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Fair Value Measurements (Details 3) - USD ($)	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Assets:
Impaired Loans	$ 47,339,000	$ 65,551,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3
Charges to allowance for probable loan losses in connection with other real estate owned	1,017,000	367,000
Adjustment to fair value in connection with other real estate owned	918,000	597,000
Impaired commercial collateral dependent loans	47,339,000	65,551,000
Impaired commercial collateral dependent receivables appraisals to determine fair value within immediately preceding twelve months	35,502,000	52,092,000
Impaired collateral dependent commercial loans with an internal evaluation completed in the last twelve months	$ 2,958,000	$ 5,307,000
Significant Unobservable Inputs (Level 3) | Bond meeting the original contract terms
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3
Minimum period of residential mortgage loan performance under original contract terms	24 months	24 months
Estimated future principal prepayment rate assumption, low end of range (as a percent)	7.00%	7.00%
Default rate assumptions (as a percent)	1.00%	1.00%
Loss severity rate assumptions, first year (as a percent)	25.00%	25.00%
Estimated future principal prepayment rate assumption, discount rate (as a percent)	13.00%	13.00%
Significant Unobservable Inputs (Level 3) | Bond not meeting the original contract terms
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3
Estimated future principal prepayment rate assumption, low end of range (as a percent)	2.00%	2.00%
Default rate assumptions (as a percent)	4.50%	4.50%
Loss severity rate assumptions, first year (as a percent)	60.00%	60.00%
Decrease in loss severity rates, following five years (as a percent)	5.00%	5.00%
Loss severity rate, thereafter (as a percent)	25.00%	25.00%
Estimated future principal prepayment rate assumption, discount rate (as a percent)	13.00%	13.00%
Measured on a non-recurring basis:
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3
Change in net provision, impaired loans	$ (9,038,000)	$ (1,557,000)
Change in net provision, other real estate owned	918,000	597,000
Measured on a non-recurring basis: | Assets/Liabilities Measured at Fair Value
Assets:
Impaired Loans	15,207,000	29,501,000
Non-financial assets:
Other real estate owned	7,633,000	6,112,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3
Impaired commercial collateral dependent loans	15,207,000	29,501,000
Measured on a non-recurring basis: | Significant Unobservable Inputs (Level 3)
Assets:
Impaired Loans	15,207,000	29,501,000
Non-financial assets:
Other real estate owned	7,633,000	6,112,000
Assumptions used in discounted cash flow model to determine fair value of investments classified within level 3
Impaired commercial collateral dependent loans	$ 15,207,000	$ 29,501,000

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- Definition

Amount of increase (decrease) of allowance reserve for credit losses in connection with loans transferred to other real estate owned.

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Reflects the amount of charge-off related to a loan prior to foreclosure.

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The estimated fair value of recorded investment related to change in provision for impaired financing receivables measured at fair value.

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Carrying amount as of the balance sheet date of change in Provision of other real estate and foreclosed assets. Other real estate may include real estate investments, real estate loans that qualify as investments in real estate. Foreclosed assets include all assets obtained in full or partial satisfaction of a debt arrangement through foreclosure proceedings.

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The decline in the loss severity rate assumptions for the following five years used in the discounted cash flow model for investments classified within level 3 of the fair value hierarchy.

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Default rate assumption used in the discounted cash flow model for investments classified within level 3 of the fair value hierarchy.

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The discount rate assumption of estimated future principal prepayment rate assumption used in the discounted cash flow model for investments classified within level 3 of the fair value hierarchy.

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The low end of range of estimated future principal prepayment rate assumption used in the discounted cash flow model for investments classified within level 3 of the fair value hierarchy.

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Loss severity rates assumption for the first year used in the discounted cash flow model for investments classified within level 3 of the fair value hierarchy.

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Loss severity rates assumption for the remaining years used in the discounted cash flow model for investments classified within level 3 of the fair value hierarchy.

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The minimum period where the underlying residential mortgage loans must perform under original contract terms as a basis for certain discounted cash flow assumptions to be used.

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The impaired collateral dependent commercial loans where an internal evaluation has been done in the last twelve months.

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Represents the impaired commercial collateral dependent financing receivables where the basis for fair value is an appraisal obtained in the last twelve months.

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The estimated fair value of the recorded impaired collateral measured on a non-recurring basis as of the reporting date.

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Carrying amount as of the balance sheet date of other real estate and foreclosed assets. Other real estate may include real estate investments, real estate loans that qualify as investments in real estate. Foreclosed assets include all assets obtained in full or partial satisfaction of a debt arrangement through foreclosure proceedings.

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