Derivatives (Tables)

12 Months Ended

Dec. 31, 2013

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Derivative designated as a cash flow hedge

Information concerning the derivative designated as a cash flow hedge at December 31, 2013 and 2012 is presented in the following tables:

	December 31, 2013
	Positions (#)	Notional Amount (in thousands)		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155	$	—	$	72,000	0.32	%	2.59	%	6.8
Pay fixed - receive floating interest rate swap	1	$	10,000	$	102,000	$	—	0.17	%	1.43	%	5

	December 31, 2012
	Positions (#)	Notional Amount (in thousands)		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155	$	—	$	461,000	0.32	%	2.59	%	7.8

Two-way client interest rate swaps not designated as either fair value or cash flow hedges

Information concerning two-way client interest rate swaps not designated as either fair value or cash flow hedges is presented in the following table:

	December 31, 2013
(Dollars in thousands)	Positions (#)	Notional Amount (in thousands)		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	4,235	$	—	$	232,000	1 month LIBOR plus 200 BP		3.90	%	13.9
Pay floating - receive fixed interest rate swap	1	4,235		232,000		—		3.90	%	1 month LIBOR plus 200 BP		13.9
Total derivatives not designated		$	8,470	$	232,000	$	232,000					13.9

	December 31, 2012
(Dollars in thousands)	Positions (#)	Notional Amount (in thousands)		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	4,459	$	—	$	80,000	1 month LIBOR plus 200 BP		3.90	%	14.9
Pay floating - receive fixed interest rate swap	1	$	4,459	$	80,000	$	—	3.90	%	1 month LIBOR plus 200 BP		14.9
Total derivatives not designated		$	8,918	$	80,000	$	80,000					14.9