Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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Fair value of all liability derivatives designated as cash flow hedging instruments.

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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Fixed interest rate related to the interest rate derivative.

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The portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments representing (a) the amount of the hedge ineffectiveness and (b) the amount, if any, excluded from the assessment of hedge effectiveness.

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Fair value, after the effects of master netting arrangements, of a financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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Fair value of financial and nonfinancial obligations.

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Amount after tax of increase (decrease) in accumulated gain (loss) from derivative instruments designated and qualifying as the effective portion of cash flow hedges and an entity's share of an equity investee's increase (decrease) in deferred hedging gain (loss).

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Derivative Financial Instruments (Details) - USD ($)	3 Months Ended		6 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015	Dec. 31, 2009
Derivative Financial Instruments
After-tax unrealized gain on cash flow hedge in other comprehensive income	$ 14,000	$ 58,000	$ 35,000	$ 30,000
Cash flow hedge liability	776,000	806,000	776,000	806,000
Ineffectiveness in the cash flow hedge	0	0	0	0
Collateral provided	850,000	850,000	850,000	850,000
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	129,570,000	114,782,000	129,570,000	114,782,000	$ 87,486,000
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	97,177,000	86,087,000	97,177,000	86,087,000	65,615,000
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
Obligation	3,257,000	1,319,000	3,257,000	1,319,000	1,415,000
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	120,000,000	124,000,000	120,000,000	124,000,000	73,000,000
Net fair value of the open contracts	(1,437,000)	1,099,000	(1,437,000)	1,099,000	$ (21,000)
Non-designated hedges \| Mortgage servicing rights hedging
Derivative Financial Instruments
Notional amount	120,000,000	91,000,000	120,000,000	91,000,000
Net fair value of the open contracts recorded as an asset	$ (1,800,000)	$ 266,000	$ (1,800,000)	$ 266,000
Interest rate contracts \| Cash flow hedge
Derivative Financial Instruments
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
Notional amount						$ 8,000,000