Derivatives (Tables)

12 Months Ended

Dec. 31, 2014

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, 2014 and 2013 is presented in the following tables:

	December 31, 2014
(Dollars in thousands)	Positions (#)	Notional Amount		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155	$	—	$	213	0.23	%	2.59	%	5.8
Pay fixed - receive floating interest rate swap	1	$	10,000	$	—	$	74	0.16	%	1.43	%	4.0

	December 31, 2013
(Dollars in thousands)	Positions (#)	Notional Amount		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	5,155	$	—	$	72	0.23	%	2.59	%	6.8
Pay fixed - receive floating interest rate swap	1	$	10,000	$	102	$	—	0.17	%	1.43	%	5.0

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, 2014
(Dollars in thousands)	Positions (#)	Notional Amount		Asset		Liability		Receive Rate		Pay Rate		Life (Years)
Pay fixed - receive floating interest rate swap	1	$	4,002	$	—	$	19	1 month LIBOR plus 200 BP		3.90	%	12.9
Pay fixed - receive floating interest rate swap	1	1,747		—		31		1 month LIBOR plus 180 BP		4.09	%	9.9
Pay floating - receive fixed interest rate swap	1	4,002		19		—		3.90	%	1 month LIBOR plus 200 BP		12.9
Pay floating - receive fixed interest rate swap	1	1,747		31		—		4.09	%	1 month LIBOR plus 180 BP		9.9
Total derivatives not designated		$	11,498	$	50	$	50

	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	1 month LIBOR plus 200 BP		3.90	%	13.9
Pay floating - receive fixed interest rate swap	1	4,235		232		—		3.90	%	1 month LIBOR plus 200 BP		13.9
Total derivatives not designated		$	8,470	$	232	$	232