COMMITMENTS, CONTINGENCIES AND DERIVATIVES (Schedule of Swapped Variable Cost for Fixed Cost and Terms of Interest Rate Swap Agreements) (Details) - USD ($)		3 Months Ended	9 Months Ended	12 Months Ended
		Sep. 30, 2017	Sep. 30, 2017	Dec. 31, 2016
Derivative [Line Items]
Derivative, fair value		$ 313,000	$ 313,000	$ 278,000
Loss on Cash Flow Hedge Ineffectiveness		0	0	0
Interest rate swaps
Derivative [Line Items]
Notional Amount		43,000,000	43,000,000	43,000,000
Derivative, fair value	[1]	(8,123,000)	(8,123,000)	(8,372,000)
Interest rate swaps | Contract, One
Derivative [Line Items]
Notional Amount		$ 10,000,000	$ 10,000,000
Trade Date			Mar. 18, 2009
Maturity Date			Jun. 30, 2021
Variable Index Received			3 months
Fixed Rate Paid		5.09%	5.09%
Derivative, fair value	[1]	$ (670,000)	$ (670,000)	(806,000)
Interest rate swaps | Contract, Two
Derivative [Line Items]
Notional Amount		$ 10,000,000	$ 10,000,000
Trade Date			Jul. 08, 2009
Maturity Date			Jun. 30, 2029
Variable Index Received			3 months
Fixed Rate Paid		5.84%	5.84%
Derivative, fair value	[1]	$ (2,268,000)	$ (2,268,000)	(2,321,000)
Interest rate swaps | Contract, Three
Derivative [Line Items]
Notional Amount		$ 10,000,000	$ 10,000,000
Trade Date			May 06, 2010
Maturity Date			Jun. 30, 2030
Variable Index Received			3 months
Fixed Rate Paid		5.71%	5.71%
Derivative, fair value	[1]	$ (2,253,000)	$ (2,253,000)	(2,290,000)
Interest rate swaps | Contract, Four
Derivative [Line Items]
Notional Amount		$ 5,000,000	$ 5,000,000
Trade Date			Mar. 14, 2011
Maturity Date			Mar. 30, 2031
Variable Index Received			3 months
Fixed Rate Paid		5.75%	5.75%
Derivative, fair value	[1]	$ (1,198,000)	$ (1,198,000)	(1,211,000)
Interest rate swaps | Contract, Five
Derivative [Line Items]
Notional Amount		$ 8,000,000	$ 8,000,000
Trade Date			May 04, 2011
Maturity Date			Jul. 07, 2031
Variable Index Received			3 months
Fixed Rate Paid		5.56%	5.56%
Derivative, fair value	[1]	$ (1,734,000)	$ (1,734,000)	(1,744,000)
Forward-Starting Interest Rate Swap
Derivative [Line Items]
Notional Amount		50,000,000	50,000,000	50,000,000
Derivative, fair value	[2]	(98,000)	(98,000)	(389,000)
Forward-Starting Interest Rate Swap | Contract, One
Derivative [Line Items]
Notional Amount		$ 25,000,000	$ 25,000,000
Trade Date			Feb. 25, 2015
Maturity Date			Feb. 25, 2018
Variable Index Received			1 month
Fixed Rate Paid		1.54%	1.54%
Derivative, fair value	[2]	$ (24,000)	$ (24,000)	(152,000)
Forward-Starting Interest Rate Swap | Contract, Two
Derivative [Line Items]
Notional Amount		$ 25,000,000	$ 25,000,000
Trade Date			Feb. 25, 2015
Maturity Date			Feb. 25, 2019
Variable Index Received			1 month
Fixed Rate Paid		1.74%	1.74%
Derivative, fair value	[2]	$ (74,000)	$ (74,000)	$ (237,000)

[1] Presented within accrued interest and other liabilities on the consolidated statements of condition.

[2] Presented within accrued interest and other liabilities on the consolidated statements of condition.