Derivative Financial Instruments Part 1 (Details) (USD $)	3 Months Ended		6 Months Ended
	Jun. 30, 2013 Contract	Jun. 30, 2012	Jun. 30, 2013 Contract	Jun. 30, 2012	Dec. 31, 2012 Contract
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Net negative ineffectiveness on MSR fair value				$ (846,000)
Net positive ineffectiveness on MSR fair value	121,000	172,000	1,400,000
Designated as Hedging Instrument [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Accumulated, net after tax gain included in other comprehensive loss	1,454,000	0	1,454,000	0
Designated as Hedging Instrument [Member] | Forward Contracts [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet obligations	289,000,000		289,000,000		310,300,000
Negative valuation adjustment					738,000
Positive valuation adjustment	10,100,000		10,100,000
Designated as Hedging Instrument [Member] | Interest Rate Swap / Cash Flow Hedge [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Derivative effectiveness period			5 years
Derivative inception date			Dec. 31, 2014
Derivative maturity date			Dec. 31, 2019
Description of variable rate basis for derivative			three-month LIBOR
Fixed interest rate on derivatives	1.66%		1.66%
Notional amount of mirror-image derivative contracts	60,000,000		60,000,000
Accumulated, net after tax gain included in other comprehensive loss			1,500,000
Period before derivative instrument becomes effective			12 months
Not Designated as Hedging Instrument [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Net negative ineffectiveness on MSR fair value				(846,000)
Net positive ineffectiveness on MSR fair value	121,000	172,000	1,400,000
Market value of posted collateral	1,300,000		1,300,000
Number of risk participation agreements	3		3		2
Aggregate notional amount of credit risk participation agreements	19,900,000		19,900,000		10,100,000
Not Designated as Hedging Instrument [Member] | Interest Rate Lock Commitments Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet obligations	157,900,000		157,900,000		186,900,000
Positive valuation adjustment	347,000		347,000		2,300,000
Not Designated as Hedging Instrument [Member] | Interest Rate Swap / Cash Flow Hedge [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount of mirror-image derivative contracts	369,700,000		369,700,000		321,300,000
Termination value of derivatives	$ 745,000		$ 745,000		$ 5,400,000