DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

9 Months Ended

Sep. 30, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of key terms of each swap

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 balance sheet location and fair value amounts of derivative instruments

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

		September 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	$	3,210	$	—	$	—
Trust preferred securities:
Interest rate swap	Other liabilities	$	—	$	—	$	4,000	$	(54	)
Interest rate cap	Other assets	8,000		207		8,000		109
Subordinated term loan:
Interest rate swap	Other liabilities	$	—	$	—	$	3,750	$	(49	)
Interest rate cap	Other assets	7,500		193		7,500		101
Loan commitments:
Interest rate lock commitments	Other assets	$	17,450	$	367	$	44,156	$	795
				$	3,977			$	902

Schedule of activity in AOCI related to cash flow hedges

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 September 30, 2013			Three Months Ended September 30, 2012			Nine Months Ended September 30, 2013			Period from February 1 to September 30, 2012			Period from January 1 to January 31, 2012
Accumulated OCI resulting from cash flow hedges at beginning of period, net of tax	$	2,224		$	—		$	(267	)	$	—		$	—
Other comprehensive income recognized, net of tax	(315		)	(273		)	2,176			(273		)	—
Accumulated OCI resulting from cash flow hedges at end of period, net of tax	$	1,909		$	(273	)	$	1,909		$	(273	)	$	—