Derivatives (Tables)

3 Months Ended

Mar. 31, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Derivatives [Table Text Block]

Summary information about the interest rate swaps designated as cash flow hedges as of period-end is as follows:

(dollars in thousands)	March 31, 2015			March 31, 2014			December 31, 2014
Notional amount	$	50,000		$	—		$	50,000
Weighted average pay rates		1.58	%		—	%		1.58	%
Weighted average receive rates		0.25	%		—	%		0.24	%
Weighted average maturity		4.2 years			—			4.4 years
Fair value	$	(486	)	$	—		$	48

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the net gains (losses), recorded in other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments for the three months ended March 31, 2015:

(in thousands)	Amount of gain (loss) recognized in OCI (Effective Portion)			Amount of gain (loss) reclassified from OCI to interest income		Amount of gain (loss) recognized in other Non-interest income (Ineffective Portion)
Interest rate contracts	$	(534	)	$	—	$	—