Webster Financial (WBS) 10-Q 7 May 19 2019 Q1 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	3 Months Ended
	Mar. 31, 2019	Apr. 30, 2019
Document and Entity Information [Abstract]
Document Period End Date	Mar. 31, 2019
Document Type	10-Q
Amendment Flag	false
Entity Registrant Name	WEBSTER FINANCIAL CORPORATION
Entity Common Stock, Shares Outstanding		92,142,999
Document Fiscal Year Focus	2019
Document Fiscal Period Focus	Q1
Trading Symbol	WBS
Entity Central Index Key	0000801337
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Small Business	false
Entity Emerging Growth Company	false

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Cash and Due from Banks	$ 167,587	$ 260,422
Assets:
Interest-bearing deposits	53,072	69,077
Fair Value	2,977,316	2,898,730
Debt Securities, Held-to-maturity	4,480,160	4,325,420
Federal Home Loan Bank and Federal Reserve Bank stock	106,674	149,286
Loans held for sale (valued under fair value option $20,615 and $7,908)	20,615	11,869
Loans and leases	18,814,290	18,465,489
Allowance for loan and lease losses	(211,389)	(212,353)
Loans and leases, net	18,602,901	18,253,136
Deferred tax assets, net	76,576	96,516
Premises and equipment, net	279,580	124,850
Goodwill	538,373	538,373
Other intangible assets, net	24,803	25,764
Cash surrender value of life insurance policies	546,094	543,616
Accrued interest receivable and other assets	364,378	313,256
Total assets	28,238,129	27,610,315
Liabilities and shareholders' equity:
Noninterest-bearing Deposit Liabilities	4,224,144	4,162,446
Interest-bearing Deposit Liabilities	18,526,784	17,696,399
Total deposits	22,750,928	21,858,845
Securities sold under agreements to repurchase and other borrowings	688,065	581,874
Federal Home Loan Bank advances	951,730	1,826,808
Long-term debt	524,303	226,021
Accrued expenses and other liabilities	356,848	230,252
Total liabilities	25,271,874	24,723,800
Shareholders’ equity:
Common stock, $.01 par value: Authorized - 200,000,000 shares: Issued (93,651,601 shares)	937	937
Paid-in capital	1,113,107	1,114,394
Retained earnings	1,895,870	1,828,303
Treasury stock, at cost (1,613,308 and 1,508,456 shares)	(86,855)	(71,504)
Accumulated other comprehensive loss, net of tax	(101,841)	(130,652)
Stockholders' Equity, Including Portion Attributable to Noncontrolling Interest	2,966,255	2,886,515
Total liabilities and shareholders' equity	28,238,129	27,610,315
Series F Preferred Stock [Member]
Shareholders’ equity:
Preferred stock, $.01 par value; Authorized - 3,000,000 shares: Series E issued and outstanding (5,060 shares)	$ 145,037	$ 145,037

Condensed Consolidated Balanc_2

Condensed Consolidated Balance Sheets (Parenthetical) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Securities held-to-maturity ,fair value	$ 4,433,377	$ 4,209,121
Loans Held-for-sale, Fair Value Disclosure	$ 20,615	$ 7,908
Preferred stock, par value (in dollars per share)	$ 0.01	$ 0.01
Preferred stock, shares authorized (in shares)	3,000,000	3,000,000
Preferred stock, shares issued (in shares)	6,000	5,060
Common stock par value (in dollars per share)	$ 0.01	$ 0.01
Common stock, shares authorized (in shares)	200,000,000	200,000,000
Common stock, shares issued (in shares)	93,686,311	93,686,311
Treasury stock ,shares (in shares)	1,613,308	1,508,456

Condensed Consolidated Statemen

Condensed Consolidated Statements of Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Interest Income:
Interest and fees on loans and leases	$ 228,764	$ 193,220
Taxable interest and dividends on investments	51,876	47,288
Non-taxable interest on investment securities	5,402	5,271
Loans held for sale	148	142
Total interest income	286,190	245,921
Interest Expense:
Deposits	31,020	18,156
Securities sold under agreements to repurchase and other borrowings	2,752	3,640
Federal Home Loan Bank advances	7,785	7,281
Long-term debt	3,082	2,676
Total interest expense	44,639	31,753
Net interest income	241,551	214,168
Provision for loan and lease losses	8,600	11,000
Net interest income after provision for loan and lease losses	232,951	203,168
Non-interest Income:
Deposit service fees	43,024	40,451
Loan and lease related fees	7,819	6,996
Wealth and investment services	7,651	7,870
Mortgage banking activities	764	1,144
Increase in cash surrender value of life insurance policies	3,584	3,572
Other income	5,770	8,714
Total non-interest income	68,612	68,747
Non-interest Expense:
Compensation and benefits	97,785	94,765
Occupancy	14,696	15,145
Technology and equipment	25,697	23,862
Intangible assets amortization	962	962
Marketing	3,328	3,552
Professional and outside services	6,048	4,788
Deposit insurance	4,430	6,717
Other expense	22,740	21,824
Total non-interest expense	175,686	171,615
Income (loss) before income tax expense	125,877	100,300
Income tax expense	26,141	20,075
Net income	99,736	80,225
Preferred stock dividends and other	(2,187)	(2,142)
Earnings applicable to common shareholders	$ 97,549	$ 78,083
Earnings per common share:
Basic (in dollars per share)	$ 1.06	$ 0.85
Diluted (in dollars per share)	$ 1.06	$ 0.85

Condensed Consolidated Statem_2

Condensed Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Statement of Comprehensive Income [Abstract]
Net income	$ 99,736	$ 80,225
Other comprehensive income (loss), net of tax:
Investment securities available-for-sale	27,559	(27,424)
Derivative instruments	196	2,522
Defined benefit pension and other postretirement benefit plans	1,056	954
Other comprehensive income (loss), net of tax	28,811	(23,948)
Comprehensive income	$ 128,547	$ 56,277

Condensed Consolidated Statem_3

Condensed Consolidated Statements of Shareholders' Equity (Unaudited) - USD ($) $ in Thousands	Total	Series E Preferred Stock [Member]	Series F Preferred Stock [Member]	Preferred Stock [Member]	Common Stock [Member]	Paid-In Capital [Member]	Retained Earnings [Member]	Retained Earnings [Member]Series E Preferred Stock [Member]	Retained Earnings [Member]Series F Preferred Stock [Member]	Treasury Stock, at cost [Member]	AOCI Attributable to Parent [Member]
Beginning Balance at Dec. 31, 2017	$ 2,701,958			$ 145,056	$ 937	$ 1,122,164	$ 1,595,762			$ (70,430)	$ (91,531)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	80,225						80,225
Other comprehensive income, net of tax	(23,948)										(23,948)
Dividends and dividend equivalents declared on common stock	(24,068)					43	(24,111)
Dividends on preferred stock		$ (1,969)						$ (1,969)
Stockholders' Equity, Other			$ 22						$ 22
Stock-based compensation	3,335					(1,541)	957			3,919
Exercise of stock options	290					(144)				434
Common shares acquired from stock compensation plan activity	(6,164)									(6,164)
Common stock repurchase program	(12,158)									(12,158)
Stock Issued During Period, Value, Other			(19)
Ending Balance at Mar. 31, 2018	2,716,142			145,037	937	1,120,522	1,649,524			(84,399)	(115,479)
Cumulative Effect of New Accounting Principle in Period of Adoption	(1,362)						(1,362)
Beginning Balance at Dec. 31, 2018	2,886,515			145,037	937	1,114,394	1,828,303			(71,504)	(130,652)
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	99,736						99,736
Other comprehensive income, net of tax	28,811										28,811
Dividends and dividend equivalents declared on common stock	(30,589)						(30,589)
Dividends on preferred stock			$ (1,969)						$ (1,969)
Stock-based compensation	2,976					0	904			2,072
Exercise of stock options	404					(1,287)				1,691
Common shares acquired from stock compensation plan activity	(6,111)									(6,111)
Common stock repurchase program	(13,003)									(13,003)
Ending Balance at Mar. 31, 2019	2,966,255			$ 145,037	$ 937	$ 1,113,107	1,895,870			$ (86,855)	$ (101,841)
Cumulative Effect of New Accounting Principle in Period of Adoption	$ (515)						$ (515)

Condensed Consolidated Statem_4

Condensed Consolidated Statements of Shareholders' Equity (Unaudited) (Parenthetical) - $ / shares	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Dividends on common stock and dividend equivalents declared (in dollars per share)	$ 0.33	$ 0.26
Series E Preferred Stock [Member]
Dividends on preferred stock (in dollars per share)		$ 339.0625
Series F Preferred Stock [Member]
Dividends on preferred stock (in dollars per share)	$ 328.125

Condensed Consolidated Statem_5

Condensed Consolidated Statements of Cash Flows (Unaudited) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Operating Activities:
Net income	$ 99,736	$ 80,225
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan and lease losses	8,600	11,000
Deferred tax expense	9,939	1,286
Depreciation and amortization	9,636	9,489
Amortization of premium/discount on earning assets and funding, net	10,604	13,390
Stock-based compensation	2,976	3,335
Gain on sale, net of write-down, on foreclosed and repossessed assets	(457)	(89)
Loss on sale, net of write-down, on premises and equipment	446	57
Increase in cash surrender value of life insurance policies	(3,584)	(3,572)
Gain from life insurance policies	(64)	0
Mortgage banking activities	(764)	(1,144)
Proceeds from sale of loans held for sale	20,613	44,806
Origination of loans held for sale	(33,168)	(43,131)
Net increase in right-of-use lease assets	(654)	0
Net (increase) decrease in derivative contract assets net of liabilities	(45,896)	11,744
Net increase in accrued interest receivable and other assets	(23,004)	(10,484)
Net (decrease) increase in accrued expenses and other liabilities	(11,625)	15,355
Net cash provided by operating activities	43,334	132,267
Investing Activities:
Purchases of available for sale investment securities	(126,717)	(251,920)
Proceeds from maturities and principal payments of available for sale investment securities	81,858	111,231
Purchases of held-to-maturity investment securities	(269,670)	(64,281)
Proceeds from maturities and principal payments of held-to-maturity investment securities	108,732	133,692
Net proceeds from Federal Home Loan Bank stock	42,612	26,238
Alternative investments capital call, net	(700)	(364)
Net increase in loans	(361,881)	(289,165)
Proceeds from loans not originated for sale	4,395	34
Proceeds from life insurance policies	2,270	0
Proceeds from the sale of foreclosed and repossessed assets	5,561	1,948
Additions to premises and equipment	(5,963)	(5,780)
Net cash used for investing activities (1)	(519,503)	(338,367)
Financing Activities:
Net increase in deposits	890,903	391,087
Proceeds from Federal Home Loan Bank advances	1,400,000	1,525,000
Repayments of Federal Home Loan Bank advances	(2,275,078)	(2,000,075)
Net decrease in securities sold under agreements to repurchase and other borrowings	106,191	288,030
Issuance of long-term debt	300,000	0
Debt issuance costs	(3,642)	0
Dividends paid to common shareholders	(30,366)	(23,901)
Dividends paid to preferred shareholders	(1,969)	(1,969)
Exercise of stock options	404	290
Common stock repurchase program	(13,003)	(12,158)
Common shares purchased related to stock compensation plan activity	(6,111)	(6,164)
Net cash (used for) provided by financing activities	367,329	160,140
Net decrease in cash and due from banks	(108,840)	(45,960)
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents Beginning of Period	329,499	256,786
Cash, Cash Equivalents, Restricted Cash and Restricted Cash Equivalents End of Period	220,659	210,826
Supplemental disclosure of cash flow information:
Interest paid	43,372	33,986
Income taxes paid	4,274	3,313
Noncash investing and financing activities:
Real Estate Owned, Transfer to Real Estate Owned	3,735	1,626
Transfer of loans from portfolio to loans-held-for-sale	436	35
Operating Lease, Right-of-Use Asset	157,962	0
Operating Lease, Liability	$ 179,501	$ 0

Summary of Significant Accounti

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2019
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Presentation and Significant Accounting Policies [Text Block]	Summary of Significant Accounting Policies Nature of Operations Webster Financial Corporation (the Holding Company) is a bank holding company and financial holding company under the Bank Holding Company Act, incorporated under the laws of Delaware in 1986 and headquartered in Waterbury, Connecticut. At March 31, 2019 , the Holding Company's principal asset is all of the outstanding capital stock of Webster Bank, National Association (Webster Bank). Webster delivers financial services to individuals, families, and businesses primarily within its regional footprint from New York to Massachusetts. Webster provides business and consumer banking, mortgage lending, financial planning, trust, and investment services through banking offices, ATMs, mobile banking, and its internet website ( www.websterbank.com or www.wbst.com ). Webster also offers equipment financing, commercial real estate lending, and asset-based lending primarily across the Northeast. On a nationwide basis, through its HSA Bank division, Webster Bank offers and administers health savings accounts, flexible spending accounts, health reimbursement accounts, and commuter benefits. Basis of Presentation The accounting and reporting policies of the Company that materially affect its financial statements conform with U.S. Generally Accepted Accounting Principles (GAAP). The accompanying unaudited Condensed Consolidated Financial Statements of the Company have been prepared in conformity with the instructions for Form 10-Q and Rule 10-01 of Regulation S-X. Accordingly, they do not include all the information and notes required by GAAP for complete financial statements and should be read in conjunction with the Company's Consolidated Financial Statements, and Notes thereto, for the year ended December 31, 2018 , included in the Company's Annual Report on Form 10-K filed with the U.S. Securities and Exchange Commission (SEC) on March 1, 2019. Certain prior period amounts have been reclassified to conform to the current year's presentation. These reclassifications had an immaterial effect on the Company's consolidated financial statements. Use of Estimates The preparation of financial statements in accordance with GAAP requires management to make estimates and assumptions that affect the amounts of assets and liabilities as of the date of the financial statements as well as income and expense during the period. Actual results could differ from those estimates. Operating results for the interim periods disclosed herein are not necessarily indicative of the results that may be expected for the full year or any future period. Accounting Standards Adopted During 2019 Effective January 1, 2019 , the following new Accounting Standards Updates (ASU or Update) were adopted by the Company: ASU No. 2018-16, Derivatives and Hedging (Topic 815) - Inclusion of the Secured Overnight Financing Rate (SOFR) Overnight Index Swap (OIS) Rate as a Benchmark Interest Rate for Hedge Accounting Purposes. The Update permits the use of the OIS rate based on SOFR as a U.S. benchmark interest rate for hedge accounting purposes under Topic 815 in addition to the interest rates on direct U.S. Treasury obligations, the LIBOR swap rate, the OIS rate based on the Fed Funds Effective Rate, and the Securities Industry and Financial Markets Association Municipal Swap Rate. The Company adopted the Update during the first quarter of 2019 on a prospective basis. The adoption of this guidance did not have a material effect on the Company's consolidated financial statements. ASU No. 2017-12, Derivatives and Hedging (Topic 815) - Targeted Improvements to Accounting for Hedging Activities. The purpose of the Update is to better align a company’s risk management and financial reporting for hedging activities with the economic objectives of those activities. The Update expands an entity's ability to hedge non-financial and financial risk components and reduce complexity in hedges of interest rate risk. The guidance eliminates the requirement to separately measure and report hedge ineffectiveness, and generally requires the entire change in fair value of a hedging instrument to be presented in the same income statement line in which the earnings effect of the hedged item is reported. The Company adopted the Update during the first quarter of 2019 on a modified retrospective basis. The adoption of this guidance did not have a material effect on the Company's consolidated financial statements. The Company has provided enhanced disclosures in Note 13 - Derivative Financial Instruments as a result of adopting this Update. ASU No. 2016-02, Leases (Topic 842) and subsequent ASUs issued to amend this Topic. The Updates introduce a lessee model that requires substantially all leases to be recorded as assets and liabilities on the balance sheet and requires expanded quantitative and qualitative disclosures regarding key information about leasing arrangements. The lessor model remains substantially the same with targeted improvements that do not materially impact the Company. The Company adopted the Updates during the first quarter of 2019 using the new transition method option that allows the use of effective date, January 1, 2019, as the date of initial application of the new lease accounting standard and to recognize a cumulative-effect adjustment to the opening balance of retained earnings upon adoption. The Company elected the transition relief package of practical expedients which forgoes the requirement to reassess the existence of leases in existing contracts, their lease classification and the accounting treatment of their initial direct costs. As a practical expedient, the Company has also made a policy election to not separate non-lease components from lease components for its real estate leases and instead account for each separate lease components and non-lease components associated with that lease component as a single lease component. The Company will separately account for the lease and non-lease components in its equipment leases. The Company determines whether a contract contains a lease based on whether a contract, or a part of a contract, conveys the right to control the use of an identified asset for a period of time in exchange for consideration. The discount rate used is either the rate implicit in the lease, or when a rate cannot be readily determined an incremental borrowing rate. The incremental borrowing rate is the rate of interest that the Company would have to pay to borrow on a collateralized basis over a similar term and amount equal to the lease payments, in a similar economic environment. As a result of adopting this Update, the Company recognized $157.2 million of right-of-use asset (ROU) and $178.2 million of lease liability, as of January 1, 2019. The Company also recorded a $0.5 million cumulative-effect adjustment directly to retained earnings as of January 1, 2019 for abandoned leased properties and the remaining deferred gains on sale-leaseback transactions which occurred prior to the date of adoption. See Note 9: Leasing for further information. Accounting Standards Issued But Not Yet Adopted The following list identifies ASUs applicable to the Company that have been issued by the Financial Accounting Standards Board (FASB) but are not yet effective: ASU No. 2018-15, Intangibles - Goodwill and Other - Internal-Use Software (Subtopic 350-40) - Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement That Is a Service Contract The Update aligns the requirements for capitalizing implementation costs incurred in a hosting arrangement that is a service contract with the requirements for capitalizing implementation costs incurred to develop or obtain internal-use software. The updated guidance also requires an entity to amortize the capitalized implementation costs as an expense over the term of the hosting arrangement and to present in the same income statement line item as the fees associated with the hosting arrangement. The Update is effective for the Company on January 1, 2020. Early adoption is permitted, although the Company does not intend to early adopt. The Company will apply the amendments in this update prospectively to all implementation costs incurred after the date of adoption. The Company does not expect this Update to have a material impact on its consolidated financial statements. ASU No. 2018-14, Compensation-Retirement Benefits - Defined Benefit Plan - General (Subtopic 715-20) - Disclosure Framework - Changes to the Disclosure Requirements for Defined Benefit Plans The Update modifies the disclosure requirements for employers that sponsor defined benefit pension plans and other postretirement plans. The updated guidance will be effective for the Company on January 1, 2021. The Company does not expect this Update to have a material impact on its consolidated financial statements. ASU No. 2018-13, Fair Value Measurement (Topic 820) - Disclosure Framework - Changes to the Disclosure Requirements for Fair Value Measurement The Update modifies the disclosure requirements on fair value measurements. The updated guidance will no longer require entities to disclose the amount and reasons for transfers between Level 1 and Level 2 of the fair value hierarchy. However, it will require public companies to disclose changes in unrealized gains and losses for the period included in other comprehensive income for recurring Level 3 fair value measurements held at the end of the reporting period and the range and weighted average of significant unobservable inputs used to develop Level 3 measurements. The Update is effective for the Company on January 1, 2020, and earlier adoption is permitted. The Company does not expect this Update to have a material impact on its consolidated financial statements. ASU No. 2017-04, Intangibles - Goodwill and Other (Topic 350) - Simplifying the Test for Goodwill Impairment. The Update simplifies quantitative goodwill impairment testing by requiring entities to compare the fair value of a reporting unit with its carrying amount and recognize an impairment charge for any amount by which the carrying amount exceeds the reporting unit's fair value, to the extent that the loss recognized does not exceed the amount of goodwill allocated to that reporting unit. This changes current guidance by eliminating the second step of the goodwill impairment analysis which involves calculating the implied fair value of goodwill determined in the same manner as the amount of goodwill recognized in a business combination upon acquisition. Entities will still have the option to perform the qualitative assessment for a reporting unit to determine if the quantitative impairment test is necessary. The Update must be applied prospectively and is effective for the Company on January 1, 2020. Early adoption is permitted. The Company does not expect this new guidance to have a material impact on its consolidated financial statements. ASU No. 2016-13, Financial Instruments - Credit Losses (Topic 326) - Measurement of Credit Losses on Financial Instruments and subsequent ASUs issued to clarify this Topic. Current GAAP requires an incurred loss methodology for recognizing credit losses. This approach requires recognition of credit losses when it is probable a loss has been incurred. The main objective of this Update is to provide financial statement users with more decision-useful information about the expected credit losses on financial instruments and other commitments to extend credit held by a reporting entity at each reporting date. To achieve this objective, the amendments in this Update will replace today's incurred loss approach with a new credit loss methodology known as the Current Expected Credit Loss (CECL) model which requires earlier recognition of credit losses using a lifetime credit loss measurement approach for financial assets carried at amortized cost. The CECL model requires consideration of a broader range of reasonable and supportable information to determine credit loss estimates. The change from an incurred loss method to an expected loss method represents a fundamental shift from existing GAAP and may result in a material increase to the Company's accounting for credit losses on financial instruments. To prepare for implementation of the new standard the Company has established a project lead and has empowered a cross functional steering committee comprised of members from different disciplines including Credit, Accounting, Finance, IT, and Treasury as well as specific working groups to focus on key components of the development process. Through these working groups, the Company has begun to evaluate the effect that this Update, including the subsequent ASUs issued to clarify this Topic, will have on its financial statements and related disclosures. An implementation project plan has been created and is made up of targeted work streams focused on credit models, data management, treasury, and accounting. These work streams are collectively assessing required resources, use of existing and new models, and data availability. The Company expects that the new credit models will include additional assumptions used to calculate credit losses over the estimated life of the financial assets and will include the impact of forecasted macroeconomic conditions. The Company contracted with system solution providers and is in the process of implementing the selected solutions. During 2019, the Company is focused on model validations as well as the development of processes and related controls. The Company expects to begin parallel runs by mid-2019.

Variable Interest Entities

Variable Interest Entities	3 Months Ended
	Mar. 31, 2019
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Variable Interest Entities	Variable Interest Entities The Company has an investment interest in the following entities that meet the definition of a variable interest entity (VIE). Consolidated Rabbi Trust. The Company established a Rabbi Trust to meet the obligations due under its Deferred Compensation Plan for Directors and Officers and to mitigate the expense volatility of the aforementioned plan. The funding of the Rabbi Trust and the discontinuation of the Deferred Compensation Plan for Directors and Officers occurred during 2012. Invested assets in the Rabbi Trust primarily consist of mutual funds that invest in equity and fixed income securities. The Company is considered the primary beneficiary of the Rabbi Trust as it has the power to direct the activities of the Rabbi Trust that significantly affect the VIE's economic performance and it has the obligation to absorb losses of the VIE that could potentially be significant to the VIE. The Company consolidates the invested assets of the trust along with the total deferred compensation obligations and includes them in accrued interest receivable and other assets, and accrued expenses 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. See Note 14: Fair Value Measurements for additional information. Non-Consolidated Securitized Investments. The Company, through normal investment activities, makes passive investments in securities issued by VIEs for which Webster is not the manager. The investment securities consist of Agency CMO, Agency MBS, Agency CMBS, CMBS, and CLO. The Company has not provided financial or other support with respect to these investment securities other than its original investment. For these investment securities, the Company determined it is not the primary beneficiary due to the relative size of its investment in comparison to the principal amount of the structured securities issued by the VIEs, the level of credit subordination which reduces the Company’s obligation to absorb losses or right to receive benefits and its inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company’s maximum exposure to loss is limited to the amount of its investment in the VIEs. See Note 3: Investment Securities for additional information. Tax Credit - Finance Investments. The Company makes non-marketable equity investments in entities that finance affordable housing and other community development projects and provide a return primarily through the realization of tax benefits. In most instances the investments require the funding of capital commitments in the future. While the Company's investment in an entity may exceed 50% of its outstanding equity interests, the entity is not consolidated as Webster is not involved in its management. For these investments, the Company determined it is not the primary beneficiary due to its inability to direct the activities that most significantly impact the economic performance of the VIEs. The Company applies the proportional amortization method to account for its investments in qualified affordable housing projects. At March 31, 2019 and December 31, 2018 , the aggregate carrying value of the Company's tax credit-finance investments was $38.8 million and $29.1 million , respectively, which represents the Company's maximum exposure to loss. At March 31, 2019 and December 31, 2018 , unfunded commitments have been recognized, totaling $15.0 million and $10.4 million , respectively, and are included in accrued expenses and other liabilities in the accompanying Condensed Consolidated Balance Sheets. Webster Statutory Trust. The Company owns all the outstanding common stock of Webster Statutory Trust, a financial vehicle that has issued, and in the future may issue, trust preferred securities. The trust is a VIE in which the Company is not the primary beneficiary. 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 in the accompanying Condensed Consolidated Balance Sheets, and the related interest expense is reported as interest expense on long-term debt in the accompanying Condensed Consolidated Statements of Income. Other Non-Marketable Investments. The Company invests in various alternative investments in which it holds a variable interest. These investments are non-public entities which cannot be redeemed since the Company’s investment is distributed as the underlying equity is liquidated. For these investments, the Company has determined it is not the primary beneficiary due to its inability to direct the activities that most significantly impact the economic performance of the VIEs. At March 31, 2019 and December 31, 2018 , the aggregate carrying value of the Company's other investments in VIEs was $18.1 million and $17.6 million , respectively, and the total exposure of the Company's other investments in VIEs, including unfunded commitments, was $31.2 million and $31.0 million , respectively. Refer to Note 14: Fair Value Measurements for additional information. The Company's equity interests in Tax Credit-Finance Investments, Webster Statutory Trust, and Other Non-Marketable Investments are included in accrued interest receivable and other assets in the accompanying Condensed Consolidated Balance Sheets. For a description of the Company's accounting policy regarding the consolidation of VIEs, refer to Note 1 to the Consolidated Financial Statements included in its Form 10-K, for the year ended December 31, 2018

Investment Securities

Investment Securities	3 Months Ended
	Mar. 31, 2019
Investments, Debt and Equity Securities [Abstract]
Investment Securities	Investment Securities A summary of the amortized cost and fair value of investment securities is presented below: At March 31, 2019 At December 31, 2018 (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Fair Value Amortized Cost Unrealized Gains Unrealized Losses Fair Value Available-for-sale: U.S. Treasury Bills $ 7,595 $ — $ — $ 7,595 $ 7,549 $ 1 $ — $ 7,550 Agency CMO 226,104 704 (2,814 ) 223,994 238,968 412 (4,457 ) 234,923 Agency MBS 1,603,023 7,876 (25,501 ) 1,585,398 1,521,534 1,631 (42,076 ) 1,481,089 Agency CMBS 598,442 — (33,943 ) 564,499 608,167 — (41,930 ) 566,237 CMBS 432,933 500 (1,132 ) 432,301 447,897 645 (2,961 ) 445,581 CLO 112,116 89 (581 ) 111,624 114,641 94 (1,964 ) 112,771 Corporate debt 55,678 5 (3,778 ) 51,905 55,860 — (5,281 ) 50,579 Available-for-sale $ 3,035,891 $ 9,174 $ (67,749 ) $ 2,977,316 $ 2,994,616 $ 2,783 $ (98,669 ) $ 2,898,730 Held-to-maturity: Agency CMO $ 200,568 $ 432 $ (3,419 ) $ 197,581 $ 208,113 $ 287 $ (5,255 ) $ 203,145 Agency MBS 2,614,590 15,623 (48,352 ) 2,581,861 2,517,823 8,250 (79,701 ) 2,446,372 Agency CMBS 704,653 902 (19,366 ) 686,189 667,500 53 (22,572 ) 644,981 Municipal bonds and notes 753,589 11,564 (4,248 ) 760,905 715,041 2,907 (18,285 ) 699,663 CMBS 206,760 765 (684 ) 206,841 216,943 405 (2,388 ) 214,960 Held-to-maturity $ 4,480,160 $ 29,286 $ (76,069 ) $ 4,433,377 $ 4,325,420 $ 11,902 $ (128,201 ) $ 4,209,121 Other-Than-Temporary Impairment The amount in the amortized cost columns in the table above includes other-than-temporary impairment (OTTI) related to certain CLO positions that were previously considered Covered Funds as defined by Section 619 of the Dodd-Frank Wall Street Reform and Consumer Protection Act of 2010 (Dodd-Frank Act), commonly known as the Volcker Rule. The Company has taken measures to bring its CLO positions into conformance with the Volcker Rule. The balance of OTTI at March 31, 2019 and 2018 was $0.8 million and $1.4 million , respectively. There were no changes in the OTTI balance during the three months ended March 31, 2019 and 2018. To the extent that changes occur in interest rates, credit movements, or other factors that impact fair value and expected recovery of amortized cost of its investment securities, the Company may, in future periods, be required to recognize OTTI in earnings. Fair Value and Unrealized Losses The following tables provide information on fair value and unrealized losses for the individual investment securities with an unrealized loss, aggregated by classification and length of time that the individual investment securities have been in a continuous unrealized loss position: At March 31, 2019 Less Than Twelve Months Twelve Months or Longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses # of Holdings Fair Value Unrealized Losses Available-for-sale: Agency CMO $ 4,054 $ — $ 154,220 $ (2,814 ) 26 $ 158,274 $ (2,814 ) Agency MBS 904 (2 ) 964,147 (25,499 ) 149 965,051 (25,501 ) Agency CMBS — — 564,500 (33,943 ) 37 564,500 (33,943 ) CMBS 315,706 (1,123 ) 4,318 (9 ) 33 320,024 (1,132 ) CLO 45,573 (197 ) 56,051 (384 ) 6 101,624 (581 ) Corporate debt 16,418 (1,065 ) 15,339 (2,713 ) 7 31,757 (3,778 ) Available-for-sale in an unrealized loss position $ 382,655 $ (2,387 ) $ 1,758,575 $ (65,362 ) 258 $ 2,141,230 $ (67,749 ) Held-to-maturity: Agency CMO $ 83 $ — $ 165,631 $ (3,419 ) 22 $ 165,714 $ (3,419 ) Agency MBS — — 1,897,381 (48,352 ) 246 1,897,381 (48,352 ) Agency CMBS — — 626,484 (19,366 ) 56 626,484 (19,366 ) Municipal bonds and notes 554 — 240,123 (4,248 ) 86 240,677 (4,248 ) CMBS 2,697 — 115,886 (684 ) 17 118,583 (684 ) Held-to-maturity in an unrealized loss position $ 3,334 $ — $ 3,045,505 $ (76,069 ) 427 $ 3,048,839 $ (76,069 ) At December 31, 2018 Less Than Twelve Months Twelve Months or Longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses # of Holdings Fair Value Unrealized Losses Available-for-sale: Agency CMO $ 15,524 $ (72 ) $ 180,641 $ (4,385 ) 36 $ 196,165 $ (4,457 ) Agency MBS 321,678 (2,078 ) 975,084 (39,998 ) 184 1,296,762 (42,076 ) Agency CMBS — — 566,237 (41,930 ) 37 566,237 (41,930 ) CMBS 343,457 (2,937 ) 5,193 (24 ) 39 348,650 (2,961 ) CLO 83,305 (1,695 ) 14,873 (269 ) 5 98,178 (1,964 ) Corporate debt 35,990 (1,820 ) 14,589 (3,461 ) 8 50,579 (5,281 ) Available-for-sale in an unrealized loss position $ 799,954 $ (8,602 ) $ 1,756,617 $ (90,067 ) 309 $ 2,556,571 $ (98,669 ) Held-to-maturity: Agency CMO $ 691 $ (1 ) $ 182,396 $ (5,254 ) 25 $ 183,087 $ (5,255 ) Agency MBS 288,635 (1,916 ) 1,892,951 (77,785 ) 272 2,181,586 (79,701 ) Agency CMBS — — 635,284 (22,572 ) 56 635,284 (22,572 ) Municipal bonds and notes 68,351 (882 ) 414,776 (17,403 ) 223 483,127 (18,285 ) CMBS 24,881 (270 ) 132,464 (2,118 ) 20 157,345 (2,388 ) Held-to-maturity in an unrealized loss position $ 382,558 $ (3,069 ) $ 3,257,871 $ (125,132 ) 596 $ 3,640,429 $ (128,201 ) Impairment Analysis The following impairment analysis summarizes the basis for evaluating if investment securities within the Company’s available-for-sale and held-to-maturity portfolios are other-than-temporarily impaired as of March 31, 2019 . Unless otherwise noted for an investment security type, management does not intend to sell these investment securities and has determined, based upon available evidence, that it is more likely than not that the Company will not be required to sell these investment securities before the recovery of their amortized cost. As such, based on the following impairment analysis, the Company does not consider any of these investment securities, in unrealized loss positions, to be other-than-temporarily impaired at March 31, 2019 . Available-for-Sale Securities Agency CMO. There were unrealized losses of $2.8 million on the Company’s investment in Agency CMO securities issued by government agencies at March 31, 2019 , compared to $4.5 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances decreased for this asset class since December 31, 2018 . These investments are issued by a government or government sponsored agency and therefore, are backed by certain government guarantees, either direct or implicit. There has been no change in the credit quality, and the contractual cash flows are performing as expected. Agency MBS. There were unrealized losses of $25.5 million on the Company’s investment in Agency MBS securities issued by government agencies at March 31, 2019 , compared to $42.1 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances increased for this asset class since December 31, 2018 . These investments are issued by a government or government sponsored agency and therefore, are backed by certain government guarantees, either direct or implicit. There has been no change in the credit quality, and the contractual cash flows are performing as expected. Agency CMBS. There were unrealized losses of $33.9 million on the Company's investment in Agency Commercial Mortgage-Backed Securities (CMBS) issued by government agencies at March 31, 2019 , compared to $41.9 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances decreased for this asset class since December 31, 2018 . These investments are issued by a government or government sponsored agency and therefore, are backed by certain government guarantees, either direct or implicit. There has been no change in the credit quality, and the contractual cash flows are performing as expected. CMBS. There were unrealized losses of $1.1 million on the Company’s investment in CMBS at March 31, 2019 , compared to $3.0 million at December 31, 2018 . Unrealized losses decreased due to reduced market spreads while balances were essentially unchanged for the portfolio of mainly floating rate CMBS at March 31, 2019 compared to December 31, 2018 . Internal stress tests are performed on individual bonds to monitor potential losses under stress scenarios. Contractual cash flows for the bonds continue to perform as expected. CLO. There were unrealized losses of $0.6 million on the Company’s investments in CLO at March 31, 2019 compared to $2.0 million unrealized losses at December 31, 2018 . Unrealized losses decreased due to reduced market spreads while principal balances were essentially unchanged from December 31, 2018 . Internal stress tests are performed on individual bonds to monitor potential losses under stress scenarios. Contractual cash flows for the bonds continue to perform as expected. Corporate debt. There were unrealized losses of $3.8 million on the Company's corporate debt portfolio at March 31, 2019 , compared to $5.3 million at December 31, 2018 . Unrealized losses decreased due to reduced market spreads and rates while balances were essentially unchanged since December 31, 2018 . The Company performs periodic credit reviews of the issuer to assess the likelihood for ultimate recovery of amortized cost. Contractual cash flows for the bonds continue to perform as expected. Held-to-Maturity Securities Agency CMO. There were unrealized losses of $3.4 million on the Company’s investment in Agency CMO securities issued by government agencies at March 31, 2019 , compared to $5.3 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances decreased since December 31, 2018 . These investments are issued by a government or government sponsored agency and therefore, are backed by certain government guarantees, either direct or implicit. There has been no change in the credit quality, and the contractual cash flows are performing as expected. Agency MBS. There were unrealized losses of $48.4 million on the Company’s investment Agency MBS securities issued by government agencies at March 31, 2019 , compared to $79.7 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances increased for this asset class since December 31, 2018 . These investments are issued by a government or government sponsored agency and therefore, are backed by certain government guarantees, either direct or implicit. There has been no change in the credit quality, and the contractual cash flows are performing as expected. Agency CMBS. There were unrealized losses of $19.4 million on the Company’s investment in Agency Commercial Mortgage-Backed Securities (CMBS) issued by government agencies at March 31, 2019 , compared to $22.6 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances increased since December 31, 2018 . These investments are issued by a government or government sponsored agency and therefore, are backed by certain government guarantees, either direct or implicit. There has been no change in the credit quality, and the contractual cash flows are performing as expected. Municipal bonds and notes. There were unrealized losses of $4.2 million on the Company’s investment in municipal bonds and notes at March 31, 2019 , compared to $18.3 million at December 31, 2018 . Unrealized losses decreased due to lower market rates while principal balances increased since December 31, 2018 . The Company performs periodic credit reviews of the issuers and the securities are currently performing as expected. CMBS. There were unrealized losses of $0.7 million on the Company’s investment in CMBS at March 31, 2019 , compared to $2.4 million unrealized losses at December 31, 2018 . Unrealized losses decreased due to lower market rates on mainly seasoned fixed rate conduit transactions while principal balances were essentially unchanged since December 31, 2018 . Internal stress tests are performed on individual bonds to monitor potential losses under stress scenarios. There has been no change in the credit quality, and the contractual cash flows are performing as expected. Sales of Available-for Sale Investment Securities There were no sales during the three months ended March 31, 2019 and 2018 . Contractual Maturities The amortized cost and fair value of debt securities by contractual maturity are set forth below: At March 31, 2019 Available-for-Sale Held-to-Maturity (In thousands) Amortized Cost Fair Value Amortized Cost Fair Value Due in one year or less $ 27,737 $ 27,742 $ 7,089 $ 7,110 Due after one year through five years 17,000 17,008 3,759 3,784 Due after five through ten years 271,751 271,115 73,799 75,040 Due after ten years 2,719,403 2,661,451 4,395,513 4,347,443 Total debt securities $ 3,035,891 $ 2,977,316 $ 4,480,160 $ 4,433,377 For the maturity schedule above, mortgage-backed securities and CLO, 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 as borrowers have the right to prepay obligations with or without prepayment penalties. At March 31, 2019 , the Company had a carrying value of $1.6 billion in callable debt securities in its CMBS, CLO, and municipal bond portfolios. The Company considers prepayment risk in the evaluation of its interest rate risk profile. These maturities may change due to calls and prepayments. Investment securities with a carrying value totaling $2.3 billion at March 31, 2019 and $2.2 billion December 31, 2018

Loans and Leases

Loans and Leases	3 Months Ended
	Mar. 31, 2019
Loans and Leases Receivable Disclosure [Abstract]
Loans and Leases	Loans and Leases The following table summarizes loans and leases: (In thousands) At March 31, At December 31, 2018 Residential $ 4,631,787 $ 4,416,637 Consumer 2,339,736 2,396,704 Commercial 6,356,571 6,216,606 Commercial Real Estate 4,991,825 4,927,145 Equipment Financing 494,371 508,397 Loans and leases (1) (2) $ 18,814,290 $ 18,465,489 (1) Includes net deferred fees and net premiums/discounts of $6.3 million and $13.9 million at March 31, 2019 and December 31, 2018 , respectively. (2) At March 31, 2019 the Company had pledged $7.0 billion of eligible loans as collateral to support borrowing capacity at the Federal Home Loan Bank (FHLB) of Boston and the Federal Reserve Bank (FRB) of Boston. The equipment financing portfolio includes net investment in leases of $150.5 million at March 31, 2019 . Total undiscounted cash flows to be received from the Company's net investment in leases are $162.7 million at March 31, 2019 and are primarily due within the next five years. The Company's lessor portfolio has recognized interest income of $1.4 million for the three months ended March 31, 2019 . Loans and Leases Aging The following tables summarize the aging of loans and leases: At March 31, 2019 (In thousands) 30-59 Days Past Due and Accruing 60-89 Days 90 or More Days Past Due and Accruing Non-accrual Total Past Due and Non-accrual Current Total Loans Residential $ 8,166 $ 4,737 $ — $ 49,382 $ 62,285 $ 4,569,502 $ 4,631,787 Consumer: Home equity 8,724 4,765 — 33,705 47,194 2,066,174 2,113,368 Other consumer 2,016 709 — 1,578 4,303 222,065 226,368 Commercial: Commercial non-mortgage 15,858 104 — 61,638 77,600 5,239,338 5,316,938 Asset-based — — — 218 218 1,039,415 1,039,633 Commercial real estate: Commercial real estate 2,085 208 — 7,459 9,752 4,778,597 4,788,349 Commercial construction — — — — — 203,476 203,476 Equipment financing 2,778 334 — 4,951 8,063 486,308 494,371 Total $ 39,627 $ 10,857 $ — $ 158,931 $ 209,415 $ 18,604,875 $ 18,814,290 At December 31, 2018 (In thousands) 30-59 Days 60-89 Days Past Due and Accruing 90 or More Days Past Due Non-accrual Total Past Due and Non-accrual Current Total Loans Residential $ 8,513 $ 4,301 $ — $ 49,188 $ 62,002 $ 4,354,635 $ 4,416,637 Consumer: Home equity 9,250 5,385 — 33,495 48,130 2,121,049 2,169,179 Other consumer 1,774 957 — 1,494 4,225 223,300 227,525 Commercial: Commercial non-mortgage 1,011 702 104 55,810 57,627 5,189,808 5,247,435 Asset-based — — — 224 224 968,947 969,171 Commercial real estate: Commercial real estate 1,275 245 — 8,242 9,762 4,698,552 4,708,314 Commercial construction — — — — — 218,831 218,831 Equipment financing 510 405 — 6,314 7,229 501,168 508,397 Total $ 22,333 $ 11,995 $ 104 $ 154,767 $ 189,199 $ 18,276,290 $ 18,465,489 Interest on non-accrual loans and leases that would have been recorded as additional interest income had the loans and leases been current in accordance with the original terms totaled $3.0 million and $2.1 million for the three months ended March 31, 2019 and 2018 , respectively. Allowance for Loan and Lease Losses The following tables summarize the activity in, as well as the loan and lease balances that were evaluated for, the ALLL: At or for the three months ended March 31, 2019 (In thousands) Residential Consumer Commercial Commercial Real Estate Equipment Financing Total ALLL: Balance, beginning of period $ 19,599 $ 28,681 $ 98,793 $ 60,151 $ 5,129 $ 212,353 Provision (benefit) charged to expense 887 (277 ) 8,227 (291 ) 54 8,600 Charge-offs (251 ) (3,972 ) (7,633 ) (973 ) (204 ) (13,033 ) Recoveries 178 2,487 787 6 11 3,469 Balance, end of period $ 20,413 $ 26,919 $ 100,174 $ 58,893 $ 4,990 $ 211,389 Individually evaluated for impairment $ 4,167 $ 1,376 $ 7,162 $ 906 $ 194 $ 13,805 Collectively evaluated for impairment $ 16,246 $ 25,543 $ 93,012 $ 57,987 $ 4,796 $ 197,584 Loan and lease balances: Individually evaluated for impairment $ 102,321 $ 38,852 $ 115,989 $ 12,261 $ 4,953 $ 274,376 Collectively evaluated for impairment 4,529,466 2,300,884 6,240,582 4,979,564 489,418 18,539,914 Loans and leases $ 4,631,787 $ 2,339,736 $ 6,356,571 $ 4,991,825 $ 494,371 $ 18,814,290 At or for the three months ended March 31, 2018 (In thousands) Residential Consumer Commercial Commercial Real Estate Equipment Financing Total ALLL: Balance, beginning of period $ 19,058 $ 36,190 $ 89,533 $ 49,407 $ 5,806 $ 199,994 (Benefit) provision charged to expense 251 1,680 7,420 2,104 (455 ) 11,000 Charge-offs (917 ) (5,074 ) (1,497 ) (77 ) (45 ) (7,610 ) Recoveries 385 1,443 117 2 18 1,965 Balance, end of period $ 18,777 $ 34,239 $ 95,573 $ 51,436 $ 5,324 $ 205,349 Individually evaluated for impairment $ 4,574 $ 1,579 $ 11,166 $ 257 $ 21 $ 17,597 Collectively evaluated for impairment $ 14,203 $ 32,660 $ 84,407 $ 51,179 $ 5,303 $ 187,752 Loan and lease balances: Individually evaluated for impairment $ 111,937 $ 42,587 $ 76,573 $ 10,928 $ 6,455 $ 248,480 Collectively evaluated for impairment 4,347,925 2,479,793 5,682,551 4,533,903 512,923 17,557,095 Loans and leases $ 4,459,862 $ 2,522,380 $ 5,759,124 $ 4,544,831 $ 519,378 $ 17,805,575 Impaired Loans and Leases The following tables summarize impaired loans and leases: At March 31, 2019 (In thousands) Unpaid Principal Balance Total Recorded Investment No Allowance Recorded Investment With Allowance Related Valuation Allowance Residential $ 111,562 $ 102,321 $ 64,958 $ 37,363 $ 4,167 Consumer - home equity 42,277 38,852 30,227 8,625 1,376 Commercial non-mortgage 141,046 115,771 87,057 28,714 7,156 Asset-based 544 218 — 218 6 Commercial real estate 15,784 12,261 3,779 8,482 906 Equipment financing 4,948 4,953 930 4,023 194 Total $ 316,161 $ 274,376 $ 186,951 $ 87,425 $ 13,805 At December 31, 2018 (In thousands) Unpaid Principal Balance Total Recorded Investment No Allowance Recorded Investment With Allowance Related Valuation Allowance Residential $ 113,575 $ 103,531 $ 64,899 $ 38,632 $ 4,286 Consumer - home equity 44,654 39,144 30,576 8,568 1,383 Commercial non-mortgage 120,165 99,287 65,724 33,563 7,818 Asset-based 550 225 — 225 6 Commercial real estate 13,355 10,828 2,125 8,703 1,661 Equipment financing 6,368 6,315 2,946 3,369 196 Total $ 298,667 $ 259,330 $ 166,270 $ 93,060 $ 15,350 The following table summarizes the average recorded investment and interest income recognized for impaired loans and leases: Three months ended March 31, 2019 2018 (In thousands) Average Recorded Investment Accrued Cash Basis Interest Income Average Recorded Investment Accrued Cash Basis Interest Income Residential $ 102,926 $ 908 $ 264 $ 113,116 $ 981 $ 253 Consumer - home equity 38,998 269 280 44,011 294 250 Commercial non-mortgage 107,529 920 — 73,461 539 — Asset based 222 — — 1,061 — — Commercial real estate 11,544 73 — 11,077 96 — Equipment financing 5,634 — — 4,890 36 — Total $ 266,853 $ 2,170 $ 544 $ 247,616 $ 1,946 $ 503 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 default (PD) and the loss given default (LGD). The credit risk grade system assigns a rating to each borrower and to the facility, which together form a Composite Credit Risk Profile. 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 Composite Credit Risk Profile has ten grades, with each grade corresponding to a progressively greater risk of default. Grades (1) - (6) are considered pass ratings, and (7) - (10) are considered 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 a borrower's current financial position and outlook, risk profile, and the related collateral and structural position. 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. Criticized loans undergo more frequent reviews and enhanced monitoring. A (7) Special Mention credit has the potential weakness that, if left uncorrected, may result in deterioration of the repayment prospects for the asset. An (8) Substandard asset has a well defined weakness that jeopardizes the full repayment of the debt. An asset rated (9) Doubtful 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 (10) Loss, in accordance with regulatory guidelines, are considered uncollectible and charged off. The following table summarizes commercial, commercial real estate and equipment financing loans and leases segregated by risk rating exposure: Commercial Commercial Real Estate Equipment Financing (In thousands) At March 31, At December 31, At March 31, At December 31, At March 31, At December 31, (1) - (6) Pass $ 5,991,939 $ 5,781,138 $ 4,830,898 $ 4,773,298 $ 481,423 $ 494,585 (7) Special Mention 128,160 206,351 82,531 75,338 2,415 1,303 (8) Substandard 230,122 222,405 78,396 78,509 10,533 12,509 (9) Doubtful 6,350 6,712 — — — — Total $ 6,356,571 $ 6,216,606 $ 4,991,825 $ 4,927,145 $ 494,371 $ 508,397 For residential and consumer loans, the primary credit quality indicator that the Company considers is past due status. Other factors, such as, updated Fair Isaac Corporation (FICO) scores, employment status, collateral, geography, loans discharged in bankruptcy, and the status of first lien position loans on second lien position loans, may also be evaluated as credit quality indicators. On an ongoing basis for portfolio monitoring purposes, the Company estimates the current value of property secured as collateral for 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 real estate price 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 troubled debt restructurings (TDRs): (Dollars in thousands) At March 31, At December 31, 2018 Accrual status $ 149,076 $ 138,479 Non-accrual status 101,333 91,935 Total recorded investment of TDRs $ 250,409 $ 230,414 Specific reserves for TDRs included in the balance of ALLL $ 13,381 $ 11,930 Additional funds committed to borrowers in TDR status 5,118 3,893 For the portion of TDRs deemed to be uncollectible, Webster charged off $1.4 million , and $0.7 million for the three months ended March 31, 2019 and 2018 , respectively. The following table provides information on the type of concession for loans and leases modified as TDRs: Three months ended March 31, 2019 2018 Number of Post- (1) Number of Post- (1) (Dollars in thousands) Residential Extended Maturity 1 $ 519 — $ — Maturity/Rate Combined 5 451 — — Other (2) 2 261 5 757 Consumer - home equity Extended Maturity 2 145 2 193 Maturity/Rate Combined — — 2 113 Other (2) 13 754 11 778 Commercial non - mortgage Extended Maturity 2 124 3 85 Maturity/Rate Combined 1 25 — — Other (2) 15 22,027 2 4,684 Commercial real estate Extended Maturity — — 1 45 Other (2) 2 2,636 — — Total TDRs 43 $ 26,942 26 $ 6,655 (1) Post-modification balances approximate pre-modification balances. The aggregate amount of charge-offs as a result of the restructurings was not significant. (2) Other includes covenant modifications, forbearance, loans discharged under Chapter 7 bankruptcy, or other concessions. There were no significant amounts of loans and leases modified as TDRs within the previous 12 months and for which there was a payment default for the three months ended March 31, 2019 and 2018 , respectively. The recorded investment of TDRs in commercial, commercial real estate, and equipment financing segregated by risk rating exposure is as follows: (In thousands) At March 31, 2019 At December 31, 2018 (1) - (6) Pass $ 20,765 $ 13,165 (7) Special Mention 78 84 (8) Substandard 82,043 67,880 (9) Doubtful 6,350 6,610 Total $ 109,236 $ 87,739

Transfers of Financial Assets

Transfers of Financial Assets	3 Months Ended
	Mar. 31, 2019
Transfers and Servicing [Abstract]
Transfers of Financial Assets	Transfers of Financial Assets The Company sells financial assets in the normal course of business, primarily residential mortgage loans sold to government-sponsored enterprises through established programs and securitizations. Gains and losses from initial measurement and subsequent changes in fair value are recognized in earnings. The gain or loss on residential mortgage loans sold and the related origination fee income, as well as fair value adjustments to loans held-for-sale are included as mortgage banking activities in the accompanying Condensed Consolidated Statements of Income. The Company may be required to repurchase a loan in the event of certain breaches of the representations and warranties, or in the event of default of the borrower within 90 days of sale, as provided for in the sale agreements. A reserve for loan repurchases provides for estimated losses pertaining to the potential repurchase of loans associated with the Company’s mortgage banking activities. The reserve reflects loan repurchase requests received by the Company for which management evaluates the identity of counterparty, the vintage of the loans sold, the amount of open repurchase requests, specific loss estimates for each open request, the current level of loan losses in similar vintages held in the residential loan portfolio, and estimated recoveries on the underlying collateral. The reserve also reflects management’s expectation of losses from loan repurchase requests for which the Company has not yet been notified, as the performance of loans sold and the quality of the servicing provided by the acquirer also may impact potential future requests. The provision recorded at the time of the loan sale is netted from the gain or loss recorded in mortgage banking activities, while any incremental provision, post loan sale, is recorded in other non-interest expense in the accompanying Condensed Consolidated Statements of Income. The following table provides a summary of activity in the reserve for loan repurchases: Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 674 $ 872 Provision (benefit) charged to expense 7 (203 ) Repurchased loans and settlements charged off (5 ) (5 ) Ending balance $ 676 $ 664 The following table provides information for mortgage banking activities: Three months ended March 31, (In thousands) 2019 2018 Residential mortgage loans held for sale: Proceeds from sale $ 20,613 $ 44,806 Loans sold with servicing rights retained 17,348 39,904 Net gain on sale 158 1,083 Ancillary fees 261 410 Fair value option adjustment 345 (349 ) Additionally, loans not originated for sale were sold approximately at carrying value for cash proceeds of $4.0 million for certain residential loans for the three months ended March 31, 2019 , and $436 thousand and $34 thousand for certain commercial loans for the three months ended March 31, 2019 and 2018 , respectively. The Company has retained servicing rights on residential mortgage loans totaling $2.5 billion at both March 31, 2019 and December 31, 2018 . The following table presents the changes in carrying value for mortgage servicing assets: Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 21,215 $ 25,139 Additions 462 1,412 Amortization (1,892 ) (2,148 ) Ending balance $ 19,785 $ 24,403 The mortgage servicing assets are recorded at fair value upon transfer, and thereafter are carried at the lower of cost or fair value. Loan servicing fees, net of mortgage servicing rights amortization, were $0.4 million and $0.3 million for the three months ended March 31, 2019 and 2018 , respectively, and are included as a component of loan related fees in the accompanying Condensed Consolidated Statements of Income. See Note 14: Fair Value Measurements

Goodwill and Other Intangible A

Goodwill and Other Intangible Assets	3 Months Ended
	Mar. 31, 2019
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill and Other Intangible Assets	Goodwill and Other Intangible Assets Goodwill and other intangible assets by reportable segment consisted of the following: At March 31, 2019 At December 31, 2018 (In thousands) Gross Carrying Amount Accumulated Amortization Net Carrying Amount Gross Carrying Amount Accumulated Amortization Net Carrying Amount Goodwill: Community Banking $ 516,560 $ 516,560 HSA Bank 21,813 21,813 Total goodwill $ 538,373 $ 538,373 Other intangible assets: HSA Bank - Core deposits $ 22,000 $ (11,399 ) $ 10,601 $ 22,000 $ (10,842 ) $ 11,158 HSA Bank - Customer relationships 21,000 (6,798 ) 14,202 21,000 (6,394 ) 14,606 Total other intangible assets $ 43,000 $ (18,197 ) $ 24,803 $ 43,000 $ (17,236 ) $ 25,764 As of March 31, 2019 , the remaining estimated aggregate future amortization expense for intangible assets is as follows: (In thousands) Remainder of 2019 $ 2,885 2020 3,847 2021 3,847 2022 3,847 2023 3,847 Thereafter 6,530

Deposits

Deposits	3 Months Ended
	Mar. 31, 2019
Banking and Thrift [Abstract]
Deposits	A summary of deposits by type follows: (In thousands) At March 31, At December 31, Non-interest-bearing: Demand $ 4,224,144 $ 4,162,446 Interest-bearing: Health savings accounts 6,209,213 5,740,601 Checking 2,560,975 2,518,472 Money market 2,299,229 2,100,084 Savings 4,102,740 4,140,696 Time deposits 3,354,627 3,196,546 Total interest-bearing 18,526,784 $ 17,696,399 Total deposits $ 22,750,928 $ 21,858,845 Time deposits and interest-bearing checking, included in above balances, obtained through brokers $ 758,472 $ 869,003 Time deposits, included in above balance, that exceed the FDIC limit 669,476 555,949 Deposit overdrafts reclassified as loan balances 1,065 2,245 The scheduled maturities of time deposits are as follows: (In thousands) At March 31, Remainder of 2019 $ 2,304,523 2020 705,479 2021 259,584 2022 51,785 2023 29,443 Thereafter 3,813 Total time deposits $ 3,354,627

Borrowings

Borrowings	3 Months Ended
	Mar. 31, 2019
Debt Disclosure [Abstract]
Borrowings	Borrowings Total borrowings of $2.2 billion at March 31, 2019 and $2.6 billion at December 31, 2018 are described in detail below. The following table summarizes securities sold under agreements to repurchase and other borrowings: At March 31, At December 31, (In thousands) Amount Rate Amount Rate Securities sold under agreements to repurchase (1) : Original maturity of one year or less $ 168,065 0.65 % $ 236,874 0.35 % Original maturity of greater than one year, non-callable — — — — Total securities sold under agreements to repurchase 168,065 0.65 236,874 0.35 Fed funds purchased 520,000 2.50 345,000 2.52 Securities sold under agreements to repurchase and other borrowings $ 688,065 2.05 $ 581,874 1.64 (1) The Company has right of offset with respect to all repurchase agreement assets and liabilities. However, securities sold under agreements to repurchase represents the gross amount for these transactions, as only liabilities are outstanding for the periods presented. Repurchase agreements are used as a source of borrowed funds and are collateralized by U.S. Government agency mortgage-backed securities. Repurchase agreement counterparties are limited to primary dealers in government securities and commercial or municipal customers through Webster’s Treasury Unit. The following table provides information for FHLB advances: At March 31, At December 31, (Dollars in thousands) Amount Weighted- Average Contractual Coupon Rate Amount Weighted- Average Contractual Coupon Rate Maturing within 1 year $ 578,026 2.46 % $ 1,403,026 2.55 % After 1 but within 2 years 165,000 1.77 215,000 1.73 After 2 but within 3 years 200,000 3.16 200,000 3.16 After 3 but within 4 years 145 — 150 — After 4 but within 5 years 239 2.95 242 2.95 After 5 years 8,320 2.65 8,390 2.65 FHLB advances and overall rate $ 951,730 2.49 $ 1,826,808 2.52 Aggregate carrying value of assets pledged as collateral $ 6,514,053 $ 6,689,761 Remaining borrowing capacity 3,204,370 2,568,664 Webster Bank is in compliance with FHLB collateral requirements for the periods presented. Eligible collateral, primarily certain residential and commercial real estate loans, has been pledged to secure FHLB advances. The following table summarizes long-term debt: (Dollars in thousands) At March 31, At December 31, 4.375% Senior fixed-rate notes due February 15, 2024 150,000 150,000 4.100% Senior fixed-rate notes due March 25, 2029 (1) 301,628 — Junior subordinated debt Webster Statutory Trust I floating-rate notes due September 17, 2033 (2) 77,320 77,320 Total notes and subordinated debt 528,948 227,320 Discount on senior fixed-rate notes (1,576 ) (608 ) Debt issuance cost on senior fixed-rate notes (3,069 ) (691 ) Long-term debt $ 524,303 $ 226,021 (1) In March 2019, the Company completed a $300.0 million senior fixed-rate notes issuance. The fixed interest rate on a $150.0 million portion of this issuance has been swapped to a variable rate and designated in a fair value hedging relationship. The $1.6 million basis adjustment included in the carrying value reflects the changes in the benchmark rate. (2) The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month London Interbank Offered Rate plus 2.95% , was 5.56% at March 31, 2019 and 5.74% at December 31, 2018

Leases Leases

Leases Leases	3 Months Ended
	Mar. 31, 2019
Leases [Abstract]
Leases of Lessee Disclosure [Text Block]	ed scheduled maturities reconciled to total operating lease liabilities are as follows: (In thousands) At March 31, 2019 Remainder of 2019 $ 21,282 2020 30,890 2021 29,318 2022 25,105 2023 21,771 Thereafter 81,818 Total lease liability payments 210,184 Lease liabilities 179,501 Present value adjustment $ 30,683 See Note 4: Loans and Leases

Accumulated Other Comprehensive

Accumulated Other Comprehensive Loss, Net of Tax	3 Months Ended
	Mar. 31, 2019
Equity [Abstract]
Accumulated Other Comprehensive Loss, Net of Tax	Accumulated Other Comprehensive Loss, Net of Tax The following tables summarize the changes in accumulated other comprehensive loss, net of tax (AOCL) by component: Three months ended March 31, 2019 (In thousands) Securities Available For Sale Derivative Instruments Defined Benefit Pension and Other Postretirement Benefit Plans Total Beginning balance $ (71,374 ) $ (9,313 ) $ (49,965 ) $ (130,652 ) Other comprehensive income (loss) (OCI (OCL)) before reclassifications 27,559 (839 ) — 26,720 Amounts reclassified from AOCL — 1,035 1,056 2,091 Net current-period OCI 27,559 196 1,056 28,811 Ending balance $ (43,815 ) $ (9,117 ) $ (48,909 ) $ (101,841 ) Three months ended March 31, 2018 (In thousands) Securities Available For Sale Derivative Instruments Defined Benefit Pension and Other Postretirement Benefit Plans Total Beginning balance $ (27,947 ) $ (15,016 ) $ (48,568 ) $ (91,531 ) (OCL)/OCI before reclassifications (27,424 ) 1,129 — (26,295 ) Amounts reclassified from AOCL — 1,393 954 2,347 Net current-period (OCL)/OCI (27,424 ) 2,522 954 (23,948 ) Ending balance $ (55,371 ) $ (12,494 ) $ (47,614 ) $ (115,479 ) The following tables provide information for the items reclassified from AOCL: (In thousands) Three months ended March 31, Associated Line Item in the Condensed Consolidated Statements of Income AOCL Components 2019 2018 Derivative instruments: Cash flow hedges $ (1,391 ) $ (1,871 ) Interest expense Tax benefit 356 478 Income tax expense Net of tax $ (1,035 ) $ (1,393 ) Defined benefit pension and other postretirement benefit plans: Amortization of net loss $ (1,430 ) $ (1,285 ) (1) Tax benefit 374 331 Income tax expense Net of tax $ (1,056 ) $ (954 )

Regulatory Matters

Regulatory Matters	3 Months Ended
	Mar. 31, 2019
Regulatory Capital Requirements [Abstract]
Regulatory Matters	Regulatory Matters Capital Requirements Webster Financial Corporation is subject to regulatory capital requirements administered by the Federal Reserve System, 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 Financial Corporation or Webster Bank fail to meet minimum capital requirements, which could have a direct material effect on the Company’s financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, both Webster Financial Corporation and Webster Bank must meet specific capital guidelines that involve quantitative measures of assets, liabilities, and certain off-balance sheet items calculated under regulatory accounting practices. These quantitative measures require minimum amounts and ratios to ensure capital adequacy. Basel III total risk-based capital is comprised of three categories: CET1 capital, additional Tier 1 capital, and Tier 2 capital. CET1 capital includes common shareholders' equity, less deductions for goodwill, other intangibles, and certain deferred tax adjustments. Common shareholders' equity, for purposes of CET1 capital, excludes AOCL components as permitted by the opt-out election taken by Webster upon adoption of Basel III. Tier 1 capital is comprised of CET1 capital plus perpetual preferred stock, while Tier 2 capital includes qualifying subordinated debt and qualifying allowance for credit losses, that together equal total capital. The following table provides information on the capital ratios for Webster Financial Corporation and Webster Bank: At March 31, 2019 Actual Minimum Requirement Well Capitalized (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Webster Financial Corporation CET1 risk-based capital $ 2,337,162 11.46 % $ 917,798 4.5 % $ 1,325,708 6.5 % Total risk-based capital 2,773,419 13.60 1,631,640 8.0 2,039,551 10.0 Tier 1 risk-based capital 2,482,199 12.17 1,223,730 6.0 1,631,640 8.0 Tier 1 leverage capital 2,482,199 9.09 1,091,878 4.0 1,364,847 5.0 Webster Bank CET1 risk-based capital $ 2,496,047 12.24 % $ 917,468 4.5 % $ 1,325,232 6.5 % Total risk-based capital 2,709,947 13.29 1,631,054 8.0 2,038,818 10.0 Tier 1 risk-based capital 2,496,047 12.24 1,223,291 6.0 1,631,054 8.0 Tier 1 leverage capital 2,496,047 9.15 1,091,347 4.0 1,364,184 5.0 At December 31, 2018 Actual Minimum Requirement Well Capitalized (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Webster Financial Corporation CET1 risk-based capital $ 2,284,978 11.44 % $ 898,972 4.5 % $ 1,298,514 6.5 % Total risk-based capital 2,722,194 13.63 1,598,172 8.0 1,997,715 10.0 Tier 1 risk-based capital 2,430,015 12.16 1,198,629 6.0 1,598,172 8.0 Tier 1 leverage capital 2,430,015 9.02 1,077,303 4.0 1,346,628 5.0 Webster Bank CET1 risk-based capital $ 2,170,566 10.87 % $ 898,317 4.5 % $ 1,297,569 6.5 % Total risk-based capital 2,385,425 11.95 1,597,008 8.0 1,996,260 10.0 Tier 1 risk-based capital 2,170,566 10.87 1,197,756 6.0 1,597,008 8.0 Tier 1 leverage capital 2,170,566 8.06 1,076,712 4.0 1,345,889 5.0 Dividend Restrictions Webster Financial Corporation 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 Financial Corporation totaled $80 million during the three months ended March 31, 2019 compared to $100 million during the three months ended March 31, 2018 . Cash Restrictions Webster Bank is required by Federal Reserve System regulations to hold cash reserve balances on hand or with a Federal Reserve Bank. Pursuant to this requirement, it held $84.8 million at March 31, 2019 and $81.2 million at December 31, 2018

Earnings Per Common Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2019
Earnings Per Share [Abstract]
Earnings Per Common Share	Earnings Per Common Share Reconciliation of the calculation of basic and diluted earnings per common share follows: Three Months Ended March 31, (In thousands, except per share data) 2019 2018 Earnings for basic and diluted earnings per common share: Net income $ 99,736 $ 80,225 Less: Preferred stock dividends 1,969 1,947 Net income available to common shareholders 97,767 78,278 Less: Earnings applicable to participating securities 218 195 Earnings applicable to common shareholders $ 97,549 $ 78,083 Shares: Weighted-average common shares outstanding - basic 91,962 91,921 Effect of dilutive securities: Stock options and restricted stock 263 327 Warrants — 6 Weighted-average common shares outstanding - diluted 92,225 92,254 Earnings per common share: Basic $ 1.06 $ 0.85 Diluted 1.06 0.85 Potential common shares from non-participating restricted stock, of 91 thousand and 72 thousand for the three months ended March 31, 2019 and 2018 , respectively, are excluded from the effect of dilutive securities because, due to performance conditions, they would have been anti-dilutive.

Derivative Financial Instrument

Derivative Financial Instruments	3 Months Ended
	Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	Derivative Financial Instruments Risk Management Objective of Using Derivatives Webster manages economic risks, such as interest rate, liquidity, and credit risks by managing the amount, sources, and duration of its debt funding in conjunction with the use of interest rate derivative financial instruments. Webster enters into interest rate derivatives to mitigate the exposure related to business activities that result in the future receipt or payment of, both known and uncertain, cash amounts that are impacted by interest rates. The primary objective for using interest rate derivatives is to add stability to interest expense by managing exposure to interest rate movements. To accomplish this objective, Webster uses interest rate swaps and interest rate caps as part of its interest rate risk management strategy. Interest rate swaps and interest rate caps designated as cash flow hedges are designed to manage the risk associated with a forecasted event or an uncertain variable-rate cash flow. Forward-settle interest rate swaps 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. Interest rate swaps designated as cash flow hedges involve the receipt of variable amounts from a counterparty in exchange for the Company making fixed-rate payments over the life of the agreements without exchange of the underlying notional amount. Interest rate caps designated as cash flow hedges involve the receipt of variable amounts from a counterparty if interest rates rise above the strike rate on the contract in exchange for payment of an up-front premium. Cash flow hedges are used to regulate the variable cash flows associated with existing variable-rate debt and forecasted issuances of debt. Derivative instruments designated as cash flow hedges are recorded on the balance sheet at fair value. Changes in fair value of the derivatives which are designated as cash flow hedges, and that qualify for hedge accounting, are recorded to AOCL and are reclassified into earnings in the subsequent periods that the hedged forecasted transaction affects earnings. Fair value hedges are used for certain fixed-rate obligations which can be exposed to a change in fair value attributable to changes in benchmark interest rates. An interest rate swap which involves the receipt of fixed-rate amounts from a counterparty in exchange for Webster making variable-rate payments over the life of the agreement, without the exchange of the underlying notional amount, is typically utilized. For a qualifying derivative designated as a fair value hedge, the gain or loss on the derivative, as well as the gain or loss on the risk hedged, is recognized in interest expense in the accompanying Condensed Consolidated Statements of Income. Additionally, in order to address certain other risk management matters, the Company also utilizes derivative instruments that do not qualify for hedge accounting. These derivative instruments, which are recorded on the balance sheet at fair value, with changes in fair value recognized each period as other non-interest income in the accompanying Condensed Consolidated Statements of Income, are described in the following paragraphs. Interest rate swap and cap contracts are sold to commercial and other customers who wish to modify loan interest rate sensitivity. These contracts are offset with dealer counterparty transactions structured with matching terms, which results in minimal impact on earnings, except for fee income earned in such transactions. All contracts eligible for clearing are cleared through Chicago Mercantile Exchange (CME). In accordance with its amended rulebook, CME legally characterizes variation margin payments made to and received from CME as settlement of derivatives rather than as collateral against derivatives. Risk participation agreements (RPAs) are entered into as financial guarantees of performance on interest rate swap derivatives. The purchased (asset) or sold (liability) guarantee allows the Company to participate-in (fee received) or participate-out (fee paid) the risk associated with certain derivative positions executed with the borrower by the lead bank in a loan syndication. Other derivatives include foreign currency forward contracts related to lending arrangements and customer hedging activity, a VISA equity swap transaction, and mortgage banking derivatives such as mortgage-backed securities related to residential loan commitments and loans held for sale. Mortgage banking derivatives 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 causing a reduction in the anticipated gain on sale of the loans, or possibly resulting in 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. Mandatory forward commitments 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 following table presents the notional amounts and fair value of derivative positions: At March 31, 2019 At December 31, 2018 Asset Derivatives Liability Derivatives Asset Derivatives Liability Derivatives (In thousands) Notional Fair Notional Fair Notional Fair Notional Fair Designated as hedging instruments: Positions subject to a master netting agreement (1) Interest rate derivatives (2) $ 475,000 $ 1,920 $ — $ — $ 325,000 $ 3,050 $ — $ — Not designated as hedging instruments: Positions subject to a master netting agreement (1) Interest rate derivatives (2) 2,211,262 3,951 1,911,298 3,511 2,767,518 6,570 1,276,109 2,012 Mortgage banking derivatives (3) 23,712 276 38,300 459 13,599 226 17,000 293 Other 37,578 296 19,073 539 11,952 308 43,097 553 Positions not subject to a master netting agreement (4) Interest rate derivatives 2,286,717 65,122 1,835,850 18,025 1,668,012 35,635 2,367,876 36,017 RPAs 64,554 48 93,749 99 64,974 39 96,296 81 Other 7,019 529 1,072 49 8,506 450 1,208 54 Total not designated as hedging instruments 4,630,842 70,222 3,899,342 22,682 4,534,561 43,228 3,801,586 39,010 Gross derivative instruments, before netting $ 5,105,842 72,142 $ 3,899,342 22,682 $ 4,859,561 46,278 $ 3,801,586 39,010 Less: Legally enforceable master netting agreements 3,629 3,629 2,495 2,495 Less: Cash collateral posted/received 930 514 4,936 — Total derivative instruments, after netting $ 67,583 $ 18,539 $ 38,847 $ 36,515 (1) The Company has elected to report derivative positions subject to a legally enforceable master netting agreement on a net basis, net of cash collateral. Refer to the Offsetting Derivatives section of this footnote for additional information. (2) Balances related to CME are presented as a single unit of account. Notional amounts of interest rate swaps cleared through CME include $1.5 billion and $1.9 billion for asset derivatives and $1.6 billion and $1.1 billion for liability derivatives at March 31, 2019 and December 31, 2018, respectively. The related fair values approximate zero . (3) Notional amounts include mandatory forward commitments of $38.0 million , while notional amounts do not include approved floating rate commitments of $7.3 million , at March 31, 2019 . (4) Fair value of assets are included in accrued interest receivable and other assets, while, fair value of liabilities are included in accrued expenses and other liabilities, in the accompanying Condensed Consolidated Balance Sheets. The following table presents the change in fair value for derivatives designated as fair value hedges as well as the offsetting change in fair value on the hedged item, and the effect on the income statement for derivatives designated as cash flow hedges: Three months ended March 31, (In thousands) Recognized In 2019 2018 Fair value hedges: Recognized on derivatives Interest expense $ 1,628 $ — Recognized on hedged items Interest expense (1,628 ) — Net recognized on fair value hedges — — Cash flow hedges: Interest rate derivatives Interest expense 953 1,823 Additional information related to fair value hedges: Balance Sheet Line Item in Which Hedged Item is Located Carrying Amount of Hedged Item Cumulative Amount of Fair Value Hedging Adjustment Included in Carrying Amount (In thousands) 2019 2018 2019 2018 Long-term debt $ 151,628 $ — $ 1,628 $ — The following table presents the effect on the income statement for derivatives not designated as hedging instruments: Three months ended March 31, (In thousands) Recognized In 2019 2018 Interest rate derivatives Other non-interest income $ 1,051 $ 3,791 RPAs Other non-interest income 5 10 Mortgage banking derivatives Mortgage banking activities (408 ) 65 Other Other non-interest income 510 (600 ) Total not designated as hedging instruments $ 1,158 $ 3,266 Amounts for the change in the fair value of derivatives qualifying for cash flow hedge accounting treatment are recorded to AOCL and reclassified to interest expense as interest payments are made on Webster's variable-rate debt. Over the next twelve months, an estimated $0.6 million will be reclassified from AOCL as a reduction to interest expense. Amounts for gains and losses related to hedge terminations are also recorded to AOCL and subsequently amortized into interest expense over the respective terms of the hedged debt instruments. Over the next twelve months, an estimated $3.6 million will be reclassified from AOCL as an increase to interest expense. At March 31, 2019 , the remaining unamortized loss on the termination of cash flow hedges is $7.7 million . Additional information about cash flow hedge activity impacting AOCL, and the related amounts reclassified to interest expense is provided in Note 10: Accumulated Other Comprehensive Loss, Net of Tax . Information about the valuation methods used to measure the fair value of derivatives is provided in Note 14: Fair Value Measurements . Offsetting Derivatives Non-cleared derivatives subject to a legally enforceable master netting agreement are reported on a net basis, net of cash collateral. Cash collateral received, in the amount of $930 thousand , is included in cash and due from banks and is considered restricted in nature. Net gain positions are recorded as assets and are included in accrued interest receivable and other assets, while, net loss positions are recorded as liabilities and are included in accrued expenses and other liabilities, in the accompanying Condensed Consolidated Balance Sheets. The following table presents the transition from a gross basis to net basis, due to the application of counterparty netting agreements: At March 31, 2019 At December 31, 2018 (In thousands) Gross Amount Relationship Offset Cash Collateral Offset Net Amount Gross Amount Relationship Offset Cash Collateral Offset Net Amount Derivative instrument gains: Hedge accounting $ 1,920 $ 337 $ 54 $ 1,529 $ 3,050 $ 88 $ 567 $ 2,395 Non-hedge accounting 4,523 3,292 876 355 6,878 2,407 4,369 102 Total assets $ 6,443 $ 3,629 $ 930 $ 1,884 $ 9,928 $ 2,495 $ 4,936 $ 2,497 Derivative instrument losses: Hedge accounting $ — $ — $ — $ — $ — $ — $ — $ — Non-hedge accounting 4,446 3,629 514 303 2,566 2,495 — 71 Total liabilities $ 4,446 $ 3,629 $ 514 $ 303 $ 2,566 $ 2,495 $ — $ 71 Derivative Exposure Use of derivative contracts may expose Webster Bank to counterparty credit risk. The Company has International Swaps and Derivatives Association Master Agreements, including a Credit Support Annex, with all derivative counterparties. In accordance with counterparty credit agreements and derivative clearing rules, cash or securities are posted or received on a daily basis to offset counterparty derivative exposure. Remaining exposure is collateralized by securities received. In the event of default and if the collateral is not returned, the exposure would be offset by terminating the transaction. The Company had approximately $53.9 million in net margin collateral posted with financial counterparties or the derivative clearing organization at March 31, 2019 , which is primarily comprised of $39.3 million in initial margin posted at CME and $14.4 million in CME margin posted . The Company regularly evaluates the credit risk of its derivative customers, taking into account the likelihood of default, net exposures, and remaining contractual life, among other related factors. Credit risk exposure is mitigated as transactions with customers are generally secured by the same collateral of the underlying transactions being hedged. The net current credit exposure relating to interest rate derivatives with Webster Bank customers was $65.1 million at March 31, 2019 . 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 $35.7 million at March 31, 2019

Fair Value Measurements

Fair Value Measurements	3 Months Ended
	Mar. 31, 2019
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 appropriate valuation techniques. Various assumptions and observable inputs must be relied upon in applying these techniques. Accordingly, categorization within the valuation hierarchy is based upon the lowest level of input that is significant to the fair value measurement. As such, the fair value estimates may not be realized in an immediate transfer of the respective asset or liability. 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. 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. 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 significant 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,) 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. Assets and Liabilities Measured at Fair Value on a Recurring Basis Available-for-Sale Investment Securities. When quoted prices are available in an active market, the Company classifies available-for-sale investment securities within Level 1 of the valuation hierarchy. U.S. Treasury Bills are classified within Level 1 of the fair value hierarchy. When 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. Management maintains procedures to monitor the pricing service's assumptions and establishes processes to challenge the pricing service's valuations that appear unusual or unexpected. Available-for-Sale investment securities which include Agency CMO, Agency MBS, Agency CMBS, CMBS, CLO, and corporate debt, are classified within Level 2 of the fair value hierarchy. Derivative Instruments. Foreign exchange contracts are valued based on unadjusted quoted prices in active markets and classified within Level 1 of the fair value hierarchy. All other 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. In determining if any fair value adjustment related to credit risk is 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. The change in value of derivative assets and liabilities attributable to credit risk was not significant during the reported periods. Webster reviews its counterparty exposure on a regular basis, and, when necessary, appropriate business actions are taken to mitigate 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. The CME rulebook legally characterizes variation margin payments for over-the-counter derivatives as settlements rather than collateral, which impacts Webster's counterparty relationship with CME, resulting in the fair value of the instrument including cash collateral to be represented as a single unit of account. Mortgage Banking Derivatives. Forward sales of mortgage loans and 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, the Company is subject to the risk that market rates of interest may change. If market rates rise, investors generally will pay less to purchase such loans resulting in a reduction in the gain on sale of the loans or, possibly, a loss. In an effort to mitigate such risk, forward delivery sales commitments are established, under which the Company 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. Originated Loans Held For Sale. Residential mortgage loans typically are classified as held for sale upon origination based on management's intent to sell such loans. The Company generally records residential mortgage loans held for sale under the fair value option of Accounting Standards Codification ( ASC) Topic 825 "Financial Instruments." 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 within Level 2 of the fair value hierarchy. The following table presents the fair value, unpaid principal balance, and accrual status, of assets accounted for under the fair value option: At March 31, 2019 At December 31, 2018 (In thousands) Fair Value Unpaid Principal Balance Difference Fair Value Unpaid Principal Balance Difference Originated loans held for sale $ 20,615 $ 20,010 $ 605 $ 7,908 $ 8,227 $ (319 ) Electing to measure originated loans held for sale at fair value reduces certain timing differences and better matches changes in the value of these assets with changes in the value of the derivatives used as an economic hedge on these assets. Investments Held in Rabbi Trust. Investments held in the 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 cost basis of the investments held in the Rabbi Trust is $1.8 million at March 31, 2019 . Alternative Investments. Equity investments have a readily determinable fair value when quoted prices are available in an active market. The Company classifies alternative investments with a readily determinable fair value within Level 1 of the fair value hierarchy. Equity investments that do not have a readily available fair value may qualify for net asset value (NAV) measurement based on specific requirements. The Company's alternative investments accounted for at NAV consist of investments in non-public entities that generally cannot be redeemed since the Company’s investments are distributed as the underlying equity is liquidated. Alternative investments recorded at NAV are not classified within the fair value hierarchy. At March 31, 2019 , these alternative investments had a remaining unfunded commitment of $2.7 million . Summaries of the fair values of assets and liabilities measured at fair value on a recurring basis are as follows: At March 31, 2019 (In thousands) Level 1 Level 2 Level 3 NAV Total Financial assets held at fair value: U.S. Treasury Bills $ 7,595 $ — $ — $ — $ 7,595 Agency CMO — 223,994 — — 223,994 Agency MBS — 1,585,398 — — 1,585,398 Agency CMBS — 564,499 — — 564,499 CMBS — 432,301 — — 432,301 CLO — 111,624 — — 111,624 Corporate debt — 51,905 — — 51,905 Total available-for-sale investment securities 7,595 2,969,721 — — 2,977,316 Gross derivative instruments, before netting (1) 825 71,317 — — 72,142 Originated loans held for sale — 20,615 — — 20,615 Investments held in Rabbi Trust 4,602 — — — 4,602 Alternative investments — — — 2,534 2,534 Total financial assets held at fair value $ 13,022 $ 3,061,653 $ — $ 2,534 $ 3,077,209 Financial liabilities held at fair value: Gross derivative instruments, before netting (1) $ 588 $ 22,094 $ — $ — $ 22,682 At December 31, 2018 (In thousands) Level 1 Level 2 Level 3 NAV Total Financial assets held at fair value: U.S. Treasury Bills $ 7,550 $ — $ — $ — $ 7,550 Agency CMO — 234,923 — — 234,923 Agency MBS — 1,481,089 — — 1,481,089 Agency CMBS — 566,237 — — 566,237 CMBS — 445,581 — — 445,581 CLO — 112,771 — — 112,771 Corporate debt — 50,579 — — 50,579 Total available-for-sale investment securities 7,550 2,891,180 — — 2,898,730 Gross derivative instruments, before netting (1) 758 45,520 — — 46,278 Originated loans held for sale — 7,908 — — 7,908 Investments held in Rabbi Trust 4,307 — — — 4,307 Alternative investments — — — 2,563 2,563 Total financial assets held at fair value $ 12,615 $ 2,944,608 $ — $ 2,563 $ 2,959,786 Financial liabilities held at fair value: Gross derivative instruments, before netting (1) $ 588 $ 38,422 $ — $ — $ 39,010 (1) For information relating to the impact of netting derivative assets and derivative liabilities as well as the impact from offsetting cash collateral paid to the same derivative counterparties see Note 13: Derivative Financial Instruments . 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. At March 31, 2019 , no significant assets classified within Level 3 were identified and measured under this basis. The following is a description of valuation methodologies used for assets measured at fair value on a non-recurring basis. Alternative Investments. The measurement alternative has been elected for alternative investments without readily determinable fair values that do not qualify for the NAV practical expedient. The measurement alternative requires investments to be accounted for at cost minus impairment, if any, plus or minus changes resulting from observable price changes in orderly transactions for the identical or a similar investment of the same issuer. These alternative investments are investments in non-public entities that generally cannot be redeemed since the investment is distributed as the underlying equity is liquidated. Accordingly, these alternative investments are classified within Level 2 of the fair value hierarchy. The carrying amount of these alternative investments was $5.4 million at March 31, 2019 . No reduction for impairments, or adjustments due to observable price changes, was identified during the three months ended March 31, 2019 . Transferred Loans Held For Sale. Certain loans are transferred to loans held for sale once a decision has been made to sell such loans. These loans 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. This activity primarily consists of commercial loans with observable inputs and is classified within Level 2. On the occasion that these loans should include adjustments for changes in loan characteristics using unobservable inputs, the loans would be classified within Level 3. Collateral Dependent 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 customized discounting criteria. As such, collateral dependent impaired loans and leases are classified within Level 3 of the fair value hierarchy. Other Real Estate Owned and Repossessed Assets. The total book value of other real estate owned (OREO) and repossessed assets was $5.5 million at March 31, 2019 . OREO and repossessed assets are accounted for at the lower of cost or fair value 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 valuation may consider available pricing guides, auction results, and price opinions. Certain assets require assumptions about factors that are not observable in an active market in the determination of fair value; as such, OREO and repossessed assets are classified within Level 3 of the fair value hierarchy. At March 31, 2019 , there were no significant assets measured at fair value on a non-recurring basis. Fair Value of Financial Instruments and Servicing Assets 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, as well as servicing assets. 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, these 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 Investment Securities. When 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. Management maintains procedures to monitor the pricing service's results and establishes processes to challenge their valuations, or methodology, that appear unusual or unexpected. Held-to-Maturity investment securities, which include Agency CMO, Agency MBS, Agency CMBS, CMBS, and municipal bonds and notes, are classified within Level 2 of the fair value hierarchy. Loans and Leases, net. 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. Deposit liabilities are classified within Level 2 of the fair value hierarchy. Time Deposits. The fair value of a fixed-maturity certificate of deposit is estimated using the rates currently offered for deposits of similar remaining maturities. Time deposits are classified within Level 2 of the fair value hierarchy. Securities Sold Under Agreements to Repurchase and Other Borrowings. The carrying value is an estimate of fair value for those securities sold under agreements to repurchase and other borrowings that mature within 90 days. Fair value of all other borrowings is 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 FHLB advances and 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. FHLB advances and long-term debt are classified within Level 2 of the fair value hierarchy. Mortgage Servicing Assets. Mortgage servicing assets are accounted for at cost and subsequently measured under the amortization method. Mortgage servicing assets are subject to impairment testing and considered to be recognized at fair value when they are recorded at below cost. Amortization, and impairment charges, if any, are included as a component of other non-interest income in the accompanying Condensed Consolidated Statements of Income. 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, the primary risk inherent in valuing mortgage servicing assets is the impact of fluctuating interest rates on the servicing revenue stream. Mortgage servicing assets are classified within Level 3 of the fair value hierarchy. The estimated fair values of selected financial instruments and servicing assets are as follows: At March 31, 2019 At December 31, 2018 (In thousands) Carrying Amount Fair Value Carrying Amount Fair Value Assets: Level 2 Held-to-maturity investment securities $ 4,480,160 $ 4,433,377 $ 4,325,420 $ 4,209,121 Level 3 Loans and leases, net 18,602,901 18,608,221 18,253,136 18,155,798 Mortgage servicing assets 19,785 38,258 21,215 45,478 Liabilities: Level 2 Deposit liabilities $ 19,396,301 $ 19,396,301 $ 18,662,299 $ 18,662,299 Time deposits 3,354,627 3,343,754 3,196,546 3,175,948 Securities sold under agreements to repurchase and other borrowings 688,065 688,065 581,874 581,874 FHLB advances 951,730 953,539 1,826,808 1,826,381 Long-term debt (1) 524,303 527,495 226,021 229,306 (1) Adjustments to the carrying amount of long-term debt for unamortized discount and debt issuance cost on senior fixed-rate notes are not included for determination of fair value, see Note 8: Borrowings

Retirement Benefit Plans

Retirement Benefit Plans	3 Months Ended
	Mar. 31, 2019
Retirement Benefits [Abstract]
Retirement Benefit Plans	Retirement Benefit Plans Defined benefit pension and other postretirement benefits The following table summarizes the components of net periodic benefit cost: Three months ended March 31, 2019 2018 (In thousands) Pension Plan SERP Other Benefits Pension Plan SERP Other Benefits Interest cost on benefit obligations $ 1,978 $ 16 $ 21 $ 1,785 $ 187 $ 20 Expected return on plan assets (2,815 ) — — (3,180 ) — — Recognized net loss 1,430 4 (4 ) 1,160 125 — Net periodic benefit cost $ 593 $ 20 $ 17 $ (235 ) $ 312 $ 20

Segment Reporting

Segment Reporting	3 Months Ended
	Mar. 31, 2019
Segment Reporting [Abstract]
Segment Reporting	Segment Reporting Webster’s operations are organized into three reportable segments that represent its primary businesses - Commercial Banking, HSA Bank, and Community Banking. These three segments reflect how executive management responsibilities are assigned, the primary businesses, the products and services provided, the type of customer served, and how discrete financial information is currently evaluated. Certain corporate treasury activities of the Company, along with the amounts required to reconcile profitability metrics to amounts reported in accordance with GAAP, are included in the Corporate and Reconciling category. Description of Segment Reporting Methodology Webster’s reportable 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, 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 periodically 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 full profitability and GAAP results are reconciled in the Corporate and Reconciling category. Webster allocates interest income and interest expense to each business, while also transferring the primary interest rate risk exposures to the Corporate and Reconciling category, using a matched maturity funding concept called Funds Transfer Pricing (FTP). 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. This process is executed by the Company’s Financial Planning and Analysis division and is overseen by the Company's Asset/Liability Committee (ALCO). Webster allocates 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. Webster allocates a majority of non-interest expense to each reportable segment using a full-absorption costing process. Costs, including corporate overhead, are analyzed, pooled by process, and assigned to the appropriate reportable segment. The following table presents total assets for Webster's reportable segments and the Corporate and Reconciling category: (In thousands) Commercial Banking HSA Bank Community Banking Corporate and Reconciling Consolidated Total At March 31, 2019 $ 10,685,011 $ 86,686 $ 8,981,264 $ 8,485,168 $ 28,238,129 At December 31, 2018 10,477,050 70,826 8,727,335 8,335,104 27,610,315 The following tables present the operating results, including all appropriate allocations, for Webster’s reportable segments and the Corporate and Reconciling category: Three months ended March 31, 2019 (In thousands) Commercial Banking HSA Bank Community Banking Corporate and Reconciling Consolidated Total Net interest income (expense) $ 90,510 $ 41,741 $ 101,360 $ 7,940 $ 241,551 Provision for loan and lease losses 6,894 — 1,706 — 8,600 Net interest income (expense) after provision for loan and lease losses 83,616 41,741 99,654 7,940 232,951 Non-interest income 14,011 25,577 25,382 3,642 68,612 Non-interest expense 44,618 33,522 95,075 2,471 175,686 Income (loss) before income tax expense 53,009 33,796 29,961 9,111 125,877 Income tax expense (benefit) 13,040 8,787 5,962 (1,648 ) 26,141 Net income $ 39,969 $ 25,009 $ 23,999 $ 10,759 $ 99,736 Three months ended March 31, 2018 (In thousands) Commercial Banking HSA Bank Community Banking Corporate and Reconciling Consolidated Total Net interest income (expense) $ 84,651 $ 32,924 $ 98,928 $ (2,335 ) $ 214,168 Provision (benefit) for loan and lease losses 7,178 — 3,822 — 11,000 Net interest income (expense) after provision for loan and lease losses 77,473 32,924 95,106 (2,335 ) 203,168 Non-interest income 15,316 22,669 25,195 5,567 68,747 Non-interest expense 41,245 31,515 96,829 2,026 171,615 Income (loss) before income tax expense 51,544 24,078 23,472 1,206 100,300 Income tax expense (benefit) 12,680 6,260 4,671 (3,536 ) 20,075 Net income (loss) $ 38,864 $ 17,818 $ 18,801 $ 4,742 $ 80,225

Revenue from Contracts with Cus

Revenue from Contracts with Customers Revenue from Contracts with customers	3 Months Ended
	Mar. 31, 2019
Revenue from Contract with Customer [Abstract]
Revenue from Contract with Customer [Text Block]	Revenue from Contracts with Customers The following tables present the disaggregation by operating segment and major revenue stream, with disaggregated revenue reconciled to segment revenue as presented in Note 16: Segment Reporting : Three months ended March 31, 2019 (In thousands) Commercial HSA Community Corporate and Consolidated Major Revenue Streams Deposit service fees $ 3,036 $ 24,528 $ 15,365 $ 95 $ 43,024 Wealth and investment services 2,484 — 5,175 (8 ) 7,651 Other income — 1,049 501 — 1,550 Revenue from contracts with customers 5,520 25,577 21,041 87 52,225 Non-interest income within the scope of other GAAP topics 8,491 — 4,341 3,555 16,387 Total non-interest income $ 14,011 $ 25,577 $ 25,382 $ 3,642 $ 68,612 Three months ended March 31, 2018 (In thousands) Commercial HSA Community Corporate and Consolidated Major Revenue Streams Deposit service fees $ 3,222 $ 21,812 $ 15,309 $ 108 $ 40,451 Wealth and investment services 2,539 — 5,339 (8 ) 7,870 Other income — 857 493 — 1,350 Revenue from contracts with customers 5,761 22,669 21,141 100 49,671 Non-interest income within the scope of other GAAP topics 9,555 — 4,054 5,467 19,076 Total non-interest income $ 15,316 $ 22,669 $ 25,195 $ 5,567 $ 68,747 A description of deposit service fees and wealth and investment services are provided below: Deposit service fees, predominately consist of fees earned from deposit accounts and interchange revenue. Fees earned from deposit accounts relate to event-driven services and periodic account maintenance activities. Webster's obligations for event-driven services are satisfied at the time the service is delivered, while the obligations for maintenance services is satisfied monthly. Interchange fees are assessed as the performance obligation is satisfied, which is at the point in time the card transaction is authorized. Wealth and investment services,

Commitments and Contingencies

Commitments and Contingencies	3 Months Ended
	Mar. 31, 2019
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies	Credit-Related Financial Instruments The Company offers credit-related financial instruments in the normal course of business to meet certain financing needs of its customers, that involve off-balance sheet risk. These transactions may include an unused commitment to extend credit, standby letter of credit, or commercial letter of credit. Such transactions involve, to varying degrees, elements of credit risk. Commitments to Extend Credit . The Company makes commitments under various terms to lend funds to customers at a future point in time. These commitments include revolving credit arrangements, term loan commitments, and short-term borrowing agreements. Most of these loans have fixed expiration dates or other termination clauses where a fee may be required. Since commitments routinely expire without being funded, or after required availability of collateral occurs, the total commitment amount does not necessarily represent future liquidity requirements. Standby Letter of Credit . A standby letter of credit commits 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, which is often part of a larger credit agreement under which security is provided. Historically, a large percentage of standby letters of credit expire without being funded. The contractual amount of a standby letter of credit represents the maximum amount of potential future payments the Company could be required to make, and is the Company's maximum credit risk. Commercial Letter of Credit . A commercial letter of credit is issued to facilitate either domestic or foreign trade arrangements for customers. As a general rule, drafts are committed to be drawn when the goods underlying the transaction are in transit. Similar to a standby letter of credit, a commercial letter of credit is often secured by an underlying security agreement including the assets or inventory to which they relate. The following table summarizes the outstanding amounts of credit-related financial instruments with off-balance sheet risk: (In thousands) At March 31, 2019 At December 31, 2018 Commitments to extend credit $ 5,757,123 $ 5,840,585 Standby letter of credit 189,031 189,040 Commercial letter of credit 11,070 21,181 Total credit-related financial instruments with off-balance sheet risk $ 5,957,224 $ 6,050,806 These commitments subject the Company to potential exposure in excess of the amounts recorded in the financial statements, and therefore, management maintains a specific reserve for unfunded credit commitments. This reserve is reported as a component of accrued expenses and other liabilities in the accompanying Condensed Consolidated Balance Sheets. The following table provides a summary of activity in the reserve for unfunded credit commitments: Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 2,506 $ 2,362 Provision charged to expense 5 (68 ) Ending balance $ 2,511 $ 2,294

Summary of Significant Accoun_2

Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2019
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Basis of Presentation	Basis of Presentation The accounting and reporting policies of the Company that materially affect its financial statements conform with U.S. Generally Accepted Accounting Principles (GAAP). The accompanying unaudited Condensed Consolidated Financial Statements of the Company have been prepared in conformity with the instructions for Form 10-Q and Rule 10-01 of Regulation S-X. Accordingly, they do not include all the information and notes required by GAAP for complete financial statements and should be read in conjunction with the Company's Consolidated Financial Statements, and Notes thereto, for the year ended December 31, 2018 , included in the Company's Annual Report on Form 10-K filed with the U.S. Securities and Exchange Commission (SEC) on March 1, 2019. Certain prior period amounts have been reclassified to conform to the current year's presentation. These reclassifications had an immaterial effect on the Company's consolidated financial statements. Use of Estimates
New Accounting Pronouncements, Policy [Policy Text Block]	Accounting Standards Adopted During 2019 Effective January 1, 2019 , the following new Accounting Standards Updates (ASU or Update) were adopted by the Company: ASU No. 2018-16, Derivatives and Hedging (Topic 815) - Inclusion of the Secured Overnight Financing Rate (SOFR) Overnight Index Swap (OIS) Rate as a Benchmark Interest Rate for Hedge Accounting Purposes. The Update permits the use of the OIS rate based on SOFR as a U.S. benchmark interest rate for hedge accounting purposes under Topic 815 in addition to the interest rates on direct U.S. Treasury obligations, the LIBOR swap rate, the OIS rate based on the Fed Funds Effective Rate, and the Securities Industry and Financial Markets Association Municipal Swap Rate. The Company adopted the Update during the first quarter of 2019 on a prospective basis. The adoption of this guidance did not have a material effect on the Company's consolidated financial statements. ASU No. 2017-12, Derivatives and Hedging (Topic 815) - Targeted Improvements to Accounting for Hedging Activities. The purpose of the Update is to better align a company’s risk management and financial reporting for hedging activities with the economic objectives of those activities. The Update expands an entity's ability to hedge non-financial and financial risk components and reduce complexity in hedges of interest rate risk. The guidance eliminates the requirement to separately measure and report hedge ineffectiveness, and generally requires the entire change in fair value of a hedging instrument to be presented in the same income statement line in which the earnings effect of the hedged item is reported. The Company adopted the Update during the first quarter of 2019 on a modified retrospective basis. The adoption of this guidance did not have a material effect on the Company's consolidated financial statements. The Company has provided enhanced disclosures in Note 13 - Derivative Financial Instruments as a result of adopting this Update. ASU No. 2016-02, Leases (Topic 842) and subsequent ASUs issued to amend this Topic. The Updates introduce a lessee model that requires substantially all leases to be recorded as assets and liabilities on the balance sheet and requires expanded quantitative and qualitative disclosures regarding key information about leasing arrangements. The lessor model remains substantially the same with targeted improvements that do not materially impact the Company. The Company adopted the Updates during the first quarter of 2019 using the new transition method option that allows the use of effective date, January 1, 2019, as the date of initial application of the new lease accounting standard and to recognize a cumulative-effect adjustment to the opening balance of retained earnings upon adoption. The Company elected the transition relief package of practical expedients which forgoes the requirement to reassess the existence of leases in existing contracts, their lease classification and the accounting treatment of their initial direct costs. As a practical expedient, the Company has also made a policy election to not separate non-lease components from lease components for its real estate leases and instead account for each separate lease components and non-lease components associated with that lease component as a single lease component. The Company will separately account for the lease and non-lease components in its equipment leases. The Company determines whether a contract contains a lease based on whether a contract, or a part of a contract, conveys the right to control the use of an identified asset for a period of time in exchange for consideration. The discount rate used is either the rate implicit in the lease, or when a rate cannot be readily determined an incremental borrowing rate. The incremental borrowing rate is the rate of interest that the Company would have to pay to borrow on a collateralized basis over a similar term and amount equal to the lease payments, in a similar economic environment. As a result of adopting this Update, the Company recognized $157.2 million of right-of-use asset (ROU) and $178.2 million of lease liability, as of January 1, 2019. The Company also recorded a $0.5 million cumulative-effect adjustment directly to retained earnings as of January 1, 2019 for abandoned leased properties and the remaining deferred gains on sale-leaseback transactions which occurred prior to the date of adoption. See Note 9: Leasing for further information. Accounting Standards Issued But Not Yet Adopted The following list identifies ASUs applicable to the Company that have been issued by the Financial Accounting Standards Board (FASB) but are not yet effective: ASU No. 2018-15, Intangibles - Goodwill and Other - Internal-Use Software (Subtopic 350-40) - Customer’s Accounting for Implementation Costs Incurred in a Cloud Computing Arrangement That Is a Service Contract The Update aligns the requirements for capitalizing implementation costs incurred in a hosting arrangement that is a service contract with the requirements for capitalizing implementation costs incurred to develop or obtain internal-use software. The updated guidance also requires an entity to amortize the capitalized implementation costs as an expense over the term of the hosting arrangement and to present in the same income statement line item as the fees associated with the hosting arrangement. The Update is effective for the Company on January 1, 2020. Early adoption is permitted, although the Company does not intend to early adopt. The Company will apply the amendments in this update prospectively to all implementation costs incurred after the date of adoption. The Company does not expect this Update to have a material impact on its consolidated financial statements. ASU No. 2018-14, Compensation-Retirement Benefits - Defined Benefit Plan - General (Subtopic 715-20) - Disclosure Framework - Changes to the Disclosure Requirements for Defined Benefit Plans The Update modifies the disclosure requirements for employers that sponsor defined benefit pension plans and other postretirement plans. The updated guidance will be effective for the Company on January 1, 2021. The Company does not expect this Update to have a material impact on its consolidated financial statements. ASU No. 2018-13, Fair Value Measurement (Topic 820) - Disclosure Framework - Changes to the Disclosure Requirements for Fair Value Measurement The Update modifies the disclosure requirements on fair value measurements. The updated guidance will no longer require entities to disclose the amount and reasons for transfers between Level 1 and Level 2 of the fair value hierarchy. However, it will require public companies to disclose changes in unrealized gains and losses for the period included in other comprehensive income for recurring Level 3 fair value measurements held at the end of the reporting period and the range and weighted average of significant unobservable inputs used to develop Level 3 measurements. The Update is effective for the Company on January 1, 2020, and earlier adoption is permitted. The Company does not expect this Update to have a material impact on its consolidated financial statements. ASU No. 2017-04, Intangibles - Goodwill and Other (Topic 350) - Simplifying the Test for Goodwill Impairment. The Update simplifies quantitative goodwill impairment testing by requiring entities to compare the fair value of a reporting unit with its carrying amount and recognize an impairment charge for any amount by which the carrying amount exceeds the reporting unit's fair value, to the extent that the loss recognized does not exceed the amount of goodwill allocated to that reporting unit. This changes current guidance by eliminating the second step of the goodwill impairment analysis which involves calculating the implied fair value of goodwill determined in the same manner as the amount of goodwill recognized in a business combination upon acquisition. Entities will still have the option to perform the qualitative assessment for a reporting unit to determine if the quantitative impairment test is necessary. The Update must be applied prospectively and is effective for the Company on January 1, 2020. Early adoption is permitted. The Company does not expect this new guidance to have a material impact on its consolidated financial statements. ASU No. 2016-13, Financial Instruments - Credit Losses (Topic 326) - Measurement of Credit Losses on Financial Instruments and subsequent ASUs issued to clarify this Topic. Current GAAP requires an incurred loss methodology for recognizing credit losses. This approach requires recognition of credit losses when it is probable a loss has been incurred. The main objective of this Update is to provide financial statement users with more decision-useful information about the expected credit losses on financial instruments and other commitments to extend credit held by a reporting entity at each reporting date. To achieve this objective, the amendments in this Update will replace today's incurred loss approach with a new credit loss methodology known as the Current Expected Credit Loss (CECL) model which requires earlier recognition of credit losses using a lifetime credit loss measurement approach for financial assets carried at amortized cost. The CECL model requires consideration of a broader range of reasonable and supportable information to determine credit loss estimates. The change from an incurred loss method to an expected loss method represents a fundamental shift from existing GAAP and may result in a material increase to the Company's accounting for credit losses on financial instruments. To prepare for implementation of the new standard the Company has established a project lead and has empowered a cross functional steering committee comprised of members from different disciplines including Credit, Accounting, Finance, IT, and Treasury as well as specific working groups to focus on key components of the development process. Through these working groups, the Company has begun to evaluate the effect that this Update, including the subsequent ASUs issued to clarify this Topic, will have on its financial statements and related disclosures. An implementation project plan has been created and is made up of targeted work streams focused on credit models, data management, treasury, and accounting. These work streams are collectively assessing required resources, use of existing and new models, and data availability. The Company expects that the new credit models will include additional assumptions used to calculate credit losses over the estimated life of the financial assets and will include the impact of forecasted macroeconomic conditions. The Company contracted with system solution providers and is in the process of implementing the selected solutions. During 2019, the Company is focused on model validations as well as the development of processes and related controls. The Company expects to begin parallel runs by mid-2019.

Investment Securities (Tables)

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2019
Investments, Debt and Equity Securities [Abstract]
Summary of Investment Securities	A summary of the amortized cost and fair value of investment securities is presented below: At March 31, 2019 At December 31, 2018 (In thousands) Amortized Cost Unrealized Gains Unrealized Losses Fair Value Amortized Cost Unrealized Gains Unrealized Losses Fair Value Available-for-sale: U.S. Treasury Bills $ 7,595 $ — $ — $ 7,595 $ 7,549 $ 1 $ — $ 7,550 Agency CMO 226,104 704 (2,814 ) 223,994 238,968 412 (4,457 ) 234,923 Agency MBS 1,603,023 7,876 (25,501 ) 1,585,398 1,521,534 1,631 (42,076 ) 1,481,089 Agency CMBS 598,442 — (33,943 ) 564,499 608,167 — (41,930 ) 566,237 CMBS 432,933 500 (1,132 ) 432,301 447,897 645 (2,961 ) 445,581 CLO 112,116 89 (581 ) 111,624 114,641 94 (1,964 ) 112,771 Corporate debt 55,678 5 (3,778 ) 51,905 55,860 — (5,281 ) 50,579 Available-for-sale $ 3,035,891 $ 9,174 $ (67,749 ) $ 2,977,316 $ 2,994,616 $ 2,783 $ (98,669 ) $ 2,898,730 Held-to-maturity: Agency CMO $ 200,568 $ 432 $ (3,419 ) $ 197,581 $ 208,113 $ 287 $ (5,255 ) $ 203,145 Agency MBS 2,614,590 15,623 (48,352 ) 2,581,861 2,517,823 8,250 (79,701 ) 2,446,372 Agency CMBS 704,653 902 (19,366 ) 686,189 667,500 53 (22,572 ) 644,981 Municipal bonds and notes 753,589 11,564 (4,248 ) 760,905 715,041 2,907 (18,285 ) 699,663 CMBS 206,760 765 (684 ) 206,841 216,943 405 (2,388 ) 214,960 Held-to-maturity $ 4,480,160 $ 29,286 $ (76,069 ) $ 4,433,377 $ 4,325,420 $ 11,902 $ (128,201 ) $ 4,209,121
Summary of Changes in OTTI	were no changes in the OTTI balance during the three months ended March 31, 2019 and 2018.
Summary of Gross Unrealized Losses not Considered OTTI	The following tables provide information on fair value and unrealized losses for the individual investment securities with an unrealized loss, aggregated by classification and length of time that the individual investment securities have been in a continuous unrealized loss position: At March 31, 2019 Less Than Twelve Months Twelve Months or Longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses # of Holdings Fair Value Unrealized Losses Available-for-sale: Agency CMO $ 4,054 $ — $ 154,220 $ (2,814 ) 26 $ 158,274 $ (2,814 ) Agency MBS 904 (2 ) 964,147 (25,499 ) 149 965,051 (25,501 ) Agency CMBS — — 564,500 (33,943 ) 37 564,500 (33,943 ) CMBS 315,706 (1,123 ) 4,318 (9 ) 33 320,024 (1,132 ) CLO 45,573 (197 ) 56,051 (384 ) 6 101,624 (581 ) Corporate debt 16,418 (1,065 ) 15,339 (2,713 ) 7 31,757 (3,778 ) Available-for-sale in an unrealized loss position $ 382,655 $ (2,387 ) $ 1,758,575 $ (65,362 ) 258 $ 2,141,230 $ (67,749 ) Held-to-maturity: Agency CMO $ 83 $ — $ 165,631 $ (3,419 ) 22 $ 165,714 $ (3,419 ) Agency MBS — — 1,897,381 (48,352 ) 246 1,897,381 (48,352 ) Agency CMBS — — 626,484 (19,366 ) 56 626,484 (19,366 ) Municipal bonds and notes 554 — 240,123 (4,248 ) 86 240,677 (4,248 ) CMBS 2,697 — 115,886 (684 ) 17 118,583 (684 ) Held-to-maturity in an unrealized loss position $ 3,334 $ — $ 3,045,505 $ (76,069 ) 427 $ 3,048,839 $ (76,069 ) At December 31, 2018 Less Than Twelve Months Twelve Months or Longer Total (Dollars in thousands) Fair Value Unrealized Losses Fair Value Unrealized Losses # of Holdings Fair Value Unrealized Losses Available-for-sale: Agency CMO $ 15,524 $ (72 ) $ 180,641 $ (4,385 ) 36 $ 196,165 $ (4,457 ) Agency MBS 321,678 (2,078 ) 975,084 (39,998 ) 184 1,296,762 (42,076 ) Agency CMBS — — 566,237 (41,930 ) 37 566,237 (41,930 ) CMBS 343,457 (2,937 ) 5,193 (24 ) 39 348,650 (2,961 ) CLO 83,305 (1,695 ) 14,873 (269 ) 5 98,178 (1,964 ) Corporate debt 35,990 (1,820 ) 14,589 (3,461 ) 8 50,579 (5,281 ) Available-for-sale in an unrealized loss position $ 799,954 $ (8,602 ) $ 1,756,617 $ (90,067 ) 309 $ 2,556,571 $ (98,669 ) Held-to-maturity: Agency CMO $ 691 $ (1 ) $ 182,396 $ (5,254 ) 25 $ 183,087 $ (5,255 ) Agency MBS 288,635 (1,916 ) 1,892,951 (77,785 ) 272 2,181,586 (79,701 ) Agency CMBS — — 635,284 (22,572 ) 56 635,284 (22,572 ) Municipal bonds and notes 68,351 (882 ) 414,776 (17,403 ) 223 483,127 (18,285 ) CMBS 24,881 (270 ) 132,464 (2,118 ) 20 157,345 (2,388 ) Held-to-maturity in an unrealized loss position $ 382,558 $ (3,069 ) $ 3,257,871 $ (125,132 ) 596 $ 3,640,429 $ (128,201 )
Summary of Debt Securities by Contractual Maturity	The amortized cost and fair value of debt securities by contractual maturity are set forth below: At March 31, 2019 Available-for-Sale Held-to-Maturity (In thousands) Amortized Cost Fair Value Amortized Cost Fair Value Due in one year or less $ 27,737 $ 27,742 $ 7,089 $ 7,110 Due after one year through five years 17,000 17,008 3,759 3,784 Due after five through ten years 271,751 271,115 73,799 75,040 Due after ten years 2,719,403 2,661,451 4,395,513 4,347,443 Total debt securities $ 3,035,891 $ 2,977,316 $ 4,480,160 $ 4,433,377

Loans and Leases (Tables)

Loans and Leases (Tables)	3 Months Ended
	Mar. 31, 2019
Loans and Leases Receivable Disclosure [Abstract]
Schedule of Accounts, Notes, Loans and Financing Receivable	The following table summarizes loans and leases: (In thousands) At March 31, At December 31, 2018 Residential $ 4,631,787 $ 4,416,637 Consumer 2,339,736 2,396,704 Commercial 6,356,571 6,216,606 Commercial Real Estate 4,991,825 4,927,145 Equipment Financing 494,371 508,397 Loans and leases (1) (2) $ 18,814,290 $ 18,465,489 (1) Includes net deferred fees and net premiums/discounts of $6.3 million and $13.9 million at March 31, 2019 and December 31, 2018 , respectively. (2) At March 31, 2019 the Company had pledged $7.0 billion of eligible loans as collateral to support borrowing capacity at the Federal Home Loan Bank (FHLB) of Boston and the Federal Reserve Bank (FRB) of Boston.
Past Due Financing Receivables	The following tables summarize the aging of loans and leases: At March 31, 2019 (In thousands) 30-59 Days Past Due and Accruing 60-89 Days 90 or More Days Past Due and Accruing Non-accrual Total Past Due and Non-accrual Current Total Loans Residential $ 8,166 $ 4,737 $ — $ 49,382 $ 62,285 $ 4,569,502 $ 4,631,787 Consumer: Home equity 8,724 4,765 — 33,705 47,194 2,066,174 2,113,368 Other consumer 2,016 709 — 1,578 4,303 222,065 226,368 Commercial: Commercial non-mortgage 15,858 104 — 61,638 77,600 5,239,338 5,316,938 Asset-based — — — 218 218 1,039,415 1,039,633 Commercial real estate: Commercial real estate 2,085 208 — 7,459 9,752 4,778,597 4,788,349 Commercial construction — — — — — 203,476 203,476 Equipment financing 2,778 334 — 4,951 8,063 486,308 494,371 Total $ 39,627 $ 10,857 $ — $ 158,931 $ 209,415 $ 18,604,875 $ 18,814,290 At December 31, 2018 (In thousands) 30-59 Days 60-89 Days Past Due and Accruing 90 or More Days Past Due Non-accrual Total Past Due and Non-accrual Current Total Loans Residential $ 8,513 $ 4,301 $ — $ 49,188 $ 62,002 $ 4,354,635 $ 4,416,637 Consumer: Home equity 9,250 5,385 — 33,495 48,130 2,121,049 2,169,179 Other consumer 1,774 957 — 1,494 4,225 223,300 227,525 Commercial: Commercial non-mortgage 1,011 702 104 55,810 57,627 5,189,808 5,247,435 Asset-based — — — 224 224 968,947 969,171 Commercial real estate: Commercial real estate 1,275 245 — 8,242 9,762 4,698,552 4,708,314 Commercial construction — — — — — 218,831 218,831 Equipment financing 510 405 — 6,314 7,229 501,168 508,397 Total $ 22,333 $ 11,995 $ 104 $ 154,767 $ 189,199 $ 18,276,290 $ 18,465,489
Activity In Allowance For Losses	The following tables summarize the activity in, as well as the loan and lease balances that were evaluated for, the ALLL: At or for the three months ended March 31, 2019 (In thousands) Residential Consumer Commercial Commercial Real Estate Equipment Financing Total ALLL: Balance, beginning of period $ 19,599 $ 28,681 $ 98,793 $ 60,151 $ 5,129 $ 212,353 Provision (benefit) charged to expense 887 (277 ) 8,227 (291 ) 54 8,600 Charge-offs (251 ) (3,972 ) (7,633 ) (973 ) (204 ) (13,033 ) Recoveries 178 2,487 787 6 11 3,469 Balance, end of period $ 20,413 $ 26,919 $ 100,174 $ 58,893 $ 4,990 $ 211,389 Individually evaluated for impairment $ 4,167 $ 1,376 $ 7,162 $ 906 $ 194 $ 13,805 Collectively evaluated for impairment $ 16,246 $ 25,543 $ 93,012 $ 57,987 $ 4,796 $ 197,584 Loan and lease balances: Individually evaluated for impairment $ 102,321 $ 38,852 $ 115,989 $ 12,261 $ 4,953 $ 274,376 Collectively evaluated for impairment 4,529,466 2,300,884 6,240,582 4,979,564 489,418 18,539,914 Loans and leases $ 4,631,787 $ 2,339,736 $ 6,356,571 $ 4,991,825 $ 494,371 $ 18,814,290 At or for the three months ended March 31, 2018 (In thousands) Residential Consumer Commercial Commercial Real Estate Equipment Financing Total ALLL: Balance, beginning of period $ 19,058 $ 36,190 $ 89,533 $ 49,407 $ 5,806 $ 199,994 (Benefit) provision charged to expense 251 1,680 7,420 2,104 (455 ) 11,000 Charge-offs (917 ) (5,074 ) (1,497 ) (77 ) (45 ) (7,610 ) Recoveries 385 1,443 117 2 18 1,965 Balance, end of period $ 18,777 $ 34,239 $ 95,573 $ 51,436 $ 5,324 $ 205,349 Individually evaluated for impairment $ 4,574 $ 1,579 $ 11,166 $ 257 $ 21 $ 17,597 Collectively evaluated for impairment $ 14,203 $ 32,660 $ 84,407 $ 51,179 $ 5,303 $ 187,752 Loan and lease balances: Individually evaluated for impairment $ 111,937 $ 42,587 $ 76,573 $ 10,928 $ 6,455 $ 248,480 Collectively evaluated for impairment 4,347,925 2,479,793 5,682,551 4,533,903 512,923 17,557,095 Loans and leases $ 4,459,862 $ 2,522,380 $ 5,759,124 $ 4,544,831 $ 519,378 $ 17,805,575
Impaired Loans	The following tables summarize impaired loans and leases: At March 31, 2019 (In thousands) Unpaid Principal Balance Total Recorded Investment No Allowance Recorded Investment With Allowance Related Valuation Allowance Residential $ 111,562 $ 102,321 $ 64,958 $ 37,363 $ 4,167 Consumer - home equity 42,277 38,852 30,227 8,625 1,376 Commercial non-mortgage 141,046 115,771 87,057 28,714 7,156 Asset-based 544 218 — 218 6 Commercial real estate 15,784 12,261 3,779 8,482 906 Equipment financing 4,948 4,953 930 4,023 194 Total $ 316,161 $ 274,376 $ 186,951 $ 87,425 $ 13,805 At December 31, 2018 (In thousands) Unpaid Principal Balance Total Recorded Investment No Allowance Recorded Investment With Allowance Related Valuation Allowance Residential $ 113,575 $ 103,531 $ 64,899 $ 38,632 $ 4,286 Consumer - home equity 44,654 39,144 30,576 8,568 1,383 Commercial non-mortgage 120,165 99,287 65,724 33,563 7,818 Asset-based 550 225 — 225 6 Commercial real estate 13,355 10,828 2,125 8,703 1,661 Equipment financing 6,368 6,315 2,946 3,369 196 Total $ 298,667 $ 259,330 $ 166,270 $ 93,060 $ 15,350 The following table summarizes the average recorded investment and interest income recognized for impaired loans and leases: Three months ended March 31, 2019 2018 (In thousands) Average Recorded Investment Accrued Cash Basis Interest Income Average Recorded Investment Accrued Cash Basis Interest Income Residential $ 102,926 $ 908 $ 264 $ 113,116 $ 981 $ 253 Consumer - home equity 38,998 269 280 44,011 294 250 Commercial non-mortgage 107,529 920 — 73,461 539 — Asset based 222 — — 1,061 — — Commercial real estate 11,544 73 — 11,077 96 — Equipment financing 5,634 — — 4,890 36 — Total $ 266,853 $ 2,170 $ 544 $ 247,616 $ 1,946 $ 503
Financing Receivable Credit Quality Indicators	The following table summarizes commercial, commercial real estate and equipment financing loans and leases segregated by risk rating exposure: Commercial Commercial Real Estate Equipment Financing (In thousands) At March 31, At December 31, At March 31, At December 31, At March 31, At December 31, (1) - (6) Pass $ 5,991,939 $ 5,781,138 $ 4,830,898 $ 4,773,298 $ 481,423 $ 494,585 (7) Special Mention 128,160 206,351 82,531 75,338 2,415 1,303 (8) Substandard 230,122 222,405 78,396 78,509 10,533 12,509 (9) Doubtful 6,350 6,712 — — — — Total $ 6,356,571 $ 6,216,606 $ 4,991,825 $ 4,927,145 $ 494,371 $ 508,397
Troubled Debt Restructurings on Financing Receivables	Troubled Debt Restructurings The following table summarizes information for troubled debt restructurings (TDRs): (Dollars in thousands) At March 31, At December 31, 2018 Accrual status $ 149,076 $ 138,479 Non-accrual status 101,333 91,935 Total recorded investment of TDRs $ 250,409 $ 230,414 Specific reserves for TDRs included in the balance of ALLL $ 13,381 $ 11,930 Additional funds committed to borrowers in TDR status 5,118 3,893 For the portion of TDRs deemed to be uncollectible, Webster charged off $1.4 million , and $0.7 million for the three months ended March 31, 2019 and 2018 , respectively. The following table provides information on the type of concession for loans and leases modified as TDRs: Three months ended March 31, 2019 2018 Number of Post- (1) Number of Post- (1) (Dollars in thousands) Residential Extended Maturity 1 $ 519 — $ — Maturity/Rate Combined 5 451 — — Other (2) 2 261 5 757 Consumer - home equity Extended Maturity 2 145 2 193 Maturity/Rate Combined — — 2 113 Other (2) 13 754 11 778 Commercial non - mortgage Extended Maturity 2 124 3 85 Maturity/Rate Combined 1 25 — — Other (2) 15 22,027 2 4,684 Commercial real estate Extended Maturity — — 1 45 Other (2) 2 2,636 — — Total TDRs 43 $ 26,942 26 $ 6,655 (1) Post-modification balances approximate pre-modification balances. The aggregate amount of charge-offs as a result of the restructurings was not significant. (2) Other includes covenant modifications, forbearance, loans discharged under Chapter 7 bankruptcy, or other concessions. There were no significant amounts of loans and leases modified as TDRs within the previous 12 months and for which there was a payment default for the three months ended March 31, 2019 and 2018 , respectively. The recorded investment of TDRs in commercial, commercial real estate, and equipment financing segregated by risk rating exposure is as follows: (In thousands) At March 31, 2019 At December 31, 2018 (1) - (6) Pass $ 20,765 $ 13,165 (7) Special Mention 78 84 (8) Substandard 82,043 67,880 (9) Doubtful 6,350 6,610 Total $ 109,236 $ 87,739

Transfers of Financial Assets (

Transfers of Financial Assets (Tables)	3 Months Ended
	Mar. 31, 2019
Transfers and Servicing [Abstract]
Schedule Of Reserve For Loan Repurchases Table	The following table provides a summary of activity in the reserve for loan repurchases: Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 674 $ 872 Provision (benefit) charged to expense 7 (203 ) Repurchased loans and settlements charged off (5 ) (5 ) Ending balance $ 676 $ 664 Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 2,506 $ 2,362 Provision charged to expense 5 (68 ) Ending balance $ 2,511 $ 2,294
Transfer of Financial Assets Accounted for as Sales [Table Text Block]	The following table provides information for mortgage banking activities: Three months ended March 31, (In thousands) 2019 2018 Residential mortgage loans held for sale: Proceeds from sale $ 20,613 $ 44,806 Loans sold with servicing rights retained 17,348 39,904 Net gain on sale 158 1,083 Ancillary fees 261 410 Fair value option adjustment 345 (349 )
Servicing Asset at Amortized Cost [Table Text Block]	The following table presents the changes in carrying value for mortgage servicing assets: Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 21,215 $ 25,139 Additions 462 1,412 Amortization (1,892 ) (2,148 ) Ending balance $ 19,785 $ 24,403

Goodwill and Other Intangible_2

Goodwill and Other Intangible Assets (Tables)	3 Months Ended
	Mar. 31, 2019
Goodwill and Intangible Assets Disclosure [Abstract]
Schedule of Finite-Lived Intangible Assets	Goodwill and other intangible assets by reportable segment consisted of the following: At March 31, 2019 At December 31, 2018 (In thousands) Gross Carrying Amount Accumulated Amortization Net Carrying Amount Gross Carrying Amount Accumulated Amortization Net Carrying Amount Goodwill: Community Banking $ 516,560 $ 516,560 HSA Bank 21,813 21,813 Total goodwill $ 538,373 $ 538,373 Other intangible assets: HSA Bank - Core deposits $ 22,000 $ (11,399 ) $ 10,601 $ 22,000 $ (10,842 ) $ 11,158 HSA Bank - Customer relationships 21,000 (6,798 ) 14,202 21,000 (6,394 ) 14,606 Total other intangible assets $ 43,000 $ (18,197 ) $ 24,803 $ 43,000 $ (17,236 ) $ 25,764
Schedule Of Expected Amortization Expense, Next Four Years	As of March 31, 2019 , the remaining estimated aggregate future amortization expense for intangible assets is as follows: (In thousands) Remainder of 2019 $ 2,885 2020 3,847 2021 3,847 2022 3,847 2023 3,847 Thereafter 6,530

Deposits (Tables)

Deposits (Tables)	3 Months Ended
	Mar. 31, 2019
Banking and Thrift [Abstract]
Deposit Liabilities, Type [Table Text Block]	A summary of deposits by type follows: (In thousands) At March 31, At December 31, Non-interest-bearing: Demand $ 4,224,144 $ 4,162,446 Interest-bearing: Health savings accounts 6,209,213 5,740,601 Checking 2,560,975 2,518,472 Money market 2,299,229 2,100,084 Savings 4,102,740 4,140,696 Time deposits 3,354,627 3,196,546 Total interest-bearing 18,526,784 $ 17,696,399 Total deposits $ 22,750,928 $ 21,858,845 Time deposits and interest-bearing checking, included in above balances, obtained through brokers $ 758,472 $ 869,003 Time deposits, included in above balance, that exceed the FDIC limit 669,476 555,949 Deposit overdrafts reclassified as loan balances 1,065 2,245
Time Deposit Maturities [Table Text Block]	The scheduled maturities of time deposits are as follows: (In thousands) At March 31, Remainder of 2019 $ 2,304,523 2020 705,479 2021 259,584 2022 51,785 2023 29,443 Thereafter 3,813 Total time deposits $ 3,354,627

Borrowings (Tables)

Borrowings (Tables)	3 Months Ended
	Mar. 31, 2019
Debt Disclosure [Abstract]
Schedule of Repurchase Agreements	The following table summarizes securities sold under agreements to repurchase and other borrowings: At March 31, At December 31, (In thousands) Amount Rate Amount Rate Securities sold under agreements to repurchase (1) : Original maturity of one year or less $ 168,065 0.65 % $ 236,874 0.35 % Original maturity of greater than one year, non-callable — — — — Total securities sold under agreements to repurchase 168,065 0.65 236,874 0.35 Fed funds purchased 520,000 2.50 345,000 2.52 Securities sold under agreements to repurchase and other borrowings $ 688,065 2.05 $ 581,874 1.64
Federal Home Loan Bank, Advances	The following table provides information for FHLB advances: At March 31, At December 31, (Dollars in thousands) Amount Weighted- Average Contractual Coupon Rate Amount Weighted- Average Contractual Coupon Rate Maturing within 1 year $ 578,026 2.46 % $ 1,403,026 2.55 % After 1 but within 2 years 165,000 1.77 215,000 1.73 After 2 but within 3 years 200,000 3.16 200,000 3.16 After 3 but within 4 years 145 — 150 — After 4 but within 5 years 239 2.95 242 2.95 After 5 years 8,320 2.65 8,390 2.65 FHLB advances and overall rate $ 951,730 2.49 $ 1,826,808 2.52 Aggregate carrying value of assets pledged as collateral $ 6,514,053 $ 6,689,761 Remaining borrowing capacity 3,204,370 2,568,664
Schedule of Long-term Debt Instruments	The following table summarizes long-term debt: (Dollars in thousands) At March 31, At December 31, 4.375% Senior fixed-rate notes due February 15, 2024 150,000 150,000 4.100% Senior fixed-rate notes due March 25, 2029 (1) 301,628 — Junior subordinated debt Webster Statutory Trust I floating-rate notes due September 17, 2033 (2) 77,320 77,320 Total notes and subordinated debt 528,948 227,320 Discount on senior fixed-rate notes (1,576 ) (608 ) Debt issuance cost on senior fixed-rate notes (3,069 ) (691 ) Long-term debt $ 524,303 $ 226,021 (1) In March 2019, the Company completed a $300.0 million senior fixed-rate notes issuance. The fixed interest rate on a $150.0 million portion of this issuance has been swapped to a variable rate and designated in a fair value hedging relationship. The $1.6 million basis adjustment included in the carrying value reflects the changes in the benchmark rate. (2) The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month London Interbank Offered Rate plus 2.95% , was 5.56% at March 31, 2019 and 5.74% at December 31, 2018

Leases Leases (Tables)

Leases Leases (Tables)	3 Months Ended
	Mar. 31, 2019
Leases [Abstract]
Schedule of Components of Leveraged Lease Investments [Table Text Block]	The following table summarizes information related to the Company’s ROU assets and lease liability: At March 31, 2019 (In thousands) Operating Leases Balance Sheet Line Item Location ROU asset $ 157,962 Premises and equipment, net Lease liability 179,501 Accrued expenses and other liabilities
Lease, Cost [Table Text Block]	The components of operating lease cost and other related information are as follows: (In thousands) Three months ended March 31, 2019 Lease Cost: Operating lease costs $ 7,385 Variable lease costs 1,253 Sublease income (140 ) Total operating lease cost $ 8,498 Other Information: Cash paid for amounts included in the measurement of lease liabilities - operating cash flows from operating leases $ 7,673 Right-of-use assets obtained in exchange for new operating lease liabilities 6,638 Weighted-average remaining lease term-operating leases at March 31, 2019 8.2 Weighted-average discount rate-operating leases at March 31, 2019 3.44 %
Lessee, Operating Lease, Liability, Maturity [Table Text Block]	The undiscounted scheduled maturities reconciled to total operating lease liabilities are as follows: (In thousands) At March 31, 2019 Remainder of 2019 $ 21,282 2020 30,890 2021 29,318 2022 25,105 2023 21,771 Thereafter 81,818 Total lease liability payments 210,184 Lease liabilities 179,501 Present value adjustment $ 30,683

Accumulated Other Comprehensi_2

Accumulated Other Comprehensive Loss, Net of Tax (Tables)	3 Months Ended
	Mar. 31, 2019
Equity [Abstract]
Schedule of Changes in Accumulated Other Comprehensive Loss by Component	The following tables summarize the changes in accumulated other comprehensive loss, net of tax (AOCL) by component: Three months ended March 31, 2019 (In thousands) Securities Available For Sale Derivative Instruments Defined Benefit Pension and Other Postretirement Benefit Plans Total Beginning balance $ (71,374 ) $ (9,313 ) $ (49,965 ) $ (130,652 ) Other comprehensive income (loss) (OCI (OCL)) before reclassifications 27,559 (839 ) — 26,720 Amounts reclassified from AOCL — 1,035 1,056 2,091 Net current-period OCI 27,559 196 1,056 28,811 Ending balance $ (43,815 ) $ (9,117 ) $ (48,909 ) $ (101,841 ) Three months ended March 31, 2018 (In thousands) Securities Available For Sale Derivative Instruments Defined Benefit Pension and Other Postretirement Benefit Plans Total Beginning balance $ (27,947 ) $ (15,016 ) $ (48,568 ) $ (91,531 ) (OCL)/OCI before reclassifications (27,424 ) 1,129 — (26,295 ) Amounts reclassified from AOCL — 1,393 954 2,347 Net current-period (OCL)/OCI (27,424 ) 2,522 954 (23,948 ) Ending balance $ (55,371 ) $ (12,494 ) $ (47,614 ) $ (115,479 )
Schedule of Accumulated Other Comprehensive Loss	The following tables provide information for the items reclassified from AOCL: (In thousands) Three months ended March 31, Associated Line Item in the Condensed Consolidated Statements of Income AOCL Components 2019 2018 Derivative instruments: Cash flow hedges $ (1,391 ) $ (1,871 ) Interest expense Tax benefit 356 478 Income tax expense Net of tax $ (1,035 ) $ (1,393 ) Defined benefit pension and other postretirement benefit plans: Amortization of net loss $ (1,430 ) $ (1,285 ) (1) Tax benefit 374 331 Income tax expense Net of tax $ (1,056 ) $ (954 )

Regulatory Matters (Tables)

Regulatory Matters (Tables)	3 Months Ended
	Mar. 31, 2019
Regulatory Capital Requirements [Abstract]
Information On The Capital Ratios	The following table provides information on the capital ratios for Webster Financial Corporation and Webster Bank: At March 31, 2019 Actual Minimum Requirement Well Capitalized (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Webster Financial Corporation CET1 risk-based capital $ 2,337,162 11.46 % $ 917,798 4.5 % $ 1,325,708 6.5 % Total risk-based capital 2,773,419 13.60 1,631,640 8.0 2,039,551 10.0 Tier 1 risk-based capital 2,482,199 12.17 1,223,730 6.0 1,631,640 8.0 Tier 1 leverage capital 2,482,199 9.09 1,091,878 4.0 1,364,847 5.0 Webster Bank CET1 risk-based capital $ 2,496,047 12.24 % $ 917,468 4.5 % $ 1,325,232 6.5 % Total risk-based capital 2,709,947 13.29 1,631,054 8.0 2,038,818 10.0 Tier 1 risk-based capital 2,496,047 12.24 1,223,291 6.0 1,631,054 8.0 Tier 1 leverage capital 2,496,047 9.15 1,091,347 4.0 1,364,184 5.0 At December 31, 2018 Actual Minimum Requirement Well Capitalized (Dollars in thousands) Amount Ratio Amount Ratio Amount Ratio Webster Financial Corporation CET1 risk-based capital $ 2,284,978 11.44 % $ 898,972 4.5 % $ 1,298,514 6.5 % Total risk-based capital 2,722,194 13.63 1,598,172 8.0 1,997,715 10.0 Tier 1 risk-based capital 2,430,015 12.16 1,198,629 6.0 1,598,172 8.0 Tier 1 leverage capital 2,430,015 9.02 1,077,303 4.0 1,346,628 5.0 Webster Bank CET1 risk-based capital $ 2,170,566 10.87 % $ 898,317 4.5 % $ 1,297,569 6.5 % Total risk-based capital 2,385,425 11.95 1,597,008 8.0 1,996,260 10.0 Tier 1 risk-based capital 2,170,566 10.87 1,197,756 6.0 1,597,008 8.0 Tier 1 leverage capital 2,170,566 8.06 1,076,712 4.0 1,345,889 5.0

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2019
Earnings Per Share [Abstract]
Earnings Per Share Basic And Diluted	Reconciliation of the calculation of basic and diluted earnings per common share follows: Three Months Ended March 31, (In thousands, except per share data) 2019 2018 Earnings for basic and diluted earnings per common share: Net income $ 99,736 $ 80,225 Less: Preferred stock dividends 1,969 1,947 Net income available to common shareholders 97,767 78,278 Less: Earnings applicable to participating securities 218 195 Earnings applicable to common shareholders $ 97,549 $ 78,083 Shares: Weighted-average common shares outstanding - basic 91,962 91,921 Effect of dilutive securities: Stock options and restricted stock 263 327 Warrants — 6 Weighted-average common shares outstanding - diluted 92,225 92,254 Earnings per common share: Basic $ 1.06 $ 0.85 Diluted 1.06 0.85
Schedule of Antidilutive Securities Excluded from Computation of Earnings Per Share	Potential common shares from non-participating restricted stock, of 91 thousand and 72 thousand for the three months ended March 31, 2019 and 2018 , respectively, are excluded from the effect of dilutive securities because, due to performance conditions, they would have been anti-dilutive.

Derivative Financial Instrume_2

Derivative Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair Value Of Derivative Financial Instruments Designated As Cash Flow Hedges	The following table presents the notional amounts and fair value of derivative positions: At March 31, 2019 At December 31, 2018 Asset Derivatives Liability Derivatives Asset Derivatives Liability Derivatives (In thousands) Notional Fair Notional Fair Notional Fair Notional Fair Designated as hedging instruments: Positions subject to a master netting agreement (1) Interest rate derivatives (2) $ 475,000 $ 1,920 $ — $ — $ 325,000 $ 3,050 $ — $ — Not designated as hedging instruments: Positions subject to a master netting agreement (1) Interest rate derivatives (2) 2,211,262 3,951 1,911,298 3,511 2,767,518 6,570 1,276,109 2,012 Mortgage banking derivatives (3) 23,712 276 38,300 459 13,599 226 17,000 293 Other 37,578 296 19,073 539 11,952 308 43,097 553 Positions not subject to a master netting agreement (4) Interest rate derivatives 2,286,717 65,122 1,835,850 18,025 1,668,012 35,635 2,367,876 36,017 RPAs 64,554 48 93,749 99 64,974 39 96,296 81 Other 7,019 529 1,072 49 8,506 450 1,208 54 Total not designated as hedging instruments 4,630,842 70,222 3,899,342 22,682 4,534,561 43,228 3,801,586 39,010 Gross derivative instruments, before netting $ 5,105,842 72,142 $ 3,899,342 22,682 $ 4,859,561 46,278 $ 3,801,586 39,010 Less: Legally enforceable master netting agreements 3,629 3,629 2,495 2,495 Less: Cash collateral posted/received 930 514 4,936 — Total derivative instruments, after netting $ 67,583 $ 18,539 $ 38,847 $ 36,515 (1) The Company has elected to report derivative positions subject to a legally enforceable master netting agreement on a net basis, net of cash collateral. Refer to the Offsetting Derivatives section of this footnote for additional information. (2) Balances related to CME are presented as a single unit of account. Notional amounts of interest rate swaps cleared through CME include $1.5 billion and $1.9 billion for asset derivatives and $1.6 billion and $1.1 billion for liability derivatives at March 31, 2019 and December 31, 2018, respectively. The related fair values approximate zero . (3) Notional amounts include mandatory forward commitments of $38.0 million , while notional amounts do not include approved floating rate commitments of $7.3 million , at March 31, 2019
Other Derivatives Not Designated For Hedge Accounting	Three months ended March 31, (In thousands) Recognized In 2019 2018 Interest rate derivatives Other non-interest income $ 1,051 $ 3,791 RPAs Other non-interest income 5 10 Mortgage banking derivatives Mortgage banking activities (408 ) 65 Other Other non-interest income 510 (600 ) Total not designated as hedging instruments $ 1,158 $ 3,266
Offsetting Liabilities	Non-cleared derivatives subject to a legally enforceable master netting agreement are reported on a net basis, net of cash collateral. Cash collateral received, in the amount of $930 thousand , is included in cash and due from banks and is considered restricted in nature. Net gain positions are recorded as assets and are included in accrued interest receivable and other assets, while, net loss positions are recorded as liabilities and are included in accrued expenses and other liabilities, in the accompanying Condensed Consolidated Balance Sheets. The following table presents the transition from a gross basis to net basis, due to the application of counterparty netting agreements: At March 31, 2019 At December 31, 2018 (In thousands) Gross Amount Relationship Offset Cash Collateral Offset Net Amount Gross Amount Relationship Offset Cash Collateral Offset Net Amount Derivative instrument gains: Hedge accounting $ 1,920 $ 337 $ 54 $ 1,529 $ 3,050 $ 88 $ 567 $ 2,395 Non-hedge accounting 4,523 3,292 876 355 6,878 2,407 4,369 102 Total assets $ 6,443 $ 3,629 $ 930 $ 1,884 $ 9,928 $ 2,495 $ 4,936 $ 2,497 Derivative instrument losses: Hedge accounting $ — $ — $ — $ — $ — $ — $ — $ — Non-hedge accounting 4,446 3,629 514 303 2,566 2,495 — 71 Total liabilities $ 4,446 $ 3,629 $ 514 $ 303 $ 2,566 $ 2,495 $ — $ 71
Schedule of Fair Value Hedging Instruments, Statements of Financial Performance and Financial Position, Location [Table Text Block]	The following table presents the change in fair value for derivatives designated as fair value hedges as well as the offsetting change in fair value on the hedged item, and the effect on the income statement for derivatives designated as cash flow hedges: Three months ended March 31, (In thousands) Recognized In 2019 2018 Fair value hedges: Recognized on derivatives Interest expense $ 1,628 $ — Recognized on hedged items Interest expense (1,628 ) — Net recognized on fair value hedges — — Cash flow hedges: Interest rate derivatives Interest expense 953 1,823 Additional information related to fair value hedges: Balance Sheet Line Item in Which Hedged Item is Located Carrying Amount of Hedged Item Cumulative Amount of Fair Value Hedging Adjustment Included in Carrying Amount (In thousands) 2019 2018 2019 2018 Long-term debt $ 151,628 $ — $ 1,628 $ —
Derivative Financial Instruments	Derivative Financial Instruments Risk Management Objective of Using Derivatives Webster manages economic risks, such as interest rate, liquidity, and credit risks by managing the amount, sources, and duration of its debt funding in conjunction with the use of interest rate derivative financial instruments. Webster enters into interest rate derivatives to mitigate the exposure related to business activities that result in the future receipt or payment of, both known and uncertain, cash amounts that are impacted by interest rates. The primary objective for using interest rate derivatives is to add stability to interest expense by managing exposure to interest rate movements. To accomplish this objective, Webster uses interest rate swaps and interest rate caps as part of its interest rate risk management strategy. Interest rate swaps and interest rate caps designated as cash flow hedges are designed to manage the risk associated with a forecasted event or an uncertain variable-rate cash flow. Forward-settle interest rate swaps 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. Interest rate swaps designated as cash flow hedges involve the receipt of variable amounts from a counterparty in exchange for the Company making fixed-rate payments over the life of the agreements without exchange of the underlying notional amount. Interest rate caps designated as cash flow hedges involve the receipt of variable amounts from a counterparty if interest rates rise above the strike rate on the contract in exchange for payment of an up-front premium. Cash flow hedges are used to regulate the variable cash flows associated with existing variable-rate debt and forecasted issuances of debt. Derivative instruments designated as cash flow hedges are recorded on the balance sheet at fair value. Changes in fair value of the derivatives which are designated as cash flow hedges, and that qualify for hedge accounting, are recorded to AOCL and are reclassified into earnings in the subsequent periods that the hedged forecasted transaction affects earnings. Fair value hedges are used for certain fixed-rate obligations which can be exposed to a change in fair value attributable to changes in benchmark interest rates. An interest rate swap which involves the receipt of fixed-rate amounts from a counterparty in exchange for Webster making variable-rate payments over the life of the agreement, without the exchange of the underlying notional amount, is typically utilized. For a qualifying derivative designated as a fair value hedge, the gain or loss on the derivative, as well as the gain or loss on the risk hedged, is recognized in interest expense in the accompanying Condensed Consolidated Statements of Income. Additionally, in order to address certain other risk management matters, the Company also utilizes derivative instruments that do not qualify for hedge accounting. These derivative instruments, which are recorded on the balance sheet at fair value, with changes in fair value recognized each period as other non-interest income in the accompanying Condensed Consolidated Statements of Income, are described in the following paragraphs. Interest rate swap and cap contracts are sold to commercial and other customers who wish to modify loan interest rate sensitivity. These contracts are offset with dealer counterparty transactions structured with matching terms, which results in minimal impact on earnings, except for fee income earned in such transactions. All contracts eligible for clearing are cleared through Chicago Mercantile Exchange (CME). In accordance with its amended rulebook, CME legally characterizes variation margin payments made to and received from CME as settlement of derivatives rather than as collateral against derivatives. Risk participation agreements (RPAs) are entered into as financial guarantees of performance on interest rate swap derivatives. The purchased (asset) or sold (liability) guarantee allows the Company to participate-in (fee received) or participate-out (fee paid) the risk associated with certain derivative positions executed with the borrower by the lead bank in a loan syndication. Other derivatives include foreign currency forward contracts related to lending arrangements and customer hedging activity, a VISA equity swap transaction, and mortgage banking derivatives such as mortgage-backed securities related to residential loan commitments and loans held for sale. Mortgage banking derivatives 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 causing a reduction in the anticipated gain on sale of the loans, or possibly resulting in 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. Mandatory forward commitments 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 following table presents the notional amounts and fair value of derivative positions: At March 31, 2019 At December 31, 2018 Asset Derivatives Liability Derivatives Asset Derivatives Liability Derivatives (In thousands) Notional Fair Notional Fair Notional Fair Notional Fair Designated as hedging instruments: Positions subject to a master netting agreement (1) Interest rate derivatives (2) $ 475,000 $ 1,920 $ — $ — $ 325,000 $ 3,050 $ — $ — Not designated as hedging instruments: Positions subject to a master netting agreement (1) Interest rate derivatives (2) 2,211,262 3,951 1,911,298 3,511 2,767,518 6,570 1,276,109 2,012 Mortgage banking derivatives (3) 23,712 276 38,300 459 13,599 226 17,000 293 Other 37,578 296 19,073 539 11,952 308 43,097 553 Positions not subject to a master netting agreement (4) Interest rate derivatives 2,286,717 65,122 1,835,850 18,025 1,668,012 35,635 2,367,876 36,017 RPAs 64,554 48 93,749 99 64,974 39 96,296 81 Other 7,019 529 1,072 49 8,506 450 1,208 54 Total not designated as hedging instruments 4,630,842 70,222 3,899,342 22,682 4,534,561 43,228 3,801,586 39,010 Gross derivative instruments, before netting $ 5,105,842 72,142 $ 3,899,342 22,682 $ 4,859,561 46,278 $ 3,801,586 39,010 Less: Legally enforceable master netting agreements 3,629 3,629 2,495 2,495 Less: Cash collateral posted/received 930 514 4,936 — Total derivative instruments, after netting $ 67,583 $ 18,539 $ 38,847 $ 36,515 (1) The Company has elected to report derivative positions subject to a legally enforceable master netting agreement on a net basis, net of cash collateral. Refer to the Offsetting Derivatives section of this footnote for additional information. (2) Balances related to CME are presented as a single unit of account. Notional amounts of interest rate swaps cleared through CME include $1.5 billion and $1.9 billion for asset derivatives and $1.6 billion and $1.1 billion for liability derivatives at March 31, 2019 and December 31, 2018, respectively. The related fair values approximate zero . (3) Notional amounts include mandatory forward commitments of $38.0 million , while notional amounts do not include approved floating rate commitments of $7.3 million , at March 31, 2019 . (4) Fair value of assets are included in accrued interest receivable and other assets, while, fair value of liabilities are included in accrued expenses and other liabilities, in the accompanying Condensed Consolidated Balance Sheets. The following table presents the change in fair value for derivatives designated as fair value hedges as well as the offsetting change in fair value on the hedged item, and the effect on the income statement for derivatives designated as cash flow hedges: Three months ended March 31, (In thousands) Recognized In 2019 2018 Fair value hedges: Recognized on derivatives Interest expense $ 1,628 $ — Recognized on hedged items Interest expense (1,628 ) — Net recognized on fair value hedges — — Cash flow hedges: Interest rate derivatives Interest expense 953 1,823 Additional information related to fair value hedges: Balance Sheet Line Item in Which Hedged Item is Located Carrying Amount of Hedged Item Cumulative Amount of Fair Value Hedging Adjustment Included in Carrying Amount (In thousands) 2019 2018 2019 2018 Long-term debt $ 151,628 $ — $ 1,628 $ — The following table presents the effect on the income statement for derivatives not designated as hedging instruments: Three months ended March 31, (In thousands) Recognized In 2019 2018 Interest rate derivatives Other non-interest income $ 1,051 $ 3,791 RPAs Other non-interest income 5 10 Mortgage banking derivatives Mortgage banking activities (408 ) 65 Other Other non-interest income 510 (600 ) Total not designated as hedging instruments $ 1,158 $ 3,266 Amounts for the change in the fair value of derivatives qualifying for cash flow hedge accounting treatment are recorded to AOCL and reclassified to interest expense as interest payments are made on Webster's variable-rate debt. Over the next twelve months, an estimated $0.6 million will be reclassified from AOCL as a reduction to interest expense. Amounts for gains and losses related to hedge terminations are also recorded to AOCL and subsequently amortized into interest expense over the respective terms of the hedged debt instruments. Over the next twelve months, an estimated $3.6 million will be reclassified from AOCL as an increase to interest expense. At March 31, 2019 , the remaining unamortized loss on the termination of cash flow hedges is $7.7 million . Additional information about cash flow hedge activity impacting AOCL, and the related amounts reclassified to interest expense is provided in Note 10: Accumulated Other Comprehensive Loss, Net of Tax . Information about the valuation methods used to measure the fair value of derivatives is provided in Note 14: Fair Value Measurements . Offsetting Derivatives Non-cleared derivatives subject to a legally enforceable master netting agreement are reported on a net basis, net of cash collateral. Cash collateral received, in the amount of $930 thousand , is included in cash and due from banks and is considered restricted in nature. Net gain positions are recorded as assets and are included in accrued interest receivable and other assets, while, net loss positions are recorded as liabilities and are included in accrued expenses and other liabilities, in the accompanying Condensed Consolidated Balance Sheets. The following table presents the transition from a gross basis to net basis, due to the application of counterparty netting agreements: At March 31, 2019 At December 31, 2018 (In thousands) Gross Amount Relationship Offset Cash Collateral Offset Net Amount Gross Amount Relationship Offset Cash Collateral Offset Net Amount Derivative instrument gains: Hedge accounting $ 1,920 $ 337 $ 54 $ 1,529 $ 3,050 $ 88 $ 567 $ 2,395 Non-hedge accounting 4,523 3,292 876 355 6,878 2,407 4,369 102 Total assets $ 6,443 $ 3,629 $ 930 $ 1,884 $ 9,928 $ 2,495 $ 4,936 $ 2,497 Derivative instrument losses: Hedge accounting $ — $ — $ — $ — $ — $ — $ — $ — Non-hedge accounting 4,446 3,629 514 303 2,566 2,495 — 71 Total liabilities $ 4,446 $ 3,629 $ 514 $ 303 $ 2,566 $ 2,495 $ — $ 71 Derivative Exposure Use of derivative contracts may expose Webster Bank to counterparty credit risk. The Company has International Swaps and Derivatives Association Master Agreements, including a Credit Support Annex, with all derivative counterparties. In accordance with counterparty credit agreements and derivative clearing rules, cash or securities are posted or received on a daily basis to offset counterparty derivative exposure. Remaining exposure is collateralized by securities received. In the event of default and if the collateral is not returned, the exposure would be offset by terminating the transaction. The Company had approximately $53.9 million in net margin collateral posted with financial counterparties or the derivative clearing organization at March 31, 2019 , which is primarily comprised of $39.3 million in initial margin posted at CME and $14.4 million in CME margin posted . The Company regularly evaluates the credit risk of its derivative customers, taking into account the likelihood of default, net exposures, and remaining contractual life, among other related factors. Credit risk exposure is mitigated as transactions with customers are generally secured by the same collateral of the underlying transactions being hedged. The net current credit exposure relating to interest rate derivatives with Webster Bank customers was $65.1 million at March 31, 2019 . 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 $35.7 million at March 31, 2019

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	3 Months Ended
	Mar. 31, 2019
Fair Value Disclosures [Abstract]
Fair Value Option, Disclosures	The following table presents the fair value, unpaid principal balance, and accrual status, of assets accounted for under the fair value option: At March 31, 2019 At December 31, 2018 (In thousands) Fair Value Unpaid Principal Balance Difference Fair Value Unpaid Principal Balance Difference Originated loans held for sale $ 20,615 $ 20,010 $ 605 $ 7,908 $ 8,227 $ (319 ) Electing to measure originated loans held for sale at fair value reduces certain timing differences and better matches changes in the value of these assets with changes in the value of the derivatives used as an economic hedge on these assets.
Fair Value Of Assets And Liabilities Measured On Recurring Basis	Summaries of the fair values of assets and liabilities measured at fair value on a recurring basis are as follows: At March 31, 2019 (In thousands) Level 1 Level 2 Level 3 NAV Total Financial assets held at fair value: U.S. Treasury Bills $ 7,595 $ — $ — $ — $ 7,595 Agency CMO — 223,994 — — 223,994 Agency MBS — 1,585,398 — — 1,585,398 Agency CMBS — 564,499 — — 564,499 CMBS — 432,301 — — 432,301 CLO — 111,624 — — 111,624 Corporate debt — 51,905 — — 51,905 Total available-for-sale investment securities 7,595 2,969,721 — — 2,977,316 Gross derivative instruments, before netting (1) 825 71,317 — — 72,142 Originated loans held for sale — 20,615 — — 20,615 Investments held in Rabbi Trust 4,602 — — — 4,602 Alternative investments — — — 2,534 2,534 Total financial assets held at fair value $ 13,022 $ 3,061,653 $ — $ 2,534 $ 3,077,209 Financial liabilities held at fair value: Gross derivative instruments, before netting (1) $ 588 $ 22,094 $ — $ — $ 22,682 At December 31, 2018 (In thousands) Level 1 Level 2 Level 3 NAV Total Financial assets held at fair value: U.S. Treasury Bills $ 7,550 $ — $ — $ — $ 7,550 Agency CMO — 234,923 — — 234,923 Agency MBS — 1,481,089 — — 1,481,089 Agency CMBS — 566,237 — — 566,237 CMBS — 445,581 — — 445,581 CLO — 112,771 — — 112,771 Corporate debt — 50,579 — — 50,579 Total available-for-sale investment securities 7,550 2,891,180 — — 2,898,730 Gross derivative instruments, before netting (1) 758 45,520 — — 46,278 Originated loans held for sale — 7,908 — — 7,908 Investments held in Rabbi Trust 4,307 — — — 4,307 Alternative investments — — — 2,563 2,563 Total financial assets held at fair value $ 12,615 $ 2,944,608 $ — $ 2,563 $ 2,959,786 Financial liabilities held at fair value: Gross derivative instruments, before netting (1) $ 588 $ 38,422 $ — $ — $ 39,010 (1) For information relating to the impact of netting derivative assets and derivative liabilities as well as the impact from offsetting cash collateral paid to the same derivative counterparties see Note 13: Derivative Financial Instruments
Summary Of Estimated Fair Values Of Significant Financial Instruments	The estimated fair values of selected financial instruments and servicing assets are as follows: At March 31, 2019 At December 31, 2018 (In thousands) Carrying Amount Fair Value Carrying Amount Fair Value Assets: Level 2 Held-to-maturity investment securities $ 4,480,160 $ 4,433,377 $ 4,325,420 $ 4,209,121 Level 3 Loans and leases, net 18,602,901 18,608,221 18,253,136 18,155,798 Mortgage servicing assets 19,785 38,258 21,215 45,478 Liabilities: Level 2 Deposit liabilities $ 19,396,301 $ 19,396,301 $ 18,662,299 $ 18,662,299 Time deposits 3,354,627 3,343,754 3,196,546 3,175,948 Securities sold under agreements to repurchase and other borrowings 688,065 688,065 581,874 581,874 FHLB advances 951,730 953,539 1,826,808 1,826,381 Long-term debt (1) 524,303 527,495 226,021 229,306 (1) Adjustments to the carrying amount of long-term debt for unamortized discount and debt issuance cost on senior fixed-rate notes are not included for determination of fair value, see Note 8: Borrowings

Retirement Benefit Plans (Table

Retirement Benefit Plans (Tables)	3 Months Ended
	Mar. 31, 2019
Retirement Benefits [Abstract]
Summary of Net Periodic Benefit Cost	The following table summarizes the components of net periodic benefit cost: Three months ended March 31, 2019 2018 (In thousands) Pension Plan SERP Other Benefits Pension Plan SERP Other Benefits Interest cost on benefit obligations $ 1,978 $ 16 $ 21 $ 1,785 $ 187 $ 20 Expected return on plan assets (2,815 ) — — (3,180 ) — — Recognized net loss 1,430 4 (4 ) 1,160 125 — Net periodic benefit cost $ 593 $ 20 $ 17 $ (235 ) $ 312 $ 20

Segment Reporting (Tables)

Segment Reporting (Tables)	3 Months Ended
	Mar. 31, 2019
Segment Reporting [Abstract]
Operating Results And Total Assets Reportable Segments	The following table presents total assets for Webster's reportable segments and the Corporate and Reconciling category: (In thousands) Commercial Banking HSA Bank Community Banking Corporate and Reconciling Consolidated Total At March 31, 2019 $ 10,685,011 $ 86,686 $ 8,981,264 $ 8,485,168 $ 28,238,129 At December 31, 2018 10,477,050 70,826 8,727,335 8,335,104 27,610,315 The following tables present the operating results, including all appropriate allocations, for Webster’s reportable segments and the Corporate and Reconciling category: Three months ended March 31, 2019 (In thousands) Commercial Banking HSA Bank Community Banking Corporate and Reconciling Consolidated Total Net interest income (expense) $ 90,510 $ 41,741 $ 101,360 $ 7,940 $ 241,551 Provision for loan and lease losses 6,894 — 1,706 — 8,600 Net interest income (expense) after provision for loan and lease losses 83,616 41,741 99,654 7,940 232,951 Non-interest income 14,011 25,577 25,382 3,642 68,612 Non-interest expense 44,618 33,522 95,075 2,471 175,686 Income (loss) before income tax expense 53,009 33,796 29,961 9,111 125,877 Income tax expense (benefit) 13,040 8,787 5,962 (1,648 ) 26,141 Net income $ 39,969 $ 25,009 $ 23,999 $ 10,759 $ 99,736 Three months ended March 31, 2018 (In thousands) Commercial Banking HSA Bank Community Banking Corporate and Reconciling Consolidated Total Net interest income (expense) $ 84,651 $ 32,924 $ 98,928 $ (2,335 ) $ 214,168 Provision (benefit) for loan and lease losses 7,178 — 3,822 — 11,000 Net interest income (expense) after provision for loan and lease losses 77,473 32,924 95,106 (2,335 ) 203,168 Non-interest income 15,316 22,669 25,195 5,567 68,747 Non-interest expense 41,245 31,515 96,829 2,026 171,615 Income (loss) before income tax expense 51,544 24,078 23,472 1,206 100,300 Income tax expense (benefit) 12,680 6,260 4,671 (3,536 ) 20,075 Net income (loss) $ 38,864 $ 17,818 $ 18,801 $ 4,742 $ 80,225

Revenue from Contracts with C_2

Revenue from Contracts with Customers Disaggregation of Revenue (Tables)	3 Months Ended
	Mar. 31, 2019
Revenue from Contract with Customer [Abstract]
Disaggregation of Revenue [Table Text Block]	The following tables present the disaggregation by operating segment and major revenue stream, with disaggregated revenue reconciled to segment revenue as presented in Note 16: Segment Reporting : Three months ended March 31, 2019 (In thousands) Commercial HSA Community Corporate and Consolidated Major Revenue Streams Deposit service fees $ 3,036 $ 24,528 $ 15,365 $ 95 $ 43,024 Wealth and investment services 2,484 — 5,175 (8 ) 7,651 Other income — 1,049 501 — 1,550 Revenue from contracts with customers 5,520 25,577 21,041 87 52,225 Non-interest income within the scope of other GAAP topics 8,491 — 4,341 3,555 16,387 Total non-interest income $ 14,011 $ 25,577 $ 25,382 $ 3,642 $ 68,612 Three months ended March 31, 2018 (In thousands) Commercial HSA Community Corporate and Consolidated Major Revenue Streams Deposit service fees $ 3,222 $ 21,812 $ 15,309 $ 108 $ 40,451 Wealth and investment services 2,539 — 5,339 (8 ) 7,870 Other income — 857 493 — 1,350 Revenue from contracts with customers 5,761 22,669 21,141 100 49,671 Non-interest income within the scope of other GAAP topics 9,555 — 4,054 5,467 19,076 Total non-interest income $ 15,316 $ 22,669 $ 25,195 $ 5,567 $ 68,747

Commitments and Contingencies (

Commitments and Contingencies (Tables)	3 Months Ended
	Mar. 31, 2019
Commitments and Contingencies Disclosure [Abstract]
Outstanding Financial Instruments Contract Amounts Represent Credit Risk	The following table summarizes the outstanding amounts of credit-related financial instruments with off-balance sheet risk: (In thousands) At March 31, 2019 At December 31, 2018 Commitments to extend credit $ 5,757,123 $ 5,840,585 Standby letter of credit 189,031 189,040 Commercial letter of credit 11,070 21,181 Total credit-related financial instruments with off-balance sheet risk $ 5,957,224 $ 6,050,806
Reserve For Unfunded Credit Commitments	The following table provides a summary of activity in the reserve for loan repurchases: Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 674 $ 872 Provision (benefit) charged to expense 7 (203 ) Repurchased loans and settlements charged off (5 ) (5 ) Ending balance $ 676 $ 664 Three months ended March 31, (In thousands) 2019 2018 Beginning balance $ 2,506 $ 2,362 Provision charged to expense 5 (68 ) Ending balance $ 2,511 $ 2,294

Summary of Significant Accoun_3

Summary of Significant Accounting Policies New Accounting Pronouncements or Change in Accounting Principle (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Jan. 01, 2019	Mar. 31, 2018
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
Operating Lease, Right-of-Use Asset	$ 157,962	$ 157,234	$ 0
Operating Lease, Liability	179,501	178,208	$ 0
ASU No. 2016-02 [Member]
New Accounting Pronouncements or Change in Accounting Principle [Line Items]
New Accounting Pronouncement or Change in Accounting Principle, Cumulative Effect of Change on Equity or Net Assets	$ 500
Operating Lease, Right-of-Use Asset		157,200
Operating Lease, Liability		$ 178,200

Variable Interest Entities (Var

Variable Interest Entities (Variable Interest Entity, Consolidated, Carrying Amount, Assets) (Details) - Variable Interest Entity, Not Primary Beneficiary [Member] - USD ($) $ in Millions	Mar. 31, 2019	Dec. 31, 2018
Other Assets [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 38.8	$ 29.1
Accounts Payable and Accrued Liabilities [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Liabilities	15	10.4
Other Investments [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	18.1	17.6
Unfunded Loan Commitment [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Reporting Entity Involvement, Maximum Loss Exposure, Amount	$ 31.2	$ 31

Investment Securities (Summary

Investment Securities (Summary Of Investment Securities) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	$ 3,035,891	$ 2,994,616
Unrealized Gains	9,174	2,783
Unrealized Losses	(67,749)	(98,669)
Fair Value	2,977,316	2,898,730
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Amortized Cost	4,480,160	4,325,420
Unrealized Gains	29,286	11,902
Unrealized Losses	(76,069)	(128,201)
Fair Value	4,433,377	4,209,121
US Treasury Bill Securities [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	7,595	7,549
Unrealized Gains	0	1
Unrealized Losses	0	0
Fair Value	7,595	7,550
Agency CMO [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	226,104	238,968
Unrealized Gains	704	412
Unrealized Losses	(2,814)	(4,457)
Fair Value	223,994	234,923
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Amortized Cost	200,568	208,113
Unrealized Gains	432	287
Unrealized Losses	(3,419)	(5,255)
Fair Value	197,581	203,145
Agency MBS [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	1,603,023	1,521,534
Unrealized Gains	7,876	1,631
Unrealized Losses	(25,501)	(42,076)
Fair Value	1,585,398	1,481,089
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Amortized Cost	2,614,590	2,517,823
Unrealized Gains	15,623	8,250
Unrealized Losses	(48,352)	(79,701)
Fair Value	2,581,861	2,446,372
Agency CMBS [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	598,442	608,167
Unrealized Gains	0	0
Unrealized Losses	(33,943)	(41,930)
Fair Value	564,499	566,237
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Amortized Cost	704,653	667,500
Unrealized Gains	902	53
Unrealized Losses	(19,366)	(22,572)
Fair Value	686,189	644,981
Non-agency CMBS [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	432,933	447,897
Unrealized Gains	500	645
Unrealized Losses	(1,132)	(2,961)
Fair Value	432,301	445,581
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Amortized Cost	206,760	216,943
Unrealized Gains	765	405
Unrealized Losses	(684)	(2,388)
Fair Value	206,841	214,960
CLO [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	112,116	114,641
Unrealized Gains	89	94
Unrealized Losses	(581)	(1,964)
Fair Value	111,624	112,771
Corporate debt securities [Member]
Debt Securities, Available-for-sale [Abstract]
Amortized Cost	55,678	55,860
Unrealized Gains	5	0
Unrealized Losses	(3,778)	(5,281)
Fair Value	51,905	50,579
Municipal bonds and notes [Member]
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Amortized Cost	753,589	715,041
Unrealized Gains	11,564	2,907
Unrealized Losses	(4,248)	(18,285)
Fair Value	$ 760,905	$ 699,663

Investment Securities (Other Th

Investment Securities (Other Than Temporary Impairment Credit Losses Recognized In Earnings) (Detail) - USD ($) $ in Millions	Mar. 31, 2019	Dec. 31, 2018
Other than Temporary Impairment, Credit Losses Recognized in Earnings [Roll Forward]
Balance of OTTI	$ 0.8	$ 1.4

Investment Securities (Summar_2

Investment Securities (Summary Of Gross Unrealized Losses Not Considered OTTI) (Detail) $ in Thousands	Mar. 31, 2019USD ($)holding	Dec. 31, 2018USD ($)holding
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	$ 382,655	$ 799,954
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(2,387)	(8,602)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	1,758,575	1,756,617
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (65,362)	$ (90,067)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	258	309
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 2,141,230	$ 2,556,571
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(67,749)	(98,669)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	3,334	382,558
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		(3,069)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	3,045,505	3,257,871
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (76,069)	$ (125,132)
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | holding	427	596
Debt Securities, Held-to-maturity, Unrealized Loss Position, Fair Value	$ 3,048,839	$ 3,640,429
Debt Securities, Held-to-maturity, Unrealized Loss Position, Accumulated Loss	(76,069)	(128,201)
Agency CMO [Member]
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	4,054	15,524
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		(72)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	154,220	180,641
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (2,814)	$ (4,385)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	26	36
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 158,274	$ 196,165
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(2,814)	(4,457)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	83	691
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	0	(1)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	165,631	182,396
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (3,419)	$ (5,254)
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | holding	22	25
Debt Securities, Held-to-maturity, Unrealized Loss Position, Fair Value	$ 165,714	$ 183,087
Debt Securities, Held-to-maturity, Unrealized Loss Position, Accumulated Loss	(3,419)	(5,255)
Agency MBS [Member]
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	904	321,678
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(2)	(2,078)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	964,147	975,084
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (25,499)	$ (39,998)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	149	184
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 965,051	$ 1,296,762
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(25,501)	(42,076)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		288,635
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		(1,916)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	1,897,381	1,892,951
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (48,352)	$ (77,785)
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | holding	246	272
Debt Securities, Held-to-maturity, Unrealized Loss Position, Fair Value	$ 1,897,381	$ 2,181,586
Debt Securities, Held-to-maturity, Unrealized Loss Position, Accumulated Loss	(48,352)	(79,701)
Agency CMBS [Member]
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	564,500	566,237
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (33,943)	$ (41,930)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	37	37
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 564,500	$ 566,237
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(33,943)	(41,930)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	626,484	635,284
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (19,366)	$ (22,572)
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | holding	56	56
Debt Securities, Held-to-maturity, Unrealized Loss Position, Fair Value	$ 626,484	$ 635,284
Debt Securities, Held-to-maturity, Unrealized Loss Position, Accumulated Loss	(19,366)	(22,572)
Non-agency CMBS [Member]
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	315,706	343,457
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(1,123)	(2,937)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	4,318	5,193
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (9)	$ (24)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	33	39
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 320,024	$ 348,650
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(1,132)	(2,961)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	2,697	24,881
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		(270)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	115,886	132,464
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (684)	$ (2,118)
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | holding	17	20
Debt Securities, Held-to-maturity, Unrealized Loss Position, Fair Value	$ 118,583	$ 157,345
Debt Securities, Held-to-maturity, Unrealized Loss Position, Accumulated Loss	(684)	(2,388)
CLO [Member]
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	45,573	83,305
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(197)	(1,695)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	56,051	14,873
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (384)	$ (269)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	6	5
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 101,624	$ 98,178
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(581)	(1,964)
Corporate Debt Securities [Member]
Schedule of Investments [Line Items]
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months	16,418	35,990
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss	(1,065)	(1,820)
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer	15,339	14,589
Debt Securities, Available-for-sale, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (2,713)	$ (3,461)
Debt Securities, Available-for-sale, Unrealized Loss Position, Number of Positions | holding	7	8
Debt Securities, Available-for-sale, Unrealized Loss Position	$ 31,757	$ 50,579
Debt Securities, Available-for-sale, Unrealized Loss Position, Accumulated Loss	(3,778)	(5,281)
Municipal bonds and notes [Member]
Schedule of Investments [Line Items]
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	554	68,351
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, Less than 12 Months, Accumulated Loss		(882)
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	240,123	414,776
Debt Securities, Held-to-maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Accumulated Loss	$ (4,248)	$ (17,403)
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions | holding	86	223
Debt Securities, Held-to-maturity, Unrealized Loss Position, Fair Value	$ 240,677	$ 483,127
Debt Securities, Held-to-maturity, Unrealized Loss Position, Accumulated Loss	$ (4,248)	$ (18,285)

Investment Securities (Summar_3

Investment Securities (Summary Of Debt Securities By Contractual Maturity) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Debt Securities, Available-for-sale, Amortized Cost, Fiscal Year Maturity [Abstract]
Available-for-sale, Amortized Cost - Due in one year or less	$ 27,737
Available-for-sale, Amortized Cost - Due after one year through five years	17,000
Available-for-sale, Amortized Cost - Due after five through ten years	271,751
Available-for-sale, Amortized Cost - Due after ten years	2,719,403
Available-for-sale, Amortized Cost - Total debt securities	3,035,891	$ 2,994,616
Debt Securities, Available-for-sale, Fair Value, Fiscal Year Maturity [Abstract]
Available-for-sale, Fair Value - Due in one year or less	27,742
Available-for-sale, Fair Value - Due after one year through five years	17,008
Available-for-sale, Fair Value - Due after five through ten years	271,115
Available-for-sale, Fair Value - Due after ten years	2,661,451
Debt Securities, Available-for-sale	2,977,316	2,898,730
Debt Securities, Held-to-maturity, Maturity, Allocated and Single Maturity Date, Amortized Cost [Abstract]
Held-to-maturity, Amortized Cost - Due in one year or less	7,089
Held-to-maturity, Amortized Cost - Due after one year through five years	3,759
Held-to-maturity, Amortized Cost - Due after five through ten years	73,799
Held-to-maturity, Amortized Cost - Due after ten years	4,395,513
Amortized Cost	4,480,160	4,325,420
Debt Securities, Held-to-maturity, Maturity, Fair Value [Abstract]
Held to maturity, Fair Value - Due in one year or less	7,110
Held-to-maturity, Fair Value - Due after one year through five years	3,784
Held to maturity, Fair Value - Due after five through ten years	75,040
Held to maturity, Fair Value - Due after ten years	4,347,443
Fair Value	$ 4,433,377	$ 4,209,121

Investment Securities Investmen

Investment Securities Investment Securities (Narrative) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	$ (67,749)	$ (98,669)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Unrealized Losses	(76,069)	(128,201)
Debt Securities, Available-for-sale	2,977,316	2,898,730
Pledged Financial Instruments, Not Separately Reported, Securities	2,300,000	2,200,000
Agency CMO [Member]
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	(2,814)	(4,457)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Unrealized Losses	(3,419)	(5,255)
Debt Securities, Available-for-sale	223,994	234,923
Agency MBS [Member]
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	(25,501)	(42,076)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Unrealized Losses	(48,352)	(79,701)
Debt Securities, Available-for-sale	1,585,398	1,481,089
Agency CMBS [Member]
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	(33,943)	(41,930)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Unrealized Losses	(19,366)	(22,572)
Debt Securities, Available-for-sale	564,499	566,237
Non-agency CMBS [Member]
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	(1,132)	(2,961)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Unrealized Losses	(684)	(2,388)
Debt Securities, Available-for-sale	432,301	445,581
CLO [Member]
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	(581)	(1,964)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Debt Securities, Available-for-sale	111,624	112,771
Corporate Debt Securities [Member]
Debt Securities, Available-for-sale [Abstract]
Unrealized Losses	(3,778)	(5,281)
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Debt Securities, Available-for-sale	51,905	50,579
Municipal Bonds [Member]
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Unrealized Losses	(4,248)	$ (18,285)
Callable at the option of the counterparty [Member]
Debt Securities, Held-to-maturity, Fair Value to Amortized Cost [Abstract]
Debt Securities, Available-for-sale	$ 1,600,000

Investment Securities (Narrativ

Investment Securities (Narrative) (Summary Of Realized Gain (Loss) on Investments (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Gain (Loss) on Investments [Line Items]
Proceeds from Sale of Debt Securities, Available-for-sale	$ 0	$ 0

Loans and Leases (Detail)

Loans and Leases (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and leases	$ 18,814,290	$ 18,465,489	$ 17,805,575
Unamortized premiums	6,300	13,900
Pledged Financial Instruments, Not Separately Reported, Loans Receivable Pledged as Collateral	7,000,000
Residential Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and leases	4,631,787	4,416,637	4,459,862
Consumer Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and leases	2,339,736	2,396,704	2,522,380
Commercial Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and leases	6,356,571	6,216,606	5,759,124
Commercial Real Estate Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and leases	4,991,825	4,927,145	4,544,831
Finance Leases Portfolio Segment [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans and leases	$ 494,371	$ 508,397	$ 519,378

Loans and Leases (Summary Of Lo

Loans and Leases (Summary Of Loan And Lease Portfolio Aging By Class Of Loan) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	$ 209,415	$ 189,199
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	104
Financing Receivable, Recorded Investment, Nonaccrual Status	158,931	154,767
Financing Receivable, Recorded Investment, Current	18,604,875	18,276,290
Loans and leases	18,814,290	18,465,489	$ 17,805,575
Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	39,627	22,333
Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	10,857	11,995
Residential Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	62,285	62,002
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	49,382	49,188
Financing Receivable, Recorded Investment, Current	4,569,502	4,354,635
Loans and leases	4,631,787	4,416,637	4,459,862
Residential Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	8,166	8,513
Residential Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	4,737	4,301
Consumer Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	2,339,736	2,396,704	2,522,380
Consumer Portfolio Segment [Member] | Home Equity Loan [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	47,194	48,130
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	33,705	33,495
Financing Receivable, Recorded Investment, Current	2,066,174	2,121,049
Loans and leases	2,113,368	2,169,179
Consumer Portfolio Segment [Member] | Home Equity Loan [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	8,724	9,250
Consumer Portfolio Segment [Member] | Home Equity Loan [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	4,765	5,385
Consumer Portfolio Segment [Member] | Consumer Borrower [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	4,303	4,225
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	1,578	1,494
Financing Receivable, Recorded Investment, Current	222,065	223,300
Loans and leases	226,368	227,525
Consumer Portfolio Segment [Member] | Consumer Borrower [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	2,016	1,774
Consumer Portfolio Segment [Member] | Consumer Borrower [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	709	957
Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	6,356,571	6,216,606	5,759,124
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	77,600	57,627
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	104
Financing Receivable, Recorded Investment, Nonaccrual Status	61,638	55,810
Financing Receivable, Recorded Investment, Current	5,239,338	5,189,808
Loans and leases	5,316,938	5,247,435
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	15,858	1,011
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	104	702
Commercial Portfolio Segment [Member] | Asset Based Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	218	224
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	218	224
Financing Receivable, Recorded Investment, Current	1,039,415	968,947
Loans and leases	1,039,633	969,171
Commercial Portfolio Segment [Member] | Asset Based Loans [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Commercial Portfolio Segment [Member] | Asset Based Loans [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Commercial Real Estate Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Loans and leases	4,991,825	4,927,145	4,544,831
Commercial Real Estate Portfolio Segment [Member] | Construction Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	0	0
Financing Receivable, Recorded Investment, Current	203,476	218,831
Loans and leases	203,476	218,831
Commercial Real Estate Portfolio Segment [Member] | Construction Loans [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Commercial Real Estate Portfolio Segment [Member] | Construction Loans [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Commercial Real Estate Portfolio Segment [Member] | Real Estate Loan [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	9,752	9,762
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	7,459	8,242
Financing Receivable, Recorded Investment, Current	4,778,597	4,698,552
Loans and leases	4,788,349	4,708,314
Commercial Real Estate Portfolio Segment [Member] | Real Estate Loan [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	2,085	1,275
Commercial Real Estate Portfolio Segment [Member] | Real Estate Loan [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	208	245
Finance Leases Portfolio Segment [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	8,063	7,229
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivable, Recorded Investment, Nonaccrual Status	4,951	6,314
Financing Receivable, Recorded Investment, Current	486,308	501,168
Loans and leases	494,371	508,397	$ 519,378
Finance Leases Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	2,778	510
Finance Leases Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Financing Receivable, Recorded Investment, Past Due	$ 334	$ 405

Loans and Leases (Narrative) (D

Loans and Leases (Narrative) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Operating Leased Assets [Line Items]
Lessee, Operating Lease, Liability, Payments, Due	$ 210,184
Loans and Leases Receivable, Impaired, Interest Lost on Nonaccrual Loans	3,000	$ 2,100
Write-down of TDR's	(1,400)	$ (700)
Finance Leases Portfolio Segment [Member]
Operating Leased Assets [Line Items]
Net Investment in Direct Financing and Sales Type Leases	150,500
Lessee, Operating Lease, Liability, Payments, Due	162,700
Sales-type and Direct Financing Leases, Interest Income	$ 1,400

Loans and Leases (Allowance For

Loans and Leases (Allowance For Loan And Lease Losses By Portfolio Segment) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance, beginning of period	$ 212,353	$ 199,994
Provision (benefit) charged to expense	8,600	11,000
Charge-offs	(13,033)	(7,610)
Recoveries	3,469	1,965
Balance, end of period	212,353	199,994	$ 211,389	$ 212,353	$ 205,349
ALLL, Individually evaluated for impairment			13,805		17,597
ALLL, Collectively evaluated for impairment			197,584		187,752
Loan and lease balances, Individually evaluated for impairment			274,376		248,480
Loan and lease balances, Collectively evaluated for impairment			18,539,914		17,557,095
Loans and leases			18,814,290	18,465,489	17,805,575
Residential Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance, beginning of period	19,599	19,058
Provision (benefit) charged to expense	887	251
Charge-offs	(251)	(917)
Recoveries	178	385
Balance, end of period	19,599	19,058	20,413	19,599	18,777
ALLL, Individually evaluated for impairment			4,167		4,574
ALLL, Collectively evaluated for impairment			16,246		14,203
Loan and lease balances, Individually evaluated for impairment			102,321		111,937
Loan and lease balances, Collectively evaluated for impairment			4,529,466		4,347,925
Loans and leases			4,631,787	4,416,637	4,459,862
Consumer Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance, beginning of period	28,681	36,190
Provision (benefit) charged to expense	(277)	1,680
Charge-offs	(3,972)	(5,074)
Recoveries	2,487	1,443
Balance, end of period	28,681	36,190	26,919	28,681	34,239
ALLL, Individually evaluated for impairment			1,376		1,579
ALLL, Collectively evaluated for impairment			25,543		32,660
Loan and lease balances, Individually evaluated for impairment			38,852		42,587
Loan and lease balances, Collectively evaluated for impairment			2,300,884		2,479,793
Loans and leases			2,339,736	2,396,704	2,522,380
Commercial Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance, beginning of period	98,793	89,533
Provision (benefit) charged to expense	8,227	7,420
Charge-offs	(7,633)	(1,497)
Recoveries	787	117
Balance, end of period	98,793	89,533	100,174	98,793	95,573
ALLL, Individually evaluated for impairment			7,162		11,166
ALLL, Collectively evaluated for impairment			93,012		84,407
Loan and lease balances, Individually evaluated for impairment			115,989		76,573
Loan and lease balances, Collectively evaluated for impairment			6,240,582		5,682,551
Loans and leases			6,356,571	6,216,606	5,759,124
Commercial Real Estate Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance, beginning of period	60,151	49,407
Provision (benefit) charged to expense	(291)	2,104
Charge-offs	(973)	(77)
Recoveries	6	2
Balance, end of period	60,151	49,407	58,893	60,151	51,436
ALLL, Individually evaluated for impairment			906		257
ALLL, Collectively evaluated for impairment			57,987		51,179
Loan and lease balances, Individually evaluated for impairment			12,261		10,928
Loan and lease balances, Collectively evaluated for impairment			4,979,564		4,533,903
Loans and leases			4,991,825	4,927,145	4,544,831
Finance Leases Portfolio Segment [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Balance, beginning of period	5,129	5,806
Provision (benefit) charged to expense	54	(455)
Charge-offs	(204)	(45)
Recoveries	11	18
Balance, end of period	$ 5,129	$ 5,806	4,990	5,129	5,324
ALLL, Individually evaluated for impairment			194		21
ALLL, Collectively evaluated for impairment			4,796		5,303
Loan and lease balances, Individually evaluated for impairment			4,953		6,455
Loan and lease balances, Collectively evaluated for impairment			489,418		512,923
Loans and leases			$ 494,371	$ 508,397	$ 519,378

Loans and Leases (Impaired Loan

Loans and Leases (Impaired Loans And Leases By Class) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	$ 316,161	$ 298,667
Total Recorded Investment	274,376	259,330
Recorded Investment No Allowance	186,951	166,270
Recorded Investment With Allowance	87,425	93,060
Related Valuation Allowance	13,805	15,350
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	111,562	113,575
Total Recorded Investment	102,321	103,531
Recorded Investment No Allowance	64,958	64,899
Recorded Investment With Allowance	37,363	38,632
Related Valuation Allowance	4,167	4,286
Consumer Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance		44,654
Total Recorded Investment		39,144
Recorded Investment No Allowance		30,576
Recorded Investment With Allowance		8,568
Related Valuation Allowance		1,383
Consumer Portfolio Segment [Member] | Home Equity Loan [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	42,277
Total Recorded Investment	38,852
Recorded Investment No Allowance	30,227
Recorded Investment With Allowance	8,625
Related Valuation Allowance	1,376
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	141,046	120,165
Total Recorded Investment	115,771	99,287
Recorded Investment No Allowance	87,057	65,724
Recorded Investment With Allowance	28,714	33,563
Related Valuation Allowance	7,156	7,818
Commercial Portfolio Segment [Member] | Asset Based Loans [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	544	550
Total Recorded Investment	218	225
Recorded Investment No Allowance	0	0
Recorded Investment With Allowance	218	225
Related Valuation Allowance	6	6
Commercial Real Estate Portfolio Segment [Member] | Real Estate Loan [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	15,784	13,355
Total Recorded Investment	12,261	10,828
Recorded Investment No Allowance	3,779	2,125
Recorded Investment With Allowance	8,482	8,703
Related Valuation Allowance	906	1,661
Finance Leases Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Principal Balance	4,948	6,368
Total Recorded Investment	4,953	6,315
Recorded Investment No Allowance	930	2,946
Recorded Investment With Allowance	4,023	3,369
Related Valuation Allowance	$ 194	$ 196

Loans and Leases (Interest Inco

Loans and Leases (Interest Income From Impaired Loans And Leases, By Class) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	$ 266,853	$ 247,616
Accrued Interest Income	2,170	1,946
Cash Basis Interest Income	544	503
Residential Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	102,926	113,116
Accrued Interest Income	908	981
Cash Basis Interest Income	264	253
Consumer Portfolio Segment [Member] | Home Equity Loan [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	38,998	44,011
Accrued Interest Income	269	294
Cash Basis Interest Income	280	250
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	107,529	73,461
Accrued Interest Income	920	539
Cash Basis Interest Income	0	0
Commercial Portfolio Segment [Member] | Asset Based Loans [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	222	1,061
Accrued Interest Income	0	0
Cash Basis Interest Income	0	0
Commercial Real Estate Portfolio Segment [Member] | Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	11,544	11,077
Accrued Interest Income	73	96
Cash Basis Interest Income	0	0
Finance Leases Portfolio Segment [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	5,634	4,890
Accrued Interest Income	0	36
Cash Basis Interest Income	$ 0	$ 0

Loans and Leases (Commercial, C

Loans and Leases (Commercial, Commercial Real Estate Loans And Equipment Financing Loans Segregated By Risk Rating Exposure) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$ 18,814,290	$ 18,465,489	$ 17,805,575
Commercial Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,356,571	6,216,606	5,759,124
Commercial Portfolio Segment [Member] | (1) - (6) Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	5,991,939	5,781,138
Commercial Portfolio Segment [Member] | (7) Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	128,160	206,351
Commercial Portfolio Segment [Member] | (8) Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	230,122	222,405
Commercial Portfolio Segment [Member] | (9) Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	6,350	6,712
Commercial Real Estate Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,991,825	4,927,145	4,544,831
Commercial Real Estate Portfolio Segment [Member] | (1) - (6) Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	4,830,898	4,773,298
Commercial Real Estate Portfolio Segment [Member] | (7) Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	82,531	75,338
Commercial Real Estate Portfolio Segment [Member] | (8) Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	78,396	78,509
Commercial Real Estate Portfolio Segment [Member] | (9) Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	0	0
Finance Leases Portfolio Segment [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	494,371	508,397	$ 519,378
Finance Leases Portfolio Segment [Member] | (1) - (6) Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	481,423	494,585
Finance Leases Portfolio Segment [Member] | (7) Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	2,415	1,303
Finance Leases Portfolio Segment [Member] | (8) Substandard [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	10,533	12,509
Finance Leases Portfolio Segment [Member] | (9) Doubtful [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans and leases	$ 0	$ 0

Loans and Leases (Summary Of Th

Loans and Leases (Summary Of The Recorded Investment Of Company's TDRs) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018	Dec. 31, 2017
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	$ 250,409	$ 230,414
Specific reserves for TDRs included in the balance of ALLL	211,389	212,353	$ 205,349	$ 199,994
Additional funds committed to borrowers in TDR status	5,118	3,893
Performing Financial Instruments [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	149,076	138,479
Nonperforming Financial Instruments [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	101,333	91,935
Nonperforming Financial Instruments [Member] | Troubled Debt Restructures [Member]
Financing Receivable, Modifications [Line Items]
Specific reserves for TDRs included in the balance of ALLL	$ 13,381	$ 11,930

Loans and Leases (Information o

Loans and Leases (Information on How Loans and Leases were Modified as a TDR) (Detail) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)loan	Mar. 31, 2018USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	43	26
Post-Modification Recorded Investment | $	$ 26,942	$ 6,655
Residential Portfolio Segment [Member] | Extended Maturity [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	1	0
Post-Modification Recorded Investment | $	$ 519	$ 0
Residential Portfolio Segment [Member] | Maturity/Rate Combined [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	5	0
Post-Modification Recorded Investment | $	$ 451	$ 0
Residential Portfolio Segment [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	2	5
Post-Modification Recorded Investment | $	$ 261	$ 757
Consumer Portfolio Segment [Member] | Home Equity Loan [Member] | Extended Maturity [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	2	2
Post-Modification Recorded Investment | $	$ 145	$ 193
Consumer Portfolio Segment [Member] | Home Equity Loan [Member] | Maturity/Rate Combined [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	0	2
Post-Modification Recorded Investment | $	$ 0	$ 113
Consumer Portfolio Segment [Member] | Home Equity Loan [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	13	11
Post-Modification Recorded Investment | $	$ 754	$ 778
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member] | Extended Maturity [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	2	3
Post-Modification Recorded Investment | $	$ 124	$ 85
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member] | Maturity/Rate Combined [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	1	0
Post-Modification Recorded Investment | $	$ 25	$ 0
Commercial Portfolio Segment [Member] | Commercial and Industrial Sector [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	15	2
Post-Modification Recorded Investment | $	$ 22,027	$ 4,684
Commercial Real Estate Portfolio Segment [Member] | Real Estate Loan [Member] | Extended Maturity [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	0	1
Post-Modification Recorded Investment | $	$ 0	$ 45
Commercial Real Estate Portfolio Segment [Member] | Real Estate Loan [Member] | Other [Member]
Financing Receivable, Modifications [Line Items]
Number of Loans and Leases | loan	2	0
Post-Modification Recorded Investment | $	$ 2,636	$ 0

Loans and Leases (Investments i

Loans and Leases (Investments in TDRs, Segregated by Risk Rating Exposure) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	$ 250,409	$ 230,414
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	109,236	87,739
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (1) - (6) Pass [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	20,765	13,165
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (7) Special Mention [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	78	84
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (8) Substandard [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	82,043	67,880
Commerial, Commercial Real Estate, Equipment Financing TDR's [Member] | (9) Doubtful [Member]
Financing Receivable, Modifications [Line Items]
Total recorded investment of TDRs	$ 6,350	$ 6,610

Transfers of Financial Assets_2

Transfers of Financial Assets (Reserve for loan repurchases) (Detail) - SEC Schedule, 12-09, Reserve, Off-balance Sheet Activity [Member] - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
SEC Schedule, 12-09, Movement in Valuation Allowances and Reserves [Roll Forward]
Beginning balance	$ 674	$ 872
Provision (benefit) charged to expense	7	(203)
Repurchased loans and settlements charged off	(5)	(5)
Ending balance	$ 676	$ 664

Transfers of Financial Assets_3

Transfers of Financial Assets (Loans sold) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Accounts, Notes, Loans and Financing Receivable [Line Items]
Net gain on sale	$ 764	$ 1,144
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Proceeds from sale	20,613	44,806
Net gain on sale	158	1,083
Ancillary Fee Income Generated by Servicing Financial Assets, Amount	261	410
Fair value option adjustment	345	(349)
Residential Mortgage [Member] | Residential Mortgage Loans Servicing Retained [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Proceeds from sale	$ 17,348	$ 39,904

Transfers of Financial Assets_4

Transfers of Financial Assets (Mortgage Servicing Assets) (Narrative) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Proceeds from loans not originated for sale	$ 4,395	$ 34
Residential Mortgage [Member]
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Retained servicing rights	2,500,000
Contractually Specified Servicing Fees, Amount	400	300
Proceeds from loans not originated for sale	4,000
Commercial Loan [Member]
Securitization or Asset-backed Financing Arrangement, Financial Asset for which Transfer is Accounted as Sale [Line Items]
Proceeds from loans not originated for sale	$ 436	$ 34

Transfers of Financial Assets S

Transfers of Financial Assets Servicing Assets at Amortized Cost Roll Forward (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Servicing Asset at Amortized Cost, Balance [Roll Forward]
Beginning Balance	$ 21,215	$ 25,139
Additions	462	1,412
Amortization	(1,892)	(2,148)
Ending Balance	$ 19,785	$ 24,403

Goodwill and Other Intangible_3

Goodwill and Other Intangible Assets (Gross Carrying Value And Accumulated Amortization Of Other Intangible Assets) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Finite-Lived Intangible Assets [Line Items]
Goodwill	$ 538,373	$ 538,373
Gross Carrying Amount	43,000	43,000
Accumulated Amortization	(18,197)	(17,236)
Net Carrying Amount	24,803	25,764
HSA Bank [Member]
Finite-Lived Intangible Assets [Line Items]
Goodwill	21,813	21,813
Community Banking [Member]
Finite-Lived Intangible Assets [Line Items]
Goodwill	516,560	516,560
Core Deposits [Member] | HSA Bank [Member]
Finite-Lived Intangible Assets [Line Items]
Gross Carrying Amount	22,000	22,000
Accumulated Amortization	(11,399)	(10,842)
Net Carrying Amount	10,601	11,158
Customer Relationships [Member] | HSA Bank [Member]
Finite-Lived Intangible Assets [Line Items]
Gross Carrying Amount	21,000	21,000
Accumulated Amortization	(6,798)	(6,394)
Net Carrying Amount	$ 14,202	$ 14,606

Goodwill and Other Intangible_4

Goodwill and Other Intangible Assets (Schedule Of Expected Future Amortization Expense) (Detail) $ in Thousands	Mar. 31, 2019USD ($)
Goodwill and Intangible Assets Disclosure [Abstract]
Remainder of 2019	$ 2,885
2020	3,847
2021	3,847
2022	3,847
2023	3,847
Thereafter	$ 6,530

Deposits (Summary Of Deposits)

Deposits (Summary Of Deposits) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Non-interest-bearing:
Demand	$ 4,224,144	$ 4,162,446
Interest-bearing:
HSA	6,209,213	5,740,601
Checking	2,560,975	2,518,472
Money market	2,299,229	2,100,084
Savings	4,102,740	4,140,696
Time deposits	3,354,627	3,196,546
Total interest-bearing	18,526,784	17,696,399
Total deposits	22,750,928	21,858,845
Time deposits and interest-bearing checking, included in above balances, obtained through brokers	758,472	869,003
Time deposits, included in above balance, that exceed the FDIC limit	669,476	555,949
Deposit overdrafts reclassified as loan balances	$ 1,065	$ 2,245

Deposits (Scheduled Maturities

Deposits (Scheduled Maturities Of Time Deposits) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Banking and Thrift [Abstract]
Remainder of 2019	$ 2,304,523
2020	705,479
2021	259,584
2022	51,785
2023	29,443
Thereafter	3,813
Total time deposits	$ 3,354,627	$ 3,196,546

Borrowings Borrowings - (Narrat

Borrowings Borrowings - (Narrative) (Details) - USD ($) $ in Billions	Mar. 31, 2019	Dec. 31, 2018
Debt Disclosure [Abstract]
Total borrowings	$ 2.2	$ 2.6

Borrowings (Summary Of Securiti

Borrowings (Summary Of Securities Sold Under Agreements To Repurchase And Other Borrowings) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Assets Sold under Agreements to Repurchase [Line Items]
Securities sold under agreements to repurchase	$ 168,065	$ 236,874
Fed funds purchased	520,000	345,000
Securities sold under agreements to repurchase and other borrowings	$ 688,065	$ 581,874
Securities Sold under Agreements to Repurchase [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Short-term Debt, Weighted Average Interest Rate, at Point in Time	0.65%	0.35%
Federal Funds Purchased [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Short-term Debt, Weighted Average Interest Rate, at Point in Time	2.50%	2.52%
Federal Funds Purchased and Securities Sold under Agreements to Repurchase [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Short-term Debt, Weighted Average Interest Rate, at Point in Time	2.05%	1.64%
Original maturity of one year or less [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Securities sold under agreements to repurchase	$ 168,065	$ 236,874
Original maturity of one year or less [Member] | Securities Sold under Agreements to Repurchase [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Short-term Debt, Weighted Average Interest Rate, at Point in Time	0.65%	0.35%
Original maturity of greater than one year, non-callable [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Securities sold under agreements to repurchase	$ 0	$ 0
Original maturity of greater than one year, non-callable [Member] | Securities Sold under Agreements to Repurchase [Member]
Assets Sold under Agreements to Repurchase [Line Items]
Short-term Debt, Weighted Average Interest Rate, at Point in Time	0.00%	0.00%

Borrowings Borrowings (Summary

Borrowings Borrowings (Summary Of Advances Payable To the Federal Home Loan Bank) (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Federal Home Loan Bank, Advances, Maturity, Rolling Year [Abstract]
FHLB advances maturing within 1 year, Total Outstanding	$ 578,026	$ 1,403,026
FHLB advances maturing after 1 but within 2 years, Total Outstanding	165,000	215,000
FHLB advances maturing after 2 but within 3 years, Total Outstanding	200,000	200,000
FHLB advances maturing after 3 but within 4 years, Total Outstanding	145	150
FHLB advances maturing after 4 but within 5 years, Total Outstanding	239	242
FHLB advances maturing after 5 years, Total Outstanding	8,320	8,390
Federal Home Loan Bank, Advances	$ 951,730	$ 1,826,808
Federal Home Loan Bank, Advances, Weighted Average Interest Rate [Abstract]
FHLB advances maturing within 1 year, Weighted Average Contractual Coupon Rate (as a percent)	2.46%	2.55%
FHLB advances maturing after 1 but within 2 years, Weighted Average Contractual Coupon Rate (as a percent)	1.77%	1.73%
FHLB advances maturing after 2 but within 3 years, Weighted Average Contractual Coupon Rate (as a percent)	3.16%	3.16%
FHLB advances maturing after 3 but within 4 years, Weighted Average Contractual Coupon Rate (as a percent)	0.00%	0.00%
FHLB advances maturing after 4 but within 5 years, Weighted Average Contractual Coupon Rate (as a percent)	2.95%	2.95%
FHLB advances maturing after 5 years, Weighted Average Contractual Coupon Rate (as a percent)	2.65%	2.65%
Federal Home Loan Bank, Advances, Weighted Average Contractual Coupon Rate (as a percent)	2.49%	2.52%
Pledged Financial Instruments, Not Separately Reported, Loans Receivable, for Federal Home Loan Bank Debt	$ 6,514,053	$ 6,689,761
Remaining borrowing capacity	$ 3,204,370	$ 2,568,664

Borrowings (Long Term Debt) (De

Borrowings (Long Term Debt) (Details) - USD ($)		Mar. 31, 2019	Dec. 31, 2018
Debt Instrument [Line Items]
Notes and subordinated debt		$ 528,948,000	$ 227,320,000
Debt issuance cost on senior fixed-rates		(3,069,000)	(691,000)
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)		0
Long-term debt		$ 524,303,000	$ 226,021,000
Variable interest rate		5.56%	5.74%
London Interbank Offered Rate (LIBOR) [Member]
Debt Instrument [Line Items]
Basis spread on variable rate		2.95%
Long-term Debt [Member]
Debt Instrument [Line Items]
Discount on senior fixed-rate notes		$ (1,576,000)	$ (608,000)
4.375% Senior fixed-rate notes due February 15, 2024 [Member]
Debt Instrument [Line Items]
Notes and subordinated debt		300,000,000
Junior subordinated debt Webster Statutory Trust I floating-rate notes due September 17, 2033 [Member]
Debt Instrument [Line Items]
Notes and subordinated debt	[1]	$ 77,320,000	77,320,000
Debt Instrument, Redemption, Period One [Member] | 4.375% Senior fixed-rate notes due February 15, 2024 [Member]
Debt Instrument [Line Items]
Senior notes, interest rate (as a percent)		4.375%
Notes and subordinated debt		$ 150,000,000	150,000,000
Debt Instrument, Redemption, Period Two [Member] | 4.375% Senior fixed-rate notes due February 15, 2024 [Member]
Debt Instrument [Line Items]
Senior notes, interest rate (as a percent)		4.10%
Notes and subordinated debt		$ 301,628,000	$ 0
Debt Instrument, Redemption, Period Three [Member]
Debt Instrument [Line Items]
Notes and subordinated debt		150,000,000
Long-term Debt [Member]
Debt Instrument [Line Items]
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)		$ 1,628,000
[1]	The interest rate on Webster Statutory Trust I floating-rate notes, which varies quarterly based on 3-month London Interbank Offered Rate plus 2.95% , was 5.56% at March 31, 2019 and 5.74% at December 31, 2018

Leases Lessee Accounting (Detai

Leases Lessee Accounting (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Jan. 01, 2019	Mar. 31, 2018
Leases [Abstract]
Operating Lease, Right-of-Use Asset	$ 157,962	$ 157,234	$ 0
Operating Lease, Liability	$ 179,501	$ 178,208	$ 0

Leases Lease Cost (Details)

Leases Lease Cost (Details) $ in Thousands	3 Months Ended
	Mar. 31, 2019USD ($)
Lease, Cost [Abstract]
Operating Lease, Cost	$ 7,385
Variable Lease, Cost	1,253
Sublease Income	(140)
Lease, Cost	8,498
Operating Lease, Payments	7,673
Right-of-Use Asset Obtained in Exchange for Operating Lease Liability	$ 6,638
Operating Lease, Weighted Average Remaining Lease Term	8 years 2 months 12 days
Operating Lease, Weighted Average Discount Rate, Percent	3.44%

Leases Operating Lease Liabilit

Leases Operating Lease Liabilities, Payments, Due, Rolling Maturity (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Jan. 01, 2019	Mar. 31, 2018
Operating Lease Liabilities, Payments, Due, Rolling Maturity [Abstract]
Lessee, Operating Lease, Liability, Payments, Due Next Rolling Twelve Months	$ 21,282
Lessee, Operating Lease, Liability, Payments, Due in Rolling Year Two	30,890
Lessee, Operating Lease, Liability, Payments, Due in Rolling Year Three	29,318
Lessee, Operating Lease, Liability, Payments, Due in Rolling Year Four	25,105
Lessee, Operating Lease, Liability, Payments, Due in Rolling Year Five	21,771
Lessee, Operating Lease, Liability, Payments, Due after Rolling Year Five	81,818
Lessee, Operating Lease, Liability, Payments, Due	210,184
Operating Lease, Liability	179,501	$ 178,208	$ 0
Lessee, Operating Lease, Liability, Undiscounted Excess Amount	$ 30,683

Leases Leases (Details)

Leases Leases (Details)	Mar. 31, 2019
Minimum [Member]
Operating Leased Assets [Line Items]
Lessee, Operating Lease, Term of Contract	5 years
Maximum [Member]
Operating Leased Assets [Line Items]
Lessee, Operating Lease, Term of Contract	20 years

Accumulated Other Comprehensi_3

Accumulated Other Comprehensive Loss, Net of Tax (Schedule of Other Comprehensive Income (Loss)) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	$ 2,886,515	$ 2,701,958
Other comprehensive income (loss), net of tax	28,811	(23,948)
Ending Balance	2,966,255	2,716,142
Available For Sale and Transferred Securities [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(71,374)	(27,947)
Other comprehensive income (loss) (OCI (OCL)) before reclassifications	27,559	(27,424)
Amounts reclassified from AOCL	0	0
Other comprehensive income (loss), net of tax	27,559	(27,424)
Ending Balance	(43,815)	(55,371)
Derivative Instruments [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(9,313)	(15,016)
Other comprehensive income (loss) (OCI (OCL)) before reclassifications	(839)	1,129
Amounts reclassified from AOCL	1,035	1,393
Other comprehensive income (loss), net of tax	196	2,522
Ending Balance	(9,117)	(12,494)
Defined Benefit Pension and Other Postretirement Benefit Plans [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(49,965)	(48,568)
Other comprehensive income (loss) (OCI (OCL)) before reclassifications	0	0
Amounts reclassified from AOCL	1,056	954
Other comprehensive income (loss), net of tax	1,056	954
Ending Balance	(48,909)	(47,614)
AOCI Attributable to Parent [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Beginning Balance	(130,652)	(91,531)
Other comprehensive income (loss) (OCI (OCL)) before reclassifications	26,720	(26,295)
Amounts reclassified from AOCL	2,091	2,347
Other comprehensive income (loss), net of tax	28,811	(23,948)
Ending Balance	$ (101,841)	$ (115,479)

Accumulated Other Comprehensi_4

Accumulated Other Comprehensive Loss, Net of Tax (Schedule of Accumulated Other Comprehensive Loss) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Reclassification out of Accumulated Other Comprehensive Income [Line Items]
Income tax expense	$ (26,141)	$ (20,075)
Earnings applicable to common shareholders	97,549	78,083
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Reclassification out of Accumulated Other Comprehensive Income [Line Items]
Net of tax	0	0
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member]
Reclassification out of Accumulated Other Comprehensive Income [Line Items]
Net of tax	(1,035)	(1,393)
Accumulated Net Gain (Loss) from Designated or Qualifying Cash Flow Hedges [Member] | Reclassification out of accumualted comprehensive income [Member]
Reclassification out of Accumulated Other Comprehensive Income [Line Items]
Income tax expense	356	478
Earnings applicable to common shareholders	(1,035)	(1,393)
Interest expense	(1,391)	(1,871)
Accumulated Defined Benefit Plans Adjustment, Net Unamortized Gain (Loss) [Member]
Reclassification out of Accumulated Other Comprehensive Income [Line Items]
Total before tax	(1,430)	(1,285)
Defined benefit pension and postretirement benefit plans [Member]
Reclassification out of Accumulated Other Comprehensive Income [Line Items]
Income tax expense	374	331
Net of tax	$ (1,056)	$ (954)

Regulatory Matters (Information

Regulatory Matters (Information On The Capital Ratios) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Equity Tier One Capital	$ 2,337,162		$ 2,284,978
Common Equity Tier One Capital Ratio	11.46%		11.44%
Common Equity Tier One Capital Required for Capital Adequacy	$ 917,798		$ 898,972
Common Equity Tier One Capital Required to be Well-Capitalized	1,325,708		1,298,514
Total risk-based capital, Actual Amount	$ 2,773,419		$ 2,722,194
Total risk-based capital, Actual Ratio	13.60%		13.63%
Total risk-based capital, Capital Requirements, Minimum Amount	$ 1,631,640		$ 1,598,172
Total risk-based capital, Capital Requirements, Minimum Ratio	8.00%		8.00%
Total risk-based capital, Capital Requirements, Well Capitalized Amount	$ 2,039,551		$ 1,997,715
Total risk-based capital, Capital Requirements, Well Capitalized Ratio	10.00%		10.00%
Tier 1 capital, Actual Amount	$ 2,482,199		$ 2,430,015
Tier 1 capital, Actual Ratio	12.17%		12.16%
Tier 1 capital, Capital Requirements, Minimum Amount	$ 1,223,730		$ 1,198,629
Tier 1 capital, Capital Requirements, Minimum Ratio	6.00%		6.00%
Tier 1 capital, Capital Requirements, Well Capitalized Amount	$ 1,631,640		$ 1,598,172
Tier 1 capital, Capital Requirements, Well Capitalized Ratio	8.00%		8.00%
Tier 1 leverage capital ratio, Actual Amount	$ 2,482,199		$ 2,430,015
Tier 1 leverage capital ratio, Actual Ratio	9.09%		9.02%
Tier 1 leverage capital ratio, Capital Requirements, Minimum Amount	$ 1,091,878		$ 1,077,303
Tier 1 leverage capital ratio, Capital Requirements, Minimum Ratio	4.00%		4.00%
Tier 1 leverage capital ratio, Capital Requirements, Well Capitalized Amount	$ 1,364,847		$ 1,346,628
Tier 1 leverage capital ratio, Capital Requirements, Well Capitalized Ratio	5.00%		5.00%
Dividends paid	$ 80,000	$ 100,000
Subsidiaries [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Equity Tier One Capital	$ 2,496,047		$ 2,170,566
Common Equity Tier One Capital Ratio	12.24%		10.87%
Common Equity Tier One Capital Required for Capital Adequacy	$ 917,468		$ 898,317
Common Equity Tier One Capital Required to be Well-Capitalized	1,325,232		1,297,569
Total risk-based capital, Actual Amount	$ 2,709,947		$ 2,385,425
Total risk-based capital, Actual Ratio	13.29%		11.95%
Total risk-based capital, Capital Requirements, Minimum Amount	$ 1,631,054		$ 1,597,008
Total risk-based capital, Capital Requirements, Minimum Ratio	8.00%		8.00%
Total risk-based capital, Capital Requirements, Well Capitalized Amount	$ 2,038,818		$ 1,996,260
Total risk-based capital, Capital Requirements, Well Capitalized Ratio	10.00%		10.00%
Tier 1 capital, Actual Amount	$ 2,496,047		$ 2,170,566
Tier 1 capital, Actual Ratio	12.24%		10.87%
Tier 1 capital, Capital Requirements, Minimum Amount	$ 1,223,291		$ 1,197,756
Tier 1 capital, Capital Requirements, Minimum Ratio	6.00%		6.00%
Tier 1 capital, Capital Requirements, Well Capitalized Amount	$ 1,631,054		$ 1,597,008
Tier 1 capital, Capital Requirements, Well Capitalized Ratio	8.00%		8.00%
Tier 1 leverage capital ratio, Actual Amount	$ 2,496,047		$ 2,170,566
Tier 1 leverage capital ratio, Actual Ratio	9.15%		8.06%
Tier 1 leverage capital ratio, Capital Requirements, Minimum Amount	$ 1,091,347		$ 1,076,712
Tier 1 leverage capital ratio, Capital Requirements, Minimum Ratio	4.00%		4.00%
Tier 1 leverage capital ratio, Capital Requirements, Well Capitalized Amount	$ 1,364,184		$ 1,345,889
Tier 1 leverage capital ratio, Capital Requirements, Well Capitalized Ratio	5.00%		5.00%
Cash Pass-through Reserve, Federal Home Loan Bank	$ 84,800		$ 81,200
Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Equity Tier One Capital Ratio	4.50%		4.50%
Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets [Member] | Subsidiaries [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Equity Tier One Capital Ratio	4.50%		4.50%
Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Equity Tier One Capital Ratio	6.50%		6.50%
Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets [Member] | Subsidiaries [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Common Equity Tier One Capital Ratio	6.50%		6.50%

Earnings Per Common Share (Earn

Earnings Per Common Share (Earnings Per Share Basic And Diluted) (Detail) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Earnings for basic and diluted earnings per common share:
Net income	$ 99,736	$ 80,225
Less: Preferred stock dividends	1,969	1,947
Undistributed Earnings, Basic	97,767	78,278
Net income available to common shareholders	97,767	78,278
Less: Earnings applicable to participating securities	218	195
Less: Earnings applicable to participating securities	218	195
Earnings applicable to common shareholders	97,549	78,083
Earnings applicable to common shareholders	$ 97,549	$ 78,083
Shares:
Weighted average common shares outstanding - basic (in shares)	91,962	91,921
Effect of dilutive securities:
Stock options and restricted stock (in shares)	263	327
Warrants (in shares)	0	6
Weighted-average common shares outstanding - diluted (in shares)	92,225	92,254
Earnings per common share:
Basic (in dollars per share)	$ 1.06	$ 0.85
Diluted (in dollars per share)	$ 1.06	$ 0.85

Earnings Per Common Share Sched

Earnings Per Common Share Schedule of Antidilutive Securities Excluded from Computation of Earnings Per Share (Details) - shares shares in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Restricted stock (due to performance conditions on non-participating shares) [Member]
Antidilutive Securities Excluded from Computation of Earnings Per Share [Line Items]
Antidilutive Securities Excluded from Computation of Earnings Per Share, Amount	91	72

Derivative Financial Instrume_3

Derivative Financial Instruments (Schedule fair value of derivative instruments) (Detail) - USD ($)		Mar. 31, 2019	Dec. 31, 2018
Derivatives, Fair Value [Line Items]
Derivative instrument assets, Gross Amount		$ 6,443,000	$ 9,928,000
Asset Derivatives, Fair Value, Less: Cash collateral posted		39,300,000
Derivative Asset		1,884,000	2,497,000
Liability Derivatives, Fair Value, Gross Liability		4,446,000	2,566,000
Derivative liability		303,000	71,000
CME [Member]
Derivatives, Fair Value [Line Items]
Derivative Asset		0
Subject to and not subject to Master Netting Agreements [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts		5,105,842,000	4,859,561,000
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Arrangement		72,142,000	46,278,000
Asset Derivatives, Fair Value, Less: Legally enforceable master netting agreements		3,629,000	2,495,000
Asset Derivatives, Fair Value, Less: Cash collateral posted		930,000	4,936,000
Derivative Asset		67,583,000	38,847,000
Liability Derivatives, Notional Amount		3,899,342,000	3,801,586,000
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Arrangement		22,682,000	39,010,000
Liability Derivatives, Fair Value, Less: Legally enforceable master netting agreements		3,629,000	2,495,000
Liability Derivatives, Fair Value, Less: Cash collateral posted		514,000	0
Derivative liability		18,539,000	36,515,000
Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative instrument assets, Gross Amount		1,920,000	3,050,000
Asset Derivatives, Fair Value, Less: Legally enforceable master netting agreements		337,000	88,000
Asset Derivatives, Fair Value, Less: Cash collateral posted		54,000	567,000
Derivative Asset		1,529,000	2,395,000
Liability Derivatives, Fair Value, Gross Liability		0	0
Liability Derivatives, Fair Value, Less: Legally enforceable master netting agreements		0	0
Liability Derivatives, Fair Value, Less: Cash collateral posted		0	0
Derivative liability		0	0
Designated as Hedging Instrument [Member] | Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Interest rate derivatives [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts	[1]	475,000,000	325,000,000
Derivative instrument assets, Gross Amount	[1]	1,920,000	3,050,000
Liability Derivatives, Notional Amount	[1]	0	0
Liability Derivatives, Fair Value, Gross Liability	[1]	0	0
Not Designated as Hedging Instrument [Member]
Derivatives, Fair Value [Line Items]
Derivative instrument assets, Gross Amount		4,523,000	6,878,000
Asset Derivatives, Fair Value, Less: Legally enforceable master netting agreements		3,292,000	2,407,000
Asset Derivatives, Fair Value, Less: Cash collateral posted		876,000	4,369,000
Derivative Asset		355,000	102,000
Liability Derivatives, Fair Value, Gross Liability		4,446,000	2,566,000
Liability Derivatives, Fair Value, Less: Legally enforceable master netting agreements		3,629,000	2,495,000
Liability Derivatives, Fair Value, Less: Cash collateral posted		514,000	0
Derivative liability		303,000	71,000
Not Designated as Hedging Instrument [Member] | CME [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts	[1]	1,500,000,000	1,900,000,000
Liability Derivatives, Notional Amount	[1]	1,600,000,000	1,100,000,000
Not Designated as Hedging Instrument [Member] | Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Interest rate derivatives [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts	[1]	2,211,262,000	2,767,518,000
Derivative instrument assets, Gross Amount	[1]	3,951,000	6,570,000
Liability Derivatives, Notional Amount	[1]	1,911,298,000	1,276,109,000
Liability Derivatives, Fair Value, Gross Liability	[1]	3,511,000	2,012,000
Not Designated as Hedging Instrument [Member] | Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Mortgage Banking Derivatives [Member] | RPA-Out [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts		23,712,000	13,599,000
Derivative instrument assets, Gross Amount		276,000	226,000
Not Designated as Hedging Instrument [Member] | Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Mortgage Banking Derivatives [Member] | RPA-In [Member]
Derivatives, Fair Value [Line Items]
Liability Derivatives, Notional Amount		38,300,000	17,000,000
Liability Derivatives, Fair Value, Gross Liability		459,000	293,000
Not Designated as Hedging Instrument [Member] | Derivatives Subject to Master Netting Arrangement or Similar Arrangement [Member] | Other [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts	[1]	37,578,000	11,952,000
Derivative instrument assets, Gross Amount	[1]	296,000	308,000
Liability Derivatives, Notional Amount	[1]	19,073,000	43,097,000
Liability Derivatives, Fair Value, Gross Liability	[1]	539,000	553,000
Not Designated as Hedging Instrument [Member] | Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts		4,630,842,000	4,534,561,000
Asset Derivatives, Fair Value, Positions not subject to master netting agreement		70,222,000	43,228,000
Liability Derivatives, Notional Amount		3,899,342,000	3,801,586,000
Liability Derivatives, Fair Value, Positions not subject to master netting agreement		22,682,000	39,010,000
Not Designated as Hedging Instrument [Member] | Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Interest rate derivatives [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts		2,286,717,000	1,668,012,000
Asset Derivatives, Fair Value, Positions not subject to master netting agreement		65,122,000	35,635,000
Liability Derivatives, Notional Amount		1,835,850,000	2,367,876,000
Liability Derivatives, Fair Value, Positions not subject to master netting agreement		18,025,000	36,017,000
Not Designated as Hedging Instrument [Member] | Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | RPAs [Member] | RPA-Out [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts		64,554,000	64,974,000
Asset Derivatives, Fair Value, Positions not subject to master netting agreement		48,000	39,000
Not Designated as Hedging Instrument [Member] | Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | RPAs [Member] | RPA-In [Member]
Derivatives, Fair Value [Line Items]
Liability Derivatives, Notional Amount		93,749,000	96,296,000
Liability Derivatives, Fair Value, Positions not subject to master netting agreement		99,000	81,000
Not Designated as Hedging Instrument [Member] | Derivatives Not Subject to Master Netting Arrangement or Similar Arrangement [Member] | Other [Member]
Derivatives, Fair Value [Line Items]
Asset Derivatives, Notional Amounts		7,019,000	8,506,000
Asset Derivatives, Fair Value, Positions not subject to master netting agreement		529,000	450,000
Liability Derivatives, Notional Amount		1,072,000	1,208,000
Liability Derivatives, Fair Value, Positions not subject to master netting agreement		49,000	$ 54,000
Loan Origination Commitments [Member]
Derivatives, Fair Value [Line Items]
Other Commitment		38,000,000
Interest Rate Lock Commitments [Member]
Derivatives, Fair Value [Line Items]
Other Commitment		$ 7,300,000
[1]	o report derivative positions subject to a legally enforceable master netting agreement on a net basis, net of cash collateral. Refer to the Offsetting Derivatives section of this footnote for additional information.

Derivative Financial Instrume_4

Derivative Financial Instruments (Schedule of the changes in the fair value of non-hedge accounting derivatives) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings		$ 3,266
Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	$ 1,158
Interest Rate Derivatives [Member] | Operating Expense [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	1,051	3,791
RPA [Member] | Operating Expense [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	5	10
Mortgage Banking Derivatives [Member] | Operating Expense [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(408)	65
Other [Member] | Operating Expense [Member] | Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	$ 510	$ (600)

Derivative Financial Instrume_5

Derivative Financial Instruments (AOCI Related to Cash Flow Hedges) (Narrative) (Detail) - Cash Flow Hedging [Member] $ in Millions	3 Months Ended
	Mar. 31, 2019USD ($)
Derivative Instruments, Gain (Loss) [Line Items]
Estimate of amount to be reclassified from AOCL	$ (3.6)
Remaining unamortized gain (loss) on termination of cash flow hedges	(7.7)
Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Estimate of amount to be reclassified from AOCL	$ 0.6

Derivative Financial Instrume_6

Derivative Financial Instruments (Offsetting Derivatives) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Derivative [Line Items]
Derivative instrument assets, Gross Amount	$ 6,443	$ 9,928
Derivative instrument asset, Amount Offset	39,300
Derivative Asset	1,884	2,497
Liability Derivatives, Fair Value, Gross Liability	4,446	2,566
Derivative liability	303	71
Hedge Accounting Positions [Member]
Derivative [Line Items]
Derivative instrument assets, Gross Amount	1,920	3,050
Derivative instrument asset, Amount Offset, Total	(337)	(88)
Derivative instrument asset, Amount Offset	54	567
Derivative Asset	1,529	2,395
Liability Derivatives, Fair Value, Gross Liability	0	0
Derivative instrument liability, Amount Offset, Total	0	0
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	0	0
Derivative liability	0	0
Non-Hedged Accounting Positions [Member]
Derivative [Line Items]
Derivative instrument assets, Gross Amount	4,523	6,878
Derivative instrument asset, Amount Offset, Total	(3,292)	(2,407)
Derivative instrument asset, Amount Offset	876	4,369
Derivative Asset	355	102
Liability Derivatives, Fair Value, Gross Liability	4,446	2,566
Derivative instrument liability, Amount Offset, Total	(3,629)	(2,495)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	(514)	0
Derivative liability	303	71
Subject to and not subject to Master Netting Agreements [Member]
Derivative [Line Items]
Derivative instrument asset, Amount Offset, Total	(3,629)	(2,495)
Derivative instrument asset, Amount Offset	930	4,936
Derivative Asset	67,583	38,847
Derivative instrument liability, Amount Offset, Total	(3,629)	(2,495)
Derivative Liability, Collateral, Right to Reclaim Cash, Offset	(514)	0
Derivative liability	$ 18,539	$ 36,515

Derivative Financial Instrume_7

Derivative Financial Instruments Impact of Fair Value on Qualifying Hedges (Details) - USD ($)	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings		$ 3,266,000
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)	$ 0
Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	0	0
Operating Expense [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	(1,628,000)	0
Interest rate derivatives [Member] | Operating Expense [Member] | Designated as Hedging Instrument [Member] | Cash Flow Hedging [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	953,000	1,823,000
Long-term Debt [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Hedged Liability, Fair Value Hedge	151,628,000		$ 0
Hedged Liability, Fair Value Hedge, Cumulative Increase (Decrease)	1,628,000
Long-term Debt [Member] | Operating Expense [Member] | Designated as Hedging Instrument [Member] | Fair Value Hedging [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) on Fair Value Hedges Recognized in Earnings	$ 1,628,000	$ 0

Derivative Financial Instrume_8

Derivative Financial Instruments (Counterparty Credit Risk Narrative) (Detail) $ in Millions	Mar. 31, 2019USD ($)
Derivative [Line Items]
Derivative instrument asset, Amount Offset	$ 39.3
Credit Derivative, Maximum Exposure, Undiscounted	65.1
Valuation, Market Approach [Member]
Derivative [Line Items]
Credit Derivative, Maximum Exposure, Undiscounted	35.7
Over the Counter [Member]
Derivative [Line Items]
Derivative, Collateral, Right to Reclaim Cash	53.9
Exchange Cleared [Member]
Derivative [Line Items]
Derivative, Collateral, Right to Reclaim Cash	$ 14.4

Fair Value Measurements (Narrat

Fair Value Measurements (Narrative) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total credit-related financial instruments with off-balance sheet risk	$ 5,957,224	$ 6,050,806
Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Book value of other real estate owned (OREO) and repossessed assets	5,500
Rabbi Trust [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Other assets	1,800
Alternative investments [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Total credit-related financial instruments with off-balance sheet risk	2,700
Alternative investments [Member] | Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Other assets	$ 5,400

Fair Value Measurements (Fair V

Fair Value Measurements (Fair Value Assets And Liabilities Measured On Recurring and Nonrecurring Basis) (Detail) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018
Financial assets held at fair value:
Debt Securities, Available-for-sale		$ 2,977,316	$ 2,898,730
Derivative Asset		1,884	2,497
Loans Held-for-sale, Fair Value Disclosure		20,615	7,908
Financial liabilities held at fair value:
Derivative liability		303	71
US Treasury Bill Securities [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		7,595	7,550
Agency CMO [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		223,994	234,923
Agency MBS [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		1,585,398	1,481,089
Agency CMBS [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		564,499	566,237
Non-agency CMBS [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		432,301	445,581
CLO [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		111,624	112,771
Corporate debt securities [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		51,905	50,579
Fair Value, Measurements, Recurring [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		2,977,316	2,898,730
Alternative Investment		2,534	2,563
Total financial assets held at fair value		3,077,209	2,959,786
Financial liabilities held at fair value:
Derivative liability	[1]	22,682	39,010
Fair Value, Measurements, Recurring [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		7,595	7,550
Alternative Investment		0	0
Total financial assets held at fair value		13,022	12,615
Financial liabilities held at fair value:
Derivative liability	[1]	588	588
Fair Value, Measurements, Recurring [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		2,969,721	2,891,180
Alternative Investment		0	0
Total financial assets held at fair value		3,061,653	2,944,608
Financial liabilities held at fair value:
Derivative liability	[1]	22,094	38,422
Fair Value, Measurements, Recurring [Member] | Fair Value Measured at Net Asset Value Per Share [Member]
Financial assets held at fair value:
Alternative Investment		2,534	2,563
Total financial assets held at fair value		2,534	2,563
Financial liabilities held at fair value:
Derivative liability			0
Fair Value, Measurements, Recurring [Member] | Derivative instruments [Member]
Financial assets held at fair value:
Derivative Asset	[1]	72,142	46,278
Fair Value, Measurements, Recurring [Member] | Derivative instruments [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Derivative Asset	[1]	825	758
Fair Value, Measurements, Recurring [Member] | Derivative instruments [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Derivative Asset	[1]	71,317	45,520
Fair Value, Measurements, Recurring [Member] | Derivative instruments [Member] | Fair Value Measured at Net Asset Value Per Share [Member]
Financial assets held at fair value:
Derivative Asset			0
Fair Value, Measurements, Recurring [Member] | Investments Held In Rabbi Trust [Member]
Financial assets held at fair value:
Other assets		4,602	4,307
Fair Value, Measurements, Recurring [Member] | Investments Held In Rabbi Trust [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Other assets		4,602	4,307
Fair Value, Measurements, Recurring [Member] | Investments Held In Rabbi Trust [Member] | Fair Value Measured at Net Asset Value Per Share [Member]
Financial assets held at fair value:
Other assets			0
Fair Value, Measurements, Recurring [Member] | Loan Origination Commitments [Member]
Financial assets held at fair value:
Loans Held-for-sale, Fair Value Disclosure		20,615	7,908
Fair Value, Measurements, Recurring [Member] | Loan Origination Commitments [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Loans Held-for-sale, Fair Value Disclosure		0	0
Fair Value, Measurements, Recurring [Member] | Loan Origination Commitments [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Loans Held-for-sale, Fair Value Disclosure		20,615	7,908
Fair Value, Measurements, Recurring [Member] | Loan Origination Commitments [Member] | Fair Value Measured at Net Asset Value Per Share [Member]
Financial assets held at fair value:
Loans Held-for-sale, Fair Value Disclosure		0
Fair Value, Measurements, Recurring [Member] | US Treasury Bill Securities [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		7,595	7,550
Fair Value, Measurements, Recurring [Member] | US Treasury Bill Securities [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		7,595	7,550
Fair Value, Measurements, Recurring [Member] | Agency CMO [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		223,994	234,923
Fair Value, Measurements, Recurring [Member] | Agency CMO [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		223,994	234,923
Fair Value, Measurements, Recurring [Member] | Agency MBS [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		1,585,398	1,481,089
Fair Value, Measurements, Recurring [Member] | Agency MBS [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		1,585,398	1,481,089
Fair Value, Measurements, Recurring [Member] | Agency CMBS [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		564,499	566,237
Fair Value, Measurements, Recurring [Member] | Agency CMBS [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		0	0
Fair Value, Measurements, Recurring [Member] | Agency CMBS [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		564,499	566,237
Fair Value, Measurements, Recurring [Member] | Agency CMBS [Member] | Significant Unobservable Inputs (Level 3) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		0	0
Fair Value, Measurements, Recurring [Member] | Agency CMBS [Member] | Fair Value Measured at Net Asset Value Per Share [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		0	0
Fair Value, Measurements, Recurring [Member] | Non-agency CMBS [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		432,301	445,581
Fair Value, Measurements, Recurring [Member] | Non-agency CMBS [Member] | Quoted Prices in Active Markets For Identical Assets (Level 1) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		0	0
Fair Value, Measurements, Recurring [Member] | Non-agency CMBS [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		432,301	445,581
Fair Value, Measurements, Recurring [Member] | Non-agency CMBS [Member] | Significant Unobservable Inputs (Level 3) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		0	0
Fair Value, Measurements, Recurring [Member] | Non-agency CMBS [Member] | Fair Value Measured at Net Asset Value Per Share [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		0	0
Fair Value, Measurements, Recurring [Member] | CLO [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		111,624	112,771
Fair Value, Measurements, Recurring [Member] | CLO [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		111,624	112,771
Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		51,905	50,579
Fair Value, Measurements, Recurring [Member] | Corporate debt securities [Member] | Significant Other Observable Inputs (Level 2) [Member]
Financial assets held at fair value:
Debt Securities, Available-for-sale		$ 51,905	$ 50,579
[1]	or information relating to the impact of netting derivative assets and derivative liabilities as well as the impact from offsetting cash collateral paid to the same derivative counterparties see Note 13: Derivative Financial Instruments

Fair Value Measurements Fair Va

Fair Value Measurements Fair Value Option, Disclosures (Details) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans Held-for-sale, Fair Value Disclosure	$ 20,615	$ 7,908
Loans held for sale (valued under fair value option $20,615 and $7,908)	20,615	11,869
Fair Value, Option, Loans Held as Assets, Aggregate Difference	605	(319)
loans held for sale [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans held for sale (valued under fair value option $20,615 and $7,908)	$ 20,010	$ 8,227

Fair Value Measurements (Summar

Fair Value Measurements (Summary Of Estimated Fair Values Of Significant Financial Instruments) (Detail) - USD ($) $ in Thousands		Mar. 31, 2019	Dec. 31, 2018	Mar. 31, 2018	Dec. 31, 2017
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Debt Securities, Held-to-maturity		$ 4,480,160	$ 4,325,420
Debt Securities, Held-to-maturity, Fair Value		4,433,377	4,209,121
Mortgage servicing assets, Carrying Amount		19,785	21,215	$ 24,403	$ 25,139
Fair Value, Measurements, Nonrecurring [Member] | Reported Value Measurement [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Debt Securities, Held-to-maturity		4,480,160	4,325,420
Loans and leases, net		18,602,901	18,253,136
Securities sold under agreements to repurchase and other borrowings		688,065	581,874
FHLB advances	[1]	951,730	1,826,808
Long-term debt	[1]	524,303	226,021
Fair Value, Measurements, Nonrecurring [Member] | Reported Value Measurement [Member] | Deposits Liabilities, other than time deposits [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Deposits		19,396,301	18,662,299
Fair Value, Measurements, Nonrecurring [Member] | Reported Value Measurement [Member] | Time Deposits [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Deposits		3,354,627	3,196,546
Fair Value, Measurements, Nonrecurring [Member] | Reported Value Measurement [Member] | Residential Mortgage [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Mortgage servicing assets, Carrying Amount		19,785	21,215
Fair Value, Measurements, Nonrecurring [Member] | Estimate of Fair Value Measurement [Member] | Significant Other Observable Inputs (Level 2) [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Debt Securities, Held-to-maturity, Fair Value		4,433,377	4,209,121
Securities sold under agreements to repurchase and other borrowings		688,065	581,874
FHLB advances	[1]	953,539	1,826,381
Long-term debt	[1]	527,495	229,306
Fair Value, Measurements, Nonrecurring [Member] | Estimate of Fair Value Measurement [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Loans and leases, net		18,608,221	18,155,798
Fair Value, Measurements, Nonrecurring [Member] | Estimate of Fair Value Measurement [Member] | Deposits Liabilities, other than time deposits [Member] | Significant Other Observable Inputs (Level 2) [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Deposits		19,396,301	18,662,299
Fair Value, Measurements, Nonrecurring [Member] | Estimate of Fair Value Measurement [Member] | Time Deposits [Member] | Significant Other Observable Inputs (Level 2) [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Deposits		3,343,754	3,175,948
Fair Value, Measurements, Nonrecurring [Member] | Estimate of Fair Value Measurement [Member] | Residential Mortgage [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Mortgage servicing assets, Fair value		$ 38,258	$ 45,478
[1]	djustments to the carrying amount of long-term debt for unamortized discount and debt issuance cost on senior fixed-rate notes are not included for determination of fair value, see Note 8: Borrowings

Retirement Benefit Plans (Detai

Retirement Benefit Plans (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost on benefit obligations	$ 1,978	$ 1,785
Expected return on plan assets	(2,815)	(3,180)
Recognized net loss	1,430	1,160
Net periodic benefit cost	593	(235)
Supplemental Employee Retirement Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost on benefit obligations	16	187
Expected return on plan assets	0	0
Recognized net loss	4	125
Net periodic benefit cost	20	312
Other Benefits [Member]
Defined Benefit Plan Disclosure [Line Items]
Interest cost on benefit obligations	21	20
Expected return on plan assets	0	0
Recognized net loss	(4)	0
Net periodic benefit cost	$ 17	$ 20

Segment Reporting (Operating Re

Segment Reporting (Operating Results and Total Assets Reportable Segments) (Detail) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018	Dec. 31, 2018
Segment Reporting Information [Line Items]
Total Assets	$ 28,238,129		$ 27,610,315
Net interest income (expense)	241,551	$ 214,168
Provision for Loan and Lease Losses	8,600	11,000
Net interest income after provision for loan and lease losses	232,951	203,168
Noninterest Income	68,612	68,747
Total non-interest expense	175,686	171,615
Income (loss) before income tax expense	125,877	100,300
Income tax expense	26,141	20,075
Net income	99,736	80,225
Operating Segments [Member] | Commercial Banking [Member]
Segment Reporting Information [Line Items]
Total Assets	10,685,011		10,477,050
Net interest income (expense)	90,510	84,651
Provision for Loan and Lease Losses	6,894	7,178
Net interest income after provision for loan and lease losses	83,616	77,473
Noninterest Income	14,011	15,316
Total non-interest expense	44,618	41,245
Income (loss) before income tax expense	53,009	51,544
Income tax expense	13,040	12,680
Net income	39,969	38,864
Operating Segments [Member] | HSA Bank [Member]
Segment Reporting Information [Line Items]
Total Assets	86,686		70,826
Net interest income (expense)	41,741	32,924
Provision for Loan and Lease Losses	0	0
Net interest income after provision for loan and lease losses	41,741	32,924
Noninterest Income	25,577	22,669
Total non-interest expense	33,522	31,515
Income (loss) before income tax expense	33,796	24,078
Income tax expense	8,787	6,260
Net income	25,009	17,818
Operating Segments [Member] | Community Banking [Member]
Segment Reporting Information [Line Items]
Total Assets	8,981,264		8,727,335
Net interest income (expense)	101,360	98,928
Provision for Loan and Lease Losses	1,706	3,822
Net interest income after provision for loan and lease losses	99,654	95,106
Noninterest Income	25,382	25,195
Total non-interest expense	95,075	96,829
Income (loss) before income tax expense	29,961	23,472
Income tax expense	5,962	4,671
Net income	23,999	18,801
Corporate, Non-Segment [Member]
Segment Reporting Information [Line Items]
Total Assets	8,485,168		$ 8,335,104
Net interest income (expense)	7,940	(2,335)
Provision for Loan and Lease Losses	0	0
Net interest income after provision for loan and lease losses	7,940	(2,335)
Noninterest Income	3,642	5,567
Total non-interest expense	2,471	2,026
Income (loss) before income tax expense	9,111	1,206
Income tax expense	(1,648)	(3,536)
Net income	$ 10,759	$ 4,742

Segment Reporting Segment Repor

Segment Reporting Segment Reporting Narrative (Details)	3 Months Ended
	Mar. 31, 2019Segment
Segment Reporting Information [Line Items]
Number of Reportable Segments	3

Revenue from Contracts with C_3

Revenue from Contracts with Customers Revenue from Contracts with Customers (Details) - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	$ 52,225	$ 49,671
Noninterest Income	68,612	68,747
Deposit service fees [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	43,024	40,451
Wealth and investment services [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	7,651	7,870
Other non interest income [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	1,550	1,350
Non-interest income within the scope of other GAAP topics [Member]
Disaggregation of Revenue [Line Items]
Noninterest Income	16,387	19,076
Operating Segments [Member] | Commercial Banking [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	5,520	5,761
Noninterest Income	14,011	15,316
Operating Segments [Member] | Commercial Banking [Member] | Deposit service fees [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	3,036	3,222
Operating Segments [Member] | Commercial Banking [Member] | Wealth and investment services [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	2,484	2,539
Operating Segments [Member] | Commercial Banking [Member] | Other non interest income [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	0	0
Operating Segments [Member] | Commercial Banking [Member] | Non-interest income within the scope of other GAAP topics [Member]
Disaggregation of Revenue [Line Items]
Noninterest Income	8,491	9,555
Operating Segments [Member] | Community Banking [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	21,041	21,141
Noninterest Income	25,382	25,195
Operating Segments [Member] | Community Banking [Member] | Deposit service fees [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	15,365	15,309
Operating Segments [Member] | Community Banking [Member] | Wealth and investment services [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	5,175	5,339
Operating Segments [Member] | Community Banking [Member] | Other non interest income [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	501	493
Operating Segments [Member] | Community Banking [Member] | Non-interest income within the scope of other GAAP topics [Member]
Disaggregation of Revenue [Line Items]
Noninterest Income	4,341	4,054
Operating Segments [Member] | HSA Bank [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	25,577	22,669
Noninterest Income	25,577	22,669
Operating Segments [Member] | HSA Bank [Member] | Deposit service fees [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	24,528	21,812
Operating Segments [Member] | HSA Bank [Member] | Wealth and investment services [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	0	0
Operating Segments [Member] | HSA Bank [Member] | Other non interest income [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	1,049	857
Operating Segments [Member] | HSA Bank [Member] | Non-interest income within the scope of other GAAP topics [Member]
Disaggregation of Revenue [Line Items]
Noninterest Income	0	0
Corporate, Non-Segment [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	87	100
Noninterest Income	3,642	5,567
Corporate, Non-Segment [Member] | Deposit service fees [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	95	108
Corporate, Non-Segment [Member] | Wealth and investment services [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	(8)	(8)
Corporate, Non-Segment [Member] | Other non interest income [Member]
Disaggregation of Revenue [Line Items]
Revenue from Contract with Customer, Excluding Assessed Tax	0	0
Corporate, Non-Segment [Member] | Non-interest income within the scope of other GAAP topics [Member]
Disaggregation of Revenue [Line Items]
Noninterest Income	$ 3,555	$ 5,467

Commitments and Contingencies_2

Commitments and Contingencies (Outstanding Financial Instruments Contract Amounts Represent Credit Risk) (Detail) - USD ($) $ in Thousands	Mar. 31, 2019	Dec. 31, 2018
Loss Contingencies [Line Items]
Total credit-related financial instruments with off-balance sheet risk	$ 5,957,224	$ 6,050,806
Standby letter of credit [Member]
Loss Contingencies [Line Items]
Total credit-related financial instruments with off-balance sheet risk	189,031	189,040
Commercial letter of credit [Member]
Loss Contingencies [Line Items]
Total credit-related financial instruments with off-balance sheet risk	11,070	21,181
Commitments to extend credit [Member]
Loss Contingencies [Line Items]
Total credit-related financial instruments with off-balance sheet risk	$ 5,757,123	$ 5,840,585

(Reserve for Unfunded Commitmen

(Reserve for Unfunded Commitments) (Detail) - SEC Schedule, 12-09, Allowance, Credit Loss [Member] - USD ($) $ in Thousands	3 Months Ended
	Mar. 31, 2019	Mar. 31, 2018
SEC Schedule, 12-09, Movement in Valuation Allowances and Reserves [Roll Forward]
Beginning balance	$ 2,506	$ 2,362
Provision charged to expense	5	(68)
Ending balance	$ 2,511	$ 2,294