DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Swaps [Table Text Block]

The following table summarizes key terms of each swap.

	Notional Amount		Effective Date	Maturity Date	Fixed Rate
Swap 1	$	25,000	April 6, 2015	April 5, 2020	1.650	%
Swap 2	25,000		May 5, 2015	May 5, 2020	1.683	%
Swap 3	25,000		June 5, 2015	June 5, 2020	1.720	%
	$	75,000

Schedule of Derivative Instruments in Statement of Financial Position, Fair Value [Table Text Block]

The following table summarizes the balance sheet location and fair value amounts of derivative instruments.

		June 30, 2013					December 31, 2012
	Balance Sheet Location	Notional Amount		Fair Value			Notional Amount		Fair Value
FHLB advances:
Interest rate swaps	Other assets	$	75,000	$	3,631		$	—	$	—
Trust preferred securities:
Interest rate swap	Other liabilities	$	4,000	$	(3	)	$	4,000	$	(54	)
Interest rate cap	Other assets	8,000		260			8,000		109
Subordinated term loan:
Interest rate swap	Other liabilities	$	3,750	$	(1	)	$	3,750	$	(49	)
Interest rate cap	Other assets	7,500		242			7,500		101
Loan commitments:
Interest rate lock commitments	Other assets	$	29,824	$	648		$	44,156	$	795
				$	4,777				$	902

Schedule Of Accumulated Other Comprehensive Income Related To Interest Rate Swaps [Table Text Block]

The following table summarizes activity in accumulated OCI related to cash flow hedges for the periods presented. 

	Successor Company					Successor Company					Predecessor Company
	Three Months Ended June 30, 2013			Three Months Ended June 30, 2012		Six Months Ended June 30, 2013			Period from February 1 to June 30, 2012		Period from January 1 to January 31, 2012
Accumulated OCI resulting from cash flow hedges at beginning of period, net of tax	$	(211	)	$	—	$	(267	)	$	—	$	—
Other comprehensive income recognized, net of tax	2,435			—		2,491			—		—
Accumulated OCI resulting from cash flow hedges at end of period, net of tax	$	2,224		$	—	$	2,224		$	—	$	—