DERIVATIVE FINANCIAL INSTRUMENTS (Tables)

12 Months Ended

Dec. 31, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of key terms of each swap

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

						Unamortized Pre-Tax Loss in AOCI as of December 31,
Status	Notional Amount		Original Effective Start Date	Original Maturity Date	Date Terminated	2016		2015
Terminated Swap 1	$	25,000	April 6, 2015	April 5, 2020	March 27, 2015	$	55	$	72
Terminated Swap 2	25,000		May 5, 2015	May 5, 2020	March 27, 2015	56		72
Terminated Swap 3	25,000		June 5, 2015	June 5, 2020	March 27, 2015	57		74
Terminated Swap 4	25,000		August 5, 2015	August 5, 2020	March 27, 2015	665		811
Terminated Swap 5	25,000		October 1, 2014	August 31, 2017	October 7, 2015	73		183
Terminated Swap 6	25,000		October 16, 2014	August 16, 2018	October 7, 2015	236		381
	$	150,000				$	1,142	$	1,593

The following table provides a summary of pay fixed interest rate swaps that are being used to hedge short-term FHLB advances. These interest rate swaps are expected to be highly effective and are accounted for as cash flow hedges with the change in fair value recognized in OCI. The purpose of these cash flow hedges is to reduce the Company's exposure to variability in interest payments attributable to changes in the three-month LIBOR component of three-month FHLB advances. Each three-month FHLB advance will be executed to correspond to the effective dates of the respective interest rate swaps and will continue to be rolled for the full term of each interest rate swap.

Interest Rate Swap	Notional Amount		Effective Start Date	Maturity Date	Pay Fixed Rate		Receive Floating Rate
FHLB Advance Swap 1	$	25,000	February 5, 2016	February 5, 2021	2.70	%	3-Month LIBOR
FHLB Advance Swap 2	50,000		August 5, 2016	August 5, 2021	2.88	%	3-Month LIBOR
FHLB Advance Swap 3	25,000		October 5, 2017	October 5, 2027	2.54	%	3-Month LIBOR
FHLB Advance Swap 4	25,000		March 5, 2018	March 5, 2028	2.58	%	3-Month LIBOR
	$	125,000

The following table provides information on a receive fixed interest rate swap that is being used to hedge certain floating rate loans. This interest rate swap is expected to be highly effective and is accounted for as a cash flow hedge with the change in fair value recognized in OCI. The purpose of this cash flow hedge is to reduce the Company's exposure to variability in interest receipts attributable to changes in one-month LIBOR, which is the index underlying the hedged floating rate loans.

Interest Rate Swap	Notional Amount		Effective Start Date	Maturity Date	Receive Fixed Rate		Pay Floating Rate
Loan Swap	$	40,000	October 1, 2015	October 1, 2020	1.23	%	1-Month LIBOR

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.

		December 31, 2016				December 31, 2015
	Balance Sheet Location	Notional Amount		Fair Value		Notional Amount		Fair Value
Loans:
Receive fixed interest rate swap	Other liabilities	$	40,000	$	581	$	40,000	$	493
FHLB advances:
Pay fixed interest rate swaps	Other liabilities	125,000		3,582		125,000		3,822
Subordinated term loan:
Interest rate cap	Other assets	7,500		21		7,500		61
TRUPs:
Interest rate caps	Other assets	43,000		229		43,000		482
Mortgage loan commitments:
Interest rate lock commitments	Other assets	34,803		427		30,313		408
Forward sale commitments	Other assets	115,977		146		52,862		106