Derivatives and Balance Sheet Offsetting (Tables)

12 Months Ended

Dec. 31, 2013

Derivative [Line Items]

Balance Sheet Offsetting [Table Text Block]

The following tables show the gross interest rate swap agreements and repurchase agreements in the consolidated balance sheets and the respective collateral received or pledged in the form of other financial instruments, which are generally marketable securities. The collateral amounts in these tables are limited to the outstanding balances of the related asset or liability. Therefore, instances of overcollateralization are not shown.

	Gross Amounts of Recognized Assets/Liabilities		Gross Amounts Offset in the Consolidated Balance Sheets		Net Amounts of Assets/Liabilities Presented in the Consolidated Balance Sheets		Gross Amounts Not Offset in the Consolidated Balance Sheets
							Collateral Posted			Net Amount
December 31, 2013	(in thousands)
Assets
Interest rate contracts	$	9,044	$	—	$	9,044	$	—		$	9,044
Liabilities
Interest rate contracts	$	9,044	$	—	$	9,044	$	(9,044	)	$	—
Repurchase agreements	$	25,000	$	—	$	25,000	$	(25,000	)	$	—
December 31, 2012
Assets
Interest rate contracts	$	14,921	$	—	$	14,921	$	—		$	14,921
Liabilities
Interest rate contracts	$	14,921	$	—	$	14,921	$	(14,921	)	$	—
Repurchase agreements	$	25,000	$	—	$	25,000	$	(25,000	)	$	—

Not Designated as Hedging Instrument [Member]

Derivative [Line Items]

Schedule of Fair Value Derivative Instruments

The following table presents the fair value and balance sheet classification of derivatives not designated as hedging instruments at December 31, 2013 and 2012:

	Asset Derivatives						Liability Derivatives
	2013			2012			2013			2012
(in thousands)	Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value		Balance Sheet Location	Fair Value
Interest rate contracts	Other assets	$	9,044	Other assets	$	14,921	Other liabilities	$	9,044	Other liabilities	$	14,921