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Note 6 - Interest Rate Swap Derivatives - Fair Values of Derivative (Details) (Parentheticals) - Other Liabilities [Member]	Mar. 31, 2016
Interest Rate Swap 1 [Member] | London Interbank Offered Rate (LIBOR) [Member]
Fair value	10.00%
Interest Rate Swap 2 [Member] | Federal Funds Effective Swap Rate [Member]
Fair value	10.00%
Interest Rate Swap 3 [Member] | London Interbank Offered Rate (LIBOR) [Member]
Fair value	10.00%

X

- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ References

No definition available.

+ Details

Name:	us-gaap_DerivativeBasisSpreadOnVariableRate
Namespace Prefix:	us-gaap_
Data Type:	num:percentItemType
Balance Type:	na
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_DerivativeInstrumentRiskAxis=egbn_InterestRateSwap1Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_VariableRateAxis=us-gaap_LondonInterbankOfferedRateLIBORMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=egbn_InterestRateSwap2Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_VariableRateAxis=us-gaap_FederalFundsEffectiveSwapRateMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	us-gaap_DerivativeInstrumentRiskAxis=egbn_InterestRateSwap3Member
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: