Derivatives and Hedging (Tables)

6 Months Ended

Jun. 30, 2016

Derivative [Line Items]

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

	June 30, 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	20,913		1,719		9,369		788
Interest rate lock commitments	98,401		2,801		—		—
Total derivative assets	$	119,314	$	4,520	$	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	$	2,837	$	—	$	—
Non-hedging interest rate derivatives:
Interest rate swap contracts	20,913		1,840		9,369		829
Forward loan sales contracts	166,834		1,583		—		—
Total derivative liabilities	$	287,747	$	6,260	$	9,369	$	829

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

	Three months ended June 30,						Six months ended June 30,
	2016			2015			2016			2015
Derivatives designated as hedges:
Amount of loss recognized in other comprehensive income (effective portion)	$	(804	)	$	—		$	(3,002	)	$	—
Non-hedging interest rate derivatives:
Amount of loss recognized in other non-interest income	(50		)	(10		)	(79		)	(17		)
Amount of net fee income recognized in other non-interest income	245			—			245			—
Amount of gains recognized in mortgage banking revenues	523			—			1,218			—