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Stockholders' Equity and Regulatory Requirements
 12 Months Ended
Dec. 31, 2016
Stockholders' Equity Note [Abstract]  
Stockholders' Equity Note Disclosure [Text Block]

Note 16 - Stockholders’ Equity and Regulatory Requirements 

Banks and bank holding companies are subject to regulatory capital requirements administered by federal banking agencies. Capital adequacy guidelines and, additionally for banks, prompt corrective action regulations, involve quantitative measures of assets, liabilities, and certain off-balance-sheet items calculated under regulatory accounting practices. Capital amounts and classifications are also subject to qualitative judgments by regulators. Failure to meet capital requirements can initiate regulatory action. The final rules implementing the Basel Committee on Banking Supervisions’ capital guidelines for U.S. banks (Basel III rules) became effective for the Company on January 1, 2015 with full compliance with all of the requirements being phased in over a multi- year schedule, and fully phased in by January 1, 2019. The net unrealized gain or loss on available for sale securities is not included in computing regulatory capital. Capital amounts and ratios for December 31, 2014 are calculated using Basel I rules. Management believes as of December 31, 2016, the Bank and the Parent Corporation meet all capital adequacy requirements which they are subject.

Prompt corrective action regulations provide five classifications: well capitalized, adequately capitalized, undercapitalized, significantly undercapitalized and critically undercapitalized, although these terms are not used to represent overall financial condition. If adequately capitalized, regulatory approval is required to accept brokered deposits. If undercapitalized, capital distributions are limited, as is growth and expansion, and capital restoration plans are required. As of December 31, 2016 and 2015, the most recent regulatory notifications categorized the Banks as well capitalized under the regulatory framework for prompt corrective action. There are no conditions or events since that notification that management believes have changed the institution’s category.

The following is a summary of the Bank’s and the Parent Corporation’s actual capital amounts and ratios as of December 31, 2016 and 2015, compared to the FRB and FDIC minimum capital adequacy requirements and the FDIC requirements for classification as a well-capitalized institution.

 

     Minimum
Capital Adequacy		  For Classification
Under Corrective
Action Plan
as Well Capitalized		 
  Amount  Ratio  Amount  Ratio  Amount  Ratio 
The Bank (dollars in thousands) 
December 31, 2016                        
Leverage (Tier 1) capital $434,067   10.34%  $167,996   4.00%  $209,995   5.00% 
Risk-Based Capital:                        
CET 1 $434,067   10.98%  $177,944   4.50%  $257,030   6.50% 
Tier 1  434,067   10.98%   237,258   6.00%   316,344   8.00% 
Total  459,811   11.63%   316,344   8.00%   395,430   10.00% 
December 31, 2015                        
Leverage (Tier 1) capital $372,979   9.96%  $149,724   4.00%  $187,154   5.00% 
Risk-Based Capital:                        
  $372,979   10.55%  $159,028   4.50%  $229,707   6.50% 
Tier 1  372,979   10.55%   212,037   6.00%   282,716   8.00% 
Total  399,551   11.31%   282,716   8.00%   353,395   10.00% 

 

     Minimum Capital
Adequacy		  For Classification
as Well Capitalized		 
  Amount  Ratio  Amount  Ratio  Amount  Ratio 
The Company (dollars in thousands) 
December 31, 2016                        
Leverage (Tier 1) capital $390,205   9.29%  $168,048   4.00%   N/A   N/A 
Risk-Based Capital:                        
CET 1 $385,050   9.74%  $177,967   4.50%   N/A   N/A 
Tier 1  390,205   9.87%   237,289   6.00%   N/A   N/A 
Total  465,949   11.78%   316,386   8.00%   N/A   N/A 
December 31, 2015                        
Leverage (Tier 1) capital $339,544   9.07%  $149,776   4.00%   N/A   N/A 
Risk-Based Capital:                        
  $323,139   9.14%  $159,078   4.50%   N/A   N/A 
Tier 1  339,544   9.61%   212,104   6.00%   N/A   N/A 
Total  416,116   11.77%   282,805   8.00%   N/A   N/A 

The new Basel III rules require a “capital conservation buffer,” for both the Company and the Bank. When fully phased in on January 1, 2019, each of the Company and the Bank will be required to maintain a 2.5% capital conservation buffer, above and beyond the capital levels otherwise required under applicable regulation. The implementation of this capital conservation buffer began on January 1, 2016 at a level of 0.625%, and will increase by 0.625% on each subsequent January 1 until it reaches 2.5% on January 1, 2019. Under this guidance banking institutions with a CET1, Tier 1 Capital Ratio and Total Risk Based Capital Ratio above the minimum regulatory adequate capital ratios but below the capital conservation buffer will face constraints on their ability to pay dividends, repurchase equity and pay discretionary bonuses to executive officers, based on the amount of the shortfall.

As of December 31, 2016 both the Company and Bank satisfy the capital conservation buffer requirements applicable to them. The lowest ratio at the Company is the Tier 1 Capital Ratio which was 3.157% above the minimum buffer ratio and, at the Bank, the lowest ratio was the Total Risk Based Capital Ratio which was 3.003% above the minimum buffer ratio.