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Derivatives (Details) - Summary of interest rate swap designated as a cash flow hedges - USD ($) $ in Thousands | 6 Months Ended | 12 Months Ended
--- | --- | ---
Jun. 30, 2017 | Jun. 30, 2016 | Dec. 31, 2016
Summary of interest rate swap designated as a cash flow hedges [Abstract] |  |  |
Notional amount | $ 100,000 | $ 75,000 | $ 75,000
Weighted average pay rates | 1.62% | 1.58% | 1.59%
Weighted average receive rates | 1.08% | 0.65% | 0.69%
Weighted average maturity | 2 years 11 months 19 days | 3 years 3 months 19 days | 2 years 9 months 18 days
Fair value | $ 45 | $ (1,856) | $ 88

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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 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=98514028&loc=d3e3602-108585 + Details
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