Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($)		3 Months Ended		6 Months Ended		12 Months Ended
		Jun. 30, 2016	Jun. 30, 2015	Jun. 30, 2016	Jun. 30, 2015	Dec. 31, 2015
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 125,000,000		$ 125,000,000		$ 75,000,000
Fair Value		(3,188,000)		(3,188,000)		(3,273,000)
Amortization Of Deferred Hedge Gains Losses		61,000	$ 61,000	122,000	$ 61,000
Change in Fair Value on Loans Held for Sale		(41,000)	$ 157,000	13,000	$ 184,000
Positions One [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 25,000,000		$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Feb. 16, 2006		Feb. 16, 2006
Effective Date				Dec. 28, 2006		Dec. 28, 2006
Maturity Date				Dec. 28, 2016		Dec. 28, 2016
Current Rate Received		0.65%		0.65%		0.51%
Pay Fixed Swap Rate		5.04%		5.04%		5.04%
Fair Value		$ (547,000)		$ (547,000)		$ (1,054,000)
Positions Two [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 25,000,000		$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Feb. 16, 2006		Feb. 16, 2006
Effective Date				Dec. 28, 2006		Dec. 28, 2006
Maturity Date				Dec. 28, 2016		Dec. 28, 2016
Current Rate Received		0.65%		0.65%		0.51%
Pay Fixed Swap Rate		5.04%		5.04%		5.04%
Fair Value		$ (547,000)		$ (547,000)		$ (1,055,000)
Positions Four [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount		$ 25,000,000		$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR		3 Month LIBOR
Trade Date				Dec. 09, 2008		Dec. 09, 2008
Effective Date				Dec. 10, 2008		Dec. 10, 2008
Maturity Date				Dec. 10, 2018		Dec. 10, 2018
Current Rate Received		0.66%		0.66%		0.49%
Pay Fixed Swap Rate		2.94%		2.94%		2.94%
Fair Value		$ (1,345,000)		$ (1,345,000)		$ (1,164,000)
Positions Three [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR
Trade Date				Apr. 01, 2016
Effective Date				Jan. 17, 2017
Maturity Date				Dec. 15, 2021
Current Rate Received		0.00%		0.00%
Pay Fixed Swap Rate		1.36%		1.36%
Fair Value		$ (375,000)		$ (375,000)
Position Five [Member]
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes
Notional Amount	[1]	$ 25,000,000		$ 25,000,000
Receive (Variable) Index				3 Month LIBOR
Trade Date				Apr. 01, 2016
Effective Date				Jan. 17, 2017
Maturity Date				Dec. 15, 2021
Current Rate Received		0.00%		0.00%
Pay Fixed Swap Rate		1.36%		1.36%
Fair Value		$ (374,000)		$ (374,000)

[1] (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016.