Derivatives (Details) - Summary of interest rate swap designated as a cash flow hedges - USD ($) $ in Thousands	12 Months Ended
Dec. 31, 2017	Dec. 31, 2016
Summary of interest rate swap designated as a cash flow hedges [Abstract]
Notional amount	$ 100,000	$ 75,000
Weighted average pay rates	1.66%	1.59%
Weighted average receive rates	1.23%	0.69%
Weighted average maturity	2 years 4 months 24 days	2 years 9 months 18 days
Fair value	$ 798	$ 88

The net change in the difference between the fair value and the carrying value, or in the comparative fair values, of derivative instruments, including options, swaps, futures, and forward contracts, held at each balance sheet date, that was included in earnings for the period.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=98514028&loc=d3e3602-108585

Name:	us-gaap_UnrealizedGainLossOnDerivatives
Namespace Prefix:	us-gaap_
Data Type:	xbrli:monetaryItemType
Balance Type:	credit
Period Type:	duration