Derivative Financial Instruments Part 1 (Details) (USD $)			9 Months Ended	12 Months Ended	3 Months Ended		9 Months Ended
	Sep. 30, 2014 Designated as Hedging Instrument [Member] Forward Contracts [Member]	Dec. 31, 2013 Designated as Hedging Instrument [Member] Forward Contracts [Member]	Sep. 30, 2014 Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Dec. 31, 2013 Designated as Hedging Instrument [Member] Interest Rate Swap [Member]	Sep. 30, 2014 Derivatives not Designated as Hedging Instruments [Member]	Sep. 30, 2013 Derivatives not Designated as Hedging Instruments [Member]	Sep. 30, 2014 Derivatives not Designated as Hedging Instruments [Member]	Sep. 30, 2013 Derivatives not Designated as Hedging Instruments [Member]	Sep. 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]	Sep. 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]	Sep. 30, 2014 Derivatives not Designated as Hedging Instruments [Member] Beneficiary [Member] Contract	Dec. 31, 2013 Derivatives not Designated as Hedging Instruments [Member] Beneficiary [Member] Contract	Sep. 30, 2014 Derivatives not Designated as Hedging Instruments [Member] Guarantor [Member] Contract	Dec. 31, 2013 Derivatives not Designated as Hedging Instruments [Member] Guarantor [Member] Contract
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Off-balance sheet obligations	$ 175,700,000	$ 155,800,000							$ 107,000,000	$ 58,500,000
Valuation adjustment	(623,000)
Notional amount of mirror-image derivative contracts			60,000,000								337,900,000	355,900,000
Period for which cash flow hedges will be used to hedge quarterly interest payments			5 years
Derivative inception date			Dec. 31, 2014
Derivative maturity date			Dec. 31, 2019
Description of variable rate basis for derivative			three-month LIBOR
Swap fixed interest rate to be paid (in hundredths)			1.66%
Accumulated net, after tax gain included in other comprehensive loss			717,000	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			575,000
Net positive ineffectiveness on MSR fair value					583,000	1,300,000	3,000,000	2,700,000
Positive valuation adjustment		1,900,000							1,300,000	126,000
Termination value of derivatives											631,000	508,000
Market value of posted collateral											1,000,000
Number of risk participation agreements													3	3	1	0
Aggregate notional amount of credit risk participation agreements													$ 19,300,000	$ 19,700,000	$ 6,300,000	$ 0