Note 19 - Derivative Instruments and Hedging Activities (Tables)

12 Months Ended

Dec. 31, 2011

Schedule of Interest Rate Derivatives [Table Text Block]

	December 31,
	2011			2010
Fair Value Hedges
Related to fixed rate commercial loans
Notional amount outstanding	$	16,947		$	17,994
Weighted-average interest rate received		2.19	%		2.17	%
Weighted-average interest rate paid		6.39	%		6.40	%
Weighted-average maturity (in years)		5.76			6.76
Derivative liability fair value	$	(2,459	)	$	(1,833	)
Cash pledged to collateralize net unrealized losses with counterparties (1)	$	2,516		$	1,836
Aggregate fair value of assets needed to settle the instruments immediately (if the credit risk-related contingent features were triggered)	$	2,492		$	1,868

Schedule of Net Investment Hedges in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

	Years ended December 31,
	2011			2010			2009
Net hedge ineffectiveness recognized in noninterest income:
Change in fair value of swaps	$	(626	)	$	(588	)	$	1,383
Change in fair value of hedged items		624			585			(1,389	)
Net hedge ineffectiveness (1)	$	(2	)	$	(3	)	$	(6	)
Gains recognized in net interest income (2)	$	-		$	-		$	120