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Fair Value Measurements (Assumptions Discounted Cash Flow) (Details) - USD ($)
3 Months Ended 12 Months Ended
Mar. 31, 2016
Dec. 31, 2015
Assets:    
Impaired Loans $ 34,652,000 $ 51,021,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Charges to allowance for probable loan losses in connection with other real estate owned 232,000 696,000
Adjustment to fair value in connection with other real estate owned 47,000 1,023,000
Impaired commercial collateral dependent loans 34,652,000 51,021,000
Impaired commercial collateral dependent receivables appraisals to determine fair value within immediately preceding twelve months 17,067,000 39,520,000
Impaired collateral dependent commercial loans with an internal evaluation completed in the last twelve months $ 6,731,000 $ 2,958,000
Significant Unobservable Inputs (Level 3) | Bond meeting original contract terms    
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Minimum period of residential mortgage loan performance under original contract terms 24 months 24 months
Estimated future principal prepayment rate assumption, low end of range (as a percent) 7.00% 7.00%
Default rate assumptions (as a percent) 1.00% 1.00%
Loss severity rate assumptions, first year (as a percent) 25.00% 25.00%
Estimated future principal prepayment rate assumption, discount rate (as a percent) 13.00% 13.00%
Significant Unobservable Inputs (Level 3) | Bond not meeting the original contract terms    
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Estimated future principal prepayment rate assumption, low end of range (as a percent) 2.00% 2.00%
Default rate assumptions (as a percent) 4.50% 4.50%
Loss severity rate assumptions, first year (as a percent) 60.00% 60.00%
Decrease in loss severity rates, following five years (as a percent) 5.00% 5.00%
Loss severity rate, thereafter (as a percent) 25.00% 25.00%
Estimated future principal prepayment rate assumption, discount rate (as a percent) 13.00% 13.00%
Measured on a non-recurring basis    
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Change in net provision, impaired loans $ 18,514,000 $ 13,439,000
Change in net provision, other real estate owned 47,000 1,023,000
Measured on a non-recurring basis | Assets/Liabilities Measured at Fair Value    
Assets:    
Impaired Loans 36,072,000 52,400,000
Non-financial assets:    
Other real estate owned 1,722,000 12,705,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Impaired commercial collateral dependent loans 36,072,000 52,400,000
Measured on a non-recurring basis | Significant Unobservable Inputs (Level 3)    
Assets:    
Impaired Loans 36,072,000 52,400,000
Non-financial assets:    
Other real estate owned 1,722,000 12,705,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3    
Impaired commercial collateral dependent loans $ 36,072,000 $ 52,400,000