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Amount of obligation to return cash collateral under master netting arrangements that have not been offset against derivative assets.

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Derivatives - Narrative (Details)	3 Months Ended
Derivatives - Narrative (Details)	Mar. 31, 2019 USD ($) derivative_swap	Mar. 31, 2018 USD ($)	Sep. 30, 2017 USD ($)	Dec. 31, 2018 USD ($)
Derivatives, Fair Value [Line Items]
Collateral requirement threshold	$ 250,000
Collateral posted	298,000			$ 296,000
Derivative notional amount	$ 15,400,000			16,000,000
Number of derivatives \| derivative_swap	6
Derivative fee income	$ 0	$ 0
Residential Mortgage Holding Company
Derivatives, Fair Value [Line Items]
Commitments to originate mortgage loans held for sale	66,300,000			45,000,000
Variable to Fixed
Derivatives, Fair Value [Line Items]
Derivative notional amount	$ 7,700,000
Number of derivatives \| derivative_swap	3
Fixed to Variable
Derivatives, Fair Value [Line Items]
Derivative notional amount	$ 7,700,000
Number of derivatives \| derivative_swap	3
Subordinated Debt
Derivatives, Fair Value [Line Items]
Junior subordinated debenture			$ 10,000,000.0
Junior subordinated debenture, effective interest rate			3.72%
Debt instrument, interest rate during period	3.98%
Subordinated Debt \| LIBOR
Derivatives, Fair Value [Line Items]
Debt instrument, basis spread on variable rate			1.37%
Designated as Hedging Instrument \| Interest rate swaps
Derivatives, Fair Value [Line Items]
Cash pledged to collateralize fair value exposure on interest rate swap	$ 400,000			400,000
Unrealized gain on interest rate swap	$ 214,000			$ 607,000