Interest Rate Swaps	12 Months Ended
Jun. 30, 2013
Interest Rate Swaps [Abstract]
Interest Rate Swaps	11. INTEREST RATE SWAPS In fiscal 2013, the Bank entered into forward-start interest rate swaps to mitigate risk from its exposure to variability in interest payments on the Bank’s variable rate deposits. The Bank’s forward-start interest rate swaps exchange fixed for variable interest payments beginning at a pre-specified date in the future according to the terms of the swap agreements and are designated as cash flow hedges. As of June 30, 2013, the notional amount of interest rate swap agreements designated as cash flow hedging instruments was $100,000,000 with a fair value of $1,789,000 included in other assets on the Consolidated Statements of Financial Condition. In addition, interest rate swaps are used by the Bank to manage interest rate risk on certain fixed rate loans funded with variable rate deposits which exposes the Bank to potential variability in its net interest margin. These fixed rate loans include terms matching the interest rate swaps and are recorded at fair value under the fair value option election. As of June 30, 2013, the notional amount of interest rate swaps outstanding related to fixed rate loan transactions was $13,902,000 with a fair value of $145,000 included in other assets on the Consolidated Statements of Financial Condition. For fiscal year 2013, gains recognized in other revenue on the Consolidated Statements of Comprehensive Loss as a result of changes in fair value of the interest rate swaps were $145,000.

11. INTEREST RATE SWAPS

In fiscal 2013, the Bank entered into forward-start interest rate swaps to mitigate risk from its exposure to variability in interest payments on the Bank’s variable rate deposits. The Bank’s forward-start interest rate swaps exchange fixed for variable interest payments beginning at a pre-specified date in the future according to the terms of the swap agreements and are designated as cash flow hedges. As of June 30, 2013, the notional amount of interest rate swap agreements designated as cash flow hedging instruments was $100,000,000 with a fair value of $1,789,000 included in other assets on the Consolidated Statements of Financial Condition.

In addition, interest rate swaps are used by the Bank to manage interest rate risk on certain fixed rate loans funded with variable rate deposits which exposes the Bank to potential variability in its net interest margin. These fixed rate loans include terms matching the interest rate swaps and are recorded at fair value under the fair value option election. As of June 30, 2013, the notional amount of interest rate swaps outstanding related to fixed rate loan transactions was $13,902,000 with a fair value of $145,000 included in other assets on the Consolidated Statements of Financial Condition.

For fiscal year 2013, gains recognized in other revenue on the Consolidated Statements of Comprehensive Loss as a result of changes in fair value of the interest rate swaps were $145,000.