Derivative Financial Instruments (Details) (USD $)	3 Months Ended	9 Months Ended				3 Months Ended
	Sep. 30, 2012	Sep. 30, 2013	Sep. 30, 2012	Dec. 31, 2009	Sep. 30, 2013 Savannah item	Sep. 30, 2013 Maximum
Derivative Financial Instruments
Notional amount of interest rate swap agreement				$ 8,000,000
Fixed rate payable on notional amount (as a percent)		4.06%
Variable rate basis, variable rate receivable on notional amount		three-month LIBOR
After-tax unrealized gain (loss) on cash flow hedge in other comprehensive income	(41,000)	281,000	(117,000)			1,000
Cash flow hedge liability	1,600,000	1,000,000	1,600,000
Ineffectiveness in the cash flow hedge		0	0
Collateral required to be provided	1,600,000	1,100,000	1,600,000
Number of interest rate swaps contracts that were classified as non-designated hedges acquired through merger					2
Number of interest rate swaps held to facilitate a risk management strategy					1
Aggregate notional amount of non-designated interest rate swaps		4,300,000
Fair value of non-designated interest rate swaps recorded in other assets and other liabilities		209,000
Additional collateral required relating to a default provision in the derivative relationship		354,000
Termination value of obligations under agreement		$ 209,000