Derivatives and Hedging (Tables)

6 Months Ended

Jun. 30, 2017

Derivative Instruments and Hedging Activities Disclosure [Abstract]

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

	June 30, 2017				December 31, 2016
	Notional Amount		Estimated Fair Value		Notional Amount		Estimated Fair Value
Derivative Assets (included in other assets):
Non-hedging interest rate derivatives:
Interest rate swap contracts	$	320,809	$	9,001	$	53,593	$	1,332
Interest rate lock commitments	64,673		1,301		73,422		1,131
Forward loan sales contracts	82,589		297		126,836		286
Total derivative assets	$	468,071	$	10,599	$	253,851	$	2,749
Derivative Liabilities (included in accounts payable and accrued expenses):
Derivatives designated as hedges:
Interest rate swap contracts	$	100,000	$	470	$	100,000	$	33
Non-hedging interest rate derivatives:
Interest rate swap contracts	320,809		9,327		53,593		1,281
Total derivative liabilities	$	420,809	$	9,797	$	153,593	$	1,314

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

	Three Months Ended June 30,						Six Months Ended June 30,
	2017			2016			2017			2016
Derivatives designated as hedges:
Amount of loss recognized in other comprehensive income (effective portion)	$	(486	)	$	(804	)	$	(437	)	$	(3,002	)
Non-hedging interest rate derivatives:
Amount of gain (loss) recognized in other non-interest income	70			(50		)	31			(79		)
Amount of net fee expense recognized in other non-interest income	321			245			279			245
Amount of net gains recognized in mortgage banking revenues	290			523			181			1,218