Note 17 - Regulatory Matters - The Bank's Actual and Required Capital Amounts (Details) - USD ($) $ in Thousands	Sep. 30, 2017		Dec. 31, 2016
Tier 1 Capital to Average Assets, Amount	$ 201,385		$ 186,604
Tier 1 Capital to Average Assets, Ratio	9.16%		9.47%
Tier 1 Capital to Average Assets, For Capital Adequacy Purposes, Amount	$ 87,932	[1]	$ 78,840
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	[1]	4.00%
Common Equity Tier 1 to Risk-Weighted Assets, Amount	$ 201,385		$ 186,604
Common Equity Tier 1 to Risk-Weighted Assets, Ratio	10.84%		11.04%
Common Equity Tier 1 to Risk-Weighted Assets, For Capital Adequacy Purposes, Amount	$ 83,631	[1]	$ 76,084
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%	[1]	4.50%
Tier 1 Capital to Risk-Weighted Assets, Amount	$ 201,385		$ 186,604
Tier One Risk Based Capital to Risk Weighted Assets	10.84%		11.04%
Tier 1 Capital to Risk-Weighted Assets, For Capital Adequacy Purposes, Amount	$ 111,508	[1]	$ 101,445
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	[1]	6.00%
Total Capital to Risk-Weighted Assets, Amount	$ 220,067		$ 202,188
Total Capital to Risk-Weighted Assets, Ratio	11.84%		11.96%
Total Capital to Risk-Weighted Assets, For Capital Adequacy Purposes, Amount	$ 148,677	[1]	$ 135,261
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	[1]	8.00%
Bear State Bank [Member]
Tier 1 Capital to Average Assets, Amount	$ 211,433		$ 204,319
Tier 1 Capital to Average Assets, Ratio	9.62%		10.38%
Tier 1 Capital to Average Assets, For Capital Adequacy Purposes, Amount	$ 87,905	[1]	$ 78,710
Tier One Leverage Capital Required for Capital Adequacy to Average Assets	4.00%	[1]	4.00%
Tier 1 Capital to Average Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 109,881		$ 98,388
Tier 1 Capital to Average Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Ratio	5.00%		5.00%
Common Equity Tier 1 to Risk-Weighted Assets, Amount	$ 211,433		$ 204,319
Common Equity Tier 1 to Risk-Weighted Assets, Ratio	11.38%		12.10%
Common Equity Tier 1 to Risk-Weighted Assets, For Capital Adequacy Purposes, Amount	$ 83,571	[1]	$ 76,017
Common Equity Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%	[1]	4.50%
Common Equity Capital Required to be Well Common Equity Tier 1 to Risk-Weighted Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 120,714		$ 109,802
Common Equity Tier 1 to Risk-Weighted Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Ratio	6.50%		6.50%
Tier 1 Capital to Risk-Weighted Assets, Amount	$ 211,433		$ 204,319
Tier One Risk Based Capital to Risk Weighted Assets	11.38%		12.10%
Tier 1 Capital to Risk-Weighted Assets, For Capital Adequacy Purposes, Amount	$ 111,428	[1]	$ 101,355
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%	[1]	6.00%
Tier 1 Capital to Risk-Weighted Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 148,571		$ 135,141
Tier 1 Capital to Risk-Weighted Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Ratio	8.00%		8.00%
Total Capital to Risk-Weighted Assets, Amount	$ 230,115		$ 219,903
Total Capital to Risk-Weighted Assets, Ratio	12.39%		13.02%
Total Capital to Risk-Weighted Assets, For Capital Adequacy Purposes, Amount	$ 148,571	[1]	$ 135,141
Capital Required for Capital Adequacy to Risk Weighted Assets	8.00%	[1]	8.00%
Total Capital to Risk-Weighted Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 185,714		$ 168,926
Total Capital to Risk-Weighted Assets, To be Categorized as Well Capitalized Under Prompt Corrective Action Provisions, Ratio	10.00%		10.00%

[1] Beginning in 2016, a Capital Conservation Buffer ("CCB") requirement became effective for banking organizations. The Basel III Rules limit capital distributions and certain discretionary bonus payments if the banking organization does not hold a "capital conservation buffer" consisting of 2.5% of common equity tier 1 capital, tier 1 capital and total capital to risk-weighted assets in addition to the amount necessary to meet minimum risk-based capital requirements. The capital conservation buffer began to be phased in on January 1, 2016, at 0.625% of risk-weighted assets, and will continue to be increased each year by that amount until fully implemented at 2.5% on January 1, 2019. When fully phased in on January 1, 2019, the Basel III Rules will require the Company and Bank to maintain (i) a minimum ratio of common equity tier 1 capital to risk-weighted assets of at least 4.5%, plus a 2.5% capital conservation buffer, which effectively results in a minimum ratio of 7.0% upon full implementation, (ii) a minimum ratio of tier 1 capital to risk-weighted assets of at least 6.0%, plus a 2.5% capital conservation buffer, which effectively results in a minimum ratio of 8.50% upon full implementation, (iii) a minimum ratio of total capital to risk-weighted assets of at least 8.0%, plus a 2.5% capital conservation buffer, which effectively results in a minimum ratio of 10.5% upon full implementation and (iv) a minimum leverage ratio of at least 4.0%.