Derivatives and Hedging (Tables)

3 Months Ended

Mar. 31, 2016

Derivative [Line Items]

Schedule of Notional Amounts of Outstanding Derivative Positions [Table Text Block]

	March 31, 2016				December 31, 2015
	Notional Amount		Estimated Fair Value		Notional Amount		Estimated Fair Value
Derivative Assets (included in other assets on balance sheet):
Derivatives designated as hedges:
Interest rate swap contracts	$	—	$	—	$	100,000	$	165
Non-hedging interest rate derivatives:
Interest rate swap contracts	9,281		1,102		9,369		788
Interest rate lock commitments	112,705		1,036		—		—
Total derivative assets	$	121,986	$	2,138	$	109,369	$	953
Derivative Liabilities (included in accounts payable and accrued expenses on balance sheet):
Derivatives designated as hedges:
Interest rate swap contracts	$	100,000	$	2,032	$	—	$	—
Non-hedging interest rate derivatives:
Interest rate swap contracts	9,281		1,173		9,369		829
Forward loan sales contracts	77,329		414		—		—
Total derivative liabilities	$	186,610	$	3,619	$	9,369	$	829

Schedule of Derivative Instruments, Effect on Other Comprehensive Income (Loss) [Table Text Block]

	Three months ended
	March 31, 2016			March 31, 2015
Derivatives designated as hedges:
Amount of loss recognized in other comprehensive income (effective portion)	$	(2,197	)	$	—
Non-hedging interest rate derivatives:
Amount of loss recognized in other non-interest income	(29		)	(7		)
Amount of gains recognized in mortgage banking revenues	695			—