Derivative Financial Instruments - Schedule of Derivative Instruments (Detail) - USD ($)	12 Months Ended
Dec. 31, 2016	Dec. 31, 2015
Derivative Instruments, Gain (Loss) [Line Items]
Total Derivatives Used for Interest Rate Risk Management and Designated as Hedges	$ 94,582,000	$ 97,157,000
Average Pay Rate	3.64%	3.64%
Fair Value Hedging [Member] \| Interest Rate Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount, Pay Fixed Swap (Hedging Commercial Loans)	$ 94,582,000	$ 97,157,000
Cash Flow Hedging [Member] \| Interest Rate Contracts [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Notional Amount, Pay Fixed Swap (Hedging Commercial Loans)	$ 94,582,000	$ 97,157,000

Aggregate notional amount specified by the derivative(s). Expressed as an absolute value.

Reference 1: http://www.xbrl.org/2003/role/presentationRef
-Publisher SEC
-Name Regulation S-X (SX)
-Number 210
-Article 12
-Section 13
-Sentence Column B

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The average interest rate on the stream of payments made on interest rate swap derivatives considered fair value hedges.

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- Definition

Derivatives used for interest rate risk management and designated as hedges.

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- Definition

Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

+ References

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