Derivatives (Details) - Summary of interest rate swap designated as a cash flow hedges - USD ($) $ in Thousands	3 Months Ended	12 Months Ended
Mar. 31, 2018	Dec. 31, 2017
Summary of interest rate swap designated as a cash flow hedges [Abstract]
Notional amount	$ 100,000	$ 100,000
Weighted average pay rates	1.79%	1.66%
Weighted average receive rates	1.82%	1.23%
Weighted average maturity	2 years 2 months 12 days	2 years 4 months 2 days
Fair value	$ 1,714	$ 798

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://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 230
-SubTopic 10
-Section 45
-Paragraph 28
-Subparagraph (b)
-URI http://asc.fasb.org/extlink&oid=109223946&loc=d3e3602-108585

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