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

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Fixed interest rate related to the interest rate derivative.

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The number of derivative instruments of a particular group held by the entity.

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Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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Including the current and noncurrent portions, carrying value as of the balance sheet date of long-term debt (with maturities initially due after one year or beyond the operating cycle if longer) identified as Junior Subordinated Notes, which have a lower priority than senior instruments.

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Fair value of financial and nonfinancial obligations.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of open derivatives, commodity, or energy contracts, held at each balance sheet date, that was included in earnings for the period.

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Derivative Financial Instruments (Details)			3 Months Ended		9 Months Ended
Derivative Financial Instruments (Details)	Jan. 03, 2017 USD ($) derivative	Jan. 02, 2017	Sep. 30, 2017 USD ($)	Sep. 30, 2016 USD ($)	Sep. 30, 2017 USD ($)	Sep. 30, 2016 USD ($)	Dec. 31, 2016 USD ($)	Dec. 28, 2016 contract	Dec. 31, 2009 USD ($)
Derivative Financial Instruments
Notional amount			$ 27,000,000		$ 27,000,000
Estimated gain (loss) on fair value of open contracts related to mortgage servicing rights					775,000	$ 42,000
After-tax unrealized gain on cash flow hedge in other comprehensive income			38,000	$ 74,000	105,000	38,000
Cash flow hedge liability			328,000		328,000		$ 655,000
Ineffectiveness in the cash flow hedge			0	0	0	0
Collateral provided			450,000	750,000	450,000	750,000
Number of interest rate swaps contracts that were classified as non-designated hedges \| contract								2
Number of interest rate swaps held to facilitate a risk management strategy \| contract								1
Interest Rate Derivative Assets, at Fair Value			200,000		200,000
Interest Rate Derivative Liabilities, at Fair Value			197,000		197,000
Interest Rate Derivatives, at Fair Value, Net			3,000		3,000
Additional collateral required relating to a default provision in the derivative relationship			300,000		300,000
5.35 % Rate of interest
Derivative Financial Instruments
Junior subordinated debt issued by capital trusts	$ 10,000,000
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			90,452,000	155,747,000	90,452,000	155,747,000	85,445,000
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			(22,613,000)	116,810,000	(22,613,000)	116,810,000	64,083,000
Interest rate contracts \| 3 month LIBOR
Derivative Financial Instruments
Notional amount			$ 8,000,000		$ 8,000,000
Interest rate contracts \| Cash flow hedge
Derivative Financial Instruments
Notional amount									$ 8,000,000
Interest rate contracts \| Cash flow hedge \| 3 month LIBOR
Derivative Financial Instruments
Fixed rate payable on notional amount (as a percent)			4.06%		4.06%
Fixed interest rate on interest rate swap (as a percent)			4.06%		4.06%
Mortgage servicing rights hedging \| Non-designated hedges
Derivative Financial Instruments
Notional amount			$ 108,500,000		$ 108,500,000		128,500,000
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			941,000	3,049,000	941,000	3,049,000	1,037,000
Forward sales commitments
Obligation under forward commitments, the fair value of those obligations along with the fair value of derivative instruments associated with forward commitments
Obligation			89,593,000	146,000,000	89,593,000	146,000,000	97,092,000
Fair value of forward commitments			$ 3,000	$ 445,000	$ 3,000	$ 445,000	$ (1,366,000)
SBFC \| Junior Subordinated Debt
Derivative Financial Instruments
Junior subordinated debt issued by capital trusts	$ 20,600,000
SBFC \| 3 month LIBOR
Derivative Financial Instruments
Spread on variable rate basis on junior subordinated debt (as a percent)	(2.36%)	1.40%
SBFC \| Interest rate contracts
Derivative Financial Instruments
Notional amount	$ 10,000,000
Number of interest rate swaps acquired \| derivative	2
SBFC \| Interest rate contracts \| 5.35 % Rate of interest
Derivative Financial Instruments
Fixed rate payable on notional amount (as a percent)	5.35%
Fixed interest rate on interest rate swap (as a percent)	5.35%