XML 14 R46.htm IDEA: XBRL DOCUMENT v3.2.0.727
Derivative Financial Instruments and Hedging Activities - Narrative (Details)
3 Months Ended 6 Months Ended
Jun. 30, 2015
USD ($)
derivative
Jun. 30, 2014
USD ($)
Jun. 30, 2015
USD ($)
derivative
Jun. 30, 2014
USD ($)
Dec. 31, 2014
USD ($)
Derivatives, Fair Value [Line Items]          
Lower threshold requiring collateral to be posted, liabilities $ 100,000   $ 100,000    
Higher threshold requiring collateral to be posted, liabilities 250,000.00   250,000.00    
Fair value hedge          
Derivatives, Fair Value [Line Items]          
Net hedge ineffectiveness, derivatives 70,000 $ 15,000 58,000 $ 173,000  
Designated as hedging instrument | Fair value hedge          
Derivatives, Fair Value [Line Items]          
Accrued interest on swaps $ 36,000   $ 36,000   $ 41,000
Interest rate swap | Designated as hedging instrument | Fair value hedge          
Derivatives, Fair Value [Line Items]          
Number of derivative instruments qualifying for short-cut hedge treatment | derivative 1   1    
Number of derivative instruments | derivative 8   8    
Interest rate swap | Designated as hedging instrument | Fair value hedge | Other assets          
Derivatives, Fair Value [Line Items]          
Interest rate contracts notional amount, Asset derivatives $ 4,499,000   $ 4,499,000   4,589,000
Interest rate swap | Designated as hedging instrument | Fair value hedge | Other liabilities          
Derivatives, Fair Value [Line Items]          
Interest rate contracts notional amount, Liability derivatives 26,000,000   26,000,000   26,899,000
Interest income | Fair value hedge          
Derivatives, Fair Value [Line Items]          
Increase (decrease) in value of designated interest rate swaps recognized in interest income 966,000 (423,000) 420,000 313,000  
Payment on interest rate swaps recorded in interest income (233,000) (252,000) (469,000) (505,000)  
(Decrease) increase in value of hedged loans recognized in interest income (1,023,000) 453,000 (451,000) (78,000)  
Decrease in value of yield maintenance agreement recognized against interest income (13,000) (15,000) (27,000) (62,000)  
Net loss on derivatives recognized against interest income (303,000) $ (237,000) (527,000) $ (332,000)  
Assets and liabilities at fair value measured on a recurring basis | Interest rate contract | Designated as hedging instrument | Fair value hedge | Other assets          
Derivatives, Fair Value [Line Items]          
Interest rate contracts fair value, Asset derivatives 116,000   116,000   61,000
Assets and liabilities at fair value measured on a recurring basis | Interest rate contract | Designated as hedging instrument | Fair value hedge | Other liabilities          
Derivatives, Fair Value [Line Items]          
Interest rate contracts fair value, Liability derivatives $ 1,631,000   $ 1,631,000   $ 1,996,000