Derivatives (Tables)

9 Months Ended

Sep. 30, 2015

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Interest Rate Derivatives [Table Text Block]

Summary information about the interest rate swaps designated as cash flow hedges as of September 30, 2015 and 2014 and December 31, 2014 is presented in the following table.

(dollars in thousands)	September 30, 2015			December 31, 2014			September 30, 2014
Notional amount	$	75,000		$	50,000		$	—
Weighted average pay rates		1.56	%		1.58	%		—	%
Weighted average receive rates		0.30	%		0.24	%		—	%
Weighted average maturity		4.1 years			4.4 years			—
Fair value	$	(1,105	)	$	48		$	—

Schedule of Cash Flow Hedges Included in Accumulated Other Comprehensive Income (Loss) [Table Text Block]

The following table presents the net gains (losses), recorded in other comprehensive income and the Consolidated Statements of Income relating to the cash flow derivative instruments for the nine months ended September 30, 2015:

	2015
(in thousands)	Amount of loss recognized in OCI (Effective Portion)			Amount of loss reclassified from OCI to interest income		Amount of loss recognized in other Non-interest income (Ineffective Portion)
Interest rate contracts	$	(1,153	)	$	—	$	—