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Interest Rate Swaps (Details) - USD ($) $ in Thousands	12 Months Ended
	Dec. 31, 2019	Dec. 31, 2018	Dec. 31, 2017
Derivative [Line Items]
Weighted average pay rate on interest-rate swaps	4.60%	4.53%	4.46%
Weighted average receive rate on interest-rate swaps	4.02%	4.78%	3.81%
Weighted average maturity (years)	4 years 2 months 12 days	4 years 4 months 24 days	3 years 2 months 12 days
Fair value of interest-rate swaps	$ (1,898)	$ (767)	$ (653)
Fair value of loan yield maintenance provisions	1,898	767	653
Interest rate swaps
Derivative [Line Items]
Notional amounts	$ 42,178	$ 35,996	$ 38,481

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- Definition

Weighted average interest rate received interest rate swaps.

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Fair value, after the effects of master netting arrangements, of a financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset. Includes assets not subject to a master netting arrangement and not elected to be offset.

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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.

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Nominal or face amount used to calculate payment on derivative.

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Fair value as of the balance sheet date of interest rate derivative assets, net of interest rate derivative liabilities, which includes all such derivative instruments in hedging and nonhedging relationships that are recognized on the balance sheet.

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