Derivatives - Two-way Client Interest Rate Swaps not Designated as either Fair Value or Cash Flow Hedges (Details)	12 Months Ended
	Dec. 31, 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	$ 3,224,000
Asset	96,000
Liability	$ 0
Pay Rate (as a percent)	3.90%
Life (in years)	9 years 10 months 5 days
Interest Rate Swap at 4.09% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional Amount	$ 1,615,000
Asset	0
Liability	$ 22,000
Pay Rate (as a percent)	4.09%
Life (in years)	6 years 11 months 24 days
Reverse Interest Rate Swap at 3.90% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional Amount	$ 3,224,000
Asset	0
Liability	$ 96,000
Pay Rate (as a percent)	3.90%
Life (in years)	9 years 10 months 5 days
Reverse Interest Rate Swap at 4.09% Pay Rate
Derivative [Line Items]
Number of positions | derivative_instrument	1
Notional Amount	$ 1,615,000
Asset	22,000
Liability	$ 0
Pay Rate (as a percent)	4.09%
Life (in years)	6 years 11 months 24 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%