NOTE 4 - DERIVATIVES - Summary of Interest Rate Cap Derivatives (Details) - Designated as Hedging Instrument [Member] - Cash Flow Hedging [Member] - USD ($) $ in Thousands	Jun. 30, 2019	Dec. 31, 2018
Interest rate swap \| Other Liabilities.
Notional Amount	$ 39,000
1-month FHLB Advance
Notional Amount	30,000
Fair Value - Asset	98	$ 459
Maturity Of 2019 \| Other Assets [Member]
Notional Amount	15,000
Fair Value - Asset		117
Maturity Of 2021 \| Other Assets [Member]
Notional Amount	15,000
Fair Value - Asset	$ 98	$ 342
Maturity Of 2021 \| Other Assets [Member] \| London Interbank Offered Rate (LIBOR)
Derivative, Basis Spread on Variable Rate	1.49%	1.49%

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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- Definition

The percentage points added to the reference rate to compute the variable rate on the interest rate derivative.

+ References

No definition available.

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- Definition

Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

+ References

Reference 1: http://fasb.org/us-gaap/role/ref/legacyRef
-Publisher FASB
-Name Accounting Standards Codification
-Topic 815
-SubTopic 10
-Section 50
-Paragraph 4B
-Subparagraph (c)(1)
-URI http://asc.fasb.org/extlink&oid=109980867&loc=SL5624163-113959

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