DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

9 Months Ended

Sep. 30, 2014

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of key terms of each swap

The following table summarizes key terms of each interest rate swap.

Interest Rate Swap	Notional Amount		Effective Start Date	Maturity Date	Pay Fixed Rate		Receive Floating Rate
Swap 1	$	25,000	April 6, 2015	April 5, 2020	1.650	%	3-Month LIBOR
Swap 2	25,000		May 5, 2015	May 5, 2020	1.683	%	3-Month LIBOR
Swap 3	25,000		June 5, 2015	June 5, 2020	1.720	%	3-Month LIBOR
Swap 4	25,000		August 5, 2015	August 5, 2020	2.440	%	3-Month LIBOR
Swap 5	25,000		February 5, 2016	February 5, 2021	2.703	%	3-Month LIBOR
Swap 6	50,000		August 5, 2016	August 5, 2021	2.882	%	3-Month LIBOR
Swap 7	25,000		October 1, 2014	August 31, 2017	1.197	%	1-Month LIBOR + 0.10%
Swap 8	25,000		October 16, 2014	August 16, 2018	1.596	%	1-Month LIBOR + 0.13%
	$	225,000

The following table summarizes key terms of each interest rate cap.

Interest Rate Cap	Notional Amount		Effective Start Date	Maturity Date	Strike Rate		Underlying Index of Cap	Variable Rate on Underlying Debt
Cap 1	$	7,500	July 1, 2012	July 1, 2017	0.47	%	3-Month LIBOR	3-Month LIBOR + 4.00%
Cap 2	8,000		July 7, 2012	July 7, 2017	0.47	%	3-Month LIBOR	3-Month LIBOR + 3.10%
Cap 3	25,000		September 15, 2014	September 15, 2019	1.82	%	3-Month LIBOR	3-Month LIBOR + 1.32%
Cap 4	10,000		September 30, 2014	September 30, 2019	1.85	%	3-Month LIBOR	3-Month LIBOR + 2.80%
	$	50,500

Schedule of balance sheet location and fair value amounts of derivative instruments

The following table summarizes the balance sheet location and fair value amounts of derivative instruments grouped by the underlying hedged instrument.

		September 30, 2014				December 31, 2013
	Balance Sheet Location	Notional Amount		Fair Value		Notional Amount		Fair Value
FHLB advances:
Interest rate swaps	Other assets	$	75,000	$	2,098	$	75,000	$	3,962
Interest rate swaps	Other liabilities	100,000		175		—		—
Brokered money market deposits:
Interest rate swaps	Other assets	50,000		64		—		—
Subordinated term loan:
Interest rate cap	Other assets	7,500		160		7,500		193
TRUPs:
Interest rate caps	Other assets	43,000		1,448		8,000		208
Mortgage loan commitments:
Interest rate lock commitments	Other assets	29,178		447		17,654		354
Forward sale commitments	Other liabilities	60,718		48		—		—

Schedule of activity in AOCI related to cash flow hedges

The following table summarizes activity in accumulated other comprehensive income ("AOCI") related to cash flow hedges for the periods presented. All amounts are net of tax.

	Three months ended September 30,					Nine months ended September 30,
	2014		2013			2014			2013
AOCI before non-controlling interests, beginning of period	$	1,003	$	2,224		$	2,381		$	(267	)
Other comprehensive income (loss)	262		(315		)	(1,116		)	2,176
AOCI before non-controlling interests, end of period	1,265		1,909			1,265			1,909
Non-controlling interests	—		(608		)	—			(608		)
AOCI after non-controlling interests, end of period	$	1,265	$	1,301		$	1,265		$	1,301