Cash Flow Hedge	12 Months Ended
Dec. 31, 2019
Cash Flow Hedge [Abstract]
Cash Flow Hedge	Note 16. Cash Flow Hedge The Company designates derivatives as cash flow hedges when they are used to manage exposure to variability in cash flows related to forecasted transactions on variable rate borrowings, such as FHLB borrowings, repurchase agreements, and brokered CDs. The Company had interest rate swaps designated as cash flow hedges with total notional amounts of $10 million and $30 million at December 31, 2019 and 2018, respectively. The swaps were entered into with a counterparty that met the Company’s credit standards, and the agreement contains collateral provisions protecting the at-risk party. The Company believes that the credit risk inherent in the contract is not significant. The Company had $180,000 and $0 of cash pledged as collateral as of December 31, 2019 and 2018, respectively. Amounts receivable or payable are recognized as accrued under the terms of the agreements. In accordance with FASB ASC 815, Derivatives and Hedging, the Company has designated the swap as a cash flow hedge, with the derivatives’ unrealized gains or losses recorded as a component of other comprehensive income. The Company has assessed the effectiveness of each hedging relationship by comparing the changes in cash flows on the designated hedged item. The Company’s cash flow hedge was deemed to be highly effective for the years ended 2019 and 2018. The Company recorded a fair value liability of $44,000 and a fair value asset of $253,000 at December 31, 2019 and 2018, respectively. The net gain (loss) was recorded as a component of other comprehensive income net of associated tax effects.

Note 16. Cash Flow Hedge

The Company designates derivatives as cash flow hedges when they are used to manage exposure to variability in cash flows related to forecasted transactions on variable rate borrowings, such as FHLB borrowings, repurchase agreements, and brokered CDs. The Company had interest rate swaps designated as cash flow hedges with total notional amounts of $10 million and $30 million at December 31, 2019 and 2018, respectively. The swaps were entered into with a counterparty that met the Company’s credit standards, and the agreement contains collateral provisions protecting the at-risk party. The Company believes that the credit risk inherent in the contract is not significant. The Company had $180,000 and $0 of cash pledged as collateral as of December 31, 2019 and 2018, respectively.

Amounts receivable or payable are recognized as accrued under the terms of the agreements. In accordance with FASB ASC 815, Derivatives and Hedging, the Company has designated the swap as a cash flow hedge, with the derivatives’ unrealized gains or losses recorded as a component of other comprehensive income. The Company has assessed the effectiveness of each hedging relationship by comparing the changes in cash flows on the designated hedged item. The Company’s cash flow hedge was deemed to be highly effective for the years ended 2019 and 2018. The Company recorded a fair value liability of $44,000 and a fair value asset of $253,000 at December 31, 2019 and 2018, respectively. The net gain (loss) was recorded as a component of other comprehensive income net of associated tax effects.