Derivatives Two-way client interest rate swaps not designated as either fair value or cash flow hedges (Details) (USD $)	12 Months Ended
	Dec. 31, 2013	Dec. 31, 2012
Derivative [Line Items]
Notional Amount	$ 8,470,000	$ 8,918,000
Asset	232,000	80,000
Liability	232,000	80,000
Life (Years)	13 years 10 months 24 days	14 years 10 months 24 days
Pay fixed receive floating rate interest rate swap [Member]
Derivative [Line Items]
Number of positions	1	1
Notional Amount	4,235,000	4,459,209
Asset	0	0
Liability	232,000	80,000
Pay Rate	3.90%	3.90%
Spread on variable rate	2.00%	2.00%
Life (Years)	13 years 10 months 24 days	14 years 10 months 24 days
Pay floating receive floating rate interest rate swap [Member]
Derivative [Line Items]
Number of positions	1	1
Notional Amount	4,235,000	4,459,209
Asset	232,000	80,000
Liability	$ 0	$ 0
Receive Rate	3.90%	3.90%
Spread on variable rate	2.00%	2.00%
Life (Years)	13 years 10 months 24 days	14 years 10 months 24 days