INTEREST RATE SWAPS (Details) (USD $) In Thousands, unless otherwise specified	3 Months Ended	9 Months Ended	12 Months Ended
Sep. 30, 2014	Sep. 30, 2014	Dec. 31, 2013 item
Summary information about the MMDA Swap designated as a cash flow hedge
Fair value of security pledged as collateral	$ 328,763	$ 328,763	$ 224,989
Interest expense on deposits related to money market swap transaction	50
Interest expense on FHLB Advances related to FHLB swap transaction	54
Total interest expense on swap transaction	104
Cash flow hedges included in the consolidated balance sheet
Notional amount included in other assets	14,954	14,954	9,964
Fair value included in other assets	335	335	89
Notional amount included in other liabilities	13,211	13,211
Fair value included in other liabilities	18	18
Interest rate swap \| Cash flow hedge
Derivative [Line Items]
Number of derivative agreements			2
Summary information about the MMDA Swap designated as a cash flow hedge
Notional amount	20,000	20,000	20,000
Weighted average pay rate (as a percent)	2.25%	2.25%	2.25%
Weighted average receive rate (as a percent)	0.19%	0.19%	0.21%
Weighted average remaining maturity in years		6 years	7 years
Unrealized gain (loss)		(203)	170
Fair value of security pledged as collateral	341	341
Interest expense on deposits related to money market swap transaction		150
Interest expense on FHLB Advances related to FHLB swap transaction		153
Total interest expense on swap transaction		303
Net losses recorded in accumulated OCI and the consolidated statements of income relating to the MMDA Swap
Amount of Gain (Loss) Recognized in Other Comprehensive Income on Derivative (Effective Portion)	28	(676)
Amount of Gain (Loss) Reclassified from Accumulated Other Comprehensive Income on Derivative (Effective Portion)	(104)	(303)
Cash flow hedges included in the consolidated balance sheet
Notional amount included in other assets			20,000
Fair value included in other assets			170
Notional amount included in other liabilities	20,000	20,000
Fair value included in other liabilities	$ 203	$ 203

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

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-Number 210

-Article 12

-Section 13

-Sentence Column B

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Interest expenses associated with derivative instruments held by the entity.

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Interest expense advances from the Federal Home Loan Bank associated with derivative instruments held by the entity.

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Weighted average pay rate related to the interest rate derivative.

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Weighted average receive rate related to the interest rate derivative.

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Nominal or face amount used to calculate payments on the derivative asset.

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-SubTopic 10

-Section 50

-Paragraph 1B

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Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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The effective portion of gains and losses (net) on derivative instruments designated and qualifying as hedging instruments that was recognized in other comprehensive income during the current period.

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Nominal or face amount used to calculate payments on the derivative liability.

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The number of derivative instruments of a particular group held by the entity.

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Fair value as of the balance sheet date of interest rate derivative assets, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as assets.

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Fair value as of the balance sheet date of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized as liabilities.

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Fair value of financial instrument held by the entity for its own account (proprietary securities) for trading or investment purposes that are carried at fair value and pledged to counterparties as collateral for financing transactions.

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The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

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