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Note 16 - Regulatory and Operational Matters (Details Textual)	Jan. 01, 2019	Dec. 31, 2016
Capital Required to be Well Capitalized to Risk Weighted Assets		10.00%
Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets		8.00%
Common Equity, Tier 1, Capital Required for Capital Adequacy to Risk Weighted Assets		6.50%
Tier One Leverage Capital Required to be Well Capitalized to Average Assets		5.00%
Capital Conservation Buffer		2.50%
Capital Conservation Buffer Phase In Amount		0.625%
Scenario, Forecast [Member]
Common Equity, Tier 1, Capital Required for Capital Adequacy to Risk Weighted Assets	7.00%
Capital Required for Capital Adequacy to Risk Weighted Assets	10.50%
Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	8.50%

X

- Definition

An additional amount held in risk-based capital designed to ensure that banks build up capital buffers outside periods of stress which can be drawn down as losses are incurred. The requirement is based on simple capital conservation rules designed to avoid breaches of minimum capital requirements.

+ References

No definition available.

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- Definition

Amount resulting from the phase-in of a capital conservation buffer.

+ References

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- Definition

The minimum Common Equity Tier One Capital Ratio (common equity Tier one capital divided by risk-weighted assets) required for capital adequacy purposes under the regulatory framework for prompt corrective action.

+ References

No definition available.

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- Definition

The minimum Total risk based capital ratio (total capital divided by risk weighted assets) required for capital adequacy purposes under the regulatory framework for prompt corrective action.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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-Publisher FASB
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-Topic 942
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-Paragraph 1H
-Subparagraph (c)(2)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=d3e65071-112826

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-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1B
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958570-112826

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The Total risk based capital ratio (total capital divided by risk weighted assets) required to be categorized as "well capitalized", in the regulatory framework for prompt corrective action.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
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The amount of Tier 1 Leverage Capital required to be categorized as well capitalized divided by average assets as defined in the regulatory framework for prompt corrective action.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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The minimum Tier One Capital Ratio (Tier one capital divided by risk-weighted assets) required for capital adequacy purposes under the regulatory framework for prompt corrective action.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
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-SubTopic 505
-Section 50
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-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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-Publisher FASB
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-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1B
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The Tier 1 capital ratio (Tier 1 capital divided by risk weighted assets) required to be categorized as "well capitalized" under the regulatory framework for prompt corrective action.

+ References

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 942
-SubTopic 505
-Section 50
-Paragraph 1
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=35709795&loc=SL5958568-112826

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