Derivative Financial Instruments (Details)	3 Months Ended		6 Months Ended
	Jun. 30, 2015 USD ($) item	Jun. 30, 2014 USD ($)	Jun. 30, 2015 USD ($) item	Jun. 30, 2014 USD ($)	Dec. 31, 2014 USD ($)	Dec. 31, 2009 USD ($)
Derivative Financial Instruments
After-tax unrealized gain on cash flow hedge in other comprehensive income	$ 58,000	$ 21,000	$ 30,000	$ 18,000
Cash flow hedge liability	806,000	942,000	806,000	942,000
Ineffectiveness in the cash flow hedge	0	0	0	0
Collateral required to be provided	850,000	1,100,000	850,000	1,100,000
Mortgage loan pipeline
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	114,782,000	99,563,000	114,782,000	99,563,000	$ 67,201,000
Expected closures
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	86,087,000	74,672,000	86,087,000	74,672,000	50,760,000
Mortgage loan pipeline commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Net fair value of the open contracts	1,319,000	1,304,000	1,319,000	1,304,000	1,335,000
Forward commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation	124,000,000	91,000,000	124,000,000	91,000,000	81,000,000
Net fair value of the open contracts	1,099,000	$ (416,000)	1,099,000	$ (416,000)	$ (313,000)
Non-designated hedges | Mortgage servicing rights hedging
Derivative Financial Instruments
Notional amount	91,000,000		91,000,000
Net fair value of the open contracts recorded as an asset	$ (266,000)		$ (266,000)
Interest rate contracts | Cash flow hedge
Derivative Financial Instruments
Notional amount						$ 8,000,000
Fixed rate payable on notional amount (as a percent)	4.06%		4.06%
Variable rate basis, variable rate receivable on notional amount			three-month LIBOR
Savannah Bancorp ("SAVB") | Interest rate contracts | Non-designated hedges
Derivative Financial Instruments
Notional amount	$ 3,900,000		$ 3,900,000
Number of interest rate swaps contracts that were classified as non-designated hedges acquired through merger | item	2		2
Number of interest rate swaps held to facilitate a risk management strategy | item	1		1
Fair value of non-designated interest rate swaps recorded in other assets and other liabilities	$ 156,000		$ 156,000
Additional collateral required relating to a default provision in the derivative relationship	355,000		355,000
Termination value of obligations under agreement	$ 162,000		$ 162,000