Commitments and Contingent Liabilities	9 Months Ended
Sep. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingent Liabilities	Commitments and Contingent Liabilities As part of its mortgage banking activities, the Mortgage Division enters into interest rate lock commitments, which are commitments to originate loans where the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. The Mortgage Division then locks in the loan and interest rate with an investor and commits to deliver the loan if settlement occurs (“best efforts”) or commits to deliver the locked loan in a binding (“mandatory”) delivery program with an investor. Certain loans under interest rate lock commitments are covered under forward sales contracts of mortgage backed securities (“MBS”). Forward sales contracts of MBS are recorded at fair value with changes in fair value recorded in noninterest income. Interest rate lock commitments and commitments to deliver loans to investors are considered derivatives. The market value of interest rate lock commitments and best efforts contracts are not readily ascertainable with precision because they are not actively traded in stand-alone markets. The Mortgage Division determines the fair value of interest rate lock commitments and delivery contracts by measuring the fair value of the underlying asset, which is impacted by current interest rates, taking into consideration the probability that the interest rate lock commitments will close or will be funded. Certain additional risks arise from these forward delivery contracts in that the counterparties to the contracts may not be able to meet the terms of the contracts. The Mortgage Division does not expect any counterparty to any MBS to fail to meet its obligation. Additional risks inherent in mandatory delivery programs include the risk that, if the Mortgage Division does not close the loans subject to interest rate risk lock commitments, it will still be obligated to deliver MBS to the counterparty under the forward sales agreement. Should this be required, the Mortgage Division could incur significant costs in acquiring replacement loans or MBS and such costs could have an adverse effect on mortgage banking operations. Since the Mortgage Division’s derivative instruments are not designated as hedging instruments, the fair value of the derivatives are recorded as a freestanding asset or liability with the change in value being recognized in current earnings during the period of change. The Corporation has not elected to apply hedge accounting to the Mortgage Division’s derivative instruments as provided in Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 815, Derivatives and Hedging. At September 30, 2017 and December 31, 2016, the Mortgage Division had open forward contracts with a notional value of $37.0 million and $54.3 million, respectively. At September 30, 2017 and December 31, 2016, the Mortgage Division had no open mandatory delivery contracts. The open forward delivery contracts are composed of forward sales of MBS. The fair value of these open forward contracts was $105 thousand and $102 thousand at September 30, 2017 and December 31, 2016, respectively. Interest rate lock commitments totaled $38.5 million and $37.9 million at September 30, 2017 and December 31, 2016, respectively, and included $16.2 million and $7.3 million that were made on a best efforts basis at September 30, 2017 and December 31, 2016, respectively. Fair values of these best efforts commitments were $82 thousand and $82 thousand at September 30, 2017 and December 31, 2016, respectively. The remaining hedged interest rate lock commitments totaling $22.3 million and $30.6 million at September 30, 2017 and December 31, 2016, respectively, had a fair value of $267 thousand and $484 thousand, respectively. Included in other noninterest income for the nine months ended September 30, 2017 and 2016 was a net loss of $265 thousand and a net gain of $655 thousand, respectively, relating to derivative instruments. The amount included in other noninterest income for the nine months ended September 30, 2017 and 2016 pertaining to its hedging activities was a net realized loss of $777 thousand and a net realized loss of $2.5 million, respectively.

Commitments and Contingent Liabilities

As part of its mortgage banking activities, the Mortgage Division enters into interest rate lock commitments, which are commitments to originate loans where the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. The Mortgage Division then locks in the loan and interest rate with an investor and commits to deliver the loan if settlement occurs (“best efforts”) or commits to deliver the locked loan in a binding (“mandatory”) delivery program with an investor. Certain loans under interest rate lock commitments are covered under forward sales contracts of mortgage backed securities (“MBS”). Forward sales contracts of MBS are recorded at fair value with changes in fair value recorded in noninterest income. Interest rate lock commitments and commitments to deliver loans to investors are considered derivatives. The market value of interest rate lock commitments and best efforts contracts are not readily ascertainable with precision because they are not actively traded in stand-alone markets. The Mortgage Division determines the fair value of interest rate lock commitments and delivery contracts by measuring the fair value of the underlying asset, which is impacted by current interest rates, taking into consideration the probability that the interest rate lock commitments will close or will be funded.

Certain additional risks arise from these forward delivery contracts in that the counterparties to the contracts may not be able to meet the terms of the contracts. The Mortgage Division does not expect any counterparty to any MBS to fail to meet its obligation. Additional risks inherent in mandatory delivery programs include the risk that, if the Mortgage Division does not close the loans subject to interest rate risk lock commitments, it will still be obligated to deliver MBS to the counterparty under the forward sales agreement. Should this be required, the Mortgage Division could incur significant costs in acquiring replacement loans or MBS and such costs could have an adverse effect on mortgage banking operations.

Since the Mortgage Division’s derivative instruments are not designated as hedging instruments, the fair value of the derivatives are recorded as a freestanding asset or liability with the change in value being recognized in current earnings during the period of change. The Corporation has not elected to apply hedge accounting to the Mortgage Division’s derivative instruments as provided in Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) 815, Derivatives and Hedging.

At September 30, 2017 and December 31, 2016, the Mortgage Division had open forward contracts with a notional value of $37.0 million and $54.3 million, respectively. At September 30, 2017 and December 31, 2016, the Mortgage Division had no open mandatory delivery contracts. The open forward delivery contracts are composed of forward sales of MBS. The fair value of these open forward contracts was $105 thousand and $102 thousand at September 30, 2017 and December 31, 2016, respectively.

Interest rate lock commitments totaled $38.5 million and $37.9 million at September 30, 2017 and December 31, 2016, respectively, and included $16.2 million and $7.3 million that were made on a best efforts basis at September 30, 2017 and December 31, 2016, respectively. Fair values of these best efforts commitments were $82 thousand and $82 thousand at September 30, 2017 and December 31, 2016, respectively. The remaining hedged interest rate lock commitments totaling $22.3 million and $30.6 million at September 30, 2017 and December 31, 2016, respectively, had a fair value of $267 thousand and $484 thousand, respectively.

Included in other noninterest income for the nine months ended September 30, 2017 and 2016 was a net loss of $265 thousand and a net gain of $655 thousand, respectively, relating to derivative instruments. The amount included in other noninterest income for the nine months ended September 30, 2017 and 2016 pertaining to its hedging activities was a net realized loss of $777 thousand and a net realized loss of $2.5 million, respectively.