Note 17 - Regulatory Matters (Details Textual) $ in Billions	Dec. 31, 2022 USD ($)
Basel Three [Member]
Common Equity, Tier One, Capital to Risk Weighted Assets	7.00%
Banking Regulation, Tier 1 Risk-Based Capital Ratio, Actual	0.085
Banking Regulation, Total Risk-Based Capital Ratio, Actual	0.105
Basel Three, Criteria 2 [Member]
Common Equity, Tier One, Capital to Risk Weighted Assets	6.50%
Banking Regulation, Tier 1 Risk-Based Capital Ratio, Actual	0.08
Banking Regulation, Total Risk-Based Capital Ratio, Actual	0.100
Banking Regulation, Tier 1 Leverage Capital Ratio, Actual	0.05
Minimum [Member]
Banking Regulation, Risk-Weighted Assets, Actual	$ 0.5
Minimum [Member] \| Basel Three [Member]
Common Equity, Tier One, Capital to Risk Weighted Assets	2.50%

Common equity tier one capital to risk weighted assets.

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- Definition

Ratio of total risk-based capital to risk-weighted assets as defined by regulatory framework.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI https://asc.fasb.org/extlink&oid=117337116&loc=SL5958568-112826

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Amount of risk-weighted assets as defined by regulatory framework.

+ References

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- Definition

Ratio of Tier 1 capital to average assets as defined by regulatory framework.

+ References

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Ratio of Tier 1 risk-based capital to risk-weighted assets as defined by regulatory framework.

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