DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

6 Months Ended

Jun. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of key terms of each swap

The following table summarizes information regarding the four terminated interest rate swaps.

Terminated Interest Rate Swap	Notional Amount		Original Effective Start Date	Original Maturity Date	Date Terminated	Termination Fee Paid
Terminated Swap 1	$	25,000	April 6, 2015	April 5, 2020	March 27, 2015	$	123
Terminated Swap 2	25,000		May 5, 2015	May 5, 2020	March 27, 2015	122
Terminated Swap 3	25,000		June 5, 2015	June 5, 2020	March 27, 2015	121
Terminated Swap 4	25,000		August 5, 2015	August 5, 2020	March 27, 2015	921
	$	100,000				$	1,288

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

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

Interest Rate Swap	Notional Amount		Effective Start Date	Maturity Date	Pay Fixed Rate		Receive Floating Rate
Swap 1	$	25,000	October 1, 2014	August 31, 2017	1.197	%	1-Month LIBOR + 0.10%
Swap 2	25,000		October 16, 2014	August 16, 2018	1.596		1-Month LIBOR + 0.13%
Swap 3	25,000		February 5, 2016	February 5, 2021	2.703		3-Month LIBOR
Swap 4	50,000		August 5, 2016	August 5, 2021	2.882		3-Month LIBOR
Swap 5	25,000		October 5, 2017	October 5, 2027	2.540		3-Month LIBOR
Swap 6	25,000		March 5, 2018	March 5, 2028	2.576		3-Month LIBOR
	$	175,000

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.

		June 30, 2015				December 31, 2014
	Balance Sheet Location	Notional Amount		Fair Value		Notional Amount		Fair Value
FHLB advances:
Interest rate swaps	Other assets	$	50,000	$	1,954	$	75,000	$	795
Interest rate swaps	Other liabilities	75,000		2,201		100,000		2,249
Brokered money market deposits:
Interest rate swaps	Other liabilities	50,000		406		50,000		200
Subordinated term loan:
Interest rate cap	Other assets	7,500		72		7,500		128
TRUPs:
Interest rate caps	Other assets	43,000		774		43,000		1,104
Mortgage loan commitments:
Interest rate lock commitments	Other assets	29,510		483		23,274		342
Forward sale commitments	Other liabilities	56,035		73		34,727		49