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Regulatory Matters - (Details) | Mar. 31, 2017
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Banking and Thrift [Abstract] |
Tier 1 leverage capital required to be well capitalized to average assets | 5.00%
Tier 1 leverage capital required to be adequately capitalized to average assets | 4.00%
Tier 1 leverage capital required to be undercapitalized to average assets (less than) | 4.00%
Tier 1 leverage capital required to be significantly undercapitalized to average assets (less than) | 3.00%
Common equity tier 1 leverage capital required to be well capitalized to average assets | 6.50%
Common equity tier 1 leverage capital required to be adequately capitalized to average assets | 4.50%
Common equity tier 1 leverage capital required to be undercapitalized to average assets (less than) | 4.50%
Common equity tier 1 leverage capital required to be significantly undercapitalized to average assets (less than) | 3.00%
Tier 1 risk based capital required to be well capitalized to risk weighted assets | 8.00%
Tier 1 risk based capital required to be adequately capitalized to risk weighted assets | 6.00%
Tier 1 risk based capital required to be undercapitalized to risk weighted assets (less than) | 6.00%
Tier 1 risk based capital required to be significantly undercapitalized to risk weighted assets (less than) | 4.00%
Capital required to be well capitalized to risk weighted assets | 10.00%
Capital required to be adequately capitalized to risk weighted assets | 8.00%
Capital required to be undercapitalized to risk weighted assets (less than) | 8.00%
Capital required to be significantly undercapitalized to risk weighted assets (less than) | 6.00%
Tangible capital required to be critically undercapitalized to total assets (less than) | 2.00%

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- Definition Common Equity Tier One Leverage Capital Required For Capital Adequacy To Average Assets + References No definition available. + Details
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- Definition The minimum Total risk based capital ratio (total capital divided by risk weighted assets) required for capital adequacy purposes under the regulatory framework for prompt corrective action. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 505 -Section 50 -Paragraph 1 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826 Reference 2: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 505 -Section 50 -Paragraph 1H -Subparagraph (c)(2) -URI http://asc.fasb.org/extlink&oid=35709795&loc=d3e65071-112826 Reference 3: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 505 -Section 50 -Paragraph 1B -URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958570-112826 + Details
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- Definition The Total risk based capital ratio (total capital divided by risk weighted assets) required to be categorized as "well capitalized", in the regulatory framework for prompt corrective action. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 942 -SubTopic 505 -Section 50 -Paragraph 1 -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826 + Details
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