FAIR VALUE MEASUREMENTS (Details 2) (USD $) In Thousands, unless otherwise specified	12 Months Ended
	Dec. 31, 2013		Dec. 31, 2012
Private Mortgage Backed Securities [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Assets nonrecurring	$ 0	[1]	$ 3,532	[1]
Pooled trust preferred securities [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Assets	3,841		2,981
Pooled trust preferred securities [Member] | Minimum [Member] | Discounted cash flow methodology [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Cumulative Prepayment	0.00%		0.00%
Cumulative Default	3.00%		3.00%
Loss Given Default	85.00%		85.00%
Cure Given Default	0.00%		0.00%
Pooled trust preferred securities [Member] | Maximum [Member] | Discounted cash flow methodology [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Cumulative Prepayment	76.00%		76.00%
Cumulative Default	100.00%		100.00%
Loss Given Default	100.00%		100.00%
Cure Given Default	75.00%		75.00%
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Minimum [Member] | Multi-dimensional spreads table [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Cumulative Prepayment	0.00%		10.00%
Constant Default Rate	0.00%		1.00%
Severity	0.00%		20.00%
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Maximum [Member] | Multi-dimensional spreads table [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Cumulative Prepayment	0.00%		15.00%
Constant Default Rate	0.00%		20.00%
Severity	0.00%		55.00%
Impaired Loans [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Assets nonrecurring	10,328		7,817
Other Real Estate Owned [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Assets nonrecurring	$ 7,466		$ 11,974
Mortgage-backed Securities, Issued by Private Enterprises [Member] | Weighted Average [Member] | Multi-dimensional spreads table [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Cumulative Prepayment	0.00%		13.90%
Constant Default Rate	0.00%		4.00%
Severity	0.00%		33.60%
Pooled Trust Preferred Securities [Member] | Weighted Average [Member] | Discounted cash flow methodology [Member] | Significant Unobservable Inputs (Level 3) [Member]
Fair Value, Assets, Quantitative Information [Line Items]
Cumulative Prepayment	7.20%		7.50%
Cumulative Default	18.10%		19.60%
Loss Given Default	95.70%		94.90%
Cure Given Default	39.90%		33.80%

[1] Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable. Appraisals may be adjusted by management for qualitative factors such as economic factors and estimated liquidation expenses. The range of these possible adjustments may vary.