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Fair Value of Assets and Liabilities (Details 7) (USD $)
In Thousands, unless otherwise specified
6 Months Ended 12 Months Ended
Jun. 30, 2014
Dec. 31, 2013
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Total debt securities, Fair value $ 170,913 $ 160,886
Impaired Loans
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Appraisal Adjustments 12.00% 21.00%
Liquidation Expenses 6.00% 6.00%
Impaired Loans | Minimum
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Appraisal Adjustments 10.00%  
Liquidation Expenses 1.00%  
Impaired Loans | Maximum
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Appraisal Adjustments 30.00%  
Liquidation Expenses 24.00%  
Appraisal Of Collateral | Impaired Loans
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Total debt securities, Fair value 5,729 5,251
Valuation Technique Appraisal of Collateral [1] Appraisal of Collateral [1]
Projected Prepayments
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Description of Inputs 1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital. All fixed rate within one year; variable rate at increasing intervals depending on spread.2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.3) 1% annually for all other fixed rate issues and all variable rate issues.4) Zero for collateral issued by REITs and 2% for insurance companies. 1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital. All fixed rate within one year; variable rate at increasing intervals depending on spread.2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.3) 1% annually for all other fixed rate issues and all variable rate issues.4) Zero for collateral issued by REITs and 2% for insurance companies.
Projected Defaults
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Description of Inputs 1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately.2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately. Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings. 1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately.2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately. Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.
Projected Cures
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Description of Inputs 1) Deferring issuers that have definitive agreements to either be acquired or recapitalized. 1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.
Projected Recoveries
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Description of Inputs 1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years. 1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.
Discount Rates
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Description of Inputs 1) Ranging from ~5.65% to ~17.85%, depending on each bond's seniority and remaining subordination after projected losses. 1) Ranging from ~5.65% to ~17.85%, depending on each bond's seniority and remaining subordination after projected losses.
Trust preferred securities
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Total debt securities, Fair value 680 10,136
Trust preferred securities | Minimum
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Fair value input discount rate 11.38% 5.65%
Trust preferred securities | Maximum
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Fair value input discount rate 16.42% 17.85%
Trust preferred securities | Discounted Cash Flow
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Total debt securities, Fair value 680 10,136
Valuation Technique Discounted Cash Flow Discounted Cash Flow
Other Real Estate Owned
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Appraisal Adjustments 0.00% 0.00%
Other Real Estate Owned | Appraisal Of Collateral
   
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis    
Total debt securities, Fair value   $ 33
Valuation Technique   Appraisal of Collateral [1],[2]
[1] Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.
[2] Includes qualitative adjustments by management and estimated liquidation expenses.