15. Subsequent Event - Interest Rate Swap Transaction (Details Narrative) (Subsequent Event [Member], USD $) In Millions, unless otherwise specified	6 Months Ended
	Jun. 30, 2013
Subsequent Event [Member]
Subsequent Event, date	Jul. 18, 2013
Subsequent Event, Description	On July 18, 2013, we entered into a $40 million notional forward-starting, pay-fixed/receive LIBOR interest rate swap with an effective date of July 18, 2016, which was designated as a cash flow hedge of $40 million of forecasted variable rate Federal Home Loan Bank advances. Under the terms of the swap we will pay a fixed rate of 2.98% for a 3 year period.
Notional forward-starting, pay-fixed/receive LIBOR interest rate swap	$ 40
Interest rate	2.98%
Period under the terms of swap	3 years