XML 101 R90.htm IDEA: XBRL DOCUMENT v3.19.1
Note 20 - Regulatory Matters (Details Textual)
Dec. 31, 2018
Dec. 31, 2017
[1]
Jul. 31, 2013
Common Equity Tier 1 Capital Required for Capital Adequacy to Risk Weighted Assets 6.375% [1] 5.75% 4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets 7.875% [1] 7.25% 6.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets 4.00% [1] 4.00% 4.00%
Tier One Leverage Capital Required for Capital Adequacy to Average Assets Highest Rated Banks     3.00%
Capital Conservation Buffer     2.50%
Minimum [Member]      
Tier One Leverage Capital Required for Capital Adequacy to Average Assets 4.00%    
Tier One Leverage Capital Required for Capital Adequacy to Average Assets Percentage Above Minimum 1.00%    
Maximum [Member]      
Tier One Leverage Capital Required for Capital Adequacy to Average Assets 5.00%    
Tier One Leverage Capital Required for Capital Adequacy to Average Assets Percentage Above Minimum 2.00%    
[1] The adequately capitalized thresholds in the table above, includes the capital conservation buffers of 1.875% in 2018 and 1.25% in 2017, that became effective January 1, 2016. These ratios are not reflected on a fully phased-in basis, which occured in January 2019.