	'
Balance, beginning of period	10,763	11,000	10,941	12,000
Provision (benefit) charged to expense	-131	0	-309	-1,000
Losses charged off	0	0	0	0
Recoveries	0	0	0	0
Balance, end of period	10,632	11,000	10,632	11,000
Individually evaluated for impairment	0	0	0	0
Collectively evaluated for impairment	$10,632	$11,000	$10,632	$11,000

Loans_And_Leases_Impaired_Loan

Loans And Leases (Impaired Loans And Leases By Class) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	$370,613	$388,513
Total Recorded Investment	336,755	349,060
Recorded Investment No Allowance	109,606	128,058
Recorded Investment With Allowance	227,149	221,002
Related Valuation Allowance	20,361	20,451
Residential [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	156,631	158,361
Total Recorded Investment	141,158	142,871
Recorded Investment No Allowance	24,100	23,988
Recorded Investment With Allowance	117,058	118,883
Related Valuation Allowance	11,258	10,534
1-4 family [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	156,185	157,915
Total Recorded Investment	141,156	142,869
Recorded Investment No Allowance	24,098	23,987
Recorded Investment With Allowance	117,058	118,882
Related Valuation Allowance	11,258	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	59,617	63,886
Total Recorded Investment	51,480	52,179
Recorded Investment No Allowance	26,881	27,323
Recorded Investment With Allowance	24,599	24,856
Related Valuation Allowance	4,065	4,595
Home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	51,597	54,991
Total Recorded Investment	45,147	45,577
Recorded Investment No Allowance	23,222	23,622
Recorded Investment With Allowance	21,925	21,955
Related Valuation Allowance	3,480	3,926
Liquidating-home equity [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	8,020	8,895
Total Recorded Investment	6,333	6,602
Recorded Investment No Allowance	3,659	3,701
Recorded Investment With Allowance	2,674	2,901
Related Valuation Allowance	585	669
Commercial [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	50,970	59,279
Total Recorded Investment	44,067	52,199
Recorded Investment No Allowance	17,736	23,138
Recorded Investment With Allowance	26,331	29,061
Related Valuation Allowance	1,947	1,878
Commercial non-mortgage [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	50,970	59,279
Total Recorded Investment	44,067	52,199
Recorded Investment No Allowance	17,736	23,138
Recorded Investment With Allowance	26,331	29,061
Related Valuation Allowance	1,947	1,878
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	103,230	106,738
Total Recorded Investment	99,884	101,601
Recorded Investment No Allowance	40,889	53,399
Recorded Investment With Allowance	58,995	48,202
Related Valuation Allowance	3,084	3,444
Commercial real estate [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	93,791	95,013
Total Recorded Investment	91,652	90,976
Recorded Investment No Allowance	37,451	42,774
Recorded Investment With Allowance	54,201	48,202
Related Valuation Allowance	3,009	3,444
Commercial construction [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	9,439	11,725
Total Recorded Investment	8,232	10,625
Recorded Investment No Allowance	3,438	10,625
Recorded Investment With Allowance	4,794	0
Related Valuation Allowance	75	0
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	165	249
Total Recorded Investment	166	210
Recorded Investment No Allowance	0	210
Recorded Investment With Allowance	166	0
Related Valuation Allowance	7	0
Equipment financing [Member]	'	'
Financing Receivable, Impaired [Line Items]	'	'
Unpaid Principal Balance	165	249
Total Recorded Investment	166	210
Recorded Investment No Allowance	0	210
Recorded Investment With Allowance	166	0
Related Valuation Allowance	$7	$0

Loans_And_Leases_Interest_Inco

Loans And Leases (Interest Income From Impaired Loans And Leases, By Class) (Detail) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	$342,909	$419,950
Accrued Interest Income	2,959	3,348	6,035	6,873
Cash Basis Interest Income	582	916	1,230	1,845
Residential [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	142,015	146,349
Accrued Interest Income	1,146	1,085	2,338	2,083
Cash Basis Interest Income	283	478	607	956
1-4 family [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	142,013	146,088
Accrued Interest Income	1,146	1,085	2,338	2,081
Cash Basis Interest Income	283	478	607	956
Construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	2	261
Accrued Interest Income	0	0	0	2
Cash Basis Interest Income	0	0	0	0
Consumer [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	51,830	54,751
Accrued Interest Income	358	258	728	497
Cash Basis Interest Income	299	438	623	889
Home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	45,362	47,794
Accrued Interest Income	310	221	628	422
Cash Basis Interest Income	237	357	500	727
Liquidating-home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	6,468	6,957
Accrued Interest Income	48	37	100	75
Cash Basis Interest Income	62	81	123	161
Commercial [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	48,133	66,415
Accrued Interest Income	542	685	1,170	1,393
Cash Basis Interest Income	0	0	0	0
Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	48,133	66,415
Accrued Interest Income	542	685	1,170	1,393
Cash Basis Interest Income	0	0	0	0
Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	100,743	150,624
Accrued Interest Income	910	1,327	1,793	2,887
Cash Basis Interest Income	0	0	0	0
Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	91,314	130,631
Accrued Interest Income	851	1,165	1,652	2,566
Cash Basis Interest Income	0	0	0	0
Commercial construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	9,429	19,993
Accrued Interest Income	59	162	141	321
Cash Basis Interest Income	0	0	0	0
Equipment financing [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	188	1,811
Accrued Interest Income	3	-7	6	13
Cash Basis Interest Income	0	0	0	0
Equipment financing [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Average Recorded Investment	'	'	188	1,811
Accrued Interest Income	3	-7	6	0
Cash Basis Interest Income	$0	$0	$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 $)	Jun. 30, 2014		Dec. 31, 2013
In Thousands, unless otherwise specified
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	$13,313,613	[1]	$12,736,209	[1]
Total recorded investment of TDRs	325,211		341,898
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	132,573		146,848
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (1) - (6) Pass [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	47,639		55,973
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (7) Special Mention [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	0		0
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (8) Substandard [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	84,529		90,461
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (9) Doubtful [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	405		414
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (10) Loss [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Total recorded investment of TDRs	0		0
Commercial Portfolio Segment [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,615,177		3,293,244
Commercial Portfolio Segment [Member] | (1) - (6) Pass [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,416,031		3,091,154
Commercial Portfolio Segment [Member] | (7) Special Mention [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	60,658		87,451
Commercial Portfolio Segment [Member] | (8) Substandard [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	138,137		114,199
Commercial Portfolio Segment [Member] | (9) Doubtful [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	351		440
Commercial Portfolio Segment [Member] | (10) Loss [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	0		0
Commercial Real Estate [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,300,052	[2]	3,066,424	[2]
Commercial Real Estate [Member] | (1) - (6) Pass [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	3,168,118		2,947,116
Commercial Real Estate [Member] | (7) Special Mention [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	18,965		20,901
Commercial Real Estate [Member] | (8) Substandard [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	112,394		97,822
Commercial Real Estate [Member] | (9) Doubtful [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	575		585
Commercial Real Estate [Member] | (10) Loss [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	0		0
Finance Leases Portfolio Segment [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	464,948		460,450
Finance Leases Portfolio Segment [Member] | (1) - (6) Pass [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	444,401		437,033
Finance Leases Portfolio Segment [Member] | (7) Special Mention [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	1,362		7,979
Finance Leases Portfolio Segment [Member] | (8) Substandard [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	19,185		15,438
Finance Leases Portfolio Segment [Member] | (9) Doubtful [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	0		0
Finance Leases Portfolio Segment [Member] | (10) Loss [Member]	'		'
Financing Receivable, Impaired [Line Items]	'		'
Recorded investment	$0		$0
[1]	Loans and leases include net deferred fees and unamortized premiums of $12.6 million and $13.3 million at June 30, 2014 and December 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 June 30, 2014 and December 31, 2013.

Loans_And_Leases_Summary_Of_Th

Loans And Leases (Summary Of The Recorded Investment Of Company's TDRs) (Detail) (USD $)	6 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014		Dec. 31, 2013		Mar. 31, 2014
					Residential and consumer loans reclassified from non-accrual status [Member]
Financing Receivable, Impaired [Line Items]	'		'		'
Accrual status	$238,411	[1]	$238,926	[1]	'
Non-accrual status	86,800	[1]	102,972	[1]	'
Total recorded investment of TDRs	325,211		341,898		17,600
Accruing TDRs performing under modified terms more than one year	67.50%		58.20%		'
Specific reserves for TDRs included in the balance of allowance for loan and lease losses	19,802		20,360		'
Additional funds committed to borrowers in TDR status	$1,381		$1,262		'
[1]	A total of $17.6 million residential and consumer loans was 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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
	Contract	Contract	Contract	Contract
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	49	80	125	161
Pre- Modification Recorded Investment	$10,616	$17,109	$18,880	$38,760
Post- Modification Recorded Investment	10,616	17,109	18,880	38,760
Post- Modification Coupon Rate	4.80%	5.40%	4.80%	4.30%
1-4 family [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	19	40	45	72
Pre- Modification Recorded Investment	2,634	7,845	8,233	14,258
Post- Modification Recorded Investment	2,634	7,845	8,233	14,258
Post- Modification Coupon Rate	3.70%	3.90%	4.30%	3.90%
Home equity [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	17	28	57	65
Pre- Modification Recorded Investment	802	1,581	2,960	3,978
Post- Modification Recorded Investment	802	1,581	2,960	3,978
Post- Modification Coupon Rate	4.40%	4.30%	4.60%	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	4	2	9
Pre- Modification Recorded Investment	66	345	128	434
Post- Modification Recorded Investment	66	345	128	434
Post- Modification Coupon Rate	3.00%	4.40%	4.00%	5.00%
Commercial non-mortgage [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	12	7	21	10
Pre- Modification Recorded Investment	7,114	7,300	7,559	8,188
Post- Modification Recorded Investment	7,114	7,300	7,559	8,188
Post- Modification Coupon Rate	5.30%	7.40%	5.40%	7.10%
Commercial real estate [Member]	'	'	'	'
Information On How Loans And Leases Were Modified As Troubled Debt Restructuring [Line Items]	'	'	'	'
Number of Loans and Leases	0	1	0	3
Pre- Modification Recorded Investment	0	38	0	11,713
Post- Modification Recorded Investment	$0	$38	$0	$11,713
Post- Modification Coupon Rate	0.00%	4.50%	0.00%	2.70%

Loans_and_Leases_Information_o

Loans and Leases (Information on How Loans and Leases were Modified as a TDR) (Details) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Extended Maturity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	$1,702	$9,218	$2,932	$10,922
Extended Maturity [Member] | 1-4 family [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	1,102	1,615	1,808	2,520
Extended Maturity [Member] | Home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	298	467	768	575
Extended Maturity [Member] | Liquidating-home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	80	0	80
Extended Maturity [Member] | Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	302	7,018	356	7,520
Extended Maturity [Member] | Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	38	0	38
Extended Maturity [Member] | Commercial construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	'	'	0	189
Adjusted Interest Rates [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	143	493	421	1,388
Adjusted Interest Rates [Member] | 1-4 family [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	118	493	345	1,234
Adjusted Interest Rates [Member] | Home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	0	51	154
Adjusted Interest Rates [Member] | Liquidating-home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	0	0	0
Adjusted Interest Rates [Member] | Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	25	0	25	0
Adjusted Interest Rates [Member] | Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	0	0	0
Adjusted Interest Rates [Member] | Commercial construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	'	'	0	0
Rate and Maturity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	1,096	3,137	4,181	19,592
Rate and Maturity [Member] | 1-4 family [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	658	2,722	3,247	6,071
Rate and Maturity [Member] | Home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	47	133	302	1,217
Rate and Maturity [Member] | Liquidating-home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	0	0	0
Rate and Maturity [Member] | Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	391	282	632	629
Rate and Maturity [Member] | Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	0	0	11,675
Rate and Maturity [Member] | Commercial construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	'	'	0	0
Other [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	7,675	4,261	11,346	6,858
Other [Member] | 1-4 family [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	756	3,015	2,833	4,433
Other [Member] | Home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	457	981	1,839	2,032
Other [Member] | Liquidating-home equity [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	66	265	128	354
Other [Member] | Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	6,396	0	6,546	39
Other [Member] | Commercial real estate [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	0	0	0	0
Other [Member] | Commercial construction [Member]	'	'	'	'
Financing Receivable, Impaired [Line Items]	'	'	'	'
Loans Modified As Troubled Debt Restructurings During Period	'	'	$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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
	loan	loan	loan	loan
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	3	6	12	11
Recorded Investment	$1,023	$3,264	$1,513	$3,669
1-4 family [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	2	3	6	5
Recorded Investment	977	622	1,204	989
Home equity [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	0	0	4	3
Recorded Investment	0	0	218	38
Liquidating-home equity [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	0	2	0	2
Recorded Investment	0	81	0	81
Commercial non-mortgage [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	1	0	2	0
Recorded Investment	46	0	91	0
Commercial real estate [Member]	'	'	'	'
Financing Receivable, Modifications [Line Items]	'	'	'	'
Number of Loans and Leases	0	1	0	1
Recorded Investment	$0	$2,561	$0	$2,561

Loans_And_Leases_Narrative_Det

Loans And Leases (Narrative) (Detail) (USD $)	3 Months Ended			6 Months Ended
	Jun. 30, 2014		Jun. 30, 2013	Jun. 30, 2014		Jun. 30, 2013
	grade			loan
				loan_with_modified_structure
				grade
Loans and Leases Receivable Disclosure [Abstract]	'		'	'		'
Amount of loan pledged as collateral	$5,400,000,000	[1]	'	$5,400,000,000	[1]	'
Interest on non-accrual loans that would have been recorded as additional interest income	3,000,000		5,700,000	6,300,000		8,600,000
Number of Grades	10		'	10		'
Write-down of TDR's	2,000,000		9,000,000	8,100,000		14,100,000
Number of loans with two tier modified structure	'		'	6		'
Loans receivable with an A Note / B Note structure	'		'	24,700,000		'
B Notes charged off	'		'	10,400,000		'
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 $12.6 million and $13.3 million at June 30, 2014 and December 31, 2013, respectively.

Transfers_of_Financial_Assets_2

Transfers of Financial Assets and Mortgage Servicing Assets - Narrative (Details) (USD $)	3 Months Ended			6 Months Ended
	Jun. 30, 2014		Jun. 30, 2013	Jun. 30, 2014		Jun. 30, 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 days		'	'
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		'	$2,400,000,000
Bank servicing fees	300,000		700,000	800,000		2,100,000	'
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	$19,813,000	[1]	'	$19,813,000	[1]	'	$20,983,000	[1]
[1]	The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at June 30, 2014 and December 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) (Loan Purchase Commitments [Member], USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Loan Purchase Commitments [Member]	'	'	'	'
Movement in Valuation Allowances and Reserves [Roll Forward]	'	'	'	'
Balance, beginning of period	$1,901	$2,094	$2,254	$2,617
Provision (benefit)	-213	557	-523	1,015
Loss on repurchased loans and settlements	-113	-3	-156	-984
Balance, end of period	$1,575	$2,648	$1,575	$2,648

Transfers_of_Financial_Assets_4

Transfers of Financial Assets and Mortgage Servicing Assets Loans sold (Details) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Servicing Assets at Fair Value [Line Items]	'	'	'	'
Net gain on sale included as mortgage banking activities	$513	$5,888	$1,288	$12,919
Residential Portfolio Segment [Member]	'	'	'	'
Servicing Assets at Fair Value [Line Items]	'	'	'	'
Proceeds from the sale of loans held for sale	56,576	223,588	122,219	457,638
Net gain on sale included as mortgage banking activities	513	6,539	1,288	13,234
Loans sold with servicing rights retained	52,329	210,074	114,933	430,267
Commercial Portfolio Segment [Member]	'	'	'	'
Servicing Assets at Fair Value [Line Items]	'	'	'	'
Proceeds from the sale of loans held for sale	0	2,349	0	12,685
Net gain on sale included as mortgage banking activities	$0	($651)	$0	($315)

Recovered_Sheet3

Goodwill And Other Intangible Assets (Goodwill And Other Intangible Assets, Net Of Accumulated Amortization) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Dec. 31, 2013
					Community Banking [Member]	Community Banking [Member]
Finite-Lived Intangible Assets [Line Items]	'	'	'	'	'	'
Gross Carrying Amount	'	'	'	'	$49,420	$49,420
Accumulated Amortization	'	'	'	'	-45,905	-44,069
Net Carrying Amount	'	'	'	'	3,515	5,351
Amortization of intangible assets	$669	$1,242	$1,837	$2,484	'	'

Goodwill_And_Other_Intangible_2

Goodwill And Other Intangible Assets (Schedule Of Expected Amortization Expense, Next Four Years) (Detail) (USD $)	Jun. 30, 2014
In Thousands, unless otherwise specified
Goodwill and Intangible Assets Disclosure [Abstract]	'
Remainder of 2014	$848
2015	1,524
2016	$1,143

Deposits_Summary_Of_Deposits_D

Deposits (Summary Of Deposits) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Banking and Thrift [Abstract]	'	'
Demand	$3,249,996	$3,128,152
Checking	2,073,652	1,934,291
Health savings accounts	1,754,986	1,533,310
Money market	1,844,014	2,167,593
Savings	3,973,109	3,863,930
Time deposits	2,307,088	2,227,144
Total interest-bearing	11,952,849	11,726,268
Total deposits	15,202,845	14,854,420
Demand deposit overdrafts reclassified as loan balances	$1,186	$1,455

Deposits_Scheduled_Maturities_

Deposits (Scheduled Maturities Of Time Deposits) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Banking and Thrift [Abstract]	'	'
2014	$755,522	'
2015	800,457	'
2016	263,690	'
2017	96,570	'
2018	146,359	'
Thereafter	244,490	'
Time deposits	$2,307,088	$2,227,144

Deposits_Additional_Informatio

Deposits (Additional Information Of Deposits) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Banking and Thrift [Abstract]	'	'
Interest-bearing checking obtained through brokers	$56,778	$57,817
Time deposits obtained through brokers	278,080	148,117
Total brokered deposits	$334,858	$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 $)	Jun. 30, 2014		Dec. 31, 2013
Securities Sold Under Agreements to Repurchase and Other Short-term Borrowings [Line Items]	'		'
Securities sold under agreements to repurchase:	$1,009,259,000		$1,009,662,000
Federal funds purchased	392,000,000		322,000,000
Securities sold under agreements to repurchase and other borrowings	1,401,259,000		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:	459,259,000		359,662,000
Original maturity of greater than one year, 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
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:	$0	[1]	$100,000,000	[1]
[1]	There are $100 million of securities sold under agreements to repurchase that had callable options for June 23, 2014 and were classified as callable at the option of the counterparty at December 31, 2013. The callable options were not exercised as of the call date and were reclassified as original maturity of greater than one year, non-callable at June 30, 2014.

Federal_Home_Loan_Bank_Advance2

Federal Home Loan Bank Advances (Summary Of Advances Payable To The Federal Home Loan Bank) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Total Outstanding	'	'
Within 1 year	$1,715,000	$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	155,841	155,926
Federal Home Loan Bank advances	2,217,275	2,052,360
Unamortized premiums	49	61
Federal Home Loan Bank advances	$2,217,324	$2,052,421
Weighted- Average Contractual Coupon Rate	'	'
Within 1 year	0.22%	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	0.50%	0.54%

Federal_Home_Loan_Bank_Advance3

Federal Home Loan Bank Advances (Narrative) (Detail) (USD $)	Jun. 30, 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 $)

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Feb. 11, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Feb. 11, 2014

Dec. 31, 2013

Jun. 30, 2014

Dec. 31, 2013

London Interbank Offered Rate (LIBOR) [Member]

Senior fixed-rate notes [Member]

Junior Subordinated Debt [Member]

Junior Subordinated Debt [Member]

4.375% Maturing 2024 [Member]

4.375% Maturing 2024 [Member]

4.375% Maturing 2024 [Member]

5.125% Maturing 2014 [Member]

5.125% Maturing 2014 [Member]

Senior fixed-rate notes [Member]

Senior fixed-rate notes [Member]

Senior fixed-rate notes [Member]

Senior fixed-rate notes [Member]

Senior fixed-rate notes [Member]

Debt Instrument [Line Items]

'

'

'

'

'

'

'

'

'

'

'

Stated interest rate

'

'

'

'

'

'

'

4.38%

'

5.13%

[1]

'

Senior Notes

'

'

'

'

'

'

$150,000,000

[1]

'

$0

[1]

$0

$150,000,000

Junior Subordinated Notes

'

'

'

'

77,320,000

[2]

77,320,000

[2]

'

'

'

'

'

Total notes and subordinated debt

227,320,000

227,320,000

'

'

'

'

'

'

'

'

'

Unamortized discount, net

-1,142,000

[3]

-21,000

[3]

'

'

'

'

'

'

'

'

'

Hedge accounting adjustments

0

[3]

1,066,000

[3]

'

'

'

'

'

'

'

'

'

Long-term debt

226,178,000

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%

'

'

'

'

'

'

'

'

Variable interest rate

3.18%

3.19%

'

'

'

'

'

'

'

'

'

[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 3.182% at June 30, 2014 and 3.194% at December 31, 2013

[3]

Related to senior fixed-rate notes due 2024 at June 30, 2014 and senior fixed-rate notes due 2014 at December 31, 2013

Other_Comprehensive_Income_Sch

Other Comprehensive Income (Schedule of Other Comprehensive Income (Loss)) (Details) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	($43,691)	($30,911)	($48,549)	($32,266)
Other comprehensive income (loss) before reclassifications	12,296	-36,095	18,461	-36,794
Amounts reclassified from accumulated other comprehensive income (loss)	1,400	1,867	93	3,921
Net current-period other comprehensive income (loss), net of tax	13,696	-34,228	18,554	-32,873
Ending balance	-29,995	-65,139	-29,995	-65,139
Available For Sale and Transferred Securities [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	5,505	41,191	-2,617	42,741
Other comprehensive income (loss) before reclassifications	15,704	-38,248	26,553	-39,730
Amounts reclassified from accumulated other comprehensive income (loss)	47	-214	-2,680	-282
Net current-period other comprehensive income (loss), net of tax	15,751	-38,462	23,873	-40,012
Ending balance	21,256	2,729	21,256	2,729
Derivative Instruments [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	-21,932	-25,961	-18,206	-27,902
Other comprehensive income (loss) before reclassifications	-3,876	1,581	-9,027	1,880
Amounts reclassified from accumulated other comprehensive income (loss)	1,358	1,508	2,783	3,150
Net current-period other comprehensive income (loss), net of tax	-2,518	3,089	-6,244	5,030
Ending balance	-24,450	-22,872	-24,450	-22,872
Defined Benefit Pension and Postretirement Benefit Plans [Member]	'	'	'	'
Accumulated Other Comprehensive Income (Loss) [Roll Forward]	'	'	'	'
Beginning balance	-27,264	-46,141	-27,726	-47,105
Other comprehensive income (loss) before reclassifications	468	572	935	1,056
Amounts reclassified from accumulated other comprehensive income (loss)	-5	573	-10	1,053
Net current-period other comprehensive income (loss), net of tax	463	1,145	925	2,109
Ending balance	($26,801)	($44,996)	($26,801)	($44,996)

Other_Comprehensive_Income_Sch1

Other Comprehensive Income (Schedule of Accumulated Other Comprehensive Loss) (Details) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Impairment loss recognized in earnings	($73)	$0	($161)	$0
Total interest expense	-22,375	-23,032	-44,853	-47,319
Compensation and benefits	-65,711	-65,768	-132,082	-131,818
Income tax expense	-23,027	-20,835	-44,116	-39,757
Net income	47,856	46,373	98,279	88,490
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	0	333	4,336	439
Impairment loss recognized in earnings	-73	0	-161	0
Income tax expense	26	-119	-1,495	-157
Net income	-47	214	2,680	282
Derivative Instruments [Member] | Reclassification out of accumualted comprehensive income [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Total interest expense	-2,115	-2,349	-4,336	-4,907
Income tax expense	757	841	1,553	1,757
Net income	-1,358	-1,508	-2,783	-3,150
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	320	-6	587
Net income	5	-573	10	-1,053
Defined benefit pension and postretirement benefit plans [Member] | Reclassification out of accumualted comprehensive income [Member] | Amortization of net loss [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Compensation and benefits	26	-875	52	-1,604
Defined benefit pension and postretirement benefit plans [Member] | Reclassification out of accumualted comprehensive income [Member] | Prior service cost [Member]	'	'	'	'
Reclassification out of Accumulated Other Comprehensive Income [Line Items]	'	'	'	'
Compensation and benefits	($18)	($18)	($36)	($36)

Regulatory_Matters_Information

Regulatory Matters (Information On The Capital Ratios) (Detail) (USD $)	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]	'	'	'
Dividends paid by Webster Bank	$50,000,000	$50,000,000	'
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	2,026,230,000	'	1,965,171,000
Total risk-based capital, Actual Ratio	14.10%	'	14.20%
Total risk-based capital, Minimum Amount	1,150,525,000	'	1,106,203,000
Total risk-based capital, Capital Requirements Ratio	8.00%	'	8.00%
Total risk-based capital, Well Capitalized Amount	1,438,156,000	'	1,382,754,000
Total risk-based capital, Well Capitalized Ratio	10.00%	'	10.00%
Tier 1 capital, Actual Amount	1,865,999,000	'	1,807,642,000
Tier 1 capital, Actual Ratio	13.00%	'	13.10%
Tier 1 capital, Minimum Amount	575,262,000	'	553,101,000
Tier 1 capital, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 capital, Well Capitalized Amount	862,894,000	'	829,652,000
Tier 1 capital, Well Capitalized Ratio	6.00%	'	6.00%
Tier 1 leverage capital ratio, Actual Amount	1,865,999,000	'	1,807,642,000
Tier 1 leverage capital ratio, Actual Ratio	9.00%	'	9.00%
Tier 1 leverage capital ratio, Minimum Amount	828,312,000	'	801,535,000
Tier 1 leverage capital ratio, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 leverage capital ratio, Well Capitalized Amount	1,035,390,000	'	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	1,876,692,000	'	1,815,423,000
Total risk-based capital, Actual Ratio	13.10%	'	13.20%
Total risk-based capital, Minimum Amount	1,148,263,000	'	1,104,200,000
Total risk-based capital, Capital Requirements Ratio	8.00%	'	8.00%
Total risk-based capital, Well Capitalized Amount	1,435,329,000	'	1,380,250,000
Total risk-based capital, Well Capitalized Ratio	10.00%	'	10.00%
Tier 1 capital, Actual Amount	1,717,075,000	'	1,658,466,000
Tier 1 capital, Actual Ratio	12.00%	'	12.00%
Tier 1 capital, Minimum Amount	574,132,000	'	552,100,000
Tier 1 capital, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 capital, Well Capitalized Amount	861,198,000	'	828,150,000
Tier 1 capital, Well Capitalized Ratio	6.00%	'	6.00%
Tier 1 leverage capital ratio, Actual Amount	1,717,075,000	'	1,658,466,000
Tier 1 leverage capital ratio, Actual Ratio	8.30%	'	8.30%
Tier 1 leverage capital ratio, Minimum Amount	827,260,000	'	800,063,000
Tier 1 leverage capital ratio, Capital Requirements Ratio	4.00%	'	4.00%
Tier 1 leverage capital ratio, Well Capitalized Amount	$1,034,074,000	'	$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		6 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Net income available to common shareholders	$45,217	$43,734	$93,001	$82,965
Less: Dividends to participating shares	-74	-56	-122	-88
Income allocated to participating shares	-113	-129	-237	-247
Net income allocated to common shareholders	$45,030	$43,549	$92,642	$82,630
Weighted average common shares outstanding - basic (in shares)	89,776	89,645	89,831	87,585
Stock options and restricted stock (in shares)	471	290	479	308
Weighted-average common shares outstanding - diluted (in shares)	90,528	90,087	90,584	89,953
Earnings per common share, Basic (in dollars per share)	$0.50	$0.49	$1.03	$0.94
Earnings per common share, Diluted (in dollars per share)	$0.50	$0.48	$1.02	$0.92
Warrants - Series A1 and A2 [Member]	'	'	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Warrants (in shares)	0	0	0	1,917
Warrants - other [Member]	'	'	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Warrants (in shares)	281	152	274	143

Earnings_Per_Common_Share_Narr

Earnings Per Common Share (Narrative) (Detail)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Warrants - other [Member]	'	'	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Common stock shares authorized	700,000	700,000	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	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	1,600,000	800,000	1,600,000
Restricted Stock [Member]	'	'	'	'
Earnings Per Share Basic And Diluted By Common Class [Line Items]	'	'	'	'
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	183,000	254,000	185,000	253,000

Derivative_Financial_Instrumen2

Derivative Financial Instruments Cash Flow Hedges of Interest Rate Risk (Narrative) (Detail) (Cash Flow Hedging [Member], USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative [Line Items]	'	'	'	'
Unamortized loss on termination of cash flow hedges	'	'	$32,000,000	'
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	7,400,000	'	7,400,000	'
Derivative Instruments, Loss Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing	107,000	107,000	107,000	107,000
Designated as Hedging Instrument [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Gain on derivative	'	'	6,500,000	'
Unamortized loss on termination of cash flow hedges	'	'	8,000,000	'
Interest Rate Cash Flow Hedge Gain (Loss) to be Reclassified During Next 12 Months, Net	$3,700,000	'	$3,700,000	'

Derivative_Financial_Instrumen3

Derivative Financial Instruments Schedule of forward-settle interest rate swaps (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Total Notional Amount	$12,047,457,000	$13,138,667,000
Forward Contracts [Member] | Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Matures June 30, 2019 [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	2	'
Total Notional Amount	50,000,000	'
Forward Contracts [Member] | Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Matures October 16, 2019 and November 18, 2019 [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	4	'
Total Notional Amount	100,000,000	'
Forward Contracts [Member] | Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Matures January 31, 2020 [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	2	'
Total Notional Amount	50,000,000	'
Forward Contracts [Member] | Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Matures June 16, 2020 [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	2	'
Total Notional Amount	$50,000,000	'

Derivative_Financial_Instrumen4

Derivative Financial Instruments Schedule of interest rate swaps and caps (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Total Notional Amount	$12,047,457,000	$13,138,667,000
Cash Flow Hedging [Member] | Designated as Hedging Instrument [Member] | Forward Contracts [Member] | Matures July 2019 and August 2019 [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	3	'
Total Notional Amount	75,000,000	'
Cash Flow Hedging [Member] | Federal Home Loan Bank Advances [Member] | Designated as Hedging Instrument [Member] | Interest Rate Cap [Member] | Matures December 2021 [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	6	'
Total Notional Amount	$150,000,000	'
Strike Rate Indexed to 3-Month LIBOR	3.00%	'

Derivative_Financial_Instrumen5

Derivative Financial Instruments Schedule of interest rate derivatives designated as cash flow hedges (Details) (Cash Flow Hedging [Member], USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Dec. 31, 2013
					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]	Designated as Hedging Instrument [Member]
					Other Assets [Member]	Other Assets [Member]	Other Assets [Member]	Other Assets [Member]	Other Liabilities [Member]	Other Liabilities [Member]
					Forward-settle interest rate swap on anticipated debt [Member]	Forward-settle interest rate swap on anticipated debt [Member]	Interest rate swaps on FHLB advances [Member]	Interest rate swaps on FHLB advances [Member]	Forward-settle interest rate swap on anticipated debt [Member]	Forward-settle interest rate swap on anticipated debt [Member]
					Derivative	Derivative	Interest rate cap on FHLB advances [Member]	Interest rate cap on FHLB advances [Member]	Derivative	Derivative
							Derivative	Derivative
Derivative [Line Items]	'	'	'	'	'	'	'	'	'	'
Derivative Instruments, Loss Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing	$107	$107	$107	$107	'	'	'	'	'	'
Derivative Asset, Number of Instruments Held	'	'	'	'	0	8	6	2	'	'
Derivative Liability, Number of Instruments Held	'	'	'	'	'	'	'	'	13	5
Derivative Asset, Notional Amount	'	'	'	'	0	200,000	150,000	50,000	'	'
Derivative Liability, Notional Amount	'	'	'	'	'	'	'	'	325,000	125,000
Derivative Asset, Fair Value	'	'	'	'	0	3,027	6,512	3,554	'	'
Derivative Liability, Fair Value	'	'	'	'	'	'	'	'	($4,556)	($622)

Derivative_Financial_Instrumen6

Derivative Financial Instruments Schedule of the increase/(reduction) to interest expenses on borrowings related to cash flow hedges (Detail) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative [Line Items]	'	'	'	'
Interest Expense	$22,375	$23,032	$44,853	$47,319
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	118	0	498
Amount Reclassified From AOCI	2,115	2,349	4,336	4,908
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	118	0	498
Amount Reclassified From AOCI	1,352	1,519	2,705	3,251
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	0	0
Amount Reclassified From AOCI	77	'	115	'
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	'	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	0	0
Amount Reclassified From AOCI	0	0	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	0	0
Amount Reclassified From AOCI	673	830	1,503	1,660
Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member] | Bank Time Deposits [Member] | Interest Rate Swap [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Interest Expense	0	0	0	0
Amount Reclassified From AOCI	$13	$0	$13	$0

Derivative_Financial_Instrumen7

Derivative Financial Instruments Schedule of reduction to interest expense on borrowings related to fair value hedges (Details) (Fair Value Hedging [Member], Designated as Hedging Instrument [Member], Interest Expense [Member], USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative [Line Items]	'	'	'	'
Net reduction to interest expense on borrowings	($267)	($800)	($1,066)	($1,806)
Interest Rate Swap [Member] | Interest rate swaps on senior fixed-rate notes [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net reduction to interest expense on borrowings	-267	-800	-1,066	-1,599
Interest Rate Swap [Member] | Subordinated Debt [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net reduction to interest expense on borrowings	$0	$0	$0	($207)

Derivative_Financial_Instrumen8

Derivative Financial Instruments Schedule of outstanding interest rate swaps and caps not designated for hedge accounting (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Total Notional Amount	$12,047,457,000	$13,138,667,000
Not Designated as Hedging Instrument [Member]	'	'
Derivative [Line Items]	'	'
Derivative Asset, Gain	7,804,000	17,062,000
Derivative Asset, Loss	-28,427,000	-23,087,000
Not Designated as Hedging Instrument [Member] | Customer Position [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	250	235
Total Notional Amount	1,762,519,000	1,563,728,000
Derivative Asset, Gain	38,848,000	29,004,000
Derivative Liability, Loss	-4,392,000	-11,175,000
Net	34,456,000	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	191	159
Total Notional Amount	1,181,750,000	915,272,000
Derivative Asset, Gain	38,848,000	29,004,000
Derivative Asset, Loss	0	0
Net	38,848,000	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	59	76
Total Notional Amount	580,769,000	648,456,000
Derivative Liability, Gain	0	0
Derivative Liability, Loss	-4,392,000	-11,175,000
Net	-4,392,000	-11,175,000
Not Designated as Hedging Instrument [Member] | Counterparty Position [Member]	'	'
Derivative [Line Items]	'	'
Number of Instruments	257	243
Total Notional Amount	11,572,457,000	12,763,667,000
Derivative Asset, Gain	7,804,000	17,094,000
Derivative Liability, Loss	-28,427,000	-23,119,000
Net	-20,623,000	-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	27	111
Total Notional Amount	267,043,000	914,044,000
Derivative Asset, Gain	1,792,000	8,944,000
Derivative Asset, Loss	-1,188,000	-2,766,000
Net	604,000	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	217	118
Total Notional Amount	1,495,414,000	649,623,000
Derivative Liability, Gain	5,993,000	8,118,000
Derivative Liability, Loss	-26,968,000	-20,094,000
Net	-20,975,000	-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	13	14
Total Notional Amount	9,810,000,000	11,200,000,000
Derivative Liability, Gain	19,000	32,000
Derivative Liability, Loss	-271,000	-259,000
Net	($252,000)	($227,000)

Derivative_Financial_Instrumen9

Derivative Financial Instruments Schedule of the changes in the fair value of non-hedge accounting derivatives (Detail) (Not Designated as Hedging Instrument [Member], Interest Expense [Member], USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Derivative [Line Items]	'	'	'	'
Net increase to other non-interest income	$1,442	$1,089	$3,280	$1,793
Non-hedge derivatives, net [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net increase to other non-interest income	1,453	981	3,566	1,633
Fed funds futures contracts [Member]	'	'	'	'
Derivative [Line Items]	'	'	'	'
Net increase to other non-interest income	($11)	$108	($286)	$160

Recovered_Sheet5

Derivative Financial Instruments Schedule of financial assets and liabilities for non-customer derivative positions (Details) (USD $)	Jun. 30, 2014		Dec. 31, 2013
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	$12,047,457,000		$13,138,667,000
Total MTM(Loss) Gain	-18,667,000		-66,000
Cash Collateral Posted	29,151,000		8,115,000
Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	427,920,000		387,258,000
Total MTM(Loss) Gain	-6,417,000		-4,274,000
Cash Collateral Posted	6,400,000		4,300,000
Net Exposure	0	[1]	26,000	[1]
Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	337,171,000		322,888,000
Total MTM(Loss) Gain	-4,243,000		-5,010,000
Cash Collateral Posted	3,970,000		4,940,000
Net Exposure	0	[1]	0	[1]
Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	14,093,000		14,477,000
Total MTM(Loss) Gain	-1,149,000		-1,348,000
Cash Collateral Posted	0		0
Net Exposure	0	[1]	0	[1]
Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	292,043,000		291,627,000
Total MTM(Loss) Gain	1,689,000		5,250,000
Cash Collateral (Received)	-1,700,000		-5,300,000
Net Exposure	0	[1]	0	[1]
Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	384,971,000		372,771,000
Total MTM(Loss) Gain	2,830,000		3,549,000
Cash Collateral (Received)	-2,790,000		-3,310,000
Net Exposure	0	[1]	0	[1]
Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
Total Notional Amount	10,591,259,000	[2]	11,749,646,000	[2]
Total MTM(Loss) Gain	-11,377,000	[2]	1,767,000	[2]
Cash Collateral Posted	23,271,000	[2]	7,485,000	[2]
Net Exposure	11,894,000	[1],[2]	9,252,000	[1],[2]
Designated as Hedging Instrument [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	6,512,000		6,581,000
MTM Loss	-4,556,000		-622,000
Designated as Hedging Instrument [Member] | Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		730,000
MTM Loss	-228,000		0
Designated as Hedging Instrument [Member] | Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,171,000		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	1,085,000		1,734,000
MTM Loss	0		0
Designated as Hedging Instrument [Member] | Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	3,256,000		2,290,000
MTM Loss	0		-15,000
Designated as Hedging Instrument [Member] | Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0	[2]	1,212,000	[2]
MTM Loss	-4,328,000	[2]	-607,000	[2]
Non-Hedge Accounting [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	7,804,000		17,062,000
MTM Loss	-28,427,000		-23,087,000
Non-Hedge Accounting [Member] | Dealer A [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	2,594,000		4,643,000
MTM Loss	-8,783,000		-9,647,000
Non-Hedge Accounting [Member] | Dealer B [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1,769,000		3,475,000
MTM Loss	-8,183,000		-9,100,000
Non-Hedge Accounting [Member] | Dealer C [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	0		0
MTM Loss	-1,149,000		-1,348,000
Non-Hedge Accounting [Member] | Dealer D [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1,792,000		4,108,000
MTM Loss	-1,188,000		-592,000
Non-Hedge Accounting [Member] | Dealer E [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	1,492,000		3,017,000
MTM Loss	-1,918,000		-1,743,000
Non-Hedge Accounting [Member] | Dealer F [Member]	'		'
Offsetting Assets and Liabilities [Line Items]	'		'
MTM Gain	157,000	[2]	1,819,000	[2]
MTM Loss	($7,206,000)	[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.

Recovered_Sheet6

Derivative Financial Instruments Counterparty Credit Risk Narrative (Details) (USD $)	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]	'	'
Cash Collateral Posted	($29,151,000)	($8,115,000)
Current Derivative Credit Exposure [Member] | Interest Rate Swaps With Bank Customers [Member]	'	'
Derivative [Line Items]	'	'
Maximum exposure	38,800,000	'
Future Derivative Credit Exposure [Member] | Interest Rate Swaps With Bank Customers [Member]	'	'
Derivative [Line Items]	'	'
Maximum exposure	13,000,000	'
Dealer D [Member]	'	'
Derivative [Line Items]	'	'
Cash Collateral Posted	-33,700,000	'
Cash collateral	($4,500,000)	'

Recovered_Sheet7

Derivative Financial Instruments Futures Contracts Derivatives Narrative (Details) (USD $)

Jun. 30, 2014

Dec. 31, 2013

Mar. 31, 2010

Jun. 30, 2014

Mar. 31, 2013

Sep. 30, 2011

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 2013

Jun. 30, 2014

Jun. 30, 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]

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]

Other Expense [Member]

Other Expense [Member]

Other Expense [Member]

Other Expense [Member]

Future [Member]

Future [Member]

Future [Member]

Future [Member]

Derivative [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Total Notional Amount

$12,047,457,000

$13,138,667,000

$600,000,000

'

$800,000,000

$400,000,000

'

'

'

'

'

'

'

'

Derivative period

'

'

'1 year

'

'

'

'

'

'

'

'

'

'

'

Fair value of contracts

'

'

'

-252,000

'

'

'

'

'

'

'

'

'

'

MTM gain (loss)

'

'

'

'

'

'

$1,442,000

$1,089,000

$3,280,000

$1,793,000

($11,000)

$108,000

($286,000)

$160,000

Recovered_Sheet8

Derivative Financial Instruments Mortgage Banking Derivatives Narrative (Details) (USD $)	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 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	$47,600,000	'	'	'	'
Outstanding commitments to sell residential mortgage loans	65,100,000	'	'	'	'
Mandatory forward commitments	64,000,000	'	'	'	'
MTM Gain	'	$7,804,000	$17,062,000	($100,000)	$500,000

Fair_Value_Measurements_Narrat

Fair Value Measurements (Narrative) (Detail) (USD $)	6 Months Ended
	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014	Jun. 30, 2014	Dec. 31, 2013	Jun. 30, 2014	Jun. 30, 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)	'	'	$16,400,000	$333,000	$565,000	$4,600,000	'
Unfunded commitment for investments	'	6,900,000	'	'	'	'	'
Interest rate swap maturity period	'30 years	'	'	'	'	'	'
Book value of other real estate owned (OREO) and repossessed assets	'	'	'	'	'	'	$6,700,000

Fair_Value_Measurements_Fair_V

Fair Value Measurements (Fair Value Assets And Liabilities Measured On Recurring Basis) (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Available for sale securities	$1,915,671	$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	2,980,031	3,106,931
Total financial assets held at fair value	3,032,336	3,155,928
Derivative liability	30,371	24,038
Total financial liabilities held at fair value	30,492	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	5,912	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	333	565
Fair Value, Measurements, Recurring [Member] | Derivative instruments [Member]	'	'
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]	'	'
Derivative assets	46,060	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	'	540
Derivative liability	121	'
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	525	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	695,809	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	1,167,127	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	80,980	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	511,036	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	357,882	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	11,335	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	38,833	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	112,826	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	3,678	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	3,928	3,634
Total financial assets held at fair value	9,859	9,763
Derivative liability	271	259
Total financial liabilities held at fair value	271	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	5,912	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	19	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
Derivative liability	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	525	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	0	0
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	'	'
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	3,403	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	2,964,768	3,074,807
Total financial assets held at fair value	3,010,809	3,117,110
Derivative liability	30,100	23,779
Total financial liabilities held at fair value	30,221	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	46,041	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	'	540
Derivative liability	121	'
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	695,809	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	1,167,127	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	80,980	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	511,036	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	357,882	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	38,833	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	112,826	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	11,335	28,490
Total financial assets held at fair value	11,668	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	333	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
Derivative liability	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	0	0
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	'	'
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	11,335	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				6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014		Jun. 30, 2013		Jun. 30, 2014		Jun. 30, 2013
Fair Value, Assets and Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]	'		'		'		'
Level 3, beginning of period	$12,524		$280,582		$29,055		$116,280
Transfers out of Level 3	0	[1]	-248,844	[1]	0	[1]	-248,844	[1]
Change in unrealized loss included in other comprehensive income	-606		1,643		194		7,000
Unrealized loss included in net income	-250		-20		-232		-285
Realized gain on sale of available for sale securities	0		0		4,336		0
Purchases/capital calls	0		109		0		159,412
Sales/proceeds	0		0		-21,695		0
Accretion/amortization	21		146		52		188
Calls/paydowns	-21		-2,044		-42		-2,179
Level 3, end of period	$11,668		$31,572		$11,668		$31,572
[1]	As of April 1, 2013, the CLO portfolio was transferred from Level 3 to Level 2 based on having more observable inputs in determining fair value. In prior quarters, the CLO portfolio was priced using average non-binding broker quotes. During the second quarter of 2013, the Company engaged a third-party pricing vendor to provide monthly fair value measurements. This methodology used is a combination of matrix pricing, observed market activity and metrics. Pricing inputs such as credit spreads are observable and market corroborated and, therefore, the CLO portfolio qualifies for Level 2 categorization. The market for CLOs is an active market, and there is ample price transparency.

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 $)	Jun. 30, 2014	Mar. 31, 2014	Dec. 31, 2013	Jun. 30, 2013	Mar. 31, 2013	Dec. 31, 2012	Jun. 30, 2014
In Thousands, unless otherwise specified							Pooled trust preferred securities [Member]
							BasisPoint
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]	'	'	'	'	'	'	'
Fair Value	$11,668	$12,524	$29,055	$31,572	$280,582	$116,280	$11,335
Discount rate, Range (Weighted Average), minimum	'	'	'	'	'	'	6.48%
Discount rate, Range (Weighted Average), maximum	'	'	'	'	'	'	7.49%
Discount rate, Range (Weighted Average)	'	'	'	'	'	'	6.97%
Credit spread, Range (Weighted Average), minimum (in basis points)	'	'	'	'	'	'	315
Credit spread, Range (Weighted Average), maximum (in basis points)	'	'	'	'	'	'	416
Credit spread, Range (Weighted Average) (in basis points)	'	'	'	'	'	'	364

Fair_Value_Measurements_Schedu2

Fair Value Measurements (Schedule Of Valuation Methodology And Unobservable Inputs) (Detail) (USD $)

6 Months Ended

6 Months Ended

6 Months Ended

In Thousands, unless otherwise specified

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Fair Value, Inputs, Level 3 [Member]

Fair Value, Inputs, Level 3 [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Other Real Estate Owned [Member]

Impaired Loans [Member]

Impaired Loans [Member]

Impaired Loans [Member]

Impaired Loans [Member]

Impaired Loans [Member]

Prepayment speeds [Member]

Discount rate [Member]

Prepayment speeds [Member]

Discount rate [Member]

Fair Value, Measurements, Nonrecurring [Member]

Fair Value, Measurements, Nonrecurring [Member]

Discount for costs to sell [Member]

Discount for appraisal type [Member]

Fair Value, Inputs, Level 3 [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Fair Value, Inputs, Level 3 [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

'

'

'

'

$13,153,500

$12,515,714

'

'

'

'

'

'

'

$52,454

Other Real Estate

'

'

'

'

'

'

'

'

613

'

'

'

'

'

Mortgage Servicing Assets

'

'

'

'

$28,332

[1]

$29,150

[1]

'

'

'

'

'

'

'

'

Range of Inputs

7.40%

1.00%

25.60%

3.50%

'

'

8.00%

25.00%

'

0.00%

0.00%

15.00%

8.00%

'

[1]

The carrying amount of mortgage servicing assets is net of $0.1 million and $0.2 million reserves at June 30, 2014 and December 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 $)	Jun. 30, 2014		Dec. 31, 2013
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	$1,915,671,000		$2,754,856,000
Mortgage servicing assets, reserves	100,000		200,000
Unamortized premiums	49,000		61,000
Hedge accounting adjustments	-1,100,000		1,000,000
Fair Value, Measurements, Recurring [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	2,980,031,000		3,106,931,000
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	3,928,000		3,634,000
Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure	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] | 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	2,964,768,000		3,074,807,000
Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure	1,427,435,000		1,365,427,000
Federal Home Loan Bank advances	2,229,271,000	[1]	2,063,312,000	[1]
Long-term debt	223,259,000	[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	3,552,498,000		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] | Deposits other than time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	12,895,757,000		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	2,329,112,000		2,250,141,000
Fair Value, Measurements, Recurring [Member] | Significant Unobservable Input (Level 3) [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Securities held-to-maturity	11,335,000		28,490,000
Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure	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	18,580,000		17,047,000
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]	'		'
Federal Funds Purchased and Securities Loaned or Sold under Agreements to Repurchase, Fair Value Disclosure	1,401,259,000		1,331,662,000
Federal Home Loan Bank advances	2,217,324,000	[1]	2,052,421,000	[1]
Long-term debt	226,178,000	[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	3,478,803,000		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	16,358,000		16,582,000
Fair Value, Measurements, Recurring [Member] | Reported Value Measurement [Member] | Deposits other than time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	12,895,757,000		12,627,276,000
Fair Value, Measurements, Recurring [Member] | Reported Value Measurement [Member] | Time deposits [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Deposits	2,307,088,000		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	32,472,000		20,903,000
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	13,153,500,000		12,515,714,000
Mortgage servicing assets	28,332,000	[3]	29,150,000	[3]
Fair Value, Measurements, Nonrecurring [Member] | Reported Value Measurement [Member]	'		'
Fair Value Measurements [Line Items]	'		'
Loans held for sale	31,671,000		20,802,000
Loans and leases, net	$13,120,512,000		$12,547,203,000
[1]	The carrying amount of FHLB advances is net of $49 thousand and $61 thousand in hedge accounting adjustments and discounts at June 30, 2014 and December 31, 2013, respectively. The estimated fair value does not include such adjustments.
[2]	The carrying amount of long-term debt is net of $(1.1) million and $1.0 million in hedge accounting adjustments and discounts at June 30, 2014 and December 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 June 30, 2014 and December 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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Webster Pension [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	$10	$10	$20	$20
Interest cost on projected benefit obligations	2,002	1,871	4,005	3,683
Expected return on plan assets	-2,875	-2,782	-5,750	-5,557
Amortization of prior service cost	0	0	0	0
Recognized net loss	688	1,637	1,375	3,177
Net periodic benefit cost (income)	-175	736	-350	1,323
Webster SERP [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	0	0	0	0
Interest cost on projected benefit obligations	92	71	184	145
Expected return on plan assets	0	0	0	0
Amortization of prior service cost	0	0	0	0
Recognized net loss	23	31	46	62
Net periodic benefit cost (income)	115	102	230	207
Other Benefits [Member]	'	'	'	'
Defined Benefit Plan Disclosure [Line Items]	'	'	'	'
Service cost	0	0	0	0
Interest cost on projected benefit obligations	34	30	68	60
Expected return on plan assets	0	0	0	0
Amortization of prior service cost	19	18	37	36
Recognized net loss	0	7	0	14
Net periodic benefit cost (income)	$53	$55	$105	$110

Recovered_Sheet9

Pension And Other Postretirement Benefits (Narrative) (Detail) (Multiemployer Plans, Pension [Member], USD $)	Jul. 01, 2013
In Millions, unless otherwise specified
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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Compensation and Retirement Disclosure [Abstract]	'	'	'	'
Contributions	$337	$237	$674	$474
Funded Status of Plan	'	'	'At least 80 percent	'

StockBased_Compensation_Plans_1

Stock-Based Compensation Plans (Narrative) (Detail)

6 Months Ended

6 Months Ended

6 Months Ended

6 Months Ended

12 Months Ended

6 Months Ended

Jun. 30, 2014

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Jun. 30, 2014

Dec. 31, 2013

Dec. 31, 2013

Jun. 30, 2014

Jun. 30, 2014

Restricted Stock [Member]

Time Based Restricted Stock Awards [Member]

Performance Based Restricted Stock Awards [Member]

Stock options [Member]

Non-Qualified Stock Options [Member]

Incentive Stock Options [Member]

Minimum [Member]

Minimum [Member]

Maximum [Member]

Maximum [Member]

Vesting Period 1 [Member]

Vesting Period 1 [Member]

Vesting Period 2 [Member]

Vesting Period 2 [Member]

Time Based Restricted Stock Awards [Member]

Stock options [Member]

Time Based Restricted Stock Awards [Member]

Stock options [Member]

Minimum [Member]

Maximum [Member]

Minimum [Member]

Maximum [Member]

Performance Based Restricted Stock Awards [Member]

Performance Based Restricted Stock Awards [Member]

Performance Based Restricted Stock Awards [Member]

Performance Based Restricted Stock Awards [Member]

Share-based Compensation Arrangement by Share-based Payment Award [Line Items]

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Vesting period

'

'

'1 year

'

'3 years

'

'

'

'1 year

'3 years

'5 years

'4 years

'

'

'

'

Shares authorized

'

'

'

100,000

'

'

'

'

'

'

'

'

'

'

'

'

Vesting percentage

'

'

'

'

50.00%

'

'

'

'

'

'

'

0.00%

200.00%

0.00%

150.00%

Maximum contractual term

'

'

'

'

'

'10 years

'

'

'

'

'

'

'

'

'

'

Options granted

0

'

'

'

'

'

'

'

'

'

'

'

'

'

'

'

Number of options outstanding

2,148,035

2,325,797

'

'

'

'

1,968,029

180,006

'

'

'

'

'

'

'

'

StockBased_Compensation_Plans_2

Stock-Based Compensation Plans (Summary of Stock-based compensation expense recognized) (Details) (USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Stock-based compensation	$2,777	$3,122	$5,550	$5,595
Stock options [Member]	'	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Stock-based compensation	224	1,116	776	1,946
Restricted stock [Member]	'	'	'	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'	'	'	'
Stock-based compensation	$2,553	$2,006	$4,774	$3,649

StockBased_Compensation_Plans_3

Stock-Based Compensation Plans (Summary of Unrecognized Compensation Expense) (Detail) (USD $)	6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014
Stock Options [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'
Unrecognized Compensation Expense, Stock options	$910
Weighted-Average Period To Be Recognized	'1 year 6 months
Restricted stock [Member]	'
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]	'
Unrecognized Compensation Expense, Restricted stock	$14,840
Weighted-Average Period To Be Recognized	'2 years 8 months

StockBased_Compensation_Plans_4

Stock-Based Compensation Plans (Summary of Restricted Stock and Stock Option Activity) (Detail) (USD $)	6 Months Ended
	Jun. 30, 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
Exercised options, Number of Shares	-91,290
Options forfeited or expired, Number of Shares	-86,472
Options outstanding, at end of period, Number of Shares	2,148,035
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 exercised, Weighted-Average Exercise Price (in dollars per share)	$17
Options forfeited, Weighted-Average Exercise Price (in dollars per share)	$36.40
Options, at end of period, Weighted-average Exercise Price (in dollars per share)	$27.01
Options exercisable, at end of period, Number of Shares	1,831,845
Options exercisable, at end of period, Weighted-Average Exercise Price (in dollars per share)	$27.67
Options expected to vest, at end of period, Number of Shares	297,466
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	212,542
Restricted stock, Vested restricted stock awards	-111,441	[1]
Restricted stock, Forfeited	-16,211
Restricted stock, Outstanding at end of period	352,009
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	$29.66
Restricted stock, Vested restricted stock awards	$24.23	[1]
Restricted stock, Forfeited	$24.77
Restricted stock, at end of period, Weighted-average Grant Date Fair Value (in dollars per share)	$26.50
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	-6,265	[1]
Restricted stock, Forfeited	0
Restricted stock, Outstanding at end of period	9,118
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	$27.55	[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	145,643
Restricted stock, Vested restricted stock awards	-90,305	[1]
Restricted stock, Forfeited	-12,509
Restricted stock, Outstanding at end of period	181,279
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	$25.46	[1]
Restricted stock, Forfeited	$25.90
Restricted stock, at end of period, Weighted-average Grant Date Fair Value (in dollars per share)	$28.26
[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		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013	Dec. 31, 2013
			Segment
Segment Reporting Information [Line Items]	'	'	'	'	'
Number of Reportable Segments	'	'	3	'	'
Provision Expense Attributable To Business Segments And Reported	100.30%	94.30%	'	'	'
Net interest income (loss)	$155,122	$147,061	$310,423	$292,857	'
Provision for loan and lease losses	9,250	8,500	18,250	16,000	'
Net interest income after provision for loan and lease losses	145,872	138,561	292,173	276,857	'
Non-interest income	47,596	52,251	97,424	100,529	'
Non-interest expense	122,585	123,604	247,202	249,139	'
Income before income tax expense	70,883	67,208	142,395	128,247	'
Income tax expense	23,027	20,835	44,116	39,757	'
Net income	47,856	46,373	98,279	88,490	'
Total Assets	21,524,337	'	21,524,337	'	20,852,999
Segment Totals [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income (loss)	157,315	149,826	312,175	294,941	'
Provision for loan and lease losses	9,282	8,018	20,996	16,713	'
Net interest income after provision for loan and lease losses	148,033	141,808	291,179	278,228	'
Non-interest income	43,885	46,944	85,782	90,482	'
Non-interest expense	118,716	119,681	240,956	243,631	'
Income before income tax expense	73,202	69,071	136,005	125,079	'
Income tax expense	23,615	21,413	42,136	38,775	'
Net income	49,587	47,658	93,869	86,304	'
Total Assets	14,461,638	'	14,461,638	'	13,857,335
Commercial Banking [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income (loss)	57,657	53,418	113,809	104,578	'
Provision for loan and lease losses	5,134	2,416	14,691	4,417	'
Net interest income after provision for loan and lease losses	52,523	51,002	99,118	100,161	'
Non-interest income	7,949	6,887	15,900	11,719	'
Non-interest expense	25,115	24,151	51,134	49,421	'
Income before income tax expense	35,357	33,738	63,884	62,459	'
Income tax expense	11,379	10,460	19,792	19,363	'
Net income	23,978	23,278	44,092	43,096	'
Total Assets	6,143,936	'	6,143,936	'	5,682,129
Community Banking [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income (loss)	87,950	86,421	175,291	171,088	'
Provision for loan and lease losses	4,229	5,533	5,997	12,246	'
Net interest income after provision for loan and lease losses	83,721	80,888	169,294	158,842	'
Non-interest income	25,828	31,706	50,264	62,267	'
Non-interest expense	80,061	83,142	161,579	169,011	'
Income before income tax expense	29,488	29,452	57,979	52,098	'
Income tax expense	9,561	9,130	17,963	16,150	'
Net income	19,927	20,322	40,016	35,948	'
Total Assets	7,932,722	'	7,932,722	'	7,809,343
Other [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income (loss)	11,708	9,987	23,075	19,275	'
Provision for loan and lease losses	-81	69	308	50	'
Net interest income after provision for loan and lease losses	11,789	9,918	22,767	19,225	'
Non-interest income	10,108	8,351	19,618	16,496	'
Non-interest expense	13,540	12,388	28,243	25,199	'
Income before income tax expense	8,357	5,881	14,142	10,522	'
Income tax expense	2,675	1,823	4,381	3,262	'
Net income	5,682	4,058	9,761	7,260	'
Total Assets	384,980	'	384,980	'	365,863
Corporate and Reconciling [Member]	'	'	'	'	'
Segment Reporting Information [Line Items]	'	'	'	'	'
Net interest income (loss)	-2,193	-2,765	-1,752	-2,084	'
Provision for loan and lease losses	-32	482	-2,746	-713	'
Net interest income after provision for loan and lease losses	-2,161	-3,247	994	-1,371	'
Non-interest income	3,711	5,307	11,642	10,047	'
Non-interest expense	3,869	3,923	6,246	5,508	'
Income before income tax expense	-2,319	-1,863	6,390	3,168	'
Income tax expense	-588	-578	1,980	982	'
Net income	-1,731	-1,285	4,410	2,186	'
Total Assets	$7,062,699	'	$7,062,699	'	$6,995,664

Commitments_and_Contingencies_1

Commitments and Contingencies - Narrative (Detail) (USD $)	3 Months Ended		6 Months Ended
In Millions, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Commitments and Contingencies Disclosure [Abstract]	'	'	'	'
Rental expense under leases	$5.10	$5.10	$10.10	$10.10
Rental income	$0.20	$0.20	$0.40	$0.40

Commitments_and_Contingencies_2

Commitments and Contingencies - Outstanding Financial Instruments Contract Amounts Represent Credit Risk (Detail) (USD $)	Jun. 30, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	$4,506,158	$4,276,471
Standby letters of credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	154,249	135,761
Commercial letters of credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	25,699	13,621
Unused commitments to extend credit [Member]	'	'
Loss Contingencies [Line Items]	'	'
Total financial instruments with off-balance sheet risk	$4,326,210	$4,127,089

Commitments_and_Contingencies_3

Commitments and Contingencies - Schedule for Unfunded Commitments (Details) (Reserve for Off-balance Sheet Activities [Member], USD $)	3 Months Ended		6 Months Ended
In Thousands, unless otherwise specified	Jun. 30, 2014	Jun. 30, 2013	Jun. 30, 2014	Jun. 30, 2013
Reserve for Off-balance Sheet Activities [Member]	'	'	'	'
Movement in Valuation Allowances and Reserves [Roll Forward]	'	'	'	'
Balance, beginning of period	$4,711	$5,137	$4,384	$5,662
Provision (benefit)	38	-544	365	-1,069
Balance, end of period	$4,749	$4,593	$4,749	$4,593