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Derivatives and Hedging Activities (Derivative Positions for Interest Rate Swaps which Qualify as Hedges) (Details) - USD ($) | 3 Months Ended | 9 Months Ended | 12 Months Ended
--- | --- | --- | ---
Sep. 30, 2018 | Sep. 30, 2017 | Sep. 30, 2018 | Sep. 30, 2017 | Dec. 31, 2017
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Fair Value |  | $ 1,375,000 |  | $ 1,375,000 |  | $ 1,616,000
Amortization Of Deferred Hedge Gains Losses |  | 61,000 | $ 61,000 | 183,000 | $ 183,000 |
Change in Fair Value on Loans Held for Sale |  | 103,000 | $ (108,000) | 147,000 | $ (102,000) |
Notional amount of fair value hedged derivative |  | 0 |  | 0 |  | 0
Positions One [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  |  |  |  |  | $ 25,000,000
Receive (Variable) Index |  |  |  |  |  | 3 Month LIBOR
Derivative, Variable Interest Rate |  |  |  |  |  | 1.54%
Trade Date |  |  |  |  |  | Dec. 09, 2008
Derivative, Inception Date |  |  |  |  |  | Dec. 10, 2008
Maturity Date |  |  |  |  |  | Dec. 10, 2018
Pay Fixed Swap Rate |  |  |  |  |  | 2.94%
Fair Value |  |  |  |  |  | $ (264,000)
Positions Two [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  |  |  |  |  | $ 25,000,000
Receive (Variable) Index |  |  |  |  |  | 3 Month LIBOR
Derivative, Variable Interest Rate |  |  |  |  |  | 1.59%
Trade Date |  |  |  |  |  | Apr. 01, 2016
Derivative, Inception Date |  |  |  |  |  | Jan. 17, 2017
Maturity Date |  |  |  |  |  | Dec. 15, 2021
Pay Fixed Swap Rate |  |  |  |  |  | 1.36%
Fair Value |  |  |  |  |  | $ 772,000
Positions Three [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  |  |  |  |  | $ 25,000,000
Receive (Variable) Index |  |  |  |  |  | 3 Month LIBOR
Derivative, Variable Interest Rate |  |  |  |  |  | 1.59%
Trade Date |  |  |  |  |  | Apr. 01, 2016
Derivative, Inception Date |  |  |  |  |  | Jan. 17, 2017
Maturity Date |  |  |  |  |  | Dec. 15, 2021
Pay Fixed Swap Rate |  |  |  |  |  | 1.36%
Fair Value |  |  |  |  |  | $ 763,000
Positions Four [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  |  |  |  |  | $ 25,000,000
Receive (Variable) Index |  |  |  |  |  | 3 Month LIBOR
Derivative, Variable Interest Rate |  |  |  |  |  | 1.42%
Trade Date |  |  |  |  |  | Jul. 18, 2017
Derivative, Inception Date |  |  |  |  |  | Aug. 15, 2017
Maturity Date |  |  |  |  |  | Aug. 15, 2022
Pay Fixed Swap Rate |  |  |  |  |  | 1.88%
Fair Value |  |  |  |  |  | $ 345,000
Positions Five [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  |
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  |
Derivative, Variable Interest Rate |  | 2.33% |  | 2.33% |  |
Trade Date |  |  |  | Dec. 09, 2008 |  |
Derivative, Inception Date |  |  |  | Dec. 10, 2008 |  |
Maturity Date |  |  |  | Dec. 10, 2018 |  |
Pay Fixed Swap Rate |  | 2.94% |  | 2.94% |  |
Fair Value |  | $ (29,000) |  | $ (29,000) |  |
Positions Six [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  |
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  |
Derivative, Variable Interest Rate |  | 2.33% |  | 2.33% |  |
Trade Date |  |  |  | Apr. 01, 2016 |  |
Derivative, Inception Date |  |  |  | Jan. 17, 2017 |  |
Maturity Date |  |  |  | Dec. 15, 2021 |  |
Pay Fixed Swap Rate |  | 1.36% |  | 1.36% |  |
Fair Value |  | $ 1,260,000 |  | $ 1,260,000 |  |
Positions Seven [Member] [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  |
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  |
Derivative, Variable Interest Rate |  | 2.33% |  | 2.33% |  |
Trade Date |  |  |  | Apr. 01, 2016 |  |
Derivative, Inception Date |  |  |  | Jan. 17, 2017 |  |
Maturity Date |  |  |  | Dec. 15, 2021 |  |
Pay Fixed Swap Rate |  | 1.36% |  | 1.36% |  |
Fair Value |  | $ 1,251,000 |  | $ 1,251,000 |  |
Position Eight [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 25,000,000 |  | $ 25,000,000 |  |
Receive (Variable) Index |  |  |  | 3 Month LIBOR |  |
Derivative, Variable Interest Rate |  | 2.31% |  | 2.31% |  |
Trade Date |  |  |  | Jul. 18, 2017 |  |
Derivative, Inception Date |  |  |  | Aug. 15, 2017 |  |
Maturity Date |  |  |  | Aug. 15, 2022 |  |
Pay Fixed Swap Rate |  | 1.88% |  | 1.88% |  |
Fair Value |  | $ 1,041,000 |  | $ 1,041,000 |  |
Position Nine [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 50,000,000 |  | $ 50,000,000 |  |
Receive (Variable) Index |  |  |  | 1 Month LIBOR |  |
Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges |  | 2.16% |  | 2.16% |  |
Trade Date |  |  |  | Jan. 09, 2018 |  |
Derivative, Inception Date |  |  |  | Jan. 16, 2018 |  |
Maturity Date |  |  |  | Jan. 15, 2023 |  |
Pay Fixed Swap Rate |  | 2.24% |  | 2.24% |  |
Fair Value |  | $ (1,347,000) |  | $ (1,347,000) |  |
Position eleven [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 50,000,000 |  | $ 50,000,000 |  |
Receive (Variable) Index |  |  |  | 1 Month LIBOR |  |
Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges |  | 2.16% |  | 2.16% |  |
Trade Date |  |  |  | Jul. 31, 2018 |  |
Derivative, Inception Date |  |  |  | Aug. 15, 2018 |  |
Maturity Date |  |  |  | Aug. 15, 2023 |  |
Pay Fixed Swap Rate |  | 2.82% |  | 2.82% |  |
Fair Value |  | $ (189,000) |  | $ (189,000) |  |
Position ten [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 50,000,000 |  | $ 50,000,000 |  |
Receive (Variable) Index |  |  |  | 1 Month LIBOR |  |
Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges |  | 2.16% |  | 2.16% |  |
Trade Date |  |  |  | Jan. 09, 2018 |  |
Derivative, Inception Date |  |  |  | Jan. 16, 2018 |  |
Maturity Date |  |  |  | Jan. 15, 2022 |  |
Fair Value |  | $ (516,000) |  | $ (516,000) |  |
Derivative, Cap Interest Rate |  | 2.75% |  | 2.75% |  |
Derivative, Floor Interest Rate |  | 1.80% |  | 1.80% |  |
Position twelve [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount |  | $ 50,000,000 |  | $ 50,000,000 |  |
Receive (Variable) Index |  |  |  | 1 Month LIBOR |  |
Current Rate Paid on Derivative for Interest Rate Swaps which qualify as hedges |  | 2.16% |  | 2.16% |  |
Trade Date |  |  |  | Jul. 31, 2018 |  |
Derivative, Inception Date |  |  |  | Aug. 15, 2018 |  |
Maturity Date |  |  |  | Aug. 15, 2022 |  |
Fair Value |  | $ (128,000) |  | $ (128,000) |  |
Derivative, Cap Interest Rate |  | 3.08% |  | 3.08% |  |
Derivative, Floor Interest Rate |  | 2.50% |  | 2.50% |  |
Position thirteen [Member] |  |  |  |  |  |
Details of derivative positions for interest rate swaps which qualify as hedges for accounting purposes |  |  |  |  |  |
Notional Amount | [1] | $ 50,000,000 |  | $ 50,000,000 |  |
Receive (Variable) Index |  |  |  | 1 Month LIBOR |  |
Trade Date | [1] |  |  | Sep. 24, 2018 |  |
Derivative, Inception Date | [1] |  |  | Oct. 15, 2018 |  |
Maturity Date | [1] |  |  | Apr. 15, 2023 |  |
Fair Value |  | $ 32,000 |  | $ 32,000 |  |
Derivative, Cap Interest Rate |  | 3.09% |  | 3.09% |  |
Derivative, Floor Interest Rate |  | 2.75% |  | 2.75% |  |
[1] | In September 2018, the Company entered into a forward-starting interest rate collar with a notional amount of $50.0 million, with the intention of hedging against adverse fluctuations in interest rates by reducing its exposure to variability in cash flows relating to interest income on the Company's variable-rate loans.

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- Definition The amount of expense charged against earnings by an entity to record deferred gains and losses on hedge instruments. + References No definition available. + Details
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- Definition Aggregate notional amount specified by the derivative(s). Expressed as an absolute value. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher SEC -Name Regulation S-X (SX) -Number 210 -Article 12 -Section 13 -Sentence Column B + Details
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