Derivatives and Hedging (Tables)

9 Months Ended

Sep. 30, 2016

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	September 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	20,757		1,577		9,369		788
Interest rate lock commitments	92,847		2,590		—		—
Total derivative assets	$	113,604	$	4,167	$	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	$	2,325	$	—	$	—
Non-hedging interest rate derivatives:
Interest rate swap contracts	20,757		1,701		9,369		829
Forward loan sales contracts	156,264		620		—		—
Total derivative liabilities	$	277,021	$	4,646	$	9,369	$	829

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

	Three Months Ended September 30,						Nine Months Ended September 30,
	2016			2015			2016			2015
Derivatives designated as hedges:
Amount of gain (loss) recognized in other comprehensive income (effective portion)	$	512		$	(436	)	$	(2,490	)	$	(436	)
Non-hedging interest rate derivatives:
Amount of loss recognized in other non-interest income	(3		)	(31		)	(82		)	(48		)
Amount of net fee income recognized in other non-interest income	—			—			245			—
Amount of net gains recognized in mortgage banking revenues	752			—			1,970			—