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Derivatives (Details) - Summary of interest rate swap designated as a cash flow hedges - USD ($) $ in Thousands | 9 Months Ended | 12 Months Ended
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Sep. 30, 2015 | Sep. 30, 2014 | Dec. 31, 2014
Summary of interest rate swap designated as a cash flow hedges [Abstract] |  |  |
Notional amount | $ 75,000 |  | $ 50,000
Weighted average pay rates | 1.56% |  | 1.58%
Weighted average receive rates | 0.30% |  | 0.24%
Weighted average maturity | 4 years 36 days |  | 4 years 146 days
Fair value | $ (1,105) |  | $ 48

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- References No definition available. + Details
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- Definition Weighted average receive rates. + 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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- Definition Average fixed interest rate related to the group of interest rate derivatives. + References No definition available. + Details
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- Definition Average remaining period until maturity of the derivative contract, in 'PnYnMnDTnHnMnS' format, for example, 'P1Y5M13D' represents the reported fact of one year, five months, and thirteen days. + References No definition available. + Details
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- Definition The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period. + References Reference 1: http://www.xbrl.org/2003/role/presentationRef -Publisher FASB -Name Accounting Standards Codification -Topic 230 -SubTopic 10 -Section 45 -Paragraph 28 -Subparagraph (b) -URI http://asc.fasb.org/extlink&oid=56944662&loc=d3e3602-108585 + Details
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