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Derivative Financial Instruments - Additional Information (Details 2) (Interest Rate Swap [Member], Not Designated as Hedging Instrument [Member], USD $)
In Thousands, unless otherwise specified
Mar. 31, 2015
Dec. 31, 2014
Customer
   
Customer interest rate swaps (commerical customer counterparty):    
Notional amount of assets, Assets $ 24,300gnbc_DerivativeAssetNotionalAmountOfGrossAssets
/ us-gaap_DerivativeByNatureAxis
= gnbc_CustomerMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
$ 24,485gnbc_DerivativeAssetNotionalAmountOfGrossAssets
/ us-gaap_DerivativeByNatureAxis
= gnbc_CustomerMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Customer interest rate swaps (commerical customer counterparty):    
Fair Value of assets, Assets 350us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeByNatureAxis
= gnbc_CustomerMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
274us-gaap_DerivativeFairValueOfDerivativeAsset
/ us-gaap_DerivativeByNatureAxis
= gnbc_CustomerMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Correspondent
   
Correspondent interest rate swaps (financial institution counterparty):    
Notional amount of liabilities, Liabilities 24,300gnbc_DerivativeLiabilityNotionalAmountOfGrossAssets
/ us-gaap_DerivativeByNatureAxis
= gnbc_CorrespondentMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
24,485gnbc_DerivativeLiabilityNotionalAmountOfGrossAssets
/ us-gaap_DerivativeByNatureAxis
= gnbc_CorrespondentMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
Correspondent interest rate swaps (financial institution counterparty):    
Fair Value of liabilities, Liabilities $ (362)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeByNatureAxis
= gnbc_CorrespondentMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember
$ (287)us-gaap_DerivativeFairValueOfDerivativeLiability
/ us-gaap_DerivativeByNatureAxis
= gnbc_CorrespondentMember
/ us-gaap_DerivativeInstrumentRiskAxis
= us-gaap_InterestRateSwapMember
/ us-gaap_HedgingDesignationAxis
= us-gaap_NondesignatedMember