Note 20 - Regulatory Restrictions (Details Textual) - USD ($) $ in Millions		12 Months Ended
	Jan. 01, 2015	Dec. 31, 2019	Jan. 01, 2019	Dec. 31, 2018	Jan. 01, 2016
Percentage of Aggregate Transfer of Capital and Surplus by Banking Subsidiaries		10.00%
Collateral Requirements, Minimum Percentage Collateral to Fair Value of Securities Loaned from Subsidiary Under Security Lending Transactions		20.00%
Capital Required to be Well Capitalized to Risk Weighted Assets		10.00%		10.00%
Legal Limit on Loans to an Affiliate		$ 7.9
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets		4.50%		4.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets		6.00%		6.00%
Tier One Leverage Capital to Average Assets		12.86%		12.36%
Common Equity Tier One Capital Ratio		12.86%		12.36%
Tier One Risk Based Capital to Risk Weighted Assets		13.53%		13.00%
Capital to Risk Weighted Assets		10.80%
Capital Required for Capital Adequacy to Risk Weighted Assets		8.00%		8.00%
Common Equity Tier One Capital Required to Be Well Capitalized to Risk Weighted Assets		6.50%		6.50%
Federal Home Loan Bank, Leverage Ratio, Actual		9.00%
FDIC Indemnification Asset, Ending Balance		$ 10.0
Basel III [Member]
Capital Required for Capital Adequacy to Risk Weighted Assets	4.00%
Common Equity Tier One Capital Required to Be Well Capitalized to Risk Weighted Assets		5.53%			6.50%
Basel III [Member] | Current Regulatory Requirements [Member]
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%
Capital Conservation Buffer					0.625%
Basel III [Member] | Fully Phased-in Period Regulatory Requirements [Member]
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	6.00%
Capital Conservation Buffer	2.50%		2.50%
Basel III [Member] | Minimum [Member]
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets				4.50%
Basel III [Member] | Minimum [Member] | Current Regulatory Requirements [Member]
Capital Conservation Buffer Percentage, at Fully Phased-in Stage	8.00%
Tier One Leverage Capital to Average Assets	4.00%
Basel III [Member] | Minimum [Member] | Fully Phased-in Period Regulatory Requirements [Member]
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	7.00%
Common Equity Tier One Capital Ratio	4.50%
Common Equity, Tier One Risk Based Capital To Risk Weighted Assets, Capital Conservation Buffer	2.50%
Tier One Risk Based Capital to Risk Weighted Assets	8.50%
Capital to Risk Weighted Assets	8.00%				8.00%
Tier One Risk Based Capital to Risk Weighted Assets, Capital Conversion Buffer	2.50%
Capital Required for Capital Adequacy to Risk Weighted Assets	10.50%
FDIA [Member] | Minimum [Member]
Common Equity Tier One Capital Required to Be Well Capitalized to Risk Weighted Assets					10.00%
FDIA [Member] | Minimum [Member] | Current Regulatory Requirements [Member]
Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets					5.00%