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Derivative Instruments - Hedge Derivatives (Details) - Hedging derivative - USD ($)
$ in Thousands
 3 Months Ended 6 Months Ended 12 Months Ended
Jun. 30, 2017
Jun. 30, 2017
Dec. 31, 2016
Interest Rate Swap July 2014 - August 2020      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 125,000 $ 125,000  
Asset 0 0 $ 2,704
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   0 1,643
Interest Rate Swap July 2014 - July 2021      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount [1] $ 27,500 $ 27,500  
Receive Rate [1]   1 month LIBOR  
Pay Rate (as percent) [1] 2.09% 2.09%  
Lower maturity range date term   Jul. 01, 2014  
Higher maturity range date term   Jul. 31, 2021  
Asset [1] $ 0 $ 0 395
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income [1]   0 240
Interest Rate Swap July 2014 - July 2022      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount [1] $ 25,000 $ 25,000  
Receive Rate [1]   1 month LIBOR  
Pay Rate (as percent) [1] 2.27% 2.27%  
Lower maturity range date term   Jul. 01, 2014  
Higher maturity range date term   Jul. 31, 2022  
Asset [1] $ 0 $ 0 610
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income [1]   0 371
Interest Rate Swap July 2014 - July 2023      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount [1] $ 27,500 $ 27,500  
Receive Rate [1]   1 month LIBOR  
Pay Rate (as percent) [1] 2.42% 2.42%  
Lower maturity range date term   Jul. 01, 2014  
Higher maturity range date term   Jul. 31, 2023  
Asset [1] $ 0 $ 0 874
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income [1]   0 531
Interest Rate Swap July 2014 - July 2024      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount [1] $ 30,000 $ 30,000  
Receive Rate [1]   1 month LIBOR  
Pay Rate (as percent) [1] 2.50% 2.50%  
Lower maturity range date term   Jul. 01, 2014  
Higher maturity range date term   Jul. 31, 2024  
Asset [1] $ 0 $ 0 900
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income [1]   0 547
Interest Rate Swap August 2015 - August 2020      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount [1] $ 15,000 $ 15,000  
Receive Rate [1]   1 month LIBOR  
Pay Rate (as percent) [1] 1.47% 1.47%  
Lower maturity range date term   Aug. 01, 2015  
Higher maturity range date term   Aug. 31, 2020  
Liabilities [1] $ 0 $ 0 (75)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income [1]   0 (46)
Gain contract termination 3,100    
Cash flow hedge | Interest Rate Swap April 2016 - October 2022      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount 200,000 200,000  
Liabilities (7,222) (7,222) (6,732)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   (4,388) (4,091)
Cash flow hedge | Interest Rate Swap April 2016 - April 2020      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 33,000 $ 33,000  
Receive Rate   3 month LIBOR  
Pay Rate (as percent) 2.265% 2.265%  
Lower maturity range date term [2]   Apr. 01, 2016  
Higher maturity range date term [2]   Apr. 30, 2020  
Liabilities $ (617) $ (617) (727)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   (375) (442)
Cash flow hedge | Interest Rate Swap April 2016 - April 2022      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 33,000 $ 33,000  
Receive Rate   3 month LIBOR  
Pay Rate (as percent) 2.646% 2.646%  
Lower maturity range date term [2]   Apr. 01, 2016  
Higher maturity range date term [2]   Apr. 30, 2022  
Liabilities $ (1,286) $ (1,286) (1,304)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   (782) (792)
Cash flow hedge | Interest Rate Swap October 2016 - October 2020      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 33,000 $ 33,000  
Receive Rate   3 month LIBOR  
Pay Rate (as percent) 2.523% 2.523%  
Lower maturity range date term [2]   Oct. 01, 2016  
Higher maturity range date term [2]   Oct. 31, 2020  
Liabilities $ (970) $ (970) (1,081)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   (589) (657)
Cash flow hedge | Interest Rate Swap October 2017 - October 2021      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 33,000 $ 33,000  
Receive Rate   3 month LIBOR  
Pay Rate (as percent) 2.992% 2.992%  
Lower maturity range date term [2]   Oct. 01, 2017  
Higher maturity range date term [2]   Oct. 31, 2021  
Liabilities $ (1,412) $ (1,412) (1,200)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   (858) (729)
Cash flow hedge | Interest Rate Swap April 2018 - July 2022      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 34,000 $ 34,000  
Receive Rate   3 month LIBOR  
Pay Rate (as percent) 3.118% 3.118%  
Lower maturity range date term [2]   Apr. 01, 2018  
Higher maturity range date term [2]   Jul. 31, 2022  
Liabilities $ (1,485) $ (1,485) (1,222)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   (902) (743)
Cash flow hedge | Interest Rate Swap July 2018 - October 2022      
Forward Cash Flow Hedge Relationship [Abstract]      
Forecasted Notional Amount $ 34,000 $ 34,000  
Receive Rate   3 month LIBOR  
Pay Rate (as percent) 3.158% 3.158%  
Lower maturity range date term [2]   Jul. 01, 2018  
Higher maturity range date term [2]   Oct. 31, 2022  
Liabilities $ (1,452) $ (1,452) (1,198)
Unrealized Gain (Loss) in Accumulated Other Comprehensive Income   $ (882) $ (728)
[1] Each of these swaps were terminated via cash settlement in the second quarter of 2017. As a result of terminating these contracts in the second quarter of 2017, Pinnacle Financial began recognizing a gain of $3.1 million over the original terms of these agreements.
[2] No cash will be exchanged prior to the beginning of the term.