XML 56 R45.htm IDEA: XBRL DOCUMENT
v3.10.0.1

Note 4 - Derivatives and Hedging Activities - Summary of Interest Rate Swaps Derivatives (Details) - Other Liabilities. - Cash Flow Hedging [Member] | 6 Months Ended
--- | ---
Jun. 30, 2018 USD ($)
National Amount | $ 39,000,000
Fair value | $ 372,050
Receive Rate | 4.58%
Pay Rate | 5.24%
QCR Holdings Statutory Trust II |
National Amount | $ 10,000,000
Fair value | $ 94,210
Receive Rate | 5.19%
Pay Rate | 5.85%
QCR Holdings Statutory Trust III |
National Amount | $ 8,000,000
Fair value | $ 75,368
Receive Rate | 5.19%
Pay Rate | 5.85%
QCR Holdings Statutory Trust V |
National Amount | $ 10,000,000
Fair value | $ 97,961
Receive Rate | 3.90%
Pay Rate | 4.54%
Community National Statutory Trust II |
National Amount | $ 3,000,000
Fair value | $ 28,329
Receive Rate | 4.49%
Pay Rate | 5.17%
Community National Statutory Trust III |
National Amount | $ 3,500,000
Fair value | $ 33,330
Receive Rate | 4.09%
Pay Rate | 4.75%
Guaranty Bankshares Statutory Trust I |
National Amount | $ 4,500,000
Fair value | $ 42,852
Receive Rate | 4.09%
Pay Rate | 4.75%

X
- 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
Name: | invest_DerivativeNotionalAmount
Namespace Prefix: | invest_
Data Type: | xbrli:monetaryItemType
Balance Type: | na
Period Type: | instant

X
- Definition Represents the pay rate of the derivative instrument. + References No definition available. + Details
Name: | qcrh_DerivativesPayRate
Namespace Prefix: | qcrh_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Represents the receive rate of the derivative instrument. + References No definition available. + Details
Name: | qcrh_DerivativesReceiveRate
Namespace Prefix: | qcrh_
Data Type: | num:percentItemType
Balance Type: | na
Period Type: | duration

X
- Definition Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments. + References Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef -Publisher FASB -Name Accounting Standards Codification -Topic 815 -SubTopic 10 -Section 50 -Paragraph 4B -Subparagraph (c)(1) -URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959 + Details
Name: | us-gaap_InterestRateCashFlowHedgeAssetAtFairValue
Namespace Prefix: | us-gaap_
Data Type: | xbrli:monetaryItemType
Balance Type: | debit
Period Type: | instant

X
- Details
Name: | us-gaap_BalanceSheetLocationAxis=us-gaap_OtherLiabilitiesMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis=us-gaap_CashFlowHedgingMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_QcrHoldingsStatutoryTrustTwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_QcrHoldingsStatutoryTrustThreeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_QcrHoldingsStatutoryTrustFiveMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_CommunityNationalStatutoryTrustTwoMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_CommunityNationalStatutoryTrustThreeMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |

X
- Details
Name: | us-gaap_DerivativeInstrumentRiskAxis=qcrh_GuarantyBanksharesStatutoryTrustOneMember
Namespace Prefix: |
Data Type: | na
Balance Type: |
Period Type: |