Derivatives Two-way client interest rate swaps not designated as either fair value or cash flow hedges (Details) (USD $) In Thousands, unless otherwise specified	6 Months Ended	12 Months Ended
	Jun. 30, 2014	Dec. 31, 2013
Derivative [Line Items]
Notional Amount	$ 8,240	$ 8,470
Asset	101	232
Liability	101	232
Life (Years)	13 years 3 months 24 days	13 years 10 months 24 days
Pay fixed receive floating rate interest rate swap [Member]
Derivative [Line Items]
Number of Positions	1	1
Notional Amount	4,120	4,235
Asset	0	0
Liability	101	232
Pay rate	3.90%	3.90%
Spread on Variable Rate	2.00%	2.00%
Life (Years)	13 years 3 months 24 days	13 years 10 months 24 days
Pay floating receive floating rate interest rate swap [Member]
Derivative [Line Items]
Number of Positions	1	1
Notional Amount	4,120	4,235
Asset	101	232
Liability	$ 0	$ 0
Receive Rate	3.90%	3.90%
Spread on Variable Rate	2.00%	2.00%
Life (Years)	13 years 3 months 24 days	13 years 10 months 24 days