PrivateBancorp (PVTB) 10-Q 8 Aug 16 2016 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2016	Aug. 05, 2016
Document Document and Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q2
Entity Registrant Name	PRIVATEBANCORP, INC
Entity Central Index Key	889,936
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Common Stock, Shares Outstanding		79,495,793

Consolidated Statements Of Fina

Consolidated Statements Of Financial Condition - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Assets
Cash and due from banks		$ 155,292	$ 145,147
Federal funds sold and interest-bearing deposits in banks		230,036	238,511
Loans held-for-sale		61,360	108,798
Securities available-for-sale, at fair value (pledged as collateral to creditors: $125.3 million - 2016; $100.2 million - 2015)		1,864,636	1,765,366
Securities held-to-maturity, at amortized cost (fair value: $1.5 billion - 2016; $1.4 billion - 2015)		1,435,334	1,355,283
Federal Home Loan Bank (FHLB) stock		21,113	26,613
Loans – excluding covered assets, net of unearned fees		14,035,808	13,266,475
Allowance for loan losses		(168,615)	(160,736)
Loans, net of allowance for loan losses and unearned fees		13,867,193	13,105,739
Covered assets		25,151	26,954
Allowance for covered loan losses		(5,525)	(5,712)
Covered assets, net of allowance for covered loan losses		19,626	21,242
Other real estate owned, excluding covered assets		14,532	7,273
Premises, furniture, and equipment, net		43,394	42,405
Accrued interest receivable		47,209	45,482
Investment in bank owned life insurance		57,380	56,653
Goodwill		94,041	94,041
Other intangible assets		2,349	3,430
Derivative assets	[1]	80,995	40,615
Other assets		174,701	196,250
Total assets		18,169,191	17,252,848
Deposits:
Noninterest-bearing		4,511,893	4,355,700
Interest-bearing		10,045,501	9,989,892
Total deposits		14,557,394	14,345,592
Short-term borrowings		1,287,934	372,467
Long-term debt		338,262	688,215
Accrued interest payable		7,967	7,080
Derivative liabilities	[1]	27,940	18,229
Other liabilities		118,544	122,314
Total liabilities		16,338,041	15,553,897
Equity
Common stock (no par value, $1 stated value; authorized shares: 174 million; issued shares: 79,464,416 - 2016 and 79,099,157 - 2015)		78,918	78,439
Treasury stock, at cost (0 - 2016 and 2,574 - 2015)		0	(103)
Additional paid-in capital		1,082,173	1,071,674
Retained earnings		629,976	531,682
Accumulated other comprehensive income, net of tax		40,083	17,259
Total equity		1,831,150	1,698,951
Total liabilities and equity		$ 18,169,191	$ 17,252,848
[1]	All derivative contracts are over-the-counter contracts.

Consolidated Statements Of Fin3

Consolidated Statements Of Financial Condition (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Securities available-for-sale, pledged as collateral to creditors	$ 125,330	$ 100,221
Securities held-to-maturity, at fair value	$ 1,464,698	$ 1,351,241
Common Stock, Par Value Per Share	$ 0	$ 0
Common Stock, Stated Value Per Share	$ 1	$ 1
Common Stock, Shares Authorized	174,000,000	174,000,000
Common Stock, Shares, Issued	79,464,416	79,099,157
Treasury Stock, Shares Issued	0	2,574

Consolidated Statements Of Inco

Consolidated Statements Of Income - USD ($) shares in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Interest Income
Loans, including fees	$ 144,164	$ 125,647	$ 284,231	$ 248,349
Federal funds sold and interest-bearing deposits in banks	335	245	675	506
Securities:
Taxable	15,158	13,541	30,368	27,097
Exempt from Federal income taxes	2,296	1,981	4,629	3,787
Other interest income	170	63	320	111
Total interest income	162,123	141,477	320,223	279,850
Interest Expense
Deposits	13,895	11,649	27,036	22,904
Short-term borrowings	995	234	1,225	431
Long-term debt	5,216	4,972	10,427	9,900
Total interest expense	20,106	16,855	38,688	33,235
Net interest income	142,017	124,622	281,535	246,615
Provision for loan and covered loan losses	5,569	2,116	11,971	7,762
Net interest income after provision for loan and covered loan losses	136,448	122,506	269,564	238,853
Non-interest Income
Asset management	5,539	4,741	10,264	9,104
Mortgage banking	4,607	4,152	7,576	7,927
Capital markets products	7,535	4,799	11,863	9,981
Treasury management	8,290	7,421	16,476	14,748
Loan, letter of credit and commitment fees	5,538	4,914	10,738	10,020
Syndication fees	5,664	5,375	11,098	7,997
Deposit service charges and fees and other income	1,060	1,538	2,418	7,155
Net securities gains (losses)	580	(1)	1,111	533
Total non-interest income	37,130	33,059	70,732	66,575
Non-interest Expense
Salaries and employee benefits	55,326	50,020	113,665	102,381
Net occupancy and equipment expense	7,012	7,055	14,227	13,989
Technology and related costs	5,487	4,524	10,780	8,875
Marketing	3,925	4,666	8,329	8,244
Professional services	9,490	2,585	12,484	4,895
Outsourced servicing costs	2,052	2,034	3,892	3,714
Net foreclosed property expenses	360	585	926	1,913
Postage, telephone, and delivery	945	899	1,785	1,761
Insurance	3,979	3,450	7,799	6,661
Loan and collection expense	2,017	2,210	3,549	4,478
Other expenses	3,623	3,869	7,273	8,131
Total non-interest expense	94,216	81,897	184,709	165,042
Income (loss) before income taxes	79,362	73,668	155,587	140,386
Income tax provision	28,997	27,246	55,670	52,480
Net income (loss) available to common stockholders	$ 50,365	$ 46,422	$ 99,917	$ 87,906
Per Common Share Data
Basic earnings per share (in dollars)	$ 0.63	$ 0.59	$ 1.26	$ 1.12
Diluted earnings per share (in dollars)	0.62	0.58	1.24	1.10
Cash dividends declared (per share)	$ 0.01	$ 0.01	$ 0.02	$ 0.02
Weighted-average common shares outstanding	78,849	77,942	78,699	77,676
Weighted-average diluted common shares outstanding	80,317	79,158	80,086	78,837
Client-Related Derivatives [Member]
Non-interest Income
Capital markets products	$ 5,852	$ 4,919	$ 11,051	$ 9,091

Consolidated Statements Of Comp

Consolidated Statements Of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Net income (loss)	$ 50,365	$ 46,422	$ 99,917	$ 87,906
Available-for-sale securities:
Net unrealized gains (losses)	9,899	(13,997)	28,829	(5,407)
Reclassification of net (gains) losses included in net income	(580)	1	(1,111)	(533)
Income tax benefit (expense)	(3,534)	5,429	(10,613)	2,281
Net unrealized gains (losses) on available-for-sale securities	5,785	(8,567)	17,105	(3,659)
Cash flow hedges:
Net unrealized gains (losses)	1,385	(504)	13,393	8,126
Reclassification of net (gains) losses included in net income	(1,901)	(2,534)	(4,091)	(5,072)
Income tax benefit (expense)	216	1,186	(3,583)	(1,184)
Net unrealized gains (losses) on cash flow hedges	(300)	(1,852)	5,719	1,870
Other Comprehensive Income (Loss)	5,485	(10,419)	22,824	(1,789)
Comprehensive income	$ 55,850	$ 36,003	$ 122,741	$ 86,117

Consolidated Statements Of Chan

Consolidated Statements Of Changes In Equity (Unaudited) - USD ($) $ in Thousands	Total	Common Shares Outstanding [Member]	Common Stock [Member]	Treasury Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income [Member]
Common Shares Outstanding, Beginning Balance at Dec. 31, 2014		78,178,000
Stockholders' Equity, Beginning Balance at Dec. 31, 2014	$ 1,481,679		$ 77,211	$ (53)	$ 1,034,048	$ 349,556	$ 20,917
Comprehensive income (loss)
Net income (loss)	87,906					87,906
Other comprehensive income (loss)	(1,789)						(1,789)	[1]
Total comprehensive income (loss)	86,117
Cash dividends declared ($0.02 per common share)	$ (1,590)				0	(1,590)
Common Stock, Dividends, Per Share, Cash Paid	$ 0.02
Common stock issued for: [Abstract]
Nonvested (restricted) stock grants, shares		250,000
Nonvested (restricted) stock grants	$ 0		0	0	0
Exercise of stock options, shares		451,000
Exercise of stock options	10,857		281	5,903	4,673
Restricted stock activity, shares		7,000
Restricted stock activity	0		555	0	(555)
Deferred compensation plan, shares		1,000
Deferred compensation plan	226		0	29	197
Excess tax benefit from share-based compensation plans	3,956				3,956
Stock repurchased in connection with benefit plans, shares		(170,000)
Stock repurchased in connection with benefit plans	(5,908)			(5,908)
Share-based compensation expense, shares		0
Share-based compensation expense	9,459				9,459
Common Shares Outstanding, Ending Balance at Jun. 30, 2015		78,717,000
Stockholders' Equity, Ending Balance at Jun. 30, 2015	$ 1,584,796		78,047	(29)	1,051,778	435,872	19,128
Common Shares Outstanding, Beginning Balance at Dec. 31, 2015	79,096,583	79,097,000
Stockholders' Equity, Beginning Balance at Dec. 31, 2015	$ 1,698,951		78,439	(103)	1,071,674	531,682	17,259
Comprehensive income (loss)
Net income (loss)	99,917					99,917
Other comprehensive income (loss)	22,824						22,824	[1]
Total comprehensive income (loss)	122,741
Cash dividends declared ($0.02 per common share)	$ (1,623)				0	(1,623)
Common Stock, Dividends, Per Share, Cash Paid	$ 0.02
Common stock issued for: [Abstract]
Nonvested (restricted) stock grants, shares		266,000
Nonvested (restricted) stock grants	$ 0		0	0	0
Exercise of stock options, shares		182,000
Exercise of stock options	4,398		66	4,251	81
Restricted stock activity, shares		43,000
Restricted stock activity	0		410	464	(874)
Deferred compensation plan, shares		5,000
Deferred compensation plan	401		3	81	317
Stock repurchased in connection with benefit plans, shares		(129,000)
Stock repurchased in connection with benefit plans	(4,693)			(4,693)
Share-based compensation expense, shares		0
Share-based compensation expense	$ 10,975				10,975
Common Shares Outstanding, Ending Balance at Jun. 30, 2016	79,464,416	79,464,000
Stockholders' Equity, Ending Balance at Jun. 30, 2016	$ 1,831,150		$ 78,918	$ 0	$ 1,082,173	$ 629,976	$ 40,083
[1]	Net of taxes and reclassification adjustments.

Consolidated Statements Of Cash

Consolidated Statements Of Cash Flows (Unaudited) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Operating Activities
Net income (loss)		$ 50,365	$ 46,422	$ 99,917	$ 87,906
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Provision for loan and covered loan losses		5,569	2,116	11,971	7,762
Provision for unfunded commitments	[1]	1,375	507	1,970	883
Depreciation of premises, furniture, and equipment				4,461	4,280
Net amortization of premium on securities				10,813	8,478
Net securities gains		(580)	1	(1,111)	(533)
Valuation adjustment on other real estate owned				1,024	1,451
Net (gains) losses on sale of other real estate owned				15	354
Net amortization of discount on covered assets				(51)	260
Bank owned life insurance income				(727)	(719)
Net (decrease) increase in deferred loan fees and unamortized discounts and premiums on loans				4,585	(1,446)
Share-based compensation expense				10,975	9,459
Excess tax benefit from exercise of stock options and vesting of restricted shares				(2,474)	(4,439)
Provision for deferred income tax (benefit) expense		(5,575)	(1,445)	(4,275)	2,249
Amortization of other intangibles				1,081	1,299
Originations and purchases of loans held-for-sale				(274,424)	(321,609)
Proceeds from sales of loans held-for-sale				328,816	388,896
Net (gains) losses from sales of loans held-for-sale				(6,866)	(6,690)
Gain on sale of branch				0	(4,092)
Net (increase) decrease in derivative assets and liabilities				(30,669)	(6,451)
Net (increase) decrease in accrued interest receivable				(1,727)	(2,911)
Net increase (decrease) in accrued interest payable				887	595
Net (increase) decrease in other assets				20,842	41,295
Net increase (decrease) in other liabilities				(3,242)	(4,997)
Net cash provided by (used in) operating activities				171,791	201,280
Available-for-sale securities:
Proceeds from maturities, prepayments, and calls				100,915	104,028
Proceeds from sales		18,764	1,415	45,446	30,346
Purchases				(223,008)	(198,038)
Held-to-maturity securities:
Proceeds from maturities, prepayments, and calls				93,720	75,276
Purchases				(178,378)	(148,221)
Net redemption (purchase) of FHLB stock				5,500	2,812
Net decrease (increase) in loans				(788,014)	(656,758)
Net decrease in covered assets				1,703	4,269
Proceeds from sale of other real estate owned				1,670	4,675
Net purchases of premises, furniture, and equipment				(5,450)	(2,809)
Net cash (used in) provided by investing activities				(945,896)	(784,420)
Financing Activities
Net (decrease) increase in deposit accounts				211,802	176,752
Net increase (decrease) in short-term borrowings, excluding FHLB advances				410,467	153,310
Net increase (decrease) in FHLB Advances				155,000	199,000
Stock repurchased in connection with benefit plans				(4,693)	(5,908)
Cash dividends paid				(1,600)	(1,574)
Proceeds from exercise of stock options and issuance of common stock under benefit plans				4,799	11,083
Excess tax benefit from exercise of stock options and vesting of restricted shares				0	4,439
Net cash (used in) provided by financing activities				775,775	537,102
Net increase (decrease) in cash and cash equivalents				1,670	(46,038)
Cash and cash equivalents at beginning of year				383,658	424,552	$ 424,552
Cash and cash equivalents at end of period		$ 385,328	$ 378,514	385,328	378,514	$ 383,658
Supplemental Disclosures of Cash Flow Information:
Cash paid for interest				37,802	32,640
Cash paid for income taxes				60,173	51,876
Non-cash transfers of loans to loans held-for-sale				51,159	69,133
Non-cash transfers of loans to other real estate				$ 9,968	$ 4,148
[1]	Unfunded commitments include commitments to extend credit, standby letters of credit and commercial letters of credit. Unfunded commitments related to covered assets are excluded as they are covered under a loss share agreement with the FDIC.

SUMMARY OF SIGNIFICANT ACCOUNTI

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
ORGANIZATION	PrivateBancorp, Inc. (“PrivateBancorp” or the “Company”), a Delaware corporation incorporated in 1989, is a Chicago-based bank holding company registered under the Bank Holding Company Act of 1956, as amended. The Company is the holding company for The PrivateBank and Trust Company (“PrivateBank” or the “Bank”), an Illinois-chartered bank founded in Chicago in 1991. Through the Bank, we provide customized business and personal financial services to middle market companies, as well as business owners, executives, entrepreneurs and families in the markets and communities we serve. On June 29, 2016 , the Company entered into a definitive merger agreement with Canadian Imperial Bank of Commerce (“CIBC”), a Canadian chartered bank, and CIBC Holdco Inc. (“Holdco”), a Delaware corporation and a direct, wholly owned subsidiary of CIBC, pursuant to which the Company will merge with and into Holdco, with Holdco surviving the merger. Following the merger, the Bank will be headquartered in Chicago, Illinois, retain its Illinois state banking charter and be an indirect, wholly owned subsidiary of CIBC. Under the terms of the definitive agreement, shareholders of the Company will receive $18.80 in cash and 0.3657 of a CIBC common share for each share of PrivateBancorp common stock. As of June 28, 2016 , the last trading day before public announcement of the transaction, total consideration for the transaction was valued at approximately $3.8 billion , or $47.00 per share of common stock of the Company, based on CIBC’s closing stock price on June 28, 2016 of $77.11 . As of such date, the aggregate consideration would have been paid with approximately $1.5 billion in cash and approximately 29.5 million common shares of CIBC, representing a 40 percent cash and 60 percent share mix. The actual transaction value will be based on the number of shares of common stock of the Company outstanding at the closing and the price of CIBC common stock as of the closing. The transaction is expected to be completed in the first quarter of 2017, subject to the satisfaction of customary closing conditions, including regulatory approvals and the approval of the Company’s stockholders. Additional information about the definitive agreement is set forth in the Company’s Current Report on Form 8-K filed with the Securities Exchange Commission (“SEC”) on July 6, 2016. Direct costs related to the proposed transaction were expensed as incurred and totaled $6.3 million for the six months ended June 30, 2016 . These costs were primarily comprised of financial advisor and other professional services fees.
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES The accompanying unaudited consolidated interim financial statements of PrivateBancorp have been prepared pursuant to the rules and regulations of the SEC for quarterly reports on Form 10-Q and do not include certain information and footnote disclosures required by U.S. generally accepted accounting principles (“U.S. GAAP”) for complete annual financial statements. Accordingly, these financial statements should be read in conjunction with the Company’s Annual Report on Form 10-K for the fiscal year ended December 31, 2015 . The accompanying unaudited consolidated interim financial statements have been prepared in accordance with U.S. GAAP, and (where applicable) in accordance with accounting and reporting guidelines prescribed by bank regulation and authority, and reflect all adjustments that are, in the opinion of management, necessary for the fair presentation of the financial position and results of operations for the periods presented. All such adjustments are of a normal recurring nature. The results of operations for interim periods are not necessarily indicative of the results that may be expected for the full year or any other period. The accompanying consolidated financial statements include the accounts and results of operations of the Company and the Bank, after elimination of all significant intercompany accounts and transactions. Certain reclassifications have been made to prior period amounts to conform to the current period presentation. The preparation of consolidated financial statements in conformity with U.S. GAAP requires management to make certain estimates and assumptions that affect the amounts reported in the consolidated financial statements and accompanying notes. Actual results could differ from these estimates. In preparing the consolidated financial statements, we have considered the impact of events occurring subsequent to June 30, 2016 , for potential recognition or disclosure.

RECENT ACCOUNTING PRONOUNCEMENT

RECENT ACCOUNTING PRONOUNCEMENTS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
RECENT ACCOUNTING PRONOUNCEMENTS	RECENT ACCOUNTING PRONOUNCEMENTS Recently Adopted Accounting Pronouncements Accounting for Share-Based Payments When the Terms of an Award Provide That a Performance Target Could Be Achieved after the Requisite Service Period - On January 1, 2016, we adopted new accounting guidance issued by the Financial Accounting Standards Board (“FASB”) that clarifies the accounting for a performance target that affects vesting of a share-based payment award and that could be achieved after the requisite service period. The guidance indicates that such a performance target would not be reflected in the estimation of the award’s grant date fair value. Rather, compensation cost for such an award would be recognized over the requisite service period, if it is probable that the performance target will be achieved. The total amount of compensation cost recognized during and after the requisite service period would reflect the number of awards that are expected to vest and would be adjusted to reflect those awards that ultimately vest. The guidance is applied prospectively to awards that are granted or modified after the effective date. The adoption of this guidance did not impact our consolidated financial position or consolidated results of operations. Amendments to the Consolidation Analysis - On January 1, 2016, we adopted new accounting guidance issued by the FASB that changes certain aspects of the variable interest and voting interest consolidation models. The amendments modify existing guidance on (1) the evaluation of whether limited partnerships and similar legal entities are variable interest entities (“VIEs”) or voting interest entities, (2) when fee arrangements represent variable interests in a VIE, and (3) the primary beneficiary determination for VIEs. Additionally, the guidance eliminates the presumption that a general partner controls a limited partnership under the voting interest model and exempts reporting entities from consolidating money market funds that are required to comply with or operate in accordance with requirements that are similar to those in Rule 2a-7 of the Investment Company Act of 1940. The Company elected to apply the guidance through a cumulative effect adjustment as of January 1, 2016. The adoption of this guidance did not impact our consolidated financial position or consolidated results of operations. Debt Issuance Costs - On January 1, 2016, we adopted new accounting guidance issued by the FASB that clarifies the presentation of debt issuance costs within the balance sheet. This guidance requires that an entity present debt issuance costs related to a recognized debt liability on the balance sheet as a direct deduction from the carrying amount of that debt liability, not as a separate asset. The standard does not affect the current guidance for the recognition and measurement for debt issuance costs. This guidance was applied retrospectively. The adoption of this guidance did not materially impact our consolidated financial position or consolidated results of operations. Improvements to Employee Share-Based Payment Accounting - In March 2016, the FASB issued guidance that amends certain aspects of share-based payment accounting. The new guidance (1) requires all income tax effects of awards to be recognized in the income statement when the awards vest or are settled, and eliminates the accounting for additional paid-in-capital (“APIC”) pools; (2) allows the Company to repurchase more of an employee's shares for tax withholding purposes without triggering liability accounting; (3) requires the Company to make an accounting policy election to either recognize forfeitures as they occur or estimate the number of awards expected to be forfeited; (4) requires the Company to present excess tax benefits as an operating activity on the statement of cash flows; and (5) clarifies that the Company must classify cash paid to a tax authority when shares are withheld to satisfy its statutory income tax withholding obligation as a financing activity on the statement of cash flows. Regarding the accounting policy election related to the accounting for forfeitures, the Company has elected to estimate the number of awards expected to be forfeited, consistent with our past practice of estimating forfeitures. As permitted under the new guidance, the Company has elected to early adopt the guidance for the Company’s financial statements that include periods beginning on January 1, 2016. The Company has applied the guidance related to items (1) and (4) prospectively; the guidance related to item (5) retrospectively; and the guidance related to items (2) and (3) using a modified retrospective transition method with a cumulative-effect adjustment to retained earnings. For the six months ended June 30, 2016, the Company recognized a $2.5 million tax benefit in the consolidated statements of income within the income tax provision, representing the prospective application of the accounting change described in (1) above. Adoption of all other changes did not have an impact on our consolidated financial position or consolidated results of operations. Accounting Pronouncements Pending Adoption Revenue from Contracts with Customers - In May 2014, August 2015, March 2016, April 2016 and May 2016, the FASB issued new revenue recognition guidance that will replace most of the existing revenue recognition guidance in U.S. GAAP. All arrangements involving the transfer of goods or services to customers are within the scope of the guidance, except for certain contracts subject to other U.S. GAAP guidance, including lease contracts and rights and obligations related to financial instruments. The standard’s core principle is that an entity should recognize revenue when it transfers promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. The guidance also includes new disclosure requirements related to the nature, timing, and uncertainty of revenue and cash flows arising from contracts with customers. The guidance is effective for the Company’s financial statements beginning January 1, 2018. The guidance allows an entity to apply the new standard either retrospectively or through a cumulative-effect adjustment as of January 1, 2018. We have elected to implement this new accounting guidance using a cumulative-effect adjustment. This guidance does not apply to revenue associated with financial instruments, including loans and securities that are accounted for under other U.S. GAAP guidance. For that reason, we do not expect it to have a material impact on our consolidated results of operations for elements of the statement of income associated with financial instruments, including securities gains, interest income and interest expense. The Company is continuing to evaluate the effect of the new guidance on revenue sources other than financial instruments on our financial position and consolidated results of operations. Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern - In August 2014, the FASB issued guidance that requires management to evaluate whether there are conditions and events that raise substantial doubt about an entity’s ability to continue as a going concern. The guidance requires new disclosures to the extent management concludes there is substantial doubt about an entity’s ability to continue as a going concern. The guidance will be effective for the Company’s annual financial statements dated December 31, 2016, as well as interim periods thereafter. The adoption of this guidance is not expected to have a material impact on our financial position or consolidated results of operations. Recognition and Measurement of Financial Assets and Financial Liabilities - In January 2016, the FASB issued guidance that amends the accounting for certain financial asset and financial liabilities. The guidance will require the Company to (1) measure certain equity investments at fair value with changes in fair value recognized in earnings, (2) record changes in instrument-specific credit risk for financial liabilities measured under the fair value option in other comprehensive income, and (3) assess the realizability of deferred tax assets related to available-for-sale debt securities in combination with the Company’s other deferred tax assets. The standard does not change the guidance for classifying and measuring investments in debt securities and loans. The guidance amends certain disclosure requirements related to financial assets and financial liabilities. The guidance will be effective for the Company’s financial statements that include periods beginning January 1, 2018. Certain provisions of the standard will be applied through a cumulative-effect adjustment as of January 1, 2018, and other provisions will be applied prospectively. The Company is in the process of determining the effect of the new guidance on our financial position and consolidated results of operations. Leases - In February 2016, the FASB issued guidance that amends the accounting for leases. Under the new guidance, lessees will need to recognize a right-of-use asset and a lease liability for the vast majority of leases. Operating leases will result in straight-line expense, while finance leases will result in a front-loaded expense pattern. Classification will be based on criteria that are largely similar to those applied in current lease accounting. Lessor accounting will remain similar to the current model. Lessors will classify leases as operating, direct financing, or sales-type, consistent with the current model. The new guidance will also require extensive quantitative and qualitative disclosures related to the revenue and expense recognized and expected to be recognized over the lease term, as well as significant judgments made by management. The guidance will be effective for the Company’s financial statements that include periods beginning January 1, 2018, and early adoption is permitted. The new standard must be applied using a modified retrospective transition. The Company is in the process of determining the effect of the new guidance on our financial position and consolidated results of operations. Measure of Credit Losses on Financial Instruments - In June 2016, the FASB issued guidance that changes the impairment model for most financial assets and certain other instruments that are not measured at fair value through net income. For financial assets subject to credit losses and measured at amortized cost and certain off-balance sheet credit exposures (including loans, held-to-maturity debt securities, and loan commitments), the new guidance will require the Company to record an allowance based on the estimated credit losses expected over the life of the financial instrument or pool of financial instruments. The estimate of lifetime expected credit losses must consider historical information, current conditions, and reasonable and supportable forecasts. The new guidance also amends the current other-than-temporary impairment model for available-for-sale debt securities. The new guidance will require the Company to record an allowance for estimated credit losses on available-for-sale securities when the fair value of the security is below the amortized cost of the asset. Additionally, the guidance expands the disclosure requirements related to the Company’s assumptions, models, and methods for estimating the allowance for credit losses. The guidance will be effective for the Company’s financial statements that include periods beginning January 1, 2020. Early adoption is permitted beginning January 1, 2019. The new standard will be applied using a modified retrospective approach. The Company is in the process of determining the effect of the new guidance on our financial position and consolidated results of operations.

SECURITIES

SECURITIES	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
SECURITIES	SECURITIES Securities Portfolio (Amounts in thousands) June 30, 2016 December 31, 2015 Amortized Cost Gross Unrealized Fair Value Amortized Cost Gross Unrealized Fair Value Gains Losses Gains Losses Available-for-Sale U.S. Treasury $ 372,505 $ 5,361 $ — $ 377,866 $ 322,922 $ 30 $ (1,301 ) $ 321,651 U.S. Agencies 46,274 620 — 46,894 46,504 — (406 ) 46,098 Collateralized mortgage obligations 84,849 3,381 — 88,230 97,260 2,784 (72 ) 99,972 Residential mortgage-backed securities 861,104 24,327 — 885,431 817,006 15,870 (3,021 ) 829,855 State and municipal securities 448,914 17,383 (82 ) 466,215 458,402 9,779 (391 ) 467,790 Total $ 1,813,646 $ 51,072 $ (82 ) $ 1,864,636 $ 1,742,094 $ 28,463 $ (5,191 ) $ 1,765,366 Held-to-Maturity Collateralized mortgage obligations $ 46,112 $ 30 $ (343 ) $ 45,799 $ 50,708 $ — $ (1,729 ) $ 48,979 Residential mortgage-backed securities 1,122,456 23,156 (110 ) 1,145,502 1,069,746 4,809 (4,983 ) 1,069,572 Commercial mortgage-backed securities 262,022 6,946 (22 ) 268,946 229,722 499 (2,158 ) 228,063 State and municipal securities 254 — — 254 254 — — 254 Foreign sovereign debt 500 — — 500 500 — — 500 Other securities 3,990 — (293 ) 3,697 4,353 — (480 ) 3,873 Total $ 1,435,334 $ 30,132 $ (768 ) $ 1,464,698 $ 1,355,283 $ 5,308 $ (9,350 ) $ 1,351,241 The carrying value of securities pledged to secure public deposits, FHLB advances, trust deposits, Federal Reserve Bank (“FRB”) discount window borrowing availability, securities sold under agreements to repurchase (“repurchase agreements”), derivative transactions, and standby letters of credit with counterparty banks and for other purposes as permitted or required by law totaled $850.3 million and $421.9 million at June 30, 2016 and December 31, 2015 , respectively. Of total pledged securities, securities pledged to creditors under agreements pursuant to which the collateral may be sold or re-pledged by the secured parties totaled $125.3 million and $100.2 million at June 30, 2016 and December 31, 2015 , respectively. Excluding securities issued or backed by the U.S. Government, its agencies and U.S. Government-sponsored enterprises, there were no investments in securities from one issuer that exceeded 10% of consolidated equity at June 30, 2016 or December 31, 2015 . The following table presents the fair values of securities with unrealized losses as of June 30, 2016 and December 31, 2015 . The securities presented are grouped according to the time periods during which the securities have been in a continuous unrealized loss position. Securities in Unrealized Loss Position (Amounts in thousands) Less Than 12 Months 12 Months or Longer Total Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses Fair Value Unrealized Losses As of June 30, 2016 Available-for-Sale State and municipal securities 9 $ 4,035 $ (79 ) 6 $ 1,870 $ (3 ) $ 5,905 $ (82 ) Held-to-Maturity Collateralized mortgage obligations — $ — $ — 3 $ 34,554 $ (343 ) $ 34,554 $ (343 ) Residential mortgage-backed securities — — — 4 14,339 (110 ) 14,339 (110 ) Commercial mortgage-backed securities 2 6,074 (18 ) 1 3,682 (4 ) 9,756 (22 ) Other securities 1 3,697 (293 ) — — — 3,697 (293 ) Total $ 9,771 $ (311 ) $ 52,575 $ (457 ) $ 62,346 $ (768 ) As of December 31, 2015 Available-for-Sale U.S. Treasury 11 $ 271,006 $ (1,081 ) 1 $ 25,773 $ (220 ) $ 296,779 $ (1,301 ) U.S. Agencies 3 46,098 (406 ) — — — 46,098 (406 ) Collateralized mortgage obligations 6 7,528 (72 ) — — — 7,528 (72 ) Residential mortgage-backed securities 28 243,862 (1,148 ) 5 75,533 (1,873 ) 319,395 (3,021 ) State and municipal securities 95 48,974 (353 ) 12 3,485 (38 ) 52,459 (391 ) Total $ 617,468 $ (3,060 ) $ 104,791 $ (2,131 ) $ 722,259 $ (5,191 ) Held-to-Maturity Collateralized mortgage obligations — $ — $ — 4 $ 48,979 $ (1,729 ) $ 48,979 $ (1,729 ) Residential mortgage-backed securities 48 512,395 (3,680 ) 10 57,340 (1,303 ) 569,735 (4,983 ) Commercial mortgage-backed securities 35 128,434 (1,502 ) 12 37,350 (656 ) 165,784 (2,158 ) Other securities 1 3,873 (480 ) — — — 3,873 (480 ) Total $ 644,702 $ (5,662 ) $ 143,669 $ (3,688 ) $ 788,371 $ (9,350 ) There were $54.4 million of securities with $460,000 in an unrealized loss position for greater than 12 months at June 30, 2016 . At December 31, 2015 , there were $248.5 million of securities with $5.8 million in an unrealized loss position for greater than 12 months. The Company does not consider these unrealized losses to be credit-related. These unrealized losses relate to changes in interest rates and market spreads. We do not intend to sell the securities and we do not believe it is more likely than not that we will be required to sell the investments before recovery of their amortized cost bases, which may be at maturity. We conduct a quarterly assessment of our investment portfolio to determine whether any securities are other-than-temporarily impaired. During the year ended December 31, 2015, we identified three municipal debt securities from the same issuer totaling $1.1 million , which had credit rating downgrades during the period. We determined that the difference between amortized cost and fair value was other-than-temporary and accordingly, recognized the $466,000 difference as a component of net securities gains in the consolidated statement of income. The securities were sold in January 2016 with no further losses recognized. No other securities were considered other-than-temporary impaired during the first six months of 2016. The following table presents the remaining contractual maturity of securities as of June 30, 2016 , by amortized cost and fair value. Remaining Contractual Maturity of Securities (Amounts in thousands) June 30, 2016 Available-For-Sale Held-To-Maturity Amortized Cost Fair Value Amortized Cost Fair Value U.S. Treasury, U.S. Agencies, state and municipal and foreign sovereign debt and other securities: One year or less $ 22,424 $ 22,608 $ 132 $ 132 One year to five years 550,871 560,785 622 622 Five years to ten years 255,570 267,163 3,990 3,697 After ten years 38,828 40,419 — — All other securities: Collateralized mortgage obligations 84,849 88,230 46,112 45,799 Residential mortgage-backed securities 861,104 885,431 1,122,456 1,145,502 Commercial mortgage-backed securities — — 262,022 268,946 Total $ 1,813,646 $ 1,864,636 $ 1,435,334 $ 1,464,698 The following table presents gains on securities for the three months and six months ended June 30, 2016 and 2015 . Securities Gains (Losses) (Amounts in thousands) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Proceeds from sales $ 18,764 $ 1,415 $ 45,446 $ 30,346 Gross realized gains $ 580 $ 19 $ 1,133 $ 557 Gross realized losses — (20 ) (22 ) (24 ) Net realized gains (losses) $ 580 $ (1 ) $ 1,111 $ 533 Income tax provision on net realized gains (losses) $ 223 $ — $ 428 $ 210 Refer to Note 11 for additional details of the securities available-for-sale portfolio and the related impact of unrealized gains (losses) on other comprehensive income. All non-marketable Community Reinvestment Act (“CRA”) qualified investments, totaling $54.3 million and $54.2 million at June 30, 2016 and December 31, 2015 , respectively, are recorded in other assets on the consolidated statements of financial condition.

LOANS AND CREDIT QUALITY

LOANS AND CREDIT QUALITY	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
LOANS	LOANS AND CREDIT QUALITY The following loan portfolio and credit quality disclosures exclude covered loans. Covered loans represent loans acquired through a Federal Deposit Insurance Corporation (“FDIC”) assisted transaction that are subject to a loss share agreement and are presented separately in the consolidated statements of financial condition. Refer to the “Covered Assets” section in this footnote for further information regarding covered loans. Loan Portfolio (Amounts in thousands) June 30, December 31, Commercial and industrial $ 7,141,069 $ 6,747,389 Commercial - owner-occupied commercial real estate 1,889,400 1,888,238 Total commercial 9,030,469 8,635,627 Commercial real estate 2,860,618 2,629,873 Commercial real estate - multi-family 787,792 722,637 Total commercial real estate 3,648,410 3,352,510 Construction 552,183 522,263 Residential real estate 497,709 461,412 Home equity 127,967 129,317 Personal 179,070 165,346 Total loans $ 14,035,808 $ 13,266,475 Net deferred loan fees and unamortized discount and premium on loans, included as a reduction in total loans $ 52,594 $ 48,009 Overdrawn demand deposits included in total loans $ 6,400 $ 2,654 We primarily lend to businesses and consumers in the market areas in which we have physical locations. We seek to diversify our loan portfolio by loan type, industry, and borrower. Loans Held-For-Sale (Amounts in thousands) June 30, December 31, Mortgage loans held-for-sale (1) $ 28,926 $ 35,704 Other loans held-for-sale (2) 32,434 73,094 Total loans held-for-sale $ 61,360 $ 108,798 (1) Comprised of residential mortgage loan originations intended to be sold in the secondary market. The Company accounts for these loans under the fair value option. Refer to Note 17 for additional information regarding mortgage loans held-for-sale. (2) Amounts at June 30, 2016 and December 31, 2015 , represent commercial, commercial real estate and construction loans carried at the lower of aggregate cost or fair value, including one nonaccrual loan totaling $358,000 and $667,000 at June 30, 2016 and December 31, 2015 , respectively. Generally, the Company intends to sell these loans within 30-60 days from the date the intent to sell was established. Carrying Value of Loans Pledged (Amounts in thousands) June 30, December 31, Loans pledged to secure outstanding borrowings or availability: FRB discount window borrowings (1) $ 503,261 $ 440,023 FHLB advances (2) 4,109,251 4,133,942 Total $ 4,612,512 $ 4,573,965 (1) No borrowings were outstanding at June 30, 2016 and December 31, 2015 . (2) Refer to Notes 8 and 9 for additional information regarding FHLB advances. Loan Portfolio Aging (Amounts in thousands) Delinquent Current 30 – 59 Days Past Due 60 – 89 Days Past Due 90 Days Past Due and Accruing Total Accruing Loans Nonaccrual Total Loans As of June 30, 2016 Commercial $ 8,978,210 $ 3,675 $ 82 $ — $ 8,981,967 $ 48,502 $ 9,030,469 Commercial real estate 3,630,701 — 9,976 — 3,640,677 7,733 3,648,410 Construction 552,183 — — — 552,183 — 552,183 Residential real estate 493,081 — 635 — 493,716 3,993 497,709 Home equity 122,652 129 — — 122,781 5,186 127,967 Personal 179,035 23 2 — 179,060 10 179,070 Total loans $ 13,955,862 $ 3,827 $ 10,695 $ — $ 13,970,384 $ 65,424 $ 14,035,808 As of December 31, 2015 Commercial $ 8,595,150 $ 6,641 $ 1,042 $ — $ 8,602,833 $ 32,794 $ 8,635,627 Commercial real estate 3,343,714 — 295 — 3,344,009 8,501 3,352,510 Construction 522,263 — — — 522,263 — 522,263 Residential real estate 455,764 613 273 — 456,650 4,762 461,412 Home equity 121,580 66 — — 121,646 7,671 129,317 Personal 165,188 132 5 — 165,325 21 165,346 Total loans $ 13,203,659 $ 7,452 $ 1,615 $ — $ 13,212,726 $ 53,749 $ 13,266,475 Impaired Loans Impaired loans consist of nonaccrual loans (which include nonaccrual troubled debt restructurings (“TDRs”)) and loans classified as accruing TDRs. A loan is considered impaired when, based on current information and events, either (i) management believes that it is probable that we will be unable to collect all amounts due (both principal and interest) according to the original contractual terms of the loan agreement, or (ii) it has been classified as a TDR due to providing a concession to a borrower that is inconsistent with the risk profile. The following two tables present our recorded investment in impaired loans outstanding by product segment, including our recorded investment in impaired loans, which represents the principal amount outstanding, net of unearned income, deferred loan fees and costs, and any direct principal charge-offs. Impaired Loans (Amounts in thousands) Unpaid Contractual Principal Balance Recorded Investment With No Specific Reserve Recorded Investment With Specific Reserve Total Recorded Investment Specific Reserve As of June 30, 2016 Commercial $ 92,409 $ 57,216 $ 31,798 $ 89,014 $ 6,734 Commercial real estate 7,733 2,710 5,023 7,733 757 Construction 143 143 — 143 — Residential real estate 4,134 — 3,993 3,993 303 Home equity 7,839 3,103 4,605 7,708 598 Personal 10 — 10 10 1 Total impaired loans $ 112,268 $ 63,172 $ 45,429 $ 108,601 $ 8,393 As of December 31, 2015 Commercial $ 49,912 $ 27,300 $ 20,020 $ 47,320 $ 4,458 Commercial real estate 14,150 2,085 6,416 8,501 1,156 Residential real estate 4,950 — 4,762 4,762 539 Home equity 10,071 2,626 7,065 9,691 1,106 Personal 21 — 21 21 3 Total impaired loans $ 79,104 $ 32,011 $ 38,284 $ 70,295 $ 7,262 Average Recorded Investment and Interest Income Recognized on Impaired Loans (1) (Amounts in thousands) 2016 2015 Average Interest Average Interest Three Months Ended June 30 Commercial $ 75,415 $ 502 $ 59,380 $ 316 Commercial real estate 8,195 — 14,823 10 Construction 36 1 — — Residential real estate 4,009 — 4,454 — Home equity 7,652 31 12,714 24 Personal 14 — 248 — Total $ 95,321 $ 534 $ 91,619 $ 350 Six Months Ended June 30 Commercial $ 63,061 $ 822 $ 55,791 $ 500 Commercial real estate 8,359 — 16,359 13 Construction 20 1 — — Residential real estate 4,093 — 4,676 — Home equity 8,111 58 13,094 46 Personal 33 — 300 — Total $ 83,677 $ 881 $ 90,220 $ 559 (1) Represents amounts while classified as impaired for the periods presented. Credit Quality Indicators We attempt to mitigate risk through loan structure, collateral, monitoring, and other credit risk management controls. We have adopted an internal risk rating policy in which each loan is rated for credit quality with a numerical rating of 1 through 8 . Loans rated 5 and better ( 1 - 5 ratings, inclusive) are considered “pass” rated credits that we believe exhibit acceptable financial performance, cash flow, and leverage. Credits rated 6 are performing in accordance with contractual terms but are considered “special mention” as they demonstrate potential weakness that, if left unresolved, may result in deterioration in our credit position and/or the repayment prospects for the credit. Borrowers rated special mention may exhibit adverse operating trends, high leverage, tight liquidity or other credit concerns. Loans rated 7 may be classified as either accruing (“potential problem”) or nonaccrual (“nonperforming”). Potential problem loans, like special mention, are loans that are performing in accordance with contractual terms, but for which management has some level of concern (greater than that of special mention loans) about the ability of the borrowers to meet existing repayment terms in future periods. Potential problem loans continue to accrue interest but the ultimate collection of these loans in full is a risk due to the same conditions that characterize a 6 -rated credit. These credits may also have somewhat increased risk profiles as a result of the current net worth and/or paying capacity of the obligor or guarantors or a declining value of the collateral pledged. These loans generally have a well-defined weakness that may jeopardize collection of the debt and are characterized by the distinct possibility that we may sustain some loss if the deficiencies are not resolved. Although these loans are generally identified as potential problem loans and require additional attention by management, they may never become nonperforming. Nonperforming loans include nonaccrual loans risk-rated 7 or 8 and have all the weaknesses inherent in a 7 -rated potential problem loan with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently-existing facts, conditions and values, a more remote possibility. Special mention, potential problem and nonperforming loans are reviewed, at a minimum, on a quarterly basis, while all other rated credits over a certain dollar threshold, depending on loan type, are reviewed annually or more frequently as the circumstances warrant. Credit Quality Indicators (Dollars in thousands) Special Mention % of Portfolio Loan Type Potential Problem Loans % of Portfolio Loan Type Non- Performing Loans % of Portfolio Loan Type Total Loans As of June 30, 2016 Commercial $ 145,781 1.6 $ 92,768 1.0 $ 48,502 0.5 $ 9,030,469 Commercial real estate 500 * 117 * 7,733 0.2 3,648,410 Construction 143 * — — — — 552,183 Residential real estate 7,140 1.4 5,091 1.0 3,993 0.8 497,709 Home equity 568 0.4 816 0.6 5,186 4.1 127,967 Personal 559 0.3 25 * 10 * 179,070 Total $ 154,691 1.1 $ 98,817 0.7 $ 65,424 0.5 $ 14,035,808 As of December 31, 2015 Commercial $ 85,217 1.0 $ 124,654 1.4 $ 32,794 0.4 $ 8,635,627 Commercial real estate 27,580 0.8 121 * 8,501 0.3 3,352,510 Construction — — — — — — 522,263 Residential real estate 5,988 1.3 5,031 1.1 4,762 1.0 461,412 Home equity 623 0.5 2,451 1.9 7,671 5.9 129,317 Personal 620 0.4 141 0.1 21 * 165,346 Total $ 120,028 0.9 $ 132,398 1.0 $ 53,749 0.4 $ 13,266,475 * Less than 0.1% Troubled Debt Restructured Loans Troubled Debt Restructured Loans Outstanding (Amounts in thousands) June 30, 2016 December 31, 2015 Accruing Nonaccrual (1) Accruing Nonaccrual (1) Commercial $ 40,512 $ 35,838 $ 14,526 $ 25,034 Commercial real estate — 7,331 — 7,619 Construction 143 — — — Residential real estate — — — 1,341 Home equity 2,522 4,434 2,020 5,177 Personal — 1,303 — — Total $ 43,177 $ 48,906 $ 16,546 $ 39,171 (1) Included in nonperforming loans. At June 30, 2016 and December 31, 2015 , credit commitments to lend additional funds to debtors whose loan terms have been modified in a TDR (both accruing and nonaccruing) totaled $17.7 million and $9.7 million , respectively. The following table presents the type of modification for loans that have been restructured and the post-modification recorded investment during the three months and six months ended June 30, 2016 and 2015 . Additions to Troubled Debt Restructurings During the Period (Dollars in thousands) Three Months Ended June 30, Extension of Maturity Date (1) Other Concession (2) Total Number of Loans Balance Number of Loans Balance Number of Loans Balance 2016 Accruing: Commercial 3 $ 2,253 2 $ 19,514 5 $ 21,767 Home equity — — 2 538 2 538 Nonaccruing: Commercial — — 4 13,811 4 13,811 Residential real estate — — 1 129 1 129 Total accruing and nonaccruing additions 3 $ 2,253 9 $ 33,992 12 $ 36,245 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 3,631 2015 Accruing: Commercial 4 $ 13,134 — $ — 4 $ 13,134 Home equity 1 346 — — 1 346 Nonaccruing: Commercial 4 2,583 1 2,107 5 4,690 Home equity 3 165 — — 3 165 Total accruing and nonaccruing additions 12 $ 16,228 1 $ 2,107 13 $ 18,335 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 286 (1) Extension of maturity date also includes loans renewed at an existing rate of interest that is considered a below market rate for that particular loan’s risk profile. (2) Other concessions primarily include interest rate reductions, loan increases or deferrals of principal. Additions to Troubled Debt Restructurings During the Period (Continued) (Dollars in thousands) Six Months Ended June 30, Extension of Maturity Date (1) Other Concession (2) Total Number of Loans Balance Number of Loans Balance Number of Loans Balance 2016 Accruing: Commercial 3 $ 2,253 4 $ 34,741 7 $ 36,994 Home equity — — 2 538 2 538 Nonaccruing: Commercial 2 762 4 13,811 6 14,573 Commercial real estate 1 77 1 691 2 768 Residential real estate — — 2 202 2 202 Home equity — — 2 124 2 124 Total accruing and nonaccruing additions 6 $ 3,092 15 $ 50,107 21 $ 53,199 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 3,631 2015 Accruing: Commercial 5 $ 15,528 — $ — 5 $ 15,528 Home equity 1 346 — — 1 346 Nonaccruing: Commercial 4 2,583 2 2,773 6 5,356 Commercial real estate 2 1,660 1 3,773 3 5,433 Home equity 3 165 2 77 5 242 Total accruing and nonaccruing additions 15 $ 20,282 5 $ 6,623 20 $ 26,905 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 380 (1) Extension of maturity date also includes loans renewed at an existing rate of interest that is considered a below market rate for that particular loan’s risk profile. (2) Other concessions primarily include interest rate reductions, loan increases or deferrals of principal. At the time an accruing loan becomes modified and meets the definition of a TDR, it is considered impaired and no longer included as part of the general loan loss reserve population. However, our general reserve methodology considers the amount and product type of the TDRs removed as a proxy for potentially heightened risk in the portfolio when establishing final reserve requirements. As impaired loans, TDRs (both accruing and nonaccruing) are evaluated for impairment at the end of each quarter with a specific valuation reserve created, or adjusted (either individually or as part of a pool), if necessary, as a component of the allowance for loan losses. Our allowance for loan losses included $7.4 million and $3.9 million in specific reserves for nonaccrual TDRs at June 30, 2016 , and December 31, 2015 , respectively. During the six months ended June 30, 2016 , a single commercial loan totaling $4.1 million became nonperforming with 12 months of being modified as an accruing TDR. During the six months ended June 30, 2015 , there were no loans that became nonperforming within 12 months of being modified as an accruing TDR. A loan typically becomes nonperforming and placed on nonaccrual status when the principal or interest payments are 90 days past due based on contractual terms or when an individual analysis of a borrower’s creditworthiness indicates a loan should be placed on nonaccrual status earlier than the 90-day past due date. Other Real Estate Owned (“OREO”) The following table presents the composition of property acquired as a result of borrower defaults on loans secured by real property. OREO Composition (Amounts in thousands) June 30, December 31, Single-family homes $ 1,832 $ 1,878 Land parcels 1,458 1,760 Multi-family 391 598 Office/industrial 1,679 1,779 Retail 9,172 1,258 Total OREO properties $ 14,532 $ 7,273 The recorded investment in consumer mortgage loans secured by residential real estate properties for which foreclosure proceedings are in process totaled $1.2 million at June 30, 2016 and $3.0 million at December 31, 2015 . Covered Assets Covered assets represent acquired residential mortgage loans and foreclosed real estate covered under a loss share agreement with the FDIC and include an indemnification receivable representing the present value of the expected reimbursement from the FDIC related to expected losses on the acquired loans and foreclosed real estate under such agreement. The loss share agreement will expire on September 30, 2019. The carrying amount of covered assets is presented in the following table. Covered Assets (Amounts in thousands) June 30, December 31, Residential mortgage loans (1) $ 23,082 $ 24,717 Foreclosed real estate - single-family homes 485 530 Estimated loss reimbursement by the FDIC 1,584 1,707 Total covered assets 25,151 26,954 Allowance for covered loan losses (5,525 ) (5,712 ) Net covered assets $ 19,626 $ 21,242 (1) Includes $218,000 and $257,000 of purchased credit-impaired loans as of June 30, 2016 and December 31, 2015 , respectively. The recorded investment in residential mortgage loans secured by residential real estate properties for which foreclosure proceedings are in process totaled $640,000 and $775,000 at June 30, 2016 and December 31, 2015 , respectively.

ALLOWANCE FOR LOAN LOSSES AND R

ALLOWANCE FOR LOAN LOSSES AND RESERVE FOR UNFUNDED COMMITMENTS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
ALLOWANCE FOR LOAN LOSSES AND RESERVE FOR UNFUNDED COMMITMENTS	ALLOWANCE FOR LOAN LOSSES AND RESERVE FOR UNFUNDED COMMITMENTS The following allowance and credit quality disclosures exclude covered loans. Refer to Note 4 for a discussion regarding covered loans. Allowance for Loan Losses and Recorded Investment in Loans (Amounts in thousands) Three Months Ended June 30, Commercial Commercial Real Estate Construction Residential Real Estate Home Equity Personal Total 2016 Allowance for Loan Losses: Balance at beginning of period $ 120,688 $ 29,957 $ 4,931 $ 4,043 $ 3,426 $ 2,311 $ 165,356 Loans charged-off (2,838 ) (13 ) — (33 ) (34 ) (17 ) (2,935 ) Recoveries on loans previously charged-off 66 449 13 20 65 11 624 Net (charge-offs) recoveries (2,772 ) 436 13 (13 ) 31 (6 ) (2,311 ) Provision (release) for loan losses 4,392 687 1,225 (216 ) (455 ) (63 ) 5,570 Balance at end of period $ 122,308 $ 31,080 $ 6,169 $ 3,814 $ 3,002 $ 2,242 $ 168,615 Ending balance, loans individually evaluated for impairment (1) $ 6,734 $ 757 $ — $ 303 $ 598 $ 1 $ 8,393 Ending balance, loans collectively evaluated for impairment $ 115,574 $ 30,323 $ 6,169 $ 3,511 $ 2,404 $ 2,241 $ 160,222 Recorded Investment in Loans: Ending balance, loans individually evaluated for impairment (1) $ 89,014 $ 7,733 $ 143 $ 3,993 $ 7,708 $ 10 $ 108,601 Ending balance, loans collectively evaluated for impairment 8,941,455 3,640,677 552,040 493,716 120,259 179,060 13,927,207 Total recorded investment in loans $ 9,030,469 $ 3,648,410 $ 552,183 $ 497,709 $ 127,967 $ 179,070 $ 14,035,808 2015 Allowance for Loan Losses: Balance at beginning of period $ 108,873 $ 31,606 $ 4,026 $ 5,223 $ 4,588 $ 2,294 $ 156,610 Loans charged-off (2,921 ) (98 ) — (194 ) — (28 ) (3,241 ) Recoveries on loans previously charged-off 984 272 164 47 73 86 1,626 Net (charge-offs) recoveries (1,937 ) 174 164 (147 ) 73 58 (1,615 ) Provision (release) for loan losses 6,208 (3,570 ) (374 ) 181 (46 ) (343 ) 2,056 Balance at end of period $ 113,144 $ 28,210 $ 3,816 $ 5,257 $ 4,615 $ 2,009 $ 157,051 Ending balance, loans individually evaluated for impairment (1) $ 2,889 $ 2,102 $ — $ 606 $ 1,865 $ 6 $ 7,468 Ending balance, loans collectively evaluated for impairment $ 110,255 $ 26,108 $ 3,816 $ 4,651 $ 2,750 $ 2,003 $ 149,583 Recorded Investment in Loans: Ending balance, loans individually evaluated for impairment (1) $ 62,777 $ 13,441 $ — $ 4,116 $ 12,902 $ 24 $ 93,260 Ending balance, loans collectively evaluated for impairment 8,383,448 2,981,091 371,096 411,710 124,559 178,117 12,450,021 Total recorded investment in loans $ 8,446,225 $ 2,994,532 $ 371,096 $ 415,826 $ 137,461 $ 178,141 $ 12,543,281 (1) Refer to Note 4 for additional information regarding impaired loans. Allowance for Loan Losses (Amounts in thousands) Six Months Ended June 30, Commercial Commercial Real Estate Construction Residential Real Estate Home Equity Personal Total 2016 Balance at beginning of year $ 117,619 $ 27,610 $ 5,441 $ 4,239 $ 3,744 $ 2,083 $ 160,736 Loans charged-off (2,916 ) (1,510 ) — (517 ) (226 ) (167 ) (5,336 ) Recoveries on loans previously charged-off 253 745 32 39 99 41 1,209 Net (charge-offs) recoveries (2,663 ) (765 ) 32 (478 ) (127 ) (126 ) (4,127 ) Provision (release) for loan losses 7,352 4,235 696 53 (615 ) 285 12,006 Balance at end of period $ 122,308 $ 31,080 $ 6,169 $ 3,814 $ 3,002 $ 2,242 $ 168,615 2015 Balance at beginning of year $ 103,462 $ 31,838 $ 4,290 $ 5,316 $ 4,924 $ 2,668 $ 152,498 Loans charged-off (5,123 ) (985 ) — (231 ) (371 ) (38 ) (6,748 ) Recoveries on loans previously charged-off 1,495 870 183 104 143 959 3,754 Net (charge-offs) recoveries (3,628 ) (115 ) 183 (127 ) (228 ) 921 (2,994 ) Provision (release) for loan losses 13,310 (3,513 ) (657 ) 68 (81 ) (1,580 ) 7,547 Balance at end of period $ 113,144 $ 28,210 $ 3,816 $ 5,257 $ 4,615 $ 2,009 $ 157,051 Reserve for Unfunded Commitments (1) (Amounts in thousands) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Balance at beginning of period $ 12,354 $ 12,650 $ 11,759 $ 12,274 Provision for unfunded commitments 1,375 507 1,970 883 Balance at end of period $ 13,729 $ 13,157 $ 13,729 $ 13,157 Unfunded commitments, excluding covered assets, at period end $ 6,442,994 $ 6,003,609 (1) Unfunded commitments include commitments to extend credit, standby letters of credit and commercial letters of credit. Unfunded commitments related to covered assets are excluded as they are covered under a loss share agreement with the FDIC. Refer to Note 16 for additional details of commitments to extend credit, standby letters of credit and commercial letters of credit.	[1]
[1]	Refer to Note 4 for additional information regarding impaired loans.

GOODWILL AND OTHER INTANGIBLE A

GOODWILL AND OTHER INTANGIBLE ASSETS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
GOODWILL AND OTHER INTANGIBLE ASSETS	GOODWILL AND OTHER INTANGIBLE ASSETS Carrying Amount of Goodwill by Operating Segment (Amounts in thousands) June 30, December 31, 2015 Banking $ 81,755 $ 81,755 Asset management 12,286 12,286 Total goodwill $ 94,041 $ 94,041 Goodwill is not amortized but, instead, is subject to impairment tests at least on an annual basis or more often if events or circumstances occur that would indicate it is more likely than not that the fair value of a reporting unit is below its carrying value. Our annual goodwill impairment test was performed as of October 31, 2015 , and it was determined no impairment existed as of that date nor are we aware of any events or circumstances that would indicate goodwill is impaired at June 30, 2016 . There were no impairment charges for goodwill recorded in 2015 . Our annual goodwill test will be completed during fourth quarter 2016 . We have other intangible assets capitalized on the consolidated statements of financial condition in the form of core deposit premiums and client relationships. These intangible assets are being amortized over their estimated useful lives, which range from 8 to 12 years . We review other intangible assets for possible impairment whenever events or changes in circumstances indicate that carrying amounts may not be recoverable. During the six months ended June 30, 2016 , there were no events or circumstances that we believe indicate there may be impairment of other intangible assets, and no impairment charges for other intangible assets were recorded for the six months ended June 30, 2016 . Other Intangible Assets (Dollars in thousands) Six Months Ended June 30, 2016 Year Ended December 31, 2015 Core deposit intangibles: Gross carrying amount $ 12,378 $ 18,093 Accumulated amortization 10,423 15,140 Net carrying amount $ 1,955 $ 2,953 Amortization during the period $ 998 $ 2,270 Weighted average remaining life (in years) 1.0 1.5 Client relationships: Gross carrying amount $ 1,459 $ 2,002 Accumulated amortization 1,065 1,525 Net carrying amount $ 394 $ 477 Amortization during the period $ 83 $ 185 Weighted average remaining life (in years) 4.6 5.1 Scheduled Amortization of Other Intangible Assets (Amounts in thousands) Total Year Ended December 31, 2016 - remaining six months $ 1,080 2017 1,125 2018 98 2019 28 2020 15 2021 and thereafter 3 Total $ 2,349

DEPOSITS DEPOSITS

DEPOSITS DEPOSITS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
DEPOSITS	DEPOSITS Summary of Deposits (Amounts in thousands) June 30, December 31, Noninterest-bearing demand deposits $ 4,511,893 $ 4,355,700 Interest-bearing demand deposits 1,781,308 1,503,372 Savings deposits 393,344 377,191 Money market accounts 5,509,072 5,919,252 Time deposits (1) 2,361,777 2,190,077 Total deposits $ 14,557,394 $ 14,345,592 (1) Time deposits with a minimum denomination of $250,000 totaled $1.3 billion at June 30, 2016 and December 31, 2015 . Scheduled Maturities of Time Deposits (Amounts in thousands) Total Year Ended December 31, 2016: Third quarter $ 628,900 Fourth quarter 322,559 2017 813,883 2018 184,324 2019 117,527 2020 206,244 2021 and thereafter 88,340 Total $ 2,361,777 Maturities of Time Deposits of $100,000 or More (Amounts in thousands) June 30, Maturing within 3 months $ 583,223 After 3 but within 6 months 283,985 After 6 but within 12 months 450,683 After 12 months 743,828 Total $ 2,061,719

SHORT-TERM BORROWINGS

SHORT-TERM BORROWINGS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
SHORT-TERM BORROWINGS	SHORT-TERM BORROWINGS Summary of Short-Term Borrowings (Dollars in thousands) June 30, 2016 December 31, 2015 Amount Rate Amount Rate Outstanding: Repurchase agreements $ 409,269 0.67 % $ — — % FHLB advances 875,000 0.25 % 370,000 0.16 % Other borrowings 931 0.18 % 250 0.20 % Secured borrowings 2,734 4.00 % 2,217 4.00 % Total short-term borrowings $ 1,287,934 $ 372,467 Unused Availability: Federal funds (1) $ 580,500 $ 630,500 FRB discount window primary credit program (2) 438,177 384,419 FHLB advances (3) 1,322,077 1,481,102 Revolving line of credit 60,000 60,000 (1) Our total availability of overnight Federal fund (“Fed funds”) borrowings is not a committed line of credit and is dependent upon lender availability. (2) Our borrowing capacity changes each quarter subject to available collateral and FRB discount factors. (3) As a member of the FHLB Chicago, the Bank has access to borrowing capacity which is subject to change based on the availability of acceptable collateral to pledge and the level of our investment in FHLB Chicago stock. At June 30, 2016 , our borrowing capacity was $2.2 billion , of which $1.3 billion is available, subject to making the required additional investment in FHLB Chicago stock. Borrowings with maturities of one year or less are classified as short-term. Repurchase Agreements - Repurchase agreements are agreements to sell securities subject to an obligation to repurchase the same or similar securities. Securities sold under agreements to repurchase are treated as a financing, and the obligations to repurchase securities sold are reflected as a liability in the consolidated statements of financial condition. Repurchase agreements generally mature within 1 to 90 days from the transaction date. At June 30, 2016, the repurchase agreement obligation had a remaining contractual maturity of 12 days and was collateralized by $433.6 million of residential mortgage-backed securities, which were held in custody by third parties. The securities underlying the agreements remain in their respective accounts while pledged as collateral to our counter-party. The Company may be required to provide additional collateral based on the fair value of the underlying securities. The Company is therefore exposed to the risks that impact the fair value of its pledged securities, including interest rate movements, market liquidity, and credit events. As of June 30, 2016, there were no amounts at risk under repurchase agreements with any individual counterparty or group of counterparties that exceeded 10% of stockholders' equity. FHLB Advances - At June 30, 2016 , FHLB advances total $925.0 million , consisting of $875.0 million in short-term borrowings, and $50.0 million classified as long-term debt. Qualifying residential, multi-family and commercial real estate (“CRE”) loans, home equity lines of credit, and residential mortgage-backed securities are pledged as collateral to secure current outstanding balances and additional borrowing availability. Other Borrowings - At June 30, 2016, other borrowings consists of cash received by counterparty in excess of derivative liability and the Company’s obligation to a third party bank under a commercial credit card servicing arrangement. At December 31, 2016, other borrowings represents cash received by counterparty in excess of derivative liability. Secured Borrowings - Secured borrowings represent amounts related to certain loan participation agreements on loans we originated that were classified as secured borrowings because they did not qualify for sale accounting treatment. A corresponding amount is recorded within loans on the consolidated statements of financial condition. Revolving Line of Credit - The Company has a 364-day revolving line of credit (the “Facility”) with a group of commercial banks allowing borrowing of up to $60.0 million , and maturing on September 23, 2016 . The interest rate applied to borrowings under the Facility will be elected by the Company at the time an advance is made; interest rate elections include either 30-day or 90-day LIBOR plus 1.75% or Prime minus 0.50% at the time the advance is made. Any amounts outstanding under the Facility upon or before maturity may be converted, at the Company’s option, to an amortizing term loan, with the balance of such loan due September 24, 2018 . At June 30, 2016 , no amounts have been drawn on the Facility.

LONG-TERM DEBT Long-Term Debt

LONG-TERM DEBT Long-Term Debt	6 Months Ended
	Jun. 30, 2016
Long-term Debt, Unclassified [Abstract]
Long-Term Debt	LONG-TERM DEBT Long-Term Debt (Dollars in thousands) Rate Type Current Rate Maturity June 30, December 31, Parent Company: Junior Subordinated Debentures (1) Bloomfield Hills Statutory Trust I Floating, three-month LIBOR + 2.65% 3.31% 2034 $ 8,248 $ 8,248 PrivateBancorp Statutory Trust II Floating, three-month LIBOR + 1.71% 2.36% 2035 51,547 51,547 PrivateBancorp Statutory Trust III Floating, three-month LIBOR + 1.50% 2.15% 2035 41,238 41,238 PrivateBancorp Statutory Trust IV (2) Fixed 10.00% 2068 66,596 66,576 Subordinated debt facility (3)(4) Fixed 7.125% 2042 120,633 120,606 Subtotal $ 288,262 $ 288,215 Subsidiaries: FHLB advances Floating, FHLBC overnight discount note index + 0.065% $ — $ 350,000 FHLB advances (5)(6) Fixed 3.58% - 4.68% 2019 50,000 50,000 Total long-term debt $ 338,262 $ 688,215 (1) Under the final regulatory capital rules issued in July 2013, these instruments are grandfathered for inclusion as a component of Tier 1 capital, although the Tier 1 capital treatment for these instruments could be subject to phase-out in the event we were to make certain acquisitions. Furthermore, upon completion of our pending merger with CIBC, we do not expect the outstanding trust preferred securities to continue to qualify as Tier 1 capital under FRB regulations as currently in effect. (2) Net of deferred financing costs of $2.2 million at June 30, 2016 and December 31, 2015 . (3) Net of deferred financing costs of $4.4 million at June 30, 2016 and December 31, 2015 . (4) Qualifies as Tier 2 capital for regulatory capital purposes. (5) Weighted average interest rate was 3.75% at both June 30, 2016 and December 31, 2015 . (6) Amounts reported at June 30, 2016 and December 31, 2015 include three long-term advances totaling $45.0 million with a weighted average interest rate of 3.66% . The advances provide for a one-time option, two years from the issuance date, to increase the amount outstanding up to $150.0 million each at the same fixed rate as the original advance. The advances include a prepayment feature and are subject to a prepayment fee. The $167.6 million in junior subordinated debentures presented in the table above were issued to four separate wholly-owned trusts for the purpose of issuing Company-obligated mandatorily redeemable trust preferred securities. Refer to Note 10 for further information on the nature and terms of these and previously issued debentures. At June 30, 2016 , outstanding long-term FHLB advances were secured by qualifying residential, multi-family, CRE, and home equity lines of credit. From time to time, we may pledge eligible real estate mortgage-backed securities to support additional borrowings. We reclassify long-term debt to short-term borrowings when the remaining maturity becomes less than one year. In second quarter 2016, $350.0 million in FHLB long-term advances were reclassified to short-term borrowings. Scheduled Maturities of Long-Term Debt (Amounts in thousands) Total Year Ended December 31, 2019 $ 50,000 2021 and thereafter 288,262 Total $ 338,262

JUNIOR SUBORDINATED DEFERRABLE

JUNIOR SUBORDINATED DEFERRABLE INTEREST DEBENTURES HELD BY TRUSTS THAT ISSUED TRUST PREFERRED SECURITIES	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
JUNIOR SUBORDINATED DEFERRABLE INTEREST DEBENTURES HELD BY TRUSTS THAT ISSUED TRUST PREFERRED SECURITIES	JUNIOR SUBORDINATED DEFERRABLE INTEREST DEBENTURES HELD BY TRUSTS THAT ISSUED TRUST PREFERRED SECURITIES As of June 30, 2016 , we sponsored and wholly owned 100% of the common equity of four trusts that were formed for the purpose of issuing mandatorily redeemable trust preferred securities (“Trust Preferred Securities”) to third-party investors and investing the proceeds from the sale of the Trust Preferred Securities solely in a series of junior subordinated debentures of the Company (“Debentures”). The Debentures held by the trusts, which in aggregate totaled $167.6 million , net of deferred financing costs, at June 30, 2016 , are the sole assets of each respective trust. Our obligations under the Debentures and related documents constitute a full and unconditional guarantee by the Company on a subordinated basis of all payments on the Trust Preferred Securities. We currently have the right to redeem, in whole or in part, subject to any required regulatory approval, all or any series of the Debentures at a redemption price of 100% of the principal amount plus accrued and unpaid interest. The repayment, redemption or repurchase of any of the Debentures would be subject to the terms of the applicable indenture and result in a corresponding repayment, redemption or repurchase of an equivalent amount of the related series of Trust Preferred Securities. Any redemption of the 10% Debentures held by the PrivateBancorp Capital Trust IV also would be subject to the terms of the replacement capital covenant described below. In connection with the issuance in 2008 of the 10% Debentures, which rank junior to the other Debentures, we entered into a replacement capital covenant that relates to the redemption of the 10% Debentures and the related Trust Preferred Securities. Under the replacement capital covenant, as amended in October 2012, we committed, for the benefit of certain debt holders, that we would not repay, redeem or repurchase the 10% Debentures or the related Trust Preferred Securities prior to June 2048 unless we have (1) obtained any required regulatory approval, and (2) raised certain amounts of qualifying equity or equity-like replacement capital at any time after October 10, 2012. The replacement capital covenant benefits holders of our “covered debt” as specified under the terms of the replacement capital covenant. Currently, under the replacement capital covenant, the “covered debt” is the Debentures held by PrivateBancorp Statutory Trust II. In the event that the Company’s 7.125% subordinated debentures due 2042 are designated as or become the covered debt under the replacement capital covenant, the terms of such debentures provide that the Company is authorized to terminate the replacement capital covenant without any further action or payment. We may amend or terminate the replacement capital covenant in certain circumstances without the consent of the holders of the covered debt. Under current accounting rules, the trusts qualify as variable interest entities for which we are not the primary beneficiary and therefore are ineligible for consolidation in our financial statements. The Debentures issued by us to the trusts are included in our consolidated statements of financial condition as “long-term debt” with the corresponding interest distributions recorded as interest expense. The common shares issued by the trusts and held by us are included in other assets in our consolidated statements of financial condition with the related dividend distributions recorded in other non-interest income. Common Securities, Preferred Securities, and Related Debentures (Dollars in thousands) Common Securities Issued Trust Preferred Securities Issued (1) Principal Amount of Debentures (1) Issuance Date Coupon Rate (2) Maturity June 30, Bloomfield Hills Statutory Trust I May 2004 $ 248 $ 8,000 3.31 % June 2034 $ 8,248 PrivateBancorp Statutory Trust II June 2005 1,547 50,000 2.36 % Sept. 2035 51,547 PrivateBancorp Statutory Trust III Dec. 2005 1,238 40,000 2.15 % Dec. 2035 41,238 PrivateBancorp Capital Trust IV May 2008 5 68,750 10.00 % June 2068 66,596 (3 ) Total $ 3,038 $ 166,750 $ 167,629 (1) The Trust Preferred Securities accrue distributions at a rate equal to the interest rate on, and have a redemption date identical to the maturity date of, the corresponding Debentures. The Trust Preferred Securities are subject to mandatory redemption upon repayment of the Debentures at maturity or upon earlier redemption. (2) Reflects the coupon rate in effect at June 30, 2016 . The coupon rate for Bloomfield Hills Statutory Trust I is a variable rate and is based on three-month LIBOR plus 2.65% . The coupon rates for PrivateBancorp Statutory Trusts II and III are at a variable rate based on three-month LIBOR plus 1.71% for Trust II and three-month LIBOR plus 1.50% for Trust III. The coupon rate for PrivateBancorp Capital Trust IV is fixed. Distributions on all Trust Preferred Securities are payable quarterly. We have the right to defer payment of interest on the Debentures at any time or from time to time for a period not exceeding ten years, in the case of the Debentures held by Trust IV, and five years, in the case of all other Debentures, without causing an event of default under the related indenture, provided no extension period may extend beyond the stated maturity of the Debentures. During such extension period, distributions on the trust preferred securities would also be deferred, and our ability to pay dividends on our common stock would generally be prohibited. The Federal Reserve has the ability to prevent interest payments on the Debentures. (3) Net of deferred financing costs of $2.2 million at June 30, 2016 .

EQUITY

EQUITY	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
EQUITY	EQUITY Capital Stock At June 30, 2016 and December 31, 2015 , the Company had authority to issue 180 million shares of capital stock, consisting of one million shares of preferred stock, five million shares of non-voting common stock and 174 million shares of voting common stock. At June 30, 2016 and December 31, 2015 , no shares of preferred stock or non-voting common stock were issued or outstanding. The Company had 79.5 million shares of voting common stock issued and outstanding at June 30, 2016 and 79.1 million shares issued and outstanding at December 31, 2015 . The Company reissues treasury stock, when available, or new shares to fulfill its obligation to issue shares granted pursuant to the share-based compensation plans. Treasury shares are reissued at average cost. The Company held no shares in treasury at June 30, 2016 and 2,574 in treasury at December 31, 2015 , respectively. Comprehensive Income Change in Accumulated Other Comprehensive Income (“AOCI”) by Component (Amounts in thousands) Six Months Ended June 30, 2016 2015 Unrealized Gain on Available-for-Sale Securities Accumulated Gain on Effective Cash Flow Hedges Total Unrealized Gain on Available-for-Sale Securities Accumulated Gain on Effective Cash Flow Hedges Total Balance at beginning of period $ 14,048 $ 3,211 $ 17,259 $ 19,448 $ 1,469 $ 20,917 Increase (decrease) in unrealized gains on securities 28,829 — 28,829 (5,407 ) — (5,407 ) Increase in unrealized gains on cash flow hedges — 13,393 13,393 — 8,126 8,126 Tax (expense) benefit on increase in unrealized gains (losses) (11,041 ) (5,161 ) (16,202 ) 2,074 (3,154 ) (1,080 ) Other comprehensive income (loss) before reclassifications 17,788 8,232 26,020 (3,333 ) 4,972 1,639 Reclassification adjustment of net gains included in net income (1) (1,111 ) (4,091 ) (5,202 ) (533 ) (5,072 ) (5,605 ) Reclassification adjustment for tax expense on realized net gains (2) 428 1,578 2,006 207 1,970 2,177 Amounts reclassified from AOCI (683 ) (2,513 ) (3,196 ) (326 ) (3,102 ) (3,428 ) Net current period other comprehensive income (loss) 17,105 5,719 22,824 (3,659 ) 1,870 (1,789 ) Balance at end of period $ 31,153 $ 8,930 $ 40,083 $ 15,789 $ 3,339 $ 19,128 (1) The amounts reclassified from AOCI for the available-for-sale securities are reported in net securities gains on the consolidated statements of income, while the amounts reclassified from AOCI for cash flow hedges are included in interest income on loans on the consolidated statements of income. (2) The tax expense amounts reclassified from AOCI in connection with the available-for-sale securities reclassification and cash flow hedges reclassification are included in income tax provision on the consolidated statements of income.

EARNINGS PER COMMON SHARE

EARNINGS PER COMMON SHARE	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
EARNINGS PER COMMON SHARE	EARNINGS PER COMMON SHARE Basic and Diluted Earnings per Common Share (Amounts in thousands, except per share data) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Basic earnings per common share Net income $ 50,365 $ 46,422 $ 99,917 $ 87,906 Net income allocated to participating stockholders (1) (381 ) (366 ) (811 ) (838 ) Net income allocated to common stockholders $ 49,984 $ 46,056 $ 99,106 $ 87,068 Weighted-average common shares outstanding 78,849 77,942 78,699 77,676 Basic earnings per common share $ 0.63 $ 0.59 $ 1.26 $ 1.12 Diluted earnings per common share Diluted earnings applicable to common stockholders (2) $ 49,990 $ 46,059 $ 99,119 $ 87,080 Weighted-average diluted common shares outstanding: Weighted-average common shares outstanding 78,849 77,942 78,699 77,676 Dilutive effect of stock awards (3) 1,468 1,216 1,387 1,161 Weighted-average diluted common shares outstanding 80,317 79,158 80,086 78,837 Diluted earnings per common share $ 0.62 $ 0.58 $ 1.24 $ 1.10 (1) Participating stockholders are those that hold certain share-based payment awards that contain nonforfeitable rights to dividends or dividend equivalents. Such shares or units are considered participating securities (i.e., certain of the Company’s deferred, restricted stock and performance share units, and nonvested restricted stock awards). (2) Net income allocated to common stockholders for basic and diluted earnings per share may differ under the two-class method as a result of adding common stock equivalents for options to dilutive shares outstanding, which alters the ratio used to allocate earnings to common stockholders and participating securities for the purposes of calculating diluted earnings per share. (3) For the three months ended June 30, 2016 and 2015 , the weighted-average outstanding non-participating securities of 441,000 and 238,000 shares, respectively, and for the six months ended June 30, 2016 and 2015 , the weighted-average outstanding non-participating securities of 452,000 and 483,000 shares, respectively, were not included in the computation of diluted earnings per common share because their inclusion would have been antidilutive for the periods presented.

INCOME TAXES

INCOME TAXES	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
INCOME TAXES	INCOME TAXES Income Tax Provision Analysis (Dollars in thousands) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Income before income taxes $ 79,362 $ 73,668 $ 155,587 $ 140,386 Income tax provision: Current income tax provision $ 34,572 $ 28,691 $ 59,945 $ 50,231 Deferred income tax (benefit) provision (5,575 ) (1,445 ) (4,275 ) 2,249 Total income tax provision $ 28,997 $ 27,246 $ 55,670 $ 52,480 Effective tax rate 36.5 % 37.0 % 35.8 % 37.4 % Deferred Tax Assets Net deferred tax assets totaled $92.3 million at June 30, 2016 and $102.2 million at December 31, 2015 . Net deferred tax assets are included in other assets in the accompanying consolidated statements of financial condition. At June 30, 2016 , we have concluded that it is more likely than not that the deferred tax assets will be realized and, accordingly, no valuation allowance was recorded. This conclusion was based in part on our recent earnings history, on both a book and tax basis, and our outlook for earnings and taxable income in future periods. At June 30, 2016 and December 31, 2015 , we had $2.5 million and $126,000 , respectively, of unrecognized tax benefits relating to uncertain tax positions that, if recognized, would impact the effective tax rate. During the three months ended June 30, 2016 , the Company recorded gross unrecognized tax benefits of $3.1 million for tax positions taken during the current period. While it is expected that the amount of unrecognized tax benefits will change in the next twelve months, the Company does not anticipate this change will have a material impact on the results of operations or the financial position of the Company.

DERIVATIVE INSTRUMENTS

DERIVATIVE INSTRUMENTS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
DERIVATIVE INSTRUMENTS	DERIVATIVE INSTRUMENTS We utilize an overall risk management strategy that incorporates the use of derivative instruments to reduce both interest rate risk (relating to mortgage loan commitments and planned sales of loans) and foreign currency risk (relating to certain loans denominated in currencies other than the U.S. dollar). We also use these instruments to accommodate our clients as we provide them with risk management solutions. None of the client-related and other end-user derivatives, noted in the table below, were designated as hedging instruments for accounting purposes at June 30, 2016 , and December 31, 2015 . Notional Amounts and Fair Value of Derivative Instruments (Amounts in thousands) Asset Derivatives Liability Derivatives June 30, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Notional Fair Value Notional Fair Value Notional Fair Value Notional Fair Value Derivatives designated as hedging instruments: Interest rate contracts $ 350,000 $ 6,566 $ 675,000 $ 5,366 $ — $ — $ 125,000 $ 799 Derivatives not designated as hedging instruments: Client-related derivatives: Interest rate contracts $ 4,280,089 $ 79,885 $ 3,933,977 $ 41,734 $ 4,280,089 $ 84,083 $ 3,933,977 $ 43,001 Foreign exchange contracts 262,502 6,995 155,914 5,008 249,888 6,200 127,664 4,274 Risk participation agreements (1) 80,333 14 84,216 6 106,364 31 111,269 27 Total client-related derivatives $ 86,894 $ 46,748 $ 90,314 $ 47,302 Other end-user derivatives: Foreign exchange contracts $ 41,537 $ 1,118 $ 28,058 $ 220 $ 8,808 $ 65 $ 4,486 $ 3 Mortgage banking derivatives 531 519 941 181 Warrants 221 — — — Total other end-user derivatives $ 1,870 $ 739 $ 1,006 $ 184 Total derivatives not designated as hedging instruments $ 88,764 $ 47,487 $ 91,320 $ 47,486 Netting adjustments (2) (14,335 ) (12,238 ) (63,380 ) (30,056 ) Total derivatives $ 80,995 $ 40,615 $ 27,940 $ 18,229 (1) The remaining average notional amounts are shown for risk participation agreements. (2) Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting agreements. Refer to Note 15 for additional information regarding master netting agreements. Derivatives expose us to counterparty credit risk. Credit risk is managed through our standard underwriting process. Actual exposures are monitored against various types of credit limits established to contain risk within parameters. Additionally, credit risk is managed through the use of collateral, netting agreements, and the establishment of internal concentration limits by financial institution. Certain of our derivative contracts contain embedded credit risk contingent features that if triggered allow the derivative counterparty to terminate the derivative or require additional collateral. These contingent features are triggered if we do not meet specified financial performance indicators such as minimum capital ratios under the federal banking agencies’ guidelines. All such requirements were met at June 30, 2016 . The fair value of the derivatives with credit contingency features in a net liability position at June 30, 2016 totaled $19.7 million and $19.3 million of collateral was posted for these transactions. If the credit risk contingency features were triggered at June 30, 2016 , no additional collateral would be required to be posted to derivative counterparties and $19.7 million in outstanding derivative instruments would be immediately settled. Derivatives Designated in Hedge Relationships We use interest rate derivatives to hedge variability in forecasted interest cash flows in our loan portfolio which is comprised primarily of floating-rate loans. These derivatives are designated as cash flow hedges. The objective of our hedging program is to use interest rate derivatives to manage our exposure to interest rate movements. Cash Flow Hedges – Under our cash flow hedging program, we enter into receive fixed/pay variable interest rate swaps to convert certain floating-rate commercial loan cash flows to fixed-rate to reduce the variability in forecasted interest cash flows due to market interest rate changes. We use regression analysis to assess the effectiveness of cash flow hedges at both the inception of the hedge relationship and on an ongoing basis. Ineffectiveness is generally measured as the amount by which the cumulative change in fair value of the hedging instrument exceeds the present value of the cumulative change in the expected cash flows of the hedged item. Measured ineffectiveness is recognized directly in other non-interest income in the consolidated statements of income. During the six months ended June 30, 2016 , there were no gains or losses from cash flow hedge derivatives related to ineffectiveness that were reclassified to current earnings. The effective portion of the gains or losses on cash flow hedges are recorded, net of tax, in AOCI and are subsequently reclassified to interest income on loans in the period that the hedged interest cash flows affect earnings. As of June 30, 2016 , the maximum length of time over which forecasted interest cash flows are hedged is three years . As of June 30, 2016 , $3.7 million in net deferred gains , net of tax, recorded in AOCI are expected to be reclassified into earnings during the next twelve months. This amount could differ from amounts actually recognized due to changes in interest rates, hedge de-designations, and the addition of other hedges subsequent to June 30, 2016 .There are no components of derivative gains or losses excluded from the assessment of hedge effectiveness related to our cash flow hedge strategy. During the six months ended June 30, 2016 , there were no gains or losses from cash flow hedge derivatives reclassified to current earnings because it became probable that the original forecasted transaction would not occur. Refer to Note 11 for additional information regarding the changes in AOCI related to the interest rate swaps designated as cash flow hedges. Derivatives Not Designated in Hedge Relationships Client-Related Derivatives – We offer, through our capital markets group, over-the-counter interest rate and foreign exchange derivatives to our clients, including but not limited to, interest rate swaps, interest rate options (also referred to as caps, floors, collars, etc.), foreign exchange forwards and options, as well as cash products such as foreign exchange spot transactions. When our clients enter into an interest rate or foreign exchange derivative transaction with us, we mitigate our exposure to market risk through the execution of off-setting positions with inter-bank dealer counterparties. Although the off-setting nature of transactions originated by our capital markets group limits our market risk exposure, they do expose us to other risks including counterparty credit, settlement, and operational risk. To accommodate our loan clients, we occasionally enter into risk participation agreements (“RPAs”) with counterparty banks to either accept or transfer a portion of the credit risk related to their interest rate derivatives or transfer a portion of the credit risk related to our interest rate derivatives. This allows clients to execute an interest rate derivative with one bank while allowing for distribution of the credit risk among participating members. We have entered into written RPAs in which we accept a portion of the credit risk associated with an interest rate derivative of another bank’s loan client in exchange for a fee. We manage this credit risk through our loan underwriting process, and when appropriate, the RPA is backed by collateral provided by the clients under their loan agreement. The current payment/performance risk of written RPAs is assessed using internal risk ratings which range from 1 to 8 with the latter representing the highest credit risk. The risk rating is based on several factors including the financial condition of the RPA’s underlying derivative counterparty, present economic conditions, performance trends, leverage, and liquidity. The maximum potential amount of future undiscounted payments that we could be required to make under our written RPAs assumes that the underlying derivative counterparty defaults and that the floating interest rate index of the underlying derivative remains at zero percent. In the event that we would have to pay out any amounts under our RPAs, we will seek to maximize the recovery of these amounts from assets that our clients pledged as collateral for the derivative and the related loan. Risk Participation Agreements (Dollars in thousands) June 30, December 31, Fair value of written RPAs $ 31 $ 27 Range of remaining terms to maturity (in years) Less than 1 to 4 Less than 1 to 5 Range of assigned internal risk ratings 2 to 7 2 to 7 Maximum potential amount of future undiscounted payments $ 4,281 $ 3,937 Percent of maximum potential amount of future undiscounted payments covered by proceeds from liquidation of pledged collateral 33 % 43 % Other End-User Derivatives – We use forward commitments to sell to-be-announced securities and other commitments to sell residential mortgage loans at specified prices to economically hedge the change in fair value of customer interest rate lock commitments and residential mortgage loans held-for-sale. The forward commitments to sell and the interest rate lock commitments are considered derivatives. At June 30, 2016 , the par value of our residential mortgage loans held-for-sale totaled $28.6 million , the notional value of our interest rate lock commitments totaled $88.9 million , and the notional value of our forward commitments to sell totaled $124.3 million . We are also exposed at times to foreign exchange risk as a result of originating loans in which the principal and interest are settled in a currency other than U.S. dollars. As of June 30, 2016 , our exposure was to the Euro, Canadian dollar, Danish kroner, British pound and Australian dollar on $46.4 million of loans. We manage this risk using forward currency derivatives. Additionally, in connection with certain negotiated credit facilities, we receive warrants to acquire stock in privately-held client companies and are considered derivatives under current accounting standards. As of June 30, 2016 , warrants totaled $221,000 . Gain (Loss) Recognized on Derivative Instruments Not Designated in Hedging Relationship (Amounts in thousands) Location in Consolidated Statement of Income Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Gain on client-related derivatives: Interest rate contracts Capital markets income $ 3,898 $ 2,536 $ 7,429 $ 4,899 Foreign exchange contracts Capital markets income 1,958 2,350 3,618 4,103 RPAs Capital markets income (4 ) 33 4 89 Total client-related derivatives $ 5,852 $ 4,919 $ 11,051 $ 9,091 Gain (loss) on end-user derivatives: Foreign exchange contracts Other income, service and charges income $ 2,361 $ (500 ) $ 1,857 $ 550 Mortgage banking derivatives Mortgage banking income (567 ) 380 (1,080 ) 340 Warrants Other income, service and charges income (111 ) — 35 — Total end-user derivatives $ 1,683 $ (120 ) $ 812 $ 890 Total net gain recognized on derivatives not designated in hedging relationship $ 7,535 $ 4,799 $ 11,863 $ 9,981

BALANCE SHEET OFFSETTING BALANC

BALANCE SHEET OFFSETTING BALANCE SHEET OFFSETTING	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
BALANCE SHEET OFFSETTING	BALANCE SHEET OFFSETTING Master Netting Agreements Certain financial instruments, including repurchase agreements, securities lending arrangements and derivatives, may be eligible for offset in the consolidated balance sheet and/or subject to enforceable master netting or similar agreements. Authoritative accounting guidance permits the netting of financial assets and liabilities when a legally enforceable master netting agreement exists between us and a counterparty. A master netting agreement is an agreement between two counterparties who have multiple financial contracts with each other that provide for the net settlement of contracts through a single payment, in a single currency, in the event of default on or termination of any one contract. For those financial instruments subject to enforceable master netting agreements, assets and liabilities, and related cash collateral, with the same counterparty are reported on a net basis within the assets and liabilities on the consolidated statements of financial condition. Derivative contracts may require us to provide or receive cash or financial instrument collateral. Collateral associated with derivative assets and liabilities subject to enforceable master netting agreements with the same counterparty is posted on a net basis. We have pledged cash or financial collateral in accordance with each counterparty’s collateral posting requirements for all of the Company’s derivative assets and liabilities in a net liability position as of June 30, 2016 and December 31, 2015 . Certain collateral posting requirements are subject to posting thresholds and minimum transfer amounts, such that we are only required to post collateral once the posting threshold is met, and any adjustments to the amount of collateral posted must meet minimum transfer amounts. As of June 30, 2016 and December 31, 2015 , $49.1 million and $17.8 million of cash collateral pledged, respectively, was netted with the related financial liabilities on the consolidated statements of financial condition. To the extent not netted against fair values under a master netting agreement, the excess collateral received or pledged is included in other short-term borrowings or other investments, respectively. There was no excess cash collateral pledged at June 30, 2016 and December 31, 2015 . Any securities pledged to counterparties as financial instrument collateral remain on the consolidated statements of financial condition as long as we do not default. The following table presents information about our financial assets and liabilities and the related collateral by derivative type (e.g., interest rate contracts). As we post collateral with counterparties on the basis of our net position in all financial contracts with a given counterparty, the information presented below aggregates the financial contracts entered into with the same counterparty. Offsetting of Financial Assets and Liabilities (Amounts in thousands) Gross Amounts of Recognized Assets / Liabilities Gross Amounts Offset (2) Net Amount Presented on the Statement of Financial Condition Gross Amounts Not Offset on the Statement of Financial Condition (3) Net Amount Financial Instruments (4) Cash Collateral As of June 30, 2016 Financial assets: Derivatives (1) : Interest rate contracts $ 86,451 $ (10,652 ) $ 75,799 $ — $ — $ 75,799 Foreign exchange contracts 4,151 (3,618 ) 533 — — 533 RPAs 14 (14 ) — — — — Mortgage banking derivatives 51 (51 ) — — — — Total derivatives subject to a master netting agreement 90,667 (14,335 ) 76,332 — — 76,332 Total derivatives not subject to a master netting agreement 4,663 — 4,663 — — 4,663 Total derivatives $ 95,330 $ (14,335 ) $ 80,995 $ — $ — $ 80,995 Financial liabilities: Derivatives (1) : Interest rate contracts $ 84,083 $ (61,157 ) $ 22,926 $ (18,193 ) $ — $ 4,733 Foreign exchange contracts 4,587 (2,158 ) 2,429 (1,928 ) — 501 RPAs 31 (14 ) 17 (13 ) — 4 Mortgage banking derivatives 344 (51 ) 293 — — 293 Total derivatives subject to a master netting agreement 89,045 (63,380 ) 25,665 (20,134 ) — 5,531 Total derivatives not subject to a master netting agreement 2,275 — 2,275 — — 2,275 Total derivatives $ 91,320 $ (63,380 ) $ 27,940 $ (20,134 ) $ — $ 7,806 Repurchase agreements 409,269 — 409,269 (409,269 ) — — Total $ 500,589 $ (63,380 ) $ 437,209 $ (429,403 ) $ — $ 7,806 (1) All derivative contracts are over-the-counter contracts. (2) Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement. (3) Collateralization is determined at the counterparty level. If overcollateralization exists, the amount shown is limited to the fair value of the financial instrument. (4) Financial instruments are disclosed at fair value. Financial instrument collateral is allocated pro-rata amongst the derivative liabilities to which it relates. Offsetting of Financial Assets and Liabilities (Continued) (Amounts in thousands) Gross Amounts of Recognized Assets / Liabilities Gross Amounts Offset (2) Net Amount Presented on the Statement of Financial Condition Gross Amounts Not Offset on the Statement of Financial Condition (3) Net Amount Financial Instruments (4) Cash Collateral As of December 31, 2015 Financial assets: Derivatives (1) : Interest rate contracts $ 47,100 $ (8,970 ) $ 38,130 $ (55 ) $ — $ 38,075 Foreign exchange contracts 4,059 (3,254 ) 805 (88 ) — 717 RPAs 6 — 6 — — 6 Mortgage banking derivatives 34 (14 ) 20 — — 20 Total derivatives subject to a master netting agreement 51,199 (12,238 ) 38,961 (143 ) — 38,818 Total derivatives not subject to a master netting agreement 1,654 — 1,654 — — 1,654 Total derivatives $ 52,853 $ (12,238 ) $ 40,615 $ (143 ) $ — $ 40,472 Financial liabilities: Derivatives (1) : Interest rate contracts $ 43,800 $ (28,574 ) $ 15,226 $ (10,475 ) $ — $ 4,751 Foreign exchange contracts 2,287 (1,458 ) 829 (570 ) — 259 RPAs 27 (10 ) 17 (12 ) — 5 Mortgage banking derivatives 14 (14 ) — — — — Total derivatives subject to a master netting agreement 46,128 (30,056 ) 16,072 (11,057 ) — 5,015 Total derivatives not subject to a master netting agreement 2,157 — 2,157 — — 2,157 Total derivatives $ 48,285 $ (30,056 ) $ 18,229 $ (11,057 ) $ — $ 7,172 (1) All derivative contracts are over-the-counter contracts. (2) Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement. (3) Collateralization is determined at the counterparty level. If overcollateralization exists, the amount shown is limited to the fair value of the financial instrument. (4) Financial instruments are disclosed at fair value. Financial instrument collateral is allocated pro-rata amongst the derivative liabilities to which it relates.

COMMITMENTS, GUARANTEES, AND CO

COMMITMENTS, GUARANTEES, AND CONTINGENT LIABILITIES	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
COMMITMENTS, GUARANTEES, AND CONTINGENT LIABILITIES	COMMITMENTS, GUARANTEES, AND CONTINGENT LIABILITIES Credit Extension Commitments and Guarantees In the normal course of business, we enter into a variety of financial instruments with off-balance sheet risk to meet the financing needs of our clients and to conduct lending activities. These instruments principally include commitments to extend credit, standby letters of credit, and commercial letters of credit. These instruments involve, to varying degrees, elements of credit and liquidity risk in excess of the amounts reflected in the consolidated statements of financial condition. Contractual or Notional Amounts of Financial Instruments (1) (Amounts in thousands) June 30, December 31, Commitments to extend credit: Home equity lines $ 14,727 $ 1,338 Residential 1-4 family construction 70,323 47,504 Commercial real estate, other construction, and land development 1,180,620 1,321,123 Commercial and industrial 3,903,627 4,191,895 All other commitments 884,624 508,096 Total commitments to extend credit $ 6,053,921 $ 6,069,956 Letters of credit: Financial standby $ 353,123 $ 365,760 Performance standby 40,920 38,264 Commercial letters of credit 4,805 3,999 Total letters of credit $ 398,848 $ 408,023 (1) Includes covered loan commitments of $9.8 million and $9.7 million as of June 30, 2016 and December 31, 2015 , respectively. Commitments to extend credit are agreements to lend funds to, or issue letters of credit for the account of, a client as long as there is no violation of any condition established in the credit agreement. Commitments generally have fixed expiration dates or other termination clauses and variable interest rates tied to the prime rate or LIBOR and may require payment of a fee for the unused portion of the commitment or for the amounts issued but not drawn on letters of credit. All or a portion of unfunded commitments require regulatory capital support, except for unfunded commitments of less than one year that are unconditionally cancellable. Since many of our commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements of the borrowers. As of June 30, 2016 , we had a reserve for unfunded commitments of $13.7 million , which reflects our estimate of inherent losses associated with these commitment obligations. The balance of this reserve changes based on a number of factors, including the balance of outstanding commitments and our assessment of the likelihood of borrowers to utilize these commitments. The reserve is recorded in other liabilities in the consolidated statements of financial condition. Standby and commercial letters of credit are conditional commitments issued by us to guarantee the performance of a client to a third party. Standby letters of credit include performance and financial guarantees for clients in connection with contracts between our clients and third parties. Standby letters of credit are agreements where we are obligated to make payment to a third party on behalf of a client in the event the client fails to meet their contractual obligations. Commercial letters of credit are issued specifically to facilitate commerce and typically result in the commitment being drawn upon when the underlying transaction is consummated between the client and the third party. In most cases, the Company receives a fee for the amount of a letter of credit issued but not drawn upon. In the event of a client’s nonperformance, our credit loss exposure is equal to the contractual amount of those commitments. We manage this credit risk in a similar manner to evaluating credit risk in extending loans to clients under our credit policies. We use the same credit policies in making credit commitments as for on-balance sheet instruments, mitigating exposure to credit loss through various collateral requirements, if deemed necessary. In the event of nonperformance by the clients, we have rights to the underlying collateral, which could include CRE, physical plant and property, inventory, receivables, cash and marketable securities. The maximum potential future payments guaranteed by us under standby letters of credit arrangements are equal to the contractual amount of the commitment. The unamortized fees associated with standby letters of credit, which are included in other liabilities in the consolidated statements of financial condition, totaled $3.1 million as of June 30, 2016 . We amortize these amounts into income over the commitment period. As of June 30, 2016 , standby letters of credit had a remaining weighted-average term of approximately 13 months , with remaining actual lives ranging from less than 1 year to 5 years . Other Commitments The Company has unfunded commitments to CRA investments and other investment partnerships totaling $36.7 million at June 30, 2016 . Of these commitments, $28.8 million related to legally-binding unfunded commitments for tax-credit investments and was included within other assets and other liabilities on the consolidated statements of financial condition. Credit Card Settlement Guarantees Our third-party corporate credit card provider issues corporate purchase credit cards on behalf of our commercial clients. The corporate purchase credit cards are issued to employees of certain of our commercial clients at the client’s direction and used for payment of business-related expenses. In most circumstances, these cards will be underwritten by our third-party provider. However, in certain circumstances, we may enter into a recourse agreement, which transfers the credit risk from the third-party provider to us in the event that the client fails to meet its financial payment obligation. In these circumstances, a total maximum exposure amount is established for our corporate client. In addition to the obligations presented in the prior table, the maximum potential future payments guaranteed by us under this third-party settlement guarantee were $18.8 million at June 30, 2016 . We believe that the estimated amounts of maximum potential future payments are not representative of our actual potential loss given our insignificant historical losses from this third-party settlement guarantee program. As of June 30, 2016 , we had no recorded contingent liability in the consolidated financial statements for this settlement guarantee program, and management believes that the probability of any loss under this arrangement is remote. Mortgage Loans Sold with Recourse Certain mortgage loans sold in the secondary market have limited recourse provisions. The losses for the three months and six months ended June 30, 2016 and 2015 , arising from limited recourse provisions were not material . Based on this experience, the Company has not established any liability for potential future losses relating to mortgage loans sold in prior periods. Legal Proceedings In June 2013, we were served with a complaint naming the Bank as an additional defendant in a lawsuit pending in the Circuit Court of the 21st Judicial Circuit, Kankakee County, Illinois known as Maas v. Marek et. al. The lawsuit, brought by the beneficiaries of two trusts for which the Bank served as the successor trustee, sought reimbursement of penalties and interest assessed by the IRS due to the late payment of certain generation skipping taxes by the trusts, as well as certain related attorney fees and other damages. The other named defendants included legal and accounting professionals that provided services related to the matters involved. In April 2016, the claims were bifurcated to proceed as two separate trials. In June 2016, we entered into a settlement agreement with the plaintiffs, without admitting liability, providing for the final settlement of the litigation amongst the plaintiffs and the Bank and releasing the Bank from any and all claims and damages arising from or out of any acts that were, or could have been, the subject of the litigation. The Circuit Court subsequently issued an order to dismiss the litigation with prejudice. The amount of settlement did not require us to recognize any additional expense beyond the reserve we had established in prior quarters. S ince the announcement of the proposed transaction with CIBC, three stockholders of the Company have filed separate putative class actions on behalf of public stockholders in the Cook County Circuit Court, Chicago, Illinois. The actions name as defendants the Company and each of its directors individually. The complaints assert that each of the directors breached his or her fiduciary duties in connection with the proposed transaction. Two of the complaints are also brought against CIBC and assert that the Company and CIBC aided and abetted the individual directors’ alleged breaches. All three lawsuits seek to enjoin or rescind the proposed transaction and to obtain an award of costs and attorneys’ fees and damages. The defendants, including the Company, believe the demands and complaints are without merit and there are substantial legal and factual defenses to the claims asserted. As of June 30, 2016 , and in the ordinary course of business, there were various other legal proceedings pending against the Company and our subsidiaries that are incidental to our regular business operations. Management does not believe that the outcome of any of these proceedings will have, individually or in the aggregate, a material adverse effect on our business, results of operations, financial condition or cash flows.

ESTIMATED FAIR VALUE OF FINANCI

ESTIMATED FAIR VALUE OF FINANCIAL INSTRUMENTS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
ESTIMATED FAIR VALUE OF FINANCIAL INSTRUMENTS	ESTIMATED FAIR VALUE OF FINANCIAL INSTRUMENTS We measure, monitor, and disclose certain of our assets and liabilities on a fair value basis. Fair value is used on a recurring basis to account for securities available-for-sale, mortgage loans held-for-sale, derivative assets, derivative liabilities, and certain other assets and other liabilities. In addition, fair value is used on a nonrecurring basis to apply lower-of-cost-or-market accounting to foreclosed real estate and certain other loans held-for-sale, evaluate assets or liabilities for impairment, including collateral-dependent impaired loans, and for disclosure purposes. Fair value is defined as 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. Depending on the nature of the asset or liability, we use various valuation techniques and input assumptions when estimating fair value. U.S. GAAP requires us to maximize the use of observable inputs and minimize the use of unobservable inputs when measuring fair value and establishes a fair value hierarchy that prioritizes the inputs used to measure fair value into three broad levels based on the reliability of the input assumptions. The hierarchy gives the highest priority to level 1 measurements and the lowest priority to level 3 measurements. The three levels of the fair value hierarchy are defined as follows: • Level 1 – Unadjusted quoted prices for identical assets or liabilities traded in active markets. • Level 2 – Observable inputs other than level 1 prices, such as quoted prices for similar instruments; quoted prices in markets that are not active; or other inputs that are observable or can be corroborated by observable market data for substantially the full term of the asset or liability. • Level 3 – Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. The categorization of where an asset or liability falls within the hierarchy is based on the lowest level of input that is significant to the fair value measurement. Valuation Methodology We believe our valuation methods are appropriate and consistent with other market participants. However, the use of different methodologies or assumptions to determine the fair value of certain financial instruments could result in a different estimate of fair value. Additionally, the methods used may produce a fair value calculation that may not be indicative of net realizable value or reflective of future fair values. The following describes the valuation methodologies we use for assets and liabilities measured at fair value, including the general classification of the assets and liabilities pursuant to the valuation hierarchy. Securities Available-for-Sale – Securities available-for-sale include U.S. Treasury, U.S. Agencies, collateralized mortgage obligations, residential mortgage-backed securities, state and municipal securities, and foreign sovereign debt. Substantially all available-for-sale securities are fixed-income instruments that are not quoted on an exchange, but may be traded in active markets. The fair value of these securities is based on quoted market prices obtained from external pricing services. The principal markets for our securities portfolio are the secondary institutional markets, with an exit price that is predominantly reflective of bid level pricing in those markets. U.S. Treasury securities have been classified in level 1 of the valuation hierarchy. All other remaining securities are generally classified in level 2 of the valuation hierarchy. In cases where significant credit valuation adjustments are incorporated into the estimation of fair value, reported amounts are classified as level 3. On a quarterly basis, the Company uses a variety of methods to validate the overall reasonableness of the fair values obtained from external pricing services, including evaluating pricing service inputs and methodologies, using exception reports based on analytical criteria, comparing prices obtained to prices received from other pricing sources, and reviewing the reasonableness of prices based on the Company’s knowledge of market liquidity and other market-related conditions. Mortgage Loans Held-for-Sale – Mortgage loans held-for-sale represent residential mortgage loan originations intended to be sold in the secondary market. We have elected the fair value option for residential mortgage loans originated with the intention of selling to a third party. The election of the fair value option aligns the accounting for these loans with the related mortgage banking derivatives used to economically hedge them. These mortgage loans are measured at fair value as of each reporting date, with changes in fair value recognized through mortgage banking non-interest income. The fair value of mortgage loans held-for-sale is determined based on prices obtained for loans with similar characteristics from third-party sources. On a quarterly basis, the Company validates the overall reasonableness of the fair values obtained from third-party sources by comparing prices obtained to prices received from various other pricing sources, and reviewing the reasonableness of prices based on Company knowledge of market liquidity and other market-related conditions. Mortgage loans held-for-sale are classified in level 2 of the valuation hierarchy. Collateral-Dependent Impaired Loans – We do not record loans held for investment at fair value on a recurring basis. However, periodically, we record nonrecurring adjustments to reduce the carrying value of certain impaired loans based on fair value measurement. This population of impaired loans includes those for which repayment of the loan is expected to be provided solely by the underlying collateral. We measure the fair value of collateral-dependent impaired loans based on the fair value of the collateral securing these loans less estimated selling costs. A majority of collateral-dependent impaired loans are secured by real estate with the fair value generally determined based upon appraisals performed by a certified or licensed appraiser using a combination of valuation techniques such as sales comparison, income capitalization and cost approach and include inputs such as absorption rates, capitalization rates and comparables. We also consider other factors or recent developments that could result in adjustments to the collateral value estimates indicated in the appraisals. When a collateral-dependent loan is secured by non-real estate collateral such as receivables, inventory, or equipment, the fair value is generally determined based upon appraisals, field exams, or receivable reports. The valuation techniques and inputs are reviewed internally by an asset-based specialist for reasonableness of estimated liquidation costs, collectability probabilities, and other market data. Accordingly, fair value estimates for collateral-dependent impaired loans are classified in level 3 of the valuation hierarchy. The carrying value of all impaired loans and the related specific reserves are disclosed in Note 4 . At the time a collateral-dependent loan is initially determined to be impaired, we review the existing appraisal. If the most recent appraisal is greater than one-year old, a new appraisal of the underlying collateral is obtained. For collateral-dependent impaired loans that are secured by real estate, we generally obtain “as is” appraisal values to evaluate impairment. When a collateral-dependent loan is secured by non-real estate collateral such as receivables, inventory, or equipment, the fair value is generally determined based on appraisals, field exams, or receivable reports. The valuation techniques and inputs are reviewed internally by workout and/or asset-based specialists for reasonableness of estimated liquidation costs, collectability probabilities, and other market data. Appraisals for real estate collateral-dependent impaired loans in excess of $500,000 are updated with new independent appraisals at least annually and are formally reviewed by our internal appraisal department. Additional diligence is performed at the six-month interval between annual appraisals. If during the course of the six-month review process there is evidence supporting a meaningful decline in the value of collateral, the appraised value is either adjusted downward or a new appraisal is required to support the value of the impaired loan . As part of our internal review process, we consider other factors or recent developments that could adjust the valuations indicated in the appraisals or internal reviews. The Company’s internal appraisal review process validates the reasonableness of appraisals in conjunction with analyzing sales and market data from an array of market sources. Covered Asset OREO and OREO – Covered asset OREO and OREO generated from our originated book of business are valued on a nonrecurring basis using third-party appraisals of each property and our judgment of other relevant market conditions and are classified in level 3 of the valuation hierarchy. As part of our internal review process, we consider other factors or recent developments that could adjust the valuations indicated in the appraisals or internal reviews. Updated appraisals on both OREO portfolios are typically obtained every twelve months and evaluated internally at least every six months. In addition, both property-specific and market-specific factors as well as collateral type factors are taken into consideration, which may result in obtaining more frequent appraisal updates or internal assessments. Appraisals are conducted by third-party independent appraisers under internal direction and engagement using a combination of valuation techniques such as sales comparison, income capitalization and cost approach and include inputs such as absorption rates, capitalization rate and comparables. Any appraisal with a value in excess of $250,000 is subject to a compliance review. Appraisals received with a value in excess of $1.0 million are subject to a technical review. Appraisals are either reviewed internally by our appraisal department or sent to an outside technical firm if appropriate. Both levels of review involve a scope appropriate for the complexity and risk associated with the OREO. To validate the reasonableness of the appraisals obtained, the Company compares the appraised value to the actual sales price of properties sold and analyzes the reasons why a property may be sold for less than its appraised value. Derivative Assets and Derivative Liabilities – Derivative instruments with positive fair values are reported as an asset and derivative instruments with negative fair value are reported as liabilities, in both cases after taking into account the effects of master netting agreements. For derivative counterparties, we measure nonperformance risk on the basis of each exposure to the counterparty. The fair value of derivative assets and liabilities is determined based on prices obtained from third-party advisors using standardized industry models, or based on quoted market prices obtained from external pricing services. Many factors affect derivative values, including the level of interest rates, the market’s perception of our nonperformance risk as reflected in our credit spread, and our assessment of counterparty nonperformance risk. The nonperformance risk assessment is based on our evaluation of credit risk, or if available, on observable external assessments of credit risk. Values of derivative assets and liabilities are primarily based on observable inputs and are classified in level 2 of the valuation hierarchy, with the exception of certain client-related derivatives, RPAs, interest rate lock commitments and warrants, as discussed below. On a quarterly basis, the Company uses a variety of methods to validate the overall reasonableness of the fair values obtained from third-party advisors, including evaluating inputs and methodologies used by the third-party advisors, comparing prices obtained to prices received from other pricing sources, and reviewing the reasonableness of prices based on the Company’s knowledge of market liquidity and other market-related conditions. While we may challenge valuation inputs used in determining prices obtained from third parties based on our validation procedures, during the three months ended June 30, 2016 and 2015 , we did not alter the fair values ultimately provided by the third-party advisors. Level 3 derivatives include RPAs, derivatives associated with clients whose loans are risk rated 6 or higher (“watch list derivative”), interest rate lock commitments and warrants. Refer to “Credit Quality Indicators” in Note 4 for further discussion of risk ratings. For the level 3 RPAs, watch list derivatives, the Company obtains prices from third-party advisors, consistent with the valuation processes employed for the Company’s derivatives classified in level 2 of the fair value hierarchy, and then applies loss factors to adjust the prices obtained from third-party advisors. The significant unobservable inputs that are employed in the valuation process for the RPAs and watch list derivatives that cause these derivatives to be classified in level 3 of the fair value hierarchy are the historic loss factors specific to the particular industry segment and risk rating category. The loss factors are updated quarterly and are derived and aligned with the loss factors utilized in the calculation of the Company’s general reserve component of the allowance for loan losses. Changes in the fair value measurement of RPAs and watch list derivatives are largely due to changes in the fair value of the derivative, risk rating adjustments and fluctuations in the pertinent historic average loss rate. For the interest rate lock commitments on mortgage loans, the fair value is based on prices obtained for loans with similar characteristics from third-party sources, adjusted for the probability that the interest rate lock commitment will fund (the “pull-through” rate). The significant unobservable input that causes these derivatives to be classified in level 3 of the fair value hierarchy is the pull-through rate. Pull-through rates are derived using the Company’s historical data and reflect the Company’s best estimate of the likelihood that a committed loan will ultimately fund. Significant increases in this input in isolation would result in a significantly higher fair value measurement and significant decreases would result in a significantly lower fair value measurement. The fair value of our warrants to acquire stock in privately-held client companies is based on a Black-Scholes option pricing model that estimates the asset value by using stated strike prices, estimated stock prices, option expiration dates, risk-free interest rates based on a duration-matched U.S. Treasury rate, and option volatility assumptions. The significant unobservable inputs that cause these derivatives to be classified in level 3 of the fair value hierarchy are the estimated stock prices, adjustments to the option expiration dates, and option volatility assumptions. The estimated stock prices are based on the most recent valuation of the privately-held client company, adjusted as deemed appropriate for changes in relevant market conditions. Option expiration dates are modified to account for the estimated actual remaining life relative to the stated expiration of the warrants. The option volatility assumptions are based on the volatility of publicly-traded companies that operate in similar industries as the privately-held client companies. Significant increases in these inputs in isolation would result in a significantly higher fair value measurement and significant decreases would result in a significantly lower fair value measurement. Assets and Liabilities Measured at Fair Value on a Recurring Basis The following table presents the hierarchy level and fair value for each major category of assets and liabilities measured at fair value at June 30, 2016 , and December 31, 2015 on a recurring basis. Fair Value Measurements on a Recurring Basis (Amounts in thousands) June 30, 2016 December 31, 2015 Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Total Assets: Securities available-for sale: U.S. Treasury $ 377,866 $ — $ — $ 377,866 $ 321,651 $ — $ — $ 321,651 U.S. Agencies — 46,894 — 46,894 — 46,098 — 46,098 Collateralized mortgage obligations — 88,230 — 88,230 — 99,972 — 99,972 Residential mortgage-backed securities — 885,431 — 885,431 — 829,855 — 829,855 State and municipal securities — 466,215 — 466,215 — 467,160 630 467,790 Total securities available-for-sale 377,866 1,486,770 — 1,864,636 321,651 1,443,085 630 1,765,366 Mortgage loans held-for-sale — 28,926 — 28,926 — 35,704 — 35,704 Derivative assets: Interest rate contract derivatives designated as hedging instruments — 6,566 — 6,566 — 5,366 — 5,366 Client-related derivatives — 86,595 299 86,894 — 46,342 406 46,748 Other end-user derivatives — 1,169 701 1,870 — 254 485 739 Netting adjustments — (14,321 ) (14 ) (14,335 ) — (12,167 ) (71 ) (12,238 ) Total derivative assets — 80,009 986 80,995 — 39,795 820 40,615 Total assets $ 377,866 $ 1,595,705 $ 986 $ 1,974,557 $ 321,651 $ 1,518,584 $ 1,450 $ 1,841,685 Liabilities: Derivative liabilities: Interest rate contract derivatives designated as hedging instruments $ — $ — $ — $ — $ — $ 799 $ — $ 799 Client-related derivatives — 90,283 31 90,314 — 47,204 98 47,302 Other end-user derivatives — 409 597 1,006 — 17 167 184 Netting adjustments — (63,366 ) (14 ) (63,380 ) — (29,974 ) (82 ) (30,056 ) Total derivative liabilities $ — $ 27,326 $ 614 $ 27,940 $ — $ 18,046 $ 183 $ 18,229 If a change in valuation techniques or input assumptions for an asset or liability occurred between periods, we would consider whether this would result in a transfer between the three levels of the fair value hierarchy. There have been no transfers of assets or liabilities between level 1 and level 2 of the valuation hierarchy between December 31, 2015 , and June 30, 2016 . There have been no other changes in the valuation techniques we used for assets and liabilities measured at fair value on a recurring basis from December 31, 2015 , to June 30, 2016 . Reconciliation of Beginning and Ending Fair Value for Those Fair Value Measurements Using Significant Unobservable Inputs (Level 3) (1) (Amounts in thousands) 2016 2015 Available- for-Sale Securities Derivative Assets Derivative (Liabilities) Derivative Assets Derivative (Liabilities) Three Months Ended June 30 Balance at beginning of period $ — $ 836 $ (226 ) $ 2,233 $ (1,239 ) Total gains (losses) included in earnings (2) — 927 (828 ) (384 ) 153 Purchases, issuances, sales and settlements: Issuances — 842 — 347 — Settlements — (1,470 ) 349 (572 ) 340 Transfers into Level 3 (out of Level 2) (3) — — — 284 — Transfers out of Level 3 (into Level 2) (3) — (135 ) 77 (827 ) 451 Balance at end of period $ — $ 1,000 $ (628 ) $ 1,081 $ (295 ) Change in unrealized gains in earnings relating to assets and liabilities still held at end of period $ — $ 102 $ 26 $ (36 ) $ 193 Six Months Ended June 30 Balance at beginning of period $ 630 $ 891 $ (265 ) $ 2,198 $ (1,477 ) Total gains (losses) included in earnings (2) 30 1,336 (1,114 ) (242 ) 299 Purchases, issuances, sales and settlements: Issuances — 1,262 — 505 — Settlements (660 ) (2,373 ) 674 (1,363 ) 584 Transfers into Level 3 (out of Level 2) (3) — 26 — 1,168 (160 ) Transfers out of Level 3 (into Level 2) (3) — (142 ) 77 (1,185 ) 459 Balance at end of period $ — $ 1,000 $ (628 ) $ 1,081 $ (295 ) Change in unrealized gains in earnings relating to assets and liabilities still held at end of period $ — $ 279 $ 49 $ 490 $ (26 ) (1) Fair value is presented prior to giving effect to netting adjustments. (2) Amounts disclosed in this line are included in the consolidated statements of income as capital markets products income for derivatives and mortgage banking income for interest rate lock commitments. (3) Transfers in and transfers out are recognized at the end of each quarterly reporting period. In general, derivative assets and liabilities are transferred into Level 3 from Level 2 due to a lack of observable market data, as there was deterioration in the credit risk of the derivative counterparty. Conversely, derivative assets and liabilities are transferred out of Level 3 into Level 2 due to an improvement in the credit risk of the derivative counterparty. Financial Instruments Recorded Using the Fair Value Option Difference Between Aggregate Fair Value and Aggregate Remaining Principal Balance for Mortgage Loans Held-For-Sale Elected to be Carried at Fair Value (Amounts in thousands) June 30, December 31, Aggregate fair value $ 28,926 $ 35,704 Difference (1) (365 ) 301 Aggregate unpaid principal balance $ 28,561 $ 36,005 (1) The change in fair value is reflected in mortgage banking non-interest income. As of June 30, 2016 and December 31, 2015 , none of the mortgage loans held-for-sale were on nonaccrual or 90 days or more past due and still accruing interest. Changes in fair value due to instrument-specific credit risk for the six months ended June 30, 2016 , were not material . Assets and Liabilities Measured at Fair Value on a Nonrecurring Basis From time to time, we may be required to measure certain other financial assets at fair value on a nonrecurring basis. These adjustments to fair value usually result from the application of lower-of-cost-or-fair-value accounting or write-downs of individual assets when there is evidence of impairment. The following table provides the fair value of those assets that were subject to fair value adjustments during the six months ended June 30, 2016 and 2015 , and still held at June 30, 2016 and 2015 , respectively. All fair value measurements on a nonrecurring basis were measured using level 3 of the valuation hierarchy. Fair Value Measurements on a Nonrecurring Basis (Amounts in thousands) Fair Value Net (Gains) Losses June 30, Six Months Ended June 30, 2016 2015 2016 2015 Collateral-dependent impaired loans (1) $ 14,517 $ 27,186 $ (3,083 ) $ (3,021 ) OREO (2) 4,482 10,473 896 1,161 Total $ 18,999 $ 37,659 $ (2,187 ) $ (1,860 ) (1) Represents the fair value of loans adjusted to the appraised value of the collateral with a write-down in fair value or change in specific reserves during the respective period. These fair value adjustments are recorded against the allowance for loan losses. (2) Represents the fair value of foreclosed properties that were adjusted subsequent to their initial classification as foreclosed assets. Write-downs are recognized as a component of net foreclosed property expenses in the consolidated statements of income. There have been no changes in the valuation techniques we used for assets and liabilities measured at fair value on a nonrecurring basis from December 31, 2015 , to June 30, 2016 . Additional Information Regarding Level 3 Fair Value Measurements The following table presents information regarding the unobservable inputs developed by the Company for its level 3 fair value measurements. Quantitative Information Regarding Level 3 Fair Value Measurements (Dollars in thousands) Financial Instrument: Fair Value of Assets / (Liabilities) at June 30, 2016 Valuation Technique(s) Unobservable Input Range Weighted Average Watch list derivatives $ 285 Discounted cash flow Loss factors 12.6% to 23.9% 19.7 % RPAs (17 ) (1) Discounted cash flow Loss factors 0.1% to 23.9% 3.5 % Interest rate lock commitments 787 Discounted cash flow Pull-through rate 72.2% to 100.0% 81.4 % Collateral-dependent impaired loans 14,517 Sales comparison, Property specific -1.3% to -1.9% -1.8 % OREO 4,482 Sales comparison, Property specific -0.5% to -28.6% -15.9 % Warrants 221 Black-Scholes option pricing model Estimated stock price $0.59 to $13.97 $ 7.88 Remaining life assumption 9 to 10 years 9.6 years Volatility 26.0% to 66.0% 53.7 % (1) Represents fair value of underlying swap. The significant unobservable inputs used in the fair value measurement of the watch list derivatives and RPAs are the historic loss factors. A significant increase (decrease) in the pertinent loss factor would result in a significantly lower (higher) fair value measurement. Estimated Fair Value of Certain Financial Instruments U.S. GAAP requires disclosure of the estimated fair values of certain financial instruments, both assets and liabilities, on-and off-balance sheet, for which it is practical to estimate fair value. Because the disclosure of estimated fair values provided herein excludes the fair value of certain other financial instruments and all non-financial instruments, any aggregation of the estimated fair value amounts presented would not represent total underlying value. Examples of non-financial instruments having value not disclosed herein include the future earnings potential of significant customer relationships and the value of our asset management operations and other fee-generating businesses. In addition, other significant assets including property, plant, and equipment and goodwill are not considered financial instruments and, therefore, have not been included in the disclosure. Various methodologies and assumptions have been utilized in management’s determination of the estimated fair value of our financial instruments, which are detailed below. The fair value estimates are made at a discrete point in time based on relevant market information. Because no market exists for a significant portion of these financial instruments, fair value estimates are based on judgments regarding future expected economic conditions, loss experience, and risk characteristics of the financial instruments. These estimates are subjective, involve uncertainties, and cannot be determined with precision. Changes in assumptions could significantly affect the estimates. In addition to the valuation methodology explained above for financial instruments recorded at fair value, the following methods and assumptions were used in estimating the fair value of financial instruments that are carried at cost in the consolidated statements of financial condition and includes the general classification of the assets and liabilities pursuant to the valuation hierarchy. Short-term financial assets and liabilities – For financial instruments with a shorter-term or with no stated maturity, prevailing market rates, and limited credit risk, the carrying amounts approximate fair value. Those financial instruments include cash and due from banks, Federal funds sold and interest-bearing deposits in banks (including the receivable for cash collateral pledged), accrued interest receivable, and accrued interest payable. Accrued interest receivable and accrued interest payable are classified consistent with the hierarchy of their corresponding assets and liabilities. Other loans held-for-sale - Included in loans held-for sale at June 30, 2016 and December 31, 2015 are $32.4 million and $73.1 million , respectively, of loans carried at the lower of aggregate cost or fair value. Fair value estimates are based on the actual agreed upon price in the agreement. Securities held-to-maturity – Securities held-to-maturity include collateralized mortgage obligations, residential mortgage-backed securities, commercial mortgage-backed securities and state and municipal securities. Substantially all held-to-maturity securities are fixed income instruments that are not quoted on an exchange, but may be traded in active markets. The fair value of these securities is based on quoted market prices obtained from external pricing services. The principal markets for our securities portfolio are the secondary institutional markets, with an exit price that is predominantly reflective of bid level pricing in those markets. FHLB stock – The carrying value of FHLB stock approximates fair value as the stock is non-marketable, and can only be sold to the FHLB or another member institution at par. Loans – The fair value of loans is calculated by discounting estimated cash flows through the estimated maturity using estimated market discount rates that reflect the credit and interest rate risk inherent in the loan. Cash flows are estimated by applying contractual payment terms to assumed interest rates. The estimate of maturity is based on contractual terms and includes assumptions that reflect our and the industry’s historical experience with repayments for each loan classification. The estimation is modified, as required, by the effect of current economic and lending conditions, collateral, and other factors. Covered assets – Covered assets include acquired loans and foreclosed loan collateral covered under a loss share agreement with the FDIC (including the fair value of expected reimbursements from the FDIC). The fair value of covered assets is calculated by discounting contractual cash flows through the estimated maturity using estimated market discount rates that reflect the credit and interest rate risk inherent in the asset. The estimate of maturity is based on contractual terms and includes assumptions that reflect our and the industry’s historical experience with repayments for each asset classification. The estimate is modified, as required, by the effect of current economic and lending conditions, collateral, and other factors. Investment in BOLI – The cash surrender value of our investment in bank owned life insurance approximates the fair value. Community reinvestment investments - The fair values of these instruments were estimated using an income approach (discounted cash flow) that incorporates current market rates. Deposit liabilities – The fair values disclosed for noninterest-bearing deposits, savings deposits, interest-bearing demand deposits, and money market deposits are approximately equal to the amount payable on demand at the reporting date (i.e., their carrying amounts). The fair values for certificates of deposit and time deposits were estimated using present value techniques by discounting the future cash flows at rates based on internal models and broker quotes. Short-term borrowings – The fair value of FHLB advances with remaining maturities of one year or less is estimated by discounting the obligations using the rates currently offered for borrowings of similar remaining maturities. The fair value of the repurchase obligation is considered to be equal to the carrying value because of its short-term nature. The fair value of secured borrowings is equal to the value of the loans they are collateralizing. See “ Loans ” above for further information. The carrying amount of the obligation for cash collateral held is considered to be its fair value because of its short-term nature. Long-term debt – The fair value of the Company’s fixed-rate long-term debt was estimated using the unadjusted publicly-available market price as of period end. FHLB advances with remaining maturities greater than one year and the Company’s variable-rate junior subordinated debentures are estimated by discounting future cash flows. For the FHLB advances with remaining maturities greater than one year, the Company discounts cash flows using quoted interest rates for similar financial instruments. For the Company’s variable-rate junior subordinated debentures, we interpolate a discount rate we believe is appropriate based on quoted interest rates and entity specific adjustments. Commitments – Given the limited interest rate risk posed by the commitments outstanding at period end due to their variable rate structure, termination clauses provided in the agreements, and the market rate of fees charged, we have deemed the fair value of commitments outstanding to be immaterial. Financial Instruments (Amounts in thousands) As of June 30, 2016 Carrying Amount Fair Value Measurements Using Fair Value Level 1 Level 2 Level 3 Financial Assets: Cash and due from banks $ 155,292 $ 155,292 $ 155,292 $ — $ — Federal funds sold and interest-bearing deposits in banks 230,036 230,036 — 230,036 — Loans held-for-sale 61,360 61,360 — 61,360 — Securities available-for-sale 1,864,636 1,864,636 377,866 1,486,770 — Securities held-to-maturity 1,435,334 1,464,698 — 1,464,698 — FHLB stock 21,113 21,113 — 21,113 — Loans, net of allowance f

OPERATING SEGMENTS

OPERATING SEGMENTS	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
OPERATING SEGMENTS	OPERATING SEGMENTS We have three primary operating segments: Banking, Asset Management and the Holding Company. With respect to the Banking and Asset Management segments, each is delineated by the products and services that it offers. The Banking operating segment is comprised of commercial and personal banking services, including mortgage originations. Commercial banking services are primarily provided to corporations and other business clients and include a wide array of lending and cash management products. Personal banking services offered to individuals, professionals, and entrepreneurs include direct lending and depository services. The Asset Management segment includes certain activities of our PrivateWealth group, including investment management, personal trust and estate administration, custodial and escrow, retirement plans and brokerage services. The activities of the third operating segment, the Holding Company, include the direct and indirect ownership of our banking subsidiary, the issuance of debt and intersegment eliminations. The accounting policies of the individual operating segments are the same as those of the Company as described in Note 1 . Transactions between operating segments are primarily conducted at fair value, resulting in profits that are eliminated from consolidated results of operations. Financial results for each segment are presented below. For segment reporting purposes, the statement of financial condition of Asset Management is included with the Banking segment. Operating Segments Performance (Amounts in thousands) Banking Asset Management Holding Company and Other Adjustments Consolidated 2016 2015 2016 2015 2016 2015 2016 2015 Three Months Ended June 30 Net interest income (expense) $ 146,637 $ 129,121 $ 1,099 $ 1,104 $ (5,719 ) $ (5,603 ) $ 142,017 $ 124,622 Provision for loan and covered loan losses 5,569 2,116 — — — — 5,569 2,116 Non-interest income 31,573 28,273 5,539 4,771 18 15 37,130 33,059 Non-interest expense 80,393 74,756 4,394 4,513 9,429 2,628 94,216 81,897 Income (loss) before taxes 92,248 80,522 2,244 1,362 (15,130 ) (8,216 ) 79,362 73,668 Income tax provision (benefit) 33,971 29,951 864 524 (5,838 ) (3,229 ) 28,997 27,246 Net income (loss) $ 58,277 $ 50,571 $ 1,380 $ 838 $ (9,292 ) $ (4,987 ) $ 50,365 $ 46,422 Six Months Ended June 30 Net interest income (expense) $ 290,744 $ 255,619 $ 2,347 $ 2,003 $ (11,556 ) $ (11,007 ) $ 281,535 $ 246,615 Provision for loan and covered loan losses 11,971 7,762 — — — — 11,971 7,762 Non-interest income 60,434 57,411 10,263 9,134 35 30 70,732 66,575 Non-interest expense 163,418 150,691 9,036 8,825 12,255 5,526 184,709 165,042 Income (loss) before taxes 175,789 154,577 3,574 2,312 (23,776 ) (16,503 ) 155,587 140,386 Income tax provision (benefit) 63,383 57,888 1,379 898 (9,092 ) (6,306 ) 55,670 52,480 Net income (loss) $ 112,406 $ 96,689 $ 2,195 $ 1,414 $ (14,684 ) $ (10,197 ) $ 99,917 $ 87,906 Banking Holding Company and Other Adjustments (1) Consolidated 6/30/2016 12/31/2015 6/30/2016 12/31/2015 6/30/2016 12/31/2015 Selected Balances Assets $ 16,091,795 $ 15,314,801 $ 2,077,396 $ 1,938,047 $ 18,169,191 $ 17,252,848 Total loans 14,035,808 13,266,475 — — 14,035,808 13,266,475 Deposits 14,612,199 14,407,127 (54,805 ) (61,535 ) 14,557,394 14,345,592 (1) Deposit amounts represent the elimination of Holding Company cash accounts included in total deposits of the Banking segment.

VARIABLE INTEREST ENTITIES

VARIABLE INTEREST ENTITIES	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
VARIABLE INTEREST ENTITIES	VARIABLE INTEREST ENTITIES The Company is required to consolidate VIEs in which it has a controlling financial interest. The following table summarizes the carrying amounts of the consolidated VIEs’ assets included in the Company’s statements of financial condition as adjusted for intercompany eliminations at June 30, 2016 . At December 31, 2015 , the Company did not have any VIEs that were consolidated in our financial statements. Consolidated VIEs (Amounts in thousands) June 30, 2016 Assets: Loans $ 2,506 Accrued interest receivable 14 Other assets 144 Total assets $ 2,664 The Company sponsors and consolidates certain VIEs that invest in community development projects designed primarily to promote community welfare, such as economic rehabilitation and development of low-income areas by providing housing, services, or jobs for residents. These VIEs invest in community development projects through the extension of below-market loans that generate a return primarily through the realization of federal new markets tax credits. The consolidated VIEs’ loans are recognized within loans on the Company’s consolidated statements of financial condition. The federal new markets tax credits earned from equity investments in VIEs are recognized as a component of income tax expense, and interest income received on the loans is recognized within interest income on the Company’s consolidated statements of income. The assets of the consolidated VIEs are the primary source of funds to settle their respective obligations. The creditors of the VIEs do not have recourse to the general credit of the Company. The Company’s exposure to each consolidated VIE is limited to the amount of equity invested by the Company in the VIE. June 30, 2016 , and December 31, 2015 . Nonconsolidated VIEs (Amounts in thousands) June 30, 2016 December 31, 2015 Carrying Amount Maximum Exposure to Loss Carrying Amount Maximum Exposure to Loss Trust preferred capital securities issuances (1) $ 167,629 $ — $ 169,788 $ — Community reinvestment investments and loans (2) 47,047 54,438 41,020 44,191 Restructured loans to commercial clients (2) : Outstanding loan balance 83,823 101,546 47,178 56,854 Related derivative asset 142 142 81 81 Warrants 16 16 — — Total $ 298,657 $ 156,142 $ 258,067 $ 101,126 (1) Net of deferred financing costs of $2.2 million at June 30, 2016 and December 31, 2015 . (2) Excludes personal loans and loans to non-for-profit entities. Trust preferred capital securities issuances – As discussed in Note 10 , we sponsor and wholly own 100% of the common equity of four trusts that were formed for the purpose of issuing trust preferred securities to third-party investors and investing the proceeds therefrom in debentures issued by the Company. The trusts’ only assets are the debentures and the related interest receivable, which are included within long-term debt in our consolidated statements of financial condition. The Company is not the primary beneficiary of the trusts and, accordingly, the trusts are not consolidated in our financial statements. Community reinvestment investments and loans – We hold certain investments and loans that make investments to further our community reinvestment initiatives. Investments are included within other assets and loans are included within loans in our consolidated statements of financial condition. Certain of these investments and loans meet the definition of a VIE, but the Company is not the primary beneficiary as we are a limited investor and do not have the power to direct their investment activities. Accordingly, we will continue to account for our interests in these investments and loans on an unconsolidated basis. Our maximum exposure to loss is limited to the carrying amount plus additional required future capital contributions. A portion of our community reinvestment investments are investments in limited liability entities that invest in affordable housing projects that qualify for low-income housing tax credits. These investments entitle the Company to tax credits through 2028 . Any new investments in qualified affordable housing projects entered into on or after January 1, 2014, that meet certain conditions are accounted for using the proportional amortization method. Prior to January 1, 2014, the Company accounted for all of its investments in qualified affordable housing projects using the effective yield method and has elected to continue accounting for preexisting tax credit investments using the effective yield method as permitted under the accounting standards. The carrying value of the Company’s tax credit investments in affordable housing projects totaled $33.7 million at June 30, 2016 and $27.0 million at December 31, 2015 . Commitments to provide future capital contributions totaling $28.8 million as of June 30, 2016 , are expected to be paid through 2030 . These investments are reviewed periodically for impairment. No impairment losses were recorded for the six months ended June 30, 2016 and 2015 . The following table summarizes the impact on the consolidated statement of income for the periods presented. Affordable Housing Tax Credit Investments (Amounts in thousands) Six Months Ended June 30, 2016 2015 Tax credits $ 815 $ 299 Tax benefits from operating losses 338 119 Amortization of principal investment $ 912 $ 316 Restructured loans – For certain troubled commercial loans, we restructure the terms of the borrower’s debt in an effort to increase the probability of collecting amounts contractually due. Following a restructuring, the borrower entity typically meets the definition of a VIE, and economic events have proven that the entity’s equity is not sufficient to permit it to finance its activities without additional subordinated financial support or a restructuring of the terms of its financing. As we do not have the power to direct the activities that most significantly impact such troubled commercial borrowers’ operations, we are not considered the primary beneficiary even in situations where, based on the size of the financing provided, we are exposed to potentially significant benefits and losses of the borrowing entity. We have no contractual requirements to provide financial support to the borrowing entities beyond certain funding commitments established upon restructuring of the terms of the debt. Our interests in the troubled commercial borrowers include outstanding loans and related derivative assets. Our maximum exposure to loss is limited to these interests plus any additional future funding commitments. Warrants – In connection with certain negotiated credit facilities, we receive warrants to acquire stock in privately-held client companies. We have no contractual requirement to provide financial support to the borrowing entities beyond the funding commitments established at origination of the credit facilities. As we do not have the power to direct the activities that most significantly impact the client companies’ operations, we are not considered the primary beneficiary of these companies.

SECURITIES (Tables)

SECURITIES (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Securities Portfolio	Securities Portfolio (Amounts in thousands) June 30, 2016 December 31, 2015 Amortized Cost Gross Unrealized Fair Value Amortized Cost Gross Unrealized Fair Value Gains Losses Gains Losses Available-for-Sale U.S. Treasury $ 372,505 $ 5,361 $ — $ 377,866 $ 322,922 $ 30 $ (1,301 ) $ 321,651 U.S. Agencies 46,274 620 — 46,894 46,504 — (406 ) 46,098 Collateralized mortgage obligations 84,849 3,381 — 88,230 97,260 2,784 (72 ) 99,972 Residential mortgage-backed securities 861,104 24,327 — 885,431 817,006 15,870 (3,021 ) 829,855 State and municipal securities 448,914 17,383 (82 ) 466,215 458,402 9,779 (391 ) 467,790 Total $ 1,813,646 $ 51,072 $ (82 ) $ 1,864,636 $ 1,742,094 $ 28,463 $ (5,191 ) $ 1,765,366 Held-to-Maturity Collateralized mortgage obligations $ 46,112 $ 30 $ (343 ) $ 45,799 $ 50,708 $ — $ (1,729 ) $ 48,979 Residential mortgage-backed securities 1,122,456 23,156 (110 ) 1,145,502 1,069,746 4,809 (4,983 ) 1,069,572 Commercial mortgage-backed securities 262,022 6,946 (22 ) 268,946 229,722 499 (2,158 ) 228,063 State and municipal securities 254 — — 254 254 — — 254 Foreign sovereign debt 500 — — 500 500 — — 500 Other securities 3,990 — (293 ) 3,697 4,353 — (480 ) 3,873 Total $ 1,435,334 $ 30,132 $ (768 ) $ 1,464,698 $ 1,355,283 $ 5,308 $ (9,350 ) $ 1,351,241
Securities in Unrealized Loss Position	Securities in Unrealized Loss Position (Amounts in thousands) Less Than 12 Months 12 Months or Longer Total Number of Securities Fair Value Unrealized Losses Number of Securities Fair Value Unrealized Losses Fair Value Unrealized Losses As of June 30, 2016 Available-for-Sale State and municipal securities 9 $ 4,035 $ (79 ) 6 $ 1,870 $ (3 ) $ 5,905 $ (82 ) Held-to-Maturity Collateralized mortgage obligations — $ — $ — 3 $ 34,554 $ (343 ) $ 34,554 $ (343 ) Residential mortgage-backed securities — — — 4 14,339 (110 ) 14,339 (110 ) Commercial mortgage-backed securities 2 6,074 (18 ) 1 3,682 (4 ) 9,756 (22 ) Other securities 1 3,697 (293 ) — — — 3,697 (293 ) Total $ 9,771 $ (311 ) $ 52,575 $ (457 ) $ 62,346 $ (768 ) As of December 31, 2015 Available-for-Sale U.S. Treasury 11 $ 271,006 $ (1,081 ) 1 $ 25,773 $ (220 ) $ 296,779 $ (1,301 ) U.S. Agencies 3 46,098 (406 ) — — — 46,098 (406 ) Collateralized mortgage obligations 6 7,528 (72 ) — — — 7,528 (72 ) Residential mortgage-backed securities 28 243,862 (1,148 ) 5 75,533 (1,873 ) 319,395 (3,021 ) State and municipal securities 95 48,974 (353 ) 12 3,485 (38 ) 52,459 (391 ) Total $ 617,468 $ (3,060 ) $ 104,791 $ (2,131 ) $ 722,259 $ (5,191 ) Held-to-Maturity Collateralized mortgage obligations — $ — $ — 4 $ 48,979 $ (1,729 ) $ 48,979 $ (1,729 ) Residential mortgage-backed securities 48 512,395 (3,680 ) 10 57,340 (1,303 ) 569,735 (4,983 ) Commercial mortgage-backed securities 35 128,434 (1,502 ) 12 37,350 (656 ) 165,784 (2,158 ) Other securities 1 3,873 (480 ) — — — 3,873 (480 ) Total $ 644,702 $ (5,662 ) $ 143,669 $ (3,688 ) $ 788,371 $ (9,350 )
Remaining Contractual Maturity of Securities	Remaining Contractual Maturity of Securities (Amounts in thousands) June 30, 2016 Available-For-Sale Held-To-Maturity Amortized Cost Fair Value Amortized Cost Fair Value U.S. Treasury, U.S. Agencies, state and municipal and foreign sovereign debt and other securities: One year or less $ 22,424 $ 22,608 $ 132 $ 132 One year to five years 550,871 560,785 622 622 Five years to ten years 255,570 267,163 3,990 3,697 After ten years 38,828 40,419 — — All other securities: Collateralized mortgage obligations 84,849 88,230 46,112 45,799 Residential mortgage-backed securities 861,104 885,431 1,122,456 1,145,502 Commercial mortgage-backed securities — — 262,022 268,946 Total $ 1,813,646 $ 1,864,636 $ 1,435,334 $ 1,464,698
Securities Gains (Losses)	Securities Gains (Losses) (Amounts in thousands) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Proceeds from sales $ 18,764 $ 1,415 $ 45,446 $ 30,346 Gross realized gains $ 580 $ 19 $ 1,133 $ 557 Gross realized losses — (20 ) (22 ) (24 ) Net realized gains (losses) $ 580 $ (1 ) $ 1,111 $ 533 Income tax provision on net realized gains (losses) $ 223 $ — $ 428 $ 210

LOANS AND CREDIT QUALITY (Table

LOANS AND CREDIT QUALITY (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Loan Portfolio	Loan Portfolio (Amounts in thousands) June 30, December 31, Commercial and industrial $ 7,141,069 $ 6,747,389 Commercial - owner-occupied commercial real estate 1,889,400 1,888,238 Total commercial 9,030,469 8,635,627 Commercial real estate 2,860,618 2,629,873 Commercial real estate - multi-family 787,792 722,637 Total commercial real estate 3,648,410 3,352,510 Construction 552,183 522,263 Residential real estate 497,709 461,412 Home equity 127,967 129,317 Personal 179,070 165,346 Total loans $ 14,035,808 $ 13,266,475 Net deferred loan fees and unamortized discount and premium on loans, included as a reduction in total loans $ 52,594 $ 48,009 Overdrawn demand deposits included in total loans $ 6,400 $ 2,654
Loans Held-For-Sale	Loans Held-For-Sale (Amounts in thousands) June 30, December 31, Mortgage loans held-for-sale (1) $ 28,926 $ 35,704 Other loans held-for-sale (2) 32,434 73,094 Total loans held-for-sale $ 61,360 $ 108,798 (1) Comprised of residential mortgage loan originations intended to be sold in the secondary market. The Company accounts for these loans under the fair value option. Refer to Note 17 for additional information regarding mortgage loans held-for-sale. (2) Amounts at June 30, 2016 and December 31, 2015 , represent commercial, commercial real estate and construction loans carried at the lower of aggregate cost or fair value, including one nonaccrual loan totaling $358,000 and $667,000 at June 30, 2016 and December 31, 2015 , respectively. Generally, the Company intends to sell these loans within 30-60 days from the date the intent to sell was established.
Carrying Value of Loans Pledged	Carrying Value of Loans Pledged (Amounts in thousands) June 30, December 31, Loans pledged to secure outstanding borrowings or availability: FRB discount window borrowings (1) $ 503,261 $ 440,023 FHLB advances (2) 4,109,251 4,133,942 Total $ 4,612,512 $ 4,573,965 (1) No borrowings were outstanding at June 30, 2016 and December 31, 2015 . (2) Refer to Notes 8 and 9 for additional information regarding FHLB advances.
Loan Portfolio Aging	Loan Portfolio Aging (Amounts in thousands) Delinquent Current 30 – 59 Days Past Due 60 – 89 Days Past Due 90 Days Past Due and Accruing Total Accruing Loans Nonaccrual Total Loans As of June 30, 2016 Commercial $ 8,978,210 $ 3,675 $ 82 $ — $ 8,981,967 $ 48,502 $ 9,030,469 Commercial real estate 3,630,701 — 9,976 — 3,640,677 7,733 3,648,410 Construction 552,183 — — — 552,183 — 552,183 Residential real estate 493,081 — 635 — 493,716 3,993 497,709 Home equity 122,652 129 — — 122,781 5,186 127,967 Personal 179,035 23 2 — 179,060 10 179,070 Total loans $ 13,955,862 $ 3,827 $ 10,695 $ — $ 13,970,384 $ 65,424 $ 14,035,808 As of December 31, 2015 Commercial $ 8,595,150 $ 6,641 $ 1,042 $ — $ 8,602,833 $ 32,794 $ 8,635,627 Commercial real estate 3,343,714 — 295 — 3,344,009 8,501 3,352,510 Construction 522,263 — — — 522,263 — 522,263 Residential real estate 455,764 613 273 — 456,650 4,762 461,412 Home equity 121,580 66 — — 121,646 7,671 129,317 Personal 165,188 132 5 — 165,325 21 165,346 Total loans $ 13,203,659 $ 7,452 $ 1,615 $ — $ 13,212,726 $ 53,749 $ 13,266,475	[1]
Impaired Loans	Impaired Loans (Amounts in thousands) Unpaid Contractual Principal Balance Recorded Investment With No Specific Reserve Recorded Investment With Specific Reserve Total Recorded Investment Specific Reserve As of June 30, 2016 Commercial $ 92,409 $ 57,216 $ 31,798 $ 89,014 $ 6,734 Commercial real estate 7,733 2,710 5,023 7,733 757 Construction 143 143 — 143 — Residential real estate 4,134 — 3,993 3,993 303 Home equity 7,839 3,103 4,605 7,708 598 Personal 10 — 10 10 1 Total impaired loans $ 112,268 $ 63,172 $ 45,429 $ 108,601 $ 8,393 As of December 31, 2015 Commercial $ 49,912 $ 27,300 $ 20,020 $ 47,320 $ 4,458 Commercial real estate 14,150 2,085 6,416 8,501 1,156 Residential real estate 4,950 — 4,762 4,762 539 Home equity 10,071 2,626 7,065 9,691 1,106 Personal 21 — 21 21 3 Total impaired loans $ 79,104 $ 32,011 $ 38,284 $ 70,295 $ 7,262
Average Recorded Investment and Interest Income Recognized on Impaired Loans	Average Recorded Investment and Interest Income Recognized on Impaired Loans (1) (Amounts in thousands) 2016 2015 Average Interest Average Interest Three Months Ended June 30 Commercial $ 75,415 $ 502 $ 59,380 $ 316 Commercial real estate 8,195 — 14,823 10 Construction 36 1 — — Residential real estate 4,009 — 4,454 — Home equity 7,652 31 12,714 24 Personal 14 — 248 — Total $ 95,321 $ 534 $ 91,619 $ 350 Six Months Ended June 30 Commercial $ 63,061 $ 822 $ 55,791 $ 500 Commercial real estate 8,359 — 16,359 13 Construction 20 1 — — Residential real estate 4,093 — 4,676 — Home equity 8,111 58 13,094 46 Personal 33 — 300 — Total $ 83,677 $ 881 $ 90,220 $ 559 (1) Represents amounts while classified as impaired for the periods presented.	[1]
Credit Quality Indicators	Credit Quality Indicators (Dollars in thousands) Special Mention % of Portfolio Loan Type Potential Problem Loans % of Portfolio Loan Type Non- Performing Loans % of Portfolio Loan Type Total Loans As of June 30, 2016 Commercial $ 145,781 1.6 $ 92,768 1.0 $ 48,502 0.5 $ 9,030,469 Commercial real estate 500 * 117 * 7,733 0.2 3,648,410 Construction 143 * — — — — 552,183 Residential real estate 7,140 1.4 5,091 1.0 3,993 0.8 497,709 Home equity 568 0.4 816 0.6 5,186 4.1 127,967 Personal 559 0.3 25 * 10 * 179,070 Total $ 154,691 1.1 $ 98,817 0.7 $ 65,424 0.5 $ 14,035,808 As of December 31, 2015 Commercial $ 85,217 1.0 $ 124,654 1.4 $ 32,794 0.4 $ 8,635,627 Commercial real estate 27,580 0.8 121 * 8,501 0.3 3,352,510 Construction — — — — — — 522,263 Residential real estate 5,988 1.3 5,031 1.1 4,762 1.0 461,412 Home equity 623 0.5 2,451 1.9 7,671 5.9 129,317 Personal 620 0.4 141 0.1 21 * 165,346 Total $ 120,028 0.9 $ 132,398 1.0 $ 53,749 0.4 $ 13,266,475 * Less than 0.1%	[1]
Troubled Debt Restructured Loans Outstanding	Troubled Debt Restructured Loans Outstanding (Amounts in thousands) June 30, 2016 December 31, 2015 Accruing Nonaccrual (1) Accruing Nonaccrual (1) Commercial $ 40,512 $ 35,838 $ 14,526 $ 25,034 Commercial real estate — 7,331 — 7,619 Construction 143 — — — Residential real estate — — — 1,341 Home equity 2,522 4,434 2,020 5,177 Personal — 1,303 — — Total $ 43,177 $ 48,906 $ 16,546 $ 39,171 (1) Included in nonperforming loans.
Additions To TDR During The Period	Additions to Troubled Debt Restructurings During the Period (Dollars in thousands) Three Months Ended June 30, Extension of Maturity Date (1) Other Concession (2) Total Number of Loans Balance Number of Loans Balance Number of Loans Balance 2016 Accruing: Commercial 3 $ 2,253 2 $ 19,514 5 $ 21,767 Home equity — — 2 538 2 538 Nonaccruing: Commercial — — 4 13,811 4 13,811 Residential real estate — — 1 129 1 129 Total accruing and nonaccruing additions 3 $ 2,253 9 $ 33,992 12 $ 36,245 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 3,631 2015 Accruing: Commercial 4 $ 13,134 — $ — 4 $ 13,134 Home equity 1 346 — — 1 346 Nonaccruing: Commercial 4 2,583 1 2,107 5 4,690 Home equity 3 165 — — 3 165 Total accruing and nonaccruing additions 12 $ 16,228 1 $ 2,107 13 $ 18,335 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 286 (1) Extension of maturity date also includes loans renewed at an existing rate of interest that is considered a below market rate for that particular loan’s risk profile. (2) Other concessions primarily include interest rate reductions, loan increases or deferrals of principal. Additions to Troubled Debt Restructurings During the Period (Continued) (Dollars in thousands) Six Months Ended June 30, Extension of Maturity Date (1) Other Concession (2) Total Number of Loans Balance Number of Loans Balance Number of Loans Balance 2016 Accruing: Commercial 3 $ 2,253 4 $ 34,741 7 $ 36,994 Home equity — — 2 538 2 538 Nonaccruing: Commercial 2 762 4 13,811 6 14,573 Commercial real estate 1 77 1 691 2 768 Residential real estate — — 2 202 2 202 Home equity — — 2 124 2 124 Total accruing and nonaccruing additions 6 $ 3,092 15 $ 50,107 21 $ 53,199 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 3,631 2015 Accruing: Commercial 5 $ 15,528 — $ — 5 $ 15,528 Home equity 1 346 — — 1 346 Nonaccruing: Commercial 4 2,583 2 2,773 6 5,356 Commercial real estate 2 1,660 1 3,773 3 5,433 Home equity 3 165 2 77 5 242 Total accruing and nonaccruing additions 15 $ 20,282 5 $ 6,623 20 $ 26,905 Change in recorded investment due to principal paydown or charge-off at time of modification, net of advances $ 380 (1) Extension of maturity date also includes loans renewed at an existing rate of interest that is considered a below market rate for that particular loan’s risk profile. (2) Other concessions primarily include interest rate reductions, loan increases or deferrals of principal.
OREO Composition	OREO Composition (Amounts in thousands) June 30, December 31, Single-family homes $ 1,832 $ 1,878 Land parcels 1,458 1,760 Multi-family 391 598 Office/industrial 1,679 1,779 Retail 9,172 1,258 Total OREO properties $ 14,532 $ 7,273
Covered Assets	Covered Assets (Amounts in thousands) June 30, December 31, Residential mortgage loans (1) $ 23,082 $ 24,717 Foreclosed real estate - single-family homes 485 530 Estimated loss reimbursement by the FDIC 1,584 1,707 Total covered assets 25,151 26,954 Allowance for covered loan losses (5,525 ) (5,712 ) Net covered assets $ 19,626 $ 21,242 (1) Includes $218,000 and $257,000 of purchased credit-impaired loans as of June 30, 2016 and December 31, 2015 , respectively.
[1]	Extension of maturity date also includes loans renewed at an existing rate of interest that is considered a below market rate for that particular loan’s risk profile.

ALLOWANCE FOR LOAN LOSSES AND29

ALLOWANCE FOR LOAN LOSSES AND RESERVE FOR UNFUNDED COMMITMENTS (Tables)	6 Months Ended
	Jun. 30, 2016	[1]
Text Block [Abstract]
Allowance For Loan Losses and Recorded Investment in Loans	Allowance for Loan Losses and Recorded Investment in Loans (Amounts in thousands) Three Months Ended June 30, Commercial Commercial Real Estate Construction Residential Real Estate Home Equity Personal Total 2016 Allowance for Loan Losses: Balance at beginning of period $ 120,688 $ 29,957 $ 4,931 $ 4,043 $ 3,426 $ 2,311 $ 165,356 Loans charged-off (2,838 ) (13 ) — (33 ) (34 ) (17 ) (2,935 ) Recoveries on loans previously charged-off 66 449 13 20 65 11 624 Net (charge-offs) recoveries (2,772 ) 436 13 (13 ) 31 (6 ) (2,311 ) Provision (release) for loan losses 4,392 687 1,225 (216 ) (455 ) (63 ) 5,570 Balance at end of period $ 122,308 $ 31,080 $ 6,169 $ 3,814 $ 3,002 $ 2,242 $ 168,615 Ending balance, loans individually evaluated for impairment (1) $ 6,734 $ 757 $ — $ 303 $ 598 $ 1 $ 8,393 Ending balance, loans collectively evaluated for impairment $ 115,574 $ 30,323 $ 6,169 $ 3,511 $ 2,404 $ 2,241 $ 160,222 Recorded Investment in Loans: Ending balance, loans individually evaluated for impairment (1) $ 89,014 $ 7,733 $ 143 $ 3,993 $ 7,708 $ 10 $ 108,601 Ending balance, loans collectively evaluated for impairment 8,941,455 3,640,677 552,040 493,716 120,259 179,060 13,927,207 Total recorded investment in loans $ 9,030,469 $ 3,648,410 $ 552,183 $ 497,709 $ 127,967 $ 179,070 $ 14,035,808 2015 Allowance for Loan Losses: Balance at beginning of period $ 108,873 $ 31,606 $ 4,026 $ 5,223 $ 4,588 $ 2,294 $ 156,610 Loans charged-off (2,921 ) (98 ) — (194 ) — (28 ) (3,241 ) Recoveries on loans previously charged-off 984 272 164 47 73 86 1,626 Net (charge-offs) recoveries (1,937 ) 174 164 (147 ) 73 58 (1,615 ) Provision (release) for loan losses 6,208 (3,570 ) (374 ) 181 (46 ) (343 ) 2,056 Balance at end of period $ 113,144 $ 28,210 $ 3,816 $ 5,257 $ 4,615 $ 2,009 $ 157,051 Ending balance, loans individually evaluated for impairment (1) $ 2,889 $ 2,102 $ — $ 606 $ 1,865 $ 6 $ 7,468 Ending balance, loans collectively evaluated for impairment $ 110,255 $ 26,108 $ 3,816 $ 4,651 $ 2,750 $ 2,003 $ 149,583 Recorded Investment in Loans: Ending balance, loans individually evaluated for impairment (1) $ 62,777 $ 13,441 $ — $ 4,116 $ 12,902 $ 24 $ 93,260 Ending balance, loans collectively evaluated for impairment 8,383,448 2,981,091 371,096 411,710 124,559 178,117 12,450,021 Total recorded investment in loans $ 8,446,225 $ 2,994,532 $ 371,096 $ 415,826 $ 137,461 $ 178,141 $ 12,543,281 (1) Refer to Note 4 for additional information regarding impaired loans. Allowance for Loan Losses (Amounts in thousands) Six Months Ended June 30, Commercial Commercial Real Estate Construction Residential Real Estate Home Equity Personal Total 2016 Balance at beginning of year $ 117,619 $ 27,610 $ 5,441 $ 4,239 $ 3,744 $ 2,083 $ 160,736 Loans charged-off (2,916 ) (1,510 ) — (517 ) (226 ) (167 ) (5,336 ) Recoveries on loans previously charged-off 253 745 32 39 99 41 1,209 Net (charge-offs) recoveries (2,663 ) (765 ) 32 (478 ) (127 ) (126 ) (4,127 ) Provision (release) for loan losses 7,352 4,235 696 53 (615 ) 285 12,006 Balance at end of period $ 122,308 $ 31,080 $ 6,169 $ 3,814 $ 3,002 $ 2,242 $ 168,615 2015 Balance at beginning of year $ 103,462 $ 31,838 $ 4,290 $ 5,316 $ 4,924 $ 2,668 $ 152,498 Loans charged-off (5,123 ) (985 ) — (231 ) (371 ) (38 ) (6,748 ) Recoveries on loans previously charged-off 1,495 870 183 104 143 959 3,754 Net (charge-offs) recoveries (3,628 ) (115 ) 183 (127 ) (228 ) 921 (2,994 ) Provision (release) for loan losses 13,310 (3,513 ) (657 ) 68 (81 ) (1,580 ) 7,547 Balance at end of period $ 113,144 $ 28,210 $ 3,816 $ 5,257 $ 4,615 $ 2,009 $ 157,051
Reserve For Unfunded Commitments	Reserve for Unfunded Commitments (1) (Amounts in thousands) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Balance at beginning of period $ 12,354 $ 12,650 $ 11,759 $ 12,274 Provision for unfunded commitments 1,375 507 1,970 883 Balance at end of period $ 13,729 $ 13,157 $ 13,729 $ 13,157 Unfunded commitments, excluding covered assets, at period end $ 6,442,994 $ 6,003,609 (1) Unfunded commitments include commitments to extend credit, standby letters of credit and commercial letters of credit. Unfunded commitments related to covered assets are excluded as they are covered under a loss share agreement with the FDIC.
[1]	Refer to Note 4 for additional information regarding impaired loans.

GOODWILL AND OTHER INTANGIBLE30

GOODWILL AND OTHER INTANGIBLE ASSETS (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Carrying Amount of Goodwill By Operating Segment	Carrying Amount of Goodwill by Operating Segment (Amounts in thousands) June 30, December 31, 2015 Banking $ 81,755 $ 81,755 Asset management 12,286 12,286 Total goodwill $ 94,041 $ 94,041
Other Intangible Assets	Other Intangible Assets (Dollars in thousands) Six Months Ended June 30, 2016 Year Ended December 31, 2015 Core deposit intangibles: Gross carrying amount $ 12,378 $ 18,093 Accumulated amortization 10,423 15,140 Net carrying amount $ 1,955 $ 2,953 Amortization during the period $ 998 $ 2,270 Weighted average remaining life (in years) 1.0 1.5 Client relationships: Gross carrying amount $ 1,459 $ 2,002 Accumulated amortization 1,065 1,525 Net carrying amount $ 394 $ 477 Amortization during the period $ 83 $ 185 Weighted average remaining life (in years) 4.6 5.1
Scheduled Amortization of Other Intangible Assets	Scheduled Amortization of Other Intangible Assets (Amounts in thousands) Total Year Ended December 31, 2016 - remaining six months $ 1,080 2017 1,125 2018 98 2019 28 2020 15 2021 and thereafter 3 Total $ 2,349

DEPOSITS DEPOSITS (Tables)

DEPOSITS DEPOSITS (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Summary of Deposits	Summary of Deposits (Amounts in thousands) June 30, December 31, Noninterest-bearing demand deposits $ 4,511,893 $ 4,355,700 Interest-bearing demand deposits 1,781,308 1,503,372 Savings deposits 393,344 377,191 Money market accounts 5,509,072 5,919,252 Time deposits (1) 2,361,777 2,190,077 Total deposits $ 14,557,394 $ 14,345,592 (1) Time deposits with a minimum denomination of $250,000 totaled $1.3 billion at June 30, 2016 and December 31, 2015 .
Scheduled Maturities of Time Deposits	Scheduled Maturities of Time Deposits (Amounts in thousands) Total Year Ended December 31, 2016: Third quarter $ 628,900 Fourth quarter 322,559 2017 813,883 2018 184,324 2019 117,527 2020 206,244 2021 and thereafter 88,340 Total $ 2,361,777
Maturities of Time Deposits of $100,000 or More	Maturities of Time Deposits of $100,000 or More (Amounts in thousands) June 30, Maturing within 3 months $ 583,223 After 3 but within 6 months 283,985 After 6 but within 12 months 450,683 After 12 months 743,828 Total $ 2,061,719

SHORT-TERM BORROWINGS (Tables)

SHORT-TERM BORROWINGS (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Summary Of Short-Term Borrowings	Summary of Short-Term Borrowings (Dollars in thousands) June 30, 2016 December 31, 2015 Amount Rate Amount Rate Outstanding: Repurchase agreements $ 409,269 0.67 % $ — — % FHLB advances 875,000 0.25 % 370,000 0.16 % Other borrowings 931 0.18 % 250 0.20 % Secured borrowings 2,734 4.00 % 2,217 4.00 % Total short-term borrowings $ 1,287,934 $ 372,467 Unused Availability: Federal funds (1) $ 580,500 $ 630,500 FRB discount window primary credit program (2) 438,177 384,419 FHLB advances (3) 1,322,077 1,481,102 Revolving line of credit 60,000 60,000 (1) Our total availability of overnight Federal fund (“Fed funds”) borrowings is not a committed line of credit and is dependent upon lender availability. (2) Our borrowing capacity changes each quarter subject to available collateral and FRB discount factors. (3) As a member of the FHLB Chicago, the Bank has access to borrowing capacity which is subject to change based on the availability of acceptable collateral to pledge and the level of our investment in FHLB Chicago stock. At June 30, 2016 , our borrowing capacity was $2.2 billion , of which $1.3 billion is available, subject to making the required additional investment in FHLB Chicago stock

LONG-TERM DEBT Long-Term Debt (

LONG-TERM DEBT Long-Term Debt (Tables)	6 Months Ended
	Jun. 30, 2016
Long-term Debt, Unclassified [Abstract]
Long-Term Debt	Long-Term Debt (Dollars in thousands) Rate Type Current Rate Maturity June 30, December 31, Parent Company: Junior Subordinated Debentures (1) Bloomfield Hills Statutory Trust I Floating, three-month LIBOR + 2.65% 3.31% 2034 $ 8,248 $ 8,248 PrivateBancorp Statutory Trust II Floating, three-month LIBOR + 1.71% 2.36% 2035 51,547 51,547 PrivateBancorp Statutory Trust III Floating, three-month LIBOR + 1.50% 2.15% 2035 41,238 41,238 PrivateBancorp Statutory Trust IV (2) Fixed 10.00% 2068 66,596 66,576 Subordinated debt facility (3)(4) Fixed 7.125% 2042 120,633 120,606 Subtotal $ 288,262 $ 288,215 Subsidiaries: FHLB advances Floating, FHLBC overnight discount note index + 0.065% $ — $ 350,000 FHLB advances (5)(6) Fixed 3.58% - 4.68% 2019 50,000 50,000 Total long-term debt $ 338,262 $ 688,215 (1) Under the final regulatory capital rules issued in July 2013, these instruments are grandfathered for inclusion as a component of Tier 1 capital, although the Tier 1 capital treatment for these instruments could be subject to phase-out in the event we were to make certain acquisitions. Furthermore, upon completion of our pending merger with CIBC, we do not expect the outstanding trust preferred securities to continue to qualify as Tier 1 capital under FRB regulations as currently in effect. (2) Net of deferred financing costs of $2.2 million at June 30, 2016 and December 31, 2015 . (3) Net of deferred financing costs of $4.4 million at June 30, 2016 and December 31, 2015 . (4) Qualifies as Tier 2 capital for regulatory capital purposes. (5) Weighted average interest rate was 3.75% at both June 30, 2016 and December 31, 2015 . (6) Amounts reported at June 30, 2016 and December 31, 2015 include three long-term advances totaling $45.0 million with a weighted average interest rate of 3.66% . The advances provide for a one-time option, two years from the issuance date, to increase the amount outstanding up to $150.0 million each at the same fixed rate as the original advance. The advances include a prepayment feature and are subject to a prepayment fee.
Scheduled Maturities of Long-Term Debt	Scheduled Maturities of Long-Term Debt (Amounts in thousands) Total Year Ended December 31, 2019 $ 50,000 2021 and thereafter 288,262 Total $ 338,262

JUNIOR SUBORDINATED DEFERRABL34

JUNIOR SUBORDINATED DEFERRABLE INTEREST DEBENTURES HELD BY TRUSTS THAT ISSUED TRUST PREFERRED SECURITIES (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Common Securities, Preferred Securities, and Related Debentures	Common Securities, Preferred Securities, and Related Debentures (Dollars in thousands) Common Securities Issued Trust Preferred Securities Issued (1) Principal Amount of Debentures (1) Issuance Date Coupon Rate (2) Maturity June 30, Bloomfield Hills Statutory Trust I May 2004 $ 248 $ 8,000 3.31 % June 2034 $ 8,248 PrivateBancorp Statutory Trust II June 2005 1,547 50,000 2.36 % Sept. 2035 51,547 PrivateBancorp Statutory Trust III Dec. 2005 1,238 40,000 2.15 % Dec. 2035 41,238 PrivateBancorp Capital Trust IV May 2008 5 68,750 10.00 % June 2068 66,596 (3 ) Total $ 3,038 $ 166,750 $ 167,629 (1) The Trust Preferred Securities accrue distributions at a rate equal to the interest rate on, and have a redemption date identical to the maturity date of, the corresponding Debentures. The Trust Preferred Securities are subject to mandatory redemption upon repayment of the Debentures at maturity or upon earlier redemption. (2) Reflects the coupon rate in effect at June 30, 2016 . The coupon rate for Bloomfield Hills Statutory Trust I is a variable rate and is based on three-month LIBOR plus 2.65% . The coupon rates for PrivateBancorp Statutory Trusts II and III are at a variable rate based on three-month LIBOR plus 1.71% for Trust II and three-month LIBOR plus 1.50% for Trust III. The coupon rate for PrivateBancorp Capital Trust IV is fixed. Distributions on all Trust Preferred Securities are payable quarterly. We have the right to defer payment of interest on the Debentures at any time or from time to time for a period not exceeding ten years, in the case of the Debentures held by Trust IV, and five years, in the case of all other Debentures, without causing an event of default under the related indenture, provided no extension period may extend beyond the stated maturity of the Debentures. During such extension period, distributions on the trust preferred securities would also be deferred, and our ability to pay dividends on our common stock would generally be prohibited. The Federal Reserve has the ability to prevent interest payments on the Debentures. (3) Net of deferred financing costs of $2.2 million at June 30, 2016 .

EQUITY (Tables)

EQUITY (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Change in Accumulated Other Comprehensive Income by Component	Change in Accumulated Other Comprehensive Income (“AOCI”) by Component (Amounts in thousands) Six Months Ended June 30, 2016 2015 Unrealized Gain on Available-for-Sale Securities Accumulated Gain on Effective Cash Flow Hedges Total Unrealized Gain on Available-for-Sale Securities Accumulated Gain on Effective Cash Flow Hedges Total Balance at beginning of period $ 14,048 $ 3,211 $ 17,259 $ 19,448 $ 1,469 $ 20,917 Increase (decrease) in unrealized gains on securities 28,829 — 28,829 (5,407 ) — (5,407 ) Increase in unrealized gains on cash flow hedges — 13,393 13,393 — 8,126 8,126 Tax (expense) benefit on increase in unrealized gains (losses) (11,041 ) (5,161 ) (16,202 ) 2,074 (3,154 ) (1,080 ) Other comprehensive income (loss) before reclassifications 17,788 8,232 26,020 (3,333 ) 4,972 1,639 Reclassification adjustment of net gains included in net income (1) (1,111 ) (4,091 ) (5,202 ) (533 ) (5,072 ) (5,605 ) Reclassification adjustment for tax expense on realized net gains (2) 428 1,578 2,006 207 1,970 2,177 Amounts reclassified from AOCI (683 ) (2,513 ) (3,196 ) (326 ) (3,102 ) (3,428 ) Net current period other comprehensive income (loss) 17,105 5,719 22,824 (3,659 ) 1,870 (1,789 ) Balance at end of period $ 31,153 $ 8,930 $ 40,083 $ 15,789 $ 3,339 $ 19,128 (1) The amounts reclassified from AOCI for the available-for-sale securities are reported in net securities gains on the consolidated statements of income, while the amounts reclassified from AOCI for cash flow hedges are included in interest income on loans on the consolidated statements of income. (2) The tax expense amounts reclassified from AOCI in connection with the available-for-sale securities reclassification and cash flow hedges reclassification are included in income tax provision on the consolidated statements of income.

EARNINGS PER COMMON SHARE (Tabl

EARNINGS PER COMMON SHARE (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Basic and Diluted Earnings Per Common Share	Basic and Diluted Earnings per Common Share (Amounts in thousands, except per share data) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Basic earnings per common share Net income $ 50,365 $ 46,422 $ 99,917 $ 87,906 Net income allocated to participating stockholders (1) (381 ) (366 ) (811 ) (838 ) Net income allocated to common stockholders $ 49,984 $ 46,056 $ 99,106 $ 87,068 Weighted-average common shares outstanding 78,849 77,942 78,699 77,676 Basic earnings per common share $ 0.63 $ 0.59 $ 1.26 $ 1.12 Diluted earnings per common share Diluted earnings applicable to common stockholders (2) $ 49,990 $ 46,059 $ 99,119 $ 87,080 Weighted-average diluted common shares outstanding: Weighted-average common shares outstanding 78,849 77,942 78,699 77,676 Dilutive effect of stock awards (3) 1,468 1,216 1,387 1,161 Weighted-average diluted common shares outstanding 80,317 79,158 80,086 78,837 Diluted earnings per common share $ 0.62 $ 0.58 $ 1.24 $ 1.10 (1) Participating stockholders are those that hold certain share-based payment awards that contain nonforfeitable rights to dividends or dividend equivalents. Such shares or units are considered participating securities (i.e., certain of the Company’s deferred, restricted stock and performance share units, and nonvested restricted stock awards). (2) Net income allocated to common stockholders for basic and diluted earnings per share may differ under the two-class method as a result of adding common stock equivalents for options to dilutive shares outstanding, which alters the ratio used to allocate earnings to common stockholders and participating securities for the purposes of calculating diluted earnings per share. (3) For the three months ended June 30, 2016 and 2015 , the weighted-average outstanding non-participating securities of 441,000 and 238,000 shares, respectively, and for the six months ended June 30, 2016 and 2015 , the weighted-average outstanding non-participating securities of 452,000 and 483,000 shares, respectively, were not included in the computation of diluted earnings per common share because their inclusion would have been antidilutive for the periods presented.

INCOME TAXES (Tables)

INCOME TAXES (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Income Tax Provision Analysis	Income Tax Provision Analysis (Dollars in thousands) Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Income before income taxes $ 79,362 $ 73,668 $ 155,587 $ 140,386 Income tax provision: Current income tax provision $ 34,572 $ 28,691 $ 59,945 $ 50,231 Deferred income tax (benefit) provision (5,575 ) (1,445 ) (4,275 ) 2,249 Total income tax provision $ 28,997 $ 27,246 $ 55,670 $ 52,480 Effective tax rate 36.5 % 37.0 % 35.8 % 37.4 %

DERIVATIVE INSTRUMENTS (Tables)

DERIVATIVE INSTRUMENTS (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Notional Amounts and Fair Value of Derivative Instruments	Notional Amounts and Fair Value of Derivative Instruments (Amounts in thousands) Asset Derivatives Liability Derivatives June 30, 2016 December 31, 2015 June 30, 2016 December 31, 2015 Notional Fair Value Notional Fair Value Notional Fair Value Notional Fair Value Derivatives designated as hedging instruments: Interest rate contracts $ 350,000 $ 6,566 $ 675,000 $ 5,366 $ — $ — $ 125,000 $ 799 Derivatives not designated as hedging instruments: Client-related derivatives: Interest rate contracts $ 4,280,089 $ 79,885 $ 3,933,977 $ 41,734 $ 4,280,089 $ 84,083 $ 3,933,977 $ 43,001 Foreign exchange contracts 262,502 6,995 155,914 5,008 249,888 6,200 127,664 4,274 Risk participation agreements (1) 80,333 14 84,216 6 106,364 31 111,269 27 Total client-related derivatives $ 86,894 $ 46,748 $ 90,314 $ 47,302 Other end-user derivatives: Foreign exchange contracts $ 41,537 $ 1,118 $ 28,058 $ 220 $ 8,808 $ 65 $ 4,486 $ 3 Mortgage banking derivatives 531 519 941 181 Warrants 221 — — — Total other end-user derivatives $ 1,870 $ 739 $ 1,006 $ 184 Total derivatives not designated as hedging instruments $ 88,764 $ 47,487 $ 91,320 $ 47,486 Netting adjustments (2) (14,335 ) (12,238 ) (63,380 ) (30,056 ) Total derivatives $ 80,995 $ 40,615 $ 27,940 $ 18,229 (1) The remaining average notional amounts are shown for risk participation agreements. (2) Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting agreements. Refer to Note 15 for additional information regarding master netting agreements.
Risk Participation Agreements	Risk Participation Agreements (Dollars in thousands) June 30, December 31, Fair value of written RPAs $ 31 $ 27 Range of remaining terms to maturity (in years) Less than 1 to 4 Less than 1 to 5 Range of assigned internal risk ratings 2 to 7 2 to 7 Maximum potential amount of future undiscounted payments $ 4,281 $ 3,937 Percent of maximum potential amount of future undiscounted payments covered by proceeds from liquidation of pledged collateral 33 % 43 %
Gain (Loss) Recognized On Derivative Instruments Not Designated In Hedging Relationship	Gain (Loss) Recognized on Derivative Instruments Not Designated in Hedging Relationship (Amounts in thousands) Location in Consolidated Statement of Income Three Months Ended June 30, Six Months Ended June 30, 2016 2015 2016 2015 Gain on client-related derivatives: Interest rate contracts Capital markets income $ 3,898 $ 2,536 $ 7,429 $ 4,899 Foreign exchange contracts Capital markets income 1,958 2,350 3,618 4,103 RPAs Capital markets income (4 ) 33 4 89 Total client-related derivatives $ 5,852 $ 4,919 $ 11,051 $ 9,091 Gain (loss) on end-user derivatives: Foreign exchange contracts Other income, service and charges income $ 2,361 $ (500 ) $ 1,857 $ 550 Mortgage banking derivatives Mortgage banking income (567 ) 380 (1,080 ) 340 Warrants Other income, service and charges income (111 ) — 35 — Total end-user derivatives $ 1,683 $ (120 ) $ 812 $ 890 Total net gain recognized on derivatives not designated in hedging relationship $ 7,535 $ 4,799 $ 11,863 $ 9,981

BALANCE SHEET OFFSETTING BALA39

BALANCE SHEET OFFSETTING BALANCE SHEET OFFSETTING (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Offsetting of Financial Assets and Liabilities	Offsetting of Financial Assets and Liabilities (Amounts in thousands) Gross Amounts of Recognized Assets / Liabilities Gross Amounts Offset (2) Net Amount Presented on the Statement of Financial Condition Gross Amounts Not Offset on the Statement of Financial Condition (3) Net Amount Financial Instruments (4) Cash Collateral As of June 30, 2016 Financial assets: Derivatives (1) : Interest rate contracts $ 86,451 $ (10,652 ) $ 75,799 $ — $ — $ 75,799 Foreign exchange contracts 4,151 (3,618 ) 533 — — 533 RPAs 14 (14 ) — — — — Mortgage banking derivatives 51 (51 ) — — — — Total derivatives subject to a master netting agreement 90,667 (14,335 ) 76,332 — — 76,332 Total derivatives not subject to a master netting agreement 4,663 — 4,663 — — 4,663 Total derivatives $ 95,330 $ (14,335 ) $ 80,995 $ — $ — $ 80,995 Financial liabilities: Derivatives (1) : Interest rate contracts $ 84,083 $ (61,157 ) $ 22,926 $ (18,193 ) $ — $ 4,733 Foreign exchange contracts 4,587 (2,158 ) 2,429 (1,928 ) — 501 RPAs 31 (14 ) 17 (13 ) — 4 Mortgage banking derivatives 344 (51 ) 293 — — 293 Total derivatives subject to a master netting agreement 89,045 (63,380 ) 25,665 (20,134 ) — 5,531 Total derivatives not subject to a master netting agreement 2,275 — 2,275 — — 2,275 Total derivatives $ 91,320 $ (63,380 ) $ 27,940 $ (20,134 ) $ — $ 7,806 Repurchase agreements 409,269 — 409,269 (409,269 ) — — Total $ 500,589 $ (63,380 ) $ 437,209 $ (429,403 ) $ — $ 7,806 (1) All derivative contracts are over-the-counter contracts. (2) Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement. (3) Collateralization is determined at the counterparty level. If overcollateralization exists, the amount shown is limited to the fair value of the financial instrument. (4) Financial instruments are disclosed at fair value. Financial instrument collateral is allocated pro-rata amongst the derivative liabilities to which it relates. Offsetting of Financial Assets and Liabilities (Continued) (Amounts in thousands) Gross Amounts of Recognized Assets / Liabilities Gross Amounts Offset (2) Net Amount Presented on the Statement of Financial Condition Gross Amounts Not Offset on the Statement of Financial Condition (3) Net Amount Financial Instruments (4) Cash Collateral As of December 31, 2015 Financial assets: Derivatives (1) : Interest rate contracts $ 47,100 $ (8,970 ) $ 38,130 $ (55 ) $ — $ 38,075 Foreign exchange contracts 4,059 (3,254 ) 805 (88 ) — 717 RPAs 6 — 6 — — 6 Mortgage banking derivatives 34 (14 ) 20 — — 20 Total derivatives subject to a master netting agreement 51,199 (12,238 ) 38,961 (143 ) — 38,818 Total derivatives not subject to a master netting agreement 1,654 — 1,654 — — 1,654 Total derivatives $ 52,853 $ (12,238 ) $ 40,615 $ (143 ) $ — $ 40,472 Financial liabilities: Derivatives (1) : Interest rate contracts $ 43,800 $ (28,574 ) $ 15,226 $ (10,475 ) $ — $ 4,751 Foreign exchange contracts 2,287 (1,458 ) 829 (570 ) — 259 RPAs 27 (10 ) 17 (12 ) — 5 Mortgage banking derivatives 14 (14 ) — — — — Total derivatives subject to a master netting agreement 46,128 (30,056 ) 16,072 (11,057 ) — 5,015 Total derivatives not subject to a master netting agreement 2,157 — 2,157 — — 2,157 Total derivatives $ 48,285 $ (30,056 ) $ 18,229 $ (11,057 ) $ — $ 7,172 (1) All derivative contracts are over-the-counter contracts. (2) Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement. (3) Collateralization is determined at the counterparty level. If overcollateralization exists, the amount shown is limited to the fair value of the financial instrument. (4) Financial instruments are disclosed at fair value. Financial instrument collateral is allocated pro-rata amongst the derivative liabilities to which it relates.

COMMITMENTS, GUARANTEES, AND 40

COMMITMENTS, GUARANTEES, AND CONTINGENT LIABILITIES (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Contractual or Notional Amounts Of Financial Instruments	Contractual or Notional Amounts of Financial Instruments (1) (Amounts in thousands) June 30, December 31, Commitments to extend credit: Home equity lines $ 14,727 $ 1,338 Residential 1-4 family construction 70,323 47,504 Commercial real estate, other construction, and land development 1,180,620 1,321,123 Commercial and industrial 3,903,627 4,191,895 All other commitments 884,624 508,096 Total commitments to extend credit $ 6,053,921 $ 6,069,956 Letters of credit: Financial standby $ 353,123 $ 365,760 Performance standby 40,920 38,264 Commercial letters of credit 4,805 3,999 Total letters of credit $ 398,848 $ 408,023 (1) Includes covered loan commitments of $9.8 million and $9.7 million as of June 30, 2016 and December 31, 2015 , respectively.

ESTIMATED FAIR VALUE OF FINAN41

ESTIMATED FAIR VALUE OF FINANCIAL INSTRUMENTS (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Fair Value Measurements on a Recurring Basis	Fair Value Measurements on a Recurring Basis (Amounts in thousands) June 30, 2016 December 31, 2015 Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) Total Assets: Securities available-for sale: U.S. Treasury $ 377,866 $ — $ — $ 377,866 $ 321,651 $ — $ — $ 321,651 U.S. Agencies — 46,894 — 46,894 — 46,098 — 46,098 Collateralized mortgage obligations — 88,230 — 88,230 — 99,972 — 99,972 Residential mortgage-backed securities — 885,431 — 885,431 — 829,855 — 829,855 State and municipal securities — 466,215 — 466,215 — 467,160 630 467,790 Total securities available-for-sale 377,866 1,486,770 — 1,864,636 321,651 1,443,085 630 1,765,366 Mortgage loans held-for-sale — 28,926 — 28,926 — 35,704 — 35,704 Derivative assets: Interest rate contract derivatives designated as hedging instruments — 6,566 — 6,566 — 5,366 — 5,366 Client-related derivatives — 86,595 299 86,894 — 46,342 406 46,748 Other end-user derivatives — 1,169 701 1,870 — 254 485 739 Netting adjustments — (14,321 ) (14 ) (14,335 ) — (12,167 ) (71 ) (12,238 ) Total derivative assets — 80,009 986 80,995 — 39,795 820 40,615 Total assets $ 377,866 $ 1,595,705 $ 986 $ 1,974,557 $ 321,651 $ 1,518,584 $ 1,450 $ 1,841,685 Liabilities: Derivative liabilities: Interest rate contract derivatives designated as hedging instruments $ — $ — $ — $ — $ — $ 799 $ — $ 799 Client-related derivatives — 90,283 31 90,314 — 47,204 98 47,302 Other end-user derivatives — 409 597 1,006 — 17 167 184 Netting adjustments — (63,366 ) (14 ) (63,380 ) — (29,974 ) (82 ) (30,056 ) Total derivative liabilities $ — $ 27,326 $ 614 $ 27,940 $ — $ 18,046 $ 183 $ 18,229
Reconciliation of Beginning and Ending Fair Value for Those Fair Value Measurements Using Significant Unobservable Inputs (Level 3)	Reconciliation of Beginning and Ending Fair Value for Those Fair Value Measurements Using Significant Unobservable Inputs (Level 3) (1) (Amounts in thousands) 2016 2015 Available- for-Sale Securities Derivative Assets Derivative (Liabilities) Derivative Assets Derivative (Liabilities) Three Months Ended June 30 Balance at beginning of period $ — $ 836 $ (226 ) $ 2,233 $ (1,239 ) Total gains (losses) included in earnings (2) — 927 (828 ) (384 ) 153 Purchases, issuances, sales and settlements: Issuances — 842 — 347 — Settlements — (1,470 ) 349 (572 ) 340 Transfers into Level 3 (out of Level 2) (3) — — — 284 — Transfers out of Level 3 (into Level 2) (3) — (135 ) 77 (827 ) 451 Balance at end of period $ — $ 1,000 $ (628 ) $ 1,081 $ (295 ) Change in unrealized gains in earnings relating to assets and liabilities still held at end of period $ — $ 102 $ 26 $ (36 ) $ 193 Six Months Ended June 30 Balance at beginning of period $ 630 $ 891 $ (265 ) $ 2,198 $ (1,477 ) Total gains (losses) included in earnings (2) 30 1,336 (1,114 ) (242 ) 299 Purchases, issuances, sales and settlements: Issuances — 1,262 — 505 — Settlements (660 ) (2,373 ) 674 (1,363 ) 584 Transfers into Level 3 (out of Level 2) (3) — 26 — 1,168 (160 ) Transfers out of Level 3 (into Level 2) (3) — (142 ) 77 (1,185 ) 459 Balance at end of period $ — $ 1,000 $ (628 ) $ 1,081 $ (295 ) Change in unrealized gains in earnings relating to assets and liabilities still held at end of period $ — $ 279 $ 49 $ 490 $ (26 ) (1) Fair value is presented prior to giving effect to netting adjustments. (2) Amounts disclosed in this line are included in the consolidated statements of income as capital markets products income for derivatives and mortgage banking income for interest rate lock commitments. (3) Transfers in and transfers out are recognized at the end of each quarterly reporting period. In general, derivative assets and liabilities are transferred into Level 3 from Level 2 due to a lack of observable market data, as there was deterioration in the credit risk of the derivative counterparty. Conversely, derivative assets and liabilities are transferred out of Level 3 into Level 2 due to an improvement in the credit risk of the derivative counterparty.
Difference Between Aggregate Fair Value And Aggregate Remaining Principal Balance for Mortgage Loans Held-For-Sale Elected to be Carried at Fair Value	Difference Between Aggregate Fair Value and Aggregate Remaining Principal Balance for Mortgage Loans Held-For-Sale Elected to be Carried at Fair Value (Amounts in thousands) June 30, December 31, Aggregate fair value $ 28,926 $ 35,704 Difference (1) (365 ) 301 Aggregate unpaid principal balance $ 28,561 $ 36,005 (1) The change in fair value is reflected in mortgage banking non-interest income.
Fair Value Measurements on a Nonrecurring Basis	The following table provides the fair value of those assets that were subject to fair value adjustments during the six months ended June 30, 2016 and 2015 , and still held at June 30, 2016 and 2015 , respectively. All fair value measurements on a nonrecurring basis were measured using level 3 of the valuation hierarchy. Fair Value Measurements on a Nonrecurring Basis (Amounts in thousands) Fair Value Net (Gains) Losses June 30, Six Months Ended June 30, 2016 2015 2016 2015 Collateral-dependent impaired loans (1) $ 14,517 $ 27,186 $ (3,083 ) $ (3,021 ) OREO (2) 4,482 10,473 896 1,161 Total $ 18,999 $ 37,659 $ (2,187 ) $ (1,860 ) (1) Represents the fair value of loans adjusted to the appraised value of the collateral with a write-down in fair value or change in specific reserves during the respective period. These fair value adjustments are recorded against the allowance for loan losses. (2) Represents the fair value of foreclosed properties that were adjusted subsequent to their initial classification as foreclosed assets. Write-downs are recognized as a component of net foreclosed property expenses in the consolidated statements of income.
Quantitative Information Regarding Level 3 Fair Value Measurements	Quantitative Information Regarding Level 3 Fair Value Measurements (Dollars in thousands) Financial Instrument: Fair Value of Assets / (Liabilities) at June 30, 2016 Valuation Technique(s) Unobservable Input Range Weighted Average Watch list derivatives $ 285 Discounted cash flow Loss factors 12.6% to 23.9% 19.7 % RPAs (17 ) (1) Discounted cash flow Loss factors 0.1% to 23.9% 3.5 % Interest rate lock commitments 787 Discounted cash flow Pull-through rate 72.2% to 100.0% 81.4 % Collateral-dependent impaired loans 14,517 Sales comparison, Property specific -1.3% to -1.9% -1.8 % OREO 4,482 Sales comparison, Property specific -0.5% to -28.6% -15.9 % Warrants 221 Black-Scholes option pricing model Estimated stock price $0.59 to $13.97 $ 7.88 Remaining life assumption 9 to 10 years 9.6 years Volatility 26.0% to 66.0% 53.7 % (1) Represents fair value of underlying swap.
Financial Instruments	Financial Instruments (Amounts in thousands) As of June 30, 2016 Carrying Amount Fair Value Measurements Using Fair Value Level 1 Level 2 Level 3 Financial Assets: Cash and due from banks $ 155,292 $ 155,292 $ 155,292 $ — $ — Federal funds sold and interest-bearing deposits in banks 230,036 230,036 — 230,036 — Loans held-for-sale 61,360 61,360 — 61,360 — Securities available-for-sale 1,864,636 1,864,636 377,866 1,486,770 — Securities held-to-maturity 1,435,334 1,464,698 — 1,464,698 — FHLB stock 21,113 21,113 — 21,113 — Loans, net of allowance for loan losses and unearned fees 13,867,193 13,731,571 — — 13,731,571 Covered assets, net of allowance for covered loan losses 19,626 24,922 — — 24,922 Accrued interest receivable 47,209 47,209 — — 47,209 Investment in BOLI 57,380 57,380 — — 57,380 Derivative assets 80,995 80,995 — 80,009 986 Community reinvestment investments 9,813 10,254 — 10,254 — Financial Liabilities: Deposits $ 14,557,394 $ 14,573,353 $ — $ 12,195,617 $ 2,377,736 Short-term borrowings 1,287,934 1,285,537 — 1,282,805 2,732 Long-term debt 338,262 309,291 196,909 54,206 58,176 Accrued interest payable 7,967 7,967 — — 7,967 Derivative liabilities 27,940 27,940 — 27,326 614 Financial Instruments (Continued) (Amounts in thousands) As of December 31, 2015 Carrying Amount Fair Value Measurements Using Fair Value Level 1 Level 2 Level 3 Financial Assets: Cash and due from banks $ 145,147 $ 145,147 $ 145,147 $ — $ — Federal funds sold and interest-bearing deposits in banks 238,511 238,511 — 238,511 — Loans held-for-sale 108,798 108,798 — 108,798 — Securities available-for-sale 1,765,366 1,765,366 321,651 1,443,085 630 Securities held-to-maturity 1,355,283 1,351,241 — 1,351,241 — FHLB stock 26,613 26,613 — 26,613 — Loans, net of allowance for loan losses and unearned fees 13,105,739 12,929,340 — — 12,929,340 Covered assets, net of allowance for covered loan losses 21,242 26,758 — — 26,758 Accrued interest receivable 45,482 45,482 — — 45,482 Investment in BOLI 56,653 56,653 — — 56,653 Derivative assets 40,615 40,615 — 39,795 820 Community reinvestment investments 15,602 15,812 — 15,812 — Financial Liabilities: Deposits $ 14,345,592 $ 14,348,272 $ — $ 12,155,516 $ 2,192,756 Short-term borrowings 372,467 372,451 — 370,244 2,207 Long-term debt 688,215 669,210 207,750 398,146 63,314 Accrued interest payable 7,080 7,080 — — 7,080 Derivative liabilities 18,229 18,229 — 18,046 183

OPERATING SEGMENTS (Tables)

OPERATING SEGMENTS (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Operating Segments Performance	Operating Segments Performance (Amounts in thousands) Banking Asset Management Holding Company and Other Adjustments Consolidated 2016 2015 2016 2015 2016 2015 2016 2015 Three Months Ended June 30 Net interest income (expense) $ 146,637 $ 129,121 $ 1,099 $ 1,104 $ (5,719 ) $ (5,603 ) $ 142,017 $ 124,622 Provision for loan and covered loan losses 5,569 2,116 — — — — 5,569 2,116 Non-interest income 31,573 28,273 5,539 4,771 18 15 37,130 33,059 Non-interest expense 80,393 74,756 4,394 4,513 9,429 2,628 94,216 81,897 Income (loss) before taxes 92,248 80,522 2,244 1,362 (15,130 ) (8,216 ) 79,362 73,668 Income tax provision (benefit) 33,971 29,951 864 524 (5,838 ) (3,229 ) 28,997 27,246 Net income (loss) $ 58,277 $ 50,571 $ 1,380 $ 838 $ (9,292 ) $ (4,987 ) $ 50,365 $ 46,422 Six Months Ended June 30 Net interest income (expense) $ 290,744 $ 255,619 $ 2,347 $ 2,003 $ (11,556 ) $ (11,007 ) $ 281,535 $ 246,615 Provision for loan and covered loan losses 11,971 7,762 — — — — 11,971 7,762 Non-interest income 60,434 57,411 10,263 9,134 35 30 70,732 66,575 Non-interest expense 163,418 150,691 9,036 8,825 12,255 5,526 184,709 165,042 Income (loss) before taxes 175,789 154,577 3,574 2,312 (23,776 ) (16,503 ) 155,587 140,386 Income tax provision (benefit) 63,383 57,888 1,379 898 (9,092 ) (6,306 ) 55,670 52,480 Net income (loss) $ 112,406 $ 96,689 $ 2,195 $ 1,414 $ (14,684 ) $ (10,197 ) $ 99,917 $ 87,906 Banking Holding Company and Other Adjustments (1) Consolidated 6/30/2016 12/31/2015 6/30/2016 12/31/2015 6/30/2016 12/31/2015 Selected Balances Assets $ 16,091,795 $ 15,314,801 $ 2,077,396 $ 1,938,047 $ 18,169,191 $ 17,252,848 Total loans 14,035,808 13,266,475 — — 14,035,808 13,266,475 Deposits 14,612,199 14,407,127 (54,805 ) (61,535 ) 14,557,394 14,345,592 (1) Deposit amounts represent the elimination of Holding Company cash accounts included in total deposits of the Banking segment.

VARIABLE INTEREST ENTITIES (Tab

VARIABLE INTEREST ENTITIES (Tables)	6 Months Ended
	Jun. 30, 2016
Text Block [Abstract]
Consolidated Variable Interest Entities [Table Text Block]	Consolidated VIEs (Amounts in thousands) June 30, 2016 Assets: Loans $ 2,506 Accrued interest receivable 14 Other assets 144 Total assets $ 2,664
Nonconsolidated Variable Interest Entities	Nonconsolidated VIEs (Amounts in thousands) June 30, 2016 December 31, 2015 Carrying Amount Maximum Exposure to Loss Carrying Amount Maximum Exposure to Loss Trust preferred capital securities issuances (1) $ 167,629 $ — $ 169,788 $ — Community reinvestment investments and loans (2) 47,047 54,438 41,020 44,191 Restructured loans to commercial clients (2) : Outstanding loan balance 83,823 101,546 47,178 56,854 Related derivative asset 142 142 81 81 Warrants 16 16 — — Total $ 298,657 $ 156,142 $ 258,067 $ 101,126 (1) Net of deferred financing costs of $2.2 million at June 30, 2016 and December 31, 2015 . (2) Excludes personal loans and loans to non-for-profit entities.
Affordable Housing Tax Credit Investments	Affordable Housing Tax Credit Investments (Amounts in thousands) Six Months Ended June 30, 2016 2015 Tax credits $ 815 $ 299 Tax benefits from operating losses 338 119 Amortization of principal investment $ 912 $ 316

SUMMARY OF SIGNIFICANT ACCOUN44

SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES ORGANIZATION (Details) - USD ($) $ / shares in Units, $ in Millions	Jun. 29, 2016	Jun. 28, 2016	Jun. 30, 2016
Business Acquisition [Line Items]
Business Acquisition, Date of Acquisition Agreement	Jun. 29, 2016
Cash Receivable for Each Share Related to Business Acquisition	$ 18.80
Business Combination, Consideration, Total Value		$ 3,800
Business Combination, Consideration, Total Value Per Share		$ 47
Business Combination, Value That Would Be Paid In Cash		$ 1,500
Payments for Merger Related Costs			$ 6.3
Canadian Imperial Bank of Commerce [Member]
Business Acquisition [Line Items]
Share Price		$ 77.11
Canadian Imperial Bank of Commerce [Member] | Common Stock [Member]
Business Acquisition [Line Items]
Business Acquisition, Equity Interest Issued or Issuable, Number of Shares	0.3657
Business Combination, Value That Would Be Paid In Shares		29,500,000

RECENT ACCOUNTING PRONOUNCEME45

RECENT ACCOUNTING PRONOUNCEMENTS Tax Benefit from adoption of standard (Details) $ in Millions	6 Months Ended
	Jun. 30, 2016USD ($)
Income tax reclass [Abstract]
Employee Service Share-based Compensation, Tax Benefit from Compensation Expense	$ 2.5

Securities (Securities Portfoli

Securities (Securities Portfolio) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Available-for-Sale
Securities Available-for-Sale, Amortized Cost	$ 1,813,646	$ 1,742,094
Securities Available-for-Sale, Gross Unrealized Gains	51,072	28,463
Securities Available-for-Sale, Gross Unrealized Losses	(82)	(5,191)
Securities available-for-sale, at fair value	1,864,636	1,765,366
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	1,435,334	1,355,283
Securities Held-to-Maturity, Gross Unrealized Gains	30,132	5,308
Securities Held-to-Maturity, Gross Unrealized Losses	(768)	(9,350)
Securities Held-to-Maturity, Fair Value	1,464,698	1,351,241
U.S. Treasury [Member]
Available-for-Sale
Securities Available-for-Sale, Amortized Cost	372,505	322,922
Securities Available-for-Sale, Gross Unrealized Gains	5,361	30
Securities Available-for-Sale, Gross Unrealized Losses	0	(1,301)
Securities available-for-sale, at fair value	377,866	321,651
U.S. Agencies [Member]
Available-for-Sale
Securities Available-for-Sale, Amortized Cost	46,274	46,504
Securities Available-for-Sale, Gross Unrealized Gains	620	0
Securities Available-for-Sale, Gross Unrealized Losses	0	(406)
Securities available-for-sale, at fair value	46,894	46,098
Collateralized mortgage obligations [Member]
Available-for-Sale
Securities Available-for-Sale, Amortized Cost	84,849	97,260
Securities Available-for-Sale, Gross Unrealized Gains	3,381	2,784
Securities Available-for-Sale, Gross Unrealized Losses	0	(72)
Securities available-for-sale, at fair value	88,230	99,972
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	46,112	50,708
Securities Held-to-Maturity, Gross Unrealized Gains	30	0
Securities Held-to-Maturity, Gross Unrealized Losses	(343)	(1,729)
Securities Held-to-Maturity, Fair Value	45,799	48,979
Residential mortgage-backed securities [Member]
Available-for-Sale
Securities Available-for-Sale, Amortized Cost	861,104	817,006
Securities Available-for-Sale, Gross Unrealized Gains	24,327	15,870
Securities Available-for-Sale, Gross Unrealized Losses	0	(3,021)
Securities available-for-sale, at fair value	885,431	829,855
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	1,122,456	1,069,746
Securities Held-to-Maturity, Gross Unrealized Gains	23,156	4,809
Securities Held-to-Maturity, Gross Unrealized Losses	(110)	(4,983)
Securities Held-to-Maturity, Fair Value	1,145,502	1,069,572
Commercial mortgage-backed securities [Member]
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	262,022	229,722
Securities Held-to-Maturity, Gross Unrealized Gains	6,946	499
Securities Held-to-Maturity, Gross Unrealized Losses	(22)	(2,158)
Securities Held-to-Maturity, Fair Value	268,946	228,063
State and municipal securities [Member]
Available-for-Sale
Securities Available-for-Sale, Amortized Cost	448,914	458,402
Securities Available-for-Sale, Gross Unrealized Gains	17,383	9,779
Securities Available-for-Sale, Gross Unrealized Losses	(82)	(391)
Securities available-for-sale, at fair value	466,215	467,790
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	254	254
Securities Held-to-Maturity, Gross Unrealized Gains	0	0
Securities Held-to-Maturity, Gross Unrealized Losses	0	0
Securities Held-to-Maturity, Fair Value	254	254
Foreign sovereign debt [Member]
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	500	500
Securities Held-to-Maturity, Gross Unrealized Gains	0	0
Securities Held-to-Maturity, Gross Unrealized Losses	0	0
Securities Held-to-Maturity, Fair Value	500	500
Other securities [Member]
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Amortized Cost	3,990	4,353
Securities Held-to-Maturity, Gross Unrealized Gains	0	0
Securities Held-to-Maturity, Gross Unrealized Losses	(293)	(480)
Securities Held-to-Maturity, Fair Value	$ 3,697	$ 3,873

Securities (Narrative) (Detail)

Securities (Narrative) (Detail) - USD ($)	12 Months Ended
	Dec. 31, 2015	Jun. 30, 2016
Disclosure Securities Narrative [Abstract]
Available-for-sale and held-to-maturity securities, pledged, carrying value	$ 421,900,000	$ 850,300,000
Securities pledged as collateral which may be sold or re-pledged by the secured party	100,200,000	125,300,000
Investments securities from one issuer that exceeds maximum percentage	$ 0	$ 0
Percentage of securities portfolio from one issuer, maximum	10.00%	10.00%
Securities, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	$ 248,500,000	$ 54,400,000
Securities, Continuous Unrealized Loss Position, 12 Months Or Longer, Aggregate Losses	$ 5,800,000	500,000
Other than temporary impairment available-for-sale securities, amortized cost before other than temporary impairment	1,100,000
Other than temporary impairment losses recognized in earnings, Available-for-sale securities	$ 466,000
Non-marketable CRA qualified investments	$ 54,200,000	$ 54,300,000

Securities (Securities In Unrea

Securities (Securities In Unrealized Loss Position) (Detail) $ in Thousands	Jun. 30, 2016USD ($)	Dec. 31, 2015USD ($)
Available-for-Sale
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		$ 617,468
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less Than 12 Months, Unrealized Losses		(3,060)
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value		104,791
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months Or Longer, Unrealized Losses		(2,131)
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Fair Value		722,259
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Unrealized Losses		(5,191)
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$ 9,771	644,702
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	(311)	(5,662)
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	52,575	143,669
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	(457)	(3,688)
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Fair Value	62,346	788,371
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Unrealized Losses	$ (768)	$ (9,350)
U.S. Treasury [Member]
Available-for-Sale
Securities Available-for-sale, Continuous Unrealized Loss Position, Less than One Year, Number of Securities		11
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		$ 271,006
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less Than 12 Months, Unrealized Losses		$ (1,081)
Securities Available-for-sale, Continuous Unrealized Loss Position, Greater than or Equal to One Year, Number of Securities		1
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value		$ 25,773
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months Or Longer, Unrealized Losses		(220)
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Fair Value		296,779
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Unrealized Losses		$ (1,301)
U.S. Agencies [Member]
Available-for-Sale
Securities Available-for-sale, Continuous Unrealized Loss Position, Less than One Year, Number of Securities		3
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		$ 46,098
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less Than 12 Months, Unrealized Losses		$ (406)
Securities Available-for-sale, Continuous Unrealized Loss Position, Greater than or Equal to One Year, Number of Securities		0
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value		$ 0
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months Or Longer, Unrealized Losses		0
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Fair Value		46,098
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Unrealized Losses		$ (406)
Collateralized mortgage obligations [Member]
Available-for-Sale
Securities Available-for-sale, Continuous Unrealized Loss Position, Less than One Year, Number of Securities		6
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		$ 7,528
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less Than 12 Months, Unrealized Losses		$ (72)
Securities Available-for-sale, Continuous Unrealized Loss Position, Greater than or Equal to One Year, Number of Securities		0
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value		$ 0
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months Or Longer, Unrealized Losses		0
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Fair Value		7,528
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Unrealized Losses		$ (72)
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than One Year, Number of Securities	0	0
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$ 0	$ 0
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	$ 0	$ 0
Securities Held-to-Maturity, Continuous Unrealized Loss Position,Greater than or Equal to One Year, Number of Securities	3	4
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	$ 34,554	$ 48,979
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	(343)	(1,729)
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Fair Value	34,554	48,979
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Unrealized Losses	$ (343)	$ (1,729)
Residential mortgage-backed securities [Member]
Available-for-Sale
Securities Available-for-sale, Continuous Unrealized Loss Position, Less than One Year, Number of Securities		28
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value		$ 243,862
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less Than 12 Months, Unrealized Losses		$ (1,148)
Securities Available-for-sale, Continuous Unrealized Loss Position, Greater than or Equal to One Year, Number of Securities		5
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value		$ 75,533
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months Or Longer, Unrealized Losses		(1,873)
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Fair Value		319,395
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Unrealized Losses		$ (3,021)
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than One Year, Number of Securities	0	48
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$ 0	$ 512,395
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	$ 0	$ (3,680)
Securities Held-to-Maturity, Continuous Unrealized Loss Position,Greater than or Equal to One Year, Number of Securities	4	10
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	$ 14,339	$ 57,340
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	(110)	(1,303)
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Fair Value	14,339	569,735
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Unrealized Losses	$ (110)	$ (4,983)
Commercial mortgage-backed securities [Member]
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than One Year, Number of Securities	2	35
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$ 6,074	$ 128,434
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	$ (18)	$ (1,502)
Securities Held-to-Maturity, Continuous Unrealized Loss Position,Greater than or Equal to One Year, Number of Securities	1	12
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	$ 3,682	$ 37,350
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	(4)	(656)
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Fair Value	9,756	165,784
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Unrealized Losses	$ (22)	$ (2,158)
State and municipal securities [Member]
Available-for-Sale
Securities Available-for-sale, Continuous Unrealized Loss Position, Less than One Year, Number of Securities	9	95
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$ 4,035	$ 48,974
Securities Available-for-Sale, Continuous Unrealized Loss Position, Less Than 12 Months, Unrealized Losses	$ (79)	$ (353)
Securities Available-for-sale, Continuous Unrealized Loss Position, Greater than or Equal to One Year, Number of Securities	6	12
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	$ 1,870	$ 3,485
Securities Available-for-Sale, Continuous Unrealized Loss Position, 12 Months Or Longer, Unrealized Losses	(3)	(38)
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Fair Value	5,905	52,459
Securities Available-for-Sale, Continuous Unrealized Loss Position, Total Unrealized Losses	$ (82)	$ (391)
Other securities [Member]
Held-to-maturity Securities [Abstract]
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than One Year, Number of Securities	1	1
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Fair Value	$ 3,697	$ 3,873
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Less than 12 Months, Unrealized Losses	$ (293)	$ (480)
Securities Held-to-Maturity, Continuous Unrealized Loss Position,Greater than or Equal to One Year, Number of Securities	0	0
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Fair Value	$ 0	$ 0
Securities Held-to-Maturity, Continuous Unrealized Loss Position, 12 Months or Longer, Unrealized Losses	0	0
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Fair Value	3,697	3,873
Securities Held-to-Maturity, Continuous Unrealized Loss Position, Total Unrealized Losses	$ (293)	$ (480)

Securities (Remaining Contractu

Securities (Remaining Contractual Maturity Of Securities) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Investment [Line Items]
Available-For-Sale Securities, Amortized Cost	$ 1,813,646	$ 1,742,094
Securities available-for-sale, at fair value	1,864,636	1,765,366
Securities Held-to-Maturity, Amortized Cost	1,435,334	1,355,283
Securities Held-to-Maturity, Fair Value	1,464,698	1,351,241
U.S. Treasury, U.S. Agencies, state and municipal and foreign sovereign debt and other securities [Member]
Investment [Line Items]
Available-For-Sale Securities, One year or less, Amortized Cost	22,424
Available-For-Sale Securities, One year to five years, Amortized Cost	550,871
Available-For-Sale Securities, Five years to ten years, Amortized Cost	255,570
Available-For-Sale Securities, After ten years, Amortized Cost	38,828
Available-For-Sale Securities, One year or less, Fair Value	22,608
Available-For-Sale Securities, One year to five years, Fair Value	560,785
Available-For-Sale Securities, Five years to ten years, Fair Value	267,163
Available-For-Sale Securities, After ten years, Fair value	40,419
Held-to-Maturity Securities, One year or less, Amortized Cost	132
Held-to-Maturity Securities, One year to five years, Amortized Cost	622
Held-to-Maturity Securities, Five years to ten years, Amortized Cost	3,990
Held-to-Maturity Securities, After ten years, Amortized Cost	0
Held-to-Maturity Securities, One year or less, Fair Value	132
Held-to-Maturity Securities, One year to five years, Fair Value	622
Held-to-Maturity Securities, Five years to ten years, Fair Value	3,697
Held-to-Maturity Securities, After ten years, Fair Value	0
Collateralized mortgage obligations [Member]
Investment [Line Items]
Available-For-Sale Securities, All other securities, Without Single Maturity Date, Amortized Cost	84,849
Available-For-Sale Securities, Amortized Cost	84,849	97,260
Available-For-Sale Securities, All other securities, Without Single Maturity Date, Fair Value	88,230
Securities available-for-sale, at fair value	88,230	99,972
Held-to-Maturity Securities, All other securities, Without Single Maturity Date, Amortized Cost	46,112
Securities Held-to-Maturity, Amortized Cost	46,112	50,708
Held-to-Maturity Securities, All other securities, Without Single Maturity Date, Fair Value	45,799
Securities Held-to-Maturity, Fair Value	45,799	48,979
Residential mortgage-backed securities [Member]
Investment [Line Items]
Available-For-Sale Securities, All other securities, Without Single Maturity Date, Amortized Cost	861,104
Available-For-Sale Securities, Amortized Cost	861,104	817,006
Available-For-Sale Securities, All other securities, Without Single Maturity Date, Fair Value	885,431
Securities available-for-sale, at fair value	885,431	829,855
Held-to-Maturity Securities, All other securities, Without Single Maturity Date, Amortized Cost	1,122,456
Securities Held-to-Maturity, Amortized Cost	1,122,456	1,069,746
Held-to-Maturity Securities, All other securities, Without Single Maturity Date, Fair Value	1,145,502
Securities Held-to-Maturity, Fair Value	1,145,502	1,069,572
Commercial mortgage-backed securities [Member]
Investment [Line Items]
Available-For-Sale Securities, All other securities, Without Single Maturity Date, Amortized Cost	0
Available-For-Sale Securities, All other securities, Without Single Maturity Date, Fair Value	0
Held-to-Maturity Securities, All other securities, Without Single Maturity Date, Amortized Cost	262,022
Securities Held-to-Maturity, Amortized Cost	262,022	229,722
Held-to-Maturity Securities, All other securities, Without Single Maturity Date, Fair Value	268,946
Securities Held-to-Maturity, Fair Value	$ 268,946	$ 228,063

Securities (Securities Gains (L

Securities (Securities Gains (Losses)) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Gain (Loss) on Investments [Line Items]
Proceeds from sales	$ 18,764	$ 1,415	$ 45,446	$ 30,346
Gross realized gains	580	19	1,133	557
Gross realized losses	0	(20)	(22)	(24)
Net realized gains (losses)	580	(1)	1,111	533
Income tax provision (benefit) on net realized gains (losses)	$ 223	$ 0	$ 428	$ 210

Loans and Credit Quality (Loan

Loans and Credit Quality (Loan Portfolio) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Loans [Line Items]
Commercial and industrial	$ 7,141,069	$ 6,747,389
Commercial - owner-occupied CRE	1,889,400	1,888,238
Total commercial	9,030,469	8,635,627
Commercial real estate	2,860,618	2,629,873
Commercial real estate - multi-family	787,792	722,637
Total Commercial real estate	3,648,410	3,352,510
Construction	552,183	522,263
Residential real estate	497,709	461,412
Home equity	127,967	129,317
Personal	179,070	165,346
Total loans	14,035,808	13,266,475	$ 12,543,281
Net deferred loan fees and unamortized discount and premium on loans, included as a reduction in total loans	52,594	48,009
Overdrawn demand deposits included in total loans	$ 6,400	$ 2,654

LOANS AND CREDIT QUALITY Loans

LOANS AND CREDIT QUALITY Loans and Credit Quality (Loans Held-For-Sale) (Details) - USD ($)		Jun. 30, 2016	Dec. 31, 2015
Mortgage loans held-for-sale	[1]	$ 28,926,000	$ 35,704,000
Other loans held-for-sale	[2]	32,434,000	73,094,000
Total loans held-for-sale		61,360,000	108,798,000
Non accrual loan [Member]
Other loans held-for-sale		$ 358,000	$ 667,000
[1]	Comprised of residential mortgage loan originations intended to be sold in the secondary market. The Company accounts for these loans under the fair value option. Refer to Note 17 for additional information regarding mortgage loans held-for-sale.
[2]	Amounts at June 30, 2016 and December 31, 2015, represent commercial, commercial real estate and construction loans carried at the lower of aggregate cost or fair value, including one nonaccrual loan totaling $358,000 and $667,000 at June 30, 2016 and December 31, 2015, respectively. Generally, the Company intends to sell these loans within 30-60 days from the date the intent to sell was established.

Loans and Credit Quality (Narra

Loans and Credit Quality (Narrative) (Detail)	6 Months Ended
	Jun. 30, 2016USD ($)risk_rating	Dec. 31, 2015USD ($)
Loans [Line Items]
Loans and leases receivable, impaired, commitment to lend | $	$ 17,700,000	$ 9,700,000
Specific reserves on nonaccrual troubled debt restructurings | $	7,400,000	3,900,000
OREO Recorded Investment of Consumer Mortgage Loans Secured by Residential Real Estate Properties For Which Foreclosure Proceedings Are In Process | $	1,200,000	3,000,000
Covered Assets Recorded Investment of Properties For Which Foreclosure Proceedings Are In Process | $	$ 640,000	$ 775,000
Pass [Member] | Minimum [Member]
Loans [Line Items]
Loans receivable risk rating	1
Non-Performing Loans [Member] | Maximum [Member]
Loans [Line Items]
Loans receivable risk rating	8
Loan Rated Five [Member] | Maximum [Member]
Loans [Line Items]
Loans receivable risk rating	5
Special Mention [Member]
Loans [Line Items]
Loans receivable risk rating	6
Potential Problem and Non-Performing [Member]
Loans [Line Items]
Loans receivable risk rating	7

Loans and Credit Quality (Carry

Loans and Credit Quality (Carrying Value Of Loans Pledged) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Loans pledged to secure outstanding borrowings or availability: [Abstract]
Loans pledged to secure FRB discount window borrowings availability	[1]	$ 503,261	$ 440,023
Loans pledged to secure FHLB advances	[2]	4,109,251	4,133,942
Total		$ 4,612,512	$ 4,573,965
[1]	No borrowings were outstanding at June 30, 2016 and December 31, 2015.
[2]	Refer to Notes 8 and 9 for additional information regarding FHLB advances.

Loans and Credit Quality (Loa55

Loans and Credit Quality (Loan Portfolio Aging) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Loans [Line Items]
Loan Portfolio Aging, Current	$ 13,955,862	$ 13,203,659
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	13,970,384	13,212,726
Loan Portfolio Aging, Nonaccrual	65,424	53,749
Total Commercial	9,030,469	8,635,627
Total Commercial real estate	3,648,410	3,352,510
Total Construction	552,183	522,263
Total Residential real estate	497,709	461,412
Total Home equity	127,967	129,317
Total Personal	179,070	165,346
Total loans	14,035,808	13,266,475	$ 12,543,281
Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	3,827	7,452
Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	10,695	1,615
Commercial [Member]
Loans [Line Items]
Loan Portfolio Aging, Current	8,978,210	8,595,150
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	8,981,967	8,602,833
Loan Portfolio Aging, Nonaccrual	48,502	32,794
Total loans	9,030,469		8,446,225
Commercial [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	3,675	6,641
Commercial [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	82	1,042
Commercial real estate [Member]
Loans [Line Items]
Loan Portfolio Aging, Current	3,630,701	3,343,714
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	3,640,677	3,344,009
Loan Portfolio Aging, Nonaccrual	7,733	8,501
Total loans	3,648,410		2,994,532
Commercial real estate [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Commercial real estate [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	9,976	295
Construction [Member]
Loans [Line Items]
Loan Portfolio Aging, Current	552,183	522,263
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	552,183	522,263
Loan Portfolio Aging, Nonaccrual	0	0
Total loans	552,183		371,096
Construction [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Construction [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Residential real estate [Member]
Loans [Line Items]
Loan Portfolio Aging, Current	493,081	455,764
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	493,716	456,650
Loan Portfolio Aging, Nonaccrual	3,993	4,762
Total loans	497,709		415,826
Residential real estate [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	613
Residential real estate [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	635	273
Home equity [Member]
Loans [Line Items]
Loan Portfolio Aging, Current	122,652	121,580
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	122,781	121,646
Loan Portfolio Aging, Nonaccrual	5,186	7,671
Total loans	127,967		137,461
Home equity [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	129	66
Home equity [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	0	0
Personal [Member]
Loans [Line Items]
Loan Portfolio Aging, Current	179,035	165,188
Financing Receivable, Recorded Investment, 90 Days Past Due and Still Accruing	0	0
Financing Receivables, Accruing Loans	179,060	165,325
Loan Portfolio Aging, Nonaccrual	10	21
Total loans	179,070		$ 178,141
Personal [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	23	132
Personal [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans [Line Items]
Financing Receivable, Recorded Investment, Past Due	$ 2	$ 5

Loans and Credit Quality (Impai

Loans and Credit Quality (Impaired Loans) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016		Dec. 31, 2015	Jun. 30, 2015
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		$ 112,268		$ 79,104
Recorded Investment With No Specific Reserve		63,172		32,011
Recorded Investment With Specific Reserve		45,429		38,284
Total Recorded Investment		108,601	[1]	70,295	$ 93,260	[1]
Specific Reserve		8,393	[1]	7,262	7,468	[1]
Commercial [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		92,409		49,912
Recorded Investment With No Specific Reserve		57,216		27,300
Recorded Investment With Specific Reserve		31,798		20,020
Total Recorded Investment		89,014	[1]	47,320	62,777	[1]
Specific Reserve		6,734	[1]	4,458	2,889	[1]
Commercial real estate [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		7,733		14,150
Recorded Investment With No Specific Reserve		2,710		2,085
Recorded Investment With Specific Reserve		5,023		6,416
Total Recorded Investment		7,733	[1]	8,501	13,441	[1]
Specific Reserve		757	[1]	1,156	2,102	[1]
Construction [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		143
Recorded Investment With No Specific Reserve		143
Recorded Investment With Specific Reserve		0
Total Recorded Investment	[1]	143			0
Specific Reserve	[1]	0			0
Residential real estate [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		4,134		4,950
Recorded Investment With No Specific Reserve		0		0
Recorded Investment With Specific Reserve		3,993		4,762
Total Recorded Investment		3,993	[1]	4,762	4,116	[1]
Specific Reserve		303	[1]	539	606	[1]
Home equity [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		7,839		10,071
Recorded Investment With No Specific Reserve		3,103		2,626
Recorded Investment With Specific Reserve		4,605		7,065
Total Recorded Investment		7,708	[1]	9,691	12,902	[1]
Specific Reserve		598	[1]	1,106	1,865	[1]
Personal [Member]
Financing Receivable, Impaired [Line Items]
Unpaid Contractual Principal Balance		10		21
Recorded Investment With No Specific Reserve		0		0
Recorded Investment With Specific Reserve		10		21
Total Recorded Investment		10	[1]	21	24	[1]
Specific Reserve		$ 1	[1]	$ 3	$ 6	[1]
[1]	Refer to Note 4 for additional information regarding impaired loans.

Loans and Credit Quality (Avera

Loans and Credit Quality (Average Recorded Investment And Interest Income Recognized On Impaired Loans) (Detail) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	$ 95,321	$ 91,619	$ 83,677	$ 90,220
Interest Income Recognized	[1]	534	350	881	559
Commercial [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	75,415	59,380	63,061	55,791
Interest Income Recognized	[1]	502	316	822	500
Commercial real estate [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	8,195	14,823	8,359	16,359
Interest Income Recognized	[1]	0	10	0	13
Construction [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	36	0	20	0
Interest Income Recognized	[1]	1	0	1	0
Residential real estate [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	4,009	4,454	4,093	4,676
Interest Income Recognized	[1]	0	0	0	0
Home equity [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	7,652	12,714	8,111	13,094
Interest Income Recognized	[1]	31	24	58	46
Personal [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment	[1]	14	248	33	300
Interest Income Recognized	[1]	$ 0	$ 0	$ 0	$ 0
[1]	Represents amounts while classified as impaired for the periods presented.

Loans and Credit Quality (Credi

Loans and Credit Quality (Credit Quality Indicators) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015	Jun. 30, 2015
Loans [Line Items]
Special Mention	$ 154,691	$ 120,028
Percentage of Special Mention to Portfolio Loan Type	1.10%	0.90%
Potential Problem Loans	$ 98,817	$ 132,398
Percentage of Potential Problem Loans to Portfolio Loan Type	0.70%	1.00%
Non-Performing Loans	$ 65,424	$ 53,749
Percentage of Non-Performing Loans to Portfolio Loan Type	0.50%	0.40%
Total Commercial	$ 9,030,469	$ 8,635,627
Total Commercial real estate	3,648,410	3,352,510
Total Construction	552,183	522,263
Total Residential real estate	497,709	461,412
Total Home equity	127,967	129,317
Total Personal	179,070	165,346
Total loans	14,035,808	13,266,475	$ 12,543,281
Commercial [Member]
Loans [Line Items]
Special Mention	$ 145,781	$ 85,217
Percentage of Special Mention to Portfolio Loan Type	1.60%	1.00%
Potential Problem Loans	$ 92,768	$ 124,654
Percentage of Potential Problem Loans to Portfolio Loan Type	1.00%	1.40%
Non-Performing Loans	$ 48,502	$ 32,794
Percentage of Non-Performing Loans to Portfolio Loan Type	0.50%	0.40%
Total loans	$ 9,030,469		8,446,225
Commercial real estate [Member]
Loans [Line Items]
Special Mention	500	$ 27,580
Percentage of Special Mention to Portfolio Loan Type		0.80%
Potential Problem Loans	117	$ 121
Non-Performing Loans	$ 7,733	$ 8,501
Percentage of Non-Performing Loans to Portfolio Loan Type	0.20%	0.30%
Total loans	$ 3,648,410		2,994,532
Construction [Member]
Loans [Line Items]
Special Mention	143	$ 0
Percentage of Special Mention to Portfolio Loan Type		0.00%
Potential Problem Loans	$ 0	$ 0
Percentage of Potential Problem Loans to Portfolio Loan Type	0.00%	0.00%
Non-Performing Loans	$ 0	$ 0
Percentage of Non-Performing Loans to Portfolio Loan Type	0.00%	0.00%
Total loans	$ 552,183		371,096
Residential real estate [Member]
Loans [Line Items]
Special Mention	$ 7,140	$ 5,988
Percentage of Special Mention to Portfolio Loan Type	1.40%	1.30%
Potential Problem Loans	$ 5,091	$ 5,031
Percentage of Potential Problem Loans to Portfolio Loan Type	1.00%	1.10%
Non-Performing Loans	$ 3,993	$ 4,762
Percentage of Non-Performing Loans to Portfolio Loan Type	0.80%	1.00%
Total loans	$ 497,709		415,826
Home equity [Member]
Loans [Line Items]
Special Mention	$ 568	$ 623
Percentage of Special Mention to Portfolio Loan Type	0.40%	0.50%
Potential Problem Loans	$ 816	$ 2,451
Percentage of Potential Problem Loans to Portfolio Loan Type	0.60%	1.90%
Non-Performing Loans	$ 5,186	$ 7,671
Percentage of Non-Performing Loans to Portfolio Loan Type	4.10%	5.90%
Total loans	$ 127,967		137,461
Personal [Member]
Loans [Line Items]
Special Mention	$ 559	$ 620
Percentage of Special Mention to Portfolio Loan Type	0.30%	0.40%
Potential Problem Loans	$ 25	$ 141
Percentage of Potential Problem Loans to Portfolio Loan Type		0.10%
Non-Performing Loans	10	$ 21
Total loans	$ 179,070		$ 178,141

Loans and Credit Quality (Troub

Loans and Credit Quality (Troubled Debt Restructured Loans Outstanding) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Performing Financial Instruments [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		$ 43,177	$ 16,546
Performing Financial Instruments [Member] | Commercial [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		40,512	14,526
Performing Financial Instruments [Member] | Commercial real estate [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		0	0
Performing Financial Instruments [Member] | Construction [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		143	0
Performing Financial Instruments [Member] | Residential real estate [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		0	0
Performing Financial Instruments [Member] | Home equity [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		2,522	2,020
Performing Financial Instruments [Member] | Personal [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding		0	0
Nonperforming Financial Instruments [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	48,906	39,171
Nonperforming Financial Instruments [Member] | Commercial [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	35,838	25,034
Nonperforming Financial Instruments [Member] | Commercial real estate [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	7,331	7,619
Nonperforming Financial Instruments [Member] | Construction [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	0	0
Nonperforming Financial Instruments [Member] | Residential real estate [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	0	1,341
Nonperforming Financial Instruments [Member] | Home equity [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	4,434	5,177
Nonperforming Financial Instruments [Member] | Personal [Member]
Troubled Debt Restructured Loans Outstanding [Line Items]
Troubled debt restructured loans outstanding	[1]	$ 1,303	$ 0
[1]	Included in nonperforming loans.

Loans and Credit Quality (Addit

Loans and Credit Quality (Additions To TDR During The Period) (Detail) $ in Thousands		3 Months Ended					6 Months Ended
		Jun. 30, 2016USD ($)borrower		Mar. 31, 2016USD ($)	Jun. 30, 2015USD ($)borrower		Jun. 30, 2016USD ($)borrower		Jun. 30, 2015USD ($)borrower
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower		12			13		21		20
Recorded Investment, Post-Modification		$ 36,245			$ 18,335		$ 53,199		$ 26,905
Change in recorded investment due to principal paydown (advances) at time of modification		$ 3,631			$ 286		$ 3,631		$ 380
Extension of maturity date [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]	3			12		6		15
Recorded Investment, Post-Modification	[1]	$ 2,253			$ 16,228		$ 3,092		$ 20,282
Other concession [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[2]	9			1		15		5
Recorded Investment, Post-Modification	[2]	$ 33,992			$ 2,107		$ 50,107		$ 6,623
Commercial [Member] | Performing Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower		5			4		7		5
Recorded Investment, Post-Modification		$ 21,767			$ 13,134		$ 36,994		$ 15,528
Commercial [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower		4			5		6		6
Recorded Investment, Post-Modification		$ 13,811			$ 4,690		$ 14,573		$ 5,356
Commercial [Member] | Extension of maturity date [Member] | Performing Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]	3			4		3		5
Recorded Investment, Post-Modification	[1]	$ 2,253			$ 13,134		$ 2,253		$ 15,528
Commercial [Member] | Extension of maturity date [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]	0			4		2		4
Recorded Investment, Post-Modification	[1]	$ 0			$ 2,583		$ 762		$ 2,583
Commercial [Member] | Other concession [Member] | Performing Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[2]	2			0		4		0
Recorded Investment, Post-Modification	[2]	$ 19,514			$ 0		$ 34,741		$ 0
Commercial [Member] | Other concession [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[2]	4			1		4		2
Recorded Investment, Post-Modification	[2]	$ 13,811			$ 2,107		$ 13,811		$ 2,773
Commercial real estate [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower							2		3
Recorded Investment, Post-Modification							$ 768		$ 5,433
Commercial real estate [Member] | Extension of maturity date [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]						1		2
Recorded Investment, Post-Modification	[1]						$ 77		$ 1,660
Commercial real estate [Member] | Other concession [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[2]						1		1
Recorded Investment, Post-Modification	[2]						$ 691		$ 3,773
Residential real estate [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower		1					2
Recorded Investment, Post-Modification		$ 129					$ 202
Residential real estate [Member] | Extension of maturity date [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]	0					0
Recorded Investment, Post-Modification	[1]	$ 0					$ 0
Residential real estate [Member] | Other concession [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[2]	1					2
Recorded Investment, Post-Modification	[2]	$ 129					$ 202
Home equity [Member] | Performing Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower		2			1		2		1
Recorded Investment, Post-Modification		$ 538			$ 346		$ 538		$ 346
Home equity [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower					3		2		5
Recorded Investment, Post-Modification					$ 165		$ 124		$ 242
Home equity [Member] | Extension of maturity date [Member] | Performing Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]				1		0		1
Recorded Investment, Post-Modification	[1]			$ 0	$ 346				$ 346
Home equity [Member] | Extension of maturity date [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[1]				3		0		3
Recorded Investment, Post-Modification	[1]				$ 165		$ 0		$ 165
Home equity [Member] | Other concession [Member] | Performing Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower		2	[2]		0	[2]	2	[2]	0
Recorded Investment, Post-Modification		$ 538	[2]		$ 0	[2]	$ 538	[2]	$ 0
Home equity [Member] | Other concession [Member] | Nonperforming Financial Instruments [Member]
Additions to TDR During The Period [Line Items]
Financing Receivable, Modifications, Number of Loans | borrower	[2]				0		2		2
Recorded Investment, Post-Modification	[2]				$ 0		$ 124		$ 77
[1]	Extension of maturity date also includes loans renewed at an existing rate of interest that is considered a below market rate for that particular loan’s risk profile.
[2]	Other concessions primarily include interest rate reductions, loan increases or deferrals of principal.

LOANS AND CREDIT QUALITY Loan61

LOANS AND CREDIT QUALITY Loans and Credit Quality (OREO Composition) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
OREO [Line Items]
Other real estate owned (OREO)	$ 14,532	$ 7,273
Single-Family Homes [Member]
OREO [Line Items]
Other real estate owned (OREO)	1,832	1,878
Land Parcels [Member]
OREO [Line Items]
Other real estate owned (OREO)	1,458	1,760
Multi-Family [Member]
OREO [Line Items]
Other real estate owned (OREO)	391	598
Office/Industrial [Member]
OREO [Line Items]
Other real estate owned (OREO)	1,679	1,779
Retail [Member]
OREO [Line Items]
Other real estate owned (OREO)	$ 9,172	$ 1,258

LOANS AND CREDIT QUALITY Loan62

LOANS AND CREDIT QUALITY Loans and Credit Quality (Covered Assets) (Details) - USD ($)		Jun. 30, 2016	Dec. 31, 2015
Disclosure Covered Assets Carrying Amount Of Covered Assets [Abstract]
Residential mortgage loans	[1]	$ 23,082,000	$ 24,717,000
Foreclosed real estate - single-family homes		485,000	530,000
Estimated loss reimbursement by the FDIC		1,584,000	1,707,000
Covered assets		25,151,000	26,954,000
Allowance for covered loan losses		(5,525,000)	(5,712,000)
Net covered assets		19,626,000	21,242,000
Purchased credit-impaired loans		$ 218,000	$ 257,000
[1]	Includes $218,000 and $257,000 of purchased credit-impaired loans as of June 30, 2016 and December 31, 2015, respectively.

Allowance For Loan Losses And63

Allowance For Loan Losses And Reserve For Unfunded Commitments (Allowance For Loan Losses and Recorded Investment in Loans) (Detail) - USD ($) $ in Thousands		3 Months Ended				6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015		Jun. 30, 2016		Jun. 30, 2015		Dec. 31, 2015
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		$ 165,356		$ 156,610		$ 160,736		$ 152,498
Loans charged-off		(2,935)		(3,241)		(5,336)		(6,748)
Recoveries on loans previously charged-off		624		1,626		1,209		3,754
Net recoveries (charge-offs)		(2,311)		(1,615)		4,127		2,994
Provision (release) for loan losses		5,570		2,056		12,006		7,547
Balance at end of period		168,615		157,051		168,615		157,051
Ending balance, loans individually evaluated for impairment		8,393	[1]	7,468	[1]	8,393	[1]	7,468	[1]	$ 7,262
Ending balance, loans collectively evaluated for impairment		160,222		149,583		160,222		149,583
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment		108,601	[1]	93,260	[1]	108,601	[1]	93,260	[1]	70,295
Ending balance, loans collectively evaluated for impairment		13,927,207		12,450,021		13,927,207		12,450,021
Total loans		14,035,808		12,543,281		14,035,808		12,543,281		13,266,475
Commercial [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		120,688		108,873		117,619		103,462
Loans charged-off		(2,838)		(2,921)		(2,916)		(5,123)
Recoveries on loans previously charged-off		66		984		253		1,495
Net recoveries (charge-offs)		(2,772)		(1,937)		(2,663)		(3,628)
Provision (release) for loan losses		4,392		6,208		7,352		13,310
Balance at end of period		122,308		113,144		122,308		113,144
Ending balance, loans individually evaluated for impairment		6,734	[1]	2,889	[1]	6,734	[1]	2,889	[1]	4,458
Ending balance, loans collectively evaluated for impairment		115,574		110,255		115,574		110,255
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment		89,014	[1]	62,777	[1]	89,014	[1]	62,777	[1]	47,320
Ending balance, loans collectively evaluated for impairment		8,941,455		8,383,448		8,941,455		8,383,448
Total loans		9,030,469		8,446,225		9,030,469		8,446,225
Commercial real estate [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		29,957		31,606		27,610		31,838
Loans charged-off		(13)		(98)		(1,510)		(985)
Recoveries on loans previously charged-off		449		272		745		870
Net recoveries (charge-offs)		436		174		(765)		(115)
Provision (release) for loan losses		687		(3,570)		4,235		(3,513)
Balance at end of period		31,080		28,210		31,080		28,210
Ending balance, loans individually evaluated for impairment		757	[1]	2,102	[1]	757	[1]	2,102	[1]	1,156
Ending balance, loans collectively evaluated for impairment		30,323		26,108		30,323		26,108
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment		7,733	[1]	13,441	[1]	7,733	[1]	13,441	[1]	8,501
Ending balance, loans collectively evaluated for impairment		3,640,677		2,981,091		3,640,677		2,981,091
Total loans		3,648,410		2,994,532		3,648,410		2,994,532
Construction [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		4,931		4,026		5,441		4,290
Loans charged-off		0		0		0		0
Recoveries on loans previously charged-off		13		164		32		183
Net recoveries (charge-offs)		13		164		32		183
Provision (release) for loan losses		1,225		(374)		696		(657)
Balance at end of period		6,169		3,816		6,169		3,816
Ending balance, loans individually evaluated for impairment	[1]	0		0		0		0
Ending balance, loans collectively evaluated for impairment		6,169		3,816		6,169		3,816
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment	[1]	143		0		143		0
Ending balance, loans collectively evaluated for impairment		552,040		371,096		552,040		371,096
Total loans		552,183		371,096		552,183		371,096
Residential real estate [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		4,043		5,223		4,239		5,316
Loans charged-off		(33)		(194)		(517)		(231)
Recoveries on loans previously charged-off		20		47		39		104
Net recoveries (charge-offs)		(13)		(147)		(478)		(127)
Provision (release) for loan losses		(216)		181		53		68
Balance at end of period		3,814		5,257		3,814		5,257
Ending balance, loans individually evaluated for impairment		303	[1]	606	[1]	303	[1]	606	[1]	539
Ending balance, loans collectively evaluated for impairment		3,511		4,651		3,511		4,651
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment		3,993	[1]	4,116	[1]	3,993	[1]	4,116	[1]	4,762
Ending balance, loans collectively evaluated for impairment		493,716		411,710		493,716		411,710
Total loans		497,709		415,826		497,709		415,826
Home equity [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		3,426		4,588		3,744		4,924
Loans charged-off		(34)		0		(226)		(371)
Recoveries on loans previously charged-off		65		73		99		143
Net recoveries (charge-offs)		31		73		(127)		(228)
Provision (release) for loan losses		(455)		(46)		(615)		(81)
Balance at end of period		3,002		4,615		3,002		4,615
Ending balance, loans individually evaluated for impairment		598	[1]	1,865	[1]	598	[1]	1,865	[1]	1,106
Ending balance, loans collectively evaluated for impairment		2,404		2,750		2,404		2,750
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment		7,708	[1]	12,902	[1]	7,708	[1]	12,902	[1]	9,691
Ending balance, loans collectively evaluated for impairment		120,259		124,559		120,259		124,559
Total loans		127,967		137,461		127,967		137,461
Personal [Member]
Allowance for Loan and Lease Losses [Roll Forward]
Balance at beginning of period		2,311		2,294		2,083		2,668
Loans charged-off		(17)		(28)		(167)		(38)
Recoveries on loans previously charged-off		11		86		41		959
Net recoveries (charge-offs)		(6)		58		(126)		921
Provision (release) for loan losses		(63)		(343)		285		(1,580)
Balance at end of period		2,242		2,009		2,242		2,009
Ending balance, loans individually evaluated for impairment		1	[1]	6	[1]	1	[1]	6	[1]	3
Ending balance, loans collectively evaluated for impairment		2,241		2,003		2,241		2,003
Recorded Investment in Loans: [Abstract]
Ending balance, loans individually evaluated for impairment		10	[1]	24	[1]	10	[1]	24	[1]	$ 21
Ending balance, loans collectively evaluated for impairment		179,060		178,117		179,060		178,117
Total loans		$ 179,070		$ 178,141		$ 179,070		$ 178,141
[1]	Refer to Note 4 for additional information regarding impaired loans.

Allowance For Loan Losses And64

Allowance For Loan Losses And Reserve For Unfunded Commitments (Reserve For Unfunded Commitments) (Detail) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Reserve for Unfunded Commitments [Roll Forward]
Balance at beginning of period	[1]	$ 12,354	$ 12,650	$ 11,759	$ 12,274
Provision (release) for unfunded commitments	[1]	1,375	507	1,970	883
Balance at end of period	[1]	13,729	13,157	13,729	13,157
Unfunded commitments, excluding covered assets, at period end	[1]	$ 6,442,994	$ 6,003,609	$ 6,442,994	$ 6,003,609
[1]	Unfunded commitments include commitments to extend credit, standby letters of credit and commercial letters of credit. Unfunded commitments related to covered assets are excluded as they are covered under a loss share agreement with the FDIC.

Goodwill And Other Intangible65

Goodwill And Other Intangible Assets (Carrying Amount of Goodwill by Operating Segment) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Goodwill [Line Items]
Goodwill	$ 94,041	$ 94,041
Banking [Member]
Goodwill [Line Items]
Goodwill	81,755	81,755
Asset Management [Member]
Goodwill [Line Items]
Goodwill	$ 12,286	$ 12,286

Goodwill And Other Intangible66

Goodwill And Other Intangible Assets (Narrative) (Detail) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2016	Dec. 31, 2015
Goodwill [Line Items]
Goodwill, Impairment Loss	$ 0	$ 0
Impairment of intangible assets	$ 0
Minimum [Member]
Goodwill [Line Items]
Intangible assets amortized estimated useful lives	8 years
Maximum [Member]
Goodwill [Line Items]
Intangible assets amortized estimated useful lives	12 years

Goodwill And Other Intangible67

Goodwill And Other Intangible Assets (Other Intangible Assets) (Detail) - USD ($) $ in Thousands	6 Months Ended		12 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Finite-Lived Intangible Assets [Line Items]
Amortization during the period	$ 1,081	$ 1,299
Core Deposits Intangibles [Member]
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	12,378		$ 18,093
Accumulated amortization	10,423		15,140
Net carrying amount	1,955		2,953
Amortization during the period	$ 998		$ 2,270
Weighted average remaining life (in years)	1 year		1 year 6 months
Client Relationships [Member]
Finite-Lived Intangible Assets [Line Items]
Gross carrying amount	$ 1,459		$ 2,002
Accumulated amortization	1,065		1,525
Net carrying amount	394		477
Amortization during the period	$ 83		$ 185
Weighted average remaining life (in years)	4 years 7 months		5 years 1 month

Goodwill And Other Intangible68

Goodwill And Other Intangible Assets (Scheduled Amortization Of Other Intangible Assets) (Detail) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Finite-Lived Intangible Assets, Net, Amortization Expense, Fiscal Year Maturity [Abstract]
2016 - remaining six months	$ 1,080
2,017	1,125
2,018	98
2,019	28
2,020	15
2021 and thereafter	3
Total	$ 2,349	$ 3,430

DEPOSITS Deposits (Summary of D

DEPOSITS Deposits (Summary of Deposits) (Details) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Deposits [Abstract]
Noninterest-bearing demand deposits		$ 4,511,893	$ 4,355,700
Interest-bearing demand deposits		1,781,308	1,503,372
Savings deposits		393,344	377,191
Money market accounts		5,509,072	5,919,252
Time deposits	[1]	2,361,777	2,190,077
Total deposits		14,557,394	14,345,592
Time Deposits, $250,000 Or More		$ 1,300,000	$ 1,300,000
[1]	Time deposits with a minimum denomination of $250,000 totaled $1.3 billion at June 30, 2016 and December 31, 2015.

DEPOSITS Deposits (Scheduled Ma

DEPOSITS Deposits (Scheduled Maturities of Time Deposits) (Details) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
2,017		$ 813,883
2,018		184,324
2,019		117,527
2,020		206,244
2021 and thereafter		88,340
Total time deposits	[1]	2,361,777	$ 2,190,077
Third Quarter [Member]
Time Deposit Maturities, Next Twelve Months		628,900
Fourth Quarter [Member]
Time Deposit Maturities, Next Twelve Months		$ 322,559
[1]	Time deposits with a minimum denomination of $250,000 totaled $1.3 billion at June 30, 2016 and December 31, 2015.

DEPOSITS Deposits (Maturities o

DEPOSITS Deposits (Maturities of Time Deposits of $100,000 or More) (Details) $ in Thousands	Jun. 30, 2016USD ($)
Contractual Maturities, Time Deposits, $100,000 or More [Abstract]
Maturing within 3 months	$ 583,223
After 3 but within 6 months	283,985
After 6 but within 12 months	450,683
After 12 months	743,828
Total time deposits, $100,000 or More	$ 2,061,719

Short-Term Borrowings (Summary

Short-Term Borrowings (Summary Of Short-Term Borrowings) (Detail) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2016	Dec. 31, 2015
Outstanding: [Abstract]
Securities Sold under Agreements to Repurchase		$ 409,269
FHLB advances, Short-term		875,000	$ 370,000
Other Borrowings		931	250
Short-term borrowings		1,287,934	372,467
Unused Availability: [Abstract]
Federal funds availability	[1]	580,500	630,500
FRB discount window primary credit program availability	[2]	438,177	384,419
FHLB advances availability	[3]	1,322,077	1,481,102
FHLB advances borrowing capacity		$ 2,200,000
Narrative: [Abstract]
Repurchase Agreements, Maturities		P12D
Securities Sold under Agreements to Repurchase, Fair Value of Collateral		$ 433,600
Federal Home Loan Bank Advances		925,000
Long-term Federal Home Loan Bank Advances		$ 50,000
Revolving Line of Credit, Conversion to Term Loan Option, Conversion Date		Sep. 23, 2016
Revolving Line of Credit, Conversion to Term Loan Option, Loan Interest Option Increment Over Libor		1.75%
Revolving Line of Credit, Conversion to Term Loan Option, Loan Interest Option Increment Under PRIME		0.50%
Revolving Line of Credit, Conversion to Term Loan Option, Term Loan Due Date		Sep. 24, 2018
Revolving Credit Facility [Member]
Unused Availability: [Abstract]
Revolving Line of Credit, maximum borrowing capacity		$ 60,000	60,000
Narrative: [Abstract]
Revolving Line of Credit, Amount Outstanding		0
Short-term Debt [Member]
Outstanding: [Abstract]
Securities Sold under Agreements to Repurchase		$ 409,269	$ 0
Assets Sold under Agreements to Repurchase, Interest Rate		0.67%	0.00%
FHLB advances, Short-term, Rate		0.25%	0.16%
Secured borrowings		$ 2,734	$ 2,217
Other Short-Term Borrowing [Member]
Outstanding: [Abstract]
Other borrowings, Rate		0.18%	0.20%
Secured borrowings [Member]
Outstanding: [Abstract]
Secured borrowings, Rate		4.00%	4.00%
[1]	Our total availability of overnight Federal fund (“Fed funds”) borrowings is not a committed line of credit and is dependent upon lender availability.
[2]	Our borrowing capacity changes each quarter subject to available collateral and FRB discount factors.
[3]	As a member of the FHLB Chicago, the Bank has access to borrowing capacity which is subject to change based on the availability of acceptable collateral to pledge and the level of our investment in FHLB Chicago stock. At June 30, 2016, our borrowing capacity was $2.2 billion, of which $1.3 billion is available, subject to making the required additional investment in FHLB Chicago stock.

LONG-TERM DEBT Long-Term Debt73

LONG-TERM DEBT Long-Term Debt (Long-Term Debt) (Details) - USD ($) $ in Thousands		3 Months Ended	6 Months Ended
		Jun. 30, 2016	Jun. 30, 2016	Dec. 31, 2015
Debt Instrument [Line Items]
Long-term debt		$ 338,262	$ 338,262	$ 688,215
Long-term Federal Home Loan Bank Advances		50,000	50,000
Forward Commitment Advance with FHLB		150,000	150,000
Parent Company [Member]
Debt Instrument [Line Items]
Long-term debt		$ 288,262	$ 288,262	288,215
Parent Company [Member] | Three Month Libor Plus Two Point Six Five Percentage [Member]
Debt Instrument [Line Items]
Increment Over LIBOR Of Debt		2.65%	2.65%
Junior subordinated debentures	[1]	$ 8,248	$ 8,248	8,248
Parent Company [Member] | Three Month Libor Plus Two Point Six Five Percentage [Member] | Long-term Debt [Member]
Debt Instrument [Line Items]
Increment Over LIBOR Of Debt		2.65%	2.65%
Debt Instrument, Interest Rate, Stated Percentage		3.31%	3.31%
Subordinated borrowing, Maturity Date		Jun. 17, 2034
Parent Company [Member] | Three Month Libor Plus One Point Seven One Percentage [Member]
Debt Instrument [Line Items]
Increment Over LIBOR Of Debt		1.71%	1.71%
Junior subordinated debentures	[1]	$ 51,547	$ 51,547	51,547
Parent Company [Member] | Three Month Libor Plus One Point Seven One Percentage [Member] | Long-term Debt [Member]
Debt Instrument [Line Items]
Increment Over LIBOR Of Debt		1.71%	1.71%
Debt Instrument, Interest Rate, Stated Percentage		2.36%	2.36%
Subordinated borrowing, Maturity Date		Sep. 15, 2035
Parent Company [Member] | Three Month Libor Plus One Point Five Zero Percentage [Member]
Debt Instrument [Line Items]
Increment Over LIBOR Of Debt		1.50%	1.50%
Junior subordinated debentures	[1]	$ 41,238	$ 41,238	41,238
Parent Company [Member] | Three Month Libor Plus One Point Five Zero Percentage [Member] | Long-term Debt [Member]
Debt Instrument [Line Items]
Increment Over LIBOR Of Debt		1.50%	1.50%
Debt Instrument, Interest Rate, Stated Percentage		2.15%	2.15%
Subordinated borrowing, Maturity Date		Dec. 15, 2035
Parent Company [Member] | Ten Point Zero Zero Percentage Junior Subordinated Debentures Due Two Zero Six Eight [Member]
Debt Instrument [Line Items]
Junior subordinated debentures	[1],[2]	$ 66,596	$ 66,596	66,576
Deferred Finance Costs, Net		$ (2,200)	$ (2,200)	(2,200)
Parent Company [Member] | Ten Point Zero Zero Percentage Junior Subordinated Debentures Due Two Zero Six Eight [Member] | Long-term Debt [Member]
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage		10.00%	10.00%
Subordinated borrowing, Maturity Date		Jun. 15, 2068
Parent Company [Member] | Seven Point One Two Five Percentage Subordinated Debentures due Two Zero Four Two [Member] | Long-term Debt [Member]
Debt Instrument [Line Items]
Debt Instrument, Interest Rate, Stated Percentage		7.125%	7.125%
Subordinated borrowing, Maturity Date		Oct. 30, 2042	Oct. 30, 2042
Subordinated debt facility	[3],[4]	$ 120,633	$ 120,633	120,606
Deferred Finance Costs, Net		(4,400)	(4,400)	(4,400)
Subsidiaries [Member] | Floating, FHLBC Overnight Discount Note Index Plus Zero Point Zero Six Five Percentage [Member]
Debt Instrument [Line Items]
Long-term Federal Home Loan Bank Advances		0	0	350,000
Subsidiaries [Member] | Fixed Interest Rate [Member]
Debt Instrument [Line Items]
Long-term Federal Home Loan Bank Advances	[5],[6]	50,000	50,000	50,000
Subsidiaries [Member] | Fixed Interest Rate [Member] | Credit Expansion Option [Member]
Debt Instrument [Line Items]
Long-term Federal Home Loan Bank Advances		$ 45,000	$ 45,000	$ 45,000
Subsidiaries [Member] | Fixed Interest Rate [Member] | Long-term Debt [Member]
Debt Instrument [Line Items]
Federal Home Loan Bank Advances, Long-term, Weighted average interest rate		3.75%	3.75%	3.75%
Subsidiaries [Member] | Fixed Interest Rate [Member] | Long-term Debt [Member] | Credit Expansion Option [Member]
Debt Instrument [Line Items]
Federal Home Loan Bank Advances, Long-term, Weighted average interest rate		3.66%	3.66%	3.66%
Subsidiaries [Member] | Fixed Interest Rate [Member] | Federal Home Loan Bank Advances [Member]
Debt Instrument [Line Items]
FHLB advances, Maturity Date		Mar. 25, 2019
Subsidiaries [Member] | Fixed Interest Rate [Member] | Federal Home Loan Bank Advances [Member] | December 9, 2019 [Member]
Debt Instrument [Line Items]
Federal Home Loan Bank Advances, Long-term, Interest Rate, Range from		3.58%	3.58%
Subsidiaries [Member] | Fixed Interest Rate [Member] | Federal Home Loan Bank Advances [Member] | May 22, 2019 [Member]
Debt Instrument [Line Items]
Federal Home Loan Bank Advances, Long-term, Interest Rate, Range to		4.68%	4.68%
[1]	Under the final regulatory capital rules issued in July 2013, these instruments are grandfathered for inclusion as a component of Tier 1 capital, although the Tier 1 capital treatment for these instruments could be subject to phase-out
[2]	Net of deferred financing costs of $2.2 million at June 30, 2016 and December 31, 2015.
[3]	Net of deferred financing costs of $4.4 million at June 30, 2016 and December 31, 2015.
[4]	Qualifies as Tier 2 capital for regulatory capital purposes.
[5]	Amounts reported at June 30, 2016 and December 31, 2015 include three long-term advances totaling $45.0 million with a weighted average interest rate of 3.66%. The advances provide for a one-time option, two years from the issuance date, to increase the amount outstanding up to $150.0 million each at the same fixed rate as the original advance. The advances include a prepayment feature and are subject to a prepayment fee.
[6]	Weighted average interest rate was 3.75% at both June 30, 2016 and December 31, 2015.

LONG-TERM DEBT Long-Term Debt74

LONG-TERM DEBT Long-Term Debt (Narrative) (Details) $ in Thousands	Jun. 30, 2016USD ($)
Debt [Line Items]
Long-term Federal Home Loan Bank Advances, Current	$ 350,000
Parent Company [Member]
Debt [Line Items]
Junior subordinated debentures, net of deferred financing costs	$ 167,629	[1]
[1]	The Trust Preferred Securities accrue distributions at a rate equal to the interest rate on, and have a redemption date identical to the maturity date of, the corresponding Debentures. The Trust Preferred Securities are subject to mandatory redemption upon repayment of the Debentures at maturity or upon earlier redemption.

LONG-TERM DEBT Long-Term Debt75

LONG-TERM DEBT Long-Term Debt (Scheduled Maturities of Long-Term Debt) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Year ending December 31, [Abstract]
2,019	$ 50,000
2021 and thereafter	288,262
Total long-term debt	$ 338,262	$ 688,215

Junior Subordinated Deferrabl76

Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities (Narrative) (Detail) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016USD ($)trust		Jun. 30, 2016USD ($)trust
Debt [Line Items]
Ownership percentage	100.00%		100.00%
Number of wholly-owned trusts | trust	4		4
Parent Company [Member]
Debt [Line Items]
Junior subordinated debentures, net of deferred financing costs	$ 167,629	[1]	$ 167,629	[1]
Parent Company [Member] | Seven Point One Two Five Percentage Subordinated Debentures Due Two Zero Four Two [Member] | Long-term Debt [Member]
Debt [Line Items]
Debt Instrument, Interest Rate, Stated Percentage	7.125%		7.125%
Subordinated Borrowing, Due Date	Oct. 30, 2042		Oct. 30, 2042
PrivateBancorp Capital Trust IV [Member]
Debt [Line Items]
Junior subordinated debentures, net of deferred financing costs	$ 66,596	[1],[2]	$ 66,596	[1],[2]
Debt Instrument, Covenant Description			Under the replacement capital covenant, as amended in October 2012, we committed, for the benefit of certain debt holders, that we would not repay, redeem or repurchase the 10% Debentures or the related Trust Preferred Securities prior to June 2048 unless we have (1) obtained any required regulatory approval, and (2) raised certain amounts of qualifying equity or equity-like replacement capital at any time after October 10, 2012.
Debt Instrument, Interest Rate, Stated Percentage	10.00%	[3]	10.00%	[3]
[1]	The Trust Preferred Securities accrue distributions at a rate equal to the interest rate on, and have a redemption date identical to the maturity date of, the corresponding Debentures. The Trust Preferred Securities are subject to mandatory redemption upon repayment of the Debentures at maturity or upon earlier redemption.
[2]	Net of deferred financing costs of $2.2 million at June 30, 2016.
[3]	Reflects the coupon rate in effect at June 30, 2016. The coupon rate for Bloomfield Hills Statutory Trust I is a variable rate and is based on three-month LIBOR plus 2.65%. The coupon rates for PrivateBancorp Statutory Trusts II and III are at a variable rate based on three-month LIBOR plus 1.71% for Trust II and three-month LIBOR plus 1.50% for Trust III. The coupon rate for PrivateBancorp Capital Trust IV is fixed. Distributions on all Trust Preferred Securities are payable quarterly. We have the right to defer payment of interest on the Debentures at any time or from time to time for a period not exceeding ten years, in the case of the Debentures held by Trust IV, and five years, in the case of all other Debentures, without causing an event of default under the related indenture, provided no extension period may extend beyond the stated maturity of the Debentures. During such extension period, distributions on the trust preferred securities would also be deferred, and our ability to pay dividends on our common stock would generally be prohibited. The Federal Reserve has the ability to prevent interest payments on the Debentures.

Junior Subordinated Deferrabl77

Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities (Common Securities, Preferred Securities, And Related Debentures) (Detail) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2016	Dec. 31, 2015
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Common securities issued		$ 78,918	$ 78,439
Bloomfield Hills Statutory Trust I [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Issuance Date		May 2004
Common securities issued		$ 248
Trust Preferred Securities Issued	[1]	$ 8,000
Coupon Rate	[2]	3.31%
Maturity		June 2,034
Principal Amount of Debentures	[1]	$ 8,248
PrivateBancorp Statutory Trust II [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Issuance Date		June 2005
Common securities issued		$ 1,547
Trust Preferred Securities Issued	[1]	$ 50,000
Coupon Rate	[2]	2.36%
Maturity		Sept. 2035
Principal Amount of Debentures	[1]	$ 51,547
PrivateBancorp Statutory Trust III [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Issuance Date		Dec. 2005
Common securities issued		$ 1,238
Trust Preferred Securities Issued	[1]	$ 40,000
Coupon Rate	[2]	2.15%
Maturity		Dec. 2035
Principal Amount of Debentures	[1]	$ 41,238
PrivateBancorp Capital Trust IV [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Issuance Date		May 2008
Common securities issued		$ 5
Trust Preferred Securities Issued	[1]	$ 68,750
Coupon Rate	[2]	10.00%
Maturity		June 2,068
Principal Amount of Debentures	[1],[3]	$ 66,596
Junior Subordinated Debt [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Common securities issued		3,038
Trust Preferred Securities Issued	[1]	166,750
Parent Company [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Principal Amount of Debentures	[1]	$ 167,629
Parent Company [Member] | Three Month Libor Plus Two Point Six Five Percentage [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Increment Over Libor Of Long Term Debt		2.65%
Parent Company [Member] | Three Month Libor Plus One Point Seven One Percentage [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Increment Over Libor Of Long Term Debt		1.71%
Parent Company [Member] | Three Month Libor Plus One Point Five Zero Percentage [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Increment Over Libor Of Long Term Debt		1.50%
Parent Company [Member] | Ten Point Zero Zero Percentage Junior Subordinated Debentures Due Two Zero Six Eight [Member]
Junior Subordinated Deferrable Interest Debentures Held By Trusts That Issued Trust Preferred Securities [Line Items]
Deferred Finance Costs, Net		$ 2,200	$ 2,200
[1]	The Trust Preferred Securities accrue distributions at a rate equal to the interest rate on, and have a redemption date identical to the maturity date of, the corresponding Debentures. The Trust Preferred Securities are subject to mandatory redemption upon repayment of the Debentures at maturity or upon earlier redemption.
[2]	Reflects the coupon rate in effect at June 30, 2016. The coupon rate for Bloomfield Hills Statutory Trust I is a variable rate and is based on three-month LIBOR plus 2.65%. The coupon rates for PrivateBancorp Statutory Trusts II and III are at a variable rate based on three-month LIBOR plus 1.71% for Trust II and three-month LIBOR plus 1.50% for Trust III. The coupon rate for PrivateBancorp Capital Trust IV is fixed. Distributions on all Trust Preferred Securities are payable quarterly. We have the right to defer payment of interest on the Debentures at any time or from time to time for a period not exceeding ten years, in the case of the Debentures held by Trust IV, and five years, in the case of all other Debentures, without causing an event of default under the related indenture, provided no extension period may extend beyond the stated maturity of the Debentures. During such extension period, distributions on the trust preferred securities would also be deferred, and our ability to pay dividends on our common stock would generally be prohibited. The Federal Reserve has the ability to prevent interest payments on the Debentures.
[3]	Net of deferred financing costs of $2.2 million at June 30, 2016.

EQUITY Equity (Narrative) (Deta

EQUITY Equity (Narrative) (Details) - shares	Jun. 30, 2016	Dec. 31, 2015
Class of Stock [Line Items]
Common and Preferred Stock, Shares Authorized	180,000,000	180,000,000
Common Stock, Shares Authorized	174,000,000	174,000,000
Common Stock, Shares, Issued	79,464,416	79,099,157
Common Stock, Shares Outstanding	79,464,416	79,096,583
Treasury Stock, Shares	0	2,574
Series B Preferred Stock [Member]
Class of Stock [Line Items]
Preferred Stock, Shares Authorized	1,000,000	1,000,000
Preferred Stock, Shares Outstanding	0	0
Nonvoting Common Stock [Member]
Class of Stock [Line Items]
Common Stock, Shares Authorized	5,000,000	5,000,000
Common Stock, Shares Outstanding	0	0

Equity (Change in Accumulated O

Equity (Change in Accumulated Other Comprehensive Income by Component) (Details) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Stockholders' Equity, Beginning Balance		$ 1,698,951	$ 1,481,679
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent [Abstract]
Tax benefit (expense) on increase in unrealized gains (losses)		(16,202)	(1,080)
OCI, before reclassifications, net of tax		26,020	1,639
Reclassification adjustment of net gains included in net income	[1]	(5,202)	(5,605)
Reclassification adjustment for tax expense on realized net gains	[2]	2,006	2,177
Amount reclassified from AOCI		(3,196)	(3,428)
Net current period other comprehensive income (loss)		22,824	(1,789)
Stockholders' Equity, Ending Balance		1,831,150	1,584,796
Accumulated Other Comprehensive Income [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Stockholders' Equity, Beginning Balance		17,259	20,917
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent [Abstract]
Stockholders' Equity, Ending Balance		40,083	19,128
Unrealized Gain (Loss) on Available-for-Sale Securities [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Stockholders' Equity, Beginning Balance		14,048	19,448
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent [Abstract]
Increase (decrease) in unrealized gains, before reclassifications, before Tax		28,829	(5,407)
Tax benefit (expense) on increase in unrealized gains (losses)		(11,041)	2,074
OCI, before reclassifications, net of tax		17,788	(3,333)
Reclassification adjustment of net gains included in net income	[1]	(1,111)	(533)
Reclassification adjustment for tax expense on realized net gains	[2]	428	207
Amount reclassified from AOCI		(683)	(326)
Net current period other comprehensive income (loss)		17,105	(3,659)
Stockholders' Equity, Ending Balance		31,153	15,789
Accumulated Gain (Loss) on Effective Cash Flow Hedges [Member]
AOCI Attributable to Parent, Net of Tax [Roll Forward]
Stockholders' Equity, Beginning Balance		3,211	1,469
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent [Abstract]
Increase (decrease) in unrealized gains, before reclassifications, before Tax		13,393	8,126
Tax benefit (expense) on increase in unrealized gains (losses)		(5,161)	(3,154)
OCI, before reclassifications, net of tax		8,232	4,972
Reclassification adjustment of net gains included in net income	[1]	(4,091)	(5,072)
Reclassification adjustment for tax expense on realized net gains	[2]	1,578	1,970
Amount reclassified from AOCI		(2,513)	(3,102)
Net current period other comprehensive income (loss)		5,719	1,870
Stockholders' Equity, Ending Balance		$ 8,930	$ 3,339
[1]	The amounts reclassified from AOCI for the available-for-sale securities are reported in net securities gains on the consolidated statements of income, while the amounts reclassified from AOCI for cash flow hedges are included in interest income on loans on the consolidated statements of income.
[2]	The tax expense amounts reclassified from AOCI in connection with the available-for-sale securities reclassification and cash flow hedges reclassification are included in income tax provision on the consolidated statements of income.

Earnings Per Common Share (Basi

Earnings Per Common Share (Basic and Diluted Earnings Per Common Share) (Detail) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Basic earnings per common share
Net income (loss)		$ 50,365	$ 46,422	$ 99,917	$ 87,906
Net income allocated to participating stockholders	[1]	(381)	(366)	(811)	(838)
Net income allocated to common stockholders		$ 49,984	$ 46,056	$ 99,106	$ 87,068
Weighted-average common shares outstanding		78,849,000	77,942,000	78,699,000	77,676,000
Basic earnings per common share		$ 0.63	$ 0.59	$ 1.26	$ 1.12
Diluted earnings per common share
Diluted earnings applicable to common stockholders	[2]	$ 49,990	$ 46,059	$ 99,119	$ 87,080
Weighted-average common shares outstanding		78,849,000	77,942,000	78,699,000	77,676,000
Dilutive effect of stock awards	[3]	1,468,000	1,216,000	1,387,000	1,161,000
Weighted-average diluted common shares outstanding		80,317,000	79,158,000	80,086,000	78,837,000
Diluted earnings per common share		$ 0.62	$ 0.58	$ 1.24	$ 1.10
Employee Stock Option [Member]
Diluted earnings per common share
Antidilutive shares, excluded from computation		441,000	238,000	452,000	483,000
[1]	Participating stockholders are those that hold certain share-based payment awards that contain nonforfeitable rights to dividends or dividend equivalents. Such shares or units are considered participating securities (i.e., certain of the Company’s deferred, restricted stock and performance share units, and nonvested restricted stock awards).
[2]	Net income allocated to common stockholders for basic and diluted earnings per share may differ under the two-class method as a result of adding common stock equivalents for options to dilutive shares outstanding, which alters the ratio used to allocate earnings to common stockholders and participating securities for the purposes of calculating diluted earnings per share.
[3]	For the three months ended June 30, 2016 and 2015, the weighted-average outstanding non-participating securities of 441,000 and 238,000 shares, respectively, and for the six months ended June 30, 2016 and 2015, the weighted-average outstanding non-participating securities of 452,000 and 483,000 shares, respectively, were not included in the computation of diluted earnings per common share because their inclusion would have been antidilutive for the periods presented.

Income Taxes (Income Tax Provis

Income Taxes (Income Tax Provision Analysis) (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Income Tax Disclosure [Abstract]
Income (loss) before income taxes	$ 79,362	$ 73,668	$ 155,587	$ 140,386
Income tax provision:
Current income tax provision	34,572	28,691	59,945	50,231
Deferred income tax provision (benefit)	(5,575)	(1,445)	(4,275)	2,249
Total income tax provision (benefit)	$ 28,997	$ 27,246	$ 55,670	$ 52,480
Effective tax rate	36.50%	37.00%	35.80%	37.40%

Income Taxes (Narrative) (Detai

Income Taxes (Narrative) (Detail) - USD ($)	Jun. 30, 2016	Dec. 31, 2015
Disclosure Income Taxes Narrative [Abstract]
Net deferred tax assets	$ 92,300,000	$ 102,200,000
Deferred Tax Assets, Valuation Allowance	0
Unrecognized tax benefits relating to uncertain tax positions	2,528,000	$ 126,000
Unrecognized Tax Benefits	$ 3,100,000

Derivative Instruments (Notiona

Derivative Instruments (Notional Amounts and Fair Value of Derivative Instruments) (Details) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Derivative [Line Items]
Interest rate contracts, cash flow hedging, asset derivatives		$ 6,566	$ 5,366
Derivatives, not designated as hedging, asset derivatives		88,764	47,487
Netting adjustments	[1],[2],[3]	(14,335)	(12,238)
Total derivatives, asset derivatives	[1]	80,995	40,615
Interest rate contracts, cash flow hedging, liability derivatives		0	799
Derivatives, not designated as hedging, liability derivatives		91,320	47,486
Netting adjustments	[1],[2],[3]	(63,380)	(30,056)
Total derivatives, liability derivatives	[1]	27,940	18,229
Client-Related Derivatives [Member]
Derivative [Line Items]
Interest rate contracts, not designated as hedging, asset derivatives		79,885	41,734
Foreign exchange contracts, not designated as hedging, asset derivatives		6,995	5,008
Risk participation agreements, not designated as hedging, asset derivatives		14	6
Derivatives, not designated as hedging, asset derivatives		86,894	46,748
Interest rate contracts, not designated as hedging, liability derivatives		84,083	43,001
Foreign exchange contracts, not designated as hedging, liability derivatives		6,200	4,274
Risk participation agreements, not designated as hedging, liability derivatives		31	27
Derivatives, not designated as hedging, liability derivatives		90,314	47,302
Other End-User Derivatives [Member]
Derivative [Line Items]
Foreign exchange contracts, not designated as hedging, asset derivatives		1,118	220
Mortgage banking derivatives, not designated as hedging, asset derivatives		531	519
Derivatives, not designated as hedging, asset derivatives		1,870	739
Foreign exchange contracts, not designated as hedging, liability derivatives		65	3
Mortgage banking derivatives, not designated as hedging, liability derivatives		941	181
Derivatives, not designated as hedging, liability derivatives		1,006	184
Interest Rate Contract [Member]
Derivative [Line Items]
Netting adjustments	[1],[2]	(10,652)	(8,970)
Netting adjustments	[1],[2]	(61,157)	(28,574)
Foreign Exchange Contract [Member]
Derivative [Line Items]
Netting adjustments	[1],[2]	(3,618)	(3,254)
Netting adjustments	[1],[2]	(2,158)	(1,458)
Risk participation agreements [Member]
Derivative [Line Items]
Netting adjustments	[1],[2]	(14)	0
Netting adjustments	[1],[2]	(14)	(10)
Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Cash Flow Hedging [Member]
Derivative [Line Items]
Notional amount, asset derivatives		350,000	675,000
Notional amount, liability derivatives		0	125,000
Not Designated as Hedging Instrument [Member] | Other End-User Derivatives [Member]
Derivative [Line Items]
Warrants, not designated as hedging, asset derivatives		221	0
Not Designated as Hedging Instrument [Member] | Interest Rate Contract [Member] | Client-Related Derivatives [Member]
Derivative [Line Items]
Notional amount, asset derivatives		4,280,089	3,933,977
Notional amount, liability derivatives		4,280,089	3,933,977
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Client-Related Derivatives [Member]
Derivative [Line Items]
Notional amount, asset derivatives		262,502	155,914
Notional amount, liability derivatives		249,888	127,664
Not Designated as Hedging Instrument [Member] | Foreign Exchange Contract [Member] | Other End-User Derivatives [Member]
Derivative [Line Items]
Notional amount, asset derivatives		41,537	28,058
Notional amount, liability derivatives		8,808	4,486
Not Designated as Hedging Instrument [Member] | Risk participation agreements [Member] | Client-Related Derivatives [Member]
Derivative [Line Items]
Notional amount, asset derivatives	[4]	80,333	84,216
Notional amount, liability derivatives	[4]	$ 106,364	$ 111,269
[1]	All derivative contracts are over-the-counter contracts.
[2]	Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement.
[3]	Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting agreements. Refer to Note 15 for additional information regarding master netting agreements.
[4]	The remaining average notional amounts are shown for risk participation agreements.

Derivative Instruments (Narrati

Derivative Instruments (Narrative) (Details)	6 Months Ended
	Jun. 30, 2016USD ($)	Dec. 31, 2015USD ($)
Derivative [Line Items]
Fair value of the derivatives with credit contingency features in a net liability position	$ 19,700,000
Collateral Posted for derivatives with credit contingency features in a net liability position	19,300,000
Additional collateral required to be posted to derivative counterparties if credit contingency features were triggered	0
Outstanding derivatives to be immediately settled if credit contingency features were triggered	19,700,000
Gain (Loss) on Cash Flow Hedge Ineffectiveness, Net	$ 0
Maximum Length of Time Hedged in Interest Rate Cash Flow Hedge	3 years
Net deferred gains (losses), net of tax, recorded in AOCI expected to be reclassified into earnings during the next 12 months	$ 3,700,000
Gain (Loss) from Components Excluded from Assessment of Cash Flow Hedge Effectiveness, Net	0
Gain (Loss) on Discontinuation of Interest Rate Cash Flow Hedge Due to Forecasted Transaction Probable of Not Occurring, Net	0
Interest rate lock commitments, notional value	88,900,000
Notional value of forward commitments for the future delivery of residential mortgage loans	124,300,000
Foreign currency risk on loans	46,400,000
Not Designated as Hedging Instrument [Member] | Other End-User Derivatives [Member]
Derivative [Line Items]
Warrants, not designated as hedging, asset derivatives	$ 221,000	$ 0
Minimum [Member]
Derivative [Line Items]
Written RPAs Range Of Internal Risk Ratings	1
Maximum [Member]
Derivative [Line Items]
Written RPAs Range Of Internal Risk Ratings	8
Mortgage Receivable [Member]
Derivative [Line Items]
Mortgage loans held-for-sale, par value	$ 28,561,000	$ 36,005,000

Derivative Instruments (Risk Pa

Derivative Instruments (Risk Participation Agreements) (Details) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2016USD ($)risk_rating	Dec. 31, 2015USD ($)risk_rating
Derivative [Line Items]
Fair value of written RPAs | $	$ 31	$ 27
Maximum potential amount of future undiscounted payments | $	$ 4,281	$ 3,937
Percent of maximum potential amount of future undiscounted payments covered by proceeds from liquidation of pledged collateral	33.00%	43.00%
Minimum [Member]
Derivative [Line Items]
Range of remaining terms to maturity (in years) for written RPAs	1 year	1 year
Range of assigned internal risk ratings for written RPAs | risk_rating	2	2
Maximum [Member]
Derivative [Line Items]
Range of remaining terms to maturity (in years) for written RPAs	4 years	5 years
Range of assigned internal risk ratings for written RPAs | risk_rating	7	7

Derivative Instruments (Gain (L

Derivative Instruments (Gain (Loss) Recognized On Derivative Instruments Not Designated In Hedging Relationship) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Derivative [Line Items]
Total derivatives, not designated in hedging relationship	$ 7,535	$ 4,799	$ 11,863	$ 9,981
Client-Related Derivatives [Member]
Derivative [Line Items]
Location of Gain (Loss) on interest rate contracts, not designated as hedging, in Consolidated Statement of Income			Capital markets income
Gain (loss) on interest rate contracts, not designated as hedging	3,898	2,536	$ 7,429	4,899
Location of Gain (Loss) on foreign exchange contracts, not designated as hedging, in Consolidated Statement of Income			Capital markets income
Gain (loss) on foreign exchange contracts, not designated as hedging	1,958	2,350	$ 3,618	4,103
Total derivatives, not designated in hedging relationship	5,852	4,919	$ 11,051	9,091
Client-Related Derivatives [Member] | Risk participation agreements [Member]
Derivative [Line Items]
Location of Gain (Loss) on other derivative instruments, not designated as hedging, in Consolidated Statement of Income			Capital markets income
Total derivatives, not designated in hedging relationship	(4)	33	$ 4	89
Other End-User Derivatives [Member]
Derivative [Line Items]
Location of Gain (Loss) on foreign exchange contracts, not designated as hedging, in Consolidated Statement of Income			Other income, service and charges income
Gain (loss) on foreign exchange contracts, not designated as hedging	2,361	(500)	$ 1,857	550
Total derivatives, not designated in hedging relationship	1,683	(120)	$ 812	890
Other End-User Derivatives [Member] | Mortgage Banking Derivatives [Member]
Derivative [Line Items]
Location of Gain (Loss) on other derivative instruments, not designated as hedging, in Consolidated Statement of Income			Mortgage banking income
Total derivatives, not designated in hedging relationship	(567)	380	$ (1,080)	340
Other End-User Derivatives [Member] | Warrants [Member]
Derivative [Line Items]
Location of Gain (Loss) on other derivative instruments, not designated as hedging, in Consolidated Statement of Income			Other income, service and charges income
Total derivatives, not designated in hedging relationship	$ (111)	$ 0	$ 35	$ 0

BALANCE SHEET OFFSETTING Bala87

BALANCE SHEET OFFSETTING Balance Sheet Offsetting (Narrative) (Details) - USD ($) $ in Thousands	Jun. 30, 2016	Dec. 31, 2015
Balance Sheet Offsetting [Abstract]
Cash collateral pledged	$ 49,100	$ 17,800
Excess cash collateral pledged	$ 0	$ 0

BALANCE SHEET OFFSETTING Bala88

BALANCE SHEET OFFSETTING Balance Sheet Offsetting (Offsetting of Financial Assets and Liabilities) (Details) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Derivative Asset [Abstract]
Derivative Asset, Fair Value, Gross Asset Subject to Master Netting Agreement	[1]	$ 90,667	$ 51,199
Derivative Asset, Not Subject to Master Netting Agreement	[1]	4,663	1,654
Derivative Asset, Fair Value, Gross Asset Including Not Subject to Master Netting Agreement	[1]	95,330	52,853
Derivative Asset, Fair Value, Gross Liability Subject to Master Netting Agreement	[1],[2],[3]	(14,335)	(12,238)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	[1]	76,332	38,961
Derivative Asset	[1]	80,995	40,615
Derivative, Collateral, Obligation to Return Securities	[1],[4],[5]	0	(143)
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	76,332	38,818
Derivative Asset, Fair Value, Amount Offset Against Collateral	[1]	80,995	40,472
Derivative Liability [Abstract]
Derivative Liability, Fair Value, Gross Liability Subject to Master Netting Agreement	[1]	89,045	46,128
Derivative Liability, Not Subject to Master Netting Agreement	[1]	2,275	2,157
Derivative Liability, Fair Value, Gross Liability Including Not Subject to Master Netting Agreement	[1]	91,320	48,285
Derivative Liability, Fair Value, Gross Asset Subject to Master Netting Agreement	[1],[2],[3]	(63,380)	(30,056)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	[1]	25,665	16,072
Derivative Liability	[1]	27,940	18,229
Derivative, Collateral, Right to Reclaim Securities	[1],[4],[5]	(20,134)	(11,057)
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	5,531	5,015
Derivative Liability, Fair Value, Amount Offset Against Collateral	[1]	7,806	7,172
Securities Sold under Agreements to Repurchase, Gross		409,269
Securities Sold under Agreements to Repurchase, Asset	[2]	0
Securities Sold under Agreements to Repurchase		409,269
Securities Sold under Agreements to Repurchase, Collateral, Right to Reclaim Securities	[4],[5]	(409,269)
Securities Sold under Agreements to Repurchase, Collateral, Right to Reclaim Cash	[4]	0
Securities Sold under Agreements to Repurchase, Amount Offset Against Collateral		0
Financial Instrument Liability, Fair Value, Gross Liability		500,589
Financial Instrument Liability, Fair Value, Amount Not Offset Against Collateral, Total		437,209
Financial Instrument Liability, Collateral, Right to Reclaim Securities	[4],[5]	429,403
Financial Instrument Liability, Collateral, Right to Reclaim Cash	[4]	0
Financial Instrument Liability, Amount Offset Against Collateral, Total		7,806
Interest Rate Contract [Member]
Derivative Asset [Abstract]
Derivative Asset, Fair Value, Gross Asset Subject to Master Netting Agreement	[1]	86,451	47,100
Derivative Asset, Fair Value, Gross Liability Subject to Master Netting Agreement	[1],[2]	(10,652)	(8,970)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	[1]	75,799	38,130
Derivative, Collateral, Obligation to Return Securities	[1],[4],[5]	0	(55)
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	75,799	38,075
Derivative Liability [Abstract]
Derivative Liability, Fair Value, Gross Liability Subject to Master Netting Agreement	[1]	84,083	43,800
Derivative Liability, Fair Value, Gross Asset Subject to Master Netting Agreement	[1],[2]	(61,157)	(28,574)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	[1]	22,926	15,226
Derivative, Collateral, Right to Reclaim Securities	[1],[4],[5]	(18,193)	(10,475)
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	4,733	4,751
Foreign Exchange Contract [Member]
Derivative Asset [Abstract]
Derivative Asset, Fair Value, Gross Asset Subject to Master Netting Agreement	[1]	4,151	4,059
Derivative Asset, Fair Value, Gross Liability Subject to Master Netting Agreement	[1],[2]	(3,618)	(3,254)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	[1]	533	805
Derivative, Collateral, Obligation to Return Securities	[1],[4],[5]	0	(88)
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	533	717
Derivative Liability [Abstract]
Derivative Liability, Fair Value, Gross Liability Subject to Master Netting Agreement	[1]	4,587	2,287
Derivative Liability, Fair Value, Gross Asset Subject to Master Netting Agreement	[1],[2]	(2,158)	(1,458)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	[1]	2,429	829
Derivative, Collateral, Right to Reclaim Securities	[1],[4],[5]	(1,928)	(570)
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	501	259
Risk participation agreements [Member]
Derivative Asset [Abstract]
Derivative Asset, Fair Value, Gross Asset Subject to Master Netting Agreement	[1]	14	6
Derivative Asset, Fair Value, Gross Liability Subject to Master Netting Agreement	[1],[2]	(14)	0
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	[1]	0	6
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	0	6
Derivative Liability [Abstract]
Derivative Liability, Fair Value, Gross Liability Subject to Master Netting Agreement	[1]	31	27
Derivative Liability, Fair Value, Gross Asset Subject to Master Netting Agreement	[1],[2]	(14)	(10)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	[1]	17	17
Derivative, Collateral, Right to Reclaim Securities	[1],[4],[5]	(13)	(12)
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	4	5
Mortgage Banking Derivatives [Member]
Derivative Asset [Abstract]
Derivative Asset, Fair Value, Gross Asset Subject to Master Netting Agreement	[1]	51	34
Derivative Asset, Fair Value, Gross Liability Subject to Master Netting Agreement	[1],[2]	(51)	(14)
Derivative Asset, Fair Value, Amount Not Offset Against Collateral	[1]	0	20
Derivative Asset, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	0	20
Derivative Liability [Abstract]
Derivative Liability, Fair Value, Gross Liability Subject to Master Netting Agreement	[1]	344	14
Derivative Liability, Fair Value, Gross Asset Subject to Master Netting Agreement	[1],[2]	(51)	(14)
Derivative Liability, Fair Value, Amount Not Offset Against Collateral	[1]	293	0
Derivative, Collateral, Right to Reclaim Securities	[1],[4],[5]	0	0
Derivative Liability, Fair Value, Offset Against Collateral, Net of Not Subject to Master Netting Agreement	[1]	$ 293	$ 0
[1]	All derivative contracts are over-the-counter contracts.
[2]	Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement.
[3]	Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting agreements. Refer to Note 15 for additional information regarding master netting agreements.
[4]	Collateralization is determined at the counterparty level. If overcollateralization exists, the amount shown is limited to the fair value of the financial instrument.
[5]	Financial instruments are disclosed at fair value. Financial instrument collateral is allocated pro-rata amongst the derivative liabilities to which it relates.

Commitments, Guarantees, And 89

Commitments, Guarantees, And Contingent Liabilities (Contractual Or Notional Amounts Of Financial Instruments) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Commitments Guarantees And Contingent Liabilities [Line Items]
Commitments to extend credit	[1]	$ 6,053,921	$ 6,069,956
Letters of credit	[1]	398,848	408,023
Covered loan commitments		9,800	9,700
Financial standby [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Letters of credit	[1]	353,123	365,760
Performance standby [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Letters of credit	[1]	40,920	38,264
Commercial letters of credit [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Letters of credit	[1]	4,805	3,999
Home equity [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Commitments to extend credit	[1]	14,727	1,338
Residential 1 to 4 Family Construction [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Commitments to extend credit	[1]	70,323	47,504
Commercial real estate, other construction and land development [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Commitments to extend credit	[1]	1,180,620	1,321,123
Commercial and industrial [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Commitments to extend credit	[1]	3,903,627	4,191,895
All other commitments [Member]
Commitments Guarantees And Contingent Liabilities [Line Items]
Commitments to extend credit	[1]	$ 884,624	$ 508,096
[1]	Includes covered loan commitments of $9.8 million and $9.7 million as of June 30, 2016 and December 31, 2015, respectively.

Commitments, Guarantees, And 90

Commitments, Guarantees, And Contingent Liabilities (Narrative) (Detail) - USD ($)		6 Months Ended
		Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015	Jun. 30, 2015	Mar. 31, 2015	Dec. 31, 2014
Disclosure Commitments Guarantees And Contingent Liabilities Narrative [Abstract]
Reserve For Unfunded Commitments	[1]	$ 13,729,000	$ 12,354,000	$ 11,759,000	$ 13,157,000	$ 12,650,000	$ 12,274,000
Unamortized fees associated with standby letters of credit		$ 3,100,000
Remaining weighted-average term, standby letters of credit		13 months
Remaining actual lives, standby letters of credit, minimum		1 year
Remaining actual lives, standby letters of credit, maximum		5 years
Unfunded commitments for contributions to CRA investments and other investment partnerships		$ 36,700,000
Unfunded commitments for tax-credit investments		28,800,000
Maximum potential future payments guarantee obligation, credit card settlement guarantees		18,800,000
Contingency liability, settlement guarantee program		$ 0
[1]	Unfunded commitments include commitments to extend credit, standby letters of credit and commercial letters of credit. Unfunded commitments related to covered assets are excluded as they are covered under a loss share agreement with the FDIC.

Estimated Fair Value Of Finan91

Estimated Fair Value Of Financial Instruments (Narrative) (Detail) - USD ($)		6 Months Ended	12 Months Ended
		Jun. 30, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Appraisal value subject to compliance review		$ 250,000
Appraisal value subject to technical review		1,000,000
Fair Value, Assets, Level 1 to Level 2 Transfers, Amount		0	$ 0
Mortgage loans held-for-sale, 90 days past due and still accruing		0	0
Loans Held-for-sale, Other	[1]	$ 32,434,000	$ 73,094,000
Fair Value, Measurements, Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Changes in Valuation Techniques		0	0
Fair Value, Measurements, Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Fair Value Measurements, Changes in Valuation Techniques		0	0
[1]	Amounts at June 30, 2016 and December 31, 2015, represent commercial, commercial real estate and construction loans carried at the lower of aggregate cost or fair value, including one nonaccrual loan totaling $358,000 and $667,000 at June 30, 2016 and December 31, 2015, respectively. Generally, the Company intends to sell these loans within 30-60 days from the date the intent to sell was established.

Estimated Fair Value Of Finan92

Estimated Fair Value Of Financial Instruments (Fair Value Measurements On A Recurring Basis) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		$ 1,864,636	$ 1,765,366
Mortgages loans held-for-sale		28,926	35,704
Interest rate contract derivatives assets designated as hedging instruments		6,566	5,366
Other derivative assets, not designated as hedging instruments		88,764	47,487
Netting adjustments	[1],[2],[3]	(14,335)	(12,238)
Derivative assets	[1]	80,995	40,615
Total assets		1,974,557	1,841,685
Interest rate contract derivatives liabilities designated as hedging instruments		0	799
Netting adjustments	[1],[2],[3]	(63,380)	(30,056)
Derivative liabilities	[1]	27,940	18,229
Fair Value, Inputs, Level 1 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		377,866	321,651
Mortgages loans held-for-sale		0	0
Derivative assets		0	0
Total assets		377,866	321,651
Derivative liabilities		0	0
Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		1,486,770	1,443,085
Mortgages loans held-for-sale		28,926	35,704
Interest rate contract derivatives assets designated as hedging instruments		6,566	5,366
Netting adjustments		(14,321)	(12,167)
Derivative assets		80,009	39,795
Total assets		1,595,705	1,518,584
Interest rate contract derivatives liabilities designated as hedging instruments		0	799
Netting adjustments		(63,366)	(29,974)
Derivative liabilities		27,326	18,046
Fair Value, Inputs, Level 3 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		0	630
Mortgages loans held-for-sale		0	0
Netting adjustments		(14)	(71)
Derivative assets		986	820
Total assets		986	1,450
Netting adjustments		(14)	(82)
Derivative liabilities		614	183
U.S. Treasury [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		377,866	321,651
U.S. Treasury [Member] | Fair Value, Inputs, Level 1 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		377,866	321,651
U.S. Agencies [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		46,894	46,098
U.S. Agencies [Member] | Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		46,894	46,098
Collateralized mortgage obligations [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		88,230	99,972
Collateralized mortgage obligations [Member] | Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		88,230	99,972
Residential mortgage-backed securities [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		885,431	829,855
Residential mortgage-backed securities [Member] | Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		885,431	829,855
State and municipal securities [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		466,215	467,790
State and municipal securities [Member] | Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		466,215	467,160
State and municipal securities [Member] | Fair Value, Inputs, Level 3 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Securities available-for-sale, at fair value		0	630
Client-Related Derivatives [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Other derivative assets, not designated as hedging instruments		86,894	46,748
Other derivatives liabilities, not designated as hedging instruments		90,314	47,302
Client-Related Derivatives [Member] | Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Other derivative assets, not designated as hedging instruments		86,595	46,342
Other derivatives liabilities, not designated as hedging instruments		90,283	47,204
Client-Related Derivatives [Member] | Fair Value, Inputs, Level 3 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Other derivative assets, not designated as hedging instruments		299	406
Other derivatives liabilities, not designated as hedging instruments		31	98
Other End-User Derivatives [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Other derivative assets, not designated as hedging instruments		1,870	739
Other derivatives liabilities, not designated as hedging instruments		1,006	184
Other End-User Derivatives [Member] | Fair Value, Inputs, Level 2 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Other derivative assets, not designated as hedging instruments		1,169	254
Other derivatives liabilities, not designated as hedging instruments		409	17
Other End-User Derivatives [Member] | Fair Value, Inputs, Level 3 [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Other derivative assets, not designated as hedging instruments		701	485
Other derivatives liabilities, not designated as hedging instruments		$ 597	$ 167
[1]	All derivative contracts are over-the-counter contracts.
[2]	Represents financial instrument and related cash collateral entered into with the same counterparty and subject to a master netting agreement.
[3]	Represents netting of derivative asset and liability balances, and related cash collateral, with the same counterparty subject to master netting agreements. Refer to Note 15 for additional information regarding master netting agreements.

Estimated Fair Value Of Finan93

Estimated Fair Value Of Financial Instruments (Reconciliation Of Beginning And Ending Fair Value For Those Fair Value Measurements Using Significant Unobservable Inputs (Level 3) (Detail) - USD ($) $ in Thousands		3 Months Ended			6 Months Ended
		Jun. 30, 2016		Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015
Available-for-sale Securities [Member]
Estimated Fair Value of Financial Instruments [Roll Forward]
Balance at beginning of period, assets		$ 0	[1]		$ 630
Total gains (losses) included in earnings, assets	[1],[2]	0			30
Settlements, assets	[1]	0			(660)
Transfers into Level 3 (out of Level 2) assets	[1],[3]	0			0
Balance at end of period, assets	[1]	0			0
Change in unrealized gains (losses) in earnings relating to assets and liabilities still held at end of year	[1]	0			0
Derivative Assets [Member]
Estimated Fair Value of Financial Instruments [Roll Forward]
Balance at beginning of period, assets	[1]	836		$ 2,233	891	$ 2,198
Total gains (losses) included in earnings, assets	[1],[2]	927		(384)	1,336	(242)
Issuances, assets	[1]	842		347	1,262	505
Settlements, assets	[1]	(1,470)		(572)	(2,373)	(1,363)
Transfers into Level 3 (out of Level 2) assets	[1],[3]	0		284	26	1,168
Transfers out of Level 3 (into Level 2), assets	[1],[3]	(135)		(827)	(142)	(1,185)
Balance at end of period, assets	[1]	1,000		1,081	1,000	1,081
Change in unrealized gains (losses) in earnings relating to assets and liabilities still held at end of year	[1]	102		(36)	279	490
Derivative (Liabilities) [Member]
Estimated Fair Value of Financial Instruments [Roll Forward]
Balance at beginning of period, derivative (liabilities)	[1]	(226)		(1,239)	(265)	(1,477)
Total gains (losses) included in earnings, derivative (liabilities)	[1],[2]	(828)		153	(1,114)	299
Issuances, derivative (liabilities)	[1]	0		0	0	0
Settlements, derivative (liabilities)	[1]	349		340	674	584
Transfers into Level 3 (out of Level 2) derivative (liabilities)	[1],[3]	0		0	0	(160)
Transfers out of Level 3 (into Level 2) derivative (liabilities)	[1],[3]	77		451	77	459
Balance at end of period, derivative (liabilities)	[1]	(628)		(295)	(628)	(295)
Change in unrealized gains (losses) in earnings relating to assets and liabilities still held at end of year	[1]	$ 26		$ 193	$ 49	$ (26)
[1]	Fair value is presented prior to giving effect to netting adjustments.
[2]	Amounts disclosed in this line are included in the consolidated statements of income as capital markets products income for derivatives and mortgage banking income for interest rate lock commitments.
[3]	Transfers in and transfers out are recognized at the end of each quarterly reporting period. In general, derivative assets and liabilities are transferred into Level 3 from Level 2 due to a lack of observable market data, as there was deterioration in the credit risk of the derivative counterparty. Conversely, derivative assets and liabilities are transferred out of Level 3 into Level 2 due to an improvement in the credit risk of the derivative counterparty.

Estimated Fair Value Of Finan94

Estimated Fair Value Of Financial Instruments (Summary Of The Difference Between The Aggregate Fair Value And Remaining Principle Balance In Mortgage Loans Held For Sale) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Estimated Fair Value Of Financial Instruments [Line Items]
Mortgages loans held-for-sale, aggregate fair value		$ 28,926	$ 35,704
Mortgage Receivable [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Mortgage loans held-for-sale, aggregate unpaid principal balance		28,561	36,005
Assets Held-for-sale [Member] | Mortgage Receivable [Member]
Estimated Fair Value Of Financial Instruments [Line Items]
Mortgage loans held-for-sale, difference	[1]	$ (365)	$ 301
[1]	The change in fair value is reflected in mortgage banking non-interest income.

Estimated Fair Value Of Finan95

Estimated Fair Value Of Financial Instruments (Fair Value Measurements On A Nonrecurring Basis) (Detail) - USD ($) $ in Thousands		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015
Estimated Fair Value Of Financial Instruments [Line Items]
Collateral-dependent impaired loans, Fair Value	[1]	$ 14,517	$ 27,186
OREO, Fair Value	[2]	4,482	10,473
Total, Fair Value		18,999	37,659
Collateral-dependent impaired loans, Net (gains) losses	[1]	(3,083)	(3,021)
OREO, Net (gains) losses	[2]	896	1,161
Total, Net (gains) losses		$ (2,187)	$ (1,860)
[1]	Represents the fair value of loans adjusted to the appraised value of the collateral with a write-down in fair value or change in specific reserves during the respective period. These fair value adjustments are recorded against the allowance for loan losses.
[2]	Represents the fair value of foreclosed properties that were adjusted subsequent to their initial classification as foreclosed assets. Write-downs are recognized as a component of net foreclosed property expenses in the consolidated statements of income.

Estimated Fair Value Of Finan96

Estimated Fair Value Of Financial Instruments (Quantitative Information Regarding Level 3 Fair Value Measurements) (Detail) - Fair Value, Inputs, Level 3 [Member]	6 Months Ended
	Jun. 30, 2016USD ($)
Watch List Derivatives [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 285,000
Watch List Derivatives [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	12.60%
Watch List Derivatives [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	23.90%
Watch List Derivatives [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	19.70%
Watch List Derivatives [Member] | Loss factors [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Loss factors
Watch List Derivatives [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques	Discounted cash flow
Risk participation agreements [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ (17,000)	[1]
Risk participation agreements [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	0.10%
Risk participation agreements [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	23.90%
Risk participation agreements [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	3.50%
Risk participation agreements [Member] | Loss factors [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Loss factors
Risk participation agreements [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques	Discounted cash flow
Interest Rate Lock Commitments [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 787,000
Interest Rate Lock Commitments [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	72.20%
Interest Rate Lock Commitments [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	100.00%
Interest Rate Lock Commitments [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	81.40%
Interest Rate Lock Commitments [Member] | Pull-through rate [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Pull-through rate
Interest Rate Lock Commitments [Member] | Discounted Cash Flow [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques	Discounted cash flow
Collateral-Dependent Impaired Loans [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 14,517,000
Collateral-Dependent Impaired Loans [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	(1.30%)
Collateral-Dependent Impaired Loans [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	(1.90%)
Collateral-Dependent Impaired Loans [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	(1.80%)
Collateral-Dependent Impaired Loans [Member] | Property Specific Adjustment [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Property specific adjustment
Collateral-Dependent Impaired Loans [Member] | Sales Comparison, Income Capitalization And/Or Cost Approach [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques	Sales comparison, income capitalization and/or cost approach
Other Real Estate Owned [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 4,482,000
Other Real Estate Owned [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	(0.50%)
Other Real Estate Owned [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	(28.60%)
Other Real Estate Owned [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	(15.90%)
Other Real Estate Owned [Member] | Property Specific Adjustment [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Property specific adjustment
Other Real Estate Owned [Member] | Sales Comparison, Income Capitalization And/Or Cost Approach [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques	Sales comparison, income capitalization and/or cost approach
Warrants [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value, Measurement with Unobservable Inputs Reconciliation, Recurring Basis, Asset Value	$ 221,000
Warrants [Member] | Estimated stock price [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Estimated stock price
Warrants [Member] | Estimated stock price [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs (In Dollars), Significant Unobservable Inputs	$ 0.59
Warrants [Member] | Estimated stock price [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs (In Dollars), Significant Unobservable Inputs	13.97
Warrants [Member] | Estimated stock price [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs (In Dollars), Significant Unobservable Inputs	$ 7.88
Warrants [Member] | Remaining life assumption [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Remaining life assumption
Warrants [Member] | Remaining life assumption [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs (Period), Significant Unobservable Inputs	9 years
Warrants [Member] | Remaining life assumption [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs (Period), Significant Unobservable Inputs	10 years
Warrants [Member] | Remaining life assumption [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs (Period), Significant Unobservable Inputs	9 years 7 months
Warrants [Member] | Volatility [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Unobservable Input	Volatility
Warrants [Member] | Volatility [Member] | Minimum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	26.00%
Warrants [Member] | Volatility [Member] | Maximum [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	66.00%
Warrants [Member] | Volatility [Member] | Weighted Average [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Range Of Inputs Significant Unobservable Inputs	53.70%
Warrants [Member] | Black-Scholes option pricing model [Member]
Fair Value Measurements, Recurring and Nonrecurring, Valuation Techniques [Line Items]
Fair Value Measurements, Valuation Techniques	Black-Scholes option pricing model
[1]	Represents fair value of underlying swap.

Estimated Fair Value Of Finan97

Estimated Fair Value Of Financial Instruments (Financial Instruments) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Financial assets: [Abstract]
Cash and due from banks		$ 155,292	$ 145,147
Federal funds sold and interest-bearing deposits in banks		230,036	238,511
Loans held-for-sale		61,360	108,798
Securities available-for-sale, at fair value		1,864,636	1,765,366
Securities Held-to-Maturity, Amortized Cost		1,435,334	1,355,283
Securities held-to-maturity, at fair value		1,464,698	1,351,241
Federal Home Loan Bank Stock		21,113	26,613
Loans, net of allowance for loan losses and unearned fees		13,867,193	13,105,739
Covered assets, net of allowance for covered loan losses		19,626	21,242
Accrued interest receivable		47,209	45,482
Investment in BOLI		57,380	56,653
Derivative assets	[1]	80,995	40,615
Community reinvestment investments		9,813	15,602
Financial liabilities: [Abstract]
Deposits		14,557,394	14,345,592
Short-term borrowings		1,287,934	372,467
Long-term debt		338,262	688,215
Accrued interest payable		7,967	7,080
Derivative liabilities	[1]	27,940	18,229
Fair Value, Inputs, Level 1 [Member]
Financial assets: [Abstract]
Cash and due from banks		155,292	145,147
Federal funds sold and interest-bearing deposits in banks		0	0
Loans held-for-sale		0	0
Securities available-for-sale, at fair value		377,866	321,651
Securities held-to-maturity, at fair value		0	0
Federal Home Loan Bank Stock		0	0
Loans, net of allowance for loan losses and unearned fees, fair value		0	0
Covered assets, net of allowance for covered loan losses, fair value		0	0
Accrued interest receivable		0	0
Investment in BOLI		0	0
Derivative assets		0	0
Financial liabilities: [Abstract]
Deposits, fair value		0	0
Short-term borrowings, fair value		0	0
Long-term debt, fair value		196,909	207,750
Accrued interest payable		0	0
Derivative liabilities		0	0
Fair Value, Inputs, Level 2 [Member]
Financial assets: [Abstract]
Cash and due from banks		0	0
Federal funds sold and interest-bearing deposits in banks		230,036	238,511
Loans held-for-sale		61,360	108,798
Securities available-for-sale, at fair value		1,486,770	1,443,085
Securities held-to-maturity, at fair value		1,464,698	1,351,241
Federal Home Loan Bank Stock		21,113	26,613
Loans, net of allowance for loan losses and unearned fees, fair value		0	0
Covered assets, net of allowance for covered loan losses, fair value		0	0
Accrued interest receivable		0	0
Investment in BOLI		0	0
Derivative assets		80,009	39,795
Community Reinvestment Investments, Fair Value		10,254	15,812
Financial liabilities: [Abstract]
Deposits, fair value		12,195,617	12,155,516
Short-term borrowings, fair value		1,282,805	370,244
Long-term debt, fair value		54,206	398,146
Accrued interest payable		0	0
Derivative liabilities		27,326	18,046
Fair Value, Inputs, Level 3 [Member]
Financial assets: [Abstract]
Cash and due from banks		0	0
Federal funds sold and interest-bearing deposits in banks		0	0
Loans held-for-sale		0	0
Securities available-for-sale, at fair value		0	630
Securities held-to-maturity, at fair value		0	0
Federal Home Loan Bank Stock		0	0
Loans, net of allowance for loan losses and unearned fees, fair value		13,731,571	12,929,340
Covered assets, net of allowance for covered loan losses, fair value		24,922	26,758
Accrued interest receivable		47,209	45,482
Investment in BOLI		57,380	56,653
Derivative assets		986	820
Financial liabilities: [Abstract]
Deposits, fair value		2,377,736	2,192,756
Short-term borrowings, fair value		2,732	2,207
Long-term debt, fair value		58,176	63,314
Accrued interest payable		7,967	7,080
Derivative liabilities		614	183
Estimate of Fair Value Measurement [Member]
Financial assets: [Abstract]
Cash and due from banks		155,292	145,147
Federal funds sold and interest-bearing deposits in banks		230,036	238,511
Loans held-for-sale		61,360	108,798
Securities available-for-sale, at fair value		1,864,636	1,765,366
Securities held-to-maturity, at fair value		1,464,698	1,351,241
Federal Home Loan Bank Stock		21,113	26,613
Loans, net of allowance for loan losses and unearned fees, fair value		13,731,571	12,929,340
Covered assets, net of allowance for covered loan losses, fair value		24,922	26,758
Accrued interest receivable		47,209	45,482
Investment in BOLI		57,380	56,653
Derivative assets		80,995	40,615
Community Reinvestment Investments, Fair Value		10,254	15,812
Financial liabilities: [Abstract]
Deposits, fair value		14,573,353	14,348,272
Short-term borrowings, fair value		1,285,537	372,451
Long-term debt, fair value		309,291	669,210
Accrued interest payable		7,967	7,080
Derivative liabilities		$ 27,940	$ 18,229
[1]	All derivative contracts are over-the-counter contracts.

Operating Segments (Operating S

Operating Segments (Operating Segments Performance) (Detail) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Segment Reporting Information [Line Items]
Net interest income (expense)		$ 142,017	$ 124,622	$ 281,535	$ 246,615
Provision for loan and covered loan losses		5,569	2,116	11,971	7,762
Non-interest income		37,130	33,059	70,732	66,575
Non-interest expense		94,216	81,897	184,709	165,042
Income (loss) before taxes		79,362	73,668	155,587	140,386
Income tax provision (benefit)		28,997	27,246	55,670	52,480
Net income (loss)		50,365	46,422	99,917	87,906
Assets		18,169,191		18,169,191		$ 17,252,848
Total loans		14,035,808	12,543,281	14,035,808	12,543,281	13,266,475
Deposits		14,557,394		14,557,394		14,345,592
Banking [Member]
Segment Reporting Information [Line Items]
Net interest income (expense)		146,637	129,121	290,744	255,619
Provision for loan and covered loan losses		5,569	2,116	11,971	7,762
Non-interest income		31,573	28,273	60,434	57,411
Non-interest expense		80,393	74,756	163,418	150,691
Income (loss) before taxes		92,248	80,522	175,789	154,577
Income tax provision (benefit)		33,971	29,951	63,383	57,888
Net income (loss)		58,277	50,571	112,406	96,689
Assets		16,091,795		16,091,795		15,314,801
Total loans		14,035,808		14,035,808		13,266,475
Deposits		14,612,199		14,612,199		14,407,127
Asset Management [Member]
Segment Reporting Information [Line Items]
Net interest income (expense)		1,099	1,104	2,347	2,003
Provision for loan and covered loan losses		0	0	0	0
Non-interest income		5,539	4,771	10,263	9,134
Non-interest expense		4,394	4,513	9,036	8,825
Income (loss) before taxes		2,244	1,362	3,574	2,312
Income tax provision (benefit)		864	524	1,379	898
Net income (loss)		1,380	838	2,195	1,414
Holding Company And Other Adjustments [Member]
Segment Reporting Information [Line Items]
Net interest income (expense)		(5,719)	(5,603)	(11,556)	(11,007)
Provision for loan and covered loan losses		0	0	0	0
Non-interest income		18	15	35	30
Non-interest expense		9,429	2,628	12,255	5,526
Income (loss) before taxes		(15,130)	(8,216)	(23,776)	(16,503)
Income tax provision (benefit)		(5,838)	(3,229)	(9,092)	(6,306)
Net income (loss)		(9,292)	$ (4,987)	(14,684)	$ (10,197)
Assets	[1]	2,077,396		2,077,396		1,938,047
Total loans		0		0		0
Deposits	[1]	$ (54,805)		$ (54,805)		$ (61,535)
[1]	Deposit amounts represent the elimination of Holding Company cash accounts included in total deposits of the Banking segment.

VARIABLE INTEREST ENTITIES Cons

VARIABLE INTEREST ENTITIES Consolidated Variable Interest Entities (Details) $ in Thousands	Jun. 30, 2016USD ($)
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 2,664
Loans [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	2,506
Accrued Income Receivable [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	14
Other Assets [Member]
Variable Interest Entity [Line Items]
Variable Interest Entity, Consolidated, Carrying Amount, Assets	$ 144

Variable Interest Entities (Non

Variable Interest Entities (Nonconsolidated Variable Interest Entities) (Detail) - USD ($) $ in Thousands		Jun. 30, 2016	Dec. 31, 2015
Variable Interest Entity [Line Items]
Carrying Amount		$ 298,657	$ 258,067
Maximum Exposure to Loss		156,142	101,126
Trust Preferred Capital Securities Issuances [Member]
Variable Interest Entity [Line Items]
Carrying Amount	[1]	167,629	169,788
Maximum Exposure to Loss	[1]	0	0
Community Reinvestment Investments and Loans [Member]
Variable Interest Entity [Line Items]
Carrying Amount	[2]	47,047	41,020
Maximum Exposure to Loss	[2]	54,438	44,191
Restructured loans to commercial clients, outstanding loan balance [Member]
Variable Interest Entity [Line Items]
Carrying Amount	[2]	83,823	47,178
Maximum Exposure to Loss	[2]	101,546	56,854
Restructured loans to commercial clients, related derivative asset [Member]
Variable Interest Entity [Line Items]
Carrying Amount	[2]	142	81
Maximum Exposure to Loss	[2]	142	81
Warrants [Member]
Variable Interest Entity [Line Items]
Carrying Amount		16	0
Maximum Exposure to Loss		16	0
Ten Point Zero Zero Percentage Junior Subordinated Debentures Due Two Zero Six Eight [Member] | Parent Company [Member]
Variable Interest Entity [Line Items]
Deferred Finance Costs, Net		$ 2,200	$ 2,200
[1]	Net of deferred financing costs of $2.2 million at June 30, 2016 and December 31, 2015.
[2]	Excludes personal loans and loans to non-for-profit entities.

Variable Interest Entities (Nar

Variable Interest Entities (Narrative) (Detail)	6 Months Ended
	Jun. 30, 2016USD ($)trust	Jun. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Investment Holdings [Line Items]
Ownership percentage	100.00%
Number of wholly-owned trusts | trust	4
Amortization Method Qualified Affordable Housing Project Investments	$ 33,700,000		$ 27,000,000
Tax Credit Investment Unfunded Commitments	$ 28,800,000
Low Income Housing Tax Credit Investment [Member]
Investment Holdings [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid Through	2,028
Tax Credit Investments [Member]
Investment Holdings [Line Items]
Affordable Housing Tax Credits Commitment, Year to be Paid Through	2,030
Impairment Losses, Tax Credit Investments	$ 0	$ 0

VARIABLE INTEREST ENTITIES Vari

VARIABLE INTEREST ENTITIES Variable Interest Entities (Affordable Housing Tax Credit Investments) (Details) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2016	Jun. 30, 2015
Schedule of Equity Method Investments [Line Items]
Amortization of principal investments	$ 912	$ 316
Tax Credit [Member]
Schedule of Equity Method Investments [Line Items]
Affordable Housing Tax Credits and Other Tax Benefits, Amount	815	299
Tax Benefit From Operating Losses [Member]
Schedule of Equity Method Investments [Line Items]
Affordable Housing Tax Credits and Other Tax Benefits, Amount	$ 338	$ 119