Derivatives - Two-way client interest rate swaps not designated as either fair value or cash flow hedges (Details) $ in Thousands	12 Months Ended
	Dec. 31, 2016 USD ($) position	Dec. 31, 2015 USD ($) position
Derivative [Line Items]
Notional Amount	$ 10,342	$ 10,932
Asset	44	73
Liability	$ 44	$ 73
Life (Years)
Interest Rate Swap at 3.90% Pay Rate [Member]
Derivative [Line Items]
Number of positions | position	1	1
Notional Amount	$ 3,508	$ 3,760
Asset	15	0
Liability	$ 0	$ 21
Pay Rate	3.90%	3.90%
Life (Years)	10 years 10 months 24 days	11 years 10 months 24 days
Interest Rate Swap at 4.09% Pay Rate [Member]
Derivative [Line Items]
Number of positions | position	1	1
Notional Amount	$ 1,663	$ 1,706
Asset	0	0
Liability	$ 29	$ 52
Pay Rate	4.09%	4.09%
Life (Years)	7 years 10 months 24 days	8 years 10 months 24 days
Reverse Interest Rate Swap at 3.90% Pay Rate [Member]
Derivative [Line Items]
Number of positions | position	1	1
Notional Amount	$ 3,508	$ 3,760
Asset	0	21
Liability	$ 15	$ 0
Pay Rate	3.90%	3.90%
Life (Years)	10 years 10 months 24 days	11 years 10 months 24 days
Reverse Interest Rate Swap at 4.09% Pay Rate [Member]
Derivative [Line Items]
Number of positions | position	1	1
Notional Amount	$ 1,663	$ 1,706
Asset	$ 29	52
Liability		$ 0
Pay Rate	4.09%	4.09%
Life (Years)	7 years 10 months 24 days	8 years 10 months 24 days
London Interbank Offered Rate (LIBOR) [Member] | Interest Rate Swap at 3.90% Pay Rate [Member]
Derivative [Line Items]
Spread on variable rate (as a percent)	2.00%	2.00%
London Interbank Offered Rate (LIBOR) [Member] | Interest Rate Swap at 4.09% Pay Rate [Member]
Derivative [Line Items]
Spread on variable rate (as a percent)	1.80%	1.80%
London Interbank Offered Rate (LIBOR) [Member] | Reverse Interest Rate Swap at 3.90% Pay Rate [Member]
Derivative [Line Items]
Spread on variable rate (as a percent)	2.00%	2.00%
London Interbank Offered Rate (LIBOR) [Member] | Reverse Interest Rate Swap at 4.09% Pay Rate [Member]
Derivative [Line Items]
Spread on variable rate (as a percent)	1.80%	1.80%