Derivative Financial Instruments Part 1 (Details) (USD $)	3 Months Ended		6 Months Ended				6 Months Ended	12 Months Ended	3 Months Ended		6 Months Ended
	Jun. 30, 2014 Designated as Hedging Instrument [Member]	Jun. 30, 2013 Designated as Hedging Instrument [Member]	Jun. 30, 2014 Designated as Hedging Instrument [Member]	Jun. 30, 2013 Designated as Hedging Instrument [Member]	Jun. 30, 2014 Designated as Hedging Instrument [Member] Forward Contracts [Member]	Dec. 31, 2013 Designated as Hedging Instrument [Member] Forward Contracts [Member]	Jun. 30, 2014 Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Dec. 31, 2013 Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Jun. 30, 2014 Derivatives not Designated as Hedging Instruments [Member] Contract	Jun. 30, 2013 Derivatives not Designated as Hedging Instruments [Member]	Jun. 30, 2014 Derivatives not Designated as Hedging Instruments [Member] Contract	Jun. 30, 2013 Derivatives not Designated as Hedging Instruments [Member]	Dec. 31, 2013 Derivatives not Designated as Hedging Instruments [Member] Contract	Jun. 30, 2014 Derivatives not Designated as Hedging Instruments [Member] Interest Rate Lock Commitments Member]	Dec. 31, 2013 Derivatives not Designated as Hedging Instruments [Member] Interest Rate Lock Commitments Member]	Jun. 30, 2014 Derivatives not Designated as Hedging Instruments [Member] Interest Rate Swap [Member]	Dec. 31, 2013 Derivatives not Designated as Hedging Instruments [Member] Interest Rate Swap [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet obligations					$ 211,600,000	$ 155,800,000								$ 137,100,000	$ 58,500,000
Valuation adjustment					(2,400,000)
Period for which cash flow hedges will be used to hedge quarterly interest payments							5 years
Swap fixed interest rate to be paid (in hundredths)							1.66%
Net positive ineffectiveness on MSR fair value									546,000	121,000	2,400,000	1,400,000
Positive valuation adjustment						1,900,000								2,200,000	126,000
Notional amount of mirror-image derivative contracts							60,000,000									342,500,000	355,900,000
Derivative inception date							Dec. 31, 2014
Derivative maturity date							Dec. 31, 2019
Description of variable rate basis for derivative							three-month LIBOR
Termination value of derivatives																989,000	508,000
Market value of posted collateral																1,200,000
Number of risk participation agreements									3		3		3
Aggregate notional amount of credit risk participation agreements									19,400,000		19,400,000		19,700,000
Accumulated net, after tax gain included in other comprehensive loss	(562,000)	1,454,000	(970,000)	1,454,000			554,000	1,500,000
The period over which OCI will be reclassified as interest expense							12 months
Estimated amount to be reclassified as an increase to interest expense							$ 403,000