Derivatives - Two-way Client Interest Rate Swaps not Designated as either Fair Value or Cash Flow Hedges (Details)	9 Months Ended
	Sep. 30, 2017 USD ($) derivative_instrument
Derivative [Line Items]
Notional amount	$ 9,886,000
Asset	44,000
Liability	$ 44,000
Interest Rate Swap at 3.90% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional amount	$ 3,313,000
Asset	15,000
Liability	$ 0
Pay Rate (as a percent)	3.90%
Life (in years)	10 years 1 month 25 days
Interest Rate Swap at 4.09% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional amount	$ 1,630,000
Asset	0
Liability	$ 29,000
Pay Rate (as a percent)	4.09%
Life (in years)	7 years 1 month 25 days
Reverse Interest Rate Swap at 3.90% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional amount	$ 3,313,000
Asset	0
Liability	$ 15,000
Pay Rate (as a percent)	3.90%
Life (in years)	10 years 1 month 25 days
Reverse Interest Rate Swap at 4.09% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional amount	$ 1,630,000
Asset	29,000
Liability	$ 0
Pay Rate (as a percent)	4.09%
Life (in years)	7 years 1 month 25 days
LIBOR | Interest Rate Swap at 3.90% Pay Rate
Derivative [Line Items]
Spread on variable rate (as a percent)	2.00%
LIBOR | Interest Rate Swap at 4.09% Pay Rate
Derivative [Line Items]
Spread on variable rate (as a percent)	1.80%
LIBOR | Reverse Interest Rate Swap at 3.90% Pay Rate
Derivative [Line Items]
Spread on variable rate (as a percent)	2.00%
LIBOR | Reverse Interest Rate Swap at 4.09% Pay Rate
Derivative [Line Items]
Spread on variable rate (as a percent)	1.80%