Sun Bancorp (SNBC) 10-Q 7 Aug 15 2015 Q2 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	6 Months Ended
	Jun. 30, 2015	Aug. 06, 2015
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Jun. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q2
Trading Symbol	SNBC
Entity Registrant Name	SUN BANCORP INC /NJ/
Entity Central Index Key	1,017,793
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		18,669,442

Condensed Consolidated Statemen

Condensed Consolidated Statements of Financial Condition - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
ASSETS
Cash and due from banks	$ 28,544	$ 42,548
Interest earning bank balances	250,319	505,885
Cash and cash equivalents	278,863	548,433
Restricted cash	5,000	13,000
Investment securities available for sale (amortized cost of $336,978 and $394,733 at June 30, 2015 and December 31, 2014, respectively)	337,229	394,500
Investment securities held to maturity (estimated fair value of $470 and $501 at June 30, 2015 and December 31, 2014, respectively)	462	489
Loans receivable (net of allowance for loan losses of $20,331 and $23,246 at June 30, 2015 and December 31, 2014, respectively)	1,558,599	1,486,898
Loans held-for-sale, at lower of cost or market	2,006	4,083
Branch assets held-for-sale	5,604	69,064
Restricted equity investments	15,554	14,961
Bank properties and equipment, net	35,090	40,155
Real estate owned, net		522
Accrued interest receivable	5,233	5,397
Goodwill	38,188	38,188
Bank owned life insurance (BOLI)	80,147	79,132
Other assets	17,048	20,526
TOTAL ASSETS	2,379,023	2,715,348
LIABILITIES
Deposits	1,876,721	2,091,904
Deposits held-for-sale	34,689	183,395
Securities sold under agreements to repurchase - customers		1,156
Advances from the Federal Home Loan Bank of New York (FHLBNY)	85,698	60,787
Obligation under capital lease	6,880	7,035
Debentures	92,786	92,786
Deferred taxes, net	2,275	1,514
Other liabilities	27,048	31,448
Total liabilities	$ 2,126,097	$ 2,470,025
SHAREHOLDERS' EQUITY
Preferred stock, $1 par value, 1,000,000 shares authorized, none issued
Common stock, $5 par value, 40,000,000 shares authorized; 18,901,124 shares issued and 18,664,268 shares outstanding at June 30, 2015; 18,900,877 shares issued and 18,615,950 shares outstanding at December 31, 2014.	$ 94,506	$ 94,504
Additional paid in capital	511,975	514,075
Retained earnings	(342,158)	(347,762)
Accumulated other comprehensive income (loss)	148	(138)
Deferred compensation plan trust	(599)	(599)
Treasury stock at cost, 236,856 shares at June 30, 2015 and 284,927 shares December 31, 2014.	(10,946)	(14,757)
Total shareholders' equity	252,926	245,323
TOTAL LIABILITIES AND SHAREHOLDERS' EQUITY	$ 2,379,023	$ 2,715,348

Condensed Consolidated Stateme3

Condensed Consolidated Statements of Financial Condition (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Statement Of Financial Position [Abstract]
Amortized cost of investment securities available for sale	$ 336,978	$ 394,733
Estimated fair value of investment securities held to maturity	470	501
Allowance for loans receivable	$ 20,331	$ 23,246
Preferred stock, par value	$ 1	$ 1
Preferred stock, shares authorized	1,000,000	1,000,000
Preferred stock, shares issued	0	0
Common stock, par value	$ 5	$ 5
Common stock, shares authorized	40,000,000	40,000,000
Common stock, shares issued	18,901,124	18,900,877
Common stock, shares outstanding	18,664,268	18,615,950
Treasury stock, shares	236,856	284,927

Condensed Consolidated Stateme4

Condensed Consolidated Statements of Operations - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
INTEREST INCOME:
Interest and fees on loans		$ 15,451	$ 21,067	$ 30,549	$ 42,916
Interest on taxable investment securities		1,831	2,193	3,877	4,443
Interest on non-taxable investment securities		309	308	615	617
Dividends on restricted equity investments		202	209	411	441
Total interest income		17,793	23,777	35,452	48,417
INTEREST EXPENSE:
Interest on deposits		1,337	2,188	2,843	4,469
Interest on funds borrowed		536	443	966	879
Interest on junior subordinated debt		545	534	1,077	1,065
Total interest expense		2,418	3,165	4,886	6,413
Net interest income		15,375	20,612	30,566	42,004
PROVISION FOR LOAN LOSSES		(1,218)	14,803	(1,218)	14,803
Net interest income after provision for loan losses		16,593	5,809	31,784	27,201
NON-INTEREST INCOME:
Deposit service charges and fees		1,849	2,463	3,853	4,858
Interchange fees		554	629	1,098	1,192
Mortgage banking revenue, net			529		1,164
Gain on sale of bank branches				9,235
Gain on sale of loans		1,226		1,239
Investment products income		488	715	1,077	1,332
BOLI income		503	469	1,015	930
Other income (loss)		261	(828)	451	(550)
Total non-interest income		4,881	3,977	17,968	8,926
NON-INTEREST EXPENSE:
Salaries and employee benefits		9,120	16,803	19,710	30,584
Occupancy expense		3,034	3,552	8,001	7,818
Equipment expense		1,500	2,582	5,014	4,331
Data processing expense		1,304	1,281	2,612	2,478
Professional fees		711	2,353	1,547	3,839
Insurance expense		1,094	1,358	2,341	2,825
Advertising expense		223	523	458	1,109
Problem loan expense		38	566	1,026	1,198
Other expense		1,338	4,659	2,871	7,383
Total non-interest expense		18,362	33,677	43,580	61,565
INCOME (LOSS) BEFORE INCOME TAXES		3,112	(23,891)	6,172	(25,438)
INCOME TAX EXPENSE		284	357	568	716
NET INCOME (LOSS) AVAILABLE TO COMMON SHAREHOLDERS		$ 2,828	$ (24,248)	$ 5,604	$ (26,154)
Basic earnings (loss) per share	[1]	$ 0.15	$ (1.39)	$ 0.30	$ (1.50)
Diluted earnings (loss) per share	[1]	$ 0.15	$ (1.39)	$ 0.30	$ (1.50)
Weighted average shares - basic	[1]	18,632,526	17,417,829	18,624,585	17,383,192
Weighted average shares - diluted	[1]	18,684,597	17,417,829	18,663,721	17,383,192
[1]	Prior period share data was retroactively adjusted for the impact of the 1-for-5 reverse stock split on August 11, 2014.

Condensed Consolidated Stateme5

Condensed Consolidated Statements of Operations (Parenthetical)	6 Months Ended
	Jun. 30, 2015
Income Statement [Abstract]
Reverse stock split, description	1-for-5 reverse stock split

Condensed Consolidated Stateme6

Condensed Consolidated Statements of Comprehensive Income - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Statement Of Income And Comprehensive Income [Abstract]
NET INCOME (LOSS) AVAILABLE TO COMMON SHAREHOLDERS	$ 2,828	$ (24,248)	$ 5,604	$ (26,154)
Unrealized gains on securities:
Unrealized holding (losses) gains arising during period	(507)	1,593	284	6,710
Less: reclassification adjustment for gains included in net income	2	30	2	30
Other comprehensive (loss) income	(505)	1,623	286	6,740
COMPREHENSIVE INCOME (LOSS)	$ 2,323	$ (22,625)	$ 5,890	$ (19,414)

Condensed Consolidated Stateme7

Condensed Consolidated Statements of Shareholders' Equity - 6 months ended Jun. 30, 2015 - USD ($) $ in Thousands	Total	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive (Loss) Income [Member]	Deferred Compensation Plan Trust [Member]	Treasury Shares [Member]
Beginning Balance at Dec. 31, 2014	$ 245,323	$ 94,504	$ 514,075	$ (347,762)	$ (138)	$ (599)	$ (14,757)
Net income	5,604			5,604
Other comprehensive income	286				286
Exercise of stock options	15		(53)				68
Issuance of common stock	546	2	(2,101)				2,644
Stock-based compensation	1,152		54				1,099
Ending Balance at Jun. 30, 2015	$ 252,926	$ 94,506	$ 511,975	$ (342,158)	$ 148	$ (599)	$ (10,946)

Condensed Consolidated Stateme8

Condensed Consolidated Statements of Cash Flows - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
OPERATING ACTIVITIES
NET INCOME (LOSS) AVAILABLE TO COMMON SHAREHOLDERS	$ 5,604	$ (26,154)
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan losses	(1,218)	14,803
Increase (decrease) in reserve for unfunded commitments	34	(24)
Depreciation, amortization and accretion	3,712	3,428
Impairment of bank properties and equipment and real estate owned	2,152	511
(Gain) loss on sale of real estate owned	(10)	323
Net gain on sales and calls of investment securities available-for-sale	(4)	(50)
Loss (gain) on sale of mortgage loans	4	(958)
Gain on bulk sale of jumbo residential mortgage loans, net		(134)
Gain on sale of branches	(9,235)
Gain on sale of consumer loans	(1,239)
Change in fair value of loans held-for-sale	28	34
Increase in fair value of interest rate lock commitments		(106)
Derivative credit valuation adjustments	(64)	(113)
Increase in cash surrender value of BOLI	(1,015)	(930)
Deferred income taxes	568	716
Stock-based compensation	914	232
Shares contributed to employee benefit plans		1,578
Mortgage loans originated for sale		(50,288)
Proceeds from the sale of mortgage loans		55,931
Change in assets and liabilities which provided (used) cash:
Accrued interest receivable	164	836
Other assets	(1,342)	713
Other liabilities	(814)	8,698
Net cash provided by operating activities	(1,761)	9,046
INVESTING ACTIVITIES
Purchases of available-for-sale securities		(22,363)
Net (purchase) redemption of restricted equity securities	(593)	631
Proceeds from maturities, prepayments or calls of investment securities available for sale	35,495	28,325
Proceeds from maturities, prepayments or calls of investment securities held to maturity	27	44
Proceeds from the sale of investment securities available-for-sale	22,109	18,276
Proceeds from sale of commercial real estate loans		57,147
Proceeds from sale of consumer loans	6,675
Proceeds from sale of branch loans	63,756
Proceeds from bulk sale of jumbo residential mortgage loans		46,729
Proceeds from sale of deposits	10,216
Cash transferred to held-for-sale	(580)	(1,507)
Transfer restricted cash to cash and cash equivalents	8,000
Net (increase) decrease in loans	(73,529)	114,058
Purchases of bank properties and equipment	(141)	(769)
Proceeds from sale of repossessed assets		80
Proceeds from sale of real estate owned	512	1,155
Net cash provided by investing activities	71,947	241,806
FINANCING ACTIVITIES
Net decrease in deposits	(363,971)	(188,143)
Net (redemptions) issuances of securities sold under agreements to repurchase – customer	(1,156)	192
Borrowings (repayments) of advances from FHLBNY	24,911	(83)
Repayment of obligations under capital leases	(155)	(140)
Proceeds from issuance of common stock	600
Proceeds from exercise of stock options	15
Net cash used in financing activities	(339,756)	(188,174)
NET (DECREASE) INCREASE IN CASH AND CASH EQUIVALENTS	(269,570)	62,678
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	548,433	267,762
CASH AND CASH EQUIVALENTS, END OF PERIOD	278,863	330,440
SUPPLEMENTAL DISCLOSURES OF CASH FLOW INFORMATION
Interest paid	$ 4,953	6,629
SUPPLEMENTAL DISCLOSURE OF NON-CASH ITEMS
Trade liability from purchase of investment securities		$ 9,975

Organization

Organization	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Organization	(1) Organization Sun Bancorp, Inc. (the “Company”) is registered as a bank holding company under the Bank Holding Company Act of 1956, as amended. The Company is the parent company of Sun National Bank (the “Bank”), a national bank and the Company’s principal wholly owned subsidiary. The Bank’s wholly owned subsidiaries are Prosperis Financial Solutions, 2020 Properties, L.L.C. and 4040 Properties, L.L.C. The Company’s principal business is to serve as a holding company for the Bank. The Bank is in the business of attracting customer deposits through its Community Banking Centers and investing these funds, together with borrowed funds and cash from operations, in loans, primarily commercial real estate, small business non-real estate loans, as well as mortgage-backed and investment securities. Effective June 23, 2015, the Bank’s subsidiary, Sun Financial Services, L.L.C., was renamed Properis Financial Solutions. The principal business of Prosperis Financial Solutions is to offer mutual funds, securities brokerage, annuities and investment advisory services through the Bank’s Community Banking Centers. The principal business of 2020 Properties, L.L.C. and 4040 Properties, L.L.C. is to acquire and thereafter liquidate certain real estate and other assets in satisfaction of debts previously contracted by the Bank. The Company’s five capital trusts, Sun Capital Trust V, Sun Capital Trust VI, Sun Capital Trust VII, Sun Statutory Trust VII and Sun Capital Trust VIII, collectively, the “Issuing Trusts,” are presented on a deconsolidated basis. The Issuing Trusts, consisting of four Delaware business trusts and one Connecticut business trust, hold junior subordinated debentures issued by the Company. Through the Bank, the Company provides commercial and consumer banking services. As of June 30, 2015, the Company had 45 locations primarily throughout New Jersey, including 41 branch offices. The Company also had one loan production office located in each of New York and Pennsylvania. The Company’s outstanding common stock is traded on the NASDAQ Global Select Market under the symbol “SNBC.” The Company is subject to the reporting requirements of the Securities and Exchange Commission (“SEC”). The Company’s primary federal regulator is the Board of Governors of the Federal Reserve System (the “FRB”) and the Bank’s primary federal regulator is the Office of the Comptroller of the Currency (the “OCC”). The Company declared a 1-for-5 reverse stock split effective August 11, 2014 for shareholders of record as of August 8, 2014. Prior periods reported in this Form 10-Q have been revised to reflect the impact of this transaction.

Summary of Significant Accounti

Summary of Significant Accounting Policies	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Summary of Significant Accounting Policies	(2) Summary of Significant Accounting Policies Basis of Presentation. The accompanying unaudited condensed consolidated financial statements were prepared in accordance with the instructions to Form 10-Q, and therefore, do not include information or footnotes necessary for a complete presentation of financial condition, results of operations, comprehensive loss, changes in equity and cash flows in conformity with Accounting Principles Generally Accepted in the United States of America (“GAAP”). All normal recurring adjustments that, in the opinion of management, are necessary for a fair presentation of the unaudited condensed consolidated financial statements have been included. These unaudited condensed consolidated financial statements should be read in conjunction with the audited consolidated financial statements and the accompanying notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2014 filed with the SEC. The results for the three and six months ended June 30, 2015 are not necessarily indicative of the results that may be expected for the year ending December 31, 2015 or any other period. The preparation of the unaudited condensed consolidated financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. The significant estimates include the allowance for loan losses, other-than-temporary impairment (“OTTI”) on investment securities, goodwill, income taxes, stock-based compensation and the fair value of financial instruments. Actual results may differ from these estimates under different assumptions or conditions. Reclassifications. Certain reclassifications have been made to prior periods in the unaudited condensed consolidated statements of operations to conform to current reporting. On the unaudited condensed consolidated statements of operations, commission expense, which was previously reported in a separate line item, has been included within the combined financial statement caption of salaries and employee benefits. In addition, several items associated with retail service fees which were previously included within other income have been combined with the previous financial statement caption of service charges on deposit accounts into a new financial statement caption of deposit service charges and fees. Interchange fees were reclassified from other income into a new financial statement caption. In addition, certain other financial statement captions were reclassified into other income and other expense due to the immaterial nature of the amounts. There was no impact from these reclassifications on the Company’s results of operations or cash flows for the three and six months ended June 30, 2014. The table below reports the impact of these reclassifications to the unaudited condensed consolidated statements of operations for the three and six months ended June 30, 2014: Three Months Ended June 30, 2014 As Reclassified As Reported Non-interest income: Deposit service charges and fees $ 2,463 $ — Service charges on deposit accounts — 2,215 Interchange fees 629 — Derivative credit valuation adjustment — (1,162 ) Gain on sale of investment securities — 50 Other (828 ) 1,161 Non-interest expense: Salaries and employee benefits 16,803 15,992 Commission expense — 811 Amortization of intangible assets — 283 Real estate owned expense, net — 702 Equipment expense 2,582 2,356 Office supplies expense — 285 Other 4,659 3,615 Six Months Ended June 30, 2014 As Reclassified As reported Non-interest income: Deposit service charges and fees $ 4,858 $ — Service charges on deposit accounts — 4,366 Interchange fees 1,192 — Derivative credit valuation adjustment — (1,200 ) Gain on sale of investment securities — 50 Other (550 ) 2,284 Non-interest expense: Salaries and employee benefits 30,584 28,876 Commission expense — 1,708 Amortization of intangible assets — 567 Real estate owned expense, net — 846 Equipment expense 4,331 4,105 Office supplies expense — 536 Other 7,383 5,660 Basis of Consolidation. The unaudited condensed consolidated financial statements include, after all intercompany balances and transactions have been eliminated, the accounts of the Company, the Bank, and the Bank’s wholly-owned subsidiaries, Prosperis Financial Solutions, 2020 Properties, L.L.C., and 4040 Properties, L.L.C. In accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“FASB ASC”) 810-10, Consolidation , the Issuing Trusts are presented on a deconsolidated basis. Segment Information. As defined in accordance with FASB ASC 280, Segment Reporting , the Company has one reportable and operating segment, “Community Banking.” All of the Company’s activities are interrelated, and each activity is dependent and assessed based on how each of the activities of the Company supports the others. For example, lending is dependent upon the ability of the Company to fund itself with deposits and other borrowings and manage interest rate and credit risk. Accordingly, all significant operating decisions are based upon analysis of the Company as one segment or unit. Investment Securities. The Company’s investment portfolio includes both held-to-maturity and available-for-sale securities. The purchase and sale of the Company’s investment securities are recorded based on trade date accounting. At June 30, 2015 and December 31, 2014, the Company had no unsettled transactions. The following provides further information on the Company’s accounting for debt securities: Held-to-Maturity – Investment securities that management has the positive intent and ability to hold until maturity are classified as held-to-maturity and carried at their remaining unpaid principal balance, net of unamortized premiums or unaccreted discounts. Premiums are amortized and discounts are accreted using the interest method over the estimated remaining term of the underlying security. Available-for-Sale – Investment securities that will be held for indefinite periods of time, including securities that may be sold in response to changes in market interest or prepayment rates, needs for liquidity, and changes in the availability and the yield of alternative investments, are classified as available-for-sale. These assets are carried at their estimated fair value. Fair values are based on quoted prices for identical assets in active markets, quoted prices for similar assets in markets that are either actively or not actively traded, or in some cases where there is limited activity or less transparency around inputs, internally developed discounted cash flow models. Unrealized gains and losses are excluded from earnings and are reported net of tax in accumulated other comprehensive income (loss) on the unaudited condensed consolidated statements of financial condition until realized, including those recognized through the non-credit component of an OTTI charge. In accordance with FASB ASC 325-40, Beneficial Interests in Securitized Financial Assets Investment – Debt and Equity Securities Loans Held-For-Sale. Loans held-for-sale totaled $2.0 million and $4.1 million at June 30, 2015 and December 31, 2014, respectively, and consist of consumer loans which are recorded at the lower of cost or market. Allowance for Loan Losses. The allowance for loan losses is determined by management based upon past experience, evaluation of estimated loss and impairment in the loan portfolio, current economic conditions and other pertinent factors. The allowance for loan losses is maintained at a level that management considers adequate to provide for estimated losses and impairment based upon an evaluation of known and inherent risk in the loan portfolio. Loan impairment is evaluated based on the fair value of collateral. While management uses the best information available to make such evaluations, future adjustments to the allowance for loan losses may be necessary if economic conditions differ substantially from the assumptions used in making the evaluations. The provision for loan losses is based upon historical loan loss experience, a series of qualitative factors and an evaluation of estimated losses in the current loan portfolio, including the evaluation of impaired loans under FASB ASC 310, Receivables • Levels of past due, classified and non-accrual loans, and troubled debt restructurings (“TDR”); • Nature, volume, and concentration of loans; • Historical loss trends; • Changes in lending policies and procedures, underwriting standards, collections, and for commercial loans, the level of loans being approved with exceptions to policy; • Experience, ability and depth of management and staff; • National and local economic and business conditions, including various market segments; • Quality of the Company’s loan review system and degree of Board oversight; and • Effect of external factors, including the deterioration of collateral values, on the level of estimated credit losses in the current portfolio. Commercial loans, including commercial real estate loans, are placed on non-accrual status at the time the loan has been delinquent for 90 days unless the loan is well secured and in the process of collection. Generally, commercial loans and commercial real estate loans are charged-off no later than 180 days after becoming delinquent unless the loan is well secured and in the process of collection, or other extenuating circumstances support collection. Residential real estate loans are typically placed on non-accrual status at the time the loan has been delinquent for 90 days. Other consumer loans are typically charged-off at 180 days delinquent. In all cases, loans must be placed on non-accrual status or charged-off at an earlier date if collection of principal or interest is considered doubtful. Goodwill. Goodwill is the excess of the fair value of liabilities assumed over the fair value of tangible and identifiable intangible assets acquired in a business combination. Goodwill is not amortized but is tested for impairment annually or more frequently if events or changes in circumstances indicate that the asset might be impaired. The Company tests goodwill for impairment annually as of December 31, unless circumstances indicate that a test is required at an earlier date. The Company elected to not apply the qualitative evaluation option permitted under Accounting Standards Update (“ASU”) 2011-8, Intangibles – Goodwill and Other (Topic 35): Testing Goodwill for Impairment issued in September 2011. Therefore, the Company utilizes the two-step goodwill impairment test outlined in FASB ASC 350, Intangibles – Goodwill and Other (“FASB ASC 350”). Step one, which is used to identify potential impairment, compares the fair value of the reporting unit with its carrying amount, including goodwill. A reporting unit is an operating segment, or one level below an operating segment, as defined in FASB ASC 280. The Company has one reportable operating segment, “Community Banking,” and there are no components to this operating segment. If the fair value of a reporting unit exceeds its carrying value, goodwill of the reporting unit is not considered impaired and step two is therefore unnecessary. If the carrying amount of the reporting unit exceeds its fair value, the second step is performed to measure the amount of the impairment loss, if any. At December 31, 2014, the Company performed its annual goodwill impairment test, and step one of the analysis indicated that the Company’s fair value was greater than its carrying value; therefore, the Company’s goodwill was not impaired at December 31, 2014. Since that time, no event has occurred nor have circumstances changed that would more likely than not reduce the fair value of the reporting unit below its carrying amount. The carrying amount of goodwill totaled $38.2 million at both June 30, 2015 and December 31, 2014. Bank Owned Life Insurance (“BOLI”). The Company has purchased life insurance policies on certain key employees. These policies are recorded at their cash surrender value, or the amount that can be realized in accordance with FASB ASC 325-30, Investments in Insurance Contracts . At June 30, 2015, the Company had $27.4 million invested in a general account and $52.7 million in a separate account, for a total BOLI cash surrender value of $80.1 million. The BOLI separate account is invested in a mortgage-backed securities fund, which is managed by an independent investment firm. Pricing volatility of these underlying instruments may have an impact on investment income; however, the fluctuations would be partially mitigated by a stable value wrap agreement which is a component of the separate account. Income from these policies and changes in the cash surrender value are recorded in BOLI income of the unaudited condensed consolidated statements of operations. Income Taxes. The Company accounts for income taxes in accordance with FASB ASC 740, Income Taxes (“FASB ASC 740”). FASB ASC 740 requires the recording of deferred income taxes that reflect the net tax effects of temporary differences between the carrying amounts of assets and liabilities for financial reporting purposes and the amounts used for income tax purposes. Management exercises significant judgment in the evaluation of the amount and timing of the recognition of the resulting tax assets and liabilities. The judgments and estimates required for the evaluation are updated based upon changes in business factors and the tax laws. If actual results differ from the assumptions and other considerations used in estimating the amount and timing of tax recognized, there can be no assurance that additional expenses will not be required in future periods. The Company recognizes, when applicable, interest and penalties related to unrecognized tax benefits in the provision for income taxes in the unaudited condensed consolidated statements of operations. Assessment of uncertain tax positions under FASB ASC 740 requires careful consideration of the technical merits of a position based on management’s analysis of tax regulations and interpretations. Significant judgment is applied when addressing the requirements of FASB ASC 740. At June 30, 2015, the Company had a valuation allowance of $131.2 million against its gross deferred tax asset. As the Company remained in a cumulative loss position, the deferred tax valuation allowance is still appropriate at June 30, 2015. The net deferred tax liability of $2.3 million in the unaudited condensed consolidated statements of financial condition at June 30, 2015 primarily represents the tax liability created from the goodwill amortization recorded for tax purposes and not for book purposes. Accumulated Other Comprehensive Income (Loss). The Company classifies items of accumulated comprehensive income (loss) by their nature and displays the details of other comprehensive income (loss) in the unaudited condensed consolidated statements of comprehensive loss. Amounts categorized as comprehensive income (loss) represent net unrealized gains or losses on investment securities available for sale, net of tax and the non-credit portion of any OTTI loss not recorded in earnings. Reclassifications are made to avoid double counting items which are displayed as part of net income (loss) for the period. These reclassifications for the three and six months ended June 30, 2015 and 2014 were as follows: For the Three Months Ended June 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding (loss) gain on securities available for sale during the period $ (857 ) $ 350 $ (507 ) $ 2,695 $ (1,102 ) $ 1,593 Reclassification adjustment for net gains included in net income 4 (2 ) 2 50 (20 ) 30 Net unrealized (loss) gain on securities available for sale $ (853 ) $ 348 $ (505 ) $ 2,745 $ (1,122 ) $ 1,623 For the Six Months Ended June 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding gain on securities available for sale during the period $ 480 $ (196 ) $ 284 $ 11,345 $ (4,635 ) $ 6,710 Reclassification adjustment for net gains included in net income 4 (2 ) 2 50 (20 ) 30 Net unrealized gain on securities available for sale $ 484 $ (198 ) $ 286 $ 11,395 $ (4,655 ) $ 6,740 Recent Accounting Principles. In February 2015, the FASB issued ASU 2015-02: Consolidation – Amendments to the Consolidation Analysis (Topic 225-20). In January 2015, the FASB issued ASU 2015-01: Income Statement – Extraordinary and Unusual Items (Subtopic 225-20). In November 2014, the FASB issued ASU 2014-16: Derivatives and Hedging (Topic 815). In August 2014, the FASB issued ASU 2014-15 : Presentation of Financial Statements – Going Concern (Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern. In June 2014, the FASB issued ASU 2014-12: Stock Compensation – Accounting for Share-Based Payments When the Terms of Award Provide that a Performance Target Could Be Achieved after the Requisite Service Period (Topic 718). In May 2014, the FASB issued ASU 2014-09: Revenue from Contracts with Customers (Topic 606): Summary and Amendments That Create Revenue from Contracts with Customers (Topic 606) and Other Assets and Deferred Costs-Contracts with Customers (Subtopic 340-40), Conforming Amendments to Other Topics and Subtopics in the Codification and Status Tables, Background Information and Basis for Conclusions.

Branch Sales

Branch Sales	6 Months Ended
	Jun. 30, 2015
Branch Sales [Abstract]
Branch Sales	(3) Branch Sales On July 2, 2014 the Company entered into a Purchase and Assumption Agreement (the “Purchase Agreement”) with Sturdy Savings Bank, pursuant to which the Bank agreed to sell certain assets and certain liabilities relating to seven branch offices in and around Cape May County, New Jersey. The Purchase Agreement provided for a purchase price equal to the sum of a deposit premium of 8.765% of the average daily closing balance of deposits for the 31 days prior to the closing date, which included the carrying value of fixed assets, the Company’s carrying value of loans identified and approved by both parties, the aggregate amount of cash on hand and accrued interest on the loans acquired. The sale was completed on March 6, 2015. The Company sold $149.6 million of deposits, $63.8 million of loans, $4.0 million of fixed assets and $897 thousand of cash. The transaction resulted in a net cash payment of approximately $71.5 million by the Company to Sturdy Savings Bank. After transaction costs, the sale resulted in a net gain of $9.2 million in the six months ended June 30, 2015 recorded in gain on sale of bank branches in the unaudited condensed consolidated statements of operations. On March 31, 2015, the Company announced that it entered into an agreement with Cape Bancorp, Inc., pursuant to which the Bank agreed to sell the Bank’s Hammonton branch assets and related deposits and loans (the “Hammonton Agreement”). The Hammonton Agreement contains certain customary representations, warranties, indemnities and covenants of the parties, and is subject to termination in certain circumstances. The transaction is expected to be completed during the third quarter of 2015, subject to Cape Bancorp’s receipt of regulatory approvals as well as other customary closing conditions. The following summarizes the branch assets and liabilities classified as held-for-sale at June 30, 2015 and December 31, 2014: June 30, 2015 December 31, 2014 Assets: Cash $ 580 $ 1,064 Loans held-for-sale 4,649 63,965 Properties and equipment 375 4,035 Total branch assets held-for-sale $ 5,604 69,064 Liabilities: Deposits held-for-sale $ 34,689 183,395

Stock-Based Compensation

Stock-Based Compensation	6 Months Ended
	Jun. 30, 2015
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Stock-Based Compensation	(4) Stock-Based Compensation The Company accounts for stock-based compensation issued to employees, and when appropriate, non-employees, in accordance with the fair value recognition provisions of FASB ASC 718, Compensation – Stock Compensation Equity-Based Payments to Non-Employees Determining the fair value of stock-based awards at the measurement date requires judgment, including estimating the expected term of the stock options and the expected volatility of the Company’s stock. In addition, judgment is required in estimating the amount of stock-based awards that are expected to be forfeited. If actual results differ significantly from these estimates or different key assumptions are used, it could have a material effect on the Company’s unaudited condensed consolidated financial statements. The Company’s stock-based incentive plans authorize the issuance of shares of common stock pursuant to awards that may be granted in the form of stock options to purchase common stock (“Options”) and awards of shares of common stock (“Stock Awards”). The purpose of the Company’s stock-based incentive plans is to attract and retain personnel for positions of substantial responsibility and to provide additional incentive to certain officers, directors, advisory directors, employees and other persons to promote the success of the Company. Under the Company’s stock-based incentive plans, Options generally expire ten years after the date of grant, unless terminated earlier under the Option’s terms. A committee of non-employee directors has the authority to determine the conditions upon which the Options granted will vest. Options are granted at the then fair market value of the Company’s stock. All or a portion of any Stock Awards earned as compensation by a director may be deferred under the Company’s Directors’ Deferred Fee Plan. In March 2015, the Board of Directors of the Company approved the Sun Bancorp, Inc. 2015 Omnibus Stock Incentive Plan (the “2015 Plan”). The 2015 Plan, which was approved by shareholders in May 2015, became effective in May 2015 and replaced the 2014 Performance Equity Plan, the 2010 Stock-Based Incentive Plan, the 2010 Performance Plan and the 2004 Stock-Based Incentive Plan, as amended. The purpose of the 2015 Plan is to give the Company a competitive advantage in attracting, retaining and motivating officers, employees, directors and consultants and to provide the Company and its subsidiaries and affiliates with a compensation plan providing incentives for future performance of services directly linked to the profitability of the Company’s businesses and increases in Company shareholder value . Activity in the stock option plans for the six months ended June 30, 2015 and June 30, 2014 was as follows: Summary of Options Activity Weighted Number Average Number of Exercise of Options Options Price Exercisable Outstanding as of January 1, 2015 318,901 $ 28.34 161,984 Granted 218,760 18.92 — Exercised (811 ) 15.19 — Forfeited (13,777 ) 17.37 — Expired (6,329 ) 55.34 — Outstanding as of June 30, 2015 516,744 $ 24.33 166,271 Options vested or expected to vest (1) 483,676 $ 24.75 — (1) Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data. Weighted Number Average Number of Exercise of Options Options Price Exercisable Outstanding as of January 1, 2014 298,308 $ 36.80 249,853 Granted 43,194 16.75 — Exercised (123 ) 15.50 — Forfeited (14,114 ) 17.00 — Expired (87,888 ) 43.90 — Outstanding as of June 30, 2014 239,377 $ 31.75 171,062 Options vested or expected to vest (1) 226,115 $ 32.60 — (1) Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data. The weighted average remaining contractual term was approximately 7.8 years for Options outstanding and 4.4 years for Options exercisable as of June 30, 2015. At June 30, 2015, the aggregate intrinsic value was $222 thousand for Options outstanding and $60 thousand for Options exercisable. During the six months ended June 30, 2015 and 2014, the Company granted 218,760 Options and 43,194 Options, respectively from the Company’s 2010 Stock-Based Incentive Plan. In accordance with FASB ASC 718, the fair value of the Options granted are estimated on the date of grant using the Black-Scholes option pricing model which uses the assumptions in the table below. The expected term of an Option is estimated using historical exercise behavior of employees at a particular level of management who were granted Options with a comparable term. The Options have historically been granted with a 10 year term. The risk-free interest rate is based on the U.S. Treasury yield curve in effect at the time of the grant. The expected volatility is based on the historical volatility of the Company’s stock price. Significant weighted average assumptions used to calculate the fair value of the Options for the six months ended June 30, 2015 and 2014 are as follows: For the Six Months Ended June 30, 2015 2014 Weighted average fair value of Options granted $ 6.16 $ 7.25 Weighted average risk-free rate of return 1.35 % 1.16 % Weighted average expected option life in months 46 49 Weighted average expected volatility 40 % 55 % Expected dividends (1) $ — $ — (1) To date, the Company has not paid cash dividends on its common stock. A summary of the Company’s nonvested Stock Award activity during the six months ended June 30, 2015 and 2014 are presented in the following tables: Summary of Nonvested Stock Award Activity Weighted Average Grant Number Date of Fair Shares Value Nonvested Stock Awards outstanding, January 1, 2015 248,654 $ 14.22 Issued 46,712 18.87 Vested (5,080 ) 19.14 Forfeited (4,300 ) 15.91 Nonvested Stock Awards outstanding, June 30, 2015 285,986 $ 14.87 Weighted Average Grant Number Date of Fair Shares Value Nonvested Stock Awards outstanding, January 1, 2014 86,367 $ 15.65 Issued 22,436 17.15 Vested (4,129 ) 16.95 Forfeited (9,437 ) 15.30 Nonvested Stock Awards outstanding, June 30, 2014 95,237 $ 15.95 There were 46,712 shares of nonvested Stock Awards issued during the six months ended June 30, 2015 and 22,436 nonvested Stock Awards issued during the six months ended June 30, 2014. The value of these shares is based upon the closing price of the common stock on the date of grant. Compensation expense is recognized on a straight-line basis over the service period for all of the nonvested Stock Awards issued. Total compensation expense recognized related to Options and nonvested Stock Awards, including that for non-employee directors, during the three and six months ended June 30, 2015 was $557 thousand and $914 thousand, respectively, as compared to $102 thousand and $232 thousand, respectively, for the three and six months ended June 30, 2014. As of June 30, 2015, there was approximately $1.8 million and $3.4 million of total unrecognized compensation cost related to Options and nonvested Stock Awards, respectively. The cost of the Options and Stock Awards is expected to be recognized over a weighted average period of 3.4 years and 3.0 years, respectively.

Investment Securities

Investment Securities	6 Months Ended
	Jun. 30, 2015
Investments Debt And Equity Securities [Abstract]
Investment Securities	(5) Investment Securities The amortized cost of investment securities and the approximate fair value at June 30, 2015 and December 31, 2014 were as follows: Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value June 30, 2015 Available for sale: U.S. Treasury securities $ 2,500 $ 1 $ — $ 2,501 U.S. Government agency securities 4,974 — (139 ) 4,835 U.S. Government agency mortgage-backed securities 227,730 2,150 (1,079 ) 228,801 Other mortgage-backed securities 188 — (2 ) 186 State and municipal securities 28,889 1,503 — 30,392 Trust preferred securities 12,016 144 (2,057 ) 10,103 Collateralized loan obligations 59,935 18 (288 ) 59,665 Other securities 746 — — 746 Total available for sale $ 336,978 $ 3,816 $ (3,565 ) $ 337,229 Held to maturity: U.S. Government agency mortgage-backed securities 212 8 — 220 Other securities 250 — — 250 Total held to maturity 462 8 — 470 Total investment securities $ 337,440 $ 3,824 $ (3,565 ) $ 337,699 December 31, 2014 Available for sale: U.S. Treasury securities $ 2,499 $ 4 $ — $ 2,503 U.S. Government agency securities 4,973 — (187 ) 4,786 U.S. Government agency mortgage-backed securities 263,215 2,992 (1,051 ) 265,156 Other mortgage-backed securities 265 — — 265 State and municipal obligations 28,981 1,941 — 30,922 Trust preferred securities 12,014 — (2,604 ) 9,410 Collateralized loan obligations 69,931 — (1,328 ) 68,603 Other securities 12,855 — — 12,855 Total available for sale 394,733 4,937 (5,170 ) 394,500 Held to maturity: U.S. Government agency mortgage-backed securities 239 12 — 251 Other securities 250 — — 250 Total held to maturity 489 12 — 501 Total investment securities $ 395,222 $ 4,949 $ (5,170 ) $ 395,001 The following table provides the gross unrealized losses and fair value, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position at June 30, 2015 and December 31, 2014: Gross Unrealized Losses by Investment Category Less than 12 Months 12 Months or Longer Total Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses June 30, 2015 U.S. Government agency securities $ — $ — $ 4,835 $ (139 ) $ 4,835 $ (139 ) U.S. Government agency mortgage-backed securities 22,049 (100 ) 30,269 (979 ) 52,318 (1,079 ) Other mortgage-backed securities 186 (2 ) — — 186 (2 ) Trust preferred securities — — 6,752 (2,057 ) 6,752 (2,057 ) Collateralized loan obligations 9,450 (28 ) 37,207 (260 ) 46,657 (288 ) Total 31,685 $ (130 ) 79,063 $ (3,435 ) $ 110,748 $ (3,565 ) December 31, 2014 U.S. Government agency securities $ — $ — $ 4,786 $ (187 ) $ 4,786 $ (187 ) U.S. Government agency mortgage-backed securities 7,801 (35 ) 33,453 (1,016 ) 41,254 (1,051 ) Trust preferred securities — — 9,410 (2,604 ) 9,410 (2,604 ) Collateralized loan obligations 23,710 (256 ) 44,894 (1,072 ) 68,604 (1,328 ) Total $ 31,511 $ (291 ) $ 92,543 $ (4,879 ) $ 124,054 $ (5,170 ) The Company determines whether unrealized losses are temporary in accordance with FASB ASC 325-40, Investments – Other, Investments – Overall FASB ASC 320-10 requires the Company to assess if an OTTI exists by considering whether the Company has the intent to sell the security or it is more likely than not that it will be required to sell the security before recovery. If either of these situations applies, the guidance requires the Company to record an OTTI charge to earnings on debt securities for the difference between the amortized cost basis of the security and the fair value of the security. If neither of these situations applies, the Company is required to assess whether it is expected to recover the entire amortized cost basis of the security. If the Company is not expected to recover the entire amortized cost basis of the security, the guidance requires the Company to bifurcate the identified OTTI into a credit loss component and a component representing loss related to other factors. A discount rate is applied which equals the effective yield of the security. The difference between the present value of the expected cash flows and the amortized book value is considered a credit loss. When a market price is not readily available, the market value of the security is determined using the same expected cash flows; the discount rate is a rate the Company determines from open market and other sources as appropriate for the security. The difference between the market value and the present value of cash flows expected to be collected is recognized in accumulated other comprehensive loss on the consolidated statements of financial condition. Application of this guidance resulted in no OTTI charges during the three and six months ended June 30, 2015 and 2014. As of June 30, 2015, the Company’s cumulative OTTI balance was $10.2 million. There were no OTTI charges recognized in earnings as a result of credit losses on investments in the three and six months ended June 30, 2015 and 2014. U.S. Government Agency Securities. At June 30, 2015, the gross unrealized loss in the category of 12 months or longer of $139 thousand consisted of one agency security with an estimated fair value of $4.8 million issued and guaranteed by a U.S. Government sponsored agency. The Company monitors certain factors such as market rates and possible credit deterioration to determine if an OTTI exists. As of June 30, 2015, management concluded that an OTTI did not exist on the aforementioned security based upon its assessment. Management also concluded that it does not intend to sell the security, and that it is not more likely than not it will be required to sell the security before recovery, which may be maturity, and management expects to recover the entire amortized cost basis of the security. U.S. Government Agency Mortgage-Backed Securities. At June 30, 2015, the gross unrealized loss in the category of less than 12 months of $100 thousand consisted of five mortgage-backed securities with an estimated fair value of $22.0 million, the gross unrealized loss in the category of 12 months or longer of $979 thousand consisted of six mortgage-backed securities with an estimated fair value of $30.3 million issued and guaranteed by a U.S. Government sponsored agency. The Company monitors certain factors such as market rates and possible credit deterioration to determine if an OTTI exists. As of June 30, 2015, management concluded that an OTTI did not exist on any of the aforementioned securities based upon its assessment. Management also concluded that it does not intend nor will it be required to sell the securities, before their recovery, which may be maturity, and management expects to recover the entire amortized cost basis of these securities. Collateralized Loan Obligation Securities. At June 30, 2015, the gross unrealized loss in the category of less than 12 months of $28 thousand consisted of one AAA and one AA rated collateralized loan obligation security with an estimated fair value of $9.5 million, the gross unrealized loss in the category of 12 months or longer of $260 thousand consisted of three AAA and three AA-rated collateralized loan obligation securities with an estimated fair value of $37.2 million. The Company monitors key credit metrics such as delinquencies, defaults, cumulative losses and credit support levels to determine if an OTTI exists. As of June 30, 2015, management concluded that an OTTI did not exist on any of the aforementioned securities based upon its assessment. Management also concluded that it does not intend nor will it be required to sell the securities, before their recovery, which may be maturity, and management expects to recover the entire amortized cost basis of these securities. At June 30, 2015, the Company had 11 collateralized loan obligation securities with an amortized cost of $60.0 million and an estimated fair value of $59.7 million. These securities are subject to the provisions of the Volcker Rule. As a result, the Company will likely be required to divest these investments unless their terms can be modified such that the investments are no longer covered by the Volcker Rule. While there is proposed legislation in Congress regarding a delay to the divestiture requirement for collateralized loan obligations, the outcome of the legislation is unclear at this time. The Company cannot give assurances that the legislation will or will not be enacted. However, based on the Company’s communication with its investment advisors, in the event that the proposed legislation is not enacted, the Company believes these investments can be modified to avoid a required divestiture under the Volcker Rule. Trust Preferred Securities. At June 30, 2015, the gross unrealized loss in the category of 12 months or longer of $2.1 million consisted of one investment grade rated pooled security with an amortized cost of $8.8 million and an estimated fair value of $6.8 million. For the pooled security, the Company monitors each issuer in the collateral pool with respect to financial performance using data from the issuer’s most recent regulatory reports as well as information on issuer deferrals and defaults. Also, the security structure is monitored with respect to collateral coverage and current levels of subordination. Expected future cash flows are projected assuming additional defaults and deferrals based on the performance of the collateral pool. The pooled security is in a senior position in the capital structure. The security had a 3.2 times principal coverage. As of the most recent reporting date, interest has been paid in accordance with the terms of the security. The Company reviews projected cash flow analysis for adverse changes in the present value of projected future cash flows that may result in an other-than-temporary credit impairment to be recognized through earnings. The most recent valuations assumed no recovery on any defaulted collateral, no recovery on any deferring collateral and an additional 3.6% of defaults or deferrals’ every three years with no recovery rate. As of June 30, 2015, management concluded that an OTTI did not exist on the aforementioned security based upon its assessment. Management also concluded that it does not intend to sell the security, and that it is not more likely than not it will be required to sell the security, before its recovery, which may be maturity, and management expects to recover the entire amortized cost basis of this security. At June 30, 2015, the book value of the non-rated single issuer trust preferred security approximates fair value. The financial performance of the non-rated single issuer trust preferred security is monitored on a quarterly basis using data from the issuer’s most recent regulatory reports to assess the probability of cash flow impairment. Expected future cash flows are projected by incorporating the contractual cash flow of the security adjusted, if necessary, for potential changes in the amount or timing of cash flows due to the underlying creditworthiness of the issuer and covenants in the security. In August 2009, the issuer of the non-rated single issuer trust preferred security elected to defer its normal quarterly dividend payment. As contractually permitted, the issuer may defer dividend payments up to five years with accumulated dividends, and interest on those deferred dividends, payable upon the resumption of its scheduled dividend payments. The issuer is currently operating under an agreement with its regulators. The agreement stipulates that the issuer must receive permission from its regulators prior to resuming its scheduled dividend payments. In September 2014, the deferred dividends of $590 thousand were paid by the issuer. In December 2014, the issuer made its normal dividend payment of $25 thousand. As this security was deemed to be in non-performing status during 2014, these 2014 payments were recorded as a reduction of outstanding principal for this security. In March 2015, the Company received another dividend payment of $25 thousand, which was recognized as interest income. Due to sustained performance, this security was upgraded to performing status in the first quarter of 2015. During the three and six months ended June 30, 2015, the Company did not record an OTTI credit-related charge related to this deferring single issuer trust preferred security. Based on the Company’s most recent evaluation, and based upon the aforementioned receipt of dividend payments, the Company does not expect the issuer to default on the security based primarily on the issuer’s subsidiary bank reporting that it meets the minimum regulatory requirements to be considered a “well capitalized” institution. The cumulative OTTI on this security as of June 30, 2015 was $1.2 million. Based upon the current capital position of the issuer, recent improvements in the financial performance of the issuer and the fact that the book value of the security approximates fair value, the Company concluded that an additional impairment charge was not warranted at June 30, 2015. On January 14, 2014, the five federal agencies approved an interim final rule to permit banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities from the investment prohibitions of the Volcker Rule. Under the interim final rule, the agencies permit the retention of an interest in or sponsorship of covered funds by banking entities if certain qualifications are met. In addition, the agencies released a non-exclusive list of issuers that meet the requirements of the interim final rule. The pooled security was included in the non-exclusive list of issuers that meet the requirements of the interim final rule release by the agencies and therefore will not be required to be sold by the Company. The single issuer security is not subject to the provisions of the Volcker rule. The amortized cost and estimated fair value of the investment securities, by contractual maturity, at June 30, 2015 and December 31, 2014 are shown below. Actual maturities will differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. Available for Sale Held to Maturity Amortized Cost Estimated Fair Value Amortized Cost Estimated Fair Value June 30, 2015 Due in one year or less $ 3,248 $ 3,248 $ — $ — Due after one year through five years 1,062 1,109 250 250 Due after five years through ten years 53,157 53,495 — — Due after ten years 51,593 50,390 — — Total investment securities, excluding mortgage- backed securities 109,060 108,242 250 250 U.S. Government agency mortgage-backed securities 227,730 228,801 212 220 Other mortgage-backed securities 188 186 — — Total investment securities $ 336,978 $ 337,229 $ 462 $ 470 December 31, 2014 Due in one year or less $ 15,106 $ 15,109 $ — $ — Due after one year through five years 1,181 1,240 250 250 Due after five years through ten years 25,347 25,707 — — Due after ten years 89,619 87,023 — — Total investment securities, excluding mortgage- backed securities 131,253 129,079 250 250 U.S. Government agency mortgage-backed securities 263,215 265,156 239 251 Other mortgage-backed securities 265 265 — — Total investment securities $ 394,733 $ 394,500 $ 489 $ 501 At June 30, 2015, the Company had $27.9 million, amortized cost, and $29.3 million estimated fair value, of investment securities pledged to secure public deposits. As of June 30, 2015, the Company had $134.9 million, amortized cost, and $135.7 million, estimated fair value, of investment securities pledged as collateral on secured borrowings.

Loans

Loans	6 Months Ended
	Jun. 30, 2015
Receivables [Abstract]
Loans	(6) Loans The components of loans as of June 30, 2015 and December 31, 2014 were as follows: Loan Components June 30, 2015 December 31, 2014 Commercial: Commercial and industrial $ 264,344 $ 242,494 CRE owner occupied 232,794 278,651 CRE non-owner occupied 601,200 461,631 Land and development 57,351 70,156 Consumer: Home equity lines of credit 139,789 156,926 Home equity term loans 14,017 17,239 Residential real estate 265,992 276,993 Other 3,443 6,054 Total gross loans held-for-investment 1,578,930 1,510,144 Allowance for loan losses (20,331 ) (23,246 ) Net loans held-for-investment $ 1,558,599 $ 1,486,898 The following table is a comparison of the Company’s non-accrual loans as of the dates indicated: Loans on Non-Accrual Status June 30, 2015 December 31, 2014 Commercial: Commercial & industrial $ 26 $ 155 Commercial, held-for-sale 119 28 CRE owner occupied 892 3,268 CRE owner occupied, held-for-sale 234 32 CRE non-owner occupied 153 — CRE non-owner, held-for-sale — 229 Consumer: Home equity lines of credit 59 1,348 Home equity lines of credit, held-for-sale — 1,228 Home equity term loans 101 407 Home equity term loans, held-for-sale — 286 Residential real estate 3,919 5,117 Residential real estate, held-for-sale — 2,280 Other 6 432 Other, held-for-sale 36 — Total non-accrual loans $ 5,545 $ 14,810 Troubled debt restructuring, non-accrual $ 702 $ 318 Many of the Company’s commercial and industrial loans have a real estate component as part of the collateral securing the loan. Additionally, the Company makes commercial real estate loans for the acquisition, refinance, improvement and construction of real property. Loans secured by owner-occupied properties are dependent upon the successful operation of the borrower’s business. If the operating company experiences difficulties in terms of sales volume and/or profitability, the borrower’s ability to repay the loan may be impaired. Loans secured by properties where repayment is dependent upon payment of rent by third-party tenants or the sale of the property may be impacted by loss of tenants, lower lease rates needed to attract new tenants or the inability to sell a completed project in a timely fashion and at a profit. As of June 30, 2015, the Company had $31.1 million outstanding on six residential construction, commercial construction and land development relationships for which the agreements included interest reserves. As of December 31, 2014, the Company had $44.7 million outstanding on nine residential construction, commercial construction and land development relationships for which the agreements included interest reserves. The total amount available in those reserves to fund interest payments was $560 thousand and $1.9 million at June 30, 2015 and December 31, 2014, respectively. There were no relationships with interest reserves which were on non-accrual status at June 30, 2015 and December 31, 2014. Construction projects are monitored throughout their lives by the Company through either internal resources or professional inspectors engaged by the Company. The budgets for loan advances and borrower equity injections are developed at the time of underwriting in conjunction with the review of the plans and specifications for the project being financed. Advances of the Company’s funds are based on the prepared budgets and will not be made unless the project has been inspected by the Company’s professional inspector who must certify that the work related to the advance is in place and properly complete. As it relates to construction project financing, the Company does not extend, renew or restructure terms unless its borrower posts cash collateral in an interest reserve. Included in the Company’s loan portfolio are modified commercial loans. Per FASB ASC 310-40, Troubled Debt Restructuring,

Allowance for Loan Losses

Allowance for Loan Losses	6 Months Ended
	Jun. 30, 2015
Receivables [Abstract]
Allowance for Loan Losses	(7) Allowance for Loan Losses Changes in the allowance for loan losses were as follows: Allowance for Loan Losses and Recorded Investment in Financing Receivables For the Six Months Ended June 30, 2015 Residential Home Real Commercial Equity (1) Estate Other (2) Total Allowance for loan losses: Beginning balance $ 15,834 $ 3,238 $ 3,513 $ 661 $ 23,246 Charge-offs (1,008 ) (2,508 ) (1,932 ) (93 ) (5,541 ) Recoveries 3,539 262 11 32 3,844 Net charge-offs 2,531 (2,246 ) (1,921 ) (61 ) (1,697 ) Provision for loan losses (5,182 ) 2,300 2,144 (480 ) (1,218 ) Ending balance $ 13,183 $ 3,292 $ 3,736 $ 120 $ 20,331 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 13,183 $ 3,292 $ 3,736 $ 120 $ 20,331 Financing Receivables: Ending balance $ 1,155,689 $ 153,806 $ 265,992 $ 3,443 $ 1,578,930 Ending balance: individually evaluated for impairment $ 1,167 $ 160 $ 4,461 $ 6 $ 5,794 Ending balance: collectively evaluated for impairment $ 1,154,522 $ 153,646 $ 261,531 $ 3,437 $ 1,573,136 (1) Amount includes both home equity lines of credit and term loans. (2) Includes the unallocated portion of the allowance for loan losses. For the Six Months Ended June 30, 2014 Commercial Home Equity (1) Residential Real Estate Other (2) Total Allowance for loan losses: Beginning balance $ 27,828 $ 3,375 $ 2,898 $ 1,436 $ 35,537 Charge-offs (16,300 ) (2,319 ) (1,425 ) (3,260 ) (23,304 ) Recoveries 1,078 144 6 128 1,356 Net charge-offs (15,222 ) (2,175 ) (1,419 ) (3,132 ) (21,948 ) Provision for loan losses 8,410 2,321 1,922 2,150 14,803 Ending balance $ 21,016 $ 3,521 $ 3,401 $ 454 $ 28,392 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 21,016 $ 3,521 $ 3,401 $ 454 $ 28,392 Financing Receivables: Ending balance $ 1,363,900 $ 186,953 $ 298,063 $ 7,200 $ 1,856,116 Ending balance: individually evaluated for impairment $ 5,447 $ 2,905 $ 5,609 $ 10 $ 13,971 Ending balance: collectively evaluated for impairment $ 1,358,453 $ 184,048 $ 292,454 $ 7,190 $ 1,842,145 (1) Amount includes both home equity lines of credit and term loans. (2) Includes the unallocated portion of the allowance for loan losses. Risk Characteristics Commercial Loans. Included in this segment is commercial and industrial, commercial real estate owner occupied, commercial real estate non-owner occupied, and land and development. Many of the Company’s commercial and industrial loans have a real estate component as part of the collateral securing the accommodation. Commercial real estate owner occupied loans rely on the cash flow from the successful operation of the borrower’s business to make repayment. If the operating company experiences difficulties in terms of sales volume and/or profitability, the borrower’s ability to repay the loan may be impaired. Commercial real estate non-owner occupied loans rely on the payment of rent by third-party tenants. The borrower’s ability to repay the loan or sell the property may be impacted by loss of tenants, lower lease rates needed to attract new tenants or the inability to sell a completed project in a timely fashion and at a profit. Commercial and industrial loans are primarily secured by assets of the business, such as accounts receivable and inventory. Due to the nature of the collateral securing these loans, the liquidation of these assets may be problematic and costly. Commercial real estate owner occupied and non-owner occupied loans are secured by the underlying properties. The local economy and real estate market affect the appraised value of these properties which may impact the ultimate repayment of these loans. Land and development loans are primarily repaid by the sale of the developed properties or by conversion to a permanent term loan. These loans are dependent upon the completion of the project on time and within budget, which may be impacted by general economic conditions. The Company requires cash collateral in an interest reserve in order to extend credit on construction projects to mitigate the credit risk. Home Equity Loans. This segment consists of both home equity lines of credit and home equity term loans on single family residences. These loans rely on the personal income of the borrower for repayment which may be impacted by economic conditions, such as unemployment levels, interest rates and the housing market. These loans are primarily secured by second liens on the property, which serves as the secondary source of repayment. The secondary source of repayment may be impaired by the real estate market and local regulations. The Company ceased all home equity lines of credit and all home equity term loan origination activity in the second half of 2014. Residential Real Estate Loans. Included in this segment are residential mortgages on single family residences. These loans rely on the personal income of the borrower for repayment which may be impacted by economic conditions, such as unemployment levels, interest rates and the housing market. These loans are primarily secured by a lien on the underlying property, which serves as the secondary source of repayment. The secondary source of repayment may be impaired by the real estate market and local regulations. Beginning in the third quarter of 2014, the Company ceased all residential real estate origination activity for both its portfolio and for sale to the secondary market. Other Loans . Other loans consist of personal credit lines, mobile home loans and consumer installment loans. These loans rely on the borrowers’ personal income for repayment and are either unsecured or secured by personal use assets and mobile homes. These loans may be impacted by economic conditions such as unemployment levels. The liquidation of the assets securing these loans may be difficult and costly. The allowance for loan losses was $20.3 million and $23.2 million at June 30, 2015 and December 31, 2014, respectively. The ratio of allowance for loan losses to gross loans held-for-investment was 1.29% at June 30, 2015 and 1.54% at December 31, 2014. The provision for loan losses charged to expense is based upon historical loan loss and recovery experience, a series of qualitative factors and an evaluation of estimated losses in the current loan portfolio, including the evaluation of impaired loans under FASB ASC 310, Receivables A loan is considered to be impaired when, based upon current information and events, it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the loan. An insignificant delay or insignificant shortfall in amount of payments does not necessarily result in a loan being identified as impaired. For this purpose, delays less than 90 days are considered to be insignificant. Impairment losses are included in the provision for loan losses in the unaudited condensed consolidated statements of operations. Loans not individually reviewed are evaluated as a group using reserve factor percentages based on historical loss and recovery experience and qualitative factors. Such loans generally include consumer loans, residential real estate loans and small business loans. In determining the appropriate level of the general pooled allowance, management makes estimates based on internal risk ratings, which take into account such factors as debt service coverage, loan-to-value ratios, management’s abilities and external factors. The following table presents the Company’s components of impaired loans receivable, segregated by class of loans. Commercial and consumer loans that were collectively evaluated for impairment are not included in the data that follows: Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Accrued Interest Income Recognized Cash Interest Income Recognized For the Six Months Ended June 30, 2015 With no related allowance: Commercial: Commercial & industrial $ 14 $ 523 $ — $ 16 $ — $ — Commercial & industrial, held-for-sale 119 152 — 141 — — CRE owner occupied 1,002 12,984 — 1,297 — — CRE owner occupied, held-for-sale 333 390 — 333 — — CRE non-owner occupied 153 290 — 158 — — CRE non-owner occupied, held-for-sale 148 256 — 221 — — Consumer: Home equity lines of credit 59 60 — 60 — — Home equity term loans 101 106 — 107 — — Residential real estate 4,461 5,701 — 4,066 — — Residential real estate, held-for-sale 770 1,002 — 932 — — Other 6 11 — 7 — — Other, held-for-sale 36 46 — 43 — — Total commercial $ 1,769 $ 14,595 $ — $ 2,166 $ — $ — Total consumer $ 5,433 $ 6,926 $ — $ 5,215 $ — $ — Impaired Loans As of December 31, 2014 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Accrued Interest Income Recognized Cash Interest Income Recognized With no related allowance: Commercial: Commercial & industrial $ 147 $ 149 $ — $ 161 $ 19 $ — Commercial & industrial, held-for- sale 28 50 — 52 — — CRE owner occupied 3,297 4,499 — 3,875 — — CRE owner occupied, held-for-sale 32 74 — 136 — — CRE non-owner occupied — — — — — — CRE non-owner occupied, held-for- sale 229 352 — 53 — — Land and development 140 223 — 181 — — Consumer: Residential real estate 4,852 5,587 3 4,513 — 97 Residential real estate, held-for-sale 3,478 4,984 — 1,365 — — Home Equity Lines of Credit 405 456 — 420 — — Home Equity Lines of Credit, held-for-sale 619 903 — 1,282 — — Home Equity Term Loans 1,347 1,863 — 1,385 — — Home Equity Term Loans, held-for-sale 3,266 4,743 — 3,735 — — Other 150 348 — 138 — — With an allowance recorded: Commercial: Commercial & industrial $ — $ — $ — $ — $ — $ — CRE owner occupied — — — — — — Consumer: Other — — — — — — Total commercial $ 3,873 $ 5,348 $ — $ 4,458 $ 19 $ 97 Total consumer $ 14,118 $ 18,884 $ 3 $ 12,836 $ — $ — In accordance with FASB ASC 310, those impaired loans for which the collateral is sufficient to support the outstanding principal do not result in a specific allowance for loan losses. Included in impaired loans at June 30, 2015 were five TDRs, for which the collateral is sufficient to support the outstanding principal, one of which was in accruing status. In addition, there were no TDRs at June 30, 2015 that included a commitment to lend additional funds as of June 30, 2015. There were zero and three new TDR agreements entered into during the three and six months ended June 30, 2015. The following table presents a summary of the Company’s TDR agreements entered into during the six months ended June 30, 2015. Troubled Debt Restructurings For the Six Months Ended June 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Residential real estate 3 $ 546 $ 484 The following table presents information regarding the types of concessions granted on loans that were restructured during the six months ended June 30, 2015: Troubled Debt Restructurings For the Six Months Ended June 30, 2015 Number of Contracts Concession Granted Residential real estate 3 Extension of maturity. During the six months ended June 30, 2015 and 2014, the Company did not have any TDR agreements that had subsequently defaulted that were entered into within the respective preceding twelve months. All TDRs are currently on non-accrual status. The following table presents the Company’s distribution of risk ratings within the held-for-investment loan portfolio, segregated by class, as of June 30, 2015 and December 31, 2014: Credit Quality Indicators by Internally Assigned Grade Commercial & industrial CRE owner occupied CRE non- owner occupied Land and development Home Equity Lines of Credit Home Equity Term Loans Residential Real Estate Other As of June 30, 2015 Grade: Pass $ 260,545 $ 227,948 $ 601,047 $ 57,351 $ 139,396 $ 13,913 $ 261,241 $ 3,438 Special Mention 3,786 2,328 — — — — — — Substandard 13 2,518 153 — 393 104 4,751 5 Doubtful — — — — — — — — Total $ 264,344 $ 232,794 $ 601,200 $ 57,351 $ 139,789 $ 14,017 $ 265,992 $ 3,443 As of December 31, 2014 Grade: Pass $ 235,985 $ 267,018 $ 451,921 $ 70,018 $ 155,084 $ 16,819 $ 272,044 $ 5,902 Special Mention 6,304 6,669 — — — — — — Substandard 205 4,964 9,710 138 1,842 420 4,949 152 Doubtful — — — — — — — — Total $ 242,494 $ 278,651 $ 461,631 $ 70,156 $ 156,926 $ 17,239 $ 276,993 $ 6,054 The Company’s primary tool for assessing risk when evaluating a loan in terms of its underwriting, structure, documentation and eventual collectability is a risk rating system where the loan is assigned a numeric value. Behind each numeric category is a defined set of characteristics reflective of the particular level of risk. The risk rating system is based on a fourteen point grade using a two-digit scale. The upper seven grades are for “pass” categories, the middle grade is for the “criticized” category, while the lower six grades represent “classified” categories which are equivalent to the guidelines utilized by the OCC. The portfolio manager is responsible for assigning, maintaining, and documenting accurate risk ratings for all commercial loans and commercial real estate loans. The portfolio manager assigns a risk rating at the inception of the loan, reaffirms it annually, and adjusts the rating based on the performance of the loan. As part of the loan review process, a regional credit officer will review risk ratings for accuracy. The portfolio manager’s risk rating will also be reviewed periodically by the loan review department and the Bank’s regulators. To calculate risk ratings in a consistent fashion, the Company uses a Risk Rating Methodology that assesses quantitative and qualitative components which include elements of its financial condition, abilities of management, position in the market, collateral and guarantor support and the impact of changing conditions. When combined with professional judgment, an overall risk rating is assigned. The following table presents the Company’s analysis of past due loans, segregated by class of loans, as of June 30, 2015 and December 31, 2014: Aging of Receivables 30-59 Days Past Due 60-89 Days Past Due 90 Days Past Due Total Past Due Current Total Financing Receivables As of June 30, 2015 Commercial: Commercial & industrial $ 377 $ — $ 16 $ 393 $ 263,951 $ 264,344 CRE owner occupied — 940 789 1,729 231,065 232,794 CRE non-owner occupied 277 — 153 430 600,770 601,200 Land and development — — — — 57,351 57,351 Consumer: Home equity lines of credit 867 23 — 890 138,899 139,789 Home equity term loans 43 9 5 57 13,960 14,017 Residential real estate 3,931 433 2,135 6,499 259,493 265,992 Other 16 1 6 23 3,420 3,443 Total $ 5,511 $ 1,406 $ 3,104 $ 10,021 $ 1,568,909 $ 1,578,930 As of December 31, 2014 Commercial: Commercial & industrial $ 4,212 $ 105 $ 151 $ 4,468 $ 238,026 $ 242,494 CRE owner occupied 1,685 23 1,321 3,029 275,622 278,651 CRE non-owner occupied 2,786 166 — 2,952 458,679 461,631 Land and development — — 140 140 70,016 70,156 Consumer: Home equity lines of credit 2,001 903 796 3,700 153,226 156,926 Home equity term loans 254 188 147 589 16,650 17,239 Residential real estate 4,183 670 3,719 8,572 268,421 276,993 Other 45 12 136 193 5,861 6,054 Total $ 15,166 $ 2,067 $ 6,410 $ 23,643 $ 1,486,501 $ 1,510,144

Derivative Financial Instrument

Derivative Financial Instruments and Hedging Activities	6 Months Ended
	Jun. 30, 2015
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments and Hedging Activities	(8) Derivative Financial Instruments and Hedging Activities Derivative financial instruments involve, to varying degrees, interest rate, market and credit risk. The Company seeks to minimize counterparty credit risk by establishing credit limits and collateral agreements. The Company utilizes certain derivative financial instruments to enhance its ability to manage interest rate risk that exists as part of its ongoing business operations. In general, the derivative transactions entered into by the Company fall into one of two types: a fair value hedge of a specific fixed-rate loan agreement and an economic hedge of a derivative offering to a Bank customer. The Company does not use derivative financial instruments for trading purposes. Fair Value Hedges – Interest Rate Swaps. The Company utilizes interest rate swap agreements to hedge interest rate risk. The designated hedged items are subordinated notes related to commercial loans that provide a fixed interest receipt for the Company. The interest rate risk is the uncertainty of future interest rate levels and the impact of changes in rates on the fair value of the loans. The hedging of interest rate risk is intended to reduce the volatility of the fair value of the loans due to changes in the interest rate market. The Company previously entered into interest rate swaps with a counterparty whereby the Company makes payments based on a fixed interest rate and receives payments from the counterparty based on a floating interest rate, both calculated based on the principal amount of the underlying subordinated note, without the exchange of the underlying principal. The Company no longer enters into these interest rate swap transactions, the last of which occurred in August 2007. The interest rate swaps are designated as fair value hedges under FASB ASC 815, Derivatives and Hedging (“FASB ASC 815”). The critical terms assessed by the Company for each hedge of subordinated notes include the notional amounts of the swap compared to the principal amount of the notes, expiration/maturity dates, benchmark interest rate, prepayment terms and cash payment dates. At June 30, 2015 and December 31, 2014, the total outstanding notional amount of these swaps was $7.6 million and $8.9 million, respectively. For each of these swap agreements, the floating rate is based on the one-month London Interbank Offered Rate (“LIBOR”) paid on the first day of the month which matches the interest payment date on each subordinated note. The expiration dates for these swap agreements range from July 1, 2015 to August 1, 2022 and are consistent with the underlying subordinated note maturities and the swaps had a fair value of $0 at inception. At hedge inception and on an ongoing basis, conditions supporting hedge effectiveness are evaluated. The Company believes that all conditions required in FASB ASC 815-20-25-104 have been met, as all terms of the subordinated note and the interest rate swap match. Because the Company’s evaluations have concluded that the critical terms of the subordinated notes and the interest rate swaps meet the criteria outlined in FASB ASC 815-20-25-104, the “short-cut” method of accounting is applied, which assumes there is no ineffectiveness of a hedging arrangement’s ability to hedge risk as changes in the interest rate component of the swaps’ fair value are expected to exactly offset the corresponding changes in the fair value of the underlying subordinated notes, as described above. Because the hedging arrangement is considered perfectly effective, changes to the underlying benchmark interest rates considered in the valuation of these instruments do not result in a net impact to earnings; however, there may be fair value adjustments related to credit quality variations between counterparties, which may impact earnings as required by FASB ASC 820, Fair Value Measurements and Disclosures (“FASB ASC 820”). The following tables provide information pertaining to interest rate swaps designated as fair value hedges under FASB ASC 815 at June 30, 2015 and December 31, 2014: Summary of Interest Rate Swaps Designated As Fair Value Hedges June 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other liabilities $ 7,604 $ (527 ) $ 8,937 $ (765 ) Summary of Interest Rate Swap Components June 30, 2015 December 31, 2014 Weighted average pay rate 7.22 % 7.24 % Weighted average receive rate 2.06 % 2.09 % Weighted average maturity in years 1.65 2.05 Customer Derivatives – Interest Rate Swaps. The Company enters into interest rate swaps that allow our commercial loan customers to effectively convert a variable-rate commercial loan agreement to a fixed-rate commercial loan agreement. Under these agreements, the Company enters into a variable-rate loan agreement with a customer in addition to an interest rate swap agreement, which serves to effectively swap the customer’s variable-rate loan into a fixed-rate loan. The Company then enters into a corresponding swap agreement with a third party in order to economically hedge its exposure through the customer agreement. The interest rate swaps with both the customers and third parties are not designated as hedges under FASB ASC 815 and are marked to market through earnings. As the interest rate swaps are structured to offset each other, changes to the underlying benchmark interest rates considered in the valuation of these instruments do not result in an impact to earnings; however, there may be fair value adjustments related to credit quality variations between counterparties, which may impact earnings as required by FASB ASC 820. The Company recognized $63 thousand and $113 thousand in expense resulting from fair value adjustments during the six months ended June 30, 2015 and 2014, respectively, which were included in other income in the unaudited condensed consolidated statements of operations. June 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other assets $ 137,425 $ 8,954 $ 174,524 $ 12,294 Other liabilities (137,425 ) (9,016 ) 174,524 (12,419 ) The Company has an International Swaps and Derivatives Association agreement with a third party that requires a minimum dollar transfer amount upon a margin call. This requirement is dependent on certain specified credit measures. The amount of collateral posted with the third party at June 30, 2015 and December 31, 2014 was $22.4 million and $29.2 million, respectively. The amount of collateral posted with the third party is deemed to be sufficient to collateralize both the fair market value change as well as any additional amounts that may be required as a result of a change in the specified credit measures. The aggregate fair value of all derivative financial instruments in a liability position with credit measure contingencies and entered into with the third party was $9.5 million and $13.2 million at June 30, 2015 and December 31, 2014, respectively.

Deposits

Deposits	6 Months Ended
	Jun. 30, 2015
Banking And Thrift [Abstract]
Deposits	(9) Deposits Deposits consist of the following major classifications: June 30, 2015 December 31, 2014 Interest-bearing demand deposits $ 758,421 $ 861,914 Non-interest-bearing demand deposits 511,856 548,064 Savings deposits 211,569 224,017 Time certificates under $100,000 203,298 231,111 Time certificates $100,000 or more 126,112 150,977 Brokered time deposits 65,465 75,821 Total $ 1,876,721 $ 2,091,904

Earnings (loss) Per Share

Earnings (loss) Per Share	6 Months Ended
	Jun. 30, 2015
Earnings Per Share [Abstract]
Earnings (loss) Per Share	(10) Earnings (loss) Per Share Basic earnings (loss) earnings per share is computed by dividing net income (loss) available to common shareholders by the weighted average number of shares of common stock outstanding, net of any treasury shares, during the period. Diluted earnings per share is calculated by dividing net income (loss) available to common shareholders by the weighted average number of shares of common stock outstanding, net of any treasury shares, after consideration of the potential dilutive effect of common stock equivalents, based upon the treasury stock method using an average market price for the period. Earnings (loss) Per Share Computation For the Three Months Ended June 30, 2015 2014 Net income (loss) $ 2,828 $ (24,248 ) Average common shares outstanding 18,632,526 17,417,829 Net effect of dilutive common stock equivalents 52,071 — Adjusted average shares outstanding – dilutive 18,684,597 17,417,829 Basic income (loss) per share $ 0.15 $ (1.39 ) Diluted income (loss) per share $ 0.15 $ (1.39 ) For the Six Months Ended June 30, 2015 2014 Net income (loss) $ 5,604 $ (26,154 ) Average common shares outstanding 18,624,585 17,383,192 Net effect of dilutive common stock equivalents 39,136 — Adjusted average shares outstanding – dilutive 18,663,721 17,383,192 Basic income (loss) per share $ 0.30 $ (1.50 ) Diluted income (loss) per share $ 0.30 $ (1.50 )

Commitments and Contingent Liab

Commitments and Contingent Liabilities	6 Months Ended
	Jun. 30, 2015
Commitments And Contingencies Disclosure [Abstract]
Commitments and Contingent Liabilities	(11) Commitments and Contingent Liabilities Letters of Credit In the normal course of business, the Company has various commitments and contingent liabilities, such as customers’ letters of credit (including standby letters of credit of $15.2 million and $17.5 million at June 30, 2015 and December 31, 2014, respectively) which are not reflected in the accompanying unaudited condensed consolidated financial statements. Standby letters of credit are conditional commitments issued by the Company to guarantee the performance of a customer to a third party. The credit risk involved in issuing letters of credit is essentially the same as that involved in extending loan facilities to customers. Reserve for Unfunded Commitments The Company maintains a reserve for unfunded loan commitments and letters of credit which is reported in other liabilities in the unaudited condensed consolidated statements of financial condition consistent with FASB ASC 825, Financial Instruments. Contingencies Guarantees Reserve for Residential Mortgage Loans Sold with Recourse The Company maintains a reserve for residential mortgage loans sold with recourse to third-party purchasers which is reported in other liabilities in the unaudited condensed consolidated statements of financial condition. The Company records estimated losses inherent with residential mortgage loans sold with recourse in accordance with FASB ASC 450, Contingencies

Fair Value of Financial Instrum

Fair Value of Financial Instruments	6 Months Ended
	Jun. 30, 2015
Fair Value Disclosures [Abstract]
Fair Value of Financial Instruments	(12) Fair Value of Financial Instruments The Company accounts for fair value measurement in accordance with FASB ASC 820, Fair Value Measurements and Disclosure FASB ASC 820 describes three levels of inputs that may be used to measure fair value: • Level 1 – Quoted prices in active markets for identical assets or liabilities. • Level 2 – Inputs other than quoted prices included within Level 1 that are observable for the asset or liability, either directly or indirectly. Level 2 inputs include: quoted prices for similar assets or liabilities in active markets; quoted prices for identical or similar assets or liabilities in markets that are not active; inputs other than quoted prices that are observable for the asset or liability; and inputs that are derived principally from or corroborated by observable market data by correlation or other means. • Level 3 – Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. Level 3 assets and liabilities include financial instruments whose value is determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation. FASB ASC 820 requires the Company to disclose the fair value for financial assets on both a recurring and non-recurring basis. The assets and liabilities measured at fair value on a recurring basis are as follows: Category Used for Fair Value Measurement June 30, 2015 Total Level 1 Level 2 Level 3 Assets: Investment securities available for sale: U.S. Treasury securities $ 2,501 $ 2,501 $ — $ — U.S. Government agency securities 4,835 — 4,835 — U.S. Government agency mortgage-backed securities 228,801 — 228,801 — Other mortgage-backed securities 186 — 186 — State and municipal securities 30,392 — 30,392 — Trust preferred securities 10,103 — — 10,103 Collateralized loan obligations 59,665 — 59,665 — Other securities 746 746 — — Hedged commercial loans 8,130 — 8,130 — Interest rate swaps 8,954 — 850 — Liabilities: Fair value interest rate swaps 527 — 527 — Interest rate swaps 9,016 — 9,016 — December 31, 2014 Assets: Investment securities available for sale: U.S. Treasury securities 2,502 2,502 — — U.S. Government agency securities 4,786 — 4,786 — U.S. Government agency mortgage-backed securities 265,156 — 265,156 — Other mortgage-backed securities 265 — 265 — State and municipal obligations 30,921 — 30,921 — Trust preferred securities 9,410 — — 9,410 Collateralized loan obligations 68,603 — 68,603 — Other securities 12,855 12,855 — — Hedged commercial loans 9,726 — 9,726 — Interest rate swaps 12,294 — 12,294 — Liabilities: Fair value interest rate swaps 765 — 765 — Interest rate swaps 12,419 — 12,419 — Level 1 Valuation Techniques and Inputs U.S. Treasury securities. The Company reports U.S. Treasury securities at fair value utilizing Level 1 inputs. These securities are priced using observable quotations for the indicated security. Other securities. The other securities category is comprised of money market mutual funds. Given the short maturity structure and the expectation that the investment can be redeemed at par value, the fair value of these investments is assumed to be the book value. Level 2 Valuation Techniques and Inputs The majority of the Company’s investment securities are reported at fair value utilizing Level 2 inputs. Prices of these securities are obtained through independent, third-party pricing services. Prices obtained through these sources include market derived quotations and matrix pricing and may include both observable and unobservable inputs. Fair market values take into consideration data such as dealer quotes, new issue pricing, trade prices for similar issues, prepayment estimates, cash flows, market credit spreads and other factors. The Company reviews the output from the third-party providers for reasonableness by the pricing consistency among securities with similar characteristics, where available, and by comparing values with other pricing sources available to the Company. In general, the Level 2 valuation process uses the following significant inputs in determining the fair value of the Company’s different classes of investments: U.S. Government agency securities. These securities are evaluated based on either a nominal spread basis for non-callable securities or on an option adjusted spread (“OAS”) basis for callable securities. The nominal spread and OAS levels are based on observations of identical or comparable securities actively trading in the markets. U.S. Government agency mortgage-backed securities. The Company’s agency mortgage-backed securities generally fall into one of two categories, fixed-rate agency mortgage-backed pools or adjustable-rate agency mortgage-backed pools. Fixed-rate agency mortgage-backed pools are valued based on spreads to actively traded To-Be-Announced and seasoned securities, the pricing of which is provided by inter-dealer brokers, broker dealers and other contributing firms active in trading the security class. Further delineation is made by weighted average coupon and weighted average maturity with spreads on individual securities relative to actively traded securities as determined and quality controlled using OAS valuations. Adjustable-rate agency mortgage-backed pools are valued on a bond equivalent effective margin (“BEEM”) basis obtained from broker-dealers and other contributing firms active in the market. BEEM levels are established for key sectors using characteristics such as month-to-roll, index, periodic and life caps and index margins and convertibility. Individual securities are then evaluated based on how their characteristics map to the sectors established. Other mortgage-backed securities. The Company’s other mortgage-backed securities consist of whole loan, non-agency collateralized mortgage obligations (“CMOs,” individually, each a “CMO”). These securities are valued based on generic tranches and generic prepayment speed estimates of various types of collateral from contributing firms and broker/dealers in the whole loan CMO market. State and municipal obligations. These securities are valued using information on identical or similar securities provided by market makers, broker/dealers and buy-side firms, new issue sales and bid-wanted lists. The individual securities are then priced based on mapping the characteristics of the security such as obligation type (general obligation, revenue, etc.), maturity, state discount and premiums, call features, taxability and other considerations. Collateralized loan obligations. The fair value measurements for collateralized loan obligations are obtained through quotes obtained from broker/dealers based on similar actively traded securities. Those valuations are classified as Level 2. Hedged commercial loans. The hedged commercial loans are one component of a declared hedging relationship as defined under FASB ASC 815. The interest rate swap component of the declared hedging relationship is carried at its fair value and the carrying value of the commercial loans included a similar change in fair values. The fair value of these loans is estimated through discounted cash flow analysis which utilizes available credit and interest rate market data on performance of similar loans. This is considered a Level 2 input. Interest rate swaps. The Company’s interest rate swaps, including fair value interest rate swaps and small exposures in interest rate caps and floors, are reported at fair value utilizing models provided by an independent, third-party and observable market data. When entering into an interest rate swap agreement, the Company is exposed to fair value changes due to interest rate movements, and also the potential nonperformance of our contract counterparty. Interest rate swaps are evaluated based on a zero coupon LIBOR curve created from readily observable data on LIBOR, interest rate futures and the interest rate swap markets. The zero coupon curve is used to discount the projected cash flows on each individual interest rate swap. In addition, the Company has developed a methodology to value the nonperformance risk based on internal credit risk metrics and the unique characteristic of derivative instruments, which include notional exposure rather than principal at risk and interest payment netting. The results of this methodology are used to adjust the base fair value of the instrument for the potential counterparty credit risk. Interest rate caps and floors are evaluated using industry standard options pricing models and observed market data on LIBOR and Eurodollar option and cap/floor volatilities. Level 3 Valuation Techniques and Inputs Trust preferred securities. The trust preferred securities are evaluated on a quarterly basis based on whether the security is an obligation of a single issuer or part of a securitization pool. For single issuer obligations, the Company uses discounted cash flow models which incorporate the contractual cash flow for each issue adjusted as necessary for any potential changes in amount or timing of cash flows. The cash flow model of a pooled issue incorporates anticipated loss rates and severities of the underlying collateral as well as credit support provided within the securitization. At least quarterly, the Company’s Treasury personnel reviews the modeling assumptions which include default assumptions, discount and forward rates. Changes in those assumptions could potentially have a significant impact on the fair value of the trust preferred securities. The cash flow model for the pooled issue owned by the Company at June 30, 2015 assumes no recovery on defaulted collateral, no recovery on securities in deferral and an additional 3.6% future default rate assumption on the remaining performing collateral every three years with no recovery rate. For trust preferred securities, projected cash flows are discounted at a rate based on a trading group of similar securities quoted on the New York Stock Exchange or over-the-counter markets which is reviewed for market data points such as credit rating, maturity, price and liquidity. The Company indexes the securities to a comparable maturity interest rate swap to determine the market spread, which is then used as the discount rate in the cash flow models. As of the reporting date, the market spreads were 3.00% for the pooled security and 4.75% for the single issuer that is currently deferring interest payments. An increase or decrease of three percentage points in the discount rate on the pooled issue would result in a decrease of $1.9 million or an increase of $2.9 million in the security fair value, respectively. An increase or decrease of three percentage points in the discount on the single issuer would result in a decrease of $1.0 million or an increase of $1.6 million in the security fair value, respectively. The following provides details of the Level 3 fair value measurement activity for the three and six months ended June 30, 2015 and 2014: Fair Value Measurements Using Significant Unobservable Inputs-Level 3 Investment Securities For the Three Months Ended June 30, 2015 2014 Balance, beginning of period $ 8,929 $ 8,616 Total gains, realized/unrealized: Included in earnings — — Included in accumulated other comprehensive income 1,174 857 Purchases — Maturities — — Prepayments — — Calls — — Transfers out of Level 3 — — Balance, end of period $ 10,103 $ 9,473 For the Six Months Ended June 30, 2015 2014 Balance, beginning of period $ 9,410 $ 7,967 Total gains, realized/unrealized: Included in earnings — — Included in accumulated other comprehensive income 693 1,506 Purchases — Maturities — — Prepayments — — Calls — — Transfers out of Level 3 — — Balance, end of period $ 10,103 $ 9,473 There were no transfers between the three levels for the three and six months ended June 30, 2015 and 2014. The Company evaluates its hierarchy on a quarterly basis to ensure proper classification. Certain assets are measured at fair value on a nonrecurring basis; that is, the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances (for example, when there is evidence of impairment). The Company measures impaired loans, loans held-for-sale, bank properties and equipment, bank properties transferred into other real estate owned and SBA servicing assets at fair value on a non-recurring basis. At June 30, 2015 and 2014, these assets were valued in accordance with GAAP and, except for impaired loans, loans held-for-sale, and real estate owned included in the following table, did not require fair value disclosure under the provisions of FASB ASC 820. The related changes in fair value for the six months ended June 30, 2015 and 2014 are as follows: Category Used for Fair Value Measurement Total Losses Or Changes in Net Assets / Total Level 1 Level 2 Level 3 Liabilities June 30, 2015 Assets: Impaired loans $ 1,364 $ — $ — $ 1,364 $ (257 ) Bank properties and equipment 1,729 — 1,729 — (2,082 ) Loans held-for-sale, at lower of cost or market 1,821 — 1,821 — (677 ) June 30, 2014 Assets: Impaired loans $ 2,962 $ — $ — $ 2,962 $ (3,961 ) Real estate owned 294 — — 294 (265 ) Loans held-for-sale, at lower of cost or market 6,355 — 6,355 — (4,685 ) Under FASB ASC 310, the fair value of collateral dependent impaired loans is based on the fair value of the underlying collateral, typically real estate, which is based on valuations. It is the policy of the Company to obtain a current appraisal or evaluation when a loan has been identified as non-performing. The type of appraisal obtained will be commensurate with the size and complexity of the loan. The resulting value will be adjusted for the potential cost of liquidation and decline of values in the market. New appraisals will be obtained on an annual basis until the loan is repaid in full, liquidated, or returns to performing status. While the loan policy dictates that a loan be assigned to the special assets department when it is placed on non-accrual status, there is a need for loan officers to consistently and accurately determine collateral values when a loan is initially designated as criticized or classified. The most effective means of determining the fair value of real estate collateral at a point in time is by obtaining a current appraisal or evaluation of the property. In anticipation of the receipt of a current appraisal or evaluation, the Company has provided for an alternative and interim means of determining the fair value of the real estate collateral. The most recent appraisal or reported value of the collateral securing a loan, net of a discount for the estimated cost of liquidation, is the Company’s basis for determining fair value. The following table summarizes the Company’s appraisal approach based upon loan category. Loan Category Used for Impairment Review Method of Determining the Value Loans less than $1 million Evaluation report or restricted use appraisal Loans $1 million or greater Existing appraisal 18 months or less Restricted use appraisal Existing appraisal greater than 18 months Summary form appraisal Commercial loans secured primarily by residential real estate Loans less than $1 million Automated valuation model Loans $1 million or greater Summary form appraisal Non-commercial loans secured primarily by residential real estate Loans less than $250 thousand Automated valuation model or summary form appraisal Loans $250 thousand or greater Summary form appraisal An evaluation report, as defined by the OCC, is a written report prepared by an appraiser that describes the real estate collateral, its condition, current and projected uses and sources of information used in the analysis, and provides an estimate of value in situations when an appraisal is not required. A restricted use appraisal is defined as a written report prepared under the Uniform Standards of Professional Appraisal Practice (“USPAP”). A restricted use appraisal is for the Company’s use only and should contain a brief statement of information significant to the determination of the value of the collateral under review. This report can be used for ongoing collateral monitoring. A summary form appraisal is defined as a written report prepared under the USPAP which contains a detailed summary of all information significant to the determination of the collateral valuation. This report is more detailed than a restricted use report and provides sufficient information to enable the user to understand the rationale for the opinions and conclusions in the report. An automated valuation model is an internal computer program that estimates a property’s market value based on market, economic, and demographic factors. On a quarterly basis, or more frequently as necessary, the Company will review the circumstances of each collateral dependent loan and real estate owned property. A collateral dependent loan is defined as one that relies solely on the operation or the sale of the collateral for repayment. Adjustments to any specific reserve relating to a collateral shortfall, as compared to the outstanding loan balance, will be made if justified by appraisals, market conditions or current events concerning the loan. All appraisals received which are utilized to determine valuations for criticized and classified loans or properties placed in real estate owned are provided under an “as is” value. Partially charged off loans are measured for impairment upon receipt of an updated appraisal based on the relationship between the remaining balance of the charged down loan and the discounted appraised value. Such loans will remain on non-accrual status unless performance by the borrower warrants a return to accrual status. Recognition of non-accrual status occurs at the time a loan can no longer support principal and interest payments in accordance with the original terms and conditions of the loan documents. When impairment is determined, a specific reserve reflecting any calculated shortfall between the value of the collateral and the outstanding balance of the loan is recorded. Subsequent adjustments, prior to receipt of a new appraisal, to any related specific reserve will be made if justified by market conditions or current events concerning the loan. If an internal discount-based evaluation is being used, the discount percentage may be adjusted to reflect market changes, changes to the collateral value of similar loans or circumstances of the individual loan itself. The amount of the charge-off is determined by calculating the difference between the current loan balance and the current collateral valuation, plus estimated cost to liquidate. Impaired loan fair value measurements are based upon unobservable inputs, and therefore, are categorized as a Level 3 measurement. There were no impaired loans with specific reserves at both June 30, 2015 and 2014. There were no charge-offs recorded on impaired loans with a specific reserve during both the six months ended June 30, 2015, and 2014. Impaired loans held-for-investment with an aggregate carrying amount of $1.4 million and $3.0 million at June 30, 2015 and 2014, respectively, did not include specific reserves as the value of the underlying collateral was not below the carrying amount. However, these loans did include charge-offs of $257 thousand, of which $0 related to loans that were fully charged off at June 30, 2015 and $4.0 million, of which $3.7 million related to loans which were fully charged off at June 30, 2014. Loans held-for-sale, at lower of cost or market with an aggregate carrying amount of $1.8 million at June 30, 2015 included charge-offs of $677 thousand to reduce the balance of the loans to fair value. The fair value of these loans was determined through the use of broker quotes based on market data; therefore, this is a level 2 input. Once a loan is determined to be uncollectible, the underlying collateral is repossessed and reclassified as other real estate owned. The balance of other real estate owned can also include bank properties transferred from operations. These assets are carried at the lower of cost or fair value of the collateral, less cost to sell. In some cases, adjustments are made to the appraised values for various factors including age of the appraisal, age of comparable properties included in the appraisal, and known changes in the market and the collateral. During the six months ended June 30, 2015 and 2014, the Company recorded a decrease in fair value on commercial properties of $0 and $197 thousand, respectively, and $0 and $68 thousand on consumer properties, respectively. These adjustments were based upon unobservable inputs, and therefore categorized as Level 3 measurements. The SBA servicing assets are reviewed for impairment in accordance with FASB ASC 860, Transfers and Servicing. Because loans are sold individually and not pooled, the Company does not stratify groups of loans based on risk characteristics for purposes of measuring impairment. The Company measures the SBA servicing assets by estimating the present value of expected future cash flows for each servicing asset, based on their unique characteristics and market-based prepayment assumptions. This is a Level 3 input. A valuation allowance is recorded for the amount by which the carrying amount of the servicing asset exceeds the calculated fair value. The Company had a valuation allowance of $177 thousand on its SBA servicing assets at both June 30, 2015 and December 31, 2014. In accordance with ASC 825-10-50-10, Fair Value of Financial Instruments, the Company is required to disclose the fair value of its financial instruments. The fair value of a financial instrument is the current amount that would be exchanged between willing parties, other than in a distressed sale. Fair value is best determined using observable market prices; however, for many of the Company’s financial instruments, no quoted market prices are readily available. In instances where quoted market prices are not readily available, fair value is determined using cash flow models or other techniques appropriate for the particular instrument. These techniques involve some degree of judgment and, as a result, are not necessarily indicative of the amounts the Company would realize in a current market exchange. Utilizing different assumptions or estimation techniques may have a material effect on the estimated fair value. Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities June 30, 2015 December 31, 2014 Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Assets: Cash and due from banks $ 28,544 $ 28,544 $ 42,548 $ 42,548 Interest-earning bank balances 250,319 250,319 505,885 505,885 Restricted cash 5,000 5,000 13,000 13,000 Investment securities available for sale 337,229 337,229 394,500 394,500 Investment securities held-to-maturity 462 470 489 501 Loans receivable, net 1,550,469 1,519,026 1,477,172 1,412,372 Loans held-for-sale, at lower of cost or market 2,006 2,006 4,083 4,083 Hedged commercial loans (1) 8,130 8,130 9,726 9,726 Branch assets held-for-sale 5,604 5,604 69,064 69,064 Restricted equity investments 15,554 15,554 14,961 14,961 Interest rate swaps 8,954 8,954 12,294 12,294 Liabilities: Demand deposits 1,270,277 1,237,570 1,409,978 1,444,488 Savings deposits 211,569 203,484 224,017 232,572 Time deposits 394,875 405,628 457,909 458,233 Deposits held-for-sale 34,689 36,077 183,395 199,469 Securities sold under agreements to repurchase – customers — — 1,156 1,156 Advances from FHLBNY 85,698 85,862 60,787 60,935 Junior subordinated debentures 92,786 69,991 92,786 67,837 Fair value interest rate swaps 527 527 765 765 Interest rate swaps 9,016 9,016 12,419 12,419 (1) Includes positive market value adjustment of $527 thousand and $765 thousand at June 30, 2015 and December 31, 2014, respectively, which is equal to the change in value of related interest rate swaps designated as fair value hedges of these hedged loans in accordance with FASB ASC 815. Cash and cash equivalents. For cash and cash equivalents, the carrying amount is a reasonable estimate of fair value. This is a Level 1 fair value input. Restricted cash. For restricted cash, the carrying amount is a reasonable estimate of fair value. This is a Level 1 fair value input. Investment securities. For investment securities, fair values are based on a combination of quoted prices for identical assets in active markets, quoted prices for similar assets in markets that are either actively or not actively traded and price models, discounted cash flow methodologies, or similar techniques that may contain unobservable inputs that are supported by little or no market activity and require significant judgment. The fair value of available-for-sale securities is measured utilizing Level 1, Level 2, and Level 3 inputs. The fair value of held-to-maturity securities is measured utilizing Level 2 inputs. Loans receivable, net. The fair value of loans receivable is estimated using discounted cash flow analysis. Projected future cash flows are calculated using loan characteristics, and assumptions of voluntary and involuntary prepayment speeds. For performing loans, Level 2 inputs are utilized as the cash flow analysis is performed using available market data on the performance of similar loans. Projected cash flows are prepared using discount rates believed to represent current market rates. For non-performing loans, the cash flow assumptions are considered Level 3 inputs as market data is not readily available. Loans held-for-sale, at lower of cost or market. Loans held-for-sale, at lower of cost or market includes consumer loans identified for sale out of the portfolio. These loans are recorded at lower of cost or market. The fair value of these loans is determined through the use of broker quotes based on market data; therefore, this is a level 2 input. Hedged commercial loans. The hedged commercial loans are one component of a declared hedging relationship as defined under FASB ASC 815. The interest rate swap component of the declared hedging relationship is carried at its fair value and the carrying value of the commercial loans includes a similar change in fair values. The fair value of these loans is measured utilizing Level 2 inputs. Branch assets held-for-sale. This category includes loans receivable and fixed assets, identified at certain branches for sale. As these assets are under agreement of sale at net book value, the carrying value is deemed to equal fair value. This is a level 2 fair value input. Restricted equity securities. Ownership in equity securities of the Federal Reserve Bank of Philadelphia (the “Federal Reserve Bank”), FHLBNY and Atlantic Central Bankers Bank is restricted and there is no established market for their resale. The carrying amount is a reasonable estimate of fair value. The fair value is based on Level 2 inputs. Interest rate swaps and fair value interest rate swaps. The Company’s derivative financial instruments are not exchange-traded and therefore are valued utilizing models with the primary input being readily observable market parameters, specifically the LIBOR swap curve. In addition, the Company incorporates a qualitative fair value adjustment related to credit quality variations between counterparties as required by FASB ASC 820. This is a level 2 input. Demand deposits, savings deposits and time deposits. The fair value of demand deposits and savings deposits is determined by projecting future cash flows using an estimated economic life based on account characteristics, a Level 2 input. The resulting cash flow is discounted using rates available on alternative funding sources. The fair value of time deposits is estimated using the rate and maturity characteristics of the deposits to estimate their cash flow. This cash flow is discounted at rates for similar term wholesale funding. Deposits held-for-sale . The fair value is determined by applying the agreed upon deposit premium per a branch sale agreement. This is a level 2 input. Securities sold under agreements to repurchase – customer. The fair value is estimated to be the amount payable at the reporting date. This is considered a Level 2 input. Junior subordinated debentures. The fair value was estimated by discounting approximate cash flows of the borrowings by yields estimating the fair value of similar issues. The valuation model considers current market spreads, known and anticipated credit issues of the underlying collateral, term and reinvestment period and market transactions of similar issues, if available. This is a Level 3 input under the fair value hierarchy. The fair value estimates presented herein are based on pertinent information available to management as of June 30, 2015 and December 31, 2014. Although management is not aware of any factors that would significantly affect the estimated fair value amounts, such amounts have not been comprehensively revalued for purposes of these condensed consolidated financial statements since those dates and, therefore, current estimates of fair value may differ significantly from the amount presented herein.

Regulatory Matters

Regulatory Matters	6 Months Ended
	Jun. 30, 2015
Banking And Thrift [Abstract]
Regulatory Matters	(13) Regulatory Matters The Company is subject to risk-based capital guidelines adopted by the FRB for bank holding companies. The Bank is also subject to similar capital requirements adopted by the OCC. Under the requirements the federal bank regulatory agencies have established quantitative measures to ensure that minimum capital thresholds are maintained. Failure to meet minimum capital requirements can result in certain mandatory, and possibly additional discretionary, actions by the regulators that, if undertaken, could have a direct material effect on the Company’s and the Bank’s consolidated financial statements. Prior to January 1, 2015, the OCC’s capital regulations required national banks to meet four minimum capital ratios: a 1.5% Tangible capital ratio, a 4.0% Tier 1 leverage capital ratio, a 4.0% Tier 1 risk-based capital ratio and a 8.0% Total risk-based capital ratio. Pursuant to the Dodd-Frank Wall Street Reform and Consumer Protection Act (the “Dodd-Frank Act”) the federal bank regulatory agencies issued the revised capital rules (the “Final Capital Rules”). The Final Capital Rules revised the quantity and quality of required minimum risk-based and leverage capital requirements applicable to the Bank, consistent with the Dodd-Frank Act and the Basel III capital standards. The Final Capital Rules revised the quantity and quality of capital required by (1) establishing a new minimum common equity Tier 1 capital ratio of 4.5% of risk-weighted assets; (2) raising the minimum capital ratio from 4.0% to 6.0% of risk-weighted assets; (3) maintaining the minimum total capital ratio of 8.0% of risk-weighted assets; and (4) maintaining a minimum Tier 1 leverage capital ratio of 4.0%. Furthermore, the Final Capital Rules added a requirement for a minimum common equity Tier 1 capital conservation buffer of 2.5% of risk-weighted assets, or the Conservation Buffer, to be applied to the common equity Tier 1 capital ratio, the Tier 1 capital ratio and the total capital ratio. The required minimum Conservation Buffer will be phased in incrementally between 2016 and 2019. If a bank’s or bank holding company’s Conservation Buffer is less than the required minimum and its net income for the four calendar quarters preceding the applicable calendar quarter, net of any capital distributions and associated tax effects not already reflected in net income, or Eligible Retained Income, is negative, it would be prohibited from making capital distributions or certain discretionary cash bonus payments to executive officers. As a result, under the Final Capital Rules, should we fail to maintain the Conservation Buffer we would be subject to limits on, and in the event we have negative Eligible Retained Income for any four consecutive calendar quarters, we would be prohibited in, our ability to obtain capital distributions from the Bank. The following table provides both the Company’s and the Bank’s risk-based capital ratios as of June 30, 2015 and December 31, 2014. Regulatory Capital Levels Actual For Capital Adequacy Purposes To Be Well Capitalized Under Prompt Corrective Action Provision (1) Amount Ratio Amount Ratio Amount Ratio June 30, 2015 (2) Total risk-based capital (to risk-weighted assets): Sun Bancorp, Inc. $ 324,062 20.81 % $ 124,603 8.00 % N/A Sun National Bank 291,925 18.79 124,262 8.00 $ 155,328 10.00 % Tier 1 common equity capital ratio (to risk- weighted assets): Sun Bancorp, Inc. 214,574 13.78 70,089 4.50 N/A Sun National Bank 272,489 17.54 69,897 4.50 100,963 6.50 Tier 1 capital (to risk-weighted assets): Sun Bancorp, Inc. 268,222 17.22 93,452 6.00 N/A Sun National Bank 272,489 17.54 93,197 6.00 124,262 8.00 Leverage capital: Sun Bancorp, Inc. 268,222 11.26 95,254 4.00 N/A Sun National Bank 272,489 11.46 95,119 4.00 118,899 5.00 December 31, 2014 Total risk-based capital (to risk-weighted assets): Sun Bancorp, Inc. $ 317,945 19.25 % $ 132,147 8.00 % N/A Sun National Bank 286,374 17.37 131,876 8.00 $ 164,844 10.00 % Tier 1 capital (to risk-weighted assets): Sun Bancorp, Inc. 276,349 16.73 66,073 4.00 N/A Sun National Bank 265,728 16.12 65,938 4.00 98,907 6.00 Leverage capital: Sun Bancorp, Inc. 276,349 10.06 109,894 4.00 N/A Sun National Bank 265,728 9.68 109,760 4.00 137,200 5.00 (1) Not applicable for bank holding companies. (2) The Basel III guidelines and the Dodd-Frank Act established a new minimum Tier 1 common equity risk-based capital ratio and revised the “Prompt Corrective Action” regulations, effective January 1, 2015. The Bank is also subject to individual minimum capital ratios established by the OCC requiring the Bank to continue to maintain a Tier 1 Leverage Capital ratio at least equal to 8.50% of adjusted total assets, to continue to maintain Tier 1 Capital ratio at least equal to 9.50% of risk-weighted assets and to maintain a Total Capital ratio at least equal to 11.50% of risk-weighted assets. At June 30, 2015, the Bank met all of the three capital ratios established by the OCC as its Leverage Capital ratio was 11.46%, its Tier 1 Capital ratio was 17.54%, and its Total Capital ratio was 18.79%. On April 15, 2010, the Bank entered into a written agreement with the OCC (the “OCC Agreement”) which required the Bank to develop and implement a profitability and capital plan which provides for the maintenance of adequate capital to support the Bank’s risk profile. The capital plan contains a dividend policy allowing dividends only if the Bank is in compliance with the capital plan, and obtains prior approval from the OCC. During the second quarter of 2010, the Company delivered its profit and capital plans to the OCC. Updated profit and capital plans were subsequently submitted to the OCC as required. The Bank also agreed to: (a) implement a program to protect the Bank’s interest in criticized or classified assets, (b) review and revise the Bank’s loan review program; (c) implement a program for the maintenance of an adequate allowance for loan losses; and (d) revise the Bank’s credit administration policies. During the second quarter of 2010, the Bank revised and implemented changes to policies and procedures pursuant to the OCC Agreement. The Bank initially agreed that its brokered deposits would not exceed 3.5% of its total liabilities unless approved by the OCC. However, effective October 18, 2012, the OCC approved an increase of this limit to 6.0%. Management does not expect this restriction will limit its access to liquidity as the Bank does not rely on brokered deposits as a major source of funding. As of June 30, 2015, the Bank’s brokered deposits represented 3.1% of its total liabilities. In addition, the Company is required to seek the prior approval of the Federal Reserve Bank before paying interest, principal or other sums on trust preferred securities or any related subordinated debentures, declaring or paying cash dividends or receiving dividends from the Bank, repurchasing outstanding stock or incurring indebtedness. The Company also was required to submit, and periodically update, a capital plan, a profit plan and cash flow projections, as well as other progress reports to the Federal Reserve Bank. At June 30, 2015 and December 31, 2014, although the Bank exceeded the regulatory minimum ratios for classification as “well capitalized,” due to the fact that it was subject to the OCC Agreement, it cannot be deemed “well capitalized.” In August 2014, the Company raised approximately $20 million in equity through a privately negotiated sale of its common stock to several institutions and private investors. The Company issued a total of 1,133,144 shares of common stock in this transaction at a price per share of $17.65. The Bank is subject to various regulatory restrictions on its ability to pay dividends to the Company. All national banks are limited in the payment of dividends without the approval of the OCC of a total amount not to exceed the net income for that year to date plus the retained income for the preceding two years. Federal law also prohibits national banks from paying dividends that would be greater than the bank’s undivided profits after deducting statutory bad debt in excess of the bank’s allowance for loan losses. Due to our net loss position over the last two years, any proposed dividends from the Bank to the Company will be subject to regulatory approval until such time as net income for the current year combined with the prior two years is sufficient. Under the Federal Deposit Insurance Corporation Improvement Act (“FDICIA”), an insured depository institution such as the Bank is prohibited from making capital distributions, including the payment of dividends, if, after making such distribution, the institution would become “undercapitalized” (as such term is used in the FDICIA). Payment of dividends by the Bank also may be restricted at any time at the discretion of the OCC if it deems the payment to constitute an unsafe and unsound banking practice. Further, pursuant to the terms of the OCC Agreement, the Bank may not pay dividends if it is not in compliance with its approved capital plan or if the effect of the dividend would be to cause the Bank to not be in compliance and, in either event, not without prior OCC approval. The Bank did not seek OCC approval to pay a dividend in the first six months of 2015. FDIC assessment expense of $711 thousand and $944 thousand was recognized during the three months ended June 30, 2015 and 2014, respectively and $1.6 million and $2.0 million was recognized during the six months ended June 30, 2015 and 2014, respectively. The Company’s capital securities qualify as Tier 1 capital under federal regulatory guidelines. These instruments are subject to a 25% capital limitation under risk-based capital guidelines developed by the FRB. Under FRB rules, restricted core capital elements, which are qualifying trust preferred securities, qualifying cumulative perpetual preferred stock (and related surplus) and certain minority interests in consolidated subsidiaries, are limited in the aggregate to no more than 25% of a bank holding company’s core capital elements (including restricted core capital elements), net of goodwill less any associated deferred tax liability. However, under the Dodd-Frank Act, bank holding companies are prohibited from including in their Tier 1 capital hybrid debt and equity securities, including trust preferred securities, issued on or after May 19, 2010. Any such instruments issued before May 19, 2010 by a bank holding company, such as the Company, with total consolidated assets of less than $15 billion as of December 31, 2009, may continue to be included as Tier 1 capital (subject to the 25% limitation). The portion that exceeds the 25 percent capital limitation qualifies as Tier 2, or supplementary capital of the Company. At June 30, 2015, $53.6 million of a total of $90.0 million in capital securities qualified as Tier 1 with $36.4 million qualifying as Tier 2. On December 10, 2013, the FRB, the OCC, the FDIC, the Commodity Futures Trading Commission (the “CFTC”) and the SEC issued final rules to implement the Volcker Rule contained in Section 619 of the Dodd-Frank Act. While the Dodd-Frank Act provided that banks and bank holding companies were required to conform their activities and investments by July 21, 2014, in connection with issuing the final Volcker Rule, the FRB extended the conformance period until July 21, 2015. The FRB is permitted, by rule or order, to extend the conformance period for one year at a time, for a total of not more than 3 years. On December 18, 2014, the FRB issued an order that further extends until July 21, 2016 the conformance period under the Volcker Rule. The FRB stated in the order that it intends to exercise its authority again next year and grant the final one-year extension in order to permit banks and bank holding companies until July 21, 2017 to conform to the requirements of the Volcker Rule. The final Volcker Rule regulations do provide certain exemptions allowing banking entities to continue underwriting, market-making and hedging activities and trading certain government obligations, as well as various exemptions and exclusions from the definition of “covered funds.” The level of required compliance activity depends on the size of the banking entity and the extent of its trading. On January 14, 2014, the five federal agencies approved an interim final rule to permit banking entities to retain interests in certain collateralized debt obligations backed primarily by trust preferred securities from the investment prohibitions of the Volcker Rule. Under the interim final rule, the agencies permit the retention of an interest in or sponsorship of covered funds by banking entities if certain qualifications are met. In addition, the agencies released a non-exclusive list of issuers that meet the requirements of the interim final rule. At June 30, 2015, the Company had an investment in one pool of trust preferred securities with an amortized cost of $8.8 million and estimated fair value of $6.8 million. This pool was included in the list of non-exclusive issuers that meet requirements of the interim final rule release by the agencies and therefore was not required to be sold by the Company. At June 30, 2015, the Company had 11 collateralized loan obligation securities with an amortized cost of $59.9 million and an estimated fair value of $59.7 million. These securities are subject to the provisions of the Volcker Rule. As a result, the Company will likely be required to divest these investments unless their terms can be modified such that the investments are no longer covered by the Volcker Rule. While there is proposed legislation in Congress regarding a delay to the divestiture requirement for collateralized loan obligations, the outcome of the legislation is unclear at this time. The Company cannot give assurances that the legislation will or will not be enacted. However, based on the Company’s communication with its investment advisors, in the event that the proposed legislation is not enacted, the Company believes these investments can be modified to avoid a required divestiture under the Volcker Rule. Forward-Looking Statements This Quarterly Report on Form 10-Q of the Company and the documents incorporated by reference herein may contain forward-looking statements within the meaning of Section 27A of the Securities Act of 1933, as amended (the “Securities Act”), and Section 21E of the Securities Exchange Act of 1934, as amended (the “Exchange Act”), and are intended to be covered by the safe harbor provisions for forward-looking statements contained in the Private Securities Litigation Reform Act of 1995. We are including this statement for the purpose of invoking those safe harbor provisions. Forward-looking statements often include the words “believes,” “expects,” “anticipates,” “estimates,” “forecasts,” “intends,” “plans,” “targets,” “potentially,” “probably,” “projects,” “outlook,” “view,” “opportunity,” “allow,” “continues,” “reflects,” “typically,” “usually” or similar expressions or future or conditional verbs such as “may,” “will,” “should,” “would” and “could.” These forward-looking statements may include, among other things: • statements and assumptions relating to financial performance; • statements relating to the anticipated effects on results of operations or financial condition from recent or future developments or events; • statements relating to our business and growth strategies and our regulatory capital levels; • statements relating to potential sales of our criticized and classified assets; and • any other statements, projections or assumptions that are not historical facts. Actual future results may differ materially from our forward-looking statements, and we qualify all forward-looking statements by various risks and uncertainties we face, some of which are beyond our control, as well as the assumptions underlying the statements, including, among others, the following factors: • the strength of the United States economy in general and the strength of the local economies in which we conduct operations; • market volatility; • the credit risks of lending activities, including changes in the level and trend of loan delinquencies and write-offs; • the overall quality of the composition of our loan and securities portfolios; • the market for criticized and classified assets that we may sell; • legislative and regulatory changes, including the Dodd-Frank Act and impending regulations, changes in banking, securities and tax laws and regulations and their application by our regulators and changes in the scope and cost of FDIC insurance and other coverages; • the effects of, and changes in, monetary and fiscal policies and laws, including interest rate policies of the FRB; • inflation, interest rate, market and monetary fluctuations; • fluctuations in the demand for loans, the number of unsold homes and other properties and fluctuations in real estate values in our market areas; • the effect of and our compliance with the terms of the OCC Agreement and the Federal Reserve Bank requirements as well as compliance with the individual minimum capital ratios established for the Bank by the OCC; • the results of examinations of us by the Federal Reserve Bank and of the Bank by the OCC, including the possibility that the OCC may, among other things, require the Bank to increase its allowance for loan losses or to write-down assets; • our ability to control operating costs and expenses; • our ability to manage delinquency rates; • our ability to retain key members of our senior management team; • the costs of litigation, including settlements and judgments; • the increased competitive pressures among financial services companies; • the timely development of and acceptance of new products and services and the perceived overall value of these products and services by businesses and consumers, including the features, pricing and quality compared to our competitors’ products and services; • technological changes; • acquisitions; • changes in consumer and business spending, borrowing and saving habits and demand for financial services in our market area; • adverse changes in securities markets; • the inability of key third-party providers to perform their obligations to us; • changes in accounting policies and practices, as may be adopted by the financial institution regulatory agencies, the Financial Accounting Standards Board; • the potential impact on the Company’s operations and customers resulting from natural or man-made disasters, war, terrorist activities or cyber attacks; • other economic, competitive, governmental, regulatory and technological factors affecting our operations, pricing, products and services and the other risks described elsewhere herein or in the documents incorporated by reference herein and our other filings with the SEC; and • our success at managing the risks involved in the foregoing. Some of these and other factors are discussed in the Company’s Annual Report on Form 10-K for the fiscal year ended December 31, 2014 under “Item 1A Risk Factors” and “Item 2. Management’s Discussion and Analysis of Financial Condition and Results of Operations” as such sections may be amended or supplemented herein or in other filings pursuant to the Exchange Act. The development of any or all of these factors could have an adverse impact on our financial position and results of operations. Any forward-looking statements are based upon management’s beliefs and assumptions at the time they are made. We undertake no obligation to publicly update or revise any forward-looking statements included or incorporated by reference herein or to update the reasons why actual results could differ from those contained in such statements, whether as a result of new information, future events or otherwise, unless otherwise required to do so by law or regulation. In light of these risks, uncertainties and assumptions, the forward-looking statements discussed herein or in the documents incorporated by reference herein might not occur, and you should not put undue reliance on any forward-looking statements. NON-GAAP FINANCIAL MEASURES This Quarterly Report on Form 10-Q of the Company contains financial information prepared pursuant to methods other than in accordance with GAAP. Management uses these “non-GAAP” measures in their analysis of the Company’s performance. Management believes that these non-GAAP financial measures provide a greater understanding of ongoing operations and enhance comparability of results with prior periods as well as demonstrate the effects of significant gains and charges in the current period. The Company believes that a meaningful analysis of its financial performance requires an understanding of the factors underlying that performance. These disclosures should not be viewed as a substitute for operating results determined in accordance with GAAP, nor are they necessarily comparable to non-GAAP performance measures that may be presented by other companies. Management uses these measures to evaluate the underlying performance and efficiency of operations. Management believes these measures reflect core trends of the business. Tax Equivalent Net Interest Income: This Quarterly Report on Form 10-Q references tax-equivalent interest income. Tax-equivalent interest income is a non-GAAP financial measure. Tax-equivalent interest income assumes a 35% marginal federal tax rate for all periods. The fully taxable equivalent adjustments for the three months ended June 30, 2015 and 2014 were $167 thousand and $166 thousand, respectively. The fully taxable equivalent adjustments for the six months ended June 30, 2015 and 2014 were $330 thousand and $333 thousand, respectively. Tax-equivalent net interest income is net interest income plus the taxes that would have been paid had tax-exempt securities been taxable. This number attempts to enhance the comparability of the performance of assets that have different tax liabilities. The following table provides a reconciliation of tax equivalent net interest income to GAAP net interest income using a 35% tax rate: For the Three Months Ended: June 30, 2015 2014 Net interest income, as presented $ 15,375 $ 20,612 Effect of tax-exempt income 167 166 Net interest income, tax equivalent $ 15,542 $ 20,778 For the Six Months Ended: June 30, 2015 2014 Net interest income, as presented $ 30,566 $ 42,004 Effect of tax-exempt income 330 333 Net interest income, tax equivalent $ 30,896 $ 42,337 Core Deposits: Core deposits are calculated by excluding time deposits and brokered deposits from total deposits. The following table provides a reconciliation of core deposits to GAAP total deposits at June 30, 2015 and December 31, 2014: June 30, 2015 December 31, 2014 Total deposits $ 1,876,721 $ 2,091,904 Less: Time deposits 329,410 382,088 Less: Brokered deposits 65,465 75,821 Core deposits $ 1,481,846 $ 1,633,995

Summary of Significant Accoun22

Summary of Significant Accounting Policies (Policies)	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Basis of Presentation	Basis of Presentation. The accompanying unaudited condensed consolidated financial statements were prepared in accordance with the instructions to Form 10-Q, and therefore, do not include information or footnotes necessary for a complete presentation of financial condition, results of operations, comprehensive loss, changes in equity and cash flows in conformity with Accounting Principles Generally Accepted in the United States of America (“GAAP”). All normal recurring adjustments that, in the opinion of management, are necessary for a fair presentation of the unaudited condensed consolidated financial statements have been included. These unaudited condensed consolidated financial statements should be read in conjunction with the audited consolidated financial statements and the accompanying notes thereto included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2014 filed with the SEC. The results for the three and six months ended June 30, 2015 are not necessarily indicative of the results that may be expected for the year ending December 31, 2015 or any other period. The preparation of the unaudited condensed consolidated financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts of assets and liabilities, disclosure of contingent assets and liabilities at the date of the financial statements and the reported amounts of income and expense during the reporting period. The significant estimates include the allowance for loan losses, other-than-temporary impairment (“OTTI”) on investment securities, goodwill, income taxes, stock-based compensation and the fair value of financial instruments. Actual results may differ from these estimates under different assumptions or conditions.
Reclassifications	Reclassifications. Certain reclassifications have been made to prior periods in the unaudited condensed consolidated statements of operations to conform to current reporting. On the unaudited condensed consolidated statements of operations, commission expense, which was previously reported in a separate line item, has been included within the combined financial statement caption of salaries and employee benefits. In addition, several items associated with retail service fees which were previously included within other income have been combined with the previous financial statement caption of service charges on deposit accounts into a new financial statement caption of deposit service charges and fees. Interchange fees were reclassified from other income into a new financial statement caption. In addition, certain other financial statement captions were reclassified into other income and other expense due to the immaterial nature of the amounts. There was no impact from these reclassifications on the Company’s results of operations or cash flows for the three and six months ended June 30, 2014. The table below reports the impact of these reclassifications to the unaudited condensed consolidated statements of operations for the three and six months ended June 30, 2014: Three Months Ended June 30, 2014 As Reclassified As Reported Non-interest income: Deposit service charges and fees $ 2,463 $ — Service charges on deposit accounts — 2,215 Interchange fees 629 — Derivative credit valuation adjustment — (1,162 ) Gain on sale of investment securities — 50 Other (828 ) 1,161 Non-interest expense: Salaries and employee benefits 16,803 15,992 Commission expense — 811 Amortization of intangible assets — 283 Real estate owned expense, net — 702 Equipment expense 2,582 2,356 Office supplies expense — 285 Other 4,659 3,615 Six Months Ended June 30, 2014 As Reclassified As reported Non-interest income: Deposit service charges and fees $ 4,858 $ — Service charges on deposit accounts — 4,366 Interchange fees 1,192 — Derivative credit valuation adjustment — (1,200 ) Gain on sale of investment securities — 50 Other (550 ) 2,284 Non-interest expense: Salaries and employee benefits 30,584 28,876 Commission expense — 1,708 Amortization of intangible assets — 567 Real estate owned expense, net — 846 Equipment expense 4,331 4,105 Office supplies expense — 536 Other 7,383 5,660
Basis of Consolidation	Basis of Consolidation. The unaudited condensed consolidated financial statements include, after all intercompany balances and transactions have been eliminated, the accounts of the Company, the Bank, and the Bank’s wholly-owned subsidiaries, Prosperis Financial Solutions, 2020 Properties, L.L.C., and 4040 Properties, L.L.C. In accordance with Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“FASB ASC”) 810-10, Consolidation , the Issuing Trusts are presented on a deconsolidated basis.
Segment Information	Segment Information. As defined in accordance with FASB ASC 280, Segment Reporting , the Company has one reportable and operating segment, “Community Banking.” All of the Company’s activities are interrelated, and each activity is dependent and assessed based on how each of the activities of the Company supports the others. For example, lending is dependent upon the ability of the Company to fund itself with deposits and other borrowings and manage interest rate and credit risk. Accordingly, all significant operating decisions are based upon analysis of the Company as one segment or unit.
Investment Securities	Investment Securities. The Company’s investment portfolio includes both held-to-maturity and available-for-sale securities. The purchase and sale of the Company’s investment securities are recorded based on trade date accounting. At June 30, 2015 and December 31, 2014, the Company had no unsettled transactions. The following provides further information on the Company’s accounting for debt securities:
Held-to-Maturity	Held-to-Maturity – Investment securities that management has the positive intent and ability to hold until maturity are classified as held-to-maturity and carried at their remaining unpaid principal balance, net of unamortized premiums or unaccreted discounts. Premiums are amortized and discounts are accreted using the interest method over the estimated remaining term of the underlying security.
Available-for-Sale	Available-for-Sale – Investment securities that will be held for indefinite periods of time, including securities that may be sold in response to changes in market interest or prepayment rates, needs for liquidity, and changes in the availability and the yield of alternative investments, are classified as available-for-sale. These assets are carried at their estimated fair value. Fair values are based on quoted prices for identical assets in active markets, quoted prices for similar assets in markets that are either actively or not actively traded, or in some cases where there is limited activity or less transparency around inputs, internally developed discounted cash flow models. Unrealized gains and losses are excluded from earnings and are reported net of tax in accumulated other comprehensive income (loss) on the unaudited condensed consolidated statements of financial condition until realized, including those recognized through the non-credit component of an OTTI charge. In accordance with FASB ASC 325-40, Beneficial Interests in Securitized Financial Assets Investment – Debt and Equity Securities
Loans Held-For-Sale	Loans Held-For-Sale. Loans held-for-sale totaled $2.0 million and $4.1 million at June 30, 2015 and December 31, 2014, respectively, and consist of consumer loans which are recorded at the lower of cost or market.
Allowance for Loan Losses	Allowance for Loan Losses. The allowance for loan losses is determined by management based upon past experience, evaluation of estimated loss and impairment in the loan portfolio, current economic conditions and other pertinent factors. The allowance for loan losses is maintained at a level that management considers adequate to provide for estimated losses and impairment based upon an evaluation of known and inherent risk in the loan portfolio. Loan impairment is evaluated based on the fair value of collateral. While management uses the best information available to make such evaluations, future adjustments to the allowance for loan losses may be necessary if economic conditions differ substantially from the assumptions used in making the evaluations. The provision for loan losses is based upon historical loan loss experience, a series of qualitative factors and an evaluation of estimated losses in the current loan portfolio, including the evaluation of impaired loans under FASB ASC 310, Receivables • Levels of past due, classified and non-accrual loans, and troubled debt restructurings (“TDR”); • Nature, volume, and concentration of loans; • Historical loss trends; • Changes in lending policies and procedures, underwriting standards, collections, and for commercial loans, the level of loans being approved with exceptions to policy; • Experience, ability and depth of management and staff; • National and local economic and business conditions, including various market segments; • Quality of the Company’s loan review system and degree of Board oversight; and • Effect of external factors, including the deterioration of collateral values, on the level of estimated credit losses in the current portfolio. Commercial loans, including commercial real estate loans, are placed on non-accrual status at the time the loan has been delinquent for 90 days unless the loan is well secured and in the process of collection. Generally, commercial loans and commercial real estate loans are charged-off no later than 180 days after becoming delinquent unless the loan is well secured and in the process of collection, or other extenuating circumstances support collection. Residential real estate loans are typically placed on non-accrual status at the time the loan has been delinquent for 90 days. Other consumer loans are typically charged-off at 180 days delinquent. In all cases, loans must be placed on non-accrual status or charged-off at an earlier date if collection of principal or interest is considered doubtful.
Goodwill	Goodwill. Goodwill is the excess of the fair value of liabilities assumed over the fair value of tangible and identifiable intangible assets acquired in a business combination. Goodwill is not amortized but is tested for impairment annually or more frequently if events or changes in circumstances indicate that the asset might be impaired. The Company tests goodwill for impairment annually as of December 31, unless circumstances indicate that a test is required at an earlier date. The Company elected to not apply the qualitative evaluation option permitted under Accounting Standards Update (“ASU”) 2011-8, Intangibles – Goodwill and Other (Topic 35): Testing Goodwill for Impairment issued in September 2011. Therefore, the Company utilizes the two-step goodwill impairment test outlined in FASB ASC 350, Intangibles – Goodwill and Other (“FASB ASC 350”). Step one, which is used to identify potential impairment, compares the fair value of the reporting unit with its carrying amount, including goodwill. A reporting unit is an operating segment, or one level below an operating segment, as defined in FASB ASC 280. The Company has one reportable operating segment, “Community Banking,” and there are no components to this operating segment. If the fair value of a reporting unit exceeds its carrying value, goodwill of the reporting unit is not considered impaired and step two is therefore unnecessary. If the carrying amount of the reporting unit exceeds its fair value, the second step is performed to measure the amount of the impairment loss, if any. At December 31, 2014, the Company performed its annual goodwill impairment test, and step one of the analysis indicated that the Company’s fair value was greater than its carrying value; therefore, the Company’s goodwill was not impaired at December 31, 2014. Since that time, no event has occurred nor have circumstances changed that would more likely than not reduce the fair value of the reporting unit below its carrying amount. The carrying amount of goodwill totaled $38.2 million at both June 30, 2015 and December 31, 2014.
Bank Owned Life Insurance ("BOLI")	Bank Owned Life Insurance (“BOLI”). The Company has purchased life insurance policies on certain key employees. These policies are recorded at their cash surrender value, or the amount that can be realized in accordance with FASB ASC 325-30, Investments in Insurance Contracts . At June 30, 2015, the Company had $27.4 million invested in a general account and $52.7 million in a separate account, for a total BOLI cash surrender value of $80.1 million. The BOLI separate account is invested in a mortgage-backed securities fund, which is managed by an independent investment firm. Pricing volatility of these underlying instruments may have an impact on investment income; however, the fluctuations would be partially mitigated by a stable value wrap agreement which is a component of the separate account. Income from these policies and changes in the cash surrender value are recorded in BOLI income of the unaudited condensed consolidated statements of operations.
Income Taxes	Income Taxes. The Company accounts for income taxes in accordance with FASB ASC 740, Income Taxes (“FASB ASC 740”). FASB ASC 740 requires the recording of deferred income taxes that reflect the net tax effects of temporary differences between the carrying amounts of assets and liabilities for financial reporting purposes and the amounts used for income tax purposes. Management exercises significant judgment in the evaluation of the amount and timing of the recognition of the resulting tax assets and liabilities. The judgments and estimates required for the evaluation are updated based upon changes in business factors and the tax laws. If actual results differ from the assumptions and other considerations used in estimating the amount and timing of tax recognized, there can be no assurance that additional expenses will not be required in future periods. The Company recognizes, when applicable, interest and penalties related to unrecognized tax benefits in the provision for income taxes in the unaudited condensed consolidated statements of operations. Assessment of uncertain tax positions under FASB ASC 740 requires careful consideration of the technical merits of a position based on management’s analysis of tax regulations and interpretations. Significant judgment is applied when addressing the requirements of FASB ASC 740. At June 30, 2015, the Company had a valuation allowance of $131.2 million against its gross deferred tax asset. As the Company remained in a cumulative loss position, the deferred tax valuation allowance is still appropriate at June 30, 2015. The net deferred tax liability of $2.3 million in the unaudited condensed consolidated statements of financial condition at June 30, 2015 primarily represents the tax liability created from the goodwill amortization recorded for tax purposes and not for book purposes.
Accumulated Other Comprehensive Income (Loss)	Accumulated Other Comprehensive Income (Loss). The Company classifies items of accumulated comprehensive income (loss) by their nature and displays the details of other comprehensive income (loss) in the unaudited condensed consolidated statements of comprehensive loss. Amounts categorized as comprehensive income (loss) represent net unrealized gains or losses on investment securities available for sale, net of tax and the non-credit portion of any OTTI loss not recorded in earnings. Reclassifications are made to avoid double counting items which are displayed as part of net income (loss) for the period. These reclassifications for the three and six months ended June 30, 2015 and 2014 were as follows: For the Three Months Ended June 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding (loss) gain on securities available for sale during the period $ (857 ) $ 350 $ (507 ) $ 2,695 $ (1,102 ) $ 1,593 Reclassification adjustment for net gains included in net income 4 (2 ) 2 50 (20 ) 30 Net unrealized (loss) gain on securities available for sale $ (853 ) $ 348 $ (505 ) $ 2,745 $ (1,122 ) $ 1,623 For the Six Months Ended June 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding gain on securities available for sale during the period $ 480 $ (196 ) $ 284 $ 11,345 $ (4,635 ) $ 6,710 Reclassification adjustment for net gains included in net income 4 (2 ) 2 50 (20 ) 30 Net unrealized gain on securities available for sale $ 484 $ (198 ) $ 286 $ 11,395 $ (4,655 ) $ 6,740
Recent Accounting Principles	Recent Accounting Principles. In February 2015, the FASB issued ASU 2015-02: Consolidation – Amendments to the Consolidation Analysis (Topic 225-20). In January 2015, the FASB issued ASU 2015-01: Income Statement – Extraordinary and Unusual Items (Subtopic 225-20). In November 2014, the FASB issued ASU 2014-16: Derivatives and Hedging (Topic 815). In August 2014, the FASB issued ASU 2014-15 : Presentation of Financial Statements – Going Concern (Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern. In June 2014, the FASB issued ASU 2014-12: Stock Compensation – Accounting for Share-Based Payments When the Terms of Award Provide that a Performance Target Could Be Achieved after the Requisite Service Period (Topic 718). In May 2014, the FASB issued ASU 2014-09: Revenue from Contracts with Customers (Topic 606): Summary and Amendments That Create Revenue from Contracts with Customers (Topic 606) and Other Assets and Deferred Costs-Contracts with Customers (Subtopic 340-40), Conforming Amendments to Other Topics and Subtopics in the Codification and Status Tables, Background Information and Basis for Conclusions.

Summary of Significant Accoun23

Summary of Significant Accounting Policies (Tables)	6 Months Ended
	Jun. 30, 2015
Accounting Policies [Abstract]
Impact of Reclassifications to Condensed Consolidated Statements of Operations	The table below reports the impact of these reclassifications to the unaudited condensed consolidated statements of operations for the three and six months ended June 30, 2014: Three Months Ended June 30, 2014 As Reclassified As Reported Non-interest income: Deposit service charges and fees $ 2,463 $ — Service charges on deposit accounts — 2,215 Interchange fees 629 — Derivative credit valuation adjustment — (1,162 ) Gain on sale of investment securities — 50 Other (828 ) 1,161 Non-interest expense: Salaries and employee benefits 16,803 15,992 Commission expense — 811 Amortization of intangible assets — 283 Real estate owned expense, net — 702 Equipment expense 2,582 2,356 Office supplies expense — 285 Other 4,659 3,615 Six Months Ended June 30, 2014 As Reclassified As reported Non-interest income: Deposit service charges and fees $ 4,858 $ — Service charges on deposit accounts — 4,366 Interchange fees 1,192 — Derivative credit valuation adjustment — (1,200 ) Gain on sale of investment securities — 50 Other (550 ) 2,284 Non-interest expense: Salaries and employee benefits 30,584 28,876 Commission expense — 1,708 Amortization of intangible assets — 567 Real estate owned expense, net — 846 Equipment expense 4,331 4,105 Office supplies expense — 536 Other 7,383 5,660
Reclassifications of Accumulated Other Comprehensive Income (Loss) Items	These reclassifications for the three and six months ended June 30, 2015 and 2014 were as follows: For the Three Months Ended June 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding (loss) gain on securities available for sale during the period $ (857 ) $ 350 $ (507 ) $ 2,695 $ (1,102 ) $ 1,593 Reclassification adjustment for net gains included in net income 4 (2 ) 2 50 (20 ) 30 Net unrealized (loss) gain on securities available for sale $ (853 ) $ 348 $ (505 ) $ 2,745 $ (1,122 ) $ 1,623 For the Six Months Ended June 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding gain on securities available for sale during the period $ 480 $ (196 ) $ 284 $ 11,345 $ (4,635 ) $ 6,710 Reclassification adjustment for net gains included in net income 4 (2 ) 2 50 (20 ) 30 Net unrealized gain on securities available for sale $ 484 $ (198 ) $ 286 $ 11,395 $ (4,655 ) $ 6,740

Branch Sales (Tables)

Branch Sales (Tables)	6 Months Ended
	Jun. 30, 2015
Branch Sales [Abstract]
Summary of Branch Assets and Liabilities Classified as Held-for-Sale	The following summarizes the branch assets and liabilities classified as held-for-sale at June 30, 2015 and December 31, 2014: June 30, 2015 December 31, 2014 Assets: Cash $ 580 $ 1,064 Loans held-for-sale 4,649 63,965 Properties and equipment 375 4,035 Total branch assets held-for-sale $ 5,604 69,064 Liabilities: Deposits held-for-sale $ 34,689 183,395

Stock-Based Compensation (Table

Stock-Based Compensation (Tables)	6 Months Ended
	Jun. 30, 2015
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Summary of Stock Options Activity	Activity in the stock option plans for the six months ended June 30, 2015 and June 30, 2014 was as follows: Summary of Options Activity Weighted Number Average Number of Exercise of Options Options Price Exercisable Outstanding as of January 1, 2015 318,901 $ 28.34 161,984 Granted 218,760 18.92 — Exercised (811 ) 15.19 — Forfeited (13,777 ) 17.37 — Expired (6,329 ) 55.34 — Outstanding as of June 30, 2015 516,744 $ 24.33 166,271 Options vested or expected to vest (1) 483,676 $ 24.75 — (1) Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data. Weighted Number Average Number of Exercise of Options Options Price Exercisable Outstanding as of January 1, 2014 298,308 $ 36.80 249,853 Granted 43,194 16.75 — Exercised (123 ) 15.50 — Forfeited (14,114 ) 17.00 — Expired (87,888 ) 43.90 — Outstanding as of June 30, 2014 239,377 $ 31.75 171,062 Options vested or expected to vest (1) 226,115 $ 32.60 — (1) Includes vested shares and nonvested shares after the application of a forfeiture rate, which is based upon historical data.
Summary of Weighted Average Assumptions Used to Calculate Fair Value of Option	Significant weighted average assumptions used to calculate the fair value of the Options for the six months ended June 30, 2015 and 2014 are as follows: For the Six Months Ended June 30, 2015 2014 Weighted average fair value of Options granted $ 6.16 $ 7.25 Weighted average risk-free rate of return 1.35 % 1.16 % Weighted average expected option life in months 46 49 Weighted average expected volatility 40 % 55 % Expected dividends (1) $ — $ — (1) To date, the Company has not paid cash dividends on its common stock.
Summary of Nonvested Stock Award Activity	A summary of the Company’s nonvested Stock Award activity during the six months ended June 30, 2015 and 2014 are presented in the following tables: Summary of Nonvested Stock Award Activity Weighted Average Grant Number Date of Fair Shares Value Nonvested Stock Awards outstanding, January 1, 2015 248,654 $ 14.22 Issued 46,712 18.87 Vested (5,080 ) 19.14 Forfeited (4,300 ) 15.91 Nonvested Stock Awards outstanding, June 30, 2015 285,986 $ 14.87 Weighted Average Grant Number Date of Fair Shares Value Nonvested Stock Awards outstanding, January 1, 2014 86,367 $ 15.65 Issued 22,436 17.15 Vested (4,129 ) 16.95 Forfeited (9,437 ) 15.30 Nonvested Stock Awards outstanding, June 30, 2014 95,237 $ 15.95

Investment Securities (Tables)

Investment Securities (Tables)	6 Months Ended
	Jun. 30, 2015
Investments Debt And Equity Securities [Abstract]
Available for Sale and Held to Maturity Investment	The amortized cost of investment securities and the approximate fair value at June 30, 2015 and December 31, 2014 were as follows: Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value June 30, 2015 Available for sale: U.S. Treasury securities $ 2,500 $ 1 $ — $ 2,501 U.S. Government agency securities 4,974 — (139 ) 4,835 U.S. Government agency mortgage-backed securities 227,730 2,150 (1,079 ) 228,801 Other mortgage-backed securities 188 — (2 ) 186 State and municipal securities 28,889 1,503 — 30,392 Trust preferred securities 12,016 144 (2,057 ) 10,103 Collateralized loan obligations 59,935 18 (288 ) 59,665 Other securities 746 — — 746 Total available for sale $ 336,978 $ 3,816 $ (3,565 ) $ 337,229 Held to maturity: U.S. Government agency mortgage-backed securities 212 8 — 220 Other securities 250 — — 250 Total held to maturity 462 8 — 470 Total investment securities $ 337,440 $ 3,824 $ (3,565 ) $ 337,699 December 31, 2014 Available for sale: U.S. Treasury securities $ 2,499 $ 4 $ — $ 2,503 U.S. Government agency securities 4,973 — (187 ) 4,786 U.S. Government agency mortgage-backed securities 263,215 2,992 (1,051 ) 265,156 Other mortgage-backed securities 265 — — 265 State and municipal obligations 28,981 1,941 — 30,922 Trust preferred securities 12,014 — (2,604 ) 9,410 Collateralized loan obligations 69,931 — (1,328 ) 68,603 Other securities 12,855 — — 12,855 Total available for sale 394,733 4,937 (5,170 ) 394,500 Held to maturity: U.S. Government agency mortgage-backed securities 239 12 — 251 Other securities 250 — — 250 Total held to maturity 489 12 — 501 Total investment securities $ 395,222 $ 4,949 $ (5,170 ) $ 395,001
Gross Unrealized Losses by Investment Category	The following table provides the gross unrealized losses and fair value, aggregated by investment category and length of time the individual securities have been in a continuous unrealized loss position at June 30, 2015 and December 31, 2014: Gross Unrealized Losses by Investment Category Less than 12 Months 12 Months or Longer Total Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses Estimated Fair Value Gross Unrealized Losses June 30, 2015 U.S. Government agency securities $ — $ — $ 4,835 $ (139 ) $ 4,835 $ (139 ) U.S. Government agency mortgage-backed securities 22,049 (100 ) 30,269 (979 ) 52,318 (1,079 ) Other mortgage-backed securities 186 (2 ) — — 186 (2 ) Trust preferred securities — — 6,752 (2,057 ) 6,752 (2,057 ) Collateralized loan obligations 9,450 (28 ) 37,207 (260 ) 46,657 (288 ) Total 31,685 $ (130 ) 79,063 $ (3,435 ) $ 110,748 $ (3,565 ) December 31, 2014 U.S. Government agency securities $ — $ — $ 4,786 $ (187 ) $ 4,786 $ (187 ) U.S. Government agency mortgage-backed securities 7,801 (35 ) 33,453 (1,016 ) 41,254 (1,051 ) Trust preferred securities — — 9,410 (2,604 ) 9,410 (2,604 ) Collateralized loan obligations 23,710 (256 ) 44,894 (1,072 ) 68,604 (1,328 ) Total $ 31,511 $ (291 ) $ 92,543 $ (4,879 ) $ 124,054 $ (5,170 )
Contractual Maturities of Investment Securities	The amortized cost and estimated fair value of the investment securities, by contractual maturity, at June 30, 2015 and December 31, 2014 are shown below. Actual maturities will differ from contractual maturities as borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. Available for Sale Held to Maturity Amortized Cost Estimated Fair Value Amortized Cost Estimated Fair Value June 30, 2015 Due in one year or less $ 3,248 $ 3,248 $ — $ — Due after one year through five years 1,062 1,109 250 250 Due after five years through ten years 53,157 53,495 — — Due after ten years 51,593 50,390 — — Total investment securities, excluding mortgage- backed securities 109,060 108,242 250 250 U.S. Government agency mortgage-backed securities 227,730 228,801 212 220 Other mortgage-backed securities 188 186 — — Total investment securities $ 336,978 $ 337,229 $ 462 $ 470 December 31, 2014 Due in one year or less $ 15,106 $ 15,109 $ — $ — Due after one year through five years 1,181 1,240 250 250 Due after five years through ten years 25,347 25,707 — — Due after ten years 89,619 87,023 — — Total investment securities, excluding mortgage- backed securities 131,253 129,079 250 250 U.S. Government agency mortgage-backed securities 263,215 265,156 239 251 Other mortgage-backed securities 265 265 — — Total investment securities $ 394,733 $ 394,500 $ 489 $ 501

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2015
Receivables [Abstract]
Loan Components	The components of loans as of June 30, 2015 and December 31, 2014 were as follows: Loan Components June 30, 2015 December 31, 2014 Commercial: Commercial and industrial $ 264,344 $ 242,494 CRE owner occupied 232,794 278,651 CRE non-owner occupied 601,200 461,631 Land and development 57,351 70,156 Consumer: Home equity lines of credit 139,789 156,926 Home equity term loans 14,017 17,239 Residential real estate 265,992 276,993 Other 3,443 6,054 Total gross loans held-for-investment 1,578,930 1,510,144 Allowance for loan losses (20,331 ) (23,246 ) Net loans held-for-investment $ 1,558,599 $ 1,486,898
Loans on Non-Accrual Status	The following table is a comparison of the Company’s non-accrual loans as of the dates indicated: Loans on Non-Accrual Status June 30, 2015 December 31, 2014 Commercial: Commercial & industrial $ 26 $ 155 Commercial, held-for-sale 119 28 CRE owner occupied 892 3,268 CRE owner occupied, held-for-sale 234 32 CRE non-owner occupied 153 — CRE non-owner, held-for-sale — 229 Consumer: Home equity lines of credit 59 1,348 Home equity lines of credit, held-for-sale — 1,228 Home equity term loans 101 407 Home equity term loans, held-for-sale — 286 Residential real estate 3,919 5,117 Residential real estate, held-for-sale — 2,280 Other 6 432 Other, held-for-sale 36 — Total non-accrual loans $ 5,545 $ 14,810 Troubled debt restructuring, non-accrual $ 702 $ 318

Allowance for Loan Losses (Tabl

Allowance for Loan Losses (Tables)	6 Months Ended
	Jun. 30, 2015
Receivables [Abstract]
Allowance for Loan Losses and Recorded Investment in Financing Receivables	Changes in the allowance for loan losses were as follows: Allowance for Loan Losses and Recorded Investment in Financing Receivables For the Six Months Ended June 30, 2015 Residential Home Real Commercial Equity (1) Estate Other (2) Total Allowance for loan losses: Beginning balance $ 15,834 $ 3,238 $ 3,513 $ 661 $ 23,246 Charge-offs (1,008 ) (2,508 ) (1,932 ) (93 ) (5,541 ) Recoveries 3,539 262 11 32 3,844 Net charge-offs 2,531 (2,246 ) (1,921 ) (61 ) (1,697 ) Provision for loan losses (5,182 ) 2,300 2,144 (480 ) (1,218 ) Ending balance $ 13,183 $ 3,292 $ 3,736 $ 120 $ 20,331 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 13,183 $ 3,292 $ 3,736 $ 120 $ 20,331 Financing Receivables: Ending balance $ 1,155,689 $ 153,806 $ 265,992 $ 3,443 $ 1,578,930 Ending balance: individually evaluated for impairment $ 1,167 $ 160 $ 4,461 $ 6 $ 5,794 Ending balance: collectively evaluated for impairment $ 1,154,522 $ 153,646 $ 261,531 $ 3,437 $ 1,573,136 (1) Amount includes both home equity lines of credit and term loans. (2) Includes the unallocated portion of the allowance for loan losses. For the Six Months Ended June 30, 2014 Commercial Home Equity (1) Residential Real Estate Other (2) Total Allowance for loan losses: Beginning balance $ 27,828 $ 3,375 $ 2,898 $ 1,436 $ 35,537 Charge-offs (16,300 ) (2,319 ) (1,425 ) (3,260 ) (23,304 ) Recoveries 1,078 144 6 128 1,356 Net charge-offs (15,222 ) (2,175 ) (1,419 ) (3,132 ) (21,948 ) Provision for loan losses 8,410 2,321 1,922 2,150 14,803 Ending balance $ 21,016 $ 3,521 $ 3,401 $ 454 $ 28,392 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 21,016 $ 3,521 $ 3,401 $ 454 $ 28,392 Financing Receivables: Ending balance $ 1,363,900 $ 186,953 $ 298,063 $ 7,200 $ 1,856,116 Ending balance: individually evaluated for impairment $ 5,447 $ 2,905 $ 5,609 $ 10 $ 13,971 Ending balance: collectively evaluated for impairment $ 1,358,453 $ 184,048 $ 292,454 $ 7,190 $ 1,842,145 (1) Amount includes both home equity lines of credit and term loans. (2) Includes the unallocated portion of the allowance for loan losses.
Components of Impaired Loans Held-for-Investment	The following table presents the Company’s components of impaired loans receivable, segregated by class of loans. Commercial and consumer loans that were collectively evaluated for impairment are not included in the data that follows: Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Accrued Interest Income Recognized Cash Interest Income Recognized For the Six Months Ended June 30, 2015 With no related allowance: Commercial: Commercial & industrial $ 14 $ 523 $ — $ 16 $ — $ — Commercial & industrial, held-for-sale 119 152 — 141 — — CRE owner occupied 1,002 12,984 — 1,297 — — CRE owner occupied, held-for-sale 333 390 — 333 — — CRE non-owner occupied 153 290 — 158 — — CRE non-owner occupied, held-for-sale 148 256 — 221 — — Consumer: Home equity lines of credit 59 60 — 60 — — Home equity term loans 101 106 — 107 — — Residential real estate 4,461 5,701 — 4,066 — — Residential real estate, held-for-sale 770 1,002 — 932 — — Other 6 11 — 7 — — Other, held-for-sale 36 46 — 43 — — Total commercial $ 1,769 $ 14,595 $ — $ 2,166 $ — $ — Total consumer $ 5,433 $ 6,926 $ — $ 5,215 $ — $ — Impaired Loans As of December 31, 2014 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Accrued Interest Income Recognized Cash Interest Income Recognized With no related allowance: Commercial: Commercial & industrial $ 147 $ 149 $ — $ 161 $ 19 $ — Commercial & industrial, held-for- sale 28 50 — 52 — — CRE owner occupied 3,297 4,499 — 3,875 — — CRE owner occupied, held-for-sale 32 74 — 136 — — CRE non-owner occupied — — — — — — CRE non-owner occupied, held-for- sale 229 352 — 53 — — Land and development 140 223 — 181 — — Consumer: Residential real estate 4,852 5,587 3 4,513 — 97 Residential real estate, held-for-sale 3,478 4,984 — 1,365 — — Home Equity Lines of Credit 405 456 — 420 — — Home Equity Lines of Credit, held-for-sale 619 903 — 1,282 — — Home Equity Term Loans 1,347 1,863 — 1,385 — — Home Equity Term Loans, held-for-sale 3,266 4,743 — 3,735 — — Other 150 348 — 138 — — With an allowance recorded: Commercial: Commercial & industrial $ — $ — $ — $ — $ — $ — CRE owner occupied — — — — — — Consumer: Other — — — — — — Total commercial $ 3,873 $ 5,348 $ — $ 4,458 $ 19 $ 97 Total consumer $ 14,118 $ 18,884 $ 3 $ 12,836 $ — $ —
Summary of Company's TDR Agreements	There were zero and three new TDR agreements entered into during the three and six months ended June 30, 2015. The following table presents a summary of the Company’s TDR agreements entered into during the six months ended June 30, 2015. Troubled Debt Restructurings For the Six Months Ended June 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Residential real estate 3 $ 546 $ 484
Information Regarding Types of Concessions Granted on Loans	The following table presents information regarding the types of concessions granted on loans that were restructured during the six months ended June 30, 2015: Troubled Debt Restructurings For the Six Months Ended June 30, 2015 Number of Contracts Concession Granted Residential real estate 3 Extension of maturity.
Company's Distribution of Risk Ratings within Held-for-Investment Loan Portfolio	The following table presents the Company’s distribution of risk ratings within the held-for-investment loan portfolio, segregated by class, as of June 30, 2015 and December 31, 2014: Credit Quality Indicators by Internally Assigned Grade Commercial & industrial CRE owner occupied CRE non- owner occupied Land and development Home Equity Lines of Credit Home Equity Term Loans Residential Real Estate Other As of June 30, 2015 Grade: Pass $ 260,545 $ 227,948 $ 601,047 $ 57,351 $ 139,396 $ 13,913 $ 261,241 $ 3,438 Special Mention 3,786 2,328 — — — — — — Substandard 13 2,518 153 — 393 104 4,751 5 Doubtful — — — — — — — — Total $ 264,344 $ 232,794 $ 601,200 $ 57,351 $ 139,789 $ 14,017 $ 265,992 $ 3,443 As of December 31, 2014 Grade: Pass $ 235,985 $ 267,018 $ 451,921 $ 70,018 $ 155,084 $ 16,819 $ 272,044 $ 5,902 Special Mention 6,304 6,669 — — — — — — Substandard 205 4,964 9,710 138 1,842 420 4,949 152 Doubtful — — — — — — — — Total $ 242,494 $ 278,651 $ 461,631 $ 70,156 $ 156,926 $ 17,239 $ 276,993 $ 6,054
Company's Analysis of Past Due Held-for-Investment Loans	The following table presents the Company’s analysis of past due loans, segregated by class of loans, as of June 30, 2015 and December 31, 2014: Aging of Receivables 30-59 Days Past Due 60-89 Days Past Due 90 Days Past Due Total Past Due Current Total Financing Receivables As of June 30, 2015 Commercial: Commercial & industrial $ 377 $ — $ 16 $ 393 $ 263,951 $ 264,344 CRE owner occupied — 940 789 1,729 231,065 232,794 CRE non-owner occupied 277 — 153 430 600,770 601,200 Land and development — — — — 57,351 57,351 Consumer: Home equity lines of credit 867 23 — 890 138,899 139,789 Home equity term loans 43 9 5 57 13,960 14,017 Residential real estate 3,931 433 2,135 6,499 259,493 265,992 Other 16 1 6 23 3,420 3,443 Total $ 5,511 $ 1,406 $ 3,104 $ 10,021 $ 1,568,909 $ 1,578,930 As of December 31, 2014 Commercial: Commercial & industrial $ 4,212 $ 105 $ 151 $ 4,468 $ 238,026 $ 242,494 CRE owner occupied 1,685 23 1,321 3,029 275,622 278,651 CRE non-owner occupied 2,786 166 — 2,952 458,679 461,631 Land and development — — 140 140 70,016 70,156 Consumer: Home equity lines of credit 2,001 903 796 3,700 153,226 156,926 Home equity term loans 254 188 147 589 16,650 17,239 Residential real estate 4,183 670 3,719 8,572 268,421 276,993 Other 45 12 136 193 5,861 6,054 Total $ 15,166 $ 2,067 $ 6,410 $ 23,643 $ 1,486,501 $ 1,510,144

Derivative Financial Instrume29

Derivative Financial Instruments and Hedging Activities (Tables)	6 Months Ended
	Jun. 30, 2015
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Summary of Interest Rate Swaps Designated as Fair Value Hedges	Summary of Interest Rate Swaps Designated As Fair Value Hedges June 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other liabilities $ 7,604 $ (527 ) $ 8,937 $ (765 )
Summary of Interest Rate Swaps Components	Summary of Interest Rate Swap Components June 30, 2015 December 31, 2014 Weighted average pay rate 7.22 % 7.24 % Weighted average receive rate 2.06 % 2.09 % Weighted average maturity in years 1.65 2.05
Summary of Interest Rate Swaps Not Designated as Hedging Instruments	June 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other assets $ 137,425 $ 8,954 $ 174,524 $ 12,294 Other liabilities (137,425 ) (9,016 ) 174,524 (12,419 )

Deposits (Tables)

Deposits (Tables)	6 Months Ended
	Jun. 30, 2015
Banking And Thrift [Abstract]
Major Classifications of Deposits	Deposits consist of the following major classifications: June 30, 2015 December 31, 2014 Interest-bearing demand deposits $ 758,421 $ 861,914 Non-interest-bearing demand deposits 511,856 548,064 Savings deposits 211,569 224,017 Time certificates under $100,000 203,298 231,111 Time certificates $100,000 or more 126,112 150,977 Brokered time deposits 65,465 75,821 Total $ 1,876,721 $ 2,091,904

Earnings (loss) Per Share (Tabl

Earnings (loss) Per Share (Tables)	6 Months Ended
	Jun. 30, 2015
Earnings Per Share [Abstract]
Summary of Earnings (loss) Per Share Computation	Earnings (loss) Per Share Computation For the Three Months Ended June 30, 2015 2014 Net income (loss) $ 2,828 $ (24,248 ) Average common shares outstanding 18,632,526 17,417,829 Net effect of dilutive common stock equivalents 52,071 — Adjusted average shares outstanding – dilutive 18,684,597 17,417,829 Basic income (loss) per share $ 0.15 $ (1.39 ) Diluted income (loss) per share $ 0.15 $ (1.39 ) For the Six Months Ended June 30, 2015 2014 Net income (loss) $ 5,604 $ (26,154 ) Average common shares outstanding 18,624,585 17,383,192 Net effect of dilutive common stock equivalents 39,136 — Adjusted average shares outstanding – dilutive 18,663,721 17,383,192 Basic income (loss) per share $ 0.30 $ (1.50 ) Diluted income (loss) per share $ 0.30 $ (1.50 )

Fair Value of Financial Instr32

Fair Value of Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2015
Summary of Assets and Liabilities Measured at Fair Value on Recurring Basis	The assets and liabilities measured at fair value on a recurring basis are as follows: Category Used for Fair Value Measurement June 30, 2015 Total Level 1 Level 2 Level 3 Assets: Investment securities available for sale: U.S. Treasury securities $ 2,501 $ 2,501 $ — $ — U.S. Government agency securities 4,835 — 4,835 — U.S. Government agency mortgage-backed securities 228,801 — 228,801 — Other mortgage-backed securities 186 — 186 — State and municipal securities 30,392 — 30,392 — Trust preferred securities 10,103 — — 10,103 Collateralized loan obligations 59,665 — 59,665 — Other securities 746 746 — — Hedged commercial loans 8,130 — 8,130 — Interest rate swaps 8,954 — 850 — Liabilities: Fair value interest rate swaps 527 — 527 — Interest rate swaps 9,016 — 9,016 — December 31, 2014 Assets: Investment securities available for sale: U.S. Treasury securities 2,502 2,502 — — U.S. Government agency securities 4,786 — 4,786 — U.S. Government agency mortgage-backed securities 265,156 — 265,156 — Other mortgage-backed securities 265 — 265 — State and municipal obligations 30,921 — 30,921 — Trust preferred securities 9,410 — — 9,410 Collateralized loan obligations 68,603 — 68,603 — Other securities 12,855 12,855 — — Hedged commercial loans 9,726 — 9,726 — Interest rate swaps 12,294 — 12,294 — Liabilities: Fair value interest rate swaps 765 — 765 — Interest rate swaps 12,419 — 12,419 —
Summary of Assets Measured at Fair Value on Non Recurring Basis	At June 30, 2015 and 2014, these assets were valued in accordance with GAAP and, except for impaired loans, loans held-for-sale, and real estate owned included in the following table, did not require fair value disclosure under the provisions of FASB ASC 820. The related changes in fair value for the six months ended June 30, 2015 and 2014 are as follows: Category Used for Fair Value Measurement Total Losses Or Changes in Net Assets / Total Level 1 Level 2 Level 3 Liabilities June 30, 2015 Assets: Impaired loans $ 1,364 $ — $ — $ 1,364 $ (257 ) Bank properties and equipment 1,729 — 1,729 — (2,082 ) Loans held-for-sale, at lower of cost or market 1,821 — 1,821 — (677 ) June 30, 2014 Assets: Impaired loans $ 2,962 $ — $ — $ 2,962 $ (3,961 ) Real estate owned 294 — — 294 (265 ) Loans held-for-sale, at lower of cost or market 6,355 — 6,355 — (4,685 )
Valuation Methods for Determining Fair Value of Impairment Loans	The following table summarizes the Company’s appraisal approach based upon loan category. Loan Category Used for Impairment Review Method of Determining the Value Loans less than $1 million Evaluation report or restricted use appraisal Loans $1 million or greater Existing appraisal 18 months or less Restricted use appraisal Existing appraisal greater than 18 months Summary form appraisal Commercial loans secured primarily by residential real estate Loans less than $1 million Automated valuation model Loans $1 million or greater Summary form appraisal Non-commercial loans secured primarily by residential real estate Loans less than $250 thousand Automated valuation model or summary form appraisal Loans $250 thousand or greater Summary form appraisal
Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities	Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities June 30, 2015 December 31, 2014 Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Assets: Cash and due from banks $ 28,544 $ 28,544 $ 42,548 $ 42,548 Interest-earning bank balances 250,319 250,319 505,885 505,885 Restricted cash 5,000 5,000 13,000 13,000 Investment securities available for sale 337,229 337,229 394,500 394,500 Investment securities held-to-maturity 462 470 489 501 Loans receivable, net 1,550,469 1,519,026 1,477,172 1,412,372 Loans held-for-sale, at lower of cost or market 2,006 2,006 4,083 4,083 Hedged commercial loans (1) 8,130 8,130 9,726 9,726 Branch assets held-for-sale 5,604 5,604 69,064 69,064 Restricted equity investments 15,554 15,554 14,961 14,961 Interest rate swaps 8,954 8,954 12,294 12,294 Liabilities: Demand deposits 1,270,277 1,237,570 1,409,978 1,444,488 Savings deposits 211,569 203,484 224,017 232,572 Time deposits 394,875 405,628 457,909 458,233 Deposits held-for-sale 34,689 36,077 183,395 199,469 Securities sold under agreements to repurchase – customers — — 1,156 1,156 Advances from FHLBNY 85,698 85,862 60,787 60,935 Junior subordinated debentures 92,786 69,991 92,786 67,837 Fair value interest rate swaps 527 527 765 765 Interest rate swaps 9,016 9,016 12,419 12,419 (1) Includes positive market value adjustment of $527 thousand and $765 thousand at June 30, 2015 and December 31, 2014, respectively, which is equal to the change in value of related interest rate swaps designated as fair value hedges of these hedged loans in accordance with FASB ASC 815.
Investment Securities [Member]
Summary of Level 3 Fair Value Measurement Activity	The following provides details of the Level 3 fair value measurement activity for the three and six months ended June 30, 2015 and 2014: Fair Value Measurements Using Significant Unobservable Inputs-Level 3 Investment Securities For the Three Months Ended June 30, 2015 2014 Balance, beginning of period $ 8,929 $ 8,616 Total gains, realized/unrealized: Included in earnings — — Included in accumulated other comprehensive income 1,174 857 Purchases — Maturities — — Prepayments — — Calls — — Transfers out of Level 3 — — Balance, end of period $ 10,103 $ 9,473 For the Six Months Ended June 30, 2015 2014 Balance, beginning of period $ 9,410 $ 7,967 Total gains, realized/unrealized: Included in earnings — — Included in accumulated other comprehensive income 693 1,506 Purchases — Maturities — — Prepayments — — Calls — — Transfers out of Level 3 — — Balance, end of period $ 10,103 $ 9,473

Regulatory Matters (Tables)

Regulatory Matters (Tables)	6 Months Ended
	Jun. 30, 2015
Banking And Thrift [Abstract]
Risk-Based Capital Ratios	The following table provides both the Company’s and the Bank’s risk-based capital ratios as of June 30, 2015 and December 31, 2014. Regulatory Capital Levels Actual For Capital Adequacy Purposes To Be Well Capitalized Under Prompt Corrective Action Provision (1) Amount Ratio Amount Ratio Amount Ratio June 30, 2015 (2) Total risk-based capital (to risk-weighted assets): Sun Bancorp, Inc. $ 324,062 20.81 % $ 124,603 8.00 % N/A Sun National Bank 291,925 18.79 124,262 8.00 $ 155,328 10.00 % Tier 1 common equity capital ratio (to risk- weighted assets): Sun Bancorp, Inc. 214,574 13.78 70,089 4.50 N/A Sun National Bank 272,489 17.54 69,897 4.50 100,963 6.50 Tier 1 capital (to risk-weighted assets): Sun Bancorp, Inc. 268,222 17.22 93,452 6.00 N/A Sun National Bank 272,489 17.54 93,197 6.00 124,262 8.00 Leverage capital: Sun Bancorp, Inc. 268,222 11.26 95,254 4.00 N/A Sun National Bank 272,489 11.46 95,119 4.00 118,899 5.00 December 31, 2014 Total risk-based capital (to risk-weighted assets): Sun Bancorp, Inc. $ 317,945 19.25 % $ 132,147 8.00 % N/A Sun National Bank 286,374 17.37 131,876 8.00 $ 164,844 10.00 % Tier 1 capital (to risk-weighted assets): Sun Bancorp, Inc. 276,349 16.73 66,073 4.00 N/A Sun National Bank 265,728 16.12 65,938 4.00 98,907 6.00 Leverage capital: Sun Bancorp, Inc. 276,349 10.06 109,894 4.00 N/A Sun National Bank 265,728 9.68 109,760 4.00 137,200 5.00 (1) Not applicable for bank holding companies. (2) The Basel III guidelines and the Dodd-Frank Act established a new minimum Tier 1 common equity risk-based capital ratio and revised the “Prompt Corrective Action” regulations, effective January 1, 2015.
Reconciliation of Tax Equivalent Net Interest Income to GAAP Net Interest Income	The following table provides a reconciliation of tax equivalent net interest income to GAAP net interest income using a 35% tax rate: For the Three Months Ended: June 30, 2015 2014 Net interest income, as presented $ 15,375 $ 20,612 Effect of tax-exempt income 167 166 Net interest income, tax equivalent $ 15,542 $ 20,778 For the Six Months Ended: June 30, 2015 2014 Net interest income, as presented $ 30,566 $ 42,004 Effect of tax-exempt income 330 333 Net interest income, tax equivalent $ 30,896 $ 42,337
Reconciliation of Core Deposits to GAAP Total Deposits	The following table provides a reconciliation of core deposits to GAAP total deposits at June 30, 2015 and December 31, 2014: June 30, 2015 December 31, 2014 Total deposits $ 1,876,721 $ 2,091,904 Less: Time deposits 329,410 382,088 Less: Brokered deposits 65,465 75,821 Core deposits $ 1,481,846 $ 1,633,995

Organization - Additional Infor

Organization - Additional Information (Detail)	Aug. 11, 2014	Jun. 30, 2015TrustLocationBranchesOffice
Organization Consolidation And Presentation Of Financial Statements Disclosure [Line Items]
Number of business trust		5
Number of locations | Location		45
Number of branch offices | Branches		41
Number of loan production office | Office		1
Reverse stock split, description		1-for-5 reverse stock split
Reverse stock split ratio	0.2
DELAWARE
Organization Consolidation And Presentation Of Financial Statements Disclosure [Line Items]
Number of business trust		4
CONNECTICUT
Organization Consolidation And Presentation Of Financial Statements Disclosure [Line Items]
Number of business trust		1

Summary of Significant Accoun35

Summary of Significant Accounting Policies - Impact of Reclassifications to Condensed Consolidated Statements of Operations (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Non-interest income:
Deposit service charges and fees	$ 1,849	$ 2,463	$ 3,853	$ 4,858
Interchange fees	554	629	1,098	1,192
Other	261	(828)	451	(550)
Non-interest expense:
Salaries and employee benefits	9,120	16,803	19,710	30,584
Equipment expense	1,500	2,582	5,014	4,331
Other	$ 1,338	4,659	$ 2,871	7,383
As Reclassified [Member]
Non-interest income:
Deposit service charges and fees		2,463		4,858
Interchange fees		629		1,192
Other		(828)		(550)
Non-interest expense:
Salaries and employee benefits		16,803		30,584
Equipment expense		2,582		4,331
Other		4,659		7,383
As Reported [Member]
Non-interest income:
Deposit service charges and fees		2,215		4,366
Derivative credit valuation adjustment		(1,162)		(1,200)
Gain on sale of investment securities		50		50
Other		1,161		2,284
Non-interest expense:
Salaries and employee benefits		15,992		28,876
Commission expense		811		1,708
Amortization of intangible assets		283		567
Real estate owned expense, net		702		846
Equipment expense		2,356		4,105
Office supplies expense		285		536
Other		$ 3,615		$ 5,660

Summary of Significant Accoun36

Summary of Significant Accounting Policies - Additional Information (Detail)	6 Months Ended	12 Months Ended
	Jun. 30, 2015USD ($)SegmentTransactions	Dec. 31, 2014USD ($)Transactions
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of reportable operating segment | Segment	1
Number of unsettled transactions | Transactions	0	0
Loans held-for-sale	$ 2,000,000	$ 4,100,000
Commercial loans and commercial real estate loans placed on non-accrual status	90 days
Goodwill impairment		0
Carrying amount of goodwill	$ 38,188,000	38,188,000
Investments in general account	27,400,000
Investments in separate account	52,700,000
Bank owned life insurance (BOLI)	80,147,000	79,132,000
Deferred tax assets valuation allowance	131,200,000
Deferred tax liability net of valuation allowance	$ 2,275,000	$ 1,514,000
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Delinquent loans charge-off	180 days
Commercial Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Delinquent loans charge-off	180 days
Consumer Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Delinquent loans charge-off	180 days
Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Residential real estate loans placed on non-accrual status	90 days
Maximum [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans delayed before impairment period	90 days

Summary of Significant Accoun37

Summary of Significant Accounting Policies - Reclassifications of Accumulated Other Comprehensive Income (Loss) Items (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Accounting Policies [Abstract]
Unrealized holding (loss) gain on securities available for sale during the period, Pre-tax	$ (857)	$ 2,695	$ 480	$ 11,345
Unrealized holding (loss) gain on securities available for sale during the period, Tax	350	(1,102)	(196)	(4,635)
Unrealized holding (loss) gain on securities available for sale during the period, After-tax	(507)	1,593	284	6,710
Reclassification adjustment for net gains included in net income, Pre-tax	4	50	4	50
Reclassification adjustment for net gains included in net income, Tax	(2)	(20)	(2)	(20)
Reclassification adjustment for net gains included in net income, After-tax	2	30	2	30
Net unrealized (loss) gain on securities available for sale, Pre-tax	(853)	2,745	484	11,395
Net unrealized (loss) gain on securities available for sale, Tax	348	(1,122)	(198)	(4,655)
Net unrealized gain (loss) on securities available for sale, After-tax	$ (505)	$ 1,623	$ 286	$ 6,740

Branch Sale - Additional Inform

Branch Sale - Additional Information (Detail) $ in Thousands	Mar. 06, 2015USD ($)	Jun. 30, 2015USD ($)	Dec. 31, 2014USD ($)	Jul. 02, 2014Branch_office
Real Estate Properties [Line Items]
Deposit premium, Percentage				8.765%
Cash		$ 580	$ 1,064
Seven Branches Cape May County [Member]
Real Estate Properties [Line Items]
Deposits held for sale	$ 149,600
Loans held for sale	63,800
Fixed assets	4,000
Cash	897
Net cash payment for sale of branch	$ 71,500
Gain on branch sale transaction		$ 9,200
Cape May County New Jersey [Member]
Real Estate Properties [Line Items]
Number of branches sold | Branch_office				7

Branch Sale - Summary of Branch

Branch Sale - Summary of Branch Assets and Liabilities Classified as Held-for-Sale (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Assets:
Cash	$ 580	$ 1,064
Loans held-for-sale	4,649	63,965
Properties and equipment	375	4,035
Total branch assets held-for-sale	5,604	69,064
Liabilities:
Deposits held-for-sale	$ 34,689	$ 183,395

Stock-Based Compensation - Addi

Stock-Based Compensation - Additional Information (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Mar. 31, 2015	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock-based incentive plans, options expiry term					10 years
Number of Options, Granted					218,760	43,194
Weighted average remaining contractual term for Options outstanding	7 years 9 months 18 days
Weighted average remaining contractual term for Options exercisable	4 years 4 months 24 days
Aggregate intrinsic value for Options outstanding	$ 222		$ 222		$ 222
Aggregate intrinsic value of Options exercisable	60		60		$ 60
Company granted Options					218,760	43,194
Stock Option granted exercise period					10 years
Total compensation expense recognized on stock award			557	$ 102	$ 914	$ 232
Total unrecognized compensation cost related to options	1,800		1,800		1,800
Total unrecognized compensation cost related to nonvested stock awards	$ 3,400		$ 3,400		$ 3,400
Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of Shares, Issued					46,712	22,436
Stock Options [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Cost of stock awards recognized over a weighted average period					3 years 4 months 24 days
Stock Awards [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Cost of stock awards recognized over a weighted average period					3 years
2015 Plan [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Stock-based incentive plans, options expiry term		10 years
Shares authorized		1,400,000
Number of Options, Granted					0
Number of Shares, Issued					46,712
Company granted Options					0

Stock-Based Compensation - Summ

Stock-Based Compensation - Summary of Stock Options Activity (Detail) - $ / shares	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Number of Options, Outstanding ,Beginning Balance	318,901	298,308
Number of Options, Granted	218,760	43,194
Number of Options, Exercised	(811)	(123)
Number of Options, Forfeited	(13,777)	(14,114)
Number of Options, Expired	(6,329)	(87,888)
Number of Options Outstanding, Ending Balance	516,744	239,377
Number of Options, Options vested or expected to vest	483,676	226,115
Weighted Average Exercise Price, Outstanding, Beginning Balance	$ 28.34	$ 36.80
Weighted Average Exercise Price, Granted	18.92	16.75
Weighted Average Exercise Price, Exercised	15.19	15.50
Weighted Average Exercise Price, Forfeited	17.37	17
Weighted Average Exercise Price, Expired	55.34	43.90
Weighted Average Exercise Price, Outstanding, Ending Balance	24.33	31.75
Weighted Average Exercise Price, Stock Options vested or expected to vest	$ 24.75	$ 32.60
Number of Options Exercisable, Outstanding, Beginning Balance	161,984	249,853
Number of Options Exercisable, Outstanding ,Ending Balance	166,271	171,062

Stock-Based Compensation - Su42

Stock-Based Compensation - Summary of Weighted Average Assumptions Used to Calculate Fair Value of Option (Detail) - $ / shares	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Weighted average fair value of Options granted	$ 6.16	$ 7.25
Weighted average risk-free rate of return	1.35%	1.16%
Weighted average expected option life in months	46 months	49 months
Weighted average expected volatility	40.00%	55.00%

Stock-Based Compensation - Su43

Stock-Based Compensation - Summary of Weighted Average Assumptions Used to Calculate Fair Value of Option (Parenthetical) (Detail) - USD ($)	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Common stock dividends paid in cash	$ 0	$ 0

Stock-Based Compensation - Su44

Stock-Based Compensation - Summary of Nonvested Stock Award Activity (Detail) - Restricted Stock [Member] - $ / shares	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Number of Shares, Nonvested Stock Awards outstanding, Beginning Balance	248,654	86,367
Number of Shares, Issued	46,712	22,436
Number of Shares, Vested	(5,080)	(4,129)
Number of Shares, Forfeited	(4,300)	(9,437)
Number of Shares, Nonvested Stock Awards outstanding, Ending Balance	285,986	95,237
Weighted Average Grant Date Fair Value, Nonvested Stock Awards outstanding, Beginning Balance	$ 14.22	$ 15.65
Weighted Average Grant Date Fair Value, Issued	18.87	17.15
Weighted Average Grant Date Fair Value, Vested	19.14	16.95
Weighted Average Grant Date Fair Value, Forfeited	15.91	15.30
Weighted Average Grant Date Fair Value, Nonvested Stock Awards outstanding, Ending Balance	$ 14.87	$ 15.95

Investment Securities - Availab

Investment Securities - Available for Sale and Held to Maturity Investment (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	$ 336,978	$ 394,733
Gross Unrealized Gains, Available for sale	3,816	4,937
Gross Unrealized Losses, Available for sale	(3,565)	(5,170)
Estimated Fair Value, Available for sale	337,229	394,500
Amortized Cost, Held to maturity	462	489
Gross Unrealized Gains, Held to maturity	8	12
Estimated Fair Value, Held to maturity	470	501
Amortized Cost	337,440	395,222
Gross Unrealized Gains	3,824	4,949
Gross Unrealized Losses	(3,565)	(5,170)
Estimated Fair Value	337,699	395,001
U.S. Treasury Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	2,500	2,499
Gross Unrealized Gains, Available for sale	1	4
Estimated Fair Value, Available for sale	2,501	2,503
U.S. Government Agency Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	4,974	4,973
Gross Unrealized Losses, Available for sale	(139)	(187)
Estimated Fair Value, Available for sale	4,835	4,786
U.S. Government Agency Mortgage-Backed Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	227,730	263,215
Gross Unrealized Gains, Available for sale	2,150	2,992
Gross Unrealized Losses, Available for sale	(1,079)	(1,051)
Estimated Fair Value, Available for sale	228,801	265,156
Amortized Cost, Held to maturity	212	239
Gross Unrealized Gains, Held to maturity	8	12
Estimated Fair Value, Held to maturity	220	251
Other Mortgage-Backed Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	188	265
Gross Unrealized Losses, Available for sale	(2)
Estimated Fair Value, Available for sale	186	265
State and Municipal Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	28,889	28,981
Gross Unrealized Gains, Available for sale	1,503	1,941
Estimated Fair Value, Available for sale	30,392	30,922
Trust Preferred Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	12,016	12,014
Gross Unrealized Gains, Available for sale	144
Gross Unrealized Losses, Available for sale	(2,057)	(2,604)
Estimated Fair Value, Available for sale	10,103	9,410
Estimated Fair Value	6,800
Collateralized Loan Obligations [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	59,935	69,931
Gross Unrealized Gains, Available for sale	18
Gross Unrealized Losses, Available for sale	(288)	(1,328)
Estimated Fair Value, Available for sale	59,665	68,603
Other Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	746	12,855
Estimated Fair Value, Available for sale	746	12,855
Amortized Cost, Held to maturity	250	250
Estimated Fair Value, Held to maturity	$ 250	$ 250

Investment Securities - Gross U

Investment Securities - Gross Unrealized Losses by Investment Category (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	$ 31,685	$ 31,511
Less than 12 Months, Gross Unrealized Losses	(130)	(291)
12 Months or Longer Estimated Fair Value	79,063	92,543
12 Months or Longer, Gross Unrealized Losses	(3,435)	(4,879)
Total, Estimated Fair Value	110,748	124,054
Total, Gross Unrealized Losses	(3,565)	(5,170)
U.S. Government Agency Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
12 Months or Longer Estimated Fair Value	4,835	4,786
12 Months or Longer, Gross Unrealized Losses	(139)	(187)
Total, Estimated Fair Value	4,835	4,786
Total, Gross Unrealized Losses	(139)	(187)
U.S. Government Agency Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	22,049	7,801
Less than 12 Months, Gross Unrealized Losses	(100)	(35)
12 Months or Longer Estimated Fair Value	30,269	33,453
12 Months or Longer, Gross Unrealized Losses	(979)	(1,016)
Total, Estimated Fair Value	52,318	41,254
Total, Gross Unrealized Losses	(1,079)	(1,051)
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	186
Less than 12 Months, Gross Unrealized Losses	(2)
Total, Estimated Fair Value	186
Total, Gross Unrealized Losses	(2)
Trust Preferred Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
12 Months or Longer Estimated Fair Value	6,752	9,410
12 Months or Longer, Gross Unrealized Losses	(2,057)	(2,604)
Total, Estimated Fair Value	6,752	9,410
Total, Gross Unrealized Losses	(2,057)	(2,604)
Collateralized Loan Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	9,450	23,710
Less than 12 Months, Gross Unrealized Losses	(28)	(256)
12 Months or Longer Estimated Fair Value	37,207	44,894
12 Months or Longer, Gross Unrealized Losses	(260)	(1,072)
Total, Estimated Fair Value	46,657	68,604
Total, Gross Unrealized Losses	$ (288)	$ (1,328)

Investment Securities - Additio

Investment Securities - Additional Information (Detail)	Aug. 31, 2009	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)	Sep. 30, 2014USD ($)	Jun. 30, 2015USD ($)Security	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)TimesSecurity	Jun. 30, 2014USD ($)
Schedule of Available-for-sale Securities [Line Items]
OTTI credit related charge					$ 0	$ 0	$ 0	$ 0
Cumulative OTTI balance					10,200,000		10,200,000
OTTI charges recognized in earnings					0	$ 0	0	$ 0
Gross unrealized loss in the category of 12 months or longer			$ 4,879,000		3,435,000		3,435,000
12 Months or Longer Estimated Fair Value			92,543,000		79,063,000		79,063,000
Less than 12 months gross unrealized loss			291,000		130,000		130,000
Less than 12 Months, Estimated Fair Value			31,511,000		31,685,000		31,685,000
Amortized cost of securities					60,000,000		60,000,000
Estimated fair value of securities					$ 59,700,000		$ 59,700,000
Future default rate					3.60%		3.60%
Period of time with no recovery rate							3 years
Deferred dividends paid by the issuer		$ 25,000	25,000	$ 590,000
Amortized cost of investment securities pledged to secure public deposits					$ 27,900,000		$ 27,900,000
Estimated fair value of investment securities pledged to secure public deposits					29,300,000		29,300,000
Amortized cost of investment securities pledged as collateral on secured borrowings					134,900,000		134,900,000
Estimated fair value of investment securities pledged as collateral on secured borrowings					135,700,000		135,700,000
U.S. Government Agency Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss in the category of 12 months or longer			187,000		$ 139,000		$ 139,000
Number of investment securities in unrealized loss position of twelve months or longer | Security					1		1
12 Months or Longer Estimated Fair Value			4,786,000		$ 4,835,000		$ 4,835,000
U.S. Government Agency Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss in the category of 12 months or longer			1,016,000		$ 979,000		$ 979,000
Number of investment securities in unrealized loss position of twelve months or longer | Security					6		6
12 Months or Longer Estimated Fair Value			33,453,000		$ 30,269,000		$ 30,269,000
Less than 12 months gross unrealized loss			35,000		$ 100,000		$ 100,000
Number of investment securities in unrealized loss less than 12 months | Security					5		5
Less than 12 Months, Estimated Fair Value			7,801,000		$ 22,049,000		$ 22,049,000
Collateralized Loan Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Gross unrealized loss in the category of 12 months or longer			1,072,000		260,000		260,000
12 Months or Longer Estimated Fair Value			44,894,000		37,207,000		37,207,000
Less than 12 months gross unrealized loss			256,000		28,000		28,000
Less than 12 Months, Estimated Fair Value			23,710,000		$ 9,450,000		$ 9,450,000
Number of investment securities | Security					11		11
Collateralized Loan Obligations [Member] | AAA [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of investment securities in unrealized loss position of twelve months or longer | Security					3		3
Collateralized Loan Obligations [Member] | AAA [Member] | Maximum [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of investment securities in unrealized loss less than 12 months | Security					1		1
Collateralized Loan Obligations [Member] | AA [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of investment securities in unrealized loss position of twelve months or longer | Security					3		3
Collateralized Loan Obligations [Member] | AA [Member] | Maximum [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of investment securities in unrealized loss less than 12 months | Security					1		1
Trust Preferred Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Cumulative OTTI balance					$ 1,200,000		$ 1,200,000
Gross unrealized loss in the category of 12 months or longer			2,604,000		$ 2,057,000		$ 2,057,000
Number of investment securities in unrealized loss position of twelve months or longer | Security					2		2
12 Months or Longer Estimated Fair Value			$ 9,410,000		$ 6,752,000		$ 6,752,000
Gross unrealized loss in the category of 12 months or longer							$ 2,100,000
Number of Non-rated single issuer security | Security							1
Number of investment grade rated pooled security | Security							1
Investment grade rated pooled security with an amortized cost					8,800,000		$ 8,800,000
Investment grade rated pooled security with estimated fair value					$ 6,800,000		$ 6,800,000
Security with principal coverage | Times							3.2
Non-rated single issuer trust preferred security, permitted period for deferment on dividend	5 years

Investment Securities - Contrac

Investment Securities - Contractual Maturities of Investment Securities (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Due in one year or less, Amortized Cost	$ 3,248	$ 15,106
Due after one year through five years, Amortized Cost	1,062	1,181
Due after five years through ten years, Amortized Cost	53,157	25,347
Due after ten years, Amortized Cost	51,593	89,619
Total investment securities, excluding mortgage-backed securities, Amortized Cost	109,060	131,253
Total investment securities, Amortized Cost	336,978	394,733
Due in one year or less, Estimated Fair Value	3,248	15,109
Due after one year through five years, Estimated Fair Value	1,109	1,240
Due after five years through ten years, Estimated Fair Value	53,495	25,707
Due after ten years, Estimated Fair Value	50,390	87,023
Total investment securities, excluding mortgage-backed securities, Estimated Fair Value	108,242	129,079
Total investment securities, Estimated Fair Value	337,229	394,500
Due after one year through five years, Amortized Cost	250	250
Total investment securities, excluding mortgage-backed securities, Amortized Cost	250	250
Total investment securities, Amortized Cost	462	489
Due after one year through five years, Estimated Fair Value	250	250
Total investment securities, excluding mortgage-backed securities, Estimated Fair Value	250	250
Total investment securities, Estimated Fair Value	470	501
U.S. Government Agency Mortgage-Backed Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Total investment securities, Amortized Cost	227,730	263,215
Total investment securities, Estimated Fair Value	228,801	265,156
Total investment securities, Amortized Cost	212	239
Total investment securities, Estimated Fair Value	220	251
Other Mortgage-Backed Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Total investment securities, Amortized Cost	188	265
Total investment securities, Estimated Fair Value	$ 186	$ 265

Loans - Loan Components (Detail

Loans - Loan Components (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	$ 1,578,930	$ 1,510,144	$ 1,856,116
Allowance for loan losses	(20,331)	(23,246)	(28,392)	$ (35,537)
Net loans held-for-investment	1,558,599	1,486,898
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	264,344	242,494
CRE Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	232,794	278,651
CRE Non-Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	601,200	461,631
Land and Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	57,351	70,156
Home Equity Lines of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	139,789	156,926
Home Equity Term Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	14,017	17,239
Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	265,992	276,993
Other [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	3,443	6,054
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	1,155,689		1,363,900
Allowance for loan losses	(13,183)	(15,834)	$ (21,016)	$ (27,828)
Commercial Loans [Member] | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	264,344	242,494
Commercial Loans [Member] | CRE Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	232,794	278,651
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	601,200	461,631
Commercial Loans [Member] | Land and Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	57,351	70,156
Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	139,789	156,926
Consumer Loans [Member] | Home Equity Term Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	14,017	17,239
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	265,992	276,993
Consumer Loans [Member] | Other [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	$ 3,443	$ 6,054

Loans - Loans on Non-Accrual St

Loans - Loans on Non-Accrual Status (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	$ 5,545	$ 14,810
Troubled debt restructuring, non-accrual	702	318
Commercial Loans [Member] | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	26	155
Commercial Loans [Member] | Commercial, Held-for-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	119	28
Commercial Loans [Member] | CRE Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	892	3,268
Commercial Loans [Member] | CRE Owner Occupied, Held-For-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	234	32
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	153
Commercial Loans [Member] | CRE Non-Owner, Held-for-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans		229
Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	59	1,348
Consumer Loans [Member] | Home Equity Lines of Credit, Held-For-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans		1,228
Consumer Loans [Member] | Home Equity Term Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	101	407
Consumer Loans [Member] | Home Equity Term Loans, Held-For-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans		286
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	3,919	5,117
Consumer Loans [Member] | Residential Real Estate Held-For-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans		2,280
Consumer Loans [Member] | Other [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	6	$ 432
Consumer Loans [Member] | Other Held for Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	$ 36

Loans - Additional Information

Loans - Additional Information (Detail)	Jun. 30, 2015USD ($)Relationship	Dec. 31, 2014USD ($)Relationship
Receivables [Abstract]
Outstanding amount of relationships which agreements included interest reserves	$ 31,100,000	$ 44,700,000
No of residential construction, commercial construction and land development relationships | Relationship	6	9
Amount available to fund interest payments	$ 560,000	$ 1,900,000
Number of relationships with interest reserves on non-accrual status | Relationship	0	0
Interest Reserve in the aggregate on non accrual status of commercial construction relationships	$ 0	$ 0

Allowance for Loan Losses - All

Allowance for Loan Losses - Allowance for Loan Losses and Recorded Investment in Financing Receivables (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Allowance for loan losses:
Beginning balance			$ 23,246	$ 35,537
Charge-offs			(5,541)	(23,304)
Recoveries			3,844	1,356
Net charge-offs			(1,697)	(21,948)
Provision for loan losses	$ (1,218)	$ 14,803	(1,218)	14,803
Ending balance	20,331	28,392	20,331	28,392
Ending balance: collectively evaluated for impairment	20,331	28,392	20,331	28,392
Financing Receivables:
Ending balance	1,578,930	1,856,116	1,578,930	1,856,116	$ 1,510,144
Ending balance: individually evaluated for impairment	5,794	13,971	5,794	13,971
Ending balance: collectively evaluated for impairment	1,573,136	1,842,145	1,573,136	1,842,145
Commercial Loans [Member]
Allowance for loan losses:
Beginning balance			15,834	27,828
Charge-offs			(1,008)	(16,300)
Recoveries			3,539	1,078
Net charge-offs			2,531	(15,222)
Provision for loan losses			(5,182)	8,410
Ending balance	13,183	21,016	13,183	21,016
Ending balance: collectively evaluated for impairment	13,183	21,016	13,183	21,016
Financing Receivables:
Ending balance	1,155,689	1,363,900	1,155,689	1,363,900
Ending balance: individually evaluated for impairment	1,167	5,447	1,167	5,447
Ending balance: collectively evaluated for impairment	1,154,522	1,358,453	1,154,522	1,358,453
Home Equity [Member]
Allowance for loan losses:
Beginning balance			3,238	3,375
Charge-offs			(2,508)	(2,319)
Recoveries			262	144
Net charge-offs			(2,246)	(2,175)
Provision for loan losses			2,300	2,321
Ending balance	3,292	3,521	3,292	3,521
Ending balance: collectively evaluated for impairment	3,292	3,521	3,292	3,521
Financing Receivables:
Ending balance	153,806	186,953	153,806	186,953
Ending balance: individually evaluated for impairment	160	2,905	160	2,905
Ending balance: collectively evaluated for impairment	153,646	184,048	153,646	184,048
Residential Real Estate Loans [Member]
Allowance for loan losses:
Beginning balance			3,513	2,898
Charge-offs			(1,932)	(1,425)
Recoveries			11	6
Net charge-offs			(1,921)	(1,419)
Provision for loan losses			2,144	1,922
Ending balance	3,736	3,401	3,736	3,401
Ending balance: collectively evaluated for impairment	3,736	3,401	3,736	3,401
Financing Receivables:
Ending balance	265,992	298,063	265,992	298,063
Ending balance: individually evaluated for impairment	4,461	5,609	4,461	5,609
Ending balance: collectively evaluated for impairment	261,531	292,454	261,531	292,454
Other [Member]
Allowance for loan losses:
Beginning balance			661	1,436
Charge-offs			(93)	(3,260)
Recoveries			32	128
Net charge-offs			(61)	(3,132)
Provision for loan losses			(480)	2,150
Ending balance	120	454	120	454
Ending balance: collectively evaluated for impairment	120	454	120	454
Financing Receivables:
Ending balance	3,443	7,200	3,443	7,200
Ending balance: individually evaluated for impairment	6	10	6	10
Ending balance: collectively evaluated for impairment	$ 3,437	$ 7,190	$ 3,437	$ 7,190

Allowance for Loan Losses - Add

Allowance for Loan Losses - Additional Information (Detail) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015USD ($)Contract	Jun. 30, 2014USD ($)Contract	Jun. 30, 2015USD ($)Contract	Jun. 30, 2014USD ($)Contract	Dec. 31, 2014USD ($)	Dec. 31, 2013USD ($)
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans receivable | $	$ 20,331	$ 28,392	$ 20,331	$ 28,392	$ 23,246	$ 35,537
Ratio of allowance for loan losses to gross loans held-for-investment	1.29%		1.29%		1.54%
Loan not considered as impaired
Number of TDR's included in Impaired Loans	5		5
Number of impaired loans in accruing status	1		1
TDR with commitments to lend additional funds	0		0
Number new TDR agreements	0		3
Number of TDR agreements that subsequently defaulted	0	0	0	0
Collateral Pledged [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Number of impaired loans classified as collateral TDR	5		5

Allowance for Loan Losses - Com

Allowance for Loan Losses - Components of Impaired Loans Held-for-Investment (Detail) - USD ($) $ in Thousands	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, Total	$ 1,769	$ 3,873
Unpaid Principal Balance, Total	14,595	5,348
Average Recorded Investment, Total	2,166	4,458
Accrued Interest Income Recognized, Total		19
Cash Interest Income Recognized, Total		97
Commercial Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	14	147
Unpaid Principal Balance, With No Related Allowance	523	149
Average Recorded Investment, With No Related Allowance	16	161
Accrued Interest Income Recognized, With No Related Allowance		19
Commercial Loans [Member] | Commercial and Industrial, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	119	28
Unpaid Principal Balance, With No Related Allowance	152	50
Average Recorded Investment, With No Related Allowance	141	52
Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	1,002	3,297
Unpaid Principal Balance, With No Related Allowance	12,984	4,499
Average Recorded Investment, With No Related Allowance	1,297	3,875
Commercial Loans [Member] | CRE Owner Occupied, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	333	32
Unpaid Principal Balance, With No Related Allowance	390	74
Average Recorded Investment, With No Related Allowance	333	136
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	153
Unpaid Principal Balance, With No Related Allowance	290
Average Recorded Investment, With No Related Allowance	158
Commercial Loans [Member] | CRE Non Owner Occupied, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	148	229
Unpaid Principal Balance, With No Related Allowance	256	352
Average Recorded Investment, With No Related Allowance	221	53
Commercial Loans [Member] | Land and Development [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance		140
Unpaid Principal Balance, With No Related Allowance		223
Average Recorded Investment, With No Related Allowance		181
Consumer Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, Total	5,433	14,118
Unpaid Principal Balance, Total	6,926	18,884
Related Allowance, Total		3
Average Recorded Investment, Total	5,215	12,836
Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	59	405
Unpaid Principal Balance, With No Related Allowance	60	456
Average Recorded Investment, With No Related Allowance	60	420
Consumer Loans [Member] | Home Equity Term Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	101	1,347
Unpaid Principal Balance, With No Related Allowance	106	1,863
Average Recorded Investment, With No Related Allowance	107	1,385
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	4,461	4,852
Unpaid Principal Balance, With No Related Allowance	5,701	5,587
Related Allowance, With No Related Allowance		3
Average Recorded Investment, With No Related Allowance	4,066	4,513
Cash Interest Income Recognized, With No Related Allowance		97
Consumer Loans [Member] | Residential Real Estate Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	770	3,478
Unpaid Principal Balance, With No Related Allowance	1,002	4,984
Average Recorded Investment, With No Related Allowance	932	1,365
Consumer Loans [Member] | Other [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	6	150
Unpaid Principal Balance, With No Related Allowance	11	348
Average Recorded Investment, With No Related Allowance	7	138
Consumer Loans [Member] | Other Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	36
Unpaid Principal Balance, With No Related Allowance	46
Average Recorded Investment, With No Related Allowance	$ 43
Consumer Loans [Member] | Home Equity Lines of Credit, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance		619
Unpaid Principal Balance, With No Related Allowance		903
Average Recorded Investment, With No Related Allowance		1,282
Consumer Loans [Member] | Home Equity Term Loans, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance		3,266
Unpaid Principal Balance, With No Related Allowance		4,743
Average Recorded Investment, With No Related Allowance		$ 3,735

Allowance for Loan Losses - Sum

Allowance for Loan Losses - Summary of Company's TDR Agreements (Detail) - Jun. 30, 2015 $ in Thousands	Contract	USD ($)Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	3
Residential Real Estate Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts		3
Pre-Modification Outstanding Recorded Investment | $		$ 546
Post- Modification Outstanding Recorded Investment | $		$ 484

Allowance for Loan Losses - Inf

Allowance for Loan Losses - Information Regarding Types of Concessions Granted on Loans (Detail) - Jun. 30, 2015 - Contract	Total	Total
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	3
Residential Real Estate Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts		3
Residential Real Estate Loans [Member] | Extension of Maturity [Member]
Financing Receivable, Modifications [Line Items]
Number of Contracts		3
Concession Granted		Extension of maturity.

Allowance for Loan Losses - C57

Allowance for Loan Losses - Company's Distribution of Risk Ratings within Held-for-Investment Loan Portfolio (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	$ 1,578,930	$ 1,510,144	$ 1,856,116
Commercial and Industrial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	264,344	242,494
Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	260,545	235,985
Commercial and Industrial [Member] | Special Mention [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	3,786	6,304
Commercial and Industrial [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	13	205
CRE Owner Occupied [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	232,794	278,651
CRE Owner Occupied [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	227,948	267,018
CRE Owner Occupied [Member] | Special Mention [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	2,328	6,669
CRE Owner Occupied [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	2,518	4,964
CRE Non-Owner Occupied [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	601,200	461,631
CRE Non-Owner Occupied [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	601,047	451,921
CRE Non-Owner Occupied [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	153	9,710
Land and Development [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	57,351	70,156
Land and Development [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	57,351	70,018
Land and Development [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans		138
Home Equity Lines of Credit [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	139,789	156,926
Home Equity Lines of Credit [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	139,396	155,084
Home Equity Lines of Credit [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	393	1,842
Home Equity Term Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	14,017	17,239
Home Equity Term Loans [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	13,913	16,819
Home Equity Term Loans [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	104	420
Residential Real Estate Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	265,992	276,993
Residential Real Estate Loans [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	261,241	272,044
Residential Real Estate Loans [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	4,751	4,949
Other [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	3,443	6,054
Other [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	3,438	5,902
Other [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	$ 5	$ 152

Allowance for Loan Losses - C58

Allowance for Loan Losses - Company's Analysis of Past Due Held-for-Investment Loans (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014	Jun. 30, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 10,021	$ 23,643
Current	1,568,909	1,486,501
Total Financing Receivables	1,578,930	1,510,144	$ 1,856,116
Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	264,344	242,494
CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	232,794	278,651
CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	601,200	461,631
Land and Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	57,351	70,156
Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	139,789	156,926
Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	14,017	17,239
Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	265,992	276,993
Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	3,443	6,054
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	1,155,689		$ 1,363,900
Commercial Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	393	4,468
Current	263,951	238,026
Total Financing Receivables	264,344	242,494
Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,729	3,029
Current	231,065	275,622
Total Financing Receivables	232,794	278,651
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	430	2,952
Current	600,770	458,679
Total Financing Receivables	601,200	461,631
Commercial Loans [Member] | Land and Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due		140
Current	57,351	70,016
Total Financing Receivables	57,351	70,156
Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	890	3,700
Current	138,899	153,226
Total Financing Receivables	139,789	156,926
Consumer Loans [Member] | Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	57	589
Current	13,960	16,650
Total Financing Receivables	14,017	17,239
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	6,499	8,572
Current	259,493	268,421
Total Financing Receivables	265,992	276,993
Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	23	193
Current	3,420	5,861
Total Financing Receivables	3,443	6,054
30-59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,511	15,166
30-59 Days Past Due [Member] | Commercial Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	377	4,212
30-59 Days Past Due [Member] | Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due		1,685
30-59 Days Past Due [Member] | Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	277	2,786
30-59 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	867	2,001
30-59 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	43	254
30-59 Days Past Due [Member] | Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	3,931	4,183
30-59 Days Past Due [Member] | Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	16	45
60-89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,406	2,067
60-89 Days Past Due [Member] | Commercial Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due		105
60-89 Days Past Due [Member] | Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	940	23
60-89 Days Past Due [Member] | Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due		166
60-89 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	23	903
60-89 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	9	188
60-89 Days Past Due [Member] | Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	433	670
60-89 Days Past Due [Member] | Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1	12
90 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	3,104	6,410
90 Days Past Due [Member] | Commercial Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	16	151
90 Days Past Due [Member] | Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	789	1,321
90 Days Past Due [Member] | Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	153
90 Days Past Due [Member] | Commercial Loans [Member] | Land and Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due		140
90 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due		796
90 Days Past Due [Member] | Consumer Loans [Member] | Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5	147
90 Days Past Due [Member] | Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,135	3,719
90 Days Past Due [Member] | Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 6	$ 136

Derivative Financial Instrume59

Derivative Financial Instruments and Hedging Activities - Additional Information (Detail) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Fair value of swaps at inception	$ 0
Expense in fair value adjustments	63	$ 113
Amount of collateral posted with third party	22,400		$ 29,200
Aggregate fair value of derivative financial instruments in liability position	9,500		13,200
Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Notional amount	$ 7,600		$ 8,900
Interest payment description	For each of these swap agreements, the floating rate is based on the one-month London Interbank Offered Rate (“LIBOR”) paid on the first day of the month which matches the interest payment date on each subordinated note.
Minimum [Member]
Derivatives, Fair Value [Line Items]
Expiration dates for swap agreements, range	Jul. 1, 2015
Maximum [Member] | Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Expiration dates for swap agreements, range	Aug. 1, 2022

Derivative Financial Instrume60

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Designated as Fair Value Hedges (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional	$ (137,425)	$ 174,524
Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Notional	7,600	8,900
Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional	7,604	8,937
Fair Value	$ (527)	$ (765)

Derivative Financial Instrume61

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swap Components (Detail)	6 Months Ended	12 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Offsetting [Abstract]
Weighted average pay rate	7.22%	7.24%
Weighted average receive rate	2.06%	2.09%
Weighted average maturity in years	1 year 7 months 24 days	2 years 18 days

Derivative Financial Instrume62

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Not Designated as Hedging Instruments (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Notional	$ 137,425	$ 174,524
Fair Value	8,954	12,294
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional	(137,425)	174,524
Fair Value	$ (9,016)	$ (12,419)

Deposits - Major Classification

Deposits - Major Classifications of Deposits (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Banking And Thrift [Abstract]
Interest-bearing demand deposits	$ 758,421	$ 861,914
Non-interest-bearing demand deposits	511,856	548,064
Savings deposits	211,569	224,017
Time certificates under $100,000	203,298	231,111
Time certificates $100,000 or more	126,112	150,977
Brokered time deposits	65,465	75,821
Total deposits	$ 1,876,721	$ 2,091,904

Earnings (loss) Per Share - Sum

Earnings (loss) Per Share - Summary of Earnings (loss) Per Share Computation (Detail) - USD ($) $ / shares in Units, $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Earnings Per Share [Abstract]
Net income (loss)		$ 2,828	$ (24,248)	$ 5,604	$ (26,154)
Average common shares outstanding	[1]	18,632,526	17,417,829	18,624,585	17,383,192
Net effect of dilutive common stock equivalents		52,071		39,136
Adjusted average shares outstanding – dilutive	[1]	18,684,597	17,417,829	18,663,721	17,383,192
Basic income (loss) per share	[1]	$ 0.15	$ (1.39)	$ 0.30	$ (1.50)
Diluted income (loss) per share	[1]	$ 0.15	$ (1.39)	$ 0.30	$ (1.50)
[1]	Prior period share data was retroactively adjusted for the impact of the 1-for-5 reverse stock split on August 11, 2014.

Commitments and Contingent Li65

Commitments and Contingent Liabilities - Additional Information (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Commitments And Contingencies Disclosure [Abstract]
Customers' letters of credit	$ 15,200	$ 17,500
Reserve for unfunded loan commitments and letters of credit	637	603
Reserve for residential mortgage loan recourse	$ 731	$ 758

Fair Value of Financial Instr66

Fair Value of Financial Instruments - Summary of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Assets:
Investment securities available for sale	$ 337,229	$ 394,500
Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Assets:
Investment securities available for sale	2,501	2,502
Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Securities [Member]
Assets:
Investment securities available for sale	4,835	4,786
Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	228,801	265,156
Fair Value, Measurements, Recurring [Member] | Other Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	186	265
Fair Value, Measurements, Recurring [Member] | State and Municipal Securities [Member]
Assets:
Investment securities available for sale	30,392	30,921
Fair Value, Measurements, Recurring [Member] | Trust Preferred Securities [Member]
Assets:
Investment securities available for sale	10,103	9,410
Fair Value, Measurements, Recurring [Member] | Collateralized Loan Obligations [Member]
Assets:
Investment securities available for sale	59,665	68,603
Fair Value, Measurements, Recurring [Member] | Other Securities [Member]
Assets:
Investment securities available for sale	746	12,855
Fair Value, Measurements, Recurring [Member] | Hedged Commercial Loans [Member]
Assets:
Investment securities available for sale	8,130	9,726
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member]
Assets:
Investment securities available for sale	8,954	12,294
Liabilities:
Derivative instruments, liabilities	9,016	12,419
Fair Value, Measurements, Recurring [Member] | Fair Value Interest Rate Swaps [Member]
Liabilities:
Derivative instruments, liabilities	527	765
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Assets:
Investment securities available for sale	2,501	2,502
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Other Securities [Member]
Assets:
Investment securities available for sale	746	12,855
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Securities [Member]
Assets:
Investment securities available for sale	4,835	4,786
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	228,801	265,156
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Other Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	186	265
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | State and Municipal Securities [Member]
Assets:
Investment securities available for sale	30,392	30,921
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Collateralized Loan Obligations [Member]
Assets:
Investment securities available for sale	59,665	68,603
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Hedged Commercial Loans [Member]
Assets:
Investment securities available for sale	8,130	9,726
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member]
Assets:
Investment securities available for sale	850	12,294
Liabilities:
Derivative instruments, liabilities	9,016	12,419
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value Interest Rate Swaps [Member]
Liabilities:
Derivative instruments, liabilities	527	765
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Trust Preferred Securities [Member]
Assets:
Investment securities available for sale	$ 10,103	$ 9,410

Fair Value of Financial Instr67

Fair Value of Financial Instruments - Additional Information (Detail) - USD ($)	3 Months Ended		6 Months Ended		12 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014	Dec. 31, 2014
Fair Value, Option, Quantitative Disclosures [Line Items]
Future default rate			3.60%
Assumption used in cash flow model			3 years
Change in fair value discount rate for pooled issue			3.00%
Decrease due to change in applicable discount rate for pooled issue			$ 1,900,000
Increase due to change in applicable discount rate for pooled issue			$ 2,900,000
Change in fair value discount rate for single issue			3.00%
Decrease due to change in applicable discount rate for single issue			$ 1,000,000
Increase due to change in applicable discount rate for single issue			1,600,000
Transfers within three Levels	$ 0	$ 0	0	$ 0
Decrease in fair value of consumer properties			0	68,000
Valuation allowance for loan servicing assets			177,000		$ 177,000
Non-Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Charge-offs			677,000
Loans held-for-sale, at lower of cost or market	1,821,000	6,355,000	1,821,000	6,355,000
Level 2 [Member] | Non-Recurring [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Loans held-for-sale, at lower of cost or market	1,821,000	6,355,000	1,821,000	6,355,000
Commercial Loans [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Decrease in fair value commercial properties			0	197,000
Specific Reserve [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans with an aggregate carrying amount	0		0
Charge-offs			0	0
Without Specific Reserve [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans with an aggregate carrying amount	$ 1,400,000	$ 3,000,000	1,400,000	3,000,000
Without Specific Reserve [Member] | Loan One [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Charge-offs			257,000	4,000,000
Without Specific Reserve [Member] | Loan Two [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Charge-offs			$ 0	$ 3,700,000
Pooled Security [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Market spreads			3.00%
Single Issuer [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Market spreads			4.75%

Fair Value of Financial Instr68

Fair Value of Financial Instruments - Summary of Level 3 Fair Value Measurement Activity (Detail) - Investment Securities [Member] - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Balance, beginning of period	$ 8,929	$ 8,616	$ 9,410	$ 7,967
Total gains, realized/unrealized:
Included in accumulated other comprehensive income	1,174	857	693	1,506
Balance, end of period	$ 10,103	$ 9,473	$ 10,103	$ 9,473

Fair Value of Financial Instr69

Fair Value of Financial Instruments - Summary of Assets Measured at Fair Value on Non Recurring Basis (Detail) - Non-Recurring [Member] - USD ($) $ in Thousands	Jun. 30, 2015	Jun. 30, 2014
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of Impaired loans	$ 1,364	$ 2,962
Bank properties and equipment	1,729
Real estate owned		294
Loans held-for-sale, at lower of cost or market	1,821	6,355
Total Losses Or Changes in Net Assets / Liabilities, Impaired loans	(257)	(3,961)
Total Losses Or Changes in Net Assets / Liabilities, Bank properties and equipment	(2,082)
Total Losses Or Changes in Net Assets / Liabilities, Real estate owned		(265)
Total Losses Or Changes in Net Assets/Liabilities, loans held- for-sale	(677)	(4,685)
Level 2 [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Bank properties and equipment	1,729
Loans held-for-sale, at lower of cost or market	1,821	6,355
Level 3 [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of Impaired loans	$ 1,364	2,962
Real estate owned		$ 294

Fair Value of Financial Instr70

Fair Value of Financial Instruments - Valuation Methods for Determining Fair Value of Impairment Loans (Detail) - Jun. 30, 2015 - USD ($) $ in Thousands	Total
Fair Value Disclosures [Abstract]
Loans less than $1 million	Less than $1 million
Loans $1 million or greater	1 million or greater
Commercial Loans	$ 1,000
Existing appraisal 18 months or less	18 months or less
Existing appraisal greater than 18 months	Greater than 18 months
Existing Appraisal Period	1 year 6 months
Commercial loans secured primarily by residential real estate
Loans less than $1 million	Less than $1 million
Loans $1 million or greater	1 million or greater
Other Commercial	$ 1,000
Non-commercial loans secured primarily by residential real estate
Loans less than $250 thousand	Less than $250 thousand
Loans $250 thousand or greater	250 thousand or greater
Non-commercial loans	$ 250

Fair Value of Financial Instr71

Fair Value of Financial Instruments - Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Assets:
Cash and due from banks	$ 28,544	$ 42,548
Interest-earning bank balances	250,319	505,885
Restricted cash	5,000	13,000
Investment securities available for sale	337,229	394,500
Investment securities held-to-maturity	462	489
Branch assets held-for-sale	5,604	69,064
Restricted equity investments	15,554	14,961
Liabilities:
Savings deposits	211,569	224,017
Time deposits	329,410	382,088
Deposits held-for-sale	34,689	183,395
Securities sold under agreements to repurchase - customers		1,156
Advances from FHLBNY	85,698	60,787
Carrying Amount [Member]
Assets:
Cash and due from banks	28,544	42,548
Interest-earning bank balances	250,319	505,885
Restricted cash	5,000	13,000
Investment securities available for sale	337,229	394,500
Investment securities held-to-maturity	462	489
Loans receivable, net	1,550,469	1,477,172
Loans held-for-sale, at lower of cost or market	2,006	4,083
Hedged commercial loans	8,130	9,726
Branch assets held-for-sale	5,604	69,064
Restricted equity investments	15,554	14,961
Liabilities:
Demand deposits	1,270,277	1,409,978
Savings deposits	211,569	224,017
Time deposits	394,875	457,909
Deposits held-for-sale	34,689	183,395
Securities sold under agreements to repurchase - customers		1,156
Advances from FHLBNY	85,698	60,787
Junior subordinated debentures	92,786	92,786
Fair value interest rate swaps	527	765
Carrying Amount [Member] | Interest Rate Swaps [Member]
Assets:
Interest rate swaps	8,954	12,294
Liabilities:
Interest rate swaps	9,016	12,419
Estimated Fair Value [Member]
Assets:
Cash and due from banks	28,544	42,548
Interest-earning bank balances	250,319	505,885
Restricted cash	5,000	13,000
Investment securities available for sale	337,229	394,500
Investment securities held-to-maturity	470	501
Loans receivable, net	1,519,026	1,412,372
Loans held-for-sale, at lower of cost or market	2,006	4,083
Hedged commercial loans	8,130	9,726
Branch assets held-for-sale	5,604	69,064
Restricted equity investments	15,554	14,961
Liabilities:
Demand deposits	1,237,570	1,444,488
Savings deposits	203,484	232,572
Time deposits	405,628	458,233
Deposits held-for-sale	36,077	199,469
Securities sold under agreements to repurchase - customers		1,156
Advances from FHLBNY	85,862	60,935
Junior subordinated debentures	69,991	67,837
Fair value interest rate swaps	527	765
Estimated Fair Value [Member] | Interest Rate Swaps [Member]
Assets:
Interest rate swaps	8,954	12,294
Liabilities:
Interest rate swaps	$ 9,016	$ 12,419

Fair Value of Financial Instr72

Fair Value of Financial Instruments - Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities (Parenthetical) (Detail) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2015	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Commercial hedge loan adjustment to market change	$ 527	$ 765

Regulatory Matters - Additional

Regulatory Matters - Additional Information (Detail)	1 Months Ended	3 Months Ended		6 Months Ended
	Aug. 31, 2014USD ($)$ / sharesshares	Jun. 30, 2015USD ($)Security	Jun. 30, 2014USD ($)	Jun. 30, 2015USD ($)Security	Jun. 30, 2014USD ($)	Dec. 31, 2014USD ($)	Oct. 18, 2012	Dec. 31, 2009USD ($)
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Tangible capital ratio						1.50%
Tier 1 leverage capital ratio		4.00%		4.00%		4.00%
Tier 1 risk-based capital ratio		6.00%		6.00%		4.00%
Total risk-based capital ratio		8.00%		8.00%		8.00%
Common equity Tier 1 ratio or risk-weighted assets		4.50%		4.50%
Tier one capital conservation buffer to risk weighted assets		2.50%		2.50%
Leverage ratio, Actual ratio		8.50%		8.50%
Tier 1 Capital (to Risk-Weighted Assets), Actual ratio		9.50%		9.50%
Total Capital (to Risk-Weighted Assets)		11.50%		11.50%
Brokered deposits as a percentage of total liabilities		3.10%		3.10%			6.00%
Common stock shares issued, amount	$ 20,000,000
Common stock shares issued | shares	1,133,144
Common stock issued, per share | $ / shares	$ 17.65
FDIC assessment expense		$ 711,000	$ 944,000	$ 1,600,000	$ 2,000,000
Tier 1 capital limitation, interest		25.00%		25.00%
Limited capital securities and other restricted core capital elements, interest		25.00%		25.00%
Capital securities qualified as Tier 1 capital		$ 53,600,000		$ 53,600,000
Total capital		90,000,000		90,000,000
Capital securities qualified as Tier 2 capital		36,400,000		$ 36,400,000
Activities and investment conformance description				Section 619 of the Dodd-Frank Act. While the Dodd-Frank Act provided that banks and bank holding companies were required to conform their activities and investments by July 21, 2014, in connection with issuing the final Volcker Rule, the FRB extended the conformance period until July 21, 2015. The FRB is permitted, by rule or order, to extend the conformance period for one year at a time, for a total of not more than 3 years. On December 18, 2014, the FRB issued an order that further extends until July 21, 2016 the conformance period under the Volcker Rule. The FRB stated in the order that it intends to exercise its authority again next year and grant the final one-year extension in order to permit banks and bank holding companies until July 21, 2017 to conform to the requirements of the Volcker Rule.
Conformance period for activities and investments				1 year
Maximum conformance period for activities and investments				3 years
Investment in securities, Amortized cost		109,060,000		$ 109,060,000		$ 131,253,000
Investment in securities, fair value		$ 337,699,000		$ 337,699,000		$ 395,001,000
Marginal federal tax rate		35.00%	35.00%	35.00%	35.00%
Effect of tax-exempt income		$ 167,000	$ 166,000	$ 330,000	$ 333,000
Trust Preferred Securities [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Investment in securities, Amortized cost		8,800,000		8,800,000
Investment in securities, fair value		6,800,000		6,800,000
Collateralized Loan Obligations [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Investment in securities, Amortized cost		59,900,000		59,900,000
Investment in securities, fair value		$ 59,700,000		$ 59,700,000
Number of collateralized loan obligation securities | Security		11		11
Minimum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Leverage ratio, Actual ratio		11.46%		11.46%
Tier 1 Capital (to Risk-Weighted Assets), Actual ratio		17.54%		17.54%
Total Capital (to Risk-Weighted Assets)		18.79%		18.79%
Maximum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Brokered deposits limit		3.50%		3.50%
Capital securities qualified as Tier 1 capital								$ 15,000,000,000

Regulatory Matters - Risk-Based

Regulatory Matters - Risk-Based Capital Ratios (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Total risk-based capital (to risk-weighted assets), Actual, Amount	$ 90,000
Total risk-based capital (to risk-weighted assets), Actual, Ratio	11.50%
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	8.00%	8.00%
Tier 1 capital (to risk-weighted assets), Actual, Amount	$ 53,600
Tier 1 capital (to risk-weighted assets), Actual, Ratio	9.50%
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	6.00%	4.00%
Leverage capital, Actual, Ratio	8.50%
Leverage capital, For Capital Adequacy Purposes, Ratio	4.00%	4.00%
Sun Bancorp, Inc. [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Total risk-based capital (to risk-weighted assets), Actual, Amount	$ 324,062	$ 317,945
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	$ 124,603	$ 132,147
Total risk-based capital (to risk-weighted assets), Actual, Ratio	20.81%	19.25%
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	8.00%	8.00%
Tier 1 common equity capital ratio (to risk-weighed assets), Actual, Amount	$ 214,574
Tier 1 common equity capital ratio (to risk-weighed assets), For Capital Adequacy Purposes, Amount	$ 70,089
Tier 1 common equity capital ratio (to risk-weighed assets), Actual, Ratio	13.78%
Tier 1 common equity capital ratio (to risk-weighed assets), For Capital Adequacy Purposes, Ratio	4.50%
Tier 1 capital (to risk-weighted assets), Actual, Amount	$ 268,222	$ 276,349
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	$ 93,452	$ 66,073
Tier 1 capital (to risk-weighted assets), Actual, Ratio	17.22%	16.73%
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	6.00%	4.00%
Leverage capital, Actual, Amount	$ 268,222	$ 276,349
Leverage capital, For Capital Adequacy Purposes, Amount	$ 95,254	$ 109,894
Leverage capital, Actual, Ratio	11.26%	10.06%
Leverage capital, For Capital Adequacy Purposes, Ratio	4.00%	4.00%
Sun National Bank [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Total risk-based capital (to risk-weighted assets), Actual, Amount	$ 291,925	$ 286,374
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	124,262	131,876
Total risk-based capital (to risk-weighted assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 155,328	$ 164,844
Total risk-based capital (to risk-weighted assets), Actual, Ratio	18.79%	17.37%
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	8.00%	8.00%
Total risk-based capital (to risk-weighted assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	10.00%	10.00%
Tier 1 common equity capital ratio (to risk-weighed assets), Actual, Amount	$ 272,489
Tier 1 common equity capital ratio (to risk-weighed assets), For Capital Adequacy Purposes, Amount	69,897
Tier 1 common equity capital ratio (to risk-weighed assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 100,963
Tier 1 common equity capital ratio (to risk-weighed assets), Actual, Ratio	17.54%
Tier 1 common equity capital ratio (to risk-weighed assets), For Capital Adequacy Purposes, Ratio	4.50%
Tier 1 common equity capital ratio (to risk-weighed assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	6.50%
Tier 1 capital (to risk-weighted assets), Actual, Amount	$ 272,489	$ 265,728
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	93,197	65,938
Tier 1 capital (to risk-weighted assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 124,262	$ 98,907
Tier 1 capital (to risk-weighted assets), Actual, Ratio	17.54%	16.12%
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	6.00%	4.00%
Tier 1 capital (to risk-weighted assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	8.00%	6.00%
Leverage capital, Actual, Amount	$ 272,489	$ 265,728
Leverage capital, For Capital Adequacy Purposes, Amount	95,119	109,760
Leverage capital, To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 118,899	$ 137,200
Leverage capital, Actual, Ratio	11.46%	9.68%
Leverage capital, For Capital Adequacy Purposes, Ratio	4.00%	4.00%
Leverage capital, To Be Well Capitalized Under Prompt Corrective Action Provisions, Ratio	5.00%	5.00%

Regulatory Matters - Reconcilia

Regulatory Matters - Reconciliation of Tax Equivalent Net Interest Income to GAAP Net Interest Income (Detail) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2015	Jun. 30, 2014	Jun. 30, 2015	Jun. 30, 2014
Banking And Thrift [Abstract]
Net interest income, as presented	$ 15,375	$ 20,612	$ 30,566	$ 42,004
Effect of tax-exempt income	167	166	330	333
Net interest income, tax equivalent	$ 15,542	$ 20,778	$ 30,896	$ 42,337

Regulatory Matters - Reconcil76

Regulatory Matters - Reconciliation of Core Deposits to GAAP Total Deposits (Detail) - USD ($) $ in Thousands	Jun. 30, 2015	Dec. 31, 2014
Banking And Thrift [Abstract]
Total deposits	$ 1,876,721	$ 2,091,904
Less: Time deposits	329,410	382,088
Less: Brokered deposits	65,465	75,821
Core deposits	$ 1,481,846	$ 1,633,995