DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Dec. 31, 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 Derivative Instruments in Statement of Financial Position, Fair Value

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

		December 31, 2013				December 31, 2012
	Balance Sheet Location	Notional Amount		Fair Value		Notional Amount		Fair Value
FHLB advances:
Interest rate swaps	Other assets	$	75,000	$	3,962	$	—	$	—
Trust preferred securities:
Interest rate swap	Other liabilities	—		—		4,000		(54		)
Interest rate cap	Other assets	8,000		208		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	17,654		354		44,156		795
		$	108,154	$	4,717	$	67,406	$	902

Schedule Of Accumulated Other Comprehensive Income (OCI) Related To Interest Rate Swaps

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

	Successor Company						Predecessor  Company
	Year Ended December 31, 2013			Period from February 1 to December 31, 2012			Period from January 1 to January 31, 2012
Accumulated OCI resulting from cash flow hedges, net of tax, at beginning of period	$	(267	)	$	—		$	—
Other comprehensive loss (income), net of tax	2,648			(267		)	—
Accumulated OCI resulting from cash flow hedges, net of tax, at end of period	$	2,381		$	(267	)	$	—