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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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- Definition

Cutstom Element.

+ References

No definition available.

+ Details

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X

- References

No definition available.

+ Details

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- Definition

Weighted average receive rates.

+ References

No definition available.

+ Details

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X

- Definition

Average fixed interest rate related to the group of interest rate derivatives.

+ References

No definition available.

+ Details

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X

- 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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X

- 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

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