Use of Derivative Financial Instruments (Details 3) (USD $)	3 Months Ended
	Mar. 31, 2013
Cash Flow Hedges of Interest Rate Risk
Additional amount reclassified from accumulated other comprehensive loss as an increase to interest income over the next twelve months	$ 800,000
Amount of loss recognized in accumulated other comprehensive loss on interest rate swaps (effective portion)	154,000
Amount of loss reclassified from accumulated other comprehensive loss into income (loss) as interest expense (effective portion)	165,000
Credit-risk-related Contingent Features
Fair value of the interest rate swaps in a net liability position	400,000
Value of adjustment for nonperformance risk	100,000
Fair value required to settle obligations under agreements at its termination value	$ 400,000