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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Fixed interest rate related to the interest rate derivative.

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Amount of increase (decrease) in the fair value of derivatives recognized in the income statement.

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Amount of increase in the fair value of derivatives recognized in the income statement.

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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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Amount of decrease in the fair value of derivatives recognized in the income statement.

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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 liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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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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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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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) - USD ($)	3 Months Ended
Derivative Financial Instruments (Details) - USD ($)	Mar. 31, 2018	Mar. 31, 2017	Dec. 31, 2017	Dec. 31, 2009
Derivative Financial Instruments
Notional amount	$ 742,778,000	$ 247,615,000
Estimated fair value gain	7,420,000	2,026,000
Estimated fair value loss	6,094,000	547,000
Gain or loss recorded	$ 0	0
Variable rate basis, variable rate receivable on notional amount	three-month LIBOR
Estimated gain (loss) on fair value of open contracts related to mortgage servicing rights	$ 390,000
After-tax unrealized gain on cash flow hedge in other comprehensive income	65,000	44,000
Cash flow hedge liability	162,000	426,000
Ineffectiveness in the cash flow hedge	0	0
Collateral provided	300,000	550,000
Interest Rate Derivative Assets, at Fair Value	5,700,000
Interest Rate Derivative Liabilities, at Fair Value	5,900,000
Interest Rate Derivatives, at Fair Value, Net	156,000	12,000
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	92,647,000	117,666,000	$ 71,477,000
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	69,485,000	88,250,000	53,608,000
Interest rate contracts
Derivative Financial Instruments
Notional amount	564,100,000
Interest rate contracts \| LIBOR
Derivative Financial Instruments
Notional amount	$ 8,000,000
Interest rate contracts \| Cash flow hedge
Derivative Financial Instruments
Notional amount				$ 8,000,000
Interest rate contracts \| Cash flow hedge \| LIBOR
Derivative Financial Instruments
Fixed rate payable on notional amount (as a percent)	4.06%
Fixed interest rate on interest rate swap (as a percent)	4.06%
Mortgage servicing rights hedging \| Non-designated hedges
Derivative Financial Instruments
Notional amount	$ 69,000,000	98,000,000
Mortgage servicing rights hedging \| Non-designated hedges \| Other Assets
Derivative Financial Instruments
Notional amount	69,000,000	98,000,000
Estimated fair value gain	390,000	214,000
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	1,190,000	2,066,000	920,000
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	98,860,000	114,079,000	89,317,000
Fair value of forward commitments	(85,000)	387,000	$ (19,000)
Forward sales commitments \| Non-designated hedges \| Other Assets
Derivative Financial Instruments
Notional amount	98,860,000	114,079,000
Estimated fair value gain	1,275,000	1,679,000
Interest rate swap \| Cash flow hedge \| Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional amount	8,000,000	8,000,000
Estimated fair value loss	162,000	426,000
Interest rate swap \| Fair Value Hedging \| Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional amount	2,824,000
Estimated fair value loss	21,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Borrower
Derivative Financial Instruments
Notional amount	282,047,000	13,768,000
Estimated fair value gain	146,000	133,000
Estimated fair value loss	5,908,000
Interest rate swap \| Non-designated hedges \| Other Assets and Other Liabilities \| Counterparty
Derivative Financial Instruments
Notional amount	282,047,000	13,768,000
Estimated fair value gain	5,609,000
Estimated fair value loss	$ 3,000	$ 121,000