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Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($) | 3 Months Ended | 6 Months Ended | 12 Months Ended
--- | --- | --- | ---
Jun. 30, 2016 | Jun. 30, 2015 | Jun. 30, 2016 | Jun. 30, 2015 | Dec. 31, 2015
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 125,000,000 |  | $ 125,000,000 |  | $ 75,000,000
Fair Value |  | (3,188,000) |  | (3,188,000) |  | (3,273,000)
Amortization Of Deferred Hedge Gains Losses |  | 61,000 | $ 61,000 | 122,000 | $ 61,000 |
Change in Fair Value on Loans Held for Sale |  | (41,000) | $ 157,000 | 13,000 | $ 184,000 |
Positions One [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  | $ 25,000,000
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  | 3 Month LIBOR
Trade Date |  |  |  | Feb. 16, 2006 |  | Feb. 16, 2006
Effective Date |  |  |  | Dec. 28, 2006 |  | Dec. 28, 2006
Maturity Date |  |  |  | Dec. 28, 2016 |  | Dec. 28, 2016
Current Rate Received |  | 0.65% |  | 0.65% |  | 0.51%
Pay Fixed Swap Rate |  | 5.04% |  | 5.04% |  | 5.04%
Fair Value |  | $ (547,000) |  | $ (547,000) |  | $ (1,054,000)
Positions Two [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  | $ 25,000,000
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  | 3 Month LIBOR
Trade Date |  |  |  | Feb. 16, 2006 |  | Feb. 16, 2006
Effective Date |  |  |  | Dec. 28, 2006 |  | Dec. 28, 2006
Maturity Date |  |  |  | Dec. 28, 2016 |  | Dec. 28, 2016
Current Rate Received |  | 0.65% |  | 0.65% |  | 0.51%
Pay Fixed Swap Rate |  | 5.04% |  | 5.04% |  | 5.04%
Fair Value |  | $ (547,000) |  | $ (547,000) |  | $ (1,055,000)
Positions Four [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  | $ 25,000,000
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  | 3 Month LIBOR
Trade Date |  |  |  | Dec. 09, 2008 |  | Dec. 09, 2008
Effective Date |  |  |  | Dec. 10, 2008 |  | Dec. 10, 2008
Maturity Date |  |  |  | Dec. 10, 2018 |  | Dec. 10, 2018
Current Rate Received |  | 0.66% |  | 0.66% |  | 0.49%
Pay Fixed Swap Rate |  | 2.94% |  | 2.94% |  | 2.94%
Fair Value |  | $ (1,345,000) |  | $ (1,345,000) |  | $ (1,164,000)
Positions Three [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount | [1] | $ 25,000,000 |  | $ 25,000,000 |  |
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  |
Trade Date |  |  |  | Apr. 01, 2016 |  |
Effective Date |  |  |  | Jan. 17, 2017 |  |
Maturity Date |  |  |  | Dec. 15, 2021 |  |
Current Rate Received |  | 0.00% |  | 0.00% |  |
Pay Fixed Swap Rate |  | 1.36% |  | 1.36% |  |
Fair Value |  | $ (375,000) |  | $ (375,000) |  |
Position Five [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount | [1] | $ 25,000,000 |  | $ 25,000,000 |  |
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  |
Trade Date |  |  |  | Apr. 01, 2016 |  |
Effective Date |  |  |  | Jan. 17, 2017 |  |
Maturity Date |  |  |  | Dec. 15, 2021 |  |
Current Rate Received |  | 0.00% |  | 0.00% |  |
Pay Fixed Swap Rate |  | 1.36% |  | 1.36% |  |
Fair Value |  | $ (374,000) |  | $ (374,000) |  |
[1] | (1) In April 2016, the Company entered into two forward starting swaps with notional amounts of $25.0 million each, with the intention of hedging $50.0 million of existing junior subordinated debentures, as the current hedges on this borrowing expire in December 2016.

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