Derivatives and Hedging (Tables)

3 Months Ended

Mar. 31, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	March 31, 2017				December 31, 2016
	Notional Amount		Estimated Fair Value		Notional Amount		Estimated Fair Value
Derivative Assets (included in other assets):
Derivatives designated as hedges:
Interest rate swap contracts	$	100,000	$	16	$	—	$	—
Non-hedging interest rate derivatives:
Interest rate swap contracts	53,188		1,295		53,593		1,332
Interest rate lock commitments	61,915		1,712		73,422		1,131
Forward loan sales contracts	—		—		126,836		286
Total derivative assets	$	215,103	$	3,023	$	253,851	$	2,749
Derivative Liabilities (included in accounts payable and accrued expenses):
Derivatives designated as hedges:
Interest rate swap contracts	$	—	$	—	$	100,000	$	33
Non-hedging interest rate derivatives:
Interest rate swap contracts	53,188		1,283		53,593		1,281
Forward loan sales contracts	84,004		405		—		—
Total derivative liabilities	$	137,192	$	1,688	$	153,593	$	1,314

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

	Three Months Ended March 31,
	2017			2016
Derivatives designated as hedges:
Amount of gain (loss) recognized in other comprehensive income (effective portion)	$	49		$	(2,197	)
Non-hedging interest rate derivatives:
Amount of loss recognized in other non-interest income	(39		)	(29		)
Amount of net fee expense recognized in other non-interest income	(42		)	—
Amount of net gains (losses) recognized in mortgage banking revenues	(109		)	695