Derivatives and Hedging Activities (Textual) (Details) - USD ($)		3 Months Ended		9 Months Ended
		Sep. 30, 2018	Sep. 30, 2017	Sep. 30, 2018	Sep. 30, 2017	Dec. 31, 2017
Derivative [Line Items]
Derivative, Net Liability Position, Aggregate Fair Value		$ 34,000		$ 34,000		$ 4,200,000
Maximum Length of Time Hedged in Interest Rate Cash Flow Hedge				5 years
Gain (Loss) on Sales of Loans, Net		1,100,000	$ 1,400,000	$ 2,600,000	$ 3,400,000
Exposure to Institutional Counterparties		27,300,000		27,300,000		7,100,000
Amortization Of Deferred Hedge Gains Losses		61,000	61,000	183,000	183,000
Customer related positions		1,500,000		1,500,000		9,500,000
Notional amount of fair value hedged derivative		0		0		$ 0
Change in Fair Value on Loans Held for Sale		$ 103,000	$ (108,000)	$ 147,000	$ (102,000)
Position thirteen [Member]
Derivative [Line Items]
Derivative, Cap Interest Rate		3.09%		3.09%
Derivative, Floor Interest Rate		2.75%		2.75%
Derivative, Trade Date	[1]			Sep. 24, 2018
Effective Date	[1]			Oct. 15, 2018
Derivative, Maturity Date	[1]			Apr. 15, 2023
Derivative, Notional Amount	[1]	$ 50,000,000		$ 50,000,000
Interest Income [Member]
Derivative [Line Items]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months				17,000
Interest Expense [Member]
Derivative [Line Items]
Cash Flow Hedge Gain (Loss) to be Reclassified within Twelve Months				$ 912,000

[1] In September 2018, the Company entered into a forward-starting interest rate collar with a notional amount of $50.0 million, with the intention of hedging against adverse fluctuations in interest rates by reducing its exposure to variability in cash flows relating to interest income on the Company's variable-rate loans.