Sun Bancorp (SNBC) 10-Q 9 Nov 15 2015 Q3 Quarterly report Financial data

Document and Entity Information

Document and Entity Information - shares	9 Months Ended
	Sep. 30, 2015	Nov. 06, 2015
Document And Entity Information [Abstract]
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2015
Document Fiscal Year Focus	2,015
Document Fiscal Period Focus	Q3
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		18,669,647

Condensed Consolidated Statemen

Condensed Consolidated Statements of Financial Condition - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
ASSETS
Cash and due from banks	$ 29,158	$ 42,548
Interest earning bank balances	258,705	505,885
Cash and cash equivalents	287,863	548,433
Restricted cash	5,000	13,000
Investment securities available for sale (amortized cost of $298,988 and $394,733 at September 30, 2015 and December 31, 2014, respectively)	297,325	394,500
Investment securities held to maturity (estimated fair value of $250 and $501 at September 30, 2015 and December 31, 2014, respectively)	250	489
Loans receivable (net of allowance for loan losses of $18,913 and $23,246 at September 30, 2015 and December 31, 2014, respectively)	1,509,268	1,486,898
Loans held-for-sale, at lower of cost or market		4,083
Branch assets held-for-sale		69,064
Restricted equity investments, at cost	15,641	14,961
Bank properties and equipment, net	32,328	40,155
Real estate owned, net	909	522
Accrued interest receivable	4,817	5,397
Goodwill	38,188	38,188
Bank owned life insurance (BOLI)	80,659	79,132
Other assets	16,775	20,526
Total assets	2,289,023	2,715,348
Liabilities:
Deposits	1,819,532	2,091,904
Branch deposits held-for-sale		183,395
Securities sold under agreements to repurchase - customers		1,156
Advances from the Federal Home Loan Bank of New York (FHLBNY)	85,653	60,787
Obligations under capital lease	6,795	7,035
Junior subordinated debentures	92,786	92,786
Deferred taxes, net	1,774	1,514
Other liabilities	26,998	31,448
Total liabilities	$ 2,033,538	$ 2,470,025
Commitments and contingencies (see Note 11)
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 18,669,647 shares outstanding at September 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	512,290	514,075
Retained deficit	(338,994)	(347,762)
Accumulated other comprehensive loss	(984)	(138)
Deferred compensation plan trust	(599)	(599)
Treasury stock at cost, 231,477 shares at September 30, 2015 and 284,927 shares at December 31, 2014.	(10,734)	(14,757)
Total shareholders' equity	255,485	245,323
Total liabilities and shareholders' equity	$ 2,289,023	$ 2,715,348

Condensed Consolidated Stateme3

Condensed Consolidated Statements of Financial Condition (Parenthetical) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Statement Of Financial Position [Abstract]
Amortized cost of investment securities available for sale	$ 298,988	$ 394,733
Estimated fair value of investment securities held to maturity	250	501
Allowance for loans receivable	$ 18,913	$ 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	18,669,647	18,615,950
Treasury stock, shares	231,477	284,927

Condensed Consolidated Stateme4

Condensed Consolidated Statements of Operations - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
INTEREST INCOME:
Interest and fees on loans	$ 15,479	$ 19,307	$ 46,028	$ 62,223
Interest on taxable investment securities	1,672	2,140	5,549	6,583
Interest on non-taxable investment securities	236	306	851	923
Dividends on restricted equity investments	202	202	613	643
Total interest income	17,589	21,955	53,041	70,372
INTEREST EXPENSE:
Interest on deposits	1,263	2,057	4,106	6,526
Interest on funds borrowed	554	435	1,520	1,314
Interest on junior subordinated debentures	555	542	1,632	1,607
Total interest expense	2,372	3,034	7,258	9,447
Net interest income	15,217	18,921	45,783	60,925
PROVISION FOR LOAN LOSSES	(1,762)		(2,980)	14,803
Net interest income after provision for loan losses	16,979	18,921	48,763	46,122
NON-INTEREST INCOME:
Deposit service charges and fees	1,711	2,541	5,564	7,399
Interchange fees	512	624	1,610	1,817
Gain on sale of bank branches	1,318		10,553
Gain on sale of loans	205		1,444
Gain on sale of investment securities	1,466		1,468	50
Investment products income	490	635	1,567	1,967
BOLI income	512	484	1,527	1,414
Other income	239	411	688	974
Total non-interest income	6,453	4,695	24,421	13,621
NON-INTEREST EXPENSE:
Salaries and employee benefits	9,489	11,818	29,199	42,402
Occupancy expense	3,289	2,980	11,290	10,798
Equipment expense	2,008	1,695	7,022	5,800
Data processing expense	1,197	1,299	3,809	3,777
Professional fees	838	1,423	2,385	5,262
Insurance expense	1,138	1,443	3,479	4,268
Advertising expense	521	567	979	1,676
Problem loan expense	66	294	1,092	1,492
Other expense	1,339	2,613	4,210	10,222
Total non-interest expense	19,885	24,132	63,465	85,697
INCOME (LOSS) BEFORE INCOME TAXES	3,547	(516)	9,719	(25,954)
INCOME TAX EXPENSE	383	309	951	1,025
NET INCOME (LOSS) AVAILABLE TO COMMON SHAREHOLDERS	$ 3,164	$ (825)	$ 8,768	$ (26,979)
Basic earnings (loss) per share	$ 0.17	$ (0.05)	$ 0.47	$ (1.54)
Diluted earnings (loss) per share	$ 0.17	$ (0.05)	$ 0.47	$ (1.54)
Weighted average shares - basic	18,668,791	17,949,643	18,639,482	17,574,246
Weighted average shares - diluted	18,738,517	17,949,643	18,689,037	17,574,246

Condensed Consolidated Stateme5

Condensed Consolidated Statements of Comprehensive Income - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Statement Of Income And Comprehensive Income [Abstract]
NET INCOME (LOSS) AVAILABLE TO COMMON SHAREHOLDERS	$ 3,164	$ (825)	$ 8,768	$ (26,979)
Unrealized gains (losses) on securities:
Unrealized holding (losses) gains arising during period	(1,998)	(193)	(1,714)	6,517
Less: reclassification adjustment for gains included in net income	866		868	30
Other comprehensive (loss) income	(1,132)	(193)	(846)	6,547
COMPREHENSIVE INCOME (LOSS)	$ 2,032	$ (1,018)	$ 7,922	$ (20,432)

Condensed Consolidated Stateme6

Condensed Consolidated Statements of Shareholders' Equity - USD ($) $ in Thousands	Total	Common Stock [Member]	Additional Paid-In Capital [Member]	Retained Deficit [Member]	Accumulated Other Comprehensive (Loss) Income [Member]	Deferred Compensation Plan Trust [Member]	Treasury Stock [Member]
Beginning Balance at Dec. 31, 2013	$ 245,337	$ 88,711	$ 506,719	$ (317,954)	$ (7,055)	$ (522)	$ (24,562)
Net income (loss)	(26,979)			(26,979)
Other comprehensive income	6,547				6,547
Exercise of stock options	7		(30)				37
Capital raise	19,925	5,666	14,259
Issuance of common stock	1,702	47	(5,810)			(77)	7,542
Stock-based compensation	508		(206)				714
Ending Balance at Sep. 30, 2014	247,047	94,424	514,932	(344,933)	(508)	(599)	(16,269)
Beginning Balance at Dec. 31, 2014	245,323	94,504	514,075	(347,762)	(138)	(599)	(14,757)
Net income (loss)	8,768			8,768
Other comprehensive income	(846)				(846)
Exercise of stock options	15		(53)				68
Issuance of common stock	784	2	(2,886)				3,668
Stock-based compensation	1,441		1,154				287
Ending Balance at Sep. 30, 2015	$ 255,485	$ 94,506	$ 512,290	$ (338,994)	$ (984)	$ (599)	$ (10,734)

Condensed Consolidated Stateme7

Condensed Consolidated Statements of Cash Flows - USD ($) $ in Thousands	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
OPERATING ACTIVITIES
Net income (loss)	$ 8,768	$ (26,979)
Adjustments to reconcile net income to net cash provided by operating activities:
PROVISION FOR LOAN LOSSES	(2,980)	14,803
Increase in reserve for unfunded commitments	49	285
Depreciation, amortization and accretion	6,062	5,536
Impairment of bank properties and equipment and real estate owned	2,640	489
Loss on sale of real estate owned	1	331
Net gain on sales and calls of investment securities available-for-sale	(1,469)	(50)
Gain on sale of mortgage loans		(1,811)
Gain on bulk sale of jumbo residential mortgage loans, net		(135)
Gain on sale of branches	(10,553)
Gain on sale of commercial and consumer loans	(1,444)	(311)
Change in fair value of loans held-for-sale		947
Decrease in fair value of interest rate lock commitments		119
Derivative credit valuation adjustments	(70)	(140)
Increase in cash surrender value of BOLI	(1,527)	(1,414)
Deferred income taxes	852	1,025
Stock-based compensation	1,441	508
Shares contributed to employee benefit plans		1,787
Mortgage loans originated for sale		(76,596)
Proceeds from the sale of mortgage loans		88,442
Change in assets and liabilities which provided (used) cash:
Accrued interest receivable	580	1,460
Other assets	(2,590)	21
Other liabilities	(383)	(1,635)
Net cash provided by operating activities	(623)	6,682
INVESTING ACTIVITIES
Purchases of available-for-sale securities	(12,576)	(23,523)
Net (purchase) redemption of restricted equity securities	(680)	2,040
Proceeds from maturities, prepayments or calls of investment securities available for sale	55,889	46,572
Proceeds from maturities, prepayments or calls of investment securities held to maturity	37	75
Proceeds from the sale of investment securities available-for-sale	55,068	18,276
Proceeds from sale of commercial real estate loans		57,147
Proceeds from sale of commercial and consumer loans	10,081	15,682
Proceeds from sale of branch loans	63,756
Proceeds from bulk sale of jumbo residential mortgage loans		46,729
Proceeds from sale of branches	11,578
Cash transferred to held-for-sale		(1,078)
Transfer restricted cash to cash and cash equivalents	8,000	13,000
Net (increase) decrease in loans	(23,722)	294,021
Purchases of bank properties and equipment	(469)	(1,629)
Proceeds from sale of bank properties and equipment	4,387
Proceeds from sale of repossessed assets		123
Proceeds from sale of real estate owned	503	1,391
Net cash provided by investing activities	171,852	468,826
FINANCING ACTIVITIES
Net decrease in deposits	(272,194)	(259,056)
Cash paid in sale of deposits	(183,690)
Net (redemptions) issuances of securities sold under agreements to repurchase – customer	(1,156)	485
Borrowings (repayments) of advances from FHLBNY	24,866	(126)
Repayment of obligations under capital leases	(240)	(220)
Proceeds from issuance of common stock	600	20,000
Proceeds from exercise of stock options	15
Net cash used in financing activities	(431,799)	(238,917)
NET (DECREASE) INCREASE IN CASH AND CASH EQUIVALENTS	(260,570)	236,591
CASH AND CASH EQUIVALENTS, BEGINNING OF YEAR	548,433	267,762
CASH AND CASH EQUIVALENTS, END OF PERIOD	287,863	504,353
SUPPLEMENTAL DISCLOSURES OF CASH FLOW INFORMATION
Interest paid	7,401	9,698
SUPPLEMENTAL DISCLOSURE OF NON-CASH ITEMS
Transfers of loans and bank property to real estate owned	909	$ 567
Trade liability from purchase of investment securities	$ 1,181

Organization

Organization	9 Months Ended
	Sep. 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, LLC (formerly Sun Financial Services, LLC) (“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. Through the Bank, the Company provides commercial and consumer banking services. 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. 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. As of September 30, 2015, the Company had 35 locations primarily throughout New Jersey, including 31 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”).

Summary of Significant Accounti

Summary of Significant Accounting Policies	9 Months Ended
	Sep. 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 income (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 nine months ended September 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 nine months ended September 30, 2014. The table below reports the impact of these reclassifications to the unaudited condensed consolidated statements of operations for the three and nine months ended September 30, 2014: Three Months Ended September 30, 2014 As Reclassified As Reported Non-interest income: Deposit service charges and fees $ 2,541 $ — Service charges on deposit accounts — 2,285 Interchange fees 624 — Mortgage banking revenue, net — 423 Derivative credit valuation adjustment — 11 Other 411 857 Non-interest expense: Salaries and employee benefits 11,818 11,265 Commission expense — 553 Amortization of intangible assets — 238 Real estate owned expense, net — 71 Office supplies expense — 217 Other 2,613 2,087 Nine Months Ended September 30, 2014 As Reclassified As reported Non-interest income: Deposit service charges and fees $ 7,399 $ — Service charges on deposit accounts — 6,651 Interchange fees 1,817 — Mortgage banking revenue, net — 1,587 Derivative credit valuation adjustment — (1,189 ) Other 974 3,141 Non-interest expense: Salaries and employee benefits 42,402 40,141 Commission expense — 2,261 Amortization of intangible assets — 805 Real estate owned expense, net — 917 Office supplies expense — 753 Other 10,222 7,747 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. In addition, the Company’s chief operating decision maker reviews the Company’s financial data on a consolidated basis when assessing financial performance. 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 September 30, 2015 and December 31, 2014 the Company had $1.2 million of unsettled investment purchases and $0 in unsettled transactions, respectively. 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 $0 and $4.1 million at September 30, 2015 and December 31, 2014, respectively, and consist of consumer loans which are recorded at the lower of cost or market. The loans held-for-sale at December 31, 2014 were originated as held-for-investment and subsequently transferred to held-for-sale as a result of the Company’s intent to sell these loans. 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 incurred 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 incurred 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, and 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, and are generally charged off no later than 180 days after becoming delinquent. Other consumer loans are placed on non-accrual status at the time the loan has been delinquent for 90 days, and 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 September 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 September 30, 2015, the Company had $27.6 million invested in a general account and $53.1 million in a separate account, for a total BOLI cash surrender value of $80.7 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 September 30, 2015, the Company had a valuation allowance of $130.4 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 September 30, 2015. The net deferred tax liability of $1.8 million in the unaudited condensed consolidated statements of financial condition at September 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 income. 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 nine months ended September 30, 2015 and 2014 were as follows: For the Three Months Ended September 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding loss on securities available for sale during the period $ (3,379 ) $ 1,381 $ (1,998 ) $ (327 ) $ 134 $ (193 ) Reclassification adjustment for net gains included in net income 1,466 (600 ) 866 - - - Net unrealized loss on securities available for sale $ (1,913 ) $ 781 $ (1,132 ) $ (327 ) $ 134 $ (193 ) For the Nine Months Ended September 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 $ (2,897 ) $ 1,183 $ (1,714 ) $ 11,017 $ (4,500 ) $ 6,517 Reclassification adjustment for net gains included in net income 1,468 (600 ) 868 50 (20 ) 30 Net unrealized (loss) gain on securities available for sale $ (1,429 ) $ 583 $ (846 ) $ 11,067 $ (4,520 ) $ 6,547 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	9 Months Ended
	Sep. 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 nine months ended September 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 sale was completed on August 28, 2015. The Company sold $32.0 million of deposits, $4.8 million of loans, $354 thousand of fixed assets and $143 thousand of cash. The transaction resulted in a net cash payment of approximately $25.5 million by the Company to Cape Bancorp, Inc. After transaction costs, the sale resulted in a net gain in the three months ended September 30, 2015 of $1.3 million recorded in gain on sale of bank branches in the unaudited condensed consolidated statements of operations. The following summarizes the branch assets and liabilities classified as held-for-sale at September 30, 2015 and December 31, 2014: September 30, 2015 December 31, 2014 Assets: Cash $ - $ 1,064 Loans held-for-sale - 63,965 Properties and equipment - 4,035 Total branch assets held-for-sale $ - 69,064 Liabilities: Deposits held-for-sale $ - 183,395

Stock-Based Compensation

Stock-Based Compensation	9 Months Ended
	Sep. 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 (or share units with respect to) 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 10 years after the date of grant, unless terminated earlier under the Option’s terms. For both Options and Stock Awards, a committee of non-employee directors has the authority to determine the conditions upon which the Options or Stock Awards 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 Company’s stock option plans for the nine months ended September 30, 2015 and September 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 318,900 $ 28.34 161,984 Granted 218,760 18.92 — Exercised (811 ) 15.19 — Forfeited (16,767 ) 17.47 — Expired (10,366 ) 64.17 — Outstanding as of September 30, 2015 509,716 $ 23.95 162,634 Options vested or expected to vest (1) 477,338 $ 24.33 — (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 143,296 19.33 — Exercised (298 ) 15.43 — Forfeited (19,496 ) 16.98 — Expired (88,016 ) 43.87 — Outstanding as of September 30, 2014 333,794 $ 28.61 171,549 Options vested or expected to vest (1) 321,224 $ 29.06 — (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 7.5 years for Options outstanding and 4.3 years for Options exercisable as of September 30, 2015. At September 30, 2015, the aggregate intrinsic value was $206 thousand for Options outstanding and $59 thousand for Options exercisable. During the nine months ended September 30, 2015 and 2014, the Company granted 218,760 Options and 143,296 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 nine months ended September 30, 2015 and 2014 are as follows: For the Nine Months Ended September 30, 2015 2014 Weighted average fair value of Options granted $ 6.16 $ 8.21 Weighted average risk-free rate of return 1.35 % 1.31 % Weighted average expected option life in months 46 48 Weighted average expected volatility 40 % 54 % 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 nine months ended September 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 50,864 18.90 Vested (7,645 ) 18.60 Forfeited (4,300 ) 15.91 Nonvested Stock Awards outstanding, September 30, 2015 287,573 $ 14.91 Weighted Average Grant Number Date of Fair Shares Value Nonvested Stock Awards outstanding, January 1, 2014 86,367 $ 15.65 Issued 112,803 19.80 Vested (8,403 ) 17.26 Forfeited (34,600 ) 15.41 Nonvested Stock Awards outstanding, September 30, 2014 156,167 $ 18.60 There were 50,864 shares of nonvested Stock Awards issued during the nine months ended September 30, 2015 and 112,803 nonvested Stock Awards issued during the nine months ended September 30, 2014. The value of these shares is based upon the closing price of the Company’s 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. The Stock Awards issued during the nine months ended September 30, 2015 and 2014 are treated as stock units for which shares of common stock will be issued only in the event of and upon vesting of the awards. Total compensation expense recognized related to Options and nonvested Stock Awards, including that for non-employee directors, during the three and nine months ended September 30, 2015 was $527 thousand and $1.4 million, respectively, as compared to $276 thousand and $508 thousand, respectively, for the three and nine months ended September 30, 2014. As of September 30, 2015, there was approximately $1.5 million and $3.2 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 3.3 years and 2.8 years, respectively.

Investment Securities

Investment Securities	9 Months Ended
	Sep. 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 September 30, 2015 and December 31, 2014 were as follows: Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value September 30, 2015 Available for sale: U.S. Treasury securities $ 2,493 $ 7 $ — $ 2,500 U.S. Government agency securities 4,975 — (48 ) 4,927 U.S. Government agency mortgage-backed securities 218,626 2,800 (590 ) 220,836 Other mortgage-backed securities 185 — (1 ) 184 State and municipal securities — — — — Trust preferred securities 12,017 — (3,241 ) 8,776 Collateralized loan obligations 59,937 9 (598 ) 59,347 Other securities 755 — — 755 Total available for sale $ 298,988 $ 2,816 $ (4,478 ) $ 297,325 Held to maturity: U.S. Government agency mortgage-backed securities — — — — Other securities 250 — — 250 Total held to maturity 250 - - 250 Total investment securities $ 299,238 $ 2,816 $ (4,478 ) $ 297,575 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 September 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 September 30, 2015 U.S. Government agency securities $ — $ — $ 4,927 $ (48 ) $ 4,927 $ (48 ) U.S. Government agency mortgage-backed securities 19,627 (50 ) 28,675 (540 ) 48,302 (590 ) Other mortgage-backed securities 184 (1 ) — — 184 (1 ) Trust preferred securities — — 8,776 (3,241 ) 8,776 (3,241 ) Collateralized loan obligations 10,421 (57 ) 44,927 (541 ) 55,348 (598 ) Total $ 30,232 $ (108 ) $ 87,305 $ (4,370 ) $ 117,537 $ (4,478 ) 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 unaudited condensed consolidated statements of financial condition. Application of this guidance resulted in no OTTI charges during the three and nine months ended September 30, 2015 and 2014. As of September 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 nine months ended September 30, 2015 and 2014. U.S. Government Agency Securities. At September 30, 2015, the gross unrealized loss in the category of 12 months or longer of $48 thousand consisted of one agency security with an estimated fair value of $4.9 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 September 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 September 30, 2015, the gross unrealized loss in the category of less than 12 months of $50 thousand consisted of 11 mortgage-backed securities with an estimated fair value of $19.6 million. The gross unrealized loss in the category of 12 months or longer of $540 thousand consisted of six mortgage-backed securities with an estimated fair value of $28.7 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 September 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 September 30, 2015, the gross unrealized loss in the category of less than 12 months of $57 thousand consisted of one AAA and two AA-rated collateralized loan obligation securities with a total estimated fair value of $10.4 million. The gross unrealized loss in the category of 12 months or longer of $541 thousand consisted of four AAA and three AA-rated collateralized loan obligation securities with a total estimated fair value of $44.9 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 September 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 September 30, 2015, the Company had seven collateralized loan obligation securities with an amortized cost of $36.0 million and an estimated fair value of $35.5 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. Subsequent to September 30, 2015, two of the collateralized loan obligation securities noted above were modified such that they are now compliant with the Volcker Rule requirements. See Note 13 of the notes to unaudited condensed consolidated financial statements for more information regarding the Volcker Rule. Trust Preferred Securities. At September 30, 2015, the gross unrealized loss in the category of 12 months or longer of $3.2 million consisted of two trust preferred securities. The trust preferred securities are comprised of one non-rated single issuer security with an amortized cost of $3.2 million and a fair value of $3.1 million and one investment grade rated pooled security with an amortized cost of $8.8 million and an estimated fair value of $5.7 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 3.3 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 September 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 September 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. Due to sustained performance, this security was upgraded to performing status in the first quarter of 2015. In March 2015, the Company received another dividend payment of $25 thousand, which was recognized as interest income. Subsequent quarterly dividend payments were received as scheduled and recognized as interest income. During the three and nine months ended September 30, 2015, the Company did not record an OTTI credit-related charge related to this 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 September 30, 2015 was $1.2 million. Based upon the current capital position of the issuer and recent improvements in the financial performance of the issuer, the Company concluded that an additional impairment charge was not warranted at September 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. See Note 13 of the notes to unaudited condensed consolidated financial statements for more information regarding the Volcker Rule. The amortized cost and estimated fair value of the investment securities, by contractual maturity, at September 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 September 30, 2015 Due in one year or less $ 754 $ 754 $ — $ — Due after one year through five years 2,493 2,500 250 250 Due after five years through ten years 36,964 36,494 — — Due after ten years 39,966 36,557 — — Total investment securities, excluding mortgage- backed securities 80,177 76,305 250 250 U.S. Government agency mortgage-backed securities 218,626 220,836 — — Other mortgage-backed securities 185 184 — — Total investment securities $ 298,988 $ 297,325 $ 250 $ 250 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 September 30, 2015, the Company had $12.8 million, amortized cost, and $12.8 million estimated fair value, of investment securities pledged to secure public deposits. As of September 30, 2015, the Company had $118.8 million, amortized cost, and $120.2 million, estimated fair value, of investment securities pledged as collateral on secured borrowings.

Loans

Loans	9 Months Ended
	Sep. 30, 2015
Receivables [Abstract]
Loans	(6) Loans The components of loans as of September 30, 2015 and December 31, 2014 were as follows: Loan Components September 30, 2015 December 31, 2014 Commercial: Commercial and industrial $ 218,767 $ 242,494 CRE owner occupied 229,478 278,651 CRE non-owner occupied 607,375 461,631 Land and development 63,468 70,156 Consumer: Home equity lines of credit 133,324 156,926 Home equity term loans 13,177 17,239 Residential real estate 257,678 276,993 Other 4,914 6,054 Total gross loans held-for-investment 1,528,181 1,510,144 Allowance for loan losses (18,913 ) (23,246 ) Net loans held-for-investment $ 1,509,268 $ 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 September 30, 2015 December 31, 2014 Commercial: Commercial & industrial $ 237 $ 155 Commercial, held-for-sale — 28 CRE owner occupied 660 3,268 CRE owner occupied, held-for-sale — 32 CRE non-owner, held-for-sale — 229 Consumer: Home equity lines of credit 4 1,348 Home equity lines of credit, held-for-sale — 1,228 Home equity term loans 92 407 Home equity term loans, held-for-sale — 286 Residential real estate 2,121 5,117 Residential real estate, held-for-sale — 2,280 Other 7 432 Total non-accrual loans $ 3,121 $ 14,810 Troubled debt restructuring, non-accrual $ 534 $ 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 September 30, 2015, the Company had $23.7 million outstanding on four 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 $210 thousand and $1.9 million at September 30, 2015 and December 31, 2014, respectively. There were no relationships with interest reserves which were on non-accrual status at September 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	9 Months Ended
	Sep. 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 Nine Months Ended September 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 (1,123 ) (2,815 ) (2,339 ) (142 ) (6,419 ) Recoveries 3,845 368 815 38 5,066 Net charge-offs 2,722 (2,447 ) (1,524 ) (104 ) (1,353 ) Provision for loan losses (6,251 ) 2,234 1,572 (535 ) (2,980 ) Ending balance $ 12,305 $ 3,025 $ 3,561 $ 22 $ 18,913 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 12,305 $ 3,025 $ 3,561 $ 22 $ 18,913 Financing Receivables: Ending balance $ 1,119,088 $ 146,501 $ 257,678 $ 4,914 $ 1,528,181 Ending balance: individually evaluated for impairment $ 999 $ 96 $ 2,505 $ 6 $ 3,606 Ending balance: collectively evaluated for impairment $ 1,118,089 $ 146,405 $ 255,173 $ 4,908 $ 1,524,575 (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 Nine Months Ended September 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 (18,859 ) (2,639 ) (1,811 ) (3,262 ) (26,571 ) Recoveries 2,112 199 193 267 2,771 Net charge-offs (16,747 ) (2,440 ) (1,618 ) (2,995 ) (23,800 ) Provision for loan losses 8,355 2,481 2,041 1,926 14,803 Ending balance $ 19,436 $ 3,416 $ 3,321 $ 367 $ 26,540 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 19,436 $ 3,416 $ 3,321 $ 367 $ 26,540 Financing Receivables: Ending balance $ 1,196,767 $ 173,227 $ 299,838 $ 6,577 $ 1,676,409 Ending balance: individually evaluated for impairment $ 3,202 $ 3,550 $ 6,948 $ 142 $ 13,842 Ending balance: collectively evaluated for impairment $ 1,193,565 $ 169,677 $ 292,890 $ 6,435 $ 1,662,567 (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 origination activity on home equity lines of credit and all home equity term loans 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 $18.9 million and $23.2 million at September 30, 2015 and December 31, 2014, respectively. The ratio of allowance for loan losses to gross loans held-for-investment was 1.24% at September 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 incurred 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: Impaired Loans As of September 30, 2015 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Accrued Interest Income Recognized Cash Interest Income Recognized For the Nine Months Ended September 30, 2015 With no related allowance: Commercial: Commercial & industrial $ 229 $ 730 $ — $ 234 $ — $ — Commercial & industrial, held-for-sale — — — 73 — — CRE owner occupied 765 2,255 — 883 — — CRE owner occupied, held-for-sale — — — 167 — — CRE non-owner occupied — — — 114 — — CRE non-owner occupied, held-for-sale — — — 119 — — Consumer: Home equity lines of credit 4 4 — 50 — — Home equity lines of credit, held-for-sale — — — — — — Home equity term loans 92 99 — 97 — — Residential real estate 2,505 2,713 — 3,065 — — Residential real estate, held-for-sale — — — 736 — — Other 7 11 — 7 — — Other, held-for-sale — — — 22 — — With an allowance recorded: Commercial: Commercial and industrial $ — $ — $ — $ — $ — $ — CRE owner occupied — — — — — — Consumer: Other — — — — — — Total commercial $ 994 $ 2,985 $ — $ 1,590 $ — $ — Total consumer $ 2,608 $ 2,827 $ — $ 3,977 $ — $ — 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 For the Year Ended December 31, 2014 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, 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 September 30, 2015 were four 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 September 30, 2015 that included a commitment to lend additional funds as of September 30, 2015. There were zero and three new TDR agreements entered into during the three and nine months ended September 30, 2015, respectively. The following table presents a summary of the Company’s TDR agreements entered into during the nine months ended September 30, 2015. Troubled Debt Restructurings For the Nine Months Ended September 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Residential real estate 3 $ 546 $ 484 There were no new TDR agreements entered into during the three and nine months ended September 30, 2014. During the three and nine months ended September 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. The following table presents the Company’s distribution of risk ratings within the Company’s held-for-investment loan portfolio, segregated by class, as of September 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 Total As of September 30, 2015 Grade: Pass $ 211,057 $ 224,724 $ 607,375 $ 63,468 $ 132,989 $ 13,083 $ 254,886 $ 4,907 $ 1,512,489 Special Mention 7,480 2,400 — — — — — — 9,880 Substandard 230 2,354 — — 335 94 2,792 7 5,812 Doubtful — — — — — — — — — Total $ 218,767 $ 229,478 $ 607,375 $ 63,468 $ 133,324 $ 13,177 $ 257,678 $ 4,914 $ 1,528,181 As of December 31, 2014 Grade: Pass $ 235,985 $ 267,018 $ 451,921 $ 70,018 $ 155,084 $ 16,819 $ 272,044 $ 5,902 $ 1,474,791 Special Mention 6,304 6,669 — — — — — — 12,973 Substandard 205 4,964 9,710 138 1,842 420 4,949 152 22,380 Doubtful — — — — — — — — — Total $ 242,494 $ 278,651 $ 461,631 $ 70,156 $ 156,926 $ 17,239 $ 276,993 $ 6,054 $ 1,510,144 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 September 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 September 30, 2015 Commercial: Commercial & industrial $ 2,236 $ — $ 237 $ 2,473 $ 216,294 $ 218,767 CRE owner occupied — 214 1,413 1,627 227,851 229,478 CRE non-owner occupied 269 — — 269 607,106 607,375 Land and development 5,286 — — 5,286 58,182 63,468 Consumer: Home equity lines of credit 511 328 — 839 132,485 133,324 Home equity term loans 10 28 — 38 13,139 13,177 Residential real estate 6,052 1,396 358 7,806 249,872 257,678 Other 287 1 7 295 4,619 4,914 Total $ 14,651 $ 1,967 $ 2,015 $ 18,633 $ 1,509,548 $ 1,528,181 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	9 Months Ended
	Sep. 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 September 30, 2015 and December 31, 2014, the total outstanding notional amount of these swaps was $6.1 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 October 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 September 30, 2015 and December 31, 2014: Summary of Interest Rate Swaps Designated As Fair Value Hedges September 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other liabilities $ 6,137 $ (439 ) $ 8,937 $ (765 ) Summary of Interest Rate Swap Components September 30, 2015 December 31, 2014 Weighted average pay rate 7.26 % 7.24 % Weighted average receive rate 2.01 % 2.09 % Weighted average maturity in years 1.6 2.1 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 $70 thousand and $140 thousand in expense resulting from fair value adjustments during the nine months ended September 30, 2015 and 2014, respectively, which were included in other income in the unaudited condensed consolidated statements of operations. September 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other assets $ 122,827 $ 7,377 $ 174,524 $ 12,294 Other liabilities (122,827 ) (7,432 ) 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 September 30, 2015 and December 31, 2014 was $20.6 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 $7.9 million and $13.2 million at September 30, 2015 and December 31, 2014, respectively.

Deposits

Deposits	9 Months Ended
	Sep. 30, 2015
Banking And Thrift [Abstract]
Deposits	(9) Deposits Deposits consist of the following major classifications: September 30, 2015 December 31, 2014 Interest-bearing demand deposits $ 726,520 $ 861,914 Non-interest-bearing demand deposits 519,144 548,064 Savings deposits 203,286 224,017 Time certificates under $100,000 192,914 231,111 Time certificates $100,000 or more 119,659 150,977 Brokered time deposits 58,009 75,821 Total $ 1,819,532 $ 2,091,904

Earnings (loss) Per Share

Earnings (loss) Per Share	9 Months Ended
	Sep. 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 September 30, 2015 2014 Net income (loss) $ 3,164 $ (825 ) Average common shares outstanding 18,668,791 17,949,643 Net effect of dilutive common stock equivalents 69,726 — Adjusted average shares outstanding – dilutive 18,738,517 17,949,643 Basic income (loss) per share $ 0.17 $ (0.05 ) Diluted income (loss) per share $ 0.17 $ (0.05 ) For the Nine Months Ended September 30, 2015 2014 Net income (loss) $ 8,768 $ (26,979 ) Average common shares outstanding 18,639,482 17,574,246 Net effect of dilutive common stock equivalents 49,555 — Adjusted average shares outstanding – dilutive 18,689,037 17,574,246 Basic income (loss) per share $ 0.47 $ (1.54 ) Diluted income (loss) per share $ 0.47 $ (1.54 )

Commitments and Contingent Liab

Commitments and Contingent Liabilities	9 Months Ended
	Sep. 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 $14 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	9 Months Ended
	Sep. 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 September 30, 2015 Total Level 1 Level 2 Level 3 Assets: Investment securities available for sale: U.S. Treasury securities $ 2,500 $ 2,500 $ — $ — U.S. Government agency securities 4,927 — 4,927 — U.S. Government agency mortgage-backed securities 220,836 — 220,836 — Other mortgage-backed securities 184 — 184 — Trust preferred securities 8,776 — — 8,776 Collateralized loan obligations 59,347 — 59,347 — Other securities 755 755 — — Hedged commercial loans 6,576 — 6,576 — Interest rate swaps 7,377 — 7,377 — Liabilities: Fair value interest rate swaps 439 — 439 — Interest rate swaps 7,432 — 7,432 — December 31, 2014 Assets: Investment securities available for sale: U.S. Treasury securities 2,503 2,503 — — 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 30,922 — 30,922 — 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 September 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 4.00% for the pooled security and 5.25% for the single issuer. An increase or decrease of three percentage points in the discount rate on the pooled issue would result in a decrease of $3.3 million or an increase of $1.8 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 $571 thousand or an increase of $962 thousand in the security fair value, respectively. The following provides details of the Level 3 fair value measurement activity for the three and nine months ended September 30, 2015 and 2014: Fair Value Measurements Using Significant Unobservable Inputs-Level 3 Investment Securities For the Three Months Ended September 30, 2015 2014 Balance, beginning of period $ 10,103 $ 9,473 Total gains, realized/unrealized: Included in earnings 1 — Included in accumulated other comprehensive income (1,328 ) 816 Purchases — Maturities — — Prepayments — (589 ) Calls — — Transfers out of Level 3 — — Balance, end of period $ 8,776 $ 9,700 For the Nine Months Ended September 30, 2015 2014 Balance, beginning of period $ 9,410 $ 7,967 Total gains, realized/unrealized: Included in earnings 3 — Included in accumulated other comprehensive income (637 ) 2,322 Purchases — — Maturities — — Prepayments — (589 ) Calls — — Transfers out of Level 3 — — Balance, end of period $ 8,776 $ 9,700 There were no transfers between the three levels for the three and nine months ended September 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 September 30, 2015 and 2014, these assets were valued in accordance with GAAP and, except for impaired loans, real estate owned and loans held-for-sale 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 nine months ended September 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 September 30, 2015 Assets: Impaired loans $ 1,222 $ — $ — $ 1,222 $ (821 ) September 30, 2014 Assets: Impaired loans $ 2,796 $ — $ — $ 2,796 $ (3,711 ) Real estate owned 226 — — 226 (264 ) Loans held-for-sale, at lower of cost or market 2,770 — 2,770 — (3,079 ) 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 will provide for an alternative and interim means of determining the fair value of the real estate collateral, such as broker pricing. 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 September 30, 2015 and 2014. There were no charge-offs recorded on impaired loans with a specific reserve during both the nine months ended September 30, 2015, and 2014. Impaired loans held-for-investment with an aggregate carrying amount of $1.2 million and $2.8 million at September 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 $821 thousand, of which $336 thousand related to loans that were fully charged off at September 30, 2015 and $4.0 million, of which $3.7 million related to loans which were fully charged off at September 30, 2014. 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 nine months ended September 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 September 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 September 30, 2015 December 31, 2014 Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Assets: Cash and due from banks $ 29,158 $ 29,158 $ 42,548 $ 42,548 Interest-earning bank balances 258,705 258,705 505,885 505,885 Restricted cash 5,000 5,000 13,000 13,000 Investment securities available for sale 297,325 297,325 394,500 394,500 Investment securities held-to-maturity 250 250 489 501 Loans receivable, net 1,502,692 1,484,016 1,477,172 1,412,372 Loans held-for-sale, at lower of cost or market — — 4,083 4,083 Hedged commercial loans (1) 6,576 6,576 9,726 9,726 Branch assets held-for-sale — — 69,064 69,064 Restricted equity investments 15,641 15,641 14,961 14,961 Interest rate swaps 7,377 7,377 12,294 12,294 Liabilities: Demand deposits 1,245,664 1,233,783 1,409,978 1,444,488 Savings deposits 203,286 197,495 224,017 232,572 Time deposits 370,582 383,142 457,909 458,233 Deposits held-for-sale — — 183,395 199,469 Securities sold under agreements to repurchase – customers — — 1,156 1,156 Advances from FHLBNY 85,653 87,144 60,787 60,935 Junior subordinated debentures 92,786 63,323 92,786 67,837 Fair value interest rate swaps 439 439 765 765 Interest rate swaps 7,432 7,432 12,419 12,419 (1) Includes positive market value adjustment of $439 thousand and $765 thousand at September 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 September 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	9 Months Ended
	Sep. 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 these 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 (“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 September 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 September 30, 2015 (2) Total risk-based capital (to risk-weighted assets): Sun Bancorp, Inc. $ 327,034 21.79 % $ 120,058 8.00 % N/A Sun National Bank 295,496 19.73 119,788 8.00 $ 149,735 10.00 % Tier 1 common equity capital ratio (to risk- weighted assets): Sun Bancorp, Inc. 218,265 14.54 67,533 4.50 N/A Sun National Bank 276,768 18.48 67,381 4.50 97,328 6.50 Tier 1 capital (to risk-weighted assets): Sun Bancorp, Inc. 272,835 18.18 90,044 6.00 N/A Sun National Bank 276,768 18.48 89,841 6.00 119,788 8.00 Leverage capital: Sun Bancorp, Inc. 272,835 11.69 93,356 4.00 N/A Sun National Bank 276,768 11.88 93,222 4.00 116,527 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 September 30, 2015, the Bank met all of the three capital ratios established by the OCC as its Leverage Capital ratio was 11.88%, its Tier 1 Capital ratio was 18.48%, and its Total Capital ratio was 19.73%. 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 September 30, 2015, the Bank’s brokered deposits represented 2.9% 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 September 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 nine months of 2015. FDIC assessment expense of $763 thousand and $953 thousand was recognized during the three months ended September 30, 2015 and 2014, respectively and $2.3 million and $2.9 million was recognized during the nine months ended September 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 September 30, 2015, $54.6 million of a total of $90.0 million in capital securities qualified as Tier 1 with $35.4 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 September 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 $5.7 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 September 30, 2015, the Company had seven collateralized loan obligation securities with an amortized cost of $36.0 million and an estimated fair value of $35.5 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. Subsequent to September 30, 2015, two of the collateralized loan obligation securities noted above were modified such that they are now compliant with the Volcker Rule requirements. 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; • changes in estimates of future loan loss reserves based upon the periodic review thereof under relevant regulatory and accounting requirements; • 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; • changes in business strategy or an inability to execute strategy due to the occurrence of unanticipated events; • our ability to attract deposits and other sources of liquidity; • our ability to increase market share and 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 the financial performance and/or condition of the Bank’s borrowers; • 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 September 30, 2015 and 2014 were $125 thousand and $166 thousand, respectively. The fully taxable equivalent adjustments for the nine months ended September 30, 2015 and 2014 were $456 thousand and $498 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: September 30, 2015 2014 Net interest income, as presented $ 15,217 $ 18,921 Effect of tax-exempt income 125 166 Net interest income, tax equivalent $ 15,342 $ 19,087 For the Nine Months Ended: September 30, 2015 2014 Net interest income, as presented $ 45,783 $ 60,925 Effect of tax-exempt income 456 498 Net interest income, tax equivalent $ 46,239 $ 61,423 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 September 30, 2015 and December 31, 2014: September 30, 2015 December 31, 2014 Total deposits $ 1,819,532 $ 2,091,904 Less: Time deposits 312,573 382,088 Less: Brokered deposits 58,009 75,821 Core deposits $ 1,448,950 $ 1,633,995

Summary of Significant Accoun21

Summary of Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 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 income (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 nine months ended September 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 nine months ended September 30, 2014. The table below reports the impact of these reclassifications to the unaudited condensed consolidated statements of operations for the three and nine months ended September 30, 2014: Three Months Ended September 30, 2014 As Reclassified As Reported Non-interest income: Deposit service charges and fees $ 2,541 $ — Service charges on deposit accounts — 2,285 Interchange fees 624 — Mortgage banking revenue, net — 423 Derivative credit valuation adjustment — 11 Other 411 857 Non-interest expense: Salaries and employee benefits 11,818 11,265 Commission expense — 553 Amortization of intangible assets — 238 Real estate owned expense, net — 71 Office supplies expense — 217 Other 2,613 2,087 Nine Months Ended September 30, 2014 As Reclassified As reported Non-interest income: Deposit service charges and fees $ 7,399 $ — Service charges on deposit accounts — 6,651 Interchange fees 1,817 — Mortgage banking revenue, net — 1,587 Derivative credit valuation adjustment — (1,189 ) Other 974 3,141 Non-interest expense: Salaries and employee benefits 42,402 40,141 Commission expense — 2,261 Amortization of intangible assets — 805 Real estate owned expense, net — 917 Office supplies expense — 753 Other 10,222 7,747
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. In addition, the Company’s chief operating decision maker reviews the Company’s financial data on a consolidated basis when assessing financial performance. 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 September 30, 2015 and December 31, 2014 the Company had $1.2 million of unsettled investment purchases and $0 in unsettled transactions, respectively. 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 $0 and $4.1 million at September 30, 2015 and December 31, 2014, respectively, and consist of consumer loans which are recorded at the lower of cost or market. The loans held-for-sale at December 31, 2014 were originated as held-for-investment and subsequently transferred to held-for-sale as a result of the Company’s intent to sell these loans.
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 incurred 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 incurred 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, and 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, and are generally charged off no later than 180 days after becoming delinquent. Other consumer loans are placed on non-accrual status at the time the loan has been delinquent for 90 days, and 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 September 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 September 30, 2015, the Company had $27.6 million invested in a general account and $53.1 million in a separate account, for a total BOLI cash surrender value of $80.7 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 September 30, 2015, the Company had a valuation allowance of $130.4 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 September 30, 2015. The net deferred tax liability of $1.8 million in the unaudited condensed consolidated statements of financial condition at September 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 income. 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 nine months ended September 30, 2015 and 2014 were as follows: For the Three Months Ended September 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding loss on securities available for sale during the period $ (3,379 ) $ 1,381 $ (1,998 ) $ (327 ) $ 134 $ (193 ) Reclassification adjustment for net gains included in net income 1,466 (600 ) 866 - - - Net unrealized loss on securities available for sale $ (1,913 ) $ 781 $ (1,132 ) $ (327 ) $ 134 $ (193 ) For the Nine Months Ended September 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 $ (2,897 ) $ 1,183 $ (1,714 ) $ 11,017 $ (4,500 ) $ 6,517 Reclassification adjustment for net gains included in net income 1,468 (600 ) 868 50 (20 ) 30 Net unrealized (loss) gain on securities available for sale $ (1,429 ) $ 583 $ (846 ) $ 11,067 $ (4,520 ) $ 6,547
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 Accoun22

Summary of Significant Accounting Policies (Tables)	9 Months Ended
	Sep. 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 nine months ended September 30, 2014: Three Months Ended September 30, 2014 As Reclassified As Reported Non-interest income: Deposit service charges and fees $ 2,541 $ — Service charges on deposit accounts — 2,285 Interchange fees 624 — Mortgage banking revenue, net — 423 Derivative credit valuation adjustment — 11 Other 411 857 Non-interest expense: Salaries and employee benefits 11,818 11,265 Commission expense — 553 Amortization of intangible assets — 238 Real estate owned expense, net — 71 Office supplies expense — 217 Other 2,613 2,087 Nine Months Ended September 30, 2014 As Reclassified As reported Non-interest income: Deposit service charges and fees $ 7,399 $ — Service charges on deposit accounts — 6,651 Interchange fees 1,817 — Mortgage banking revenue, net — 1,587 Derivative credit valuation adjustment — (1,189 ) Other 974 3,141 Non-interest expense: Salaries and employee benefits 42,402 40,141 Commission expense — 2,261 Amortization of intangible assets — 805 Real estate owned expense, net — 917 Office supplies expense — 753 Other 10,222 7,747
Reclassifications of Accumulated Other Comprehensive Income (Loss) Items	These reclassifications for the three and nine months ended September 30, 2015 and 2014 were as follows: For the Three Months Ended September 30, 2015 2014 Pre-tax Tax After-tax Pre-tax Tax After-tax Unrealized holding loss on securities available for sale during the period $ (3,379 ) $ 1,381 $ (1,998 ) $ (327 ) $ 134 $ (193 ) Reclassification adjustment for net gains included in net income 1,466 (600 ) 866 - - - Net unrealized loss on securities available for sale $ (1,913 ) $ 781 $ (1,132 ) $ (327 ) $ 134 $ (193 ) For the Nine Months Ended September 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 $ (2,897 ) $ 1,183 $ (1,714 ) $ 11,017 $ (4,500 ) $ 6,517 Reclassification adjustment for net gains included in net income 1,468 (600 ) 868 50 (20 ) 30 Net unrealized (loss) gain on securities available for sale $ (1,429 ) $ 583 $ (846 ) $ 11,067 $ (4,520 ) $ 6,547

Branch Sales (Tables)

Branch Sales (Tables)	9 Months Ended
	Sep. 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 September 30, 2015 and December 31, 2014: September 30, 2015 December 31, 2014 Assets: Cash $ - $ 1,064 Loans held-for-sale - 63,965 Properties and equipment - 4,035 Total branch assets held-for-sale $ - 69,064 Liabilities: Deposits held-for-sale $ - 183,395

Stock-Based Compensation (Table

Stock-Based Compensation (Tables)	9 Months Ended
	Sep. 30, 2015
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Summary of Stock Options Activity	Activity in the Company’s stock option plans for the nine months ended September 30, 2015 and September 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 318,900 $ 28.34 161,984 Granted 218,760 18.92 — Exercised (811 ) 15.19 — Forfeited (16,767 ) 17.47 — Expired (10,366 ) 64.17 — Outstanding as of September 30, 2015 509,716 $ 23.95 162,634 Options vested or expected to vest (1) 477,338 $ 24.33 — (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 143,296 19.33 — Exercised (298 ) 15.43 — Forfeited (19,496 ) 16.98 — Expired (88,016 ) 43.87 — Outstanding as of September 30, 2014 333,794 $ 28.61 171,549 Options vested or expected to vest (1) 321,224 $ 29.06 — (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 nine months ended September 30, 2015 and 2014 are as follows: For the Nine Months Ended September 30, 2015 2014 Weighted average fair value of Options granted $ 6.16 $ 8.21 Weighted average risk-free rate of return 1.35 % 1.31 % Weighted average expected option life in months 46 48 Weighted average expected volatility 40 % 54 % 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 nine months ended September 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 50,864 18.90 Vested (7,645 ) 18.60 Forfeited (4,300 ) 15.91 Nonvested Stock Awards outstanding, September 30, 2015 287,573 $ 14.91 Weighted Average Grant Number Date of Fair Shares Value Nonvested Stock Awards outstanding, January 1, 2014 86,367 $ 15.65 Issued 112,803 19.80 Vested (8,403 ) 17.26 Forfeited (34,600 ) 15.41 Nonvested Stock Awards outstanding, September 30, 2014 156,167 $ 18.60

Investment Securities (Tables)

Investment Securities (Tables)	9 Months Ended
	Sep. 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 September 30, 2015 and December 31, 2014 were as follows: Amortized Cost Gross Unrealized Gains Gross Unrealized Losses Estimated Fair Value September 30, 2015 Available for sale: U.S. Treasury securities $ 2,493 $ 7 $ — $ 2,500 U.S. Government agency securities 4,975 — (48 ) 4,927 U.S. Government agency mortgage-backed securities 218,626 2,800 (590 ) 220,836 Other mortgage-backed securities 185 — (1 ) 184 State and municipal securities — — — — Trust preferred securities 12,017 — (3,241 ) 8,776 Collateralized loan obligations 59,937 9 (598 ) 59,347 Other securities 755 — — 755 Total available for sale $ 298,988 $ 2,816 $ (4,478 ) $ 297,325 Held to maturity: U.S. Government agency mortgage-backed securities — — — — Other securities 250 — — 250 Total held to maturity 250 - - 250 Total investment securities $ 299,238 $ 2,816 $ (4,478 ) $ 297,575 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 September 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 September 30, 2015 U.S. Government agency securities $ — $ — $ 4,927 $ (48 ) $ 4,927 $ (48 ) U.S. Government agency mortgage-backed securities 19,627 (50 ) 28,675 (540 ) 48,302 (590 ) Other mortgage-backed securities 184 (1 ) — — 184 (1 ) Trust preferred securities — — 8,776 (3,241 ) 8,776 (3,241 ) Collateralized loan obligations 10,421 (57 ) 44,927 (541 ) 55,348 (598 ) Total $ 30,232 $ (108 ) $ 87,305 $ (4,370 ) $ 117,537 $ (4,478 ) 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 September 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 September 30, 2015 Due in one year or less $ 754 $ 754 $ — $ — Due after one year through five years 2,493 2,500 250 250 Due after five years through ten years 36,964 36,494 — — Due after ten years 39,966 36,557 — — Total investment securities, excluding mortgage- backed securities 80,177 76,305 250 250 U.S. Government agency mortgage-backed securities 218,626 220,836 — — Other mortgage-backed securities 185 184 — — Total investment securities $ 298,988 $ 297,325 $ 250 $ 250 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)	9 Months Ended
	Sep. 30, 2015
Receivables [Abstract]
Loan Components	The components of loans as of September 30, 2015 and December 31, 2014 were as follows: Loan Components September 30, 2015 December 31, 2014 Commercial: Commercial and industrial $ 218,767 $ 242,494 CRE owner occupied 229,478 278,651 CRE non-owner occupied 607,375 461,631 Land and development 63,468 70,156 Consumer: Home equity lines of credit 133,324 156,926 Home equity term loans 13,177 17,239 Residential real estate 257,678 276,993 Other 4,914 6,054 Total gross loans held-for-investment 1,528,181 1,510,144 Allowance for loan losses (18,913 ) (23,246 ) Net loans held-for-investment $ 1,509,268 $ 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 September 30, 2015 December 31, 2014 Commercial: Commercial & industrial $ 237 $ 155 Commercial, held-for-sale — 28 CRE owner occupied 660 3,268 CRE owner occupied, held-for-sale — 32 CRE non-owner, held-for-sale — 229 Consumer: Home equity lines of credit 4 1,348 Home equity lines of credit, held-for-sale — 1,228 Home equity term loans 92 407 Home equity term loans, held-for-sale — 286 Residential real estate 2,121 5,117 Residential real estate, held-for-sale — 2,280 Other 7 432 Total non-accrual loans $ 3,121 $ 14,810 Troubled debt restructuring, non-accrual $ 534 $ 318

Allowance for Loan Losses (Tabl

Allowance for Loan Losses (Tables)	9 Months Ended
	Sep. 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 Nine Months Ended September 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 (1,123 ) (2,815 ) (2,339 ) (142 ) (6,419 ) Recoveries 3,845 368 815 38 5,066 Net charge-offs 2,722 (2,447 ) (1,524 ) (104 ) (1,353 ) Provision for loan losses (6,251 ) 2,234 1,572 (535 ) (2,980 ) Ending balance $ 12,305 $ 3,025 $ 3,561 $ 22 $ 18,913 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 12,305 $ 3,025 $ 3,561 $ 22 $ 18,913 Financing Receivables: Ending balance $ 1,119,088 $ 146,501 $ 257,678 $ 4,914 $ 1,528,181 Ending balance: individually evaluated for impairment $ 999 $ 96 $ 2,505 $ 6 $ 3,606 Ending balance: collectively evaluated for impairment $ 1,118,089 $ 146,405 $ 255,173 $ 4,908 $ 1,524,575 (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 Nine Months Ended September 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 (18,859 ) (2,639 ) (1,811 ) (3,262 ) (26,571 ) Recoveries 2,112 199 193 267 2,771 Net charge-offs (16,747 ) (2,440 ) (1,618 ) (2,995 ) (23,800 ) Provision for loan losses 8,355 2,481 2,041 1,926 14,803 Ending balance $ 19,436 $ 3,416 $ 3,321 $ 367 $ 26,540 Ending balance: individually evaluated for impairment $ — $ — $ — $ — $ — Ending balance: collectively evaluated for impairment $ 19,436 $ 3,416 $ 3,321 $ 367 $ 26,540 Financing Receivables: Ending balance $ 1,196,767 $ 173,227 $ 299,838 $ 6,577 $ 1,676,409 Ending balance: individually evaluated for impairment $ 3,202 $ 3,550 $ 6,948 $ 142 $ 13,842 Ending balance: collectively evaluated for impairment $ 1,193,565 $ 169,677 $ 292,890 $ 6,435 $ 1,662,567 (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: Impaired Loans As of September 30, 2015 Recorded Investment Unpaid Principal Balance Related Allowance Average Recorded Investment Accrued Interest Income Recognized Cash Interest Income Recognized For the Nine Months Ended September 30, 2015 With no related allowance: Commercial: Commercial & industrial $ 229 $ 730 $ — $ 234 $ — $ — Commercial & industrial, held-for-sale — — — 73 — — CRE owner occupied 765 2,255 — 883 — — CRE owner occupied, held-for-sale — — — 167 — — CRE non-owner occupied — — — 114 — — CRE non-owner occupied, held-for-sale — — — 119 — — Consumer: Home equity lines of credit 4 4 — 50 — — Home equity lines of credit, held-for-sale — — — — — — Home equity term loans 92 99 — 97 — — Residential real estate 2,505 2,713 — 3,065 — — Residential real estate, held-for-sale — — — 736 — — Other 7 11 — 7 — — Other, held-for-sale — — — 22 — — With an allowance recorded: Commercial: Commercial and industrial $ — $ — $ — $ — $ — $ — CRE owner occupied — — — — — — Consumer: Other — — — — — — Total commercial $ 994 $ 2,985 $ — $ 1,590 $ — $ — Total consumer $ 2,608 $ 2,827 $ — $ 3,977 $ — $ — 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 For the Year Ended December 31, 2014 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, 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 nine months ended September 30, 2015, respectively. The following table presents a summary of the Company’s TDR agreements entered into during the nine months ended September 30, 2015. Troubled Debt Restructurings For the Nine Months Ended September 30, 2015 Number of Contracts Pre-Modification Outstanding Recorded Investment Post- Modification Outstanding Recorded Investment Residential real estate 3 $ 546 $ 484
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 Company’s held-for-investment loan portfolio, segregated by class, as of September 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 Total As of September 30, 2015 Grade: Pass $ 211,057 $ 224,724 $ 607,375 $ 63,468 $ 132,989 $ 13,083 $ 254,886 $ 4,907 $ 1,512,489 Special Mention 7,480 2,400 — — — — — — 9,880 Substandard 230 2,354 — — 335 94 2,792 7 5,812 Doubtful — — — — — — — — — Total $ 218,767 $ 229,478 $ 607,375 $ 63,468 $ 133,324 $ 13,177 $ 257,678 $ 4,914 $ 1,528,181 As of December 31, 2014 Grade: Pass $ 235,985 $ 267,018 $ 451,921 $ 70,018 $ 155,084 $ 16,819 $ 272,044 $ 5,902 $ 1,474,791 Special Mention 6,304 6,669 — — — — — — 12,973 Substandard 205 4,964 9,710 138 1,842 420 4,949 152 22,380 Doubtful — — — — — — — — — Total $ 242,494 $ 278,651 $ 461,631 $ 70,156 $ 156,926 $ 17,239 $ 276,993 $ 6,054 $ 1,510,144
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 September 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 September 30, 2015 Commercial: Commercial & industrial $ 2,236 $ — $ 237 $ 2,473 $ 216,294 $ 218,767 CRE owner occupied — 214 1,413 1,627 227,851 229,478 CRE non-owner occupied 269 — — 269 607,106 607,375 Land and development 5,286 — — 5,286 58,182 63,468 Consumer: Home equity lines of credit 511 328 — 839 132,485 133,324 Home equity term loans 10 28 — 38 13,139 13,177 Residential real estate 6,052 1,396 358 7,806 249,872 257,678 Other 287 1 7 295 4,619 4,914 Total $ 14,651 $ 1,967 $ 2,015 $ 18,633 $ 1,509,548 $ 1,528,181 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 Instrume28

Derivative Financial Instruments and Hedging Activities (Tables)	9 Months Ended
	Sep. 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 September 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other liabilities $ 6,137 $ (439 ) $ 8,937 $ (765 )
Summary of Interest Rate Swaps Components	Summary of Interest Rate Swap Components September 30, 2015 December 31, 2014 Weighted average pay rate 7.26 % 7.24 % Weighted average receive rate 2.01 % 2.09 % Weighted average maturity in years 1.6 2.1
Summary of Interest Rate Swaps Not Designated as Hedging Instruments	September 30, 2015 December 31, 2014 Balance Sheet Location Notional Fair Value Notional Fair Value Other assets $ 122,827 $ 7,377 $ 174,524 $ 12,294 Other liabilities (122,827 ) (7,432 ) 174,524 (12,419 )

Deposits (Tables)

Deposits (Tables)	9 Months Ended
	Sep. 30, 2015
Banking And Thrift [Abstract]
Major Classifications of Deposits	Deposits consist of the following major classifications: September 30, 2015 December 31, 2014 Interest-bearing demand deposits $ 726,520 $ 861,914 Non-interest-bearing demand deposits 519,144 548,064 Savings deposits 203,286 224,017 Time certificates under $100,000 192,914 231,111 Time certificates $100,000 or more 119,659 150,977 Brokered time deposits 58,009 75,821 Total $ 1,819,532 $ 2,091,904

Earnings (loss) Per Share (Tabl

Earnings (loss) Per Share (Tables)	9 Months Ended
	Sep. 30, 2015
Earnings Per Share [Abstract]
Summary of Earnings (loss) Per Share Computation	Earnings (loss) Per Share Computation For the Three Months Ended September 30, 2015 2014 Net income (loss) $ 3,164 $ (825 ) Average common shares outstanding 18,668,791 17,949,643 Net effect of dilutive common stock equivalents 69,726 — Adjusted average shares outstanding – dilutive 18,738,517 17,949,643 Basic income (loss) per share $ 0.17 $ (0.05 ) Diluted income (loss) per share $ 0.17 $ (0.05 ) For the Nine Months Ended September 30, 2015 2014 Net income (loss) $ 8,768 $ (26,979 ) Average common shares outstanding 18,639,482 17,574,246 Net effect of dilutive common stock equivalents 49,555 — Adjusted average shares outstanding – dilutive 18,689,037 17,574,246 Basic income (loss) per share $ 0.47 $ (1.54 ) Diluted income (loss) per share $ 0.47 $ (1.54 )

Fair Value of Financial Instr31

Fair Value of Financial Instruments (Tables)	9 Months Ended
	Sep. 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 September 30, 2015 Total Level 1 Level 2 Level 3 Assets: Investment securities available for sale: U.S. Treasury securities $ 2,500 $ 2,500 $ — $ — U.S. Government agency securities 4,927 — 4,927 — U.S. Government agency mortgage-backed securities 220,836 — 220,836 — Other mortgage-backed securities 184 — 184 — Trust preferred securities 8,776 — — 8,776 Collateralized loan obligations 59,347 — 59,347 — Other securities 755 755 — — Hedged commercial loans 6,576 — 6,576 — Interest rate swaps 7,377 — 7,377 — Liabilities: Fair value interest rate swaps 439 — 439 — Interest rate swaps 7,432 — 7,432 — December 31, 2014 Assets: Investment securities available for sale: U.S. Treasury securities 2,503 2,503 — — 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 30,922 — 30,922 — 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 September 30, 2015 and 2014, these assets were valued in accordance with GAAP and, except for impaired loans, real estate owned and loans held-for-sale 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 nine months ended September 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 September 30, 2015 Assets: Impaired loans $ 1,222 $ — $ — $ 1,222 $ (821 ) September 30, 2014 Assets: Impaired loans $ 2,796 $ — $ — $ 2,796 $ (3,711 ) Real estate owned 226 — — 226 (264 ) Loans held-for-sale, at lower of cost or market 2,770 — 2,770 — (3,079 )
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 September 30, 2015 December 31, 2014 Carrying Amount Estimated Fair Value Carrying Amount Estimated Fair Value Assets: Cash and due from banks $ 29,158 $ 29,158 $ 42,548 $ 42,548 Interest-earning bank balances 258,705 258,705 505,885 505,885 Restricted cash 5,000 5,000 13,000 13,000 Investment securities available for sale 297,325 297,325 394,500 394,500 Investment securities held-to-maturity 250 250 489 501 Loans receivable, net 1,502,692 1,484,016 1,477,172 1,412,372 Loans held-for-sale, at lower of cost or market — — 4,083 4,083 Hedged commercial loans (1) 6,576 6,576 9,726 9,726 Branch assets held-for-sale — — 69,064 69,064 Restricted equity investments 15,641 15,641 14,961 14,961 Interest rate swaps 7,377 7,377 12,294 12,294 Liabilities: Demand deposits 1,245,664 1,233,783 1,409,978 1,444,488 Savings deposits 203,286 197,495 224,017 232,572 Time deposits 370,582 383,142 457,909 458,233 Deposits held-for-sale — — 183,395 199,469 Securities sold under agreements to repurchase – customers — — 1,156 1,156 Advances from FHLBNY 85,653 87,144 60,787 60,935 Junior subordinated debentures 92,786 63,323 92,786 67,837 Fair value interest rate swaps 439 439 765 765 Interest rate swaps 7,432 7,432 12,419 12,419 (1) Includes positive market value adjustment of $439 thousand and $765 thousand at September 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 nine months ended September 30, 2015 and 2014: Fair Value Measurements Using Significant Unobservable Inputs-Level 3 Investment Securities For the Three Months Ended September 30, 2015 2014 Balance, beginning of period $ 10,103 $ 9,473 Total gains, realized/unrealized: Included in earnings 1 — Included in accumulated other comprehensive income (1,328 ) 816 Purchases — Maturities — — Prepayments — (589 ) Calls — — Transfers out of Level 3 — — Balance, end of period $ 8,776 $ 9,700 For the Nine Months Ended September 30, 2015 2014 Balance, beginning of period $ 9,410 $ 7,967 Total gains, realized/unrealized: Included in earnings 3 — Included in accumulated other comprehensive income (637 ) 2,322 Purchases — — Maturities — — Prepayments — (589 ) Calls — — Transfers out of Level 3 — — Balance, end of period $ 8,776 $ 9,700

Regulatory Matters (Tables)

Regulatory Matters (Tables)	9 Months Ended
	Sep. 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 September 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 September 30, 2015 (2) Total risk-based capital (to risk-weighted assets): Sun Bancorp, Inc. $ 327,034 21.79 % $ 120,058 8.00 % N/A Sun National Bank 295,496 19.73 119,788 8.00 $ 149,735 10.00 % Tier 1 common equity capital ratio (to risk- weighted assets): Sun Bancorp, Inc. 218,265 14.54 67,533 4.50 N/A Sun National Bank 276,768 18.48 67,381 4.50 97,328 6.50 Tier 1 capital (to risk-weighted assets): Sun Bancorp, Inc. 272,835 18.18 90,044 6.00 N/A Sun National Bank 276,768 18.48 89,841 6.00 119,788 8.00 Leverage capital: Sun Bancorp, Inc. 272,835 11.69 93,356 4.00 N/A Sun National Bank 276,768 11.88 93,222 4.00 116,527 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: September 30, 2015 2014 Net interest income, as presented $ 15,217 $ 18,921 Effect of tax-exempt income 125 166 Net interest income, tax equivalent $ 15,342 $ 19,087 For the Nine Months Ended: September 30, 2015 2014 Net interest income, as presented $ 45,783 $ 60,925 Effect of tax-exempt income 456 498 Net interest income, tax equivalent $ 46,239 $ 61,423
Reconciliation of Core Deposits to GAAP Total Deposits	The following table provides a reconciliation of core deposits to GAAP total deposits at September 30, 2015 and December 31, 2014: September 30, 2015 December 31, 2014 Total deposits $ 1,819,532 $ 2,091,904 Less: Time deposits 312,573 382,088 Less: Brokered deposits 58,009 75,821 Core deposits $ 1,448,950 $ 1,633,995

Organization - Additional Infor

Organization - Additional Information (Detail)	9 Months Ended
	Sep. 30, 2015TrustLocationBranchesOffice
Organization Consolidation And Presentation Of Financial Statements Disclosure [Line Items]
Number of business trust	5
Number of locations | Location	35
Number of branch offices | Branches	31
Number of loan production office | Office	1
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 Accoun34

Summary of Significant Accounting Policies - Impact of Reclassifications to Condensed Consolidated Statements of Operations (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Non-interest income:
Deposit service charges and fees	$ 1,711	$ 2,541	$ 5,564	$ 7,399
Interchange fees	512	624	1,610	1,817
Non-interest expense:
Salaries and employee benefits	9,489	11,818	29,199	42,402
Other	$ 1,339	2,613	$ 4,210	10,222
As Reclassified [Member]
Non-interest income:
Deposit service charges and fees		2,541		7,399
Interchange fees		624		1,817
Other		411		974
Non-interest expense:
Salaries and employee benefits		11,818		42,402
Other		2,613		10,222
As Reported [Member]
Non-interest income:
Deposit service charges and fees		2,285		6,651
Mortgage banking revenue, net		423		1,587
Derivative credit valuation adjustment		11		(1,189)
Other		857		3,141
Non-interest expense:
Salaries and employee benefits		11,265		40,141
Commission expense		553		2,261
Amortization of intangible assets		238		805
Real estate owned expense, net		71		917
Office supplies expense		217		753
Other		$ 2,087		$ 7,747

Summary of Significant Accoun35

Summary of Significant Accounting Policies - Additional Information (Detail)	9 Months Ended	12 Months Ended
	Sep. 30, 2015USD ($)Segment	Dec. 31, 2014USD ($)
Accounts, Notes, Loans and Financing Receivable [Line Items]
Number of reportable operating segment | Segment	1
Unsettled investment purchases and transactions	$ 1,200,000	$ 0
Loans held-for-sale	$ 0	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	27,600,000
Investments in separate account	53,100,000
Bank owned life insurance (BOLI)	80,659,000	79,132,000
Deferred tax assets valuation allowance	130,400,000
Deferred tax liability net of valuation allowance	$ 1,774,000	$ 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
Other consumer loans placed on non-accrual status	90 days
Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Delinquent loans charge-off	180 days
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 Accoun36

Summary of Significant Accounting Policies - Reclassifications of Accumulated Other Comprehensive Income (Loss) Items (Detail) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Accounting Policies [Abstract]
Unrealized holding (loss) gain on securities available for sale during the period, Pre-tax	$ (3,379)	$ (327)	$ (2,897)	$ 11,017
Unrealized holding (loss) gain on securities available for sale during the period, Tax	1,381	134	1,183	(4,500)
Unrealized holding (loss) gain on securities available for sale during the period, After-tax	(1,998)	(193)	(1,714)	6,517
Reclassification adjustment for net gains included in net income, Pre-tax	1,466		1,468	50
Reclassification adjustment for net gains included in net income, Tax	(600)		(600)	(20)
Reclassification adjustment for net gains included in net income, After-tax	866		868	30
Net unrealized (loss) gain on securities available for sale, Pre-tax	(1,913)	(327)	(1,429)	11,067
Net unrealized (loss) gain on securities available for sale, Tax	781	134	583	(4,520)
Net unrealized gain (loss) on securities available for sale, After-tax	$ (1,132)	$ (193)	$ (846)	$ 6,547

Branch Sale - Additional Inform

Branch Sale - Additional Information (Detail) $ in Thousands	Aug. 28, 2015USD ($)	Mar. 06, 2015USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2015USD ($)	Dec. 31, 2014USD ($)	Jul. 02, 2014Branch_office
Real Estate Properties [Line Items]
Deposit premium, Percentage						8.765%
Cash					$ 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
Hammonton Branch [Member]
Real Estate Properties [Line Items]
Deposits held for sale	$ 32,000
Loans held for sale	4,800
Fixed assets	354
Cash	143
Net cash payment for sale of branch	$ 25,500
Gain on branch sale transaction			$ 1,300
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) $ in Thousands	Dec. 31, 2014USD ($)
Assets:
Cash	$ 1,064
Loans held-for-sale	63,965
Properties and equipment	4,035
Total branch assets held-for-sale	69,064
Liabilities:
Deposits held-for-sale	$ 183,395

Stock-Based Compensation - Addi

Stock-Based Compensation - Additional Information (Detail) - USD ($) $ in Thousands	1 Months Ended	3 Months Ended		9 Months Ended
	Mar. 31, 2015	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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	143,296
Weighted average remaining contractual term for Options outstanding				7 years 6 months
Weighted average remaining contractual term for Options exercisable				4 years 3 months 18 days
Aggregate intrinsic value for Options outstanding		$ 206		$ 206
Aggregate intrinsic value of Options exercisable		59		$ 59
Stock Option granted exercise period				10 years
Total compensation expense recognized on stock award		527	$ 276	$ 1,400	$ 508
Total unrecognized compensation cost related to options		1,500		1,500
Total unrecognized compensation cost related to nonvested stock awards		$ 3,200		$ 3,200
Restricted Stock [Member]
Share Based Compensation Arrangement By Share Based Payment Award [Line Items]
Number of Shares, Issued				50,864	112,803
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 3 months 18 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				2 years 9 months 18 days
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				50,864

Stock-Based Compensation - Summ

Stock-Based Compensation - Summary of Stock Options Activity (Detail) - $ / shares	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Number of Options, Outstanding ,Beginning Balance	318,900	298,308
Number of Options, Granted	218,760	143,296
Number of Options, Exercised	(811)	(298)
Number of Options, Forfeited	(16,767)	(19,496)
Number of Options, Expired	(10,366)	(88,016)
Number of Options Outstanding, Ending Balance	509,716	333,794
Number of Options, Options vested or expected to vest	477,338	321,224
Weighted Average Exercise Price, Outstanding, Beginning Balance	$ 28.34	$ 36.80
Weighted Average Exercise Price, Granted	18.92	19.33
Weighted Average Exercise Price, Exercised	15.19	15.43
Weighted Average Exercise Price, Forfeited	17.47	16.98
Weighted Average Exercise Price, Expired	64.17	43.87
Weighted Average Exercise Price, Outstanding, Ending Balance	23.95	28.61
Weighted Average Exercise Price, Stock Options vested or expected to vest	$ 24.33	$ 29.06
Number of Options Exercisable, Outstanding, Beginning Balance	161,984	249,853
Number of Options Exercisable, Outstanding ,Ending Balance	162,634	171,549

Stock-Based Compensation - Su41

Stock-Based Compensation - Summary of Weighted Average Assumptions Used to Calculate Fair Value of Option (Detail) - $ / shares	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Weighted average fair value of Options granted	$ 6.16	$ 8.21
Weighted average risk-free rate of return	1.35%	1.31%
Weighted average expected option life in months	46 months	48 months
Weighted average expected volatility	40.00%	54.00%

Stock-Based Compensation - Su42

Stock-Based Compensation - Summary of Weighted Average Assumptions Used to Calculate Fair Value of Option (Parenthetical) (Detail) - USD ($)	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Disclosure Of Compensation Related Costs Sharebased Payments [Abstract]
Common stock dividends paid in cash	$ 0	$ 0

Stock-Based Compensation - Su43

Stock-Based Compensation - Summary of Nonvested Stock Award Activity (Detail) - Restricted Stock [Member] - $ / shares	9 Months Ended
	Sep. 30, 2015	Sep. 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	50,864	112,803
Number of Shares, Vested	(7,645)	(8,403)
Number of Shares, Forfeited	(4,300)	(34,600)
Number of Shares, Nonvested Stock Awards outstanding, Ending Balance	287,573	156,167
Weighted Average Grant Date Fair Value, Nonvested Stock Awards outstanding, Beginning Balance	$ 14.22	$ 15.65
Weighted Average Grant Date Fair Value, Issued	18.90	19.80
Weighted Average Grant Date Fair Value, Vested	18.60	17.26
Weighted Average Grant Date Fair Value, Forfeited	15.91	15.41
Weighted Average Grant Date Fair Value, Nonvested Stock Awards outstanding, Ending Balance	$ 14.91	$ 18.60

Investment Securities - Availab

Investment Securities - Available for Sale and Held to Maturity Investment (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	$ 298,988	$ 394,733
Gross Unrealized Gains, Available for sale	2,816	4,937
Gross Unrealized Losses, Available for sale	(4,478)	(5,170)
Estimated Fair Value, Available for sale	297,325	394,500
Amortized Cost, Held to maturity	250	489
Gross Unrealized Gains, Held to maturity		12
Estimated Fair Value, Held to maturity	250	501
Amortized Cost	299,238	395,222
Gross Unrealized Gains	2,816	4,949
Gross Unrealized Losses	(4,478)	(5,170)
Estimated Fair Value	297,575	395,001
Other Mortgage-Backed Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	185	265
Gross Unrealized Losses, Available for sale	(1)
Estimated Fair Value, Available for sale	184	265
U.S. Treasury Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	2,493	2,499
Gross Unrealized Gains, Available for sale	7	4
Estimated Fair Value, Available for sale	2,500	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	4,975	4,973
Gross Unrealized Losses, Available for sale	(48)	(187)
Estimated Fair Value, Available for sale	4,927	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	218,626	263,215
Gross Unrealized Gains, Available for sale	2,800	2,992
Gross Unrealized Losses, Available for sale	(590)	(1,051)
Estimated Fair Value, Available for sale	220,836	265,156
Amortized Cost, Held to maturity		239
Gross Unrealized Gains, Held to maturity		12
Estimated Fair Value, Held to maturity		251
State and Municipal Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale		28,981
Gross Unrealized Gains, Available for sale		1,941
Estimated Fair Value, Available for sale		30,922
Trust Preferred Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	12,017	12,014
Gross Unrealized Losses, Available for sale	(3,241)	(2,604)
Estimated Fair Value, Available for sale	8,776	9,410
Estimated Fair Value	5,700
Collateralized Loan Obligations [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	59,937	69,931
Gross Unrealized Gains, Available for sale	9
Gross Unrealized Losses, Available for sale	(598)	(1,328)
Estimated Fair Value, Available for sale	59,347	68,603
Other Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Amortized Cost, Available for sale	755	12,855
Estimated Fair Value, Available for sale	755	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	Sep. 30, 2015	Dec. 31, 2014
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	$ 30,232	$ 31,511
Less than 12 Months, Gross Unrealized Losses	(108)	(291)
12 Months or Longer Estimated Fair Value	87,305	92,543
12 Months or Longer, Gross Unrealized Losses	(4,370)	(4,879)
Total, Estimated Fair Value	117,537	124,054
Total, Gross Unrealized Losses	(4,478)	(5,170)
Other Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	184
Less than 12 Months, Gross Unrealized Losses	(1)
Total, Estimated Fair Value	184
Total, Gross Unrealized Losses	(1)
U.S. Government Agency Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
12 Months or Longer Estimated Fair Value	4,927	4,786
12 Months or Longer, Gross Unrealized Losses	(48)	(187)
Total, Estimated Fair Value	4,927	4,786
Total, Gross Unrealized Losses	(48)	(187)
U.S. Government Agency Mortgage-Backed Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	19,627	7,801
Less than 12 Months, Gross Unrealized Losses	(50)	(35)
12 Months or Longer Estimated Fair Value	28,675	33,453
12 Months or Longer, Gross Unrealized Losses	(540)	(1,016)
Total, Estimated Fair Value	48,302	41,254
Total, Gross Unrealized Losses	(590)	(1,051)
Trust Preferred Securities [Member]
Schedule of Available-for-sale Securities [Line Items]
12 Months or Longer Estimated Fair Value	8,776	9,410
12 Months or Longer, Gross Unrealized Losses	(3,241)	(2,604)
Total, Estimated Fair Value	8,776	9,410
Total, Gross Unrealized Losses	(3,241)	(2,604)
Collateralized Loan Obligations [Member]
Schedule of Available-for-sale Securities [Line Items]
Less than 12 Months, Estimated Fair Value	10,421	23,710
Less than 12 Months, Gross Unrealized Losses	(57)	(256)
12 Months or Longer Estimated Fair Value	44,927	44,894
12 Months or Longer, Gross Unrealized Losses	(541)	(1,072)
Total, Estimated Fair Value	55,348	68,604
Total, Gross Unrealized Losses	$ (598)	$ (1,328)

Investment Securities - Additio

Investment Securities - Additional Information (Detail)	Nov. 09, 2015shares	Nov. 09, 2015Security	Aug. 31, 2009	Mar. 31, 2015USD ($)	Dec. 31, 2014USD ($)	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)Security	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)TimesSecurity	Sep. 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		4,370,000		4,370,000
12 Months or Longer Estimated Fair Value					92,543,000		87,305,000		87,305,000
Less than 12 months gross unrealized loss					291,000		108,000		108,000
Less than 12 Months, Estimated Fair Value					31,511,000		30,232,000		30,232,000
Amortized cost of securities							36,000,000		36,000,000
Estimated fair value of securities							$ 35,500,000		$ 35,500,000
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							$ 12,800,000		$ 12,800,000
Estimated fair value of investment securities pledged to secure public deposits							12,800,000		12,800,000
Amortized cost of investment securities pledged as collateral on secured borrowings							118,800,000		118,800,000
Estimated fair value of investment securities pledged as collateral on secured borrowings							120,200,000		120,200,000
Subsequent Event [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of collateralized loan obligation securities modified such that they are compliant with Volcker Rule requirements	2	2
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		$ 48,000		$ 48,000
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		$ 4,927,000		$ 4,927,000
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		$ 540,000		$ 540,000
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		$ 28,675,000		$ 28,675,000
Less than 12 months gross unrealized loss					35,000		$ 50,000		$ 50,000
Number of investment securities in unrealized loss less than 12 months | Security							11		11
Less than 12 Months, Estimated Fair Value					7,801,000		$ 19,627,000		$ 19,627,000
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		541,000		541,000
12 Months or Longer Estimated Fair Value					44,894,000		44,927,000		44,927,000
Less than 12 months gross unrealized loss					256,000		57,000		57,000
Less than 12 Months, Estimated Fair Value					23,710,000		$ 10,421,000		$ 10,421,000
Number of investment securities | Security							7		7
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							4		4
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
Number of investment securities in unrealized loss less than 12 months | Security							2		2
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		$ 3,241,000		$ 3,241,000
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		$ 8,776,000		$ 8,776,000
Gross unrealized loss in the category of 12 months or longer									$ 3,200,000
Number of Non-rated single issuer security | Security									1
Non-rated single issuer security with amortized cost							3,200,000		$ 3,200,000
Non-rated single issuer security with estimated fair value							3,100,000		$ 3,100,000
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							$ 5,700,000		$ 5,700,000
Security with principal coverage | Times									3.3
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	Sep. 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	$ 754	$ 15,106
Due after one year through five years, Amortized Cost	2,493	1,181
Due after five years through ten years, Amortized Cost	36,964	25,347
Due after ten years, Amortized Cost	39,966	89,619
Total investment securities, excluding mortgage-backed securities, Amortized Cost	80,177	131,253
Total investment securities, Amortized Cost	298,988	394,733
Due in one year or less, Estimated Fair Value	754	15,109
Due after one year through five years, Estimated Fair Value	2,500	1,240
Due after five years through ten years, Estimated Fair Value	36,494	25,707
Due after ten years, Estimated Fair Value	36,557	87,023
Total investment securities, excluding mortgage-backed securities, Estimated Fair Value	76,305	129,079
Total investment securities, Estimated Fair Value	297,325	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	250	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	250	501
Other Mortgage-Backed Securities [Member]
Schedule Of Available For Sale Securities And Held To Maturity [Line Items]
Total investment securities, Amortized Cost	185	265
Total investment securities, Estimated Fair Value	184	265
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	218,626	263,215
Total investment securities, Estimated Fair Value	$ 220,836	265,156
Total investment securities, Amortized Cost		239
Total investment securities, Estimated Fair Value		$ 251

Loans - Loan Components (Detail

Loans - Loan Components (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Dec. 31, 2013
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	$ 1,528,181	$ 1,510,144	$ 1,676,409
Allowance for loan losses	(18,913)	(23,246)	(26,540)	$ (35,537)
Net loans held-for-investment	1,509,268	1,486,898
Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	218,767	242,494
CRE Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	229,478	278,651
CRE Non-Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	607,375	461,631
Land and Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	63,468	70,156
Home Equity Lines of Credit [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	133,324	156,926
Home Equity Term Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	13,177	17,239
Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	257,678	276,993	299,838
Allowance for loan losses	(3,561)	(3,513)	(3,321)	(2,898)
Other [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	4,914	6,054
Commercial Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	1,119,088		1,196,767
Allowance for loan losses	(12,305)	(15,834)	$ (19,436)	$ (27,828)
Commercial Loans [Member] | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	218,767	242,494
Commercial Loans [Member] | CRE Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	229,478	278,651
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	607,375	461,631
Commercial Loans [Member] | Land and Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	63,468	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	133,324	156,926
Consumer Loans [Member] | Home Equity Term Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	13,177	17,239
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	257,678	276,993
Consumer Loans [Member] | Other [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total gross loans held-for-investment	$ 4,914	$ 6,054

Loans - Loans on Non-Accrual St

Loans - Loans on Non-Accrual Status (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	$ 3,121	$ 14,810
Troubled debt restructuring, non-accrual	534	318
Commercial Loans [Member] | Commercial and Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	237	155
Commercial Loans [Member] | Commercial, Held-for-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans		28
Commercial Loans [Member] | CRE Owner Occupied [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans	660	3,268
Commercial Loans [Member] | CRE Owner Occupied, Held-For-Sale [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total non-accrual loans		32
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	4	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	92	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	2,121	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	$ 7	$ 432

Loans - Additional Information

Loans - Additional Information (Detail)	Sep. 30, 2015USD ($)Relationship	Dec. 31, 2014USD ($)Relationship
Receivables [Abstract]
Outstanding amount of relationships which agreements included interest reserves	$ 23,700,000	$ 44,700,000
No of residential construction, commercial construction and land development relationships | Relationship	4	9
Amount available to fund interest payments	$ 210,000	$ 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	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Allowance for loan losses:
Beginning balance		$ 23,246	$ 35,537
Charge-offs		(6,419)	(26,571)
Recoveries		5,066	2,771
Net charge-offs		(1,353)	(23,800)
Provision for loan losses	$ (1,762)	(2,980)	14,803
Ending balance	18,913	18,913	26,540
Ending balance: collectively evaluated for impairment	18,913	18,913	26,540
Financing Receivables:
Ending balance	1,528,181	1,528,181	1,676,409	$ 1,510,144
Ending balance: individually evaluated for impairment	3,606	3,606	13,842
Ending balance: collectively evaluated for impairment	1,524,575	1,524,575	1,662,567
Residential Real Estate Loans [Member]
Allowance for loan losses:
Beginning balance		3,513	2,898
Charge-offs		(2,339)	(1,811)
Recoveries		815	193
Net charge-offs		(1,524)	(1,618)
Provision for loan losses		1,572	2,041
Ending balance	3,561	3,561	3,321
Ending balance: collectively evaluated for impairment	3,561	3,561	3,321
Financing Receivables:
Ending balance	257,678	257,678	299,838	$ 276,993
Ending balance: individually evaluated for impairment	2,505	2,505	6,948
Ending balance: collectively evaluated for impairment	255,173	255,173	292,890
Home Equity [Member]
Allowance for loan losses:
Beginning balance		3,238	3,375
Charge-offs		(2,815)	(2,639)
Recoveries		368	199
Net charge-offs		(2,447)	(2,440)
Provision for loan losses		2,234	2,481
Ending balance	3,025	3,025	3,416
Ending balance: collectively evaluated for impairment	3,025	3,025	3,416
Financing Receivables:
Ending balance	146,501	146,501	173,227
Ending balance: individually evaluated for impairment	96	96	3,550
Ending balance: collectively evaluated for impairment	146,405	146,405	169,677
Other [Member]
Allowance for loan losses:
Beginning balance		661	1,436
Charge-offs		(142)	(3,262)
Recoveries		38	267
Net charge-offs		(104)	(2,995)
Provision for loan losses		(535)	1,926
Ending balance	22	22	367
Ending balance: collectively evaluated for impairment	22	22	367
Financing Receivables:
Ending balance	4,914	4,914	6,577
Ending balance: individually evaluated for impairment	6	6	142
Ending balance: collectively evaluated for impairment	4,908	4,908	6,435
Commercial Loans [Member]
Allowance for loan losses:
Beginning balance		15,834	27,828
Charge-offs		(1,123)	(18,859)
Recoveries		3,845	2,112
Net charge-offs		2,722	(16,747)
Provision for loan losses		(6,251)	8,355
Ending balance	12,305	12,305	19,436
Ending balance: collectively evaluated for impairment	12,305	12,305	19,436
Financing Receivables:
Ending balance	1,119,088	1,119,088	1,196,767
Ending balance: individually evaluated for impairment	999	999	3,202
Ending balance: collectively evaluated for impairment	$ 1,118,089	$ 1,118,089	$ 1,193,565

Allowance for Loan Losses - Add

Allowance for Loan Losses - Additional Information (Detail) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015USD ($)Contract	Sep. 30, 2014USD ($)Contract	Sep. 30, 2015USD ($)Contract	Sep. 30, 2014USD ($)Contract	Dec. 31, 2014USD ($)	Dec. 31, 2013USD ($)
Financing Receivable, Allowance for Credit Losses [Line Items]
Allowance for loans receivable | $	$ 18,913	$ 26,540	$ 18,913	$ 26,540	$ 23,246	$ 35,537
Ratio of allowance for loan losses to gross loans held-for-investment	1.24%		1.24%		1.54%
Loan not considered as impaired			Less than 90 days
Number of TDR's included in Impaired Loans	4		4
Number of impaired loans in accruing status	1		1
TDR with commitments to lend additional funds	0		0
Number new TDR agreements	0	0	3	0
Number of TDR agreements that subsequently defaulted			0	0
Collateral Pledged [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Number of impaired loans classified as collateral TDR	4		4

Allowance for Loan Losses - Com

Allowance for Loan Losses - Components of Impaired Loans Held-for-Investment (Detail) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Commercial Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, Total	$ 994	$ 3,873
Unpaid Principal Balance, Total	2,985	5,348
Average Recorded Investment, Total	1,590	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	229	147
Unpaid Principal Balance, With No Related Allowance	730	149
Average Recorded Investment, With No Related Allowance	234	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		28
Unpaid Principal Balance, With No Related Allowance		50
Average Recorded Investment, With No Related Allowance	73	52
Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	765	3,297
Unpaid Principal Balance, With No Related Allowance	2,255	4,499
Average Recorded Investment, With No Related Allowance	883	3,875
Commercial Loans [Member] | CRE Owner Occupied, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance		32
Unpaid Principal Balance, With No Related Allowance		74
Average Recorded Investment, With No Related Allowance	167	136
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment, With No Related Allowance	114
Commercial Loans [Member] | CRE Non Owner Occupied, Held-For-Sale [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance		229
Unpaid Principal Balance, With No Related Allowance		352
Average Recorded Investment, With No Related Allowance	119	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	2,608	14,118
Unpaid Principal Balance, Total	2,827	18,884
Related Allowance, Total		3
Average Recorded Investment, Total	3,977	12,836
Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	4	405
Unpaid Principal Balance, With No Related Allowance	4	456
Average Recorded Investment, With No Related Allowance	50	420
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 [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	92	1,347
Unpaid Principal Balance, With No Related Allowance	99	1,863
Average Recorded Investment, With No Related Allowance	97	1,385
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	2,505	4,852
Unpaid Principal Balance, With No Related Allowance	2,713	5,587
Related Allowance, With No Related Allowance		3
Average Recorded Investment, With No Related Allowance	3,065	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		3,478
Unpaid Principal Balance, With No Related Allowance		4,984
Average Recorded Investment, With No Related Allowance	736	1,365
Consumer Loans [Member] | Other [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment, With No Related Allowance	7	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]
Average Recorded Investment, With No Related Allowance	$ 22
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) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015Contract	Sep. 30, 2014Contract	Sep. 30, 2015USD ($)Contract	Sep. 30, 2014Contract
Financing Receivable, Modifications [Line Items]
Number of Contracts	0	0	3	0
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 - C55

Allowance for Loan Losses - Company's Distribution of Risk Ratings within Held-for-Investment Loan Portfolio (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	$ 1,528,181	$ 1,510,144	$ 1,676,409
Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	1,512,489	1,474,791
Special Mention [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	9,880	12,973
Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	5,812	22,380
Commercial and Industrial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	218,767	242,494
Commercial and Industrial [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	211,057	235,985
Commercial and Industrial [Member] | Special Mention [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	7,480	6,304
Commercial and Industrial [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	230	205
CRE Owner Occupied [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	229,478	278,651
CRE Owner Occupied [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	224,724	267,018
CRE Owner Occupied [Member] | Special Mention [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	2,400	6,669
CRE Owner Occupied [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	2,354	4,964
CRE Non-Owner Occupied [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	607,375	461,631
CRE Non-Owner Occupied [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	607,375	451,921
CRE Non-Owner Occupied [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans		9,710
Land and Development [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	63,468	70,156
Land and Development [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	63,468	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	133,324	156,926
Home Equity Lines of Credit [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	132,989	155,084
Home Equity Lines of Credit [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	335	1,842
Home Equity Term Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	13,177	17,239
Home Equity Term Loans [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	13,083	16,819
Home Equity Term Loans [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	94	420
Residential Real Estate Loans [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	257,678	276,993	$ 299,838
Residential Real Estate Loans [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	254,886	272,044
Residential Real Estate Loans [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	2,792	4,949
Other [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	4,914	6,054
Other [Member] | Pass [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	4,907	5,902
Other [Member] | Substandard [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Carrying amount of loans	$ 7	$ 152

Allowance for Loan Losses - C56

Allowance for Loan Losses - Company's Analysis of Past Due Held-for-Investment Loans (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 18,633	$ 23,643
Current	1,509,548	1,486,501
Total Financing Receivables	1,528,181	1,510,144	$ 1,676,409
Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	218,767	242,494
CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	229,478	278,651
CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	607,375	461,631
Land and Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	63,468	70,156
Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	133,324	156,926
Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	13,177	17,239
Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	257,678	276,993	299,838
Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	4,914	6,054
Commercial Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Financing Receivables	1,119,088		$ 1,196,767
Commercial Loans [Member] | Commercial and Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	2,473	4,468
Current	216,294	238,026
Total Financing Receivables	218,767	242,494
Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,627	3,029
Current	227,851	275,622
Total Financing Receivables	229,478	278,651
Commercial Loans [Member] | CRE Non-Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	269	2,952
Current	607,106	458,679
Total Financing Receivables	607,375	461,631
Commercial Loans [Member] | Land and Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,286	140
Current	58,182	70,016
Total Financing Receivables	63,468	70,156
Consumer Loans [Member] | Home Equity Lines of Credit [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	839	3,700
Current	132,485	153,226
Total Financing Receivables	133,324	156,926
Consumer Loans [Member] | Home Equity Term Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	38	589
Current	13,139	16,650
Total Financing Receivables	13,177	17,239
Consumer Loans [Member] | Residential Real Estate Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	7,806	8,572
Current	249,872	268,421
Total Financing Receivables	257,678	276,993
Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	295	193
Current	4,619	5,861
Total Financing Receivables	4,914	6,054
30-59 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	14,651	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	2,236	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	269	2,786
30-59 Days Past Due [Member] | Commercial Loans [Member] | Land and Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	5,286
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	511	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	10	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	6,052	4,183
30-59 Days Past Due [Member] | Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	287	45
60-89 Days Past Due [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,967	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	214	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	328	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	28	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	1,396	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	2,015	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	237	151
90 Days Past Due [Member] | Commercial Loans [Member] | CRE Owner Occupied [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	1,413	1,321
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		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	358	3,719
90 Days Past Due [Member] | Consumer Loans [Member] | Other [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total Past Due	$ 7	$ 136

Derivative Financial Instrume57

Derivative Financial Instruments and Hedging Activities - Additional Information (Detail) - USD ($) $ in Thousands	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Dec. 31, 2014
Derivatives, Fair Value [Line Items]
Fair value of swaps at inception	$ 0
Expense in fair value adjustments	70	$ 140
Amount of collateral posted with third party	20,600		$ 29,200
Aggregate fair value of derivative financial instruments in liability position	7,900		13,200
Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Notional amount	$ 6,100		$ 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	Oct. 1, 2015
Maximum [Member] | Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Expiration dates for swap agreements, range	Aug. 1, 2022

Derivative Financial Instrume58

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Designated as Fair Value Hedges (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional	$ (122,827)	$ 174,524
Interest Rate Swaps [Member]
Derivatives, Fair Value [Line Items]
Notional	6,100	8,900
Designated as Hedging Instrument [Member] | Interest Rate Swaps [Member] | Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional	6,137	8,937
Fair Value	$ (439)	$ (765)

Derivative Financial Instrume59

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swap Components (Detail)	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Derivative Instruments And Hedging Activities Disclosure [Abstract]
Weighted average pay rate	7.26%	7.24%
Weighted average receive rate	2.01%	2.09%
Weighted average maturity in years	1 year 7 months 6 days	2 years 1 month 6 days

Derivative Financial Instrume60

Derivative Financial Instruments and Hedging Activities - Summary of Interest Rate Swaps Not Designated as Hedging Instruments (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Other Assets [Member]
Derivatives, Fair Value [Line Items]
Notional	$ 122,827	$ 174,524
Fair Value	7,377	12,294
Other Liabilities [Member]
Derivatives, Fair Value [Line Items]
Notional	(122,827)	174,524
Fair Value	$ (7,432)	$ (12,419)

Deposits - Major Classification

Deposits - Major Classifications of Deposits (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Banking And Thrift [Abstract]
Interest-bearing demand deposits	$ 726,520	$ 861,914
Non-interest-bearing demand deposits	519,144	548,064
Savings deposits	203,286	224,017
Time certificates under $100,000	192,914	231,111
Time certificates $100,000 or more	119,659	150,977
Brokered time deposits	58,009	75,821
Total deposits	$ 1,819,532	$ 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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Earnings Per Share [Abstract]
Net income (loss)	$ 3,164	$ (825)	$ 8,768	$ (26,979)
Average common shares outstanding	18,668,791	17,949,643	18,639,482	17,574,246
Net effect of dilutive common stock equivalents	69,726		49,555
Adjusted average shares outstanding – dilutive	18,738,517	17,949,643	18,689,037	17,574,246
Basic income (loss) per share	$ 0.17	$ (0.05)	$ 0.47	$ (1.54)
Diluted income (loss) per share	$ 0.17	$ (0.05)	$ 0.47	$ (1.54)

Commitments and Contingent Li63

Commitments and Contingent Liabilities - Additional Information (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Commitments And Contingencies Disclosure [Abstract]
Customers' letters of credit	$ 14,200	$ 17,500
Reserve for unfunded loan commitments and letters of credit	653	603
Reserve for residential mortgage loan recourse	$ 726	$ 758

Fair Value of Financial Instr64

Fair Value of Financial Instruments - Summary of Assets and Liabilities Measured at Fair Value on Recurring Basis (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Assets:
Investment securities available for sale	$ 297,325	$ 394,500
Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member]
Assets:
Investment securities available for sale	7,377	12,294
Liabilities:
Derivative instruments, liabilities	7,432	12,419
Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Assets:
Investment securities available for sale	2,500	2,503
Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Securities [Member]
Assets:
Investment securities available for sale	4,927	4,786
Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	220,836	265,156
Fair Value, Measurements, Recurring [Member] | Other Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	184	265
Fair Value, Measurements, Recurring [Member] | Trust Preferred Securities [Member]
Assets:
Investment securities available for sale	8,776	9,410
Fair Value, Measurements, Recurring [Member] | Collateralized Loan Obligations [Member]
Assets:
Investment securities available for sale	59,347	68,603
Fair Value, Measurements, Recurring [Member] | Other Securities [Member]
Assets:
Investment securities available for sale	755	12,855
Fair Value, Measurements, Recurring [Member] | Hedged Commercial Loans [Member]
Assets:
Investment securities available for sale	6,576	9,726
Fair Value, Measurements, Recurring [Member] | Fair Value Interest Rate Swaps [Member]
Liabilities:
Derivative instruments, liabilities	439	765
Fair Value, Measurements, Recurring [Member] | State and Municipal Securities [Member]
Assets:
Investment securities available for sale		30,922
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Treasury Securities [Member]
Assets:
Investment securities available for sale	2,500	2,503
Level 1 [Member] | Fair Value, Measurements, Recurring [Member] | Other Securities [Member]
Assets:
Investment securities available for sale	755	12,855
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Interest Rate Swaps [Member]
Assets:
Investment securities available for sale	7,377	12,294
Liabilities:
Derivative instruments, liabilities	7,432	12,419
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Securities [Member]
Assets:
Investment securities available for sale	4,927	4,786
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | U.S. Government Agency Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	220,836	265,156
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Other Mortgage-Backed Securities [Member]
Assets:
Investment securities available for sale	184	265
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Collateralized Loan Obligations [Member]
Assets:
Investment securities available for sale	59,347	68,603
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Hedged Commercial Loans [Member]
Assets:
Investment securities available for sale	6,576	9,726
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | Fair Value Interest Rate Swaps [Member]
Liabilities:
Derivative instruments, liabilities	439	765
Level 2 [Member] | Fair Value, Measurements, Recurring [Member] | State and Municipal Securities [Member]
Assets:
Investment securities available for sale		30,922
Level 3 [Member] | Fair Value, Measurements, Recurring [Member] | Trust Preferred Securities [Member]
Assets:
Investment securities available for sale	$ 8,776	$ 9,410

Fair Value of Financial Instr65

Fair Value of Financial Instruments - Additional Information (Detail) - USD ($)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 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			$ 3,300,000
Increase due to change in applicable discount rate for pooled issue			$ 1,800,000
Change in fair value discount rate for single issue			3.00%
Decrease due to change in applicable discount rate for single issue			$ 571,000
Increase due to change in applicable discount rate for single issue			962,000
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
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	0	0
Charge-offs			0	0
Without Specific Reserve [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Impaired loans with an aggregate carrying amount	$ 1,200,000	$ 2,800,000	1,200,000	2,800,000
Without Specific Reserve [Member] | Loan One [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Charge-offs			821,000	4,000,000
Without Specific Reserve [Member] | Loan Two [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Charge-offs			$ 336,000	$ 3,700,000
Pooled Security [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Market spreads			4.00%
Single Issuer [Member]
Fair Value, Option, Quantitative Disclosures [Line Items]
Market spreads			5.25%

Fair Value of Financial Instr66

Fair Value of Financial Instruments - Summary of Level 3 Fair Value Measurement Activity (Detail) - Investment Securities [Member] - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Line Items]
Balance, beginning of period	$ 10,103	$ 9,473	$ 9,410	$ 7,967
Total gains, realized/unrealized:
Included in earnings	1		3
Included in accumulated other comprehensive income	(1,328)	816	(637)	2,322
Prepayments		(589)		(589)
Balance, end of period	$ 8,776	$ 9,700	$ 8,776	$ 9,700

Fair Value of Financial Instr67

Fair Value of Financial Instruments - Summary of Assets Measured at Fair Value on Non Recurring Basis (Detail) - Non-Recurring [Member] - USD ($) $ in Thousands	Sep. 30, 2015	Sep. 30, 2014
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of Impaired loans	$ 1,222	$ 2,796
Real estate owned		226
Loans held-for-sale, at lower of cost or market		2,770
Total Losses Or Changes in Net Assets / Liabilities, Impaired loans	(821)	(3,711)
Total Losses Or Changes in Net Assets / Liabilities, Real estate owned		(264)
Total Losses Or Changes in Net Assets/Liabilities, loans held- for-sale		(3,079)
Level 2 [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Loans held-for-sale, at lower of cost or market		2,770
Level 3 [Member]
Fair Value Of Assets And Liabilities Measured On Non Recurring Basis [Line Items]
Fair value of Impaired loans	$ 1,222	2,796
Real estate owned		$ 226

Fair Value of Financial Instr68

Fair Value of Financial Instruments - Valuation Methods for Determining Fair Value of Impairment Loans (Detail) $ in Thousands	9 Months Ended
	Sep. 30, 2015USD ($)
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 Instr69

Fair Value of Financial Instruments - Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Assets:
Cash and due from banks	$ 29,158	$ 42,548
Interest-earning bank balances	258,705	505,885
Restricted cash	5,000	13,000
Investment securities available for sale	297,325	394,500
Investment securities held-to-maturity	250	489
Branch assets held-for-sale		69,064
Restricted equity investments	15,641	14,961
Liabilities:
Savings deposits	203,286	224,017
Time deposits	312,573	382,088
Deposits held-for-sale		183,395
Securities sold under agreements to repurchase - customers		1,156
Advances from FHLBNY	85,653	60,787
Junior subordinated debentures	92,786	92,786
Carrying Amount [Member]
Assets:
Cash and due from banks	29,158	42,548
Interest-earning bank balances	258,705	505,885
Restricted cash	5,000	13,000
Investment securities available for sale	297,325	394,500
Investment securities held-to-maturity	250	489
Loans receivable, net	1,502,692	1,477,172
Loans held-for-sale, at lower of cost or market		4,083
Hedged commercial loans	6,576	9,726
Branch assets held-for-sale		69,064
Restricted equity investments	15,641	14,961
Liabilities:
Demand deposits	1,245,664	1,409,978
Savings deposits	203,286	224,017
Time deposits	370,582	457,909
Deposits held-for-sale		183,395
Securities sold under agreements to repurchase - customers		1,156
Advances from FHLBNY	85,653	60,787
Junior subordinated debentures	92,786	92,786
Fair value interest rate swaps	439	765
Carrying Amount [Member] | Interest Rate Swaps [Member]
Assets:
Interest rate swaps	7,377	12,294
Liabilities:
Interest rate swaps	7,432	12,419
Estimated Fair Value [Member]
Assets:
Cash and due from banks	29,158	42,548
Interest-earning bank balances	258,705	505,885
Restricted cash	5,000	13,000
Investment securities available for sale	297,325	394,500
Investment securities held-to-maturity	250	501
Loans receivable, net	1,484,016	1,412,372
Loans held-for-sale, at lower of cost or market		4,083
Hedged commercial loans	6,576	9,726
Branch assets held-for-sale		69,064
Restricted equity investments	15,641	14,961
Liabilities:
Demand deposits	1,233,783	1,444,488
Savings deposits	197,495	232,572
Time deposits	383,142	458,233
Deposits held-for-sale		199,469
Securities sold under agreements to repurchase - customers		1,156
Advances from FHLBNY	87,144	60,935
Junior subordinated debentures	63,323	67,837
Fair value interest rate swaps	439	765
Estimated Fair Value [Member] | Interest Rate Swaps [Member]
Assets:
Interest rate swaps	7,377	12,294
Liabilities:
Interest rate swaps	$ 7,432	$ 12,419

Fair Value of Financial Instr70

Fair Value of Financial Instruments - Carrying Amounts and Estimated Fair Values of Financial Assets and Liabilities (Parenthetical) (Detail) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Fair Value Disclosures [Abstract]
Commercial hedge loan adjustment to market change	$ 439	$ 765

Regulatory Matters - Additional

Regulatory Matters - Additional Information (Detail)	Nov. 09, 2015shares	Nov. 09, 2015Security	Aug. 31, 2014USD ($)$ / sharesshares	Sep. 30, 2015USD ($)Security	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)Security	Sep. 30, 2014USD ($)	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				2.90%		2.90%			6.00%
Common stock shares issued, amount			$ 20,000,000				$ 19,925,000
Common stock shares issued | shares			1,133,144
Common stock issued, per share | $ / shares			$ 17.65
FDIC assessment expense				$ 763,000	$ 953,000	$ 2,300,000	$ 2,900,000
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				$ 54,600,000		$ 54,600,000
Total capital				90,000,000		90,000,000
Capital securities qualified as Tier 2 capital				35,400,000		$ 35,400,000
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				80,177,000		$ 80,177,000		$ 131,253,000
Investment in securities, fair value				$ 297,575,000		$ 297,575,000		$ 395,001,000
Marginal federal tax rate				35.00%	35.00%	35.00%	35.00%
Effect of tax-exempt income				$ 125,000	$ 166,000	$ 456,000	$ 498,000
Subsequent Event [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Number of collateralized loan obligation securities modified such that they are compliant with Volcker Rule requirements	2	2
Collateralized Loan Obligations [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Investment in securities, Amortized cost				36,000,000		36,000,000
Investment in securities, fair value				$ 35,500,000		$ 35,500,000
Number of collateralized loan obligation securities | Security				7		7
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				$ 5,700,000		$ 5,700,000
Minimum [Member]
Compliance with Regulatory Capital Requirements under Banking Regulations [Line Items]
Leverage ratio, Actual ratio				11.88%		11.88%
Tier 1 capital (to risk-weighted assets), Actual, Ratio				18.48%		18.48%
Total Capital (to Risk-Weighted Assets)				19.73%		19.73%
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	Sep. 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	$ 54,600
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	$ 327,034	$ 317,945
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	$ 120,058	$ 132,147
Total risk-based capital (to risk-weighted assets), Actual, Ratio	21.79%	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	$ 218,265
Tier 1 common equity capital ratio (to risk-weighed assets), For Capital Adequacy Purposes, Amount	$ 67,533
Tier 1 common equity capital ratio (to risk-weighed assets), Actual, Ratio	14.54%
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	$ 272,835	$ 276,349
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	$ 90,044	$ 66,073
Tier 1 capital (to risk-weighted assets), Actual, Ratio	18.18%	16.73%
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Ratio	6.00%	4.00%
Leverage capital, Actual, Amount	$ 272,835	$ 276,349
Leverage capital, For Capital Adequacy Purposes, Amount	$ 93,356	$ 109,894
Leverage capital, Actual, Ratio	11.69%	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	$ 295,496	$ 286,374
Total risk-based capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	119,788	131,876
Total risk-based capital (to risk-weighted assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 149,735	$ 164,844
Total risk-based capital (to risk-weighted assets), Actual, Ratio	19.73%	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	$ 276,768
Tier 1 common equity capital ratio (to risk-weighed assets), For Capital Adequacy Purposes, Amount	67,381
Tier 1 common equity capital ratio (to risk-weighed assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 97,328
Tier 1 common equity capital ratio (to risk-weighed assets), Actual, Ratio	18.48%
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	$ 276,768	$ 265,728
Tier 1 capital (to risk-weighted assets), For Capital Adequacy Purposes, Amount	89,841	65,938
Tier 1 capital (to risk-weighted assets), To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 119,788	$ 98,907
Tier 1 capital (to risk-weighted assets), Actual, Ratio	18.48%	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	$ 276,768	$ 265,728
Leverage capital, For Capital Adequacy Purposes, Amount	93,222	109,760
Leverage capital, To Be Well Capitalized Under Prompt Corrective Action Provisions, Amount	$ 116,527	$ 137,200
Leverage capital, Actual, Ratio	11.88%	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		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Banking And Thrift [Abstract]
Net interest income, as presented	$ 15,217	$ 18,921	$ 45,783	$ 60,925
Effect of tax-exempt income	125	166	456	498
Net interest income, tax equivalent	$ 15,342	$ 19,087	$ 46,239	$ 61,423

Regulatory Matters - Reconcil74

Regulatory Matters - Reconciliation of Core Deposits to GAAP Total Deposits (Detail) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Banking And Thrift [Abstract]
Total deposits	$ 1,819,532	$ 2,091,904
Less: Time deposits	312,573	382,088
Less: Brokered deposits	58,009	75,821
Core deposits	$ 1,448,950	$ 1,633,995