Cobiz Financial (COBZ) 10-Q 23 Oct 15 2015 Q3 Quarterly report Financial data

Document And Entity Information

Document And Entity Information - shares	9 Months Ended
	Sep. 30, 2015	Oct. 22, 2015
Document And Entity Information
Entity Registrant Name	COBIZ FINANCIAL INC
Entity Central Index Key	1,028,734
Document Type	10-Q
Amendment Flag	false
Document Period End Date	Sep. 30, 2015
Document Fiscal Period Focus	Q3
Document Fiscal Year Focus	2,015
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Entity Current Reporting Status	Yes
Entity Common Stock, Shares Outstanding		41,071,451

Condensed Consolidated Financia

Condensed Consolidated Financial Statements (unaudited) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Assets
Cash and due from banks	$ 57,995	$ 54,629
Interest-bearing deposits and federal funds sold	35,954	36,936
Total cash and cash equivalents	93,949	91,565
Investment securities available for sale (cost of $150,021 and $448,253, respectively)	153,365	459,815
Investment securities held to maturity (fair value of $350,587 and $13,616, respectively)	349,020	13,329
Other investments	11,479	11,477
Total investments	513,864	484,621
Loans - net of allowance for loan losses of $34,899 and $32,765, respectively	2,586,154	2,372,810
Intangible assets - net of amortization of $6,354 and $6,197, respectively	2,076	2,526
Bank-owned life insurance	49,020	48,040
Premises and equipment - net of depreciation of $38,860 and $37,953, respectively	6,227	7,250
Accrued interest receivable	10,788	9,617
Deferred income taxes, net	19,465	20,008
Other real estate owned - net of valuation allowance of $8,722 and $8,760, respectively	5,481	5,819
Other	20,748	19,910
TOTAL ASSETS	3,307,772	3,062,166
Liabilities
Noninterest-bearing demand	1,127,747	1,073,164
Interest-bearing demand	572,848	531,365
Money market	832,131	661,519
Savings	18,540	15,236
Certificates of deposit	156,147	211,007
Total deposits	2,707,413	2,492,291
Securities sold under agreements to repurchase	62,182	49,976
Other short-term borrowings	110,000	112,469
Accrued interest and other liabilities	27,030	26,495
Subordinated notes payable - net of unamortized discount and issuance costs of $988 and $0, respectively	59,012
Junior subordinated debentures	72,166	72,166
TOTAL LIABILITIES	$ 3,037,803	$ 2,753,397
Commitments and contingencies
Shareholders' Equity
Preferred stock, $.01 par value; 2,000,000 shares authorized; 0 and 57,366 issued and outstanding ($57,366 liquidation value)		$ 1
Common stock, $.01 par value; 100,000,000 shares authorized; 41,067,051 and 40,770,390 issued and outstanding, respectively	$ 406	401
Additional paid-in capital	191,464	245,020
Accumulated earnings	74,540	59,019
Accumulated other comprehensive income (AOCI), net of income tax of $2,181 and $2,655, respectively	3,559	4,328
TOTAL SHAREHOLDERS' EQUITY	269,969	308,769
TOTAL LIABILITIES AND EQUITY	$ 3,307,772	$ 3,062,166

Condensed Consolidated Balance

Condensed Consolidated Balance Sheets (Parenthetical) - USD ($)	Sep. 30, 2015	Dec. 31, 2014
Investment securities available for sale, cost	$ 150,021,000	$ 448,253,000
Investment securities held to maturity, fair value	350,587,000	13,616,000
Allowance for loan losses	34,899,000	32,765,000
Intangible assets, amortization	6,354,000	6,197,000
Premises and equipment, depreciation	38,860,000	37,953,000
Other real estate owned assets, allowance	$ 8,722,000	$ 8,760,000
Preferred, par value	$ 0.01	$ 0.01
Preferred, shares authorized	2,000,000	2,000,000
Preferred, shares issued		57,366
Preferred stock, shares outstanding		57,366
Preferred, liquidation value		$ 57,366,000
Common stock, par value	$ 0.01	$ 0.01
Common stock, shares authorized	100,000,000	100,000,000
Common stock, shares issued	41,067,051	40,770,390
Common stock, shares outstanding	41,067,051	40,770,390
Accumulated other comprehensive income, tax	$ 2,181,000	$ 2,655,000
Subordinated notes payable
Discount and debt issuance costs	$ 988,000

Condensed Consolidated Statemen

Condensed Consolidated Statements of Income (unaudited) - 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	$ 26,758	$ 25,452	$ 79,959	$ 72,598
Interest and dividends on investment securities:
Taxable securities	3,046	3,493	9,422	11,461
Nontaxable securities	238	74	408	196
Dividends on securities	103	163	309	380
Interest on federal funds sold and other	32	23	87	71
Total interest income	30,177	29,205	90,185	84,706
INTEREST EXPENSE:
Interest on deposits	916	970	2,722	2,915
Interest on short-term borrowings and securities sold under agreements to repurchase	46	134	135	388
Interest on subordinated debentures and notes payable	1,848	1,039	3,888	3,083
Total interest expense	2,810	2,143	6,745	6,386
NET INTEREST INCOME BEFORE PROVISION FOR LOAN LOSSES	27,367	27,062	83,440	78,320
Provision for loan losses	762	(452)	1,030	(3,281)
NET INTEREST INCOME AFTER PROVISION FOR LOAN LOSSES	26,605	27,514	82,410	81,601
NONINTEREST INCOME:
Service charges	1,490	1,424	4,438	4,194
Investment advisory income	1,478	1,418	4,444	4,282
Insurance income	3,023	2,622	9,110	8,278
Other income	1,433	1,916	4,690	3,663
Total noninterest income	7,424	7,380	22,682	20,417
NONINTEREST EXPENSE:
Salaries and employee benefits	16,623	16,217	51,718	48,678
Occupancy expenses, premises and equipment	3,371	3,258	9,778	9,742
Amortization of intangibles	150	147	450	447
FDIC and other assessments	459	373	1,350	1,263
Other real estate owned and loan workout costs	105	283	248	848
Net gain on securities, other assets and other real estate owned	(59)	(598)	(123)	(2,428)
Other expense	4,089	3,642	11,039	10,688
Total noninterest expense	24,738	23,322	74,460	69,238
INCOME BEFORE INCOME TAXES	9,291	11,572	30,632	32,780
Provision for income taxes	2,337	4,039	8,892	11,269
NET INCOME FROM CONTINUING OPERATIONS	6,954	7,533	21,740	21,511
DISCONTINUED OPERATIONS
Income (loss) from discontinued operations		634	(113)	852
Provision (benefit) for income taxes		276	(42)	338
Net loss from discontinued operations		358	(71)	514
NET INCOME	6,954	7,891	21,669	22,025
NET INCOME AVAILABLE TO COMMON SHAREHOLDERS	$ 6,921	$ 7,747	$ 21,349	$ 21,595
EARNINGS (LOSS) PER COMMON SHARE:
Basic - from continuing operations	$ 0.17	$ 0.18	$ 0.52	$ 0.52
Diluted - from continuing operations	0.17	0.18	0.52	0.52
Basic - from discontinued operation		0.01		0.01
Diluted - from discontinued operations		0.01		0.01
Basic earnings per common share	0.17	0.19	0.52	0.53
Diluted earnings per common share	$ 0.17	$ 0.19	$ 0.52	$ 0.53

Condensed Consolidated Stateme5

Condensed Consolidated Statements of Comprehensive Income (unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Net income	$ 6,954	$ 7,891	$ 21,669	$ 22,025
Other comprehensive income items:
Net unrealized loss on derivatives	(1,559)	(241)	(1,257)	(1,421)
Reclassification to operations	262	319	824	992
Total	(1,297)	78	(433)	(429)
Total other comprehensive income items	(2,300)	(840)	(1,243)	3,492
Income tax provision:
Net unrealized loss on derivatives	(592)	(92)	(478)	(540)
Reclassification to operations	99	121	313	377
Total tax expense (benefit)	(493)	29	(165)	(163)
Total income tax provision	(875)	(319)	(474)	1,328
Other comprehensive income (loss), net of tax	(1,425)	(521)	(769)	2,164
Comprehensive income	5,529	7,370	20,900	24,189
Available for sale securities
Other comprehensive income items:
Net unrealized gain (loss)	(402)	(924)	686	5,085
Reclassification to operations	15	6	(83)	(1,164)
Reclassification for net unrealized holding gains on securities transferred (to) from held to maturity			(8,821)
Total	(387)	(918)	(8,218)	3,921
Income tax provision:
Net unrealized gain (loss)	(152)	(351)	261	1,932
Reclassification to operations	4	3	(33)	(441)
Reclassification for net unrealized holding gains on securities transferred (to) from held to maturity			(3,352)
Total tax expense (benefit)	(148)	$ (348)	(3,124)	$ 1,491
Held to maturity securities
Other comprehensive income items:
Reclassification to operations	(616)		(1,413)
Reclassification for net unrealized holding gains on securities transferred (to) from held to maturity			8,821
Total	(616)		7,408
Income tax provision:
Reclassification to operations	(234)		(537)
Reclassification for net unrealized holding gains on securities transferred (to) from held to maturity			3,352
Total tax expense (benefit)	$ (234)		$ 2,815

Condensed Consolidated Stateme6

Condensed Consolidated Statements of Cash Flows (unaudited) - USD ($) $ in Thousands	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
CASH FLOWS FROM OPERATING ACTIVITIES:
Net income	$ 21,669	$ 22,025
Adjustments to reconcile net income to net cash provided by operating activities:
Depreciation, amortization and accretion	2,880	2,916
Provision for loan and credit losses	1,030	(3,281)
Stock-based compensation	2,611	2,440
Federal Home Loan Bank stock dividend	(126)	(201)
Deferred income taxes	1,018	3,971
Excess tax benefit from stock-based compensation	(610)	(503)
Bank-owned life insurance	(980)	(928)
Net gain on securities, other assets and other real estate owned	(123)	(2,428)
Other operating activities, net	(429)	(351)
Changes in operating assets and liabilities:
Other assets	(1,549)	(855)
Other liabilities	(898)	(2,142)
Net cash provided by operating activities	24,493	20,663
CASH FLOWS FROM INVESTING ACTIVITIES:
Purchase of other investments	(10,958)	(16,619)
Proceeds from other investments	12,407	13,031
Purchases of investment securities available for sale	(39,774)	(12,128)
Purchases of investment securities held to maturity	(74,813)
Proceeds from sale of investment securities available for sale		11,590
Maturities of investment securities available for sale	36,918	70,113
Maturities of investment securities held to maturity	44,831	28
Acquisition of client relationships	(75)	(250)
Purchase of bank-owned life insurance		(3,335)
Net proceeds from sale of loans, OREO and repossessed assets	2,073	11,951
Loan originations and repayments, net	(213,474)	(280,035)
Purchase of premises and equipment	(962)	(3,774)
Other investing activities, net		370
Net cash used in investing activities	(243,827)	(209,058)
CASH FLOWS FROM FINANCING ACTIVITIES:
Net increase (decrease) in demand, NOW, money market and savings accounts	269,982	116,021
Net decrease in certificates of deposits	(54,860)	(28,682)
Net increase (decrease) in short-term borrowings	(2,469)	185,753
Net increase (decrease) in securities sold under agreements to repurchase	12,206	(62,453)
Net proceeds from issuance of subordinated notes payable	58,992
Proceeds from issuance of common stock, net	1,233	892
Taxes paid in net settlement of restricted stock	(1,183)	(1,042)
Redemption of preferred stock	(57,366)
Dividends paid on common stock	(5,107)	(4,462)
Dividends paid on preferred stock	(320)	(430)
Excess tax benefit from stock-based compensation	610	503
Net cash provided by financing activities	221,718	206,100
NET INCREASE IN CASH AND CASH EQUIVALENTS	2,384	17,705
CASH AND CASH EQUIVALENTS, BEGINNING OF PERIOD	91,565	76,028
CASH AND CASH EQUIVALENTS, END OF PERIOD	$ 93,949	$ 93,733

Nature Of Operations and Signif

Nature Of Operations and Significant Accounting Policies	9 Months Ended
	Sep. 30, 2015
Nature Of Operations and Significant Accounting Policies
Nature Of Operations and Significant Accounting Policies	1. Nature of Operations and Significant Accounting Policies The accompanying unaudited Condensed Consolidated Financial Statements of CoBiz Financial Inc. (Parent), and its subsidiaries: CoBiz Bank (Bank); CoBiz Insurance, Inc.; CoBiz GMB, Inc.; and CoBiz IM, Inc. (CoBiz IM); all collectively referred to as the “Company”, “CoBiz”, “we”, “us”, or “our” conform to accounting principles generally accepted in the United States of America for interim financial information and prevailing practices within the banking industry. The Bank operates in its Colorado market areas under the name Colorado Business Bank (CBB) and in its Arizona market areas under the name Arizona Business Bank (ABB). The Bank is a commercial banking institution with nine locations in the Denver metropolitan area; one in Boulder; one near Vail; one in Colorado Springs; one in Fort Collins; and six in the Phoenix metropolitan area. As a state chartered bank, deposits are insured by the Bank Insurance Fund of the Federal Deposit Insurance Corporation (FDIC) and the Bank is subject to supervision, regulation and examination by the Federal Reserve, Colorado Division of Banking and the FDIC. Pursuant to such regulations, the Bank is subject to special restrictions, supervisory requirements and potential enforcement actions. CoBiz Insurance, Inc. provides commercial and personal property and casualty (P&C) insurance brokerage, risk management consulting services to small and medium-sized businesses and individuals and provides employee benefits consulting, insurance brokerage and related administrative support to employers. CoBiz GMB, Inc. provided investment banking services to middle-market companies through its wholly-owned subsidiary, Green Manning & Bunch, Ltd. (GMB), until its discontinuation on March 31, 2015. CoBiz IM provides wealth planning and investment management to institutions and individuals through its SEC-registered investment advisor subsidiary, CoBiz Wealth, LLC. The following is a summary of certain of the Company’s significant accounting and reporting policies. Basis of Presentation —These financial statements and notes thereto should be read in conjunction with, and are qualified in their entirety by, the Company’s Annual Report on Form 10-K for the year ended December 31, 2014 , as filed with the U.S. Securities and Exchange Commission (SEC). The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and the instructions to Form 10-Q. Accordingly, they do not include all of the information and footnotes required by accounting principles generally accepted in the United States of America for complete financial statements. In the opinion of management, all adjustments (consisting only of normally recurring accruals) considered necessary for a fair presentation have been included. Operating results for the three and nine months ended September 30, 2015 , are not necessarily indicative of the results that may be expected for the full year ending December 31, 2015 . The Condensed Consolidated Financial Statements include entities in which the Parent has a controlling financial interest. These entities include: the Bank; CoBiz Insurance, Inc.; CoBiz GMB, Inc.; and CoBiz IM. Intercompany balances and transactions are eliminated in consolidation. The Company determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (VIE). The voting interest model is used when the equity investment is sufficient to absorb the expected losses and the equity investment has all of the characteristics of a controlling financial interest. Under the voting interest model, the party with the controlling voting interest consolidates the legal entity. The VIE model is used when any of the following conditions exist: the equity investment at risk is not sufficient to finance the entity’s activities without additional subordinated financial support; the holders of the equity investment do not have a controlling voting interest; or the holders of the equity investment are not obligated to absorb the expected losses or residual returns of the legal entity. An enterprise is considered to have a controlling financial interest of a VIE if it has both the power to direct the activities that most significantly impact economic performance and the obligation to absorb losses, or receive benefits, that are significant to the VIE. An enterprise that has a controlling financial interest is considered the primary beneficiary and must consolidate the VIE. The Company was not the primary beneficiary of a VIE at September 30, 2015 or December 31, 2014 . Certain reclassifications have been made to prior years’ Condensed Consolidated Financial Statements and related notes to conform to the current year presentation. Cash and Cash Equivalents — The Company considers all liquid investments with original maturities of three months or less to be cash equivalents. Cash and cash equivalents include amounts that the Company is required to maintain at the Federal Reserve Bank of Kansas City to meet certain regulatory reserve balance requirements. The following table shows supplemental disclosures of certain cash and noncash items: Nine months ended September 30, (in thousands) 2015 2014 Cash paid during the period for: Interest $ $ Income taxes Other noncash activities: Available for sale securities transferred to held to maturity $ $ - Loans transferred to OREO - Loans transferred to held for sale Investments — The Company classifies its investment securities as held to maturity, available for sale or trading, according to management’s intent. Investment securities held to maturity consist of residential mortgage-backed securities (MBS), bonds, notes and debentures for which the Company has the positive intent and ability to hold to maturity and are reported at cost, adjusted for amortization or accretion of premiums and discounts. Available for sale securities consist of MBS, bonds, notes and debentures (including corporate debt and trust preferred securities (TPS)) not classified as held to maturity securities and are reported at fair value as determined by quoted market prices. Unrealized holding gains and losses, net of tax, are reported as a net amount in AOCI until realized. The Company does not currently have any trading securities. Premiums and discounts, adjusted for prepayments as applicable, are recognized in interest income. Other than temporary declines in the fair value of individual investment securities held to maturity and available for sale are charged against earnings. Gains and losses on disposal of investment securities are determined using the specific-identification method. Transfers of debt securities into the held to maturity category from the available for sale category are made at fair value at the date of transfer. The unrealized gain or loss at the date of transfer is retained in AOCI and in the carrying value of the held to maturity securities. Such amounts are amortized over the remaining life of the security. Other-than-temporary-impairment (OTTI) on debt securities is separated between the amount that is credit related (credit loss component) and the amount due to all other factors. The credit loss component is recognized in earnings and is the difference between a security’s amortized cost basis and the discounted present value of expected future cash flows. The amount due to all other factors is recognized in other comprehensive income (OCI). Bank Stocks — Federal Home Loan Bank of Topeka (FHLB), Federal Reserve Bank and other correspondent bank stocks are accounted for under the cost method. Loans held for investment — Loans that the Company has the intent and ability to hold for the foreseeable future or until maturity or pay-off are reported at their outstanding principal balances adjusted for any charge-offs, the allowance for loan losses, deferred fees and costs on originated loans, and unamortized premiums or discounts on purchased loans. Interest is accrued and credited to income daily based on the principal balance outstanding. The accrual of interest income is generally discontinued when a loan becomes 90 days past due as to principal and interest. When a loan is designated as nonaccrual, the current period’s accrued interest receivable is charged against current earnings while any portions relating to prior periods are charged against the allowance for loan losses. Interest payments received on nonaccrual loans are generally applied to the principal balance of the loan. Loans are returned to accrual status when all the principal and interest amounts contractually due are brought current and future payments are reasonably assured and there has been demonstrated performance in accordance with contractual terms. The Company may elect to continue the accrual of interest when the loan is in the process of collection and the realizable value of collateral is sufficient to cover the principal balance and accrued interest. Loans Held for Sale — Loans held for sale include loans the Company has demonstrated the ability and intent to sell. Loans held for sale are primarily nonperforming loans. Loans held for sale are carried at the lower of cost or fair value and are evaluated on a loan-by-loan basis. Impaired Loans — Impaired loans, with the exception of groups of smaller-balance homogenous loans that are collectively evaluated for impairment, are defined as loans for which, based on current information and events, it is probable that the Company will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement. Factors considered by management in determining impairment include payment status, collateral value, and the probability of collecting scheduled principal and interest payments when due. Loans that experience insignificant payment delays of less than 90 days and monthly payment shortfalls of less than 10% of the contractual payment on a consumer loan generally are not classified as impaired if the Company ultimately expects to recover its full investment. The Company determines the significance of payment delays and payment shortfalls on a case-by-case basis, taking into consideration all of the circumstances surrounding the loan and the borrower, including the length of the delay, the reasons for the delay, the borrower’s prior payment record, and the amount of the shortfall in relation to the principal and interest owed. Impairment is measured on a loan-by-loan basis by the present value of expected future cash flows discounted at the loan’s effective interest rate, the loan’s obtainable market price or the fair value of the collateral if the loan is collateral dependent. Loans that are deemed to be impaired are evaluated in accordance with Accounting Standards Codification (ASC) Topic 310-10-35, Receivables – Subsequent Measurement (ASC 310) and ASC Topic 450-20, Loss Contingencies (ASC 450). Included in impaired loans are troubled debt restructurings. A troubled debt restructuring is a formal restructure of a loan where the Company, for economic or legal reasons related to the borrower’s financial difficulties, grants a concession to the borrower. The concessions may be granted in various forms, including but not limited to reduction in the stated interest rate, reduction in the loan balance or accrued interest, or extension of the maturity date. Troubled debt restructurings are evaluated in accordance with ASC Topic 310-40, Troubled Debt Restructurings by Creditors. Interest payments on impaired loans are typically applied to principal unless collectability of principal is reasonably assured. Loans that have been modified in a formal restructuring are typically returned to accrual status when there has been a sustained period of performance (generally six months) under the modified terms, the borrower has shown the ability and willingness to repay and the Company expects to collect all amounts due under the modified terms. Loan Origination Fees and Costs — Loan fees and certain costs of originating loans are deferred and the net amount is amortized over the contractual life of the related loans in accordance with ASC Topic 310-20, Nonrefundable Fees and Other Costs. Allowance for Loan Losses — The allowance for loan losses (ALL) is established as losses are estimated to have occurred through a provision for loan losses charged against earnings. Loan losses are charged against the allowance when management believes the uncollectability of a loan balance is confirmed. Subsequent recoveries, if any, are credited to the allowance. The ALL is evaluated on a regular basis by management and is based upon management’s periodic review of the collectability of the loans in light of historical experience, the nature and volume of the loan portfolio, adverse situations that may affect the borrower’s ability to repay, estimated value of any underlying collateral, and prevailing economic conditions. This evaluation is inherently subjective as it requires estimates that are susceptible to significant revision as new information becomes available. Allowance for Credit Losses — The allowance for credit losses is established as losses are estimated to have occurred through a provision for credit losses charged to earnings. The allowance for credit losses represents management’s recognition of a separate reserve for off-balance sheet loan commitments and letters of credit. While the allowance for loan losses is recorded as a contra-asset to the loan portfolio on the Condensed Consolidated Balance Sheets, the allowance for credit losses is recorded under the caption “Accrued interest and other liabilities”. Although the allowances are presented separately on the balance sheets, any losses incurred from credit losses would be reported as a charge-off in the allowance for loan losses, as any loss would be recorded after the off-balance sheet commitment had been funded. Bank-Owned Life Insurance (BOLI) – The Bank invested in BOLI policies to fund certain future employee benefit costs and are recorded at net realizable value. Changes in the amount that could be realized and amounts realized from policy claims are recorded in the Condensed Consolidated Statements of Income as “Other Income”. Derivative Instruments — Derivative financial instruments are accounted for at fair value. The Company utilizes interest rate swaps to hedge a portion of its exposure to interest rate changes. These instruments are accounted for as cash flow hedges, as defined by ASC Topic 815, Derivatives and Hedging (ASC 815). The net cash flows from these hedges are classified in operating activities within the Condensed Consolidated Statements of Cash Flows with the hedged items. The Company also uses interest rate swaps to hedge against adverse changes in fair value on fixed-rate loans. These instruments are accounted for as fair value hedges in accordance with ASC 815. The Company also has a derivative program that offers interest-rate caps, floors, swaps and collars to customers of the Bank. The fair value amounts recognized for derivative instruments and the fair value amounts recognized for the right to reclaim or obligation to return cash collateral are not offset when represented under a master netting arrangement. The Company also uses foreign currency forward contracts (FX forwards) giving it the right to sell underlying currencies at specified future dates and predetermined prices in order to mitigate foreign exchange risk associated with long positions. FX forwards are carried at fair value with changes in value recognized in current earnings as the contracts are not designated as hedging instruments. See Note 7 – Derivatives. Fair Value Measurements — The Company measures financial assets, financial liabilities, nonfinancial assets and nonfinancial liabilities pursuant to ASC Topic 820, Fair Value Measurement (ASC 820). ASC 820 defines fair value, establishes a framework for measuring fair value, and expands disclosures about fair value measurements. Loss From Discontinued Operations, Net of Income Taxes — During the first quarter of 2015, the Company ceased the operations of GMB due to increasing regulatory compliance costs and in order to focus on activities that provide recurring revenue. GMB’s revenues were transactional and highly dependent on deal volume which could vary significantly from period to period. The Company does not expect any significant continuing involvement because GMB’s business ceased and GMB’s broker-dealer status was terminated as of March 31, 2015. The primary assets and liabilities of GMB, comprised of cash and accrued compensation, were immaterial at March 31, 2015. GMB was a component of the Fee-Based Lines segment. The operating results of GMB have been retrospectively presented as discontinued operations for all periods presented. The table below presents the results of GMB for the three and nine months ended September 30, 2015 and 2014 . Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Noninterest income $ - $ $ $ Noninterest expense - Income (loss) before income taxes - Provision (benefit) for income taxes - Net income (loss) from discontinued operations $ - $ $ $ The net income (loss) before income taxes approximates total cash flows from operating activities of the discontinued operations. Cash flows from investing activities were not material.

Recent Accounting Pronouncement

Recent Accounting Pronouncements	9 Months Ended
	Sep. 30, 2015
Recent Accounting Pronouncements
Recent Accounting Pronouncements	2. Recent Accounting Pronouncements In August 2015, the Financial Accounting Standard Board (FASB) issued Accounting Standard Update (ASU) No. 2015-14, Revenue from Contracts with Customers (Topic 606) (ASU 2015-14). In May 2014, the FASB issued Accounting Standards Update No. 2014-09, Revenue from Contracts with Customers (Topic 606), with an original effective date for annual reporting periods beg inning after December 15, 2016. The core principle of ASU 2014-09 is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. ASU 2015-14 deferred the effective date of ASU 2014-09 to annual periods and interim periods within those annual periods beginning after December 15, 2017. The Company is currently evaluating the effects of ASU 2015-14 on its financial statements and disclosures, if any.

Earnings per Common Share and D

Earnings per Common Share and Dividens Declared per Common Share	9 Months Ended
	Sep. 30, 2015
Earnings per Common Share
Earnings per Common Share	3. Earnings per Common Share and Dividends Declared per Common Share Earnings per common share is calculated based on the two-class method prescribed in ASC 260, Earnings per Share . The two-class method is an allocation of undistributed earnings to common stock and securities that participate in dividends with common stock. The Company’s restricted stock awards are considered participating securities since the recipients receive non-forfeitable dividends on unvested awards. The impact of participating securities is included in basic earnings per common share for the three and nine months ended September 30, 2015 and 2014 . Income allocated to common shares and weighted average shares outstanding used in the calculation of basic and diluted earnings per share are as follows: Three months ended Nine months ended September 30, September 30, (in thousands, except share and per share amounts) 2015 2014 2015 2014 Net income from continuing operations $ $ $ $ Net (loss) income from discontinued operations - Net income Preferred stock dividends Net income available to common shareholders Dividends and undistributed earnings allocated to participating securities Earnings allocated to common shares (1) $ $ $ $ Weighted average common shares - issued Average unvested restricted share awards Weighted average common shares outstanding - basic Effect of dilutive stock options and awards outstanding Weighted average common shares outstanding - diluted Weighted average antidilutive securities outstanding (2) Basic earnings per common share - continuing operations $ $ $ $ Diluted earnings per common share - continuing operations $ $ $ $ Basic earnings per common share - discontinued operations $ - $ $ - $ Diluted earnings per common share - discontinued operations $ - $ $ - $ Basic earnings per common share $ $ $ $ Diluted earnings per common share $ $ $ $ Dividends declared per share $ $ $ $ (1) Earnings allocated to common shareholders for basic EPS under the two-class method may differ from earnings allocated for diluted EPS when use of the treasury method results in greater dilution than the two-class method. (2) Antidilutive shares excluded from the diluted earnings per share computation.

Investments

Investments	9 Months Ended
	Sep. 30, 2015
Investments
Investments	4. Investments The amortized cost and estimated fair values of investment securities are summarized as follows: At September 30, 2015 At December 31, 2014 Gross Gross Gross Gross Amortized unrealized unrealized Fair Amortized unrealized unrealized Fair (in thousands) cost gains losses value cost gains losses value Available for sale securities (AFS): Mortgage-backed securities $ - $ - $ - $ - $ $ $ $ Trust preferred securities Corporate debt securities Municipal securities Total AFS $ $ $ $ $ $ $ $ Held to maturity securities (HTM): Mortgage-backed securities $ $ $ $ $ $ $ - $ Trust preferred securities Municipal securities - - - - Total HTM $ $ $ $ $ $ $ $ During the first quarter of 2015, the Company transferred MBS and municipal securities with a book value of $279.8 million and fair value of $288.6 million from AFS to HTM. The Company believes the HTM category is more consistent with the Company’s intent for these securities. Transfers of securities from AFS to HTM were made at fair value at the time of transfer. The $8.8 million unrealized holding gain at the time of transfer is retained in AOCI and in the carrying value of HTM securities. Accordingly, the balance of HTM securities in the “Amortized cost” column in the table above includes a net unamortized unrealized gain of $7.4 million at September 30, 2015 . Such amounts are amortized over the remaining life of the securities. Proceeds from the sale of investments and the gains (losses) recognized on securities sold or called are summarized as follows: Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Proceeds $ - $ - $ - $ Gains - - Losses The amortized cost and estimated fair value of investments in debt securities at September 30, 2015 , by contractual maturity are shown below. Expected maturities can differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without penalties. Available for sale Held to maturity Amortized Fair Amortized Fair (in thousands) cost value cost value Due in one year or less $ $ $ $ Due after one year through five years Due after five years through ten years Due after ten years Mortgage-backed securities - - $ $ $ $ The Company uses investment securities to collateralize public deposits. Investment securities with an approximate fair value of $166.6 million and $171.1 million were pledged to secure public deposits of $139.5 million and $122.3 million at September 30, 2015 and December 31, 2014 , respectively. Changes in interest rates and market liquidity may cause adverse fluctuations in the market price of securities resulting in temporary unrealized losses. In reviewing the realizable value of its securities in a loss position, the Company considered the following factors: (1) the length of time and extent to which the market had been less than cost; (2) the financial condition and near-term prospects of the issuer; (3) investment downgrades by rating agencies; and (4) whether it is more likely than not that the Company will have to sell the security before a recovery in value. When it is probable that the Company will be unable to collect all amounts due according to the contractual terms of the security, and the fair value of the investment security is less than its amortized cost, an other-than-temporary impairment is recognized in earnings. For debt securities that are considered other-than temporarily impaired and that the Company does not intend to sell and will not be required to sell prior to recovery of the amortized cost basis, an OTTI is recognized. OTTI is separated into the amount that is credit related (credit loss component) and the amount due to all other factors. The credit loss component is recognized in earnings and is the difference between a security’s amortized cost basis and the discounted present value of expected future cash flows. The amount due to all other factors is recognized in other comprehensive income. The Company did not have any credit impaired securities at September 30, 2015 and December 31, 2014 . There were 107 and 24 securities in the tables below at September 30, 2015 and December 31, 2014 , respectively, in an unrealized loss position. September 30, 2015 Less than 12 months 12 months or greater Total Fair Unrealized Fair Unrealized Fair Unrealized (in thousands) value loss value loss value loss AFS Trust preferred securities $ $ $ $ $ $ Corporate debt securities Municipal securities - - Total AFS $ $ $ $ $ $ HTM Mortgage-backed securities $ $ $ - $ - $ $ Trust preferred securities - - Municipal securities - - Total HTM $ $ $ - $ - $ $ December 31, 2014 Less than 12 months 12 months or greater Total Fair Unrealized Fair Unrealized Fair Unrealized (in thousands) value loss value loss value loss AFS Mortgage-backed securities $ $ $ $ $ $ Trust preferred securities Corporate debt securities Municipal securities - - Total AFS $ $ $ $ $ $ HTM Trust preferred securities $ $ $ - $ - $ $ Other investments at September 30, 2015 and December 31, 2014 , consist of the following: September 30, December 31, (in thousands) 2015 2014 Bank stocks — at cost $ $ Investment in statutory trusts — equity method Total $ $ Bank stocks consist primarily of stock in the FHLB, which is part of the Federal Home Loan Bank System (FHLB System). The purpose of the FHLB investment relates to maintenance of a borrowing base with the FHLB. FHLB stock holdings are largely dependent upon the Company’s liquidity position. To the extent the need for wholesale funding increases or decreases, the Company may purchase additional or sell excess FHLB stock, respectively. The Company evaluates impairment in this investment based on the ultimate recoverability of the par value. At September 30, 2015 , the Company did not consider the investment to be other-than-temporarily impaired.

Loans

Loans	9 Months Ended
	Sep. 30, 2015
Loans
Loans	5. Loans The following disclosure reports the Company’s loan portfolio segments and classes. Segments are groupings of similar loans at a level which the Company has adopted systematic methods of documentation for determining its allowance for loan and credit losses. Classes are a disaggregation of the portfolio segments. The Company’s loan portfolio segments are: · Commercial loans – Commercial loans consist of loans to small and medium-sized businesses in a wide variety of industries. The Bank’s areas of emphasis in commercial lending include, but are not limited to, loans to wholesalers, manufacturers, municipalities, construction and business services companies. Commercial loans are generally collateralized by inventory, accounts receivable, equipment, real estate and other commercial assets, and may be supported by other credit enhancements such as personal guarantees. Risk arises primarily due to a difference between expected and actual cash flows of the borrowers. However, the recoverability of the Company’s investment in these loans is also dependent on other factors primarily dictated by the type of collateral securing these loans. The fair value of the collateral securing these loans may fluctuate as market conditions change. In the case of loans secured by accounts receivable, the recovery of the Company’s investment is dependent upon the borrowers’ ability to collect amounts due from its customers. · Real estate - mortgage loans – Real estate mortgage loans include various types of loans for which the Company holds real property as collateral. Commercial real estate lending activity is typically restricted to owner-occupied properties or to investor properties that are owned by customers with a current banking relationship. The primary risks of real estate mortgage loans include the borrower’s inability to pay, material decreases in the value of the real estate that is being held as collateral and significant increases in interest rates, which may make the real estate mortgage loan unprofitable. Real estate loans may be more adversely affected by conditions in the real estate markets or in the general economy. · Construction and land – The Company originates loans to finance construction projects including one- to four-family residences, multifamily residences, commercial office, senior housing, and industrial projects. Residential construction loans are due upon the sale of the completed project and are generally collateralized by first liens on the real estate and have floating interest rates. Construction loans are considered to have higher risks due to construction completion and timing risk, and the ultimate repayment being sensitive to interest rate changes, governmental regulation of real property and the availability of long-term financing. Additionally, economic conditions may impact the Company’s ability to recover its investment in construction loans. Adverse economic conditions may negatively impact the real estate market which could affect the borrowers’ ability to complete and sell the project. Additionally, the fair value of the underlying collateral may fluctuate as market conditions change. The Company also originates loans for the acquisition and future development of land for residential building projects, as well as finished lots prepared to enter the construction phase. The primary risks include the borrower’s inability to pay and the inability of the Company to recover its investment due to a decline in the fair value of the underlying collateral. · Consumer loans – The Company provides a broad range of consumer loans to customers, including personal lines of credit, home equity loans, jumbo mortgage loans and automobile loans. Repayment of these loans is dependent on the borrowers’ ability to pay and the fair value of the underlying collateral. · Other loans – Other loans include lending products, such as taxable and tax-exempt leasing, not defined as commercial, real estate, acquisition and development, construction, or consumer loans. The loan portfolio segments at September 30, 2015 and December 31, 2014 were as follows: (in thousands) At September 30, 2015 At December 31, 2014 Commercial $ $ Real estate - mortgage Construction & land Consumer Other Loans held for investment Allowance for loan losses Unearned net loan fees Total net loans $ $ The Company uses qualifying loans as collateral for advances and a line of credit from the FHLB. The FHLB line of credit had a $110.0 million outstanding balance at September 30, 2015 , which was collateralized by loans of $848.2 million with a lending value of $576.7 million . The Company maintains a loan review program independent of the lending function that is designed to reduce and control risk in lending. It includes the continuous monitoring of lending activities with respect to underwriting and processing new loans, preventing insider abuse and timely follow-up and corrective action for loans showing signs of deterioration in quality. The Company also has a systematic process to evaluate individual loans and pools of loans within our loan portfolio. The Company maintains a loan grading system whereby each loan is assigned a grade between 1 and 8, with 1 representing the highest quality credit, 7 representing a nonaccrual loan where collection or liquidation in full is highly questionable and improbable, and 8 representing a loss that has been or will be charged-off. Grades are assigned based upon the degree of risk associated with repayment of a loan in the normal course of business pursuant to the original terms. Loans that are graded 5 or better are categorized as non-classified credits while loans graded 6 and worse are categorized as classified credits. Loan grade changes are evaluated on a monthly basis. Loans above a certain dollar amount that are adversely graded are reported to the Special Assets Group Manager and the Chief Credit Officer along with current financial information, a collateral analysis and an action plan. The loan portfolio showing total non-classified and classified balances by loan class at September 30, 2015 and December 31, 2014 is summarized below: At September 30, 2015 (in thousands) Non-classified Classified Total Commercial Manufacturing $ $ $ Finance and insurance Healthcare Real estate services Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor Construction & land Consumer Other Total loans held for investment $ $ $ Unearned net loan fees Net loans held for investment $ At December 31, 2014 (in thousands) Non-classified Classified Total Commercial Manufacturing $ $ $ Finance and insurance Healthcare Real estate services Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor Other - Construction & land Consumer Other Total loans held for investment $ $ $ Unearned net loan fees Net loans held for investment $ Transactions in the allowance for loan losses by segment for the three and nine months ended September 30, 2015 and 2014 are summarized below: Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Allowance for loan losses, beginning of period Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other Unallocated Total Provision Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other Unallocated Total Charge-offs Commercial $ $ $ $ Real estate - mortgage - Construction & land - Consumer Other Total Recoveries Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other - Total Allowance for loan losses, end of period Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other Unallocated Total $ $ $ $ The Company estimates the ALL in accordance with ASC 310 for purposes of evaluating loan impairment on a loan-by-loan basis and ASC 450 for purposes of collectively evaluating loan impairment by grouping loans with common risk characteristics (i.e. risk classification, past-due status, type of loan, and collateral). The ALL is comprised of the following components: · Specific Reserves – The Company continuously evaluates its reserve for loan losses to maintain an adequate level to absorb loan losses incurred in the loan portfolio. Reserves on loans identified as impaired, including troubled debt restructurings, are based on discounted expected cash flows using the loan’s initial effective interest rate, the observable market value of the loan or the fair value of the collateral for certain collateral-dependent loans. The fair value of the collateral is determined in accordance with ASC 820. Loans are considered to be impaired in accordance with the provisions of ASC 310 when it is probable that all amounts due in accordance with the contractual terms will not be collected. Factors contributing to the determination of specific reserves include the financial condition of the borrower, changes in the value of pledged collateral and general economic conditions. Troubled debt restructurings meet the definition of an impaired loan under ASC 310 and therefore, troubled debt restructurings are subject to impairment evaluation on a loan-by-loan basis. For collateral dependent loans that have been specifically identified as impaired, the Company measures fair value based on third-party appraisals, adjusted for estimated costs to sell the property. Upon impairment, the Company will obtain a new appraisal if one had not been previously obtained in the last 12 months. For credits over $2.0 million, the Company engages an additional third-party appraiser to review the appraisal. For credits under $2.0 million, the Company’s internal appraisal department reviews the appraisal. All appraisals are reviewed for reasonableness based on recent sales transactions that may have occurred subsequent to or at the time of the appraisal. Based on this analysis, the appraised value may be adjusted downward if there is evidence that the appraised value may not be indicative of fair value. Each appraisal is updated on an annual basis, either through a new appraisal or through the Company’s comprehensive internal review process. Values are reviewed and monitored internally and fair value is re-assessed at least quarterly or more frequently when events or circumstances occur that indicate a change in fair value. It has been the Company’s experience that appraisals quickly become outdated due to the volatile real estate environment. As such, fair value based on property appraisals may be adjusted to reflect estimated declines in the fair value of properties since the time the last appraisal was performed. · General Reserves – General reserves are considered part of the allocated portion of the ALL. The Company uses a comprehensive loan grading process for its loan portfolios. Based on this process, a loss factor is assigned to each pool of graded loans. A combination of loss experience and external loss data is used in determining the appropriate loss factor. This estimate represents the probable incurred losses within the portfolio. In evaluating the adequacy of the ALL, management considers historical losses (Migration), as well as other factors including changes in: · Lending policies and procedures · National and local economic and business conditions and developments · Nature and volume of portfolio · Trends of the volume and severity of past-due and classified loans · Trends in the volume of nonaccrual loans, troubled debt restructurings, and other loan modifications · Credit concentrations Troubled debt restructurings have a direct impact on the allowance to the extent a loss has been recognized in relation to the loan modified. This is consistent with the Company’s consideration of Migration in determining general reserves. The aforementioned factors enable management to recognize environmental conditions contributing to incurred losses in the portfolio, which have not yet manifested in Migration. Management believes Migration history adequately captures a great percentage of probable incurred losses within the portfolio. In addition to the allocated reserve for graded loans, a portion of the ALL is determined by segmenting the portfolio into product groupings with similar risk characteristics. Part of the segmentation involves assigning increased reserve factors to those lending activities deemed higher-risk, such as leverage-financings, unsecured loans, certain loans lacking personal guarantees, and multifamily loans. · Unallocated Reserves – The unallocated reserve, which is judgmentally determined, is maintained to recognize the imprecision in estimating and measuring loss when evaluating reserves for individual loans or pools of loans. The unallocated reserve consists of a missed grade component that is intended to capture the inherent risk that certain loans may be assigned an incorrect loan grade. In assessing the reasonableness of management’s assumptions, consideration is given to select peer ratios, industry standards and directional consistency of the ALL. Ratio analysis highlights divergent trends in the relationship of the ALL to nonaccrual loans, to total loans and to historical charge-offs. Although these comparisons can be helpful as a supplement to assess reasonableness of management assumptions, they are not, by themselves, sufficient basis for determining the adequacy of the ALL. While management utilizes its best judgment and information available, the ultimate adequacy of the allowance is dependent upon a variety of factors beyond the Company’s control, including the performance of the loan portfolio, the economy, changes in interest rates and the view of the regulatory authorities toward loan classifications. The following table summarizes loans held for investment and the allowance for loan and credit losses on the basis of the impairment method: At September 30, 2015 At December 31, 2014 Individually evaluated for impairment Collectively evaluated for impairment Individually evaluated for impairment Collectively evaluated for impairment (in thousands) Loans held for investment Allowance for loan losses Loans held for investment Allowance for loan losses Loans held for investment Allowance for loan losses Loans held for investment Allowance for loan losses Commercial $ $ $ $ $ $ $ $ Real estate - mortgage Construction & land Consumer Other - - Unallocated - - - - - - Total $ $ $ $ $ $ $ $ Information on impaired loans at September 30, 2015 and December 31, 2014 is reported in the following tables: At September 30, 2015 Recorded Recorded Recorded investment investment Unpaid investment with a with no principal in impaired related related Related (in thousands) balance loans allowance allowance allowance Commercial Manufacturing $ $ $ $ - $ Finance and insurance - Real estate services - Construction - Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor - Construction & land Consumer Total $ $ $ $ $ At December 31, 2014 Recorded Recorded Recorded investment investment Unpaid investment with a with no principal in impaired related related Related (in thousands) balance loans (1) allowance allowance allowance Commercial Manufacturing $ $ $ $ $ Finance and insurance - Healthcare - Real estate services - Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor Construction & land Consumer Other - Total $ $ $ $ $ (1) Recorded investment in impaired loans in this table does not agree to loans individually evaluated for impairment disclosed in the previous table due to certain loans being excluded pursuant to ASC 310-40-50-2. Interest income recognized on impaired loans presented in the table below primarily represents interest earned on troubled debt restructurings that meet the definition of an impaired loan pursuant to ASU 310-10-35-16 and are subject to disclosure requirement under ASU 310-10-50-15. Impaired loans Three months ended September 30, Nine months ended September 30, 2015 2014 2015 2014 (in thousands) Average recorded Interest income Average recorded Interest income Average recorded Interest income Average recorded Interest income Commercial Manufacturing $ $ $ $ $ $ $ $ Finance and insurance Healthcare - - - - Real estate services Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied - Residential & commercial investor Construction & land Consumer Other - - - Total $ $ $ $ $ $ $ $ The table below summarizes transactions related to troubled debt restructurings during the nine months ended September 30, 2015 . (in thousands) Performing Nonperforming Total Beginning balance at December 31, 2014 $ $ $ New restructurings Change in accrual status - Net paydowns Net recoveries - Ending balance at September 30, 2015 $ $ $ The below table provides information regarding troubled debt restructurings that occurred during the three and nine months ended September 30, 2015 and 2014 . Pre-modification outstanding recorded investment reflects the Company’s recorded investment immediately before the modification. Post-modification outstanding recorded investment represents the Company’s recorded investment at the end of the reporting period. The table below does not include loans restructured and paid-off during the periods presented. Three months ended September 30, 2015 Three months ended September 30, 2014 Pre-modification Post-modification Pre-modification Post-modification outstanding outstanding outstanding outstanding Number of recorded recorded Number of recorded recorded ($ in thousands) contracts investment investment contracts investment investment Commercial Manufacturing $ $ $ $ Real estate services - - - Construction Wholesale and retail trade - - - Other Real estate - mortgage Residential & commercial owner-occupied - - - Consumer - - - Total $ $ $ $ Nine months ended September 30, 2015 Nine months ended September 30, 2014 Pre-modification Post-modification Pre-modification Post-modification outstanding outstanding outstanding outstanding Number of recorded recorded Number of recorded recorded ($ in thousands) contracts investment investment contracts investment investment Commercial Manufacturing $ $ $ $ Finance and insurance - - - Real estate services - - - Construction Wholesale and retail trade Other Real estate - mortgage Residential and commercial owner-occupied Construction & land - - - Consumer Other - - - Total $ $ $ $ Troubled debt restructurings during the three and nine months ended September 30, 2015 and 2014 resulted primarily from the extension of repayment terms and interest rate reductions. The Company had no charge-offs in conjunction with loans restructured during the three and nine months ended September 30, 2015 and 2014 . During the nine months ended September 30, 2015, there were no troubled loans restructured within the past 12 months from the reporting period with a payment default. During the nine months ended September 30, 2014 such loans were immaterial. At September 30, 2015 and December 31, 2014 , there were $1.7 million and $2.4 million in outstanding commitments on restructured loans, respectively. The Company’s nonaccrual loans by class at September 30, 2015 and December 31, 2014 are reported in the following table: (in thousands) At September 30, 2015 At December 31, 2014 Commercial Manufacturing $ $ Finance and insurance Real estate services Construction Wholesale and retail trade Other Total commercial Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor - Total real estate - mortgage Construction & land Consumer Total nonaccrual loans $ $ The tables below summarize the aging of the Company’s loan portfolio at September 30, 2015 and December 31, 2014. T he Company did not have any loans 90 days or more past due and accruing at September 30, 2015. At September 30, 2015 30 - 59 60 - 89 Days Days 90+ Days Total (in thousands) past due past due past due past due Current Total loans Commercial Manufacturing $ - $ - $ - $ - $ $ Finance and insurance - - Healthcare - - Real estate services - - Construction - - - - Wholesale and retail trade - - Other Real estate - mortgage Residential & commercial owner-occupied - - Residential & commercial investor - - - - - - Construction & land - - - - Consumer - - Other - - - - Total loans held for investment $ $ $ $ $ $ Unearned net loan fees Net loans held for investment $ At December 31, 2014 Recorded investment in loans 30 - 59 60 - 89 90 days or more Days Days 90+ Days Total past due and (in thousands) past due past due past due past due Current Total loans accruing Commercial Manufacturing $ $ $ - $ $ $ $ - Finance and insurance - - - - - Healthcare - - - Real estate services - - - - - Construction - - - Wholesale and retail trade - Other - - - Real estate - mortgage Residential & commercial owner-occupied - - - Residential & commercial investor - - - Other - - - - - - - Construction & land - - - Consumer - Other - - - - - Total loans held for investment $ $ $ $ $ $ $ Unearned net loan fees Net loans held for investment $

Accumulated Other Comprehensive

Accumulated Other Comprehensive Income (Loss) Reclassifications	9 Months Ended
	Sep. 30, 2015
Accumulated Other Comprehensive Income (Loss) Reclassifications
Accumulated Other Comprehensive Income (Loss) Reclassifications	6. Accumulated Other Comprehensive Income (Loss) The following table provides information on reclassifications out of accumulated other comprehensive income: Three months ended Nine months ended September 30, September 30, AOCI component (in thousands) 2015 2014 2015 2014 Line item in Condensed Consolidated Statement of Income Available for sale securities: Realized gain (loss) $ $ $ $ Net gain on securities, other assets and OREO Tax (provision) benefit Provision for income taxes Subtotal Held to maturity securities: Amortization of net unrealized gain on HTM securities - - Interest on taxable / nontaxable securities Tax provision - - Provision for income taxes Subtotal - - Cash flow hedges: Loans Interest and fees on loans Debt Interest on subordinated debentures and notes payable Realized loss Tax benefit Provision for income taxes Subtotal Total reclassifications out of AOCI $ $ $ $ The following table provides the beginning and ending balances of AOCI and changes during the nine months ended September 30, 2015 . Accumulated other comprehensive income (in thousands) Available for sale securities Held to maturity securities Cash flow hedges Total Balance at December 31, 2014 $ $ - $ $ Other comprehensive income items - Reclassifications Transfers - - Other comprehensive income (loss), net of of tax Balance at September 30, 2015 $ $ $ $

Derivatives

Derivatives	9 Months Ended
	Sep. 30, 2015
Derivatives
Derivatives	7. Derivatives ASC 815 contains the authoritative guidance on accounting and reporting standards for derivative instruments, including certain derivative instruments embedded in other contracts, and hedging activities. As required by ASC 815, the Company records all derivatives on the consolidated balance sheets at fair value. The Company is exposed to certain risks arising from both its business operations and economic conditions. The Company principally manages its exposures to a wide variety of business and operational risks through management of its core business activities. The Company manages economic risks, including interest rate, liquidity and credit risk, primarily by managing the amount, sources, and duration of its assets and liabilities and the use of derivative financial instruments. Specifically, the Company enters into derivative financial instruments to manage exposures that arise from business activities that result in the receipt or payment of future known and unknown cash amounts, the value of which are determined by interest rates. The Company’s derivative financial instruments are used to manage differences in the amount, timing, and duration of the Company’s known or expected cash receipts and its known or expected cash payments principally related to certain variable-rate loan assets and variable-rate borrowings. The Company also enters into derivative financial instruments to protect against adverse changes in fair value on fixed-rate loans. The Company’s objective in using derivatives is to minimize the impact of interest rate fluctuations on the Company’s interest expense. To accomplish this objective, the Company uses interest-rate swaps as part of its cash flow hedging strategy. The Company also offers an interest-rate hedge program that includes derivative products such as swaps, caps, floors and collars to assist its customers in managing their interest-rate risk profile. In order to eliminate the interest-rate risk associated with offering these products, the Company enters into derivative contracts with third parties to offset the customer contracts. These customer accommodation interest rate swap contracts are not designated as hedging instruments. The Company has also expanded its product offering by adding international banking products, which expose the Company to foreign exchange-rate risk. The Company utilizes foreign exchange forward contracts to manage the risk associated with fluctuation in foreign exchange rates. The Company has agreements with its derivative counterparties that contain a provision where if the Company defaults on any of its indebtedness, including default where repayment of the indebtedness has not been accelerated by the lender, then the Company could also be declared in default on its derivative obligations. Also, the Company has agreements with certain of its derivative counterparties that contain a provision where if the Bank fails to maintain its status as a well or adequately capitalized institution, then the counterparty could terminate the derivative positions and the Company would be required to settle its obligations under the agreements. At September 30, 2015 , the fair value of derivatives in a net liability position, including accrued interest but excluding any adjustment for nonperformance risk, related to these agreements was $12.7 million. The Company has minimum collateral posting thresholds with certain of its derivative counterparties and has posted collateral of $12.0 million against its obligations under these agreements. At September 30, 2015 , the Company was not in default with any of its debt or capitalization covenants. The table below presents the fair value of the Company’s derivative financial instruments as well as the classification within the Condensed Consolidated Balance Sheets. Asset derivatives Liability derivatives Fair value at Fair value at Balance sheet September 30, December 31, Balance sheet September 30, December 31, (in thousands) classification 2015 2014 classification 2015 2014 Derivatives designated as hedging instruments under ASC 815: Cash flow hedge - interest rate swap Other assets $ $ Accrued interest and other liabilities $ $ Fair value hedge - interest rate swap Other assets $ - $ Accrued interest and other liabilities $ $ Derivatives not designated as hedging instruments under ASC 815: Interest rate swap Other assets $ $ Accrued interest and other liabilities $ $ Foreign exchange forward contracts Other assets $ $ Accrued interest and other liabilities $ $ The tables below include information about financial instruments that are eligible to offset as required by ASU No. 2011-11, Disclosures about Offsetting Assets and Liabilities . At September 30, 2015 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized assets offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (1) $ $ - $ $ $ - $ Derivatives not designated as hedges (1) - - Total $ $ - $ $ $ - $ At September 30, 2015 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized liabilities offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (2) $ $ - $ $ $ $ - Derivatives not designated as hedges (2) - Securities sold under agreements to repurchase (3) - - - Total $ $ - $ $ $ $ At December 31, 2014 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized assets offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (1) $ $ - $ $ $ - $ Derivatives not designated as hedges (1) - - Total $ $ - $ $ $ - $ At December 31, 2014 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized liabilities offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (2) $ $ - $ $ $ $ - Derivatives not designated as hedges (2) - Securities sold under agreements to repurchase (3) - - - Total $ $ - $ $ $ $ (1) Included in other assets. (2) Included in accrued interest and other liabilities. (3) Separately stated in the Condensed Consolidated Balance Sheets. Cash Flow Hedges of Interest Rate Risk — For hedges of the Company’s variable-rate loan assets, interest-rate swaps designated as cash flow hedges involve the receipt of fixed-rate amounts from a counterparty in exchange for the Company making variable-rate payments over the life of the agreements without exchange of the underlying notional amount. At September 30, 2015 , the Company had five interest rate swaps with a notional value of $75.0 million that effectively fixed the interest rate on a portion of its 1-Month LIBOR loan portfolio. The weighted average fixed rate under these swaps was 1.41% . The swaps have remaining maturities ranging from two to four years. For hedges of the Company’s variable-rate borrowings, interest-rate swaps designated as cash flow hedges involve the receipt of variable-rate amounts from a counterparty in exchange for the Company making fixed-rate payments. The Company has executed a series of interest-rate swap transactions in order to fix the effective interest rate for payments due on its junior subordinated debentures with the objective of reducing the Company’s exposure to adverse changes in cash flows relating to payments on its LIBOR-based floating rate debt. The swaps have remaining maturities from five to nine years. Select critical terms of the cash flow hedges are as follows: (in thousands) Notional Fixed rate Termination date Hedged item - Junior subordinated debentures issued by: CoBiz Statutory Trust I $ % March 17, 2022 CoBiz Capital Trust II $ % April 23, 2020 CoBiz Capital Trust III $ % March 30, 2024 Based on the Company’s ongoing assessments (including at inception of the hedging relationship), it is probable that there will be sufficient variable interest payments through the maturity date of the swaps. The Company also monitors the risk of counterparty default on an ongoing basis. The Company uses the “Hypothetical Derivative” method described in ASC 815 , for both prospective and retrospective assessments of hedge effectiveness on a quarterly basis. The Company also uses this methodology to measure hedge ineffectiveness each period. T he effective portion of changes in the fair value of derivatives designated and that qualify as cash flow hedges is recorded in AOCI and is subsequently reclassified into earnings in the period that the hedged forecasted transaction affects earnings. The ineffective portion of the change in fair value of the derivatives is recognized directly in earnings. The Company’s derivatives did not have any hedge ineffectiveness recognized in earnings during the three and nine months ended September 30, 2015 and 2014 . Amounts reported in AOCI related to derivatives will be reclassified to interest income/expense as interest payments are received/paid on the Company’s variable-rate assets/liabilities. During the next 12 months, the Company estimates that $1.8 million will be reclassified as an increase to interest expense and $0.8 million as an increase to interest income. Fair Value Hedges of Fixed-Rate Assets – The Company is exposed to changes in the fair value of certain of its fixed-rate assets due to changes in benchmark interest rates based on LIBOR. The Company uses interest rate swaps to manage its exposure to changes in fair value on certain fixed-rate loans. Interest rate swaps designated as fair value hedges involve the receipt of variable-rate payments from a counterparty in exchange for the Company’s fixed-rate payments over the life of the agreements without the exchange of the underlying notional amount. Certain interest-rate swaps met the criteria to qualify for the shortcut method of accounting. Under the shortcut method of accounting, no ineffectiveness is assumed. For interest-rate swaps not accounted for under the shortcut method, t he Company performs ongoing retrospective and prospective effectiveness assessments (including at inception) using a regression analysis to compare periodic changes in fair value of the swaps to periodic changes in fair value of the fixed-rate loans attributable to changes in the benchmark interest rate. At September 30, 2015 , the Company had interest rate swaps with a notional amount of $56.0 million used to hedge the change in the fair value of nine commercial loans. For derivatives that are designated and qualify as fair value hedges that are not accounted for under the shortcut method, the gain or loss on the derivative as well as the gain or loss on the hedged item attributable to the hedged risk are recognized in earnings. The net amount recognized in “Other income” during the three and nine months ended September 30, 2015 and 2014 representing hedge ineffectiveness was immaterial. Non-designated Hedges — Derivatives not designated as hedges are not speculative and primarily result from a service the Company provides to its customers. The Company executes interest-rate swaps with commercial banking customers to facilitate their respective risk management strategies. Those interest-rate swaps are simultaneously hedged by offsetting interest-rate swaps that the Company executes with a third party, such that the Company minimizes its net risk exposure resulting from such transactions. As the interest-rate swaps associated with this program do not meet the strict hedge accounting requirements, changes in the fair value of both the customer swaps and the offsetting swaps are recognized directly in earnings. At September 30, 2015 , the Company had 88 interest-rate swaps with an aggregate notional amount of $176.7 million related to this program. During the three and nine months ended September 30, 2015 and 2014 , gains and losses arising from changes in the fair value of these swaps, which are included in “Other income,” were immaterial. The Company’s product offerings also include international banking products that create foreign currency exchange-rate risk exposure. At September 30, 2015 , the Company’s foreign currency holdings included British pounds, Euros, Japanese Yen, Mexican Pesos, New Zealand, Australian and Canadian dollars. In order to economically reduce the risk associated with the fluctuation of foreign exchange rates, the Company utilizes short-term foreign exchange forward contracts to lock in exchange rates so the gain or loss on the forward contracts approximately offsets the transaction gain or loss. These contracts are not designated as hedging instruments. Ineffectiveness in the economic hedging relationship may occur as the foreign currency holdings are revalued based upon changes in the currency’s spot rate, while the forward contracts are revalued using the currency’s forward rates. Forward contracts in gain positions are recorded at fair value in ‘other’ assets, while contracts in loss positions are recorded in ‘other’ liabilities in the Condensed Consolidated Balance Sheets. Net changes in the fair value of the forward contracts are recognized through earnings, disclosed as ‘other’ noninterest income in the Condensed Consolidated Statement of Income. At September 30, 2015 , the Company had entered into forward contracts with a notional amount of $6.1 million that mature in 2015. Net gains recognized and included in “Other income” during the three and nine months ended September 30, 2015 and 2014 on foreign exchange forward contracts were immaterial.

Borrowed Funds

Borrowed Funds	9 Months Ended
	Sep. 30, 2015
Borrowed Funds
Borrowed Funds	8. Borrowed Funds Securities sold under agreements to repurchase at September 30, 2015 and December 31, 2014 are summarized below. September 30, December 31, (in thousands) 2015 2014 Securities sold under agreements to repurchase (principally mortgage-backed securities with an estimated fair value of $66,905 and $54,652 at September 30, 2015 and December 31, 2014, respectively) $ $ The Company enters into sales of securities under agreements to repurchase. The amounts received under these agreements represent short-term borrowings and are reflected as a liability in the condensed consolidated balance sheets. The securities underlying these agreements are included in investment securities in the condensed consolidated balance sheets. At September 30, 2015 , all securities sold under agreements to repurchase mature on a daily basis. The Company has no control over the market value of the securities, which fluctuates due to market conditions. However, the Company is obligated to promptly transfer additional securities if the market value of the securities falls below the repurchase agreement price. The Company manages this risk by maintaining an unpledged securities portfolio that it believes is sufficient to cover a decline in the market value of the securities sold under agreements to repurchase. During the second quarter of 2015, the Company renewed a revolving Line of Credit (LOC) agreement with an aggregate principal sum of up to $20.0 million bearing interest at 1 -month LIBOR plus 225 basis points. The Company pays a quarterly commitment fee of 0.35% per annum on the unused portion of the LOC. The line matures May 2016 at which time any outstanding amounts are due and payable. Proceeds from the line will be used for general corporate purposes and backup liquidity. Although the credit facility is unsecured, the Company has agreed not to sell, pledge or transfer any part of its right, title or interest in the Bank. At September 30, 2015 and December 31, 2014 , there was no amount outstanding on the LOC.

Long-Term Debt

Long-Term Debt	9 Months Ended
	Sep. 30, 2015
Subordinated notes payable
Long-Term Debt
Long-Term Debt	9. Long-Term Debt On June 25, 2015, the Company completed an offering of $60.0 million of unsecured 5.625% Fixed to Floating Rate Subordinated Notes due on June 25, 2030 (Notes). The Notes bear a 5.625% annual fixed rate through June 25, 2025 and thereafter an annual floating rate equal to three-month LIBOR plus 317 basis points (3.17%). The Notes contain an embedded call option that allows the Company to repay the Notes prior to their contractual maturity. The call option is available on June 25, 2025 and quarterly thereafter at 100% of the principal amount. Proceeds, net of a discount and debt issuance costs of $1.1 million, were $58.9 million. Debt issuance costs incurred in conjunction with the offering were $0.3 million . The Notes have an effective interest rate of 5.85% . The Company adopted ASU 2015-03, Interest – Imputation of Interest (Subtopic 835-30), that requires debt issuance costs to be reported as a direct deduction from the face of the note and not as a deferred charge. The discount and related debt issuance costs will be amortized into interest expense using the interest method over a 10 -year term to the first call date. Concurrently with the issuance of the Notes, the Company announced its plans to redeem 57,366 shares of the outstanding Senior Non-Cumulative perpetual preferred stock, series C, issued through the Small Business Lending Fund (SBLF). The shares were redeemed at their liquidation value of $1,000 per share plus accrued dividends (aggregate payment of $57.4 million) on July 22, 2015. A summary of the outstanding Notes at September 30, 2015 follows: September 30, December 31, (in thousands) 2015 2014 Interest rate Maturity date Earliest call date Subordinated notes payable ($60,000 face amount) $ $ - Fixed 5.625% June 25, 2030 June 25, 2025

Employee Benefit And Stock Comp

Employee Benefit And Stock Compensation Plans	9 Months Ended
	Sep. 30, 2015
Employee Benefit And Stock Compensation Plans
Employee Benefit And Stock Compensation Plans	10. Employee Benefit and Stock Compensation Plans Stock Options and Awards During the three and nine months ended September 30, 2015 and 2014 , the Company recognized compensation expense, net of estimated forfeitures, of $0.7 million and $2.6 million, respectively, compared to $0.7 million and $2.4 million in the relative prior year periods. The following table summarizes changes in option awards during nine months ended September 30, 2015 : Weighted average Shares exercise price Outstanding at December 31, 2014 $ Granted Exercised Forfeited Outstanding at September 30, 2015 $ Exercisable at September 30, 2015 $ The weighted average grant date fair value of options granted nine months ended September 30, 2015 was $2.49 per option. The following table summarizes changes in stock awards during the nine months ended September 30, 2015 . Weighted average Shares grant date fair value Unvested at December 31, 2014 $ Granted Vested Forfeited Unvested at September 30, 2015 $ At September 30, 2015 , there was $4.4 million of total unrecognized compensation expenses related to unvested share-based compensation arrangements granted under the plans. The expense is expected to be recognized over a weighted-average period of 1.9 years.

Segments

Segments	9 Months Ended
	Sep. 30, 2015
Segments
Segments	11. Segments The Company’s operating segments consist of Commercial Banking, Fee-Based Lines and Corporate Support and Other. As discussed in Note 1 , the Company discontinued the operations of GMB, which was a component of the Fee-Based Lines segment. The Company has considered the impact of the discontinuation on its operating segments and has determined that no change to its segment reporting is required. The activities of GMB have been reported as discontinued operations within the Fee-Based Lines segment for all periods presented. The financial information for the Commercial Banking and Fee-Based Lines segments reflect activities which are specifically identifiable or which are allocated based on an internal allocation method. The Corporate Support and Other segment includes activities that are not directly attributable to the other reportable segments including centralized bank operations and the activities of the Parent. The following tables report the results of operations for the three and nine months ended September 30, 2015 and 2014 by segment. Three months ended September 30, 2015 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net income from discontinued operations - - - - Net income (loss) $ $ $ $ Nine months ended September 30, 2015 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net loss from discontinued operations - - Net income (loss) $ $ $ $ Three months ended September 30, 2014 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net income from discontinued operations - - Net income (loss) $ $ $ $ Nine months ended September 30, 2014 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net income from discontinued operations - - Net income (loss) $ $ $ $

Fair Value Measurements

Fair Value Measurements	9 Months Ended
	Sep. 30, 2015
Fair Value Measurements
Fair Value Measurements	12. Fair Value Measurements ASC 820 emphasizes that fair value is a market-based measurement, not an entity-specific measurement. Therefore, a fair value measurement should be determined based on the assumptions that market participants would use in pricing an asset or liability. As a basis for considering market participant assumptions in fair value measurements, ASC 820 establishes a fair value hierarchy that distinguishes between market participant assumptions based on market data obtained from sources independent of the reporting entity (observable inputs that are classified within Levels 1 and 2 of the hierarchy) and the reporting entity’s own assumptions about market participant assumptions (unobservable inputs classified within Level 3 of the hierarchy). · Level 1 inputs utilize quoted prices (unadjusted) in active markets for identical assets or liabilities that the Company has the ability to access at the measurement date. · Level 2 inputs are inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly. Level 2 inputs may include quoted prices for similar assets and liabilities in active markets, as well as inputs that are observable for the asset or liability (other than quoted prices), such as interest rates, foreign exchange rates and yield curves that are observable at commonly quoted intervals. · Level 3 inputs are unobservable inputs for the asset or liability, which is typically based on an entity’s own assumptions, as there is little, if any, related market activity. In instances where the determination of the fair value measurement is based on inputs from different levels of the fair value hierarchy, the level in the fair value hierarchy within which the entire fair value measurement falls is based on the lowest level input that is significant to the fair value measurement in its entirety. The Company’s assessment of the significance of a particular input to the fair value measurement in its entirety requires judgment, and considers factors specific to the asset or liability. The Company evaluates fair value measurement inputs on an ongoing basis in order to determine if there is a change of sufficient significance to warrant a transfer between levels. For example, changes in market activity or the addition of new unobservable inputs could, in the Company’s judgment, cause a transfer to either a higher or lower level. A description of the valuation methodologies used for financial instruments measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy, is set forth below. Available for sale securities – At September 30, 2015 , the Company held, as part of its investment portfolio, available for sale securities reported at fair value consisting of municipal securities, corporate debt securities, and TPS. The fair value of the majority of municipal securities is determined using widely accepted valuation techniques including matrix pricing and broker-quote based applications. Inputs include benchmark yields, reported trades, issuer spreads, and other relevant items. As a result, the Company has determined that these valuations fall within Level 2 of the fair value hierarchy. The Company also holds TPS that are recorded at fair value based on unadjusted quoted market prices for identical securities in an active market. The majority of the TPS are actively traded in the market and as a result, the Company has determined that the valuation of these securities falls within Level 1 of the fair value hierarchy. The Company also holds certain TPS and corporate debt securities for which unadjusted market prices are not available or the markets are not active and are therefore classified as Level 2 or Level 3. For these securities, broker-dealer quotes, valuations based on similar but not identical securities or the most recent market trade (which may not be current), are used. Total net unrealized gain recognized in AOCI at September 30, 2015 on TPS Level 3 securities was immaterial. Derivative financial instruments – The Company uses interest-rate swaps as part of its cash flow strategy to manage its interest-rate risk. The valuation of these instruments is determined using widely accepted valuation techniques as discussed further below. The fair values of interest-rate swaps are determined using the market standard methodology of netting the discounted future fixed cash receipts (or payments) and the discounted expected variable cash payments (or receipts). The variable cash payments (or receipts) are based on an expectation of future interest rates (forward curves) derived from observable market interest rate curves. Pursuant to guidance in ASC 820, credit valuation adjustments are incorporated into the valuation to appropriately reflect both the Company’s own nonperformance risk and the respective counterparty’s nonperformance risk in the fair value measurements. In adjusting the fair value of its derivative contracts for the effect of nonperformance risk, the Company has considered the impact of netting and any applicable credit enhancements, such as collateral postings and thresholds. The Company has made an accounting policy election to measure the credit risk of its derivative financial instruments that are subject to master netting agreements on a net basis by counterparty portfolio. The Company uses Level 2 and Level 3 inputs to determine the valuation of its derivatives portfolio. The valuation of derivative instruments is determined using widely accepted valuation techniques including discounted cash flow analysis on the expected cash flows of each derivative. This analysis reflects the contractual terms of the derivatives, including the period to maturity, and uses observable market-based inputs (Level 2 inputs), including interest rate curves and implied volatilities. The estimates of fair value are made using a standardized methodology that nets the discounted expected future cash receipts and cash payments (based on observable market inputs). Level 3 inputs include the credit valuation adjustments which use estimates of current credit spreads to evaluate the likelihood of default by the Company and its counterparties. At September 30, 2015 and December 31, 2014 , the Company assessed the impact of the Level 3 inputs on the overall derivative valuations in terms of the significance of the credit valuation adjustments in basis points and as a percentage of the overall derivative portfolio valuation and the overall notional value. The Company’s assessment determined that credit valuation adjustments were not significant to the overall valuation of the portfolio. In addition, the significance of the credit value adjustments and overall derivative portfolio to the Company’s financial statements was considered. As a result of the insignificance of the credit value adjustments to the derivative portfolio valuations and the Company’s financial statements, the Company classified the derivative valuations in their entirety in Level 2. The Company uses foreign exchange forward contracts to mitigate exchange-rate risk arising from the Company’s foreign currency holdings to support its international banking product offering. Fair value measurements of these assets or liabilities are priced based on spot and forward foreign currency rates and the credit worthiness of the contract counterparty. These contracts are classified in Level 2. Impaired loans – Certain collateral-dependent impaired loans are reported at the fair value of the underlying collateral. Impairment is measured based on the fair value of the collateral, which is typically derived from appraisals that take into consideration prices in observed transactions involving similar assets and similar locations. Each appraisal is updated on an annual basis, either through a new appraisal or through the Company’s comprehensive internal review process. Appraised values are reviewed and monitored internally and fair value is assessed at least quarterly or more frequently when circumstances occur that indicate a change in fair value has occurred. The Company classified impaired loans as Level 3. The following tables present the Company’s assets and liabilities measured at fair value on a recurring basis at September 30, 2015 and December 31, 2014 , aggregated by the level in the fair value hierarchy within which those measurements fall. Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable Balance at identical assets inputs inputs (in thousands) September 30, 2015 (Level 1) (Level 2) (Level 3) Assets Available for sale securities: Trust preferred securities $ $ $ $ Corporate debt securities - - Municipal securities - - Total available for sale securities $ $ $ $ Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedges - - - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative assets $ $ - $ $ - Liabilities Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedges - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative liabilities $ $ - $ $ - Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable Balance at identical assets inputs inputs (in thousands) December 31, 2014 (Level 1) (Level 2) (Level 3) Assets Available for sale securities: Mortgage-backed securities $ $ - $ $ - Trust preferred securities Corporate debt securities - - Municipal securities - - Total available for sale securities $ $ $ $ Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedges - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative assets $ $ - $ $ - Liabilities Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedge - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative liabilities $ $ - $ $ - A reconciliation of the beginning and ending balances of assets measured at fair value, on a recurring basis, using Level 3 inputs follows: Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Beginning balance $ $ $ $ Transfers - - - Net accretion Sales / calls / maturities - - - Unrealized gain included in comprehensive income Ending balance $ $ $ $ Fair value is used on a nonrecurring basis to evaluate certain financial assets and financial liabilities in specific circumstances. The following table presents the Company’s assets measured at fair value on a nonrecurring basis at the dates specified in the following table, aggregated by the level in the fair value hierarchy within which those measurements fall. Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable identical assets inputs inputs (in thousands) Total (Level 1) (Level 2) (Level 3) Impaired loans, net of specific reserve: At September 30, 2015 $ $ - $ - $ At December 31, 2014 $ $ - $ - $ During the three and nine months ended September 30, 2015 , the Company recorded a $0.1 million and a $1.0 million provision for loan loss reversal on impaired loans, respectively. For the three and nine months ended September 30, 2015 , the Company recorded net recoveries of $0.3 million and $1.1 million, respectively, on impaired loans. Fair value is also used on a nonrecurring basis for nonfinancial assets and nonfinancial liabilities such as foreclosed assets, other real estate owned, intangible assets, nonfinancial assets and liabilities evaluated in a goodwill impairment analysis and other nonfinancial assets measured at fair value for purposes of assessing impairment. A description of the valuation methodologies used for nonfinancial assets measured at fair value, as well as the general classification of such instruments pursuant to the valuation hierarchy, is set forth below. Other real estate owned (OREO) – OREO represents real property taken by the Company either through foreclosure or through a deed in lieu thereof from the borrower. The fair value of OREO is based on property appraisals adjusted at management’s discretion to reflect a further decline in the fair value of properties since the time the appraisal analysis was performed. It has been the Company’s experience that appraisals quickly become outdated due to the volatile real-estate environment. Therefore, the inputs used to determine the fair value of OREO fall within Level 3. The Company may include within OREO other repossessed assets received as partial satisfaction of a loan. Other repossessed assets are not material and do not typically have readily determinable market values and are considered Level 3 inputs. The following tables present the Company’s nonfinancial assets measured at fair value on a nonrecurring basis at September 30, 2015 and December 31, 2014 , aggregated by the level in the fair value hierarchy within which those measurements fall. Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable identical assets inputs inputs Year-to-date (in thousands) Total (Level 1) (Level 2) (Level 3) gain (loss) OREO: At September 30, 2015 $ $ - $ - $ $ At December 31, 2014 $ $ - $ - $ $ In accordance with ASC 310, the fair value of OREO recorded as an asset is reduced by estimated selling costs. The following table is a reconciliation of the fair value measurement of OREO disclosed pursuant to ASC 820 to the amount recorded on the Condensed Consolidated Balance Sheets: At At (in thousands) September 30, 2015 December 31, 2014 OREO recorded at fair value $ $ Estimated selling costs OREO $ $ Valuation adjustments on OREO and additional gains or losses at the time OREO is sold are recognized in current earnings under the caption “Net (gain) loss on securities, other assets and other real estate owned.” Below is a summary of OREO transactions for nine months ended September 30, 2015 : (in thousands) OREO Beginning OREO balance $ OREO sales Valuation adjustments Ending OREO balance $ The following tables provide information describing the valuation processes used to determine recurring and nonrecurring fair value measurements categorized within Level 3 of the fair value hierarchy at September 30, 2015 and December 31, 2014 . At September 30, 2015 Fair Value Weighted Category (in thousands) Valuation Technique Unobservable Input Average Range Trust preferred securities $ Market approach Discount to carrying value using broker quotes or observable prices on similar securities 12 % 0% to 16% Impaired loans: Commercial $ Sales comparison (1) Management discount for asset type 57 % 0% - 76% Commercial Sales comparison (1) Sales comparison adjustments (32) % NA Real estate - mortgage Sales comparison (1) Sales comparison adjustments 1 % (15)% to 14% Construction & land Sales comparison (1) Sales comparison adjustments (24) % NA Consumer Sales comparison (1) Sales comparison adjustments 14 % NA Total impaired loans $ OREO: Commercial $ Property appraisals (1) Management discount for property type and recent market volatility 0% % NA Construction & land Property appraisals (1) Management discount for property type and recent market volatility 17 % NA Total OREO $ At December 31, 2014 Fair Value Weighted Category (in thousands) Valuation Technique Unobservable Input Average Range Trust preferred securities $ Market approach Discount to carrying value using broker quotes or observable prices on similar securities 14 % 0% to 18% Impaired loans: Commercial $ Market approach Management discount for asset type 41 % 77% to 6% Real estate - mortgage Income approach Capitalization and/or discount rate 9 % 9% to 10% Real estate - mortgage Sales comparison (1) Sales comparison adjustments 4 % (9)% to 14% Construction & land Sales comparison (1) Sales comparison adjustments 3 % (24)% to 5% Consumer Sales comparison (1) Sales comparison adjustments 7 % 5% to 14% Total impaired loans $ OREO: Commercial $ Property appraisals (1) Management discount for property type and recent market volatility 19 % 0% to 30% Construction & land Property appraisals (1) Management discount for property type and recent market volatility 19 % 17% to 50% Total OREO $ (1) The fair value of OREO and collateral-dependent impaired loans is based on third-party property appraisals. The majority of the appraisals utilize a single valuation approach or a combination of approaches including a market approach, where prices and other relevant information generated by market transactions involving identical or comparable properties are used to determine fair value. Appraisals may include an ‘as is’ sales comparison approach and an ‘upon completion’ valuation approach. Adjustments are routinely made in the appraisal process by third-party appraisers to adjust for differences between the comparable sales and income data. Adjustments also result from the consideration of relevant economic and demographic factors with the potential to affect property values. Also, prospective values are based on the market conditions which exist at the date of inspection combined with informed forecasts based on current trends in supply and demand for the property types under appraisal. For sales comparisons, positive adjustments disclosed in these tables represent increases and negative adjustments represent decreases in fair value. The following table includes the estimated fair value of the Company’s financial instruments. The methodologies for estimating the fair value of financial assets and financial liabilities measured at fair value on a recurring and nonrecurring basis are discussed above. The methodologies for estimating the fair value for other financial assets and financial liabilities are discussed below. The estimated fair value amounts have been determined by the Company using available market information and appropriate valuation methodologies. However, considerable judgment is required to interpret market data in order to develop the estimates of fair value. Accordingly, the estimates presented herein are not necessarily indicative of the amounts the Company could realize in a current market exchange. The use of different market assumptions and/or estimation methodologies may have a material effect on the estimated fair value amounts at September 30, 2015 and December 31, 2014 . September 30, 2015 December 31, 2014 Carrying Estimated Carrying Estimated (in thousands) value fair value value fair value Financial assets: Cash and cash equivalents $ $ $ $ Investment securities available for sale Investment securities held to maturity Other investments Loans — net Accrued interest receivable Derivatives Financial liabilities: Deposits $ $ $ $ Securities sold under agreements to repurchase Short-term borrowings Accrued interest payable Subordinated notes payable - - Junior subordinated debentures Derivatives The fair value estimation methodologies utilized by the Company for financial instruments and the classification level within the fair value hierarchy that those instruments fall are summarized as follows: Cash and cash equivalents — The carrying amount of cash and cash equivalents is a reasonable estimate of fair value which is classified as Level 2. Other investments — Included in this category are the Company’s investment in the FHLB and other equity method investments. Due to restrictions on transferability, it is not practical to estimate fair value on the FHLB investment which is reported at carrying value. The fair value of other equity method investments approximates fair value and is classified as Level 2. Loans — The fair value of loans is estimated by discounting future contractual cash flows using estimated market rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities. In computing the estimate of fair value for all loans, the estimated cash flows and/or carrying value have been reduced by specific and general reserves for loan losses. The fair value of loans is classified as Level 3 within the fair value hierarchy. Accrued interest receivable/payable — The fair value of accrued interest receivable/payable approximates the carrying amount due to the short-term nature of these amounts and is classified in the same level hierarchy as the underlying assets/liabilities. Deposits — The fair value of certificates of deposit is estimated by discounting the expected life using an index of the U.S. Treasury curve. Non-maturity deposits are reflected at their carrying value for purposes of estimating fair value. The fair value of all deposits is classified as Level 2. Securities sold under agreements to repurchase — Estimated fair value is based on discounting cash flows and is classified as Level 2. Short-term borrowings — The estimated fair value of short-term borrowings approximates their carrying value, due to their short-term nature and is classified as Level 2. Subordinated notes payable — The estimated fair value of subordinated notes payable is based on discounting cash flows for comparable instruments and is classified as Level 3. Junior subordinated debentures — The estimated fair value of junior subordinated debentures approximates their carrying value, due to the variable interest rate paid on the debentures and is classified as Level 2. Commitments to extend credit and standby letters of credit — The Company’s off-balance sheet commitments are funded at current market rates at the date they are drawn upon. It is management’s opinion that the fair value of these commitments would approximate their carrying value, if drawn upon, and are classified as Level 3. The fair value estimates presented herein are based on pertinent information available to management at 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 financial statements since that date and, therefore, current estimates of fair value may differ significantly from the amounts presented herein.

Regulatory Matters

Regulatory Matters	9 Months Ended
	Sep. 30, 2015
Regulatory Matters
Regulatory Matters	13. Regulatory Matters In March 2015, the Company implemented the Basel III capital rules that reformed the regulatory capital framework for banking institutions. Basel III has increased both the quantity and quality of regulatory capital. On July 22, 2015, the Company redeemed its Senior Non-Cumulative Perpetual Preferred Stock, Series C, issued through the SBLF. As a result of the redemption, the Company’s Tier 1 capital decreased. However, Tier 2 capital at June 30, 2015 increased due to the inclusion of the Notes. Refer to Note 9 for additional information. The following table shows the Company’s and the Bank’s capital amounts, ratios and regulatory thresholds under Basel III at September 30, 2015 : At September 30, 2015 (in thousands) Company Bank Common shareholders' equity $ $ Regulatory adjustments and deductions: Disallowed intangible assets - Net operating loss carryforwards Unrealized net gain on HTM securities Unrealized net gain on AFS securities Unrealized (gain) loss on cash flow hedges Tier 1 deductions applied to CET1 - Common equity tier 1 capital (CET1) Subordinated debentures - Tier 1 capital deductions - Tier 1 capital Allowance for loan losses Subordinated notes payable - Tier 2 capital deductions Total risk-based regulatory capital $ $ Company At September 30, 2015 Risk-based Leverage (in thousands) Common Tier 1 Tier 1 Total capital Tier 1 Regulatory capital $ $ $ $ Well-capitalized requirement Regulatory capital - excess $ $ $ $ Capital ratios % % % % Minimum capital requirement % % % % Well-capitalized requirement (1) % % % % Bank At September 30, 2015 Risk-based Leverage (in thousands) Common Tier 1 Tier 1 Total capital Tier 1 Regulatory capital $ $ $ $ Well-capitalized requirement Regulatory capital - excess $ $ $ $ Capital ratios % % % % Minimum capital requirement % % % % Well-capitalized requirement % % % % (1) The ratios for the well-capitalized requirement are only applicable to the Bank. However, the Company manages its capital position as if the requirement applies to the consolidated entity and has presented the ratios as if they also applied to the Company .

Supplemental Financial Data

Supplemental Financial Data	9 Months Ended
	Sep. 30, 2015
Supplemental Financial Data
Supplemental Financial Data	14. Supplemental Financial Data Other income and Other expense as shown in the Condensed Consolidated Statements of Income for the three and nine months ended September 30, 2015 and 2014 is detailed in the following schedules. Three months ended Nine months ended Other income September 30, September 30, (in thousands) 2015 2014 2015 2014 Loan fees $ $ $ $ Other customer service fees Bank-owned life insurance Private equity investment income (loss) Other - Total $ $ $ $ Three months ended Nine months ended Other expense September 30, September 30, (in thousands) 2015 2014 2015 2014 Marketing and business development $ $ $ $ Service contracts Professional fees Office supplies and delivery Other Total $ $ $ $

Nature of Operations and Sign21

Nature of Operations and Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2015
Nature Of Operations and Significant Accounting Policies
Basis of Presentation	Basis of Presentation —These financial statements and notes thereto should be read in conjunction with, and are qualified in their entirety by, the Company’s Annual Report on Form 10-K for the year ended December 31, 2014 , as filed with the U.S. Securities and Exchange Commission (SEC). The Condensed Consolidated Financial Statements have been prepared in accordance with accounting principles generally accepted in the United States of America for interim financial information and the instructions to Form 10-Q. Accordingly, they do not include all of the information and footnotes required by accounting principles generally accepted in the United States of America for complete financial statements. In the opinion of management, all adjustments (consisting only of normally recurring accruals) considered necessary for a fair presentation have been included. Operating results for the three and nine months ended September 30, 2015 , are not necessarily indicative of the results that may be expected for the full year ending December 31, 2015 . The Condensed Consolidated Financial Statements include entities in which the Parent has a controlling financial interest. These entities include: the Bank; CoBiz Insurance, Inc.; CoBiz GMB, Inc.; and CoBiz IM. Intercompany balances and transactions are eliminated in consolidation. The Company determines whether it has a controlling financial interest in an entity by first evaluating whether the entity is a voting interest entity or a variable interest entity (VIE). The voting interest model is used when the equity investment is sufficient to absorb the expected losses and the equity investment has all of the characteristics of a controlling financial interest. Under the voting interest model, the party with the controlling voting interest consolidates the legal entity. The VIE model is used when any of the following conditions exist: the equity investment at risk is not sufficient to finance the entity’s activities without additional subordinated financial support; the holders of the equity investment do not have a controlling voting interest; or the holders of the equity investment are not obligated to absorb the expected losses or residual returns of the legal entity. An enterprise is considered to have a controlling financial interest of a VIE if it has both the power to direct the activities that most significantly impact economic performance and the obligation to absorb losses, or receive benefits, that are significant to the VIE. An enterprise that has a controlling financial interest is considered the primary beneficiary and must consolidate the VIE. The Company was not the primary beneficiary of a VIE at September 30, 2015 or December 31, 2014 . Certain reclassifications have been made to prior years’ Condensed Consolidated Financial Statements and related notes to conform to the current year presentation.
Cash And Cash Equivalents	Cash and Cash Equivalents — The Company considers all liquid investments with original maturities of three months or less to be cash equivalents. Cash and cash equivalents include amounts that the Company is required to maintain at the Federal Reserve Bank of Kansas City to meet certain regulatory reserve balance requirements.
Investments	Investments — The Company classifies its investment securities as held to maturity, available for sale or trading, according to management’s intent. Investment securities held to maturity consist of residential mortgage-backed securities (MBS), bonds, notes and debentures for which the Company has the positive intent and ability to hold to maturity and are reported at cost, adjusted for amortization or accretion of premiums and discounts. Available for sale securities consist of MBS, bonds, notes and debentures (including corporate debt and trust preferred securities (TPS)) not classified as held to maturity securities and are reported at fair value as determined by quoted market prices. Unrealized holding gains and losses, net of tax, are reported as a net amount in AOCI until realized. The Company does not currently have any trading securities. Premiums and discounts, adjusted for prepayments as applicable, are recognized in interest income. Other than temporary declines in the fair value of individual investment securities held to maturity and available for sale are charged against earnings. Gains and losses on disposal of investment securities are determined using the specific-identification method. Transfers of debt securities into the held to maturity category from the available for sale category are made at fair value at the date of transfer. The unrealized gain or loss at the date of transfer is retained in AOCI and in the carrying value of the held to maturity securities. Such amounts are amortized over the remaining life of the security. Other-than-temporary-impairment (OTTI) on debt securities is separated between the amount that is credit related (credit loss component) and the amount due to all other factors. The credit loss component is recognized in earnings and is the difference between a security’s amortized cost basis and the discounted present value of expected future cash flows. The amount due to all other factors is recognized in other comprehensive income (OCI).
Bank Stocks	Bank Stocks — Federal Home Loan Bank of Topeka (FHLB), Federal Reserve Bank and other correspondent bank stocks are accounted for under the cost method.
Loans Held For Investment	Loans held for investment — Loans that the Company has the intent and ability to hold for the foreseeable future or until maturity or pay-off are reported at their outstanding principal balances adjusted for any charge-offs, the allowance for loan losses, deferred fees and costs on originated loans, and unamortized premiums or discounts on purchased loans. Interest is accrued and credited to income daily based on the principal balance outstanding. The accrual of interest income is generally discontinued when a loan becomes 90 days past due as to principal and interest. When a loan is designated as nonaccrual, the current period’s accrued interest receivable is charged against current earnings while any portions relating to prior periods are charged against the allowance for loan losses. Interest payments received on nonaccrual loans are generally applied to the principal balance of the loan. Loans are returned to accrual status when all the principal and interest amounts contractually due are brought current and future payments are reasonably assured and there has been demonstrated performance in accordance with contractual terms. The Company may elect to continue the accrual of interest when the loan is in the process of collection and the realizable value of collateral is sufficient to cover the principal balance and accrued interest.
Loans Held For Sale	Loans Held for Sale — Loans held for sale include loans the Company has demonstrated the ability and intent to sell. Loans held for sale are primarily nonperforming loans. Loans held for sale are carried at the lower of cost or fair value and are evaluated on a loan-by-loan basis.
Impaired Loans	Impaired Loans — Impaired loans, with the exception of groups of smaller-balance homogenous loans that are collectively evaluated for impairment, are defined as loans for which, based on current information and events, it is probable that the Company will be unable to collect the scheduled payments of principal or interest when due according to the contractual terms of the loan agreement. Factors considered by management in determining impairment include payment status, collateral value, and the probability of collecting scheduled principal and interest payments when due. Loans that experience insignificant payment delays of less than 90 days and monthly payment shortfalls of less than 10% of the contractual payment on a consumer loan generally are not classified as impaired if the Company ultimately expects to recover its full investment. The Company determines the significance of payment delays and payment shortfalls on a case-by-case basis, taking into consideration all of the circumstances surrounding the loan and the borrower, including the length of the delay, the reasons for the delay, the borrower’s prior payment record, and the amount of the shortfall in relation to the principal and interest owed. Impairment is measured on a loan-by-loan basis by the present value of expected future cash flows discounted at the loan’s effective interest rate, the loan’s obtainable market price or the fair value of the collateral if the loan is collateral dependent. Loans that are deemed to be impaired are evaluated in accordance with Accounting Standards Codification (ASC) Topic 310-10-35, Receivables – Subsequent Measurement (ASC 310) and ASC Topic 450-20, Loss Contingencies (ASC 450). Included in impaired loans are troubled debt restructurings. A troubled debt restructuring is a formal restructure of a loan where the Company, for economic or legal reasons related to the borrower’s financial difficulties, grants a concession to the borrower. The concessions may be granted in various forms, including but not limited to reduction in the stated interest rate, reduction in the loan balance or accrued interest, or extension of the maturity date. Troubled debt restructurings are evaluated in accordance with ASC Topic 310-40, Troubled Debt Restructurings by Creditors. Interest payments on impaired loans are typically applied to principal unless collectability of principal is reasonably assured. Loans that have been modified in a formal restructuring are typically returned to accrual status when there has been a sustained period of performance (generally six months) under the modified terms, the borrower has shown the ability and willingness to repay and the Company expects to collect all amounts due under the modified terms.
Loan Origination Fees And Costs	Loan Origination Fees and Costs — Loan fees and certain costs of originating loans are deferred and the net amount is amortized over the contractual life of the related loans in accordance with ASC Topic 310-20, Nonrefundable Fees and Other Costs.
Allowance For Loan Losses	Allowance for Loan Losses — The allowance for loan losses (ALL) is established as losses are estimated to have occurred through a provision for loan losses charged against earnings. Loan losses are charged against the allowance when management believes the uncollectability of a loan balance is confirmed. Subsequent recoveries, if any, are credited to the allowance. The ALL is evaluated on a regular basis by management and is based upon management’s periodic review of the collectability of the loans in light of historical experience, the nature and volume of the loan portfolio, adverse situations that may affect the borrower’s ability to repay, estimated value of any underlying collateral, and prevailing economic conditions. This evaluation is inherently subjective as it requires estimates that are susceptible to significant revision as new information becomes available.
Allowance For Credit Losses	Allowance for Credit Losses — The allowance for credit losses is established as losses are estimated to have occurred through a provision for credit losses charged to earnings. The allowance for credit losses represents management’s recognition of a separate reserve for off-balance sheet loan commitments and letters of credit. While the allowance for loan losses is recorded as a contra-asset to the loan portfolio on the Condensed Consolidated Balance Sheets, the allowance for credit losses is recorded under the caption “Accrued interest and other liabilities”. Although the allowances are presented separately on the balance sheets, any losses incurred from credit losses would be reported as a charge-off in the allowance for loan losses, as any loss would be recorded after the off-balance sheet commitment had been funded.
Bank-Owned Life Insurance (BOLI)	Bank-Owned Life Insurance (BOLI) – The Bank invested in BOLI policies to fund certain future employee benefit costs and are recorded at net realizable value. Changes in the amount that could be realized and amounts realized from policy claims are recorded in the Condensed Consolidated Statements of Income as “Other Income”.
Derivative Instruments	Derivative Instruments — Derivative financial instruments are accounted for at fair value. The Company utilizes interest rate swaps to hedge a portion of its exposure to interest rate changes. These instruments are accounted for as cash flow hedges, as defined by ASC Topic 815, Derivatives and Hedging (ASC 815). The net cash flows from these hedges are classified in operating activities within the Condensed Consolidated Statements of Cash Flows with the hedged items. The Company also uses interest rate swaps to hedge against adverse changes in fair value on fixed-rate loans. These instruments are accounted for as fair value hedges in accordance with ASC 815. The Company also has a derivative program that offers interest-rate caps, floors, swaps and collars to customers of the Bank. The fair value amounts recognized for derivative instruments and the fair value amounts recognized for the right to reclaim or obligation to return cash collateral are not offset when represented under a master netting arrangement. The Company also uses foreign currency forward contracts (FX forwards) giving it the right to sell underlying currencies at specified future dates and predetermined prices in order to mitigate foreign exchange risk associated with long positions. FX forwards are carried at fair value with changes in value recognized in current earnings as the contracts are not designated as hedging instruments. See Note 7 – Derivatives.
Fair Value Measurements	Fair Value Measurements — The Company measures financial assets, financial liabilities, nonfinancial assets and nonfinancial liabilities pursuant to ASC Topic 820, Fair Value Measurement (ASC 820). ASC 820 defines fair value, establishes a framework for measuring fair value, and expands disclosures about fair value measurements.
Income From Discontinued Operations, Net of Income Taxes	Loss From Discontinued Operations, Net of Income Taxes — During the first quarter of 2015, the Company ceased the operations of GMB due to increasing regulatory compliance costs and in order to focus on activities that provide recurring revenue. GMB’s revenues were transactional and highly dependent on deal volume which could vary significantly from period to period. The Company does not expect any significant continuing involvement because GMB’s business ceased and GMB’s broker-dealer status was terminated as of March 31, 2015. The primary assets and liabilities of GMB, comprised of cash and accrued compensation, were immaterial at March 31, 2015. GMB was a component of the Fee-Based Lines segment. The operating results of GMB have been retrospectively presented as discontinued operations for all periods presented. The table below presents the results of GMB for the three and nine months ended September 30, 2015 and 2014 . Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Noninterest income $ - $ $ $ Noninterest expense - Income (loss) before income taxes - Provision (benefit) for income taxes - Net income (loss) from discontinued operations $ - $ $ $ The net income (loss) before income taxes approximates total cash flows from operating activities of the discontinued operations. Cash flows from investing activities were not material.
Recent Accounting Pronouncements	In August 2015, the Financial Accounting Standard Board (FASB) issued Accounting Standard Update (ASU) No. 2015-14, Revenue from Contracts with Customers (Topic 606) (ASU 2015-14). In May 2014, the FASB issued Accounting Standards Update No. 2014-09, Revenue from Contracts with Customers (Topic 606), with an original effective date for annual reporting periods beg inning after December 15, 2016. The core principle of ASU 2014-09 is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. ASU 2015-14 deferred the effective date of ASU 2014-09 to annual periods and interim periods within those annual periods beginning after December 15, 2017. The Company is currently evaluating the effects of ASU 2015-14 on its financial statements and disclosures, if any.

Nature Of Operations and Sign22

Nature Of Operations and Significant Accounting Policies (Tables)	9 Months Ended
	Sep. 30, 2015
Nature Of Operations and Significant Accounting Policies
Schedule of Cash Flow, Supplemental Disclosures	Nine months ended September 30, (in thousands) 2015 2014 Cash paid during the period for: Interest $ $ Income taxes Other noncash activities: Available for sale securities transferred to held to maturity $ $ - Loans transferred to OREO - Loans transferred to held for sale
Schedule Of Discontinued Operations	Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Noninterest income $ - $ $ $ Noninterest expense - Income (loss) before income taxes - Provision (benefit) for income taxes - Net income (loss) from discontinued operations $ - $ $ $

Earnings per Common Share (Tabl

Earnings per Common Share (Tables)	9 Months Ended
	Sep. 30, 2015
Earnings per Common Share
Schedule Of Weighted Average Shares Outstanding Used In Calculation Of Basic And Diluted Loss Per Share	Three months ended Nine months ended September 30, September 30, (in thousands, except share and per share amounts) 2015 2014 2015 2014 Net income from continuing operations $ $ $ $ Net (loss) income from discontinued operations - Net income Preferred stock dividends Net income available to common shareholders Dividends and undistributed earnings allocated to participating securities Earnings allocated to common shares (1) $ $ $ $ Weighted average common shares - issued Average unvested restricted share awards Weighted average common shares outstanding - basic Effect of dilutive stock options and awards outstanding Weighted average common shares outstanding - diluted Weighted average antidilutive securities outstanding (2) Basic earnings per common share - continuing operations $ $ $ $ Diluted earnings per common share - continuing operations $ $ $ $ Basic earnings per common share - discontinued operations $ - $ $ - $ Diluted earnings per common share - discontinued operations $ - $ $ - $ Basic earnings per common share $ $ $ $ Diluted earnings per common share $ $ $ $ Dividends declared per share $ $ $ $ (1) Earnings allocated to common shareholders for basic EPS under the two-class method may differ from earnings allocated for diluted EPS when use of the treasury method results in greater dilution than the two-class method. (2) Antidilutive shares excluded from the diluted earnings per share computation.

Investments (Tables)

Investments (Tables)	9 Months Ended
	Sep. 30, 2015
Investments
Summary of amortized cost and estimated fair values of investment securities	At September 30, 2015 At December 31, 2014 Gross Gross Gross Gross Amortized unrealized unrealized Fair Amortized unrealized unrealized Fair (in thousands) cost gains losses value cost gains losses value Available for sale securities (AFS): Mortgage-backed securities $ - $ - $ - $ - $ $ $ $ Trust preferred securities Corporate debt securities Municipal securities Total AFS $ $ $ $ $ $ $ $ Held to maturity securities (HTM): Mortgage-backed securities $ $ $ $ $ $ $ - $ Trust preferred securities Municipal securities - - - - Total HTM $ $ $ $ $ $ $ $
Schedule Of Proceeds and Gains (Losses) From Securities Sold Or Called	Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Proceeds $ - $ - $ - $ Gains - - Losses
Investments Classified By Contractual Maturity Date	Available for sale Held to maturity Amortized Fair Amortized Fair (in thousands) cost value cost value Due in one year or less $ $ $ $ Due after one year through five years Due after five years through ten years Due after ten years Mortgage-backed securities - - $ $ $ $
Schedule of Securites in an Unrealized Loss Position	September 30, 2015 Less than 12 months 12 months or greater Total Fair Unrealized Fair Unrealized Fair Unrealized (in thousands) value loss value loss value loss AFS Trust preferred securities $ $ $ $ $ $ Corporate debt securities Municipal securities - - Total AFS $ $ $ $ $ $ HTM Mortgage-backed securities $ $ $ - $ - $ $ Trust preferred securities - - Municipal securities - - Total HTM $ $ $ - $ - $ $ December 31, 2014 Less than 12 months 12 months or greater Total Fair Unrealized Fair Unrealized Fair Unrealized (in thousands) value loss value loss value loss AFS Mortgage-backed securities $ $ $ $ $ $ Trust preferred securities Corporate debt securities Municipal securities - - Total AFS $ $ $ $ $ $ HTM Trust preferred securities $ $ $ - $ - $ $
Schedule Of Other Investments	September 30, December 31, (in thousands) 2015 2014 Bank stocks — at cost $ $ Investment in statutory trusts — equity method Total $ $

Loans (Tables)

Loans (Tables)	9 Months Ended
	Sep. 30, 2015
Loans
Schedule Of Loan Portfolio Segments	(in thousands) At September 30, 2015 At December 31, 2014 Commercial $ $ Real estate - mortgage Construction & land Consumer Other Loans held for investment Allowance for loan losses Unearned net loan fees Total net loans $ $
Schedule Of Major Portfolio Segment And Non Classified And Classified Loan Class	At September 30, 2015 (in thousands) Non-classified Classified Total Commercial Manufacturing $ $ $ Finance and insurance Healthcare Real estate services Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor Construction & land Consumer Other Total loans held for investment $ $ $ Unearned net loan fees Net loans held for investment $ At December 31, 2014 (in thousands) Non-classified Classified Total Commercial Manufacturing $ $ $ Finance and insurance Healthcare Real estate services Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor Other - Construction & land Consumer Other Total loans held for investment $ $ $ Unearned net loan fees Net loans held for investment $
Schedule Of Allowance For Loan Losses	Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Allowance for loan losses, beginning of period Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other Unallocated Total Provision Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other Unallocated Total Charge-offs Commercial $ $ $ $ Real estate - mortgage - Construction & land - Consumer Other Total Recoveries Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other - Total Allowance for loan losses, end of period Commercial $ $ $ $ Real estate - mortgage Construction & land Consumer Other Unallocated Total $ $ $ $
Schedule Of Allowance For Loan Losses On The Basis Of Impairment Method	At September 30, 2015 At December 31, 2014 Individually evaluated for impairment Collectively evaluated for impairment Individually evaluated for impairment Collectively evaluated for impairment (in thousands) Loans held for investment Allowance for loan losses Loans held for investment Allowance for loan losses Loans held for investment Allowance for loan losses Loans held for investment Allowance for loan losses Commercial $ $ $ $ $ $ $ $ Real estate - mortgage Construction & land Consumer Other - - Unallocated - - - - - - Total $ $ $ $ $ $ $ $
Schedule Of Impaired Loans	At September 30, 2015 Recorded Recorded Recorded investment investment Unpaid investment with a with no principal in impaired related related Related (in thousands) balance loans allowance allowance allowance Commercial Manufacturing $ $ $ $ - $ Finance and insurance - Real estate services - Construction - Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor - Construction & land Consumer Total $ $ $ $ $ At December 31, 2014 Recorded Recorded Recorded investment investment Unpaid investment with a with no principal in impaired related related Related (in thousands) balance loans (1) allowance allowance allowance Commercial Manufacturing $ $ $ $ $ Finance and insurance - Healthcare - Real estate services - Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor Construction & land Consumer Other - Total $ $ $ $ $ (1) Recorded investment in impaired loans in this table does not agree to loans individually evaluated for impairment disclosed in the previous table due to certain loans being excluded pursuant to ASC 310-40-50-2. Interest income recognized on impaired loans presented in the table below primarily represents interest earned on troubled debt restructurings that meet the definition of an impaired loan pursuant to ASU 310-10-35-16 and are subject to disclosure requirement under ASU 310-10-50-15. Impaired loans Three months ended September 30, Nine months ended September 30, 2015 2014 2015 2014 (in thousands) Average recorded Interest income Average recorded Interest income Average recorded Interest income Average recorded Interest income Commercial Manufacturing $ $ $ $ $ $ $ $ Finance and insurance Healthcare - - - - Real estate services Construction Wholesale and retail trade Other Real estate - mortgage Residential & commercial owner-occupied - Residential & commercial investor Construction & land Consumer Other - - - Total $ $ $ $ $ $ $ $
Schedule Of Transactions Related To Troubled Debt Restructurings	(in thousands) Performing Nonperforming Total Beginning balance at December 31, 2014 $ $ $ New restructurings Change in accrual status - Net paydowns Net recoveries - Ending balance at September 30, 2015 $ $ $
Schedule Of Troubled Debt Restructurings	Three months ended September 30, 2015 Three months ended September 30, 2014 Pre-modification Post-modification Pre-modification Post-modification outstanding outstanding outstanding outstanding Number of recorded recorded Number of recorded recorded ($ in thousands) contracts investment investment contracts investment investment Commercial Manufacturing $ $ $ $ Real estate services - - - Construction Wholesale and retail trade - - - Other Real estate - mortgage Residential & commercial owner-occupied - - - Consumer - - - Total $ $ $ $ Nine months ended September 30, 2015 Nine months ended September 30, 2014 Pre-modification Post-modification Pre-modification Post-modification outstanding outstanding outstanding outstanding Number of recorded recorded Number of recorded recorded ($ in thousands) contracts investment investment contracts investment investment Commercial Manufacturing $ $ $ $ Finance and insurance - - - Real estate services - - - Construction Wholesale and retail trade Other Real estate - mortgage Residential and commercial owner-occupied Construction & land - - - Consumer Other - - - Total $ $ $ $
Schedule Of Nonaccrual Loans	(in thousands) At September 30, 2015 At December 31, 2014 Commercial Manufacturing $ $ Finance and insurance Real estate services Construction Wholesale and retail trade Other Total commercial Real estate - mortgage Residential & commercial owner-occupied Residential & commercial investor - Total real estate - mortgage Construction & land Consumer Total nonaccrual loans $ $
Schedule Of Aging Of The Company's Loan Portfolio	At September 30, 2015 30 - 59 60 - 89 Days Days 90+ Days Total (in thousands) past due past due past due past due Current Total loans Commercial Manufacturing $ - $ - $ - $ - $ $ Finance and insurance - - Healthcare - - Real estate services - - Construction - - - - Wholesale and retail trade - - Other Real estate - mortgage Residential & commercial owner-occupied - - Residential & commercial investor - - - - - - Construction & land - - - - Consumer - - Other - - - - Total loans held for investment $ $ $ $ $ $ Unearned net loan fees Net loans held for investment $ At December 31, 2014 Recorded investment in loans 30 - 59 60 - 89 90 days or more Days Days 90+ Days Total past due and (in thousands) past due past due past due past due Current Total loans accruing Commercial Manufacturing $ $ $ - $ $ $ $ - Finance and insurance - - - - - Healthcare - - - Real estate services - - - - - Construction - - - Wholesale and retail trade - Other - - - Real estate - mortgage Residential & commercial owner-occupied - - - Residential & commercial investor - - - Other - - - - - - - Construction & land - - - Consumer - Other - - - - - Total loans held for investment $ $ $ $ $ $ $ Unearned net loan fees Net loans held for investment $

Accumulated Other Comprehensi26

Accumulated Other Comprehensive Income (Loss) Reclassifications (Tables)	9 Months Ended
	Sep. 30, 2015
Accumulated Other Comprehensive Income (Loss) Reclassifications
Schedule of reclassifications out of accumulated comprehensive income	Three months ended Nine months ended September 30, September 30, AOCI component (in thousands) 2015 2014 2015 2014 Line item in Condensed Consolidated Statement of Income Available for sale securities: Realized gain (loss) $ $ $ $ Net gain on securities, other assets and OREO Tax (provision) benefit Provision for income taxes Subtotal Held to maturity securities: Amortization of net unrealized gain on HTM securities - - Interest on taxable / nontaxable securities Tax provision - - Provision for income taxes Subtotal - - Cash flow hedges: Loans Interest and fees on loans Debt Interest on subordinated debentures and notes payable Realized loss Tax benefit Provision for income taxes Subtotal Total reclassifications out of AOCI $ $ $ $
Schedule of beginning and ending balances of AOCI and changes during the period	Accumulated other comprehensive income (in thousands) Available for sale securities Held to maturity securities Cash flow hedges Total Balance at December 31, 2014 $ $ - $ $ Other comprehensive income items - Reclassifications Transfers - - Other comprehensive income (loss), net of of tax Balance at September 30, 2015 $ $ $ $

Derivatives (Tables)

Derivatives (Tables)	9 Months Ended
	Sep. 30, 2015
Derivatives
Schedule Of Derivative Instruments In The Statements Of Financial Position	Asset derivatives Liability derivatives Fair value at Fair value at Balance sheet September 30, December 31, Balance sheet September 30, December 31, (in thousands) classification 2015 2014 classification 2015 2014 Derivatives designated as hedging instruments under ASC 815: Cash flow hedge - interest rate swap Other assets $ $ Accrued interest and other liabilities $ $ Fair value hedge - interest rate swap Other assets $ - $ Accrued interest and other liabilities $ $ Derivatives not designated as hedging instruments under ASC 815: Interest rate swap Other assets $ $ Accrued interest and other liabilities $ $ Foreign exchange forward contracts Other assets $ $ Accrued interest and other liabilities $ $
Schedule Of Fair Value Of Derivative Financial Instruments And Their Classification On Condensed Consolidated Balance Sheets	At September 30, 2015 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized assets offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (1) $ $ - $ $ $ - $ Derivatives not designated as hedges (1) - - Total $ $ - $ $ $ - $ At September 30, 2015 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized liabilities offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (2) $ $ - $ $ $ $ - Derivatives not designated as hedges (2) - Securities sold under agreements to repurchase (3) - - - Total $ $ - $ $ $ $ At December 31, 2014 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized assets offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (1) $ $ - $ $ $ - $ Derivatives not designated as hedges (1) - - Total $ $ - $ $ $ - $ At December 31, 2014 Gross Gross Gross amounts not offset amounts of amounts Financial Net (in thousands) recognized liabilities offset Net amounts Instruments Collateral Amount Derivatives designated as hedges (2) $ $ - $ $ $ $ - Derivatives not designated as hedges (2) - Securities sold under agreements to repurchase (3) - - - Total $ $ - $ $ $ $ (1) Included in other assets. (2) Included in accrued interest and other liabilities. (3) Separately stated in the Condensed Consolidated Balance Sheets.
Schedule Of Notional Amounts Of Outstanding Derivative Positions	(in thousands) Notional Fixed rate Termination date Hedged item - Junior subordinated debentures issued by: CoBiz Statutory Trust I $ % March 17, 2022 CoBiz Capital Trust II $ % April 23, 2020 CoBiz Capital Trust III $ % March 30, 2024

Borrowed Funds (Tables)

Borrowed Funds (Tables)	9 Months Ended
	Sep. 30, 2015
Securities Sold under Agreements to Repurchase
Borrowed Funds
Schedule of short-term borrowings	September 30, December 31, (in thousands) 2015 2014 Securities sold under agreements to repurchase (principally mortgage-backed securities with an estimated fair value of $66,905 and $54,652 at September 30, 2015 and December 31, 2014, respectively) $ $

Long-Term Debt (Tables)

Long-Term Debt (Tables)	9 Months Ended
	Sep. 30, 2015
Subordinated notes payable
Long-Term Debt
Schedule of long-term debt	September 30, December 31, (in thousands) 2015 2014 Interest rate Maturity date Earliest call date Subordinated notes payable ($60,000 face amount) $ $ - Fixed 5.625% June 25, 2030 June 25, 2025

Employee Benefit And Stock Co30

Employee Benefit And Stock Compensation Plans (Tables)	9 Months Ended
	Sep. 30, 2015
Employee Benefit And Stock Compensation Plans
Summary Of Changes In Stock Option Awards	Weighted average Shares exercise price Outstanding at December 31, 2014 $ Granted Exercised Forfeited Outstanding at September 30, 2015 $ Exercisable at September 30, 2015 $
Summary Of Changes In Stock Awards	Weighted average Shares grant date fair value Unvested at December 31, 2014 $ Granted Vested Forfeited Unvested at September 30, 2015 $

Segments (Tables)

Segments (Tables)	9 Months Ended
	Sep. 30, 2015
Segments
Summary Of Operating And Selected Financial Information By Operating Segment	Three months ended September 30, 2015 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net income from discontinued operations - - - - Net income (loss) $ $ $ $ Nine months ended September 30, 2015 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net loss from discontinued operations - - Net income (loss) $ $ $ $ Three months ended September 30, 2014 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net income from discontinued operations - - Net income (loss) $ $ $ $ Nine months ended September 30, 2014 Corporate Income Statement Commercial Fee-Based Support and (in thousands) Banking Lines Other Consolidated Total interest income $ $ $ $ Total interest expense Provision for loan losses - Noninterest income Noninterest expense Management fees and allocations, net of tax - Provision (benefit) for income taxes Net income (loss) from continuing operations $ $ $ $ Net income from discontinued operations - - Net income (loss) $ $ $ $

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2015
Fair Value Measurements
Financial Assets And Liabilities Measured At Fair Value On Recurring Basis	Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable Balance at identical assets inputs inputs (in thousands) September 30, 2015 (Level 1) (Level 2) (Level 3) Assets Available for sale securities: Trust preferred securities $ $ $ $ Corporate debt securities - - Municipal securities - - Total available for sale securities $ $ $ $ Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedges - - - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative assets $ $ - $ $ - Liabilities Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedges - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative liabilities $ $ - $ $ - Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable Balance at identical assets inputs inputs (in thousands) December 31, 2014 (Level 1) (Level 2) (Level 3) Assets Available for sale securities: Mortgage-backed securities $ $ - $ $ - Trust preferred securities Corporate debt securities - - Municipal securities - - Total available for sale securities $ $ $ $ Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedges - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative assets $ $ - $ $ - Liabilities Derivatives: Cash flow hedges $ $ - $ $ - Fair value hedge - - Non-designated hedges - - Foreign exchange forward contracts - - Total derivative liabilities $ $ - $ $ -
Financial Assets Measured At Fair Value On Recurring Basis Using Significant Unobservable Inputs	Three months ended September 30, Nine months ended September 30, (in thousands) 2015 2014 2015 2014 Beginning balance $ $ $ $ Transfers - - - Net accretion Sales / calls / maturities - - - Unrealized gain included in comprehensive income Ending balance $ $ $ $
Schedule Of Financial Assets Measured At Fair Value On A Nonrecurring Basis	Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable identical assets inputs inputs (in thousands) Total (Level 1) (Level 2) (Level 3) Impaired loans, net of specific reserve: At September 30, 2015 $ $ - $ - $ At December 31, 2014 $ $ - $ - $
Schedule Of Nonfinancial Assets Measured At Fair Value On A Nonrecurring Basis	Fair value measurements using: Quoted prices in Significant other Significant other active markets for observable observable identical assets inputs inputs Year-to-date (in thousands) Total (Level 1) (Level 2) (Level 3) gain (loss) OREO: At September 30, 2015 $ $ - $ - $ $ At December 31, 2014 $ $ - $ - $ $
Summary Of Other Real Estate Owned Transactions	At At (in thousands) September 30, 2015 December 31, 2014 OREO recorded at fair value $ $ Estimated selling costs OREO $ $
Reconciliation Of Other Real Estate Owned Fair Value Measurement	Below is a summary of OREO transactions for nine months ended September 30, 2015 : (in thousands) OREO Beginning OREO balance $ OREO sales Valuation adjustments Ending OREO balance $
Fair Value Measurements, Recurring And Nonrecurring, Valuation Techniques	At September 30, 2015 Fair Value Weighted Category (in thousands) Valuation Technique Unobservable Input Average Range Trust preferred securities $ Market approach Discount to carrying value using broker quotes or observable prices on similar securities 12 % 0% to 16% Impaired loans: Commercial $ Sales comparison (1) Management discount for asset type 57 % 0% - 76% Commercial Sales comparison (1) Sales comparison adjustments (32) % NA Real estate - mortgage Sales comparison (1) Sales comparison adjustments 1 % (15)% to 14% Construction & land Sales comparison (1) Sales comparison adjustments (24) % NA Consumer Sales comparison (1) Sales comparison adjustments 14 % NA Total impaired loans $ OREO: Commercial $ Property appraisals (1) Management discount for property type and recent market volatility 0% % NA Construction & land Property appraisals (1) Management discount for property type and recent market volatility 17 % NA Total OREO $ At December 31, 2014 Fair Value Weighted Category (in thousands) Valuation Technique Unobservable Input Average Range Trust preferred securities $ Market approach Discount to carrying value using broker quotes or observable prices on similar securities 14 % 0% to 18% Impaired loans: Commercial $ Market approach Management discount for asset type 41 % 77% to 6% Real estate - mortgage Income approach Capitalization and/or discount rate 9 % 9% to 10% Real estate - mortgage Sales comparison (1) Sales comparison adjustments 4 % (9)% to 14% Construction & land Sales comparison (1) Sales comparison adjustments 3 % (24)% to 5% Consumer Sales comparison (1) Sales comparison adjustments 7 % 5% to 14% Total impaired loans $ OREO: Commercial $ Property appraisals (1) Management discount for property type and recent market volatility 19 % 0% to 30% Construction & land Property appraisals (1) Management discount for property type and recent market volatility 19 % 17% to 50% Total OREO $ (1) The fair value of OREO and collateral-dependent impaired loans is based on third-party property appraisals. The majority of the appraisals utilize a single valuation approach or a combination of approaches including a market approach, where prices and other relevant information generated by market transactions involving identical or comparable properties are used to determine fair value. Appraisals may include an ‘as is’ sales comparison approach and an ‘upon completion’ valuation approach. Adjustments are routinely made in the appraisal process by third-party appraisers to adjust for differences between the comparable sales and income data. Adjustments also result from the consideration of relevant economic and demographic factors with the potential to affect property values. Also, prospective values are based on the market conditions which exist at the date of inspection combined with informed forecasts based on current trends in supply and demand for the property types under appraisal. For sales comparisons, positive adjustments disclosed in these tables represent increases and negative adjustments represent decreases in fair value.
Schedule Of Estimated Fair Value Of Other Financial Instruments	September 30, 2015 December 31, 2014 Carrying Estimated Carrying Estimated (in thousands) value fair value value fair value Financial assets: Cash and cash equivalents $ $ $ $ Investment securities available for sale Investment securities held to maturity Other investments Loans — net Accrued interest receivable Derivatives Financial liabilities: Deposits $ $ $ $ Securities sold under agreements to repurchase Short-term borrowings Accrued interest payable Subordinated notes payable - - Junior subordinated debentures Derivatives

Regulatory Matters (Tables)

Regulatory Matters (Tables)	9 Months Ended
	Sep. 30, 2015
Regulatory Matters
Reconciliation Of Regulatory Capital	At September 30, 2015 (in thousands) Company Bank Common shareholders' equity $ $ Regulatory adjustments and deductions: Disallowed intangible assets - Net operating loss carryforwards Unrealized net gain on HTM securities Unrealized net gain on AFS securities Unrealized (gain) loss on cash flow hedges Tier 1 deductions applied to CET1 - Common equity tier 1 capital (CET1) Subordinated debentures - Tier 1 capital deductions - Tier 1 capital Allowance for loan losses Subordinated notes payable - Tier 2 capital deductions Total risk-based regulatory capital $ $
Schedule Of Regulatory Capital Amounts And Ratios Of The Company And The Bank	Company At September 30, 2015 Risk-based Leverage (in thousands) Common Tier 1 Tier 1 Total capital Tier 1 Regulatory capital $ $ $ $ Well-capitalized requirement Regulatory capital - excess $ $ $ $ Capital ratios % % % % Minimum capital requirement % % % % Well-capitalized requirement (1) % % % % Bank At September 30, 2015 Risk-based Leverage (in thousands) Common Tier 1 Tier 1 Total capital Tier 1 Regulatory capital $ $ $ $ Well-capitalized requirement Regulatory capital - excess $ $ $ $ Capital ratios % % % % Minimum capital requirement % % % % Well-capitalized requirement % % % % (1) The ratios for the well-capitalized requirement are only applicable to the Bank. However, the Company manages its capital position as if the requirement applies to the consolidated entity and has presented the ratios as if they also applied to the Company .

Supplemental Financial Data (Ta

Supplemental Financial Data (Tables)	9 Months Ended
	Sep. 30, 2015
Supplemental Financial Data
Schedule Of Other Income And Other Expense	Three months ended Nine months ended Other income September 30, September 30, (in thousands) 2015 2014 2015 2014 Loan fees $ $ $ $ Other customer service fees Bank-owned life insurance Private equity investment income (loss) Other - Total $ $ $ $ Three months ended Nine months ended Other expense September 30, September 30, (in thousands) 2015 2014 2015 2014 Marketing and business development $ $ $ $ Service contracts Professional fees Office supplies and delivery Other Total $ $ $ $

Nature Of Operations and Sign35

Nature Of Operations and Significant Accounting Policies - Organization - (Details)	9 Months Ended
	Sep. 30, 2015location
Denver, Colorado
Organization
Number of branches	9
Boulder, Colorado
Organization
Number of branches	1
Vail, Colorado
Organization
Number of branches	1
Colorado Springs, Colorado
Organization
Number of branches	1
Fort Collins, Colorado
Organization
Number of branches	1
Phoenix, Arizona
Organization
Number of branches	6

Nature Of Operations and Sign36

Nature Of Operations and Significant Accounting Policies - Schedule of Cash Flow, Supplemental Disclosures - (Details) - USD ($)	9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014
Supplemental disclosure of certain cash and cash equivalents
Interest	$ 5,609,000	$ 6,190,000
Income taxes	6,953,000	5,555,000
Available for sale securities transferred to held to maturity	288,598,000
Loans transferred to OREO and repossessed assets		2,659,000
Loans transferred to held for sale	1,628,000	$ 7,087,000
Investments
Trading securities	$ 0
Impaired loans
Impaired Loans, Threshold for payment shortfall to be considered for impairment, percentage of contractual payment	10.00%

Nature Of Operations and Sign37

Nature Of Operations and Significant Accounting Policies - Discontinued Operations - (Details) - USD ($) $ in Thousands	3 Months Ended	9 Months Ended
	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Loss From Discontinued Operations, Net of Income Taxes
Loss before income taxes	$ 634	$ (113)	$ 852
Provision (benefit) for income taxes	276	(42)	338
Net loss from discontinued operations	358	(71)	514
GMB
Loss From Discontinued Operations, Net of Income Taxes
Noninterest income	2,359	623	4,040
Noninterest expense	1,725	736	3,188
Loss before income taxes	634	(113)	852
Provision (benefit) for income taxes	276	(42)	338
Net loss from discontinued operations	$ 358	$ (71)	$ 514

Earnings per Common Share (Sche

Earnings per Common Share (Schedule Of Weighted Average Shares Outstanding Used In Calculation Of Basic And Diluted Loss Per Share) (Details) - 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 Common Share
Net income from continuing operations	$ 6,954	$ 7,533	$ 21,740	$ 21,511
Net (loss) income from discontinued operations		358	(71)	514
NET INCOME	6,954	7,891	21,669	22,025
Preferred stock dividends	(33)	(144)	(320)	(430)
Net income available to common shareholders	6,921	7,747	21,349	21,595
Dividends and undistributed earnings allocated to participating securities	(84)	(123)	(279)	(351)
Earnings allocated to common shares	$ 6,837	$ 7,624	$ 21,070	$ 21,244
Weighted average common shares - issued	41,041,238	40,665,177	40,958,467	40,580,395
Average unvested restricted share awards	(498,049)	(640,415)	(530,220)	(657,988)
Weighted average common shares outstanding - basic	40,543,189	40,024,762	40,428,247	39,922,407
Effect of dilutive stock options and awards outstanding	280,984	203,041	246,649	192,103
Weighted average common shares outstanding - diluted	40,824,173	40,227,803	40,674,896	40,114,510
Weighted average antidilutive common shares outstanding	92,859	328,225	182,627	792,925
Basic earnings per common share - continuing operations	$ 0.17	$ 0.18	$ 0.52	$ 0.52
Diluted earnings per common share - continuing operations	0.17	0.18	0.52	0.52
Basic earnings per common share - discontinued operations		0.01		0.01
Diluted earnings per common share - discontinued operations		0.01		0.01
Basic earnings per common share	0.17	0.19	0.52	0.53
Diluted earnings per common share	0.17	0.19	0.52	0.53
Dividends declared per share	$ 0.045	$ 0.04	$ 0.125	$ 0.11

Investments (Reconciliation Fro

Investments (Reconciliation From Amortized Cost To Fair Value Of Investment Securities) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Available for sale securities (AFS):
Amortized cost	$ 150,021	$ 448,253
Gross unrealized gains	4,045	12,645
Gross unrealized losses	701	1,083
Fair value	153,365	459,815
Held to maturity securities (HTM):
Amortized cost	349,020	13,329
Gross unrealized gains	1,952	298
Gross unrealized losses	385	11
Fair value	350,587	13,616
Mortgage-backed securities
Available for sale securities (AFS):
Amortized cost		275,855
Gross unrealized gains		8,052
Gross unrealized losses		403
Fair value		283,504
Held to maturity securities (HTM):
Amortized cost	309,118	140
Gross unrealized gains	969	4
Gross unrealized losses	287
Fair value	309,800	144
Trust preferred securities
Available for sale securities (AFS):
Amortized cost	44,795	57,974
Gross unrealized gains	1,898	2,127
Gross unrealized losses	558	446
Fair value	46,135	59,655
Held to maturity securities (HTM):
Amortized cost	13,264	13,189
Gross unrealized gains	916	294
Gross unrealized losses	82	11
Fair value	14,098	13,472
Corporate debt securities
Available for sale securities (AFS):
Amortized cost	101,432	99,249
Gross unrealized gains	2,049	2,186
Gross unrealized losses	119	225
Fair value	103,362	101,210
Municipal securities
Available for sale securities (AFS):
Amortized cost	3,794	15,175
Gross unrealized gains	98	280
Gross unrealized losses	24	9
Fair value	3,868	$ 15,446
Held to maturity securities (HTM):
Amortized cost	26,638
Gross unrealized gains	67
Gross unrealized losses	16
Fair value	$ 26,689

Investments (Transfers) (Detail

Investments (Transfers) (Details) - USD ($) $ in Thousands	3 Months Ended
	Jun. 30, 2015	Sep. 30, 2015	Dec. 31, 2014
Investment securities
Unrealized holding gain at time of transfer retained in AOCI		$ 3,559	$ 4,328
MBS and municipal securities
Investment securities
AFS securities transferred to held-to-maturity, book value	$ 279,800
AFS securities transferred to held-to-maturity, fair value	$ 288,600
MBS and municipal securities | Unrealized (gain) loss on securities
Investment securities
Unrealized holding gain at time of transfer retained in AOCI		8,800
Held to maturity securities | Unrealized (gain) loss on securities
Investment securities
Unrealized holding gain at time of transfer retained in AOCI		$ 7,400

Investments (Schedule Of Procee

Investments (Schedule Of Proceeds and Gains (Losses) From Securities Sold Or Called) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Investments
Proceeds				$ 11,590
Gains			$ 108	1,240
Losses	$ (15)	$ (6)	$ (25)	$ (76)

Investments (Schedule Of Amorti

Investments (Schedule Of Amortized Cost And Estimated Fair Value Of Investment Securities By Contractual Maturities) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Available-for-sale, Amortized cost
Available for sale securities, Amortized cost, Due in one year or less	$ 7,157
Available for sale securities, Amortized cost, Due after one year through five years	79,242
Available for sale securities, Amortized cost, Due after five years through ten years	18,827
Available for sale securities, Amortized cost, Due after ten years	44,795
Available for sale securities, Amortized cost, Amortized cost	150,021
Available-for-sale, Fair value
Available for sale securities, Estimated fair value, Due in one year or less	7,212
Available for sale securities, Estimated fair value, Due after one year through five years	80,858
Available for sale securities, Estimated fair value, Due after five years through ten years	19,160
Available for sale securities, Estimated fair value, Due after ten years	46,135
Fair value	153,365	$ 459,815
Held-to-maturity, Amortized cost
Held to maturity securities, Amortized cost, Due in one year or less	587
Held to maturity securities, Amortized cost, Due after one year through five years	18,184
Held to maturity securities, Amortized cost, Due after five years through ten years	7,290
Held to maturity securities, Amortized cost, Due after ten years	13,841
Held to maturity securities, Amortized cost, Mortgage-backed securities	309,118
Held-to-maturity Securities, Total	349,020	13,329
Held-to-maturity, Fair value
Held to maturity securities, Estimated fair value, Due in one year or less	587
Held to maturity securities, Estimated fair value, Due after one year through five years	18,180
Held to maturity securities, Estimated fair value, Due after five years through ten years	7,342
Held to maturity securities, Estimated fair value, Due after ten years	14,678
Held to maturity securities, Estimated fair value, Mortgage-backed securities	309,800
Fair value	$ 350,587	$ 13,616

Investments (Narrative) (Detail

Investments (Narrative) (Details) - USD ($) $ in Millions	Sep. 30, 2015	Dec. 31, 2014
Investments
Investment securities pledged to secure public deposits	$ 166.6	$ 171.1
Public deposits	$ 139.5	$ 122.3

Investments (Schedule Of Securi

Investments (Schedule Of Securities Related To Unrecognized OTTI) (Details) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2015USD ($)security	Dec. 31, 2014USD ($)security
Securities in Continuous Unrealized Loss Positions
Number of credit-impaired securities | security	0	0
Securities in unrealized loss position | security	107	24
Available for sale securities in continuous unrealized loss position, Fair Value, Less than 12 months	$ 31,371	$ 33,503
Available for sale securities in continuous unrealized loss position, Fair Value, 12 months or greater	4,354	37,539
Available for sale securities in continuous unrealized loss position, Fair Value	35,725	71,042
Available for sale securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	622	186
Available for sale securities in continuous unrealized loss position, Unrealized loss, 12 months or greater	79	897
Available for sale securities in continuous unrealized loss position, Unrealized loss	701	1,083
HTM securities in continuous unrealized loss position, Fair Value, Less than 12 months	80,034
HTM securities in continuous unrealized loss position, Fair Value, Total	80,034
HTM securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	385
HTM securities in continuous unrealized loss position, Unrealized loss, Total	385
Mortgage-backed securities
Securities in Continuous Unrealized Loss Positions
Available for sale securities in continuous unrealized loss position, Fair Value, Less than 12 months		9,699
Available for sale securities in continuous unrealized loss position, Fair Value, 12 months or greater		26,470
Available for sale securities in continuous unrealized loss position, Fair Value		36,169
Available for sale securities in continuous unrealized loss position, Unrealized loss, Less than 12 months		12
Available for sale securities in continuous unrealized loss position, Unrealized loss, 12 months or greater		391
Available for sale securities in continuous unrealized loss position, Unrealized loss		403
HTM securities in continuous unrealized loss position, Fair Value, Less than 12 months	74,914
HTM securities in continuous unrealized loss position, Fair Value, Total	74,914
HTM securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	287
HTM securities in continuous unrealized loss position, Unrealized loss, Total	287
Trust preferred securities
Securities in Continuous Unrealized Loss Positions
Available for sale securities in continuous unrealized loss position, Fair Value, Less than 12 months	17,492	17,175
Available for sale securities in continuous unrealized loss position, Fair Value, 12 months or greater	980	6,145
Available for sale securities in continuous unrealized loss position, Fair Value	18,472	23,320
Available for sale securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	536	48
Available for sale securities in continuous unrealized loss position, Unrealized loss, 12 months or greater	22	398
Available for sale securities in continuous unrealized loss position, Unrealized loss	558	446
HTM securities in continuous unrealized loss position, Fair Value, Less than 12 months	780	845
HTM securities in continuous unrealized loss position, Fair Value, Total	780	845
HTM securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	82	11
HTM securities in continuous unrealized loss position, Unrealized loss, Total	82	11
Corporate debt securities
Securities in Continuous Unrealized Loss Positions
Available for sale securities in continuous unrealized loss position, Fair Value, Less than 12 months	13,045	5,856
Available for sale securities in continuous unrealized loss position, Fair Value, 12 months or greater	3,374	4,924
Available for sale securities in continuous unrealized loss position, Fair Value	16,419	10,780
Available for sale securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	62	117
Available for sale securities in continuous unrealized loss position, Unrealized loss, 12 months or greater	57	108
Available for sale securities in continuous unrealized loss position, Unrealized loss	119	225
Municipal securities
Securities in Continuous Unrealized Loss Positions
Available for sale securities in continuous unrealized loss position, Fair Value, Less than 12 months	834	773
Available for sale securities in continuous unrealized loss position, Fair Value	834	773
Available for sale securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	24	9
Available for sale securities in continuous unrealized loss position, Unrealized loss	24	$ 9
HTM securities in continuous unrealized loss position, Fair Value, Less than 12 months	4,340
HTM securities in continuous unrealized loss position, Fair Value, Total	4,340
HTM securities in continuous unrealized loss position, Unrealized loss, Less than 12 months	16
HTM securities in continuous unrealized loss position, Unrealized loss, Total	$ 16

Investments (Schedule Of Other

Investments (Schedule Of Other Investments) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Investments
Bank stocks - at cost	$ 9,307	$ 9,305
Investment in statutory trusts - equity method	2,172	2,172
Total	$ 11,479	$ 11,477

Loans (Schedule Of Loan Portfol

Loans (Schedule Of Loan Portfolio Segments) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Jun. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Jun. 30, 2014	Dec. 31, 2013
Loan portfolio segments
Total loans held for investment	$ 2,621,688		$ 2,406,916
Allowance for loan losses	(34,899)	$ (33,832)	(32,765)	$ (33,682)	$ (33,922)	$ (37,050)
Unearned net loan fees	(635)		(1,341)
Total net loans	2,586,154		2,372,810
Commercial
Loan portfolio segments
Total loans held for investment	1,173,575		977,628
Allowance for loan losses	(18,534)	(17,568)	(14,614)	(15,109)	(13,831)	(14,103)
Real estate - mortgage
Loan portfolio segments
Total loans held for investment	918,647		990,594
Allowance for loan losses	(9,742)	(10,879)	(12,463)	(12,291)	(13,254)	(14,919)
Construction and land
Loan portfolio segments
Total loans held for investment	230,281		182,869
Allowance for loan losses	(2,510)	(2,206)	(2,316)	(2,149)	(2,626)	(3,346)
Consumer
Loan portfolio segments
Total loans held for investment	244,931		207,921
Allowance for loan losses	(2,593)	(2,201)	(2,329)	(2,558)	(2,472)	(2,471)
Other
Loan portfolio segments
Total loans held for investment	54,254		47,904
Allowance for loan losses	$ (687)	$ (609)	$ (488)	$ (427)	$ (432)	$ (479)

Loans (Narrative) (Details)

Loans (Narrative) (Details) $ in Millions	Sep. 30, 2015USD ($)
Loans
FHLB line of credit outstanding	$ 110
Loans collateralized under FHLB advancement agreement	848.2
Lending value of loans collateralized under FHLB advancement agreement	$ 576.7

Loans (Schedule Of Major Portfo

Loans (Schedule Of Major Portfolio Segment and Non-Classified and Classified Loan Class) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Loan portfolio segments
Total loans held for investment	$ 2,621,688	$ 2,406,916
Unearned net loan fees	(635)	(1,341)
Total loans	2,621,053	2,405,575
Non-classified
Loan portfolio segments
Total loans held for investment	2,580,498	2,369,976
Classified
Loan portfolio segments
Total loans held for investment	41,190	36,940
Commercial
Loan portfolio segments
Total loans held for investment	1,173,575	977,628
Commercial | Non-classified
Loan portfolio segments
Total loans held for investment	1,144,416	961,888
Commercial | Classified
Loan portfolio segments
Total loans held for investment	29,159	15,740
Commercial | Manufacturing
Loan portfolio segments
Total loans held for investment	140,825	126,118
Commercial | Manufacturing | Non-classified
Loan portfolio segments
Total loans held for investment	136,934	121,617
Commercial | Manufacturing | Classified
Loan portfolio segments
Total loans held for investment	3,891	4,501
Commercial | Finance and insurance
Loan portfolio segments
Total loans held for investment	69,046	81,047
Commercial | Finance and insurance | Non-classified
Loan portfolio segments
Total loans held for investment	68,961	80,948
Commercial | Finance and insurance | Classified
Loan portfolio segments
Total loans held for investment	85	99
Commercial | Health care
Loan portfolio segments
Total loans held for investment	121,646	91,811
Commercial | Health care | Non-classified
Loan portfolio segments
Total loans held for investment	121,042	91,631
Commercial | Health care | Classified
Loan portfolio segments
Total loans held for investment	604	180
Commercial | Real estate services
Loan portfolio segments
Total loans held for investment	121,271	112,388
Commercial | Real estate services | Non-classified
Loan portfolio segments
Total loans held for investment	119,620	110,031
Commercial | Real estate services | Classified
Loan portfolio segments
Total loans held for investment	1,651	2,357
Commercial | Construction
Loan portfolio segments
Total loans held for investment	64,711	56,495
Commercial | Construction | Non-classified
Loan portfolio segments
Total loans held for investment	62,654	53,513
Commercial | Construction | Classified
Loan portfolio segments
Total loans held for investment	2,057	2,982
Commercial | Wholesale and retail trade
Loan portfolio segments
Total loans held for investment	66,149	72,295
Commercial | Wholesale and retail trade | Non-classified
Loan portfolio segments
Total loans held for investment	63,400	68,811
Commercial | Wholesale and retail trade | Classified
Loan portfolio segments
Total loans held for investment	2,749	3,484
Commercial | Commercial - Other
Loan portfolio segments
Total loans held for investment	589,927	437,474
Commercial | Commercial - Other | Non-classified
Loan portfolio segments
Total loans held for investment	571,805	435,337
Commercial | Commercial - Other | Classified
Loan portfolio segments
Total loans held for investment	18,122	2,137
Real estate - mortgage
Loan portfolio segments
Total loans held for investment	918,647	990,594
Real estate - mortgage | Residential and commercial owner-occupied
Loan portfolio segments
Total loans held for investment	443,913	422,408
Real estate - mortgage | Residential and commercial investor
Loan portfolio segments
Total loans held for investment	474,734	568,006
Real estate - mortgage | Real estate - mortgage - Other
Loan portfolio segments
Total loans held for investment		180
Real estate - mortgage | Non-classified
Loan portfolio segments
Total loans held for investment	910,522	973,496
Real estate - mortgage | Non-classified | Residential and commercial owner-occupied
Loan portfolio segments
Total loans held for investment	436,863	409,659
Real estate - mortgage | Non-classified | Residential and commercial investor
Loan portfolio segments
Total loans held for investment	473,659	563,657
Real estate - mortgage | Non-classified | Real estate - mortgage - Other
Loan portfolio segments
Total loans held for investment		180
Real estate - mortgage | Classified
Loan portfolio segments
Total loans held for investment	8,125	17,098
Real estate - mortgage | Classified | Residential and commercial owner-occupied
Loan portfolio segments
Total loans held for investment	7,050	12,749
Real estate - mortgage | Classified | Residential and commercial investor
Loan portfolio segments
Total loans held for investment	1,075	4,349
Construction and land
Loan portfolio segments
Total loans held for investment	230,281	182,869
Construction and land | Non-classified
Loan portfolio segments
Total loans held for investment	230,253	181,641
Construction and land | Classified
Loan portfolio segments
Total loans held for investment	28	1,228
Consumer
Loan portfolio segments
Total loans held for investment	244,931	207,921
Consumer | Non-classified
Loan portfolio segments
Total loans held for investment	244,076	205,131
Consumer | Classified
Loan portfolio segments
Total loans held for investment	855	2,790
Other
Loan portfolio segments
Total loans held for investment	54,254	47,904
Other | Non-classified
Loan portfolio segments
Total loans held for investment	51,231	47,820
Other | Classified
Loan portfolio segments
Total loans held for investment	$ 3,023	$ 84

Loans (Schedule Of Allowance Fo

Loans (Schedule Of Allowance For Loan Losses) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Allowance for loan losses
Allowance for loan losses, beginning of period	$ 33,832	$ 33,922	$ 32,765	$ 37,050
Provision	762	(452)	1,030	(3,281)
Charge-offs	(87)	(222)	(1,121)	(1,769)
Recoveries	392	434	2,225	1,682
Allowance for loan losses, end of period	34,899	33,682	34,899	33,682
Commercial
Allowance for loan losses
Allowance for loan losses, beginning of period	17,568	13,831	14,614	14,103
Provision	944	1,406	4,242	2,273
Charge-offs	(32)	(200)	(501)	(1,648)
Recoveries	54	72	179	381
Allowance for loan losses, end of period	18,534	15,109	18,534	15,109
Real estate - mortgage
Allowance for loan losses
Allowance for loan losses, beginning of period	10,879	13,254	12,463	14,919
Provision	(1,104)	(1,021)	(3,641)	(2,909)
Charge-offs	(38)		(186)	(52)
Recoveries	5	58	1,106	333
Allowance for loan losses, end of period	9,742	12,291	9,742	12,291
Construction and land
Allowance for loan losses
Allowance for loan losses, beginning of period	2,206	2,626	2,316	3,346
Provision	(19)	(761)	(360)	(2,048)
Charge-offs		(16)	(104)	(54)
Recoveries	323	300	658	905
Allowance for loan losses, end of period	2,510	2,149	2,510	2,149
Consumer
Allowance for loan losses
Allowance for loan losses, beginning of period	2,201	2,472	2,329	2,471
Provision	396	86	299	42
Charge-offs	(14)	(2)	(45)	(10)
Recoveries	10	2	10	55
Allowance for loan losses, end of period	2,593	2,558	2,593	2,558
Other
Allowance for loan losses
Allowance for loan losses, beginning of period	609	432	488	479
Provision	81	(3)	212	(55)
Charge-offs	(3)	(4)	(285)	(5)
Recoveries		2	272	8
Allowance for loan losses, end of period	687	427	687	427
Unallocated
Allowance for loan losses
Allowance for loan losses, beginning of period	369	1,307	555	1,732
Provision	464	(159)	278	(584)
Allowance for loan losses, end of period	$ 833	$ 1,148	$ 833	$ 1,148

Loans (Schedule Of Allowance 50

Loans (Schedule Of Allowance For Loan Losses On The Basis Of Impairment Method) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Allowance for loan losses
Loans held for investment, Individually evaluated for impairment	$ 34,448	$ 44,812
Allowance for loan losses, Individually evaluated for impairment	4,610	4,147
Loans held for investment, Collectively evaluated for impairment	2,586,605	2,360,763
Allowance for loan losses, Collectively evaluated for impairment	30,289	28,618
Commercial
Allowance for loan losses
Loans held for investment, Individually evaluated for impairment	23,934	20,415
Allowance for loan losses, Individually evaluated for impairment	3,940	3,441
Loans held for investment, Collectively evaluated for impairment	1,150,016	957,284
Allowance for loan losses, Collectively evaluated for impairment	14,594	11,173
Real estate - mortgage
Allowance for loan losses
Loans held for investment, Individually evaluated for impairment	6,583	17,803
Allowance for loan losses, Individually evaluated for impairment	341	281
Loans held for investment, Collectively evaluated for impairment	911,608	971,916
Allowance for loan losses, Collectively evaluated for impairment	9,401	12,182
Construction and land
Allowance for loan losses
Loans held for investment, Individually evaluated for impairment	2,661	4,004
Allowance for loan losses, Individually evaluated for impairment	214	280
Loans held for investment, Collectively evaluated for impairment	226,623	177,860
Allowance for loan losses, Collectively evaluated for impairment	2,296	2,036
Consumer
Allowance for loan losses
Loans held for investment, Individually evaluated for impairment	1,270	2,506
Allowance for loan losses, Individually evaluated for impairment	115	139
Loans held for investment, Collectively evaluated for impairment	243,724	205,449
Allowance for loan losses, Collectively evaluated for impairment	2,478	2,190
Other
Allowance for loan losses
Loans held for investment, Individually evaluated for impairment		84
Allowance for loan losses, Individually evaluated for impairment		6
Loans held for investment, Collectively evaluated for impairment	54,634	48,254
Allowance for loan losses, Collectively evaluated for impairment	687	482
Unallocated
Allowance for loan losses
Allowance for loan losses, Collectively evaluated for impairment	$ 833	$ 555

Loans (Schedule Of Impaired Loa

Loans (Schedule Of Impaired Loans - Allowance and Recorded Investment) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Impaired receivables with and without related allowance
Unpaid principal balance	$ 36,148	$ 37,530
Recorded investment on impaired loans	34,448	36,269
Recorded investment with a related allowance	33,950	29,884
Recorded investment with no related allowance	498	6,385
Related allowance	4,610	4,147
Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	25,601	21,629
Recorded investment on impaired loans	23,934	20,415
Recorded investment with a related allowance	23,896	19,913
Recorded investment with no related allowance	38	502
Related allowance	3,940	3,441
Real estate - mortgage
Impaired receivables with and without related allowance
Unpaid principal balance	6,583	9,273
Recorded investment on impaired loans	6,583	9,260
Recorded investment with a related allowance	6,261	6,068
Recorded investment with no related allowance	322	3,192
Related allowance	341	281
Construction and land
Impaired receivables with and without related allowance
Unpaid principal balance	2,694	4,038
Recorded investment on impaired loans	2,661	4,004
Recorded investment with a related allowance	2,633	3,325
Recorded investment with no related allowance	28	679
Related allowance	214	280
Consumer
Impaired receivables with and without related allowance
Unpaid principal balance	1,270	2,506
Recorded investment on impaired loans	1,270	2,506
Recorded investment with a related allowance	1,160	494
Recorded investment with no related allowance	110	2,012
Related allowance	115	139
Other
Impaired receivables with and without related allowance
Unpaid principal balance		84
Recorded investment on impaired loans		84
Recorded investment with a related allowance		84
Related allowance		6
Manufacturing | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	6,163	5,169
Recorded investment on impaired loans	5,937	4,887
Recorded investment with a related allowance	5,937	4,833
Recorded investment with no related allowance		54
Related allowance	641	431
Finance and insurance | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	86	99
Recorded investment on impaired loans	86	99
Recorded investment with a related allowance	86	99
Related allowance	86	53
Health care | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance		140
Recorded investment on impaired loans		140
Recorded investment with a related allowance		140
Related allowance		9
Real estate services | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	7,751	8,469
Recorded investment on impaired loans	7,751	8,469
Recorded investment with a related allowance	7,751	8,469
Related allowance	669	782
Construction | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	1,874	2,050
Recorded investment on impaired loans	1,874	2,050
Recorded investment with a related allowance	1,874	1,961
Recorded investment with no related allowance		89
Related allowance	203	296
Wholesale and retail trade | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	2,584	3,713
Recorded investment on impaired loans	2,545	3,091
Recorded investment with a related allowance	2,517	2,741
Recorded investment with no related allowance	28	350
Related allowance	1,415	1,611
Commercial - Other | Commercial
Impaired receivables with and without related allowance
Unpaid principal balance	7,143	1,989
Recorded investment on impaired loans	5,741	1,679
Recorded investment with a related allowance	5,731	1,670
Recorded investment with no related allowance	10	9
Related allowance	926	259
Residential and commercial owner-occupied | Real estate - mortgage
Impaired receivables with and without related allowance
Unpaid principal balance	1,812	3,063
Recorded investment on impaired loans	1,812	3,050
Recorded investment with a related allowance	1,490	1,183
Recorded investment with no related allowance	322	1,867
Related allowance	195	117
Residential and commercial investor | Real estate - mortgage
Impaired receivables with and without related allowance
Unpaid principal balance	4,771	6,210
Recorded investment on impaired loans	4,771	6,210
Recorded investment with a related allowance	4,771	4,885
Recorded investment with no related allowance		1,325
Related allowance	$ 146	$ 164

Loans (Schedule Of Impaired L52

Loans (Schedule Of Impaired Loans - Average Recorded Investment and Interest Income) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Impaired Loans: Average recorded investment and interest income
Average recorded investment	$ 34,293	$ 33,719	$ 33,659	$ 34,263
Interest income recognized	453	511	1,486	1,183
Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	23,979	17,665	21,985	15,067
Interest income recognized	335	402	939	740
Real estate - mortgage
Impaired Loans: Average recorded investment and interest income
Average recorded investment	6,339	9,881	6,655	11,670
Interest income recognized	35	52	241	279
Construction and land
Impaired Loans: Average recorded investment and interest income
Average recorded investment	2,677	5,022	3,036	6,597
Interest income recognized	23	40	83	126
Consumer
Impaired Loans: Average recorded investment and interest income
Average recorded investment	1,298	1,060	1,948	889
Interest income recognized	60	17	212	37
Other
Impaired Loans: Average recorded investment and interest income
Average recorded investment		91	35	40
Interest income recognized			11	1
Manufacturing | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	5,967	4,297	5,915	3,840
Interest income recognized	72	113	252	198
Finance and insurance | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	108	227	196	349
Interest income recognized	13	2	21	11
Health care | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment		183		217
Interest income recognized		6		11
Real estate services | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	7,894	7,510	8,117	5,878
Interest income recognized	70	65	215	190
Construction | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	1,791	1,491	1,604	1,407
Interest income recognized	37	60	84	92
Wholesale and retail trade | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	2,578	1,540	2,804	653
Interest income recognized	7	97	86	118
Commercial - Other | Commercial
Impaired Loans: Average recorded investment and interest income
Average recorded investment	5,641	2,417	3,349	2,723
Interest income recognized	136	59	281	120
Residential and commercial owner-occupied | Real estate - mortgage
Impaired Loans: Average recorded investment and interest income
Average recorded investment	1,555	4,946	1,431	5,795
Interest income recognized		11	103	72
Residential and commercial investor | Real estate - mortgage
Impaired Loans: Average recorded investment and interest income
Average recorded investment	4,784	4,935	5,224	5,875
Interest income recognized	$ 35	$ 41	$ 138	$ 207

Loans (Schedule Of Transactions

Loans (Schedule Of Transactions Related To Troubled Debt Restructurings) (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2015USD ($)
Troubled debt restructurings
Beginning balance	$ 30,190
New restructurings	8,983
Net paydowns	(7,039)
Net recoveries	299
Ending balance	32,433
Performing
Troubled debt restructurings
Beginning balance	27,275
New restructurings	8,541
Change in accrual status	(1,931)
Net paydowns	(4,318)
Ending balance	29,567
Nonperforming
Troubled debt restructurings
Beginning balance	2,915
New restructurings	442
Change in accrual status	1,931
Net paydowns	(2,721)
Net recoveries	299
Ending balance	$ 2,866

Loans (Schedule Of Troubled Deb

Loans (Schedule Of Troubled Debt Restructurings) (Details)	3 Months Ended		9 Months Ended
	Sep. 30, 2015USD ($)contract	Sep. 30, 2014USD ($)contract	Sep. 30, 2015USD ($)contract	Sep. 30, 2014USD ($)contract
Troubled debt restructurings
Number of contracts | contract	5	13	21	22
Pre-modification outstanding recorded investment	$ 3,324,000	$ 5,993,000	$ 11,652,000	$ 7,079,000
Post-modification oustanding recorded investment	2,194,000	5,700,000	7,853,000	6,670,000
Charge-offs	0	$ 0	0	$ 0
Troubled loans restructured	$ 0		$ 0
Commercial
Troubled debt restructurings
Number of contracts | contract	5	11	19	18
Pre-modification outstanding recorded investment	$ 3,324,000	$ 5,506,000	$ 10,504,000	$ 6,380,000
Post-modification oustanding recorded investment	$ 2,194,000	$ 5,231,000	$ 6,717,000	$ 6,008,000
Construction and land
Troubled debt restructurings
Number of contracts | contract				1
Pre-modification outstanding recorded investment				$ 121,000
Post-modification oustanding recorded investment				$ 102,000
Consumer
Troubled debt restructurings
Number of contracts | contract		1	1	1
Pre-modification outstanding recorded investment		$ 458,000	$ 148,000	$ 458,000
Post-modification oustanding recorded investment		$ 440,000	$ 136,000	$ 440,000
Other
Troubled debt restructurings
Number of contracts | contract				1
Pre-modification outstanding recorded investment				$ 91,000
Post-modification oustanding recorded investment				$ 91,000
Manufacturing | Commercial
Troubled debt restructurings
Number of contracts | contract	1	4	4	4
Pre-modification outstanding recorded investment	$ 191,000	$ 1,949,000	$ 2,117,000	$ 1,949,000
Post-modification oustanding recorded investment	$ 191,000	$ 1,943,000	$ 1,512,000	$ 1,943,000
Finance and insurance | Commercial
Troubled debt restructurings
Number of contracts | contract			1
Pre-modification outstanding recorded investment			$ 75,000
Post-modification oustanding recorded investment			$ 48,000
Real estate services | Commercial
Troubled debt restructurings
Number of contracts | contract		2		2
Pre-modification outstanding recorded investment		$ 283,000		$ 283,000
Post-modification oustanding recorded investment		$ 150,000		$ 150,000
Construction | Commercial
Troubled debt restructurings
Number of contracts | contract	1	1	2	3
Pre-modification outstanding recorded investment	$ 813,000	$ 1,750,000	$ 1,638,000	$ 2,050,000
Post-modification oustanding recorded investment	$ 773,000	$ 1,625,000	$ 973,000	$ 1,945,000
Wholesale and retail trade
Troubled debt restructurings
Number of contracts | contract		2
Pre-modification outstanding recorded investment		$ 1,135,000
Post-modification oustanding recorded investment		$ 1,135,000
Wholesale and retail trade | Commercial
Troubled debt restructurings
Number of contracts | contract			2	3
Pre-modification outstanding recorded investment			$ 110,000	$ 1,182,000
Post-modification oustanding recorded investment			$ 16,000	$ 1,174,000
Commercial - Other | Commercial
Troubled debt restructurings
Number of contracts | contract	3	2	10	6
Pre-modification outstanding recorded investment	$ 2,320,000	$ 389,000	$ 6,564,000	$ 916,000
Post-modification oustanding recorded investment	$ 1,230,000	$ 378,000	$ 4,168,000	$ 796,000
Residential and commercial owner-occupied | Real estate - mortgage
Troubled debt restructurings
Number of contracts | contract		1	1	1
Pre-modification outstanding recorded investment		$ 29,000	$ 1,000,000	$ 29,000
Post-modification oustanding recorded investment		$ 29,000	$ 1,000,000	$ 29,000

Loans (Schedule Of Troubled D55

Loans (Schedule Of Troubled Debt Restructurings That Subsequently Defaulted) (Details) - USD ($) $ in Millions	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Loans
Outstanding commitments on restructured loans	$ 1.7	$ 2.4

Loans (Schedule Of Nonaccrual L

Loans (Schedule Of Nonaccrual Loans) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Nonaccrual loans
Total nonaccrual loans	$ 4,881	$ 8,994
Commercial
Nonaccrual loans
Total nonaccrual loans	4,193	3,317
Real estate - mortgage
Nonaccrual loans
Total nonaccrual loans	518	3,416
Construction and land
Nonaccrual loans
Total nonaccrual loans	28	135
Consumer
Nonaccrual loans
Total nonaccrual loans	142	2,126
Manufacturing | Commercial
Nonaccrual loans
Total nonaccrual loans	1,075	66
Finance and insurance | Commercial
Nonaccrual loans
Total nonaccrual loans	86	50
Real estate services | Commercial
Nonaccrual loans
Total nonaccrual loans	120	212
Construction | Commercial
Nonaccrual loans
Total nonaccrual loans	477	312
Wholesale and retail trade | Commercial
Nonaccrual loans
Total nonaccrual loans	2,090	2,491
Commercial - Other | Commercial
Nonaccrual loans
Total nonaccrual loans	345	186
Residential and commercial owner-occupied | Real estate - mortgage
Nonaccrual loans
Total nonaccrual loans	$ 518	2,091
Residential and commercial investor | Real estate - mortgage
Nonaccrual loans
Total nonaccrual loans		$ 1,325

Loans (Schedule Of Aging Of The

Loans (Schedule Of Aging Of The Company's Loan Portfolio) (Details) - USD ($)	Sep. 30, 2015	Dec. 31, 2014
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due	$ 4,734,000	$ 896,000
60 - 89 Days past due	2,253,000	262,000
90+ Days past due	2,256,000	4,757,000
Total past due	9,243,000	5,915,000
Current	2,612,445,000	2,401,001,000
Total loans, excluding fees and costs	2,621,688,000	2,406,916,000
Unearned net loan fees	(635,000)	(1,341,000)
Total loans	2,621,053,000	2,405,575,000
Recorded investment in loans 90 days or more past due and accruing	0	161,000
Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due	4,734,000	485,000
60 - 89 Days past due	1,000,000	9,000
90+ Days past due	2,256,000	2,226,000
Total past due	7,990,000	2,720,000
Current	1,165,585,000	974,908,000
Total loans, excluding fees and costs	1,173,575,000	977,628,000
Recorded investment in loans 90 days or more past due and accruing		161,000
Real estate - mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due		235,000
60 - 89 Days past due	1,246,000
90+ Days past due		473,000
Total past due	1,246,000	708,000
Current	917,401,000	989,886,000
Total loans, excluding fees and costs	918,647,000	990,594,000
Construction and land
Financing Receivable, Recorded Investment, Past Due [Line Items]
90+ Days past due		104,000
Total past due		104,000
Current	230,281,000	182,765,000
Total loans, excluding fees and costs	230,281,000	182,869,000
Consumer
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due		176,000
60 - 89 Days past due	7,000	253,000
90+ Days past due		1,954,000
Total past due	7,000	2,383,000
Current	244,924,000	205,538,000
Total loans, excluding fees and costs	244,931,000	207,921,000
Other
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current	54,254,000	47,904,000
Total loans, excluding fees and costs	54,254,000	47,904,000
Manufacturing | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due		45,000
60 - 89 Days past due		9,000
Total past due		54,000
Current	140,825,000	126,064,000
Total loans, excluding fees and costs	140,825,000	126,118,000
Finance and insurance | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due	48,000
Total past due	48,000
Current	68,998,000	81,047,000
Total loans, excluding fees and costs	69,046,000	81,047,000
Health care | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due	99,000	193,000
Total past due	99,000	193,000
Current	121,547,000	91,618,000
Total loans, excluding fees and costs	121,646,000	91,811,000
Real estate services | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due	3,991,000
Total past due	3,991,000
Current	117,280,000	112,388,000
Total loans, excluding fees and costs	121,271,000	112,388,000
Construction | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
90+ Days past due		122,000
Total past due		122,000
Current	64,711,000	56,373,000
Total loans, excluding fees and costs	64,711,000	56,495,000
Wholesale and retail trade | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due		247,000
90+ Days past due	2,062,000	2,095,000
Total past due	2,062,000	2,342,000
Current	64,087,000	69,953,000
Total loans, excluding fees and costs	66,149,000	72,295,000
Recorded investment in loans 90 days or more past due and accruing		161,000
Commercial - Other | Commercial
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due	596,000
60 - 89 Days past due	1,000,000
90+ Days past due	194,000	9,000
Total past due	1,790,000	9,000
Current	588,137,000	437,465,000
Total loans, excluding fees and costs	589,927,000	437,474,000
Residential and commercial owner-occupied | Real estate - mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
60 - 89 Days past due	1,246,000
90+ Days past due		473,000
Total past due	1,246,000	473,000
Current	442,667,000	421,935,000
Total loans, excluding fees and costs	443,913,000	422,408,000
Residential and commercial investor | Real estate - mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
30 - 59 Days past due		235,000
Total past due		235,000
Current	474,734,000	567,771,000
Total loans, excluding fees and costs	$ 474,734,000	568,006,000
Real estate - mortgage - Other | Real estate - mortgage
Financing Receivable, Recorded Investment, Past Due [Line Items]
Current		180,000
Total loans, excluding fees and costs		$ 180,000

Accumulated Other Comprehensi58

Accumulated Other Comprehensive Income (Loss) - Reclassifications (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Reclassifications from AOCI
Net gain (loss) on securities, other assets and OREO	$ 59	$ 598	$ 123	$ 2,428
Interest on taxable/nontaxable securities	30,177	29,205	90,185	84,706
Interest and fees on loans	26,758	25,452	79,959	72,598
Interest expense on subordinated debentures	(1,848)	(1,039)	(3,888)	(3,083)
(Income) loss before taxes	(9,291)	(11,572)	(30,632)	(32,780)
Tax benefit (expense)	(2,337)	(4,039)	(8,892)	(11,269)
Total reclassifications out of AOCI	6,921	7,747	21,349	21,595
Reclassification out of AOCI
Reclassifications from AOCI
Total reclassifications out of AOCI	208	(201)	415	108
Reclassification out of AOCI | Cash flow hedges | Unrealized (gain) loss on derivatives
Reclassifications from AOCI
Interest and fees on loans	233	240	698	665
Interest expense on subordinated debentures	(495)	(559)	(1,522)	(1,657)
(Income) loss before taxes	(262)	(319)	(824)	(992)
Tax benefit (expense)	99	121	313	377
Total reclassifications out of AOCI	(163)	(198)	(511)	(615)
Reclassification out of AOCI | Available for sale securities | Unrealized (gain) loss on securities
Reclassifications from AOCI
Net gain (loss) on securities, other assets and OREO	(15)	(6)	83	1,164
Tax benefit (expense)	4	3	(33)	(441)
Total reclassifications out of AOCI	(11)	$ (3)	50	$ 723
Reclassification out of AOCI | Held to maturity securities | Unrealized (gain) loss on securities
Reclassifications from AOCI
Interest on taxable/nontaxable securities	616		1,413
Tax benefit (expense)	(234)		(537)
Total reclassifications out of AOCI	$ 382		$ 876

Accumulated Other Comprehensi59

Accumulated Other Comprehensive Income (Loss) - AOCI rollforward (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Changes in AOCI
Balance at beginning of period			$ 308,769
Other comprehensive income (loss), net of tax	$ (1,425)	$ (521)	(769)	$ 2,164
Balance at end of period	269,969		269,969
Accumulated Comprehensive Income (Loss)
Changes in AOCI
Balance at beginning of period			4,328
Other comprehensive income items			(354)
Reclassifications			(415)
Other comprehensive income (loss), net of tax			(769)
Balance at end of period	3,559		3,559
Unrealized (gain) loss on securities | Available for sale securities
Changes in AOCI
Balance at beginning of period			7,168
Other comprehensive income items			425
Reclassifications			(50)
Transfers			(5,469)
Other comprehensive income (loss), net of tax			(5,094)
Balance at end of period	2,074		2,074
Unrealized (gain) loss on securities | Held to maturity securities
Changes in AOCI
Reclassifications			(876)
Transfers			5,469
Other comprehensive income (loss), net of tax			4,593
Balance at end of period	4,593		4,593
Unrealized (gain) loss on derivatives
Changes in AOCI
Balance at beginning of period			(2,840)
Other comprehensive income items			(779)
Reclassifications			511
Other comprehensive income (loss), net of tax			(268)
Balance at end of period	$ (3,108)		$ (3,108)

Derivatives (Narrative) (Detail

Derivatives (Narrative) (Details) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015USD ($)derivative	Sep. 30, 2014USD ($)	Sep. 30, 2015USD ($)derivative	Sep. 30, 2014USD ($)
Cash flow, Fair value, and non-designated hedges
Fair value of derivatives in a net liability position	$ 12.7		$ 12.7
Collateral already posted	12		12
Cash flow hedges
Cash flow, Fair value, and non-designated hedges
Net amount recognized for hedge ineffectiveness	0	$ 0	0	$ 0
Interest Income
Cash flow, Fair value, and non-designated hedges
Estimated gains (losses) to be reclassified as earnings in next 12 months	(0.8)		(0.8)
Interest Expense
Cash flow, Fair value, and non-designated hedges
Estimated gains (losses) to be reclassified as earnings in next 12 months	$ 1.8		$ 1.8
Interest rate swap | Minimum | Cash flow hedges | Variable rate borrowings
Cash flow, Fair value, and non-designated hedges
Derivative remaining maturities			5 years
Interest rate swap | Maximum | Cash flow hedges | Variable rate borrowings
Cash flow, Fair value, and non-designated hedges
Derivative remaining maturities			9 years
Derivatives designated as hedging instruments | Interest rate swap | Cash flow hedges | Variable rate loan assets
Cash flow, Fair value, and non-designated hedges
Number of interest-rate swaps | derivative	5		5
Notional amount of derivative instrument	$ 75		$ 75
Weighted-average fixed rate (as a percent)	1.41%		1.41%
Derivatives designated as hedging instruments | Interest rate swap | Fair value hedges
Cash flow, Fair value, and non-designated hedges
Number of interest-rate swaps | derivative	9		9
Notional amount of derivative instrument	$ 56		$ 56
Derivatives designated as hedging instruments | Interest rate swap | Minimum | Cash flow hedges | Variable rate loan assets
Cash flow, Fair value, and non-designated hedges
Derivative remaining maturities			2 years
Derivatives designated as hedging instruments | Interest rate swap | Maximum | Cash flow hedges | Variable rate loan assets
Cash flow, Fair value, and non-designated hedges
Derivative remaining maturities			4 years
Derivatives not designated as hedging instruments
Cash flow, Fair value, and non-designated hedges
Notional amount of derivative instrument	$ 176.7		$ 176.7
Derivatives not designated as hedging instruments | Interest rate swap
Cash flow, Fair value, and non-designated hedges
Number of interest-rate swaps | derivative	88		88
Derivatives not designated as hedging instruments | Foreign exchange forward contracts
Cash flow, Fair value, and non-designated hedges
Notional amount of derivative instrument	$ 6.1		$ 6.1

Derivatives (Schedule Of Deriva

Derivatives (Schedule Of Derivatives Instruments In The Statements Of Financial Position) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Derivatives designated as hedging instruments | Interest rate swap | Other assets | Cash flow hedges
Derivatives at fair value
Asset derivatives, designated as hedging at Fair value	$ 1,207	$ 437
Derivatives designated as hedging instruments | Interest rate swap | Other assets | Fair value hedges
Derivatives at fair value
Asset derivatives, designated as hedging at Fair value		297
Derivatives designated as hedging instruments | Interest rate swap | Accrued interest and other liabilities | Cash flow hedges
Derivatives at fair value
Liability derivatives, designated as hedging at Fair value	6,220	5,017
Derivatives designated as hedging instruments | Interest rate swap | Accrued interest and other liabilities | Fair value hedges
Derivatives at fair value
Liability derivatives, designated as hedging at Fair value	2,054	988
Derivatives not designated as hedging instruments | Interest rate swap | Other assets
Derivatives at fair value
Asset derivatives, designated as hedging at Fair value	3,970	4,103
Derivatives not designated as hedging instruments | Interest rate swap | Accrued interest and other liabilities
Derivatives at fair value
Liability derivatives, designated as hedging at Fair value	4,226	4,284
Derivatives not designated as hedging instruments | Foreign exchange forward contracts | Other assets
Derivatives at fair value
Asset derivatives, not designated as hedging at Fair value	11	54
Derivatives not designated as hedging instruments | Foreign exchange forward contracts | Accrued interest and other liabilities
Derivatives at fair value
Liability derivatives, not designated as hedging at Fair value	$ 12	$ 17

Derivatives (Schedule Of Fair V

Derivatives (Schedule Of Fair Value Of Derivative Financial Instruments And Their Classification On Condensed Consolidated Balance Sheets) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Derivative assets, net
Gross amounts of recognized assets	$ 5,188	$ 4,891
Net amounts included in other assets in the Cendensed Consolidated Balance Sheets	5,188	4,891
Gross amounts not offset - Financial instruments	(495)	(707)
Gross amounts not offset - Net Amount	4,693	4,184
Securities sold under agreements to repurchase
Gross amounts of recognized liabilities	(62,182)	(49,976)
Net amounts included in accrued interest and other liabilities in the Consolidated Balance Sheets	(62,182)	(49,976)
Gross amounts not offset - Collateral	62,182	49,976
Total offsetting derivative liabilities and securities sold under agreements to repurchase
Gross amounts of recognized liabilities	(74,694)	(60,282)
Net amounts included in accrued interest and other liabilities in the Consolidated Balance Sheets	(74,694)	(60,282)
Gross amounts not offset - Financial instruments	495	707
Gross amounts not offset - Net Amount	73,726	59,385
Gross amounts not offset - Net Amount	(473)	(190)
Derivatives designated as hedging instruments
Derivative assets, net
Gross amounts of recognized assets	1,207	734
Net amounts included in other assets in the Cendensed Consolidated Balance Sheets	1,207	734
Gross amounts not offset - Financial instruments	(422)	(487)
Gross amounts not offset - Net Amount	785	247
Derivative liabilities, net
Gross amounts of recognized liabilities	(8,274)	(6,005)
Net amounts included in accrued interest and other liabilities' in the condensed consolidated balance sheets	(8,274)	(6,005)
Gross amounts not offset - Financial instruments	422	487
Gross amounts not offset - Collateral	7,852	5,518
Derivatives not designated as hedging instruments
Derivative assets, net
Gross amounts of recognized assets	3,981	4,157
Net amounts included in other assets in the Cendensed Consolidated Balance Sheets	3,981	4,157
Gross amounts not offset - Financial instruments	(73)	(220)
Gross amounts not offset - Net Amount	3,908	3,937
Derivative liabilities, net
Gross amounts of recognized liabilities	(4,238)	(4,301)
Net amounts included in accrued interest and other liabilities' in the condensed consolidated balance sheets	(4,238)	(4,301)
Gross amounts not offset - Financial instruments	73	220
Gross amounts not offset - Collateral	3,692	3,891
Gross amounts not offset - Net Amount	$ (473)	$ (190)

Derivatives (Schedule Of Notion

Derivatives (Schedule Of Notional Amounts Of Outstanding Derivative Positions) (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2015USD ($)
CoBiz Statutory Trust I
Derivatives, statutory trusts
Notional amount of derivative instrument	$ 20,000
Fixed rate	4.99%
Termination date	Mar. 17, 2022
CoBiz Capital Trust II
Derivatives, statutory trusts
Notional amount of derivative instrument	$ 30,000
Fixed rate	5.99%
Termination date	Apr. 23, 2020
CoBiz Capital Trust III
Derivatives, statutory trusts
Notional amount of derivative instrument	$ 20,000
Fixed rate	5.02%
Termination date	Mar. 30, 2024

Borrowed Funds (Schedule Of Sec

Borrowed Funds (Schedule Of Securities Sold Under Agreements to Repurchase) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Borrowed Funds
Securities sold under agreements to repurchase	$ 62,182	$ 49,976
Fair value of securities sold under agreements to repurchase	$ 66,905	$ 54,652

Borrowed Funds (Narrative) (Det

Borrowed Funds (Narrative) (Details) - USD ($)	3 Months Ended
	Jun. 30, 2015	Sep. 30, 2015	Dec. 31, 2014
Securities sold under agreements to repurchase and other short-term debt disclosures
Advances from Federal Home Loan Banks		$ 110,000,000
Revolving Line of Credit (LOC)
Securities sold under agreements to repurchase and other short-term debt disclosures
Maximum borrowing capacity	$ 20,000,000
Commitment fee, percentage	0.35%
Amount outstanding		$ 0	$ 0
Revolving Line of Credit (LOC) | 1-month LIBOR
Securities sold under agreements to repurchase and other short-term debt disclosures
Interest rate terms, spread over reference rate	2.25%

Long-Term Debt - Subordinated N

Long-Term Debt - Subordinated Notes Payable - Terms (Details) - USD ($)	Jun. 25, 2015	Sep. 30, 2015
Long-Term Debt
Proceeds from debt issuance, net of discount and debt issuance costs		$ 58,992,000
Subordinated notes payable
Long-Term Debt
Debt offering	$ 60
Fixed interest rate		5.625%
Earliest call date	Jun. 25, 2025	Jun. 25, 2025
Discount and debt issuance costs		$ 988,000
Proceeds from debt issuance, net of discount and debt issuance costs	$ 58,900,000
Debt issuance costs	$ 300,000
Effective interest rate (as a percent)	5.85%
Subordinated notes payable | Inception through June 25, 2025
Long-Term Debt
Fixed interest rate	5.625%
Discount and debt issuance costs amorization period	10 years
Subordinated notes payable | After June 25, 2025
Long-Term Debt
Quarterly percentage of principal that may be called	100.00%
Subordinated notes payable | After June 25, 2025 | 3-month LIBOR
Long-Term Debt
Interest rate terms, spread over reference rate	3.17%

Long-Term Debt - Issuance of Pr

Long-Term Debt - Issuance of Preferred Stock (Details) - Series C Preferred Stock - USD ($) $ / shares in Units, $ in Millions	Jul. 22, 2015	Jun. 25, 2015
Preferred stock
Redemption price per share	$ 1,000
Stock redeemed, including accrued dividends	$ 57.4
Redemption Plan
Preferred stock
Shares redeemed		57,366

Long-Term Debt - Subordinated68

Long-Term Debt - Subordinated Notes Payable - Components (Details) - USD ($) $ in Thousands	Jun. 25, 2015	Sep. 30, 2015	Dec. 31, 2014
Long-Term Debt
Subordinated notes payable		$ 59,012
Subordinated notes payable
Long-Term Debt
Subordinated notes payable		$ 59,012	$ 0
Fixed interest rate		5.625%
Maturity date		Jun. 25, 2030
Earliest call date	Jun. 25, 2025	Jun. 25, 2025

Employee Benefit And Stock Co69

Employee Benefit And Stock Compensation Plans (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Employee Benefit And Stock Compensation Plans
Share-based compensation expense	$ 0.7	$ 0.7	$ 2.6	$ 2.4

Employee Benefit And Stock Co70

Employee Benefit And Stock Compensation Plans (Summary Of Changes In Stock Option Awards) (Details)	9 Months Ended
	Sep. 30, 2015$ / sharesshares
Employee Benefit And Stock Compensation Plans
Shares, Outstanding - beginning of year | shares	819,755
Shares, Granted | shares	62,363
Shares, Exercised | shares	(113,938)
Shares, Forfeited | shares	(254,263)
Shares, Outstanding - end of year | shares	513,917
Shares, Exercisable - end of year | shares	398,925
Weighted average exercise price, Outstanding - beginning of year	$ 9.66
Weighted average exercise price, Granted	12.46
Weighted average exercise price, Exercised	7.81
Weighted average exercise price, Forfeited	12.94
Weighted average exercise price, Outstanding - end of year	8.78
Weighted average exercise price, Exercisable - end of year	8.14
Weighted average grant date fair value of options granted	$ 2.49

Employee Benefit And Stock Co71

Employee Benefit And Stock Compensation Plans (Summary Of Changes In Stock Awards) (Details) $ / shares in Units, $ in Millions	9 Months Ended
	Sep. 30, 2015USD ($)$ / sharesshares
Employee Benefit And Stock Compensation Plans
Shares, Unvested - beginning of year	635,598
Shares, Granted	262,925
Shares, Vested	(378,637)
Shares, Forfeited	(8,081)
Shares, Unvested - end of year	511,805
Weighted average grant date fair value, Unvested - beginning of year | $ / shares	$ 9.05
Weighted average grant date fair value, Granted | $ / shares	11.52
Weighted average grant date fair value, Vested | $ / shares	8.33
Weighted average grant date fair value, Forfeited | $ / shares	10.74
Weighted average grant date fair value, Unvested - end of year | $ / shares	$ 10.82
Total unrecognized compensation expense related to unvested share-based compensation arrangements granted under equity incentive plans | $	$ 4.4
Unrecognized compensation expense related to unvested share-based compensation arrangements, expected weighted average recognition period, years	1 year 10 months 24 days

Segments (Summary Of Operating

Segments (Summary Of Operating And Selected Financial Information By Operating Segment) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Segments
Total interest income	$ 30,177	$ 29,205	$ 90,185	$ 84,706
Total interest expense	2,810	2,143	6,745	6,386
Provision for loan losses	762	(452)	1,030	(3,281)
Noninterest income	7,424	7,380	22,682	20,417
Noninterest expense	24,738	23,322	74,460	69,238
Provision for income taxes	2,337	4,039	8,892	11,269
Net income from continuing operations	6,954	7,533	21,740	21,511
Net (loss) income from discontinued operations		358	(71)	514
Net income	6,954	7,891	21,669	22,025
Commercial Banking
Segments
Total interest income	30,084	29,098	88,909	84,386
Total interest expense	986	1,111	2,926	3,349
Provision for loan losses	774	(197)	1,160	(2,572)
Noninterest income	2,765	2,740	8,208	6,968
Noninterest expense	8,445	8,534	26,988	26,280
Management fees and allocations, net of tax	6,627	5,725	19,429	17,676
Provision for income taxes	7,451	8,021	22,366	22,944
Net income from continuing operations	8,566	8,644	24,248	23,677
Net income	8,566	8,644	24,248	23,677
Fee-Based Lines
Segments
Total interest income	1	2	2	4
Total interest expense	12	9	33	31
Noninterest income	4,501	4,040	13,554	12,560
Noninterest expense	4,080	3,735	11,994	11,169
Management fees and allocations, net of tax	280	270	892	807
Provision for income taxes	109	138	565	555
Net income from continuing operations	21	(110)	72	2
Net (loss) income from discontinued operations		358	(71)	514
Net income	21	248	1	516
Corporate Support and Other
Segments
Total interest income	92	105	1,274	316
Total interest expense	1,812	1,023	3,786	3,006
Provision for loan losses	(12)	(255)	(130)	(709)
Noninterest income	158	600	920	889
Noninterest expense	12,213	11,053	35,478	31,789
Management fees and allocations, net of tax	(6,907)	(5,995)	(20,321)	(18,483)
Provision for income taxes	(5,223)	(4,120)	(14,039)	(12,230)
Net income from continuing operations	(1,633)	(1,001)	(2,580)	(2,168)
Net income	$ (1,633)	$ (1,001)	$ (2,580)	$ (2,168)

Fair Value Measurements (Financ

Fair Value Measurements (Financial Assets And Liabilities Measured At Fair Value On Recurring Basis) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Assets and liabilities measured at fair value
Investment securities available for sale	$ 153,365	$ 459,815
Total derivative assets	5,188	4,891
Mortgage-backed securities
Assets and liabilities measured at fair value
Investment securities available for sale		283,504
Trust preferred securities
Assets and liabilities measured at fair value
Investment securities available for sale	46,135	59,655
Corporate debt securities
Assets and liabilities measured at fair value
Investment securities available for sale	103,362	101,210
Derivatives designated as hedging instruments
Assets and liabilities measured at fair value
Total derivative assets	1,207	734
Total derivative liabilities	8,274	6,005
Derivatives not designated as hedging instruments
Assets and liabilities measured at fair value
Total derivative assets	3,981	4,157
Total derivative liabilities	4,238	4,301
Recurring
Assets and liabilities measured at fair value
Investment securities available for sale	153,365	459,815
Total derivative assets	5,188	4,891
Total derivative liabilities	12,512	10,306
Recurring | Quoted prices in active markets for identical assets (Level 1)
Assets and liabilities measured at fair value
Investment securities available for sale	13,033	21,737
Recurring | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Investment securities available for sale	134,326	431,324
Total derivative assets	5,188	4,891
Total derivative liabilities	12,512	10,306
Recurring | Significant unobservable inputs (Level 3)
Assets and liabilities measured at fair value
Investment securities available for sale	6,006	6,754
Recurring | Mortgage-backed securities
Assets and liabilities measured at fair value
Investment securities available for sale		283,504
Recurring | Mortgage-backed securities | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Investment securities available for sale		283,504
Recurring | Trust preferred securities
Assets and liabilities measured at fair value
Investment securities available for sale	46,135	59,655
Recurring | Trust preferred securities | Quoted prices in active markets for identical assets (Level 1)
Assets and liabilities measured at fair value
Investment securities available for sale	13,033	21,737
Recurring | Trust preferred securities | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Investment securities available for sale	27,096	31,164
Recurring | Trust preferred securities | Significant unobservable inputs (Level 3)
Assets and liabilities measured at fair value
Investment securities available for sale	6,006	6,754
Recurring | Corporate debt securities
Assets and liabilities measured at fair value
Investment securities available for sale	103,362	101,210
Recurring | Corporate debt securities | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Investment securities available for sale	103,362	101,210
Recurring | Municipal securities
Assets and liabilities measured at fair value
Investment securities available for sale	3,868	15,446
Recurring | Municipal securities | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Investment securities available for sale	3,868	15,446
Recurring | Foreign exchange forward contracts
Assets and liabilities measured at fair value
Total derivative liabilities		17
Recurring | Foreign exchange forward contracts | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Total derivative liabilities		17
Recurring | Derivatives designated as hedging instruments | Cash flow hedges
Assets and liabilities measured at fair value
Total derivative assets	1,207	437
Total derivative liabilities	6,220	5,017
Recurring | Derivatives designated as hedging instruments | Fair value hedges
Assets and liabilities measured at fair value
Total derivative assets		297
Total derivative liabilities	2,054	988
Recurring | Derivatives designated as hedging instruments | Significant other observable inputs (Level 2) | Cash flow hedges
Assets and liabilities measured at fair value
Total derivative assets	1,207	437
Total derivative liabilities	6,220	5,017
Recurring | Derivatives designated as hedging instruments | Significant other observable inputs (Level 2) | Fair value hedges
Assets and liabilities measured at fair value
Total derivative assets		297
Total derivative liabilities	2,054	988
Recurring | Derivatives not designated as hedging instruments
Assets and liabilities measured at fair value
Total derivative assets	3,970	4,103
Total derivative liabilities	4,226	4,284
Recurring | Derivatives not designated as hedging instruments | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Total derivative assets	3,970	4,103
Total derivative liabilities	4,226	4,284
Recurring | Derivatives not designated as hedging instruments | Foreign exchange forward contracts
Assets and liabilities measured at fair value
Total derivative assets	11	54
Total derivative liabilities	12
Recurring | Derivatives not designated as hedging instruments | Foreign exchange forward contracts | Significant other observable inputs (Level 2)
Assets and liabilities measured at fair value
Total derivative assets	11	$ 54
Total derivative liabilities	$ 12

Fair Value Measurements (Fina74

Fair Value Measurements (Financial Assets Measured At Fair Value On Recurring Basis Using Significant Unobservable Inputs) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Reconciliation of Level 3 inputs
Beginning balance	$ 5,867	$ 6,892	$ 6,754	$ 6,036
Transfers and purchases				706
Net accretion	15	15	54	44
Sales/calls/maturities			(995)
Unrealized gain (loss) included in comprehensive income	124	37	193	158
Ending balance	$ 6,006	$ 6,944	$ 6,006	$ 6,944

Fair Value Measurements (Schedu

Fair Value Measurements (Schedule Of Financial Assets Measured At Fair Value On A Nonrecurring Basis - Impaired Loans) (Details) - Impaired Loans - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Assets and liabilities measured at fair value
Impaired loans, net of specific reserve	$ 2,671	$ 15,734
Nonrecurring
Assets and liabilities measured at fair value
Impaired loans, net of specific reserve	2,671	15,734
Significant unobservable inputs (Level 3) | Nonrecurring
Assets and liabilities measured at fair value
Impaired loans, net of specific reserve	$ 2,671	$ 15,734

Fair Value Measurements (Narrat

Fair Value Measurements (Narrative) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Fair value, narrative disclosures
Provision for loan and credit losses			$ 1,030	$ (3,281)
Recoveries	$ 392	$ 434	2,225	$ 1,682
Impaired Loans
Fair value, narrative disclosures
Provision for loan and credit losses	(100)		(1,000)
Recoveries	$ 300		$ 1,100

Fair Value Measurements (Sche77

Fair Value Measurements (Schedule Of Financial Assets Measured At Fair Value On A Nonrecurring Basis - OREO) (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Assets and liabilities measured at fair value
OREO	$ 5,775	$ 6,132
OREO
Assets and liabilities measured at fair value
OREO	5,775	6,132
Year to date gain (loss)	45	1,459
Nonrecurring | OREO
Assets and liabilities measured at fair value
OREO	5,775	6,132
Nonrecurring | OREO | Significant unobservable inputs (Level 3)
Assets and liabilities measured at fair value
OREO	$ 5,775	$ 6,132

Fair Value Measurements (Sche78

Fair Value Measurements (Schedule Of Reconciliation Of The Fair Value Measurement Of Other Real Estate Owned) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014
Fair Value Measurements
OREO recorded at fair value	$ 5,775	$ 6,132
Estimated selling costs	(294)	(313)
OREO	$ 5,481	$ 5,819

Fair Value Measurements (Summar

Fair Value Measurements (Summary Of Other Real Estate Owned Transactions) (Details) $ in Thousands	9 Months Ended
	Sep. 30, 2015USD ($)
Fair Value Measurements
Beginning balance	$ 5,819
OREO sales	(383)
Valuation adjustments	45
Ending balance	$ 5,481

Fair Value Measurements (Sche80

Fair Value Measurements (Schedule Of Valuation Process used to determine Level 3) (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2015	Dec. 31, 2014
Fair value valuation processes
Investment securities available for sale	$ 153,365	$ 459,815
OREO recorded at fair value	5,775	6,132
Impaired Loans
Fair value valuation processes
Impaired loans	2,671	15,734
OREO
Fair value valuation processes
OREO recorded at fair value	5,775	6,132
Market approach | Trust preferred securities
Fair value valuation processes
Investment securities available for sale	$ 6,006	$ 6,754
Valuation Technique	Market approach
Unobservable Input	Discount to carrying value using broker quotes or observable prices on similar securities	Discount to carrying value using broker quotes or observable prices on similar securities
Market approach | Weighted Average | Trust preferred securities
Fair value valuation processes
Discount rate	12.00%	14.00%
Market approach | Minimum | Trust preferred securities
Fair value valuation processes
Discount rate	0.00%	0.00%
Market approach | Maximum | Trust preferred securities
Fair value valuation processes
Discount rate	16.00%	18.00%
Commercial | Market approach | Impaired Loans
Fair value valuation processes
Impaired loans	$ 1,237	$ 1,150
Valuation Technique	Sales comparison (1)
Unobservable Input	Management discount for asset type	Management discount for asset type
Commercial | Market approach | Weighted Average | Impaired Loans
Fair value valuation processes
Discount rate	57.00%	41.00%
Commercial | Market approach | Minimum | Impaired Loans
Fair value valuation processes
Discount rate		6.00%
Commercial | Market approach | Maximum | Impaired Loans
Fair value valuation processes
Discount rate		77.00%
Commercial | Sales comparison | Impaired Loans
Fair value valuation processes
Impaired loans	$ 799
Valuation Technique	Sales comparison (1)
Unobservable Input	Sales comparison adjustments
Commercial | Sales comparison | Weighted Average | Impaired Loans
Fair value valuation processes
Sales comparison adjustments	(32.00%)
Commercial | Property appraisals | OREO
Fair value valuation processes
OREO recorded at fair value	$ 223	$ 455
Valuation Technique	Property appraisals (1)
Unobservable Input	Management discount for property type and recent market volatility	Management discount for property type and recent market volatility
Commercial | Property appraisals | Weighted Average | OREO
Fair value valuation processes
Discount rate	0.00%	19.00%
Commercial | Property appraisals | Minimum | Impaired Loans
Fair value valuation processes
Discount rate	0.00%
Commercial | Property appraisals | Minimum | OREO
Fair value valuation processes
Discount rate		0.00%
Commercial | Property appraisals | Maximum | Impaired Loans
Fair value valuation processes
Discount rate	76.00%
Commercial | Property appraisals | Maximum | OREO
Fair value valuation processes
Discount rate		30.00%
Real estate - mortgage | Sales comparison | Impaired Loans
Fair value valuation processes
Impaired loans	$ 531	$ 2,407
Valuation Technique	Sales comparison (1)
Unobservable Input	Sales comparison adjustments	Sales comparison adjustments
Real estate - mortgage | Sales comparison | Weighted Average | Impaired Loans
Fair value valuation processes
Sales comparison adjustments	1.00%	4.00%
Real estate - mortgage | Sales comparison | Minimum | Impaired Loans
Fair value valuation processes
Sales comparison adjustments	(15.00%)	(9.00%)
Real estate - mortgage | Sales comparison | Maximum | Impaired Loans
Fair value valuation processes
Sales comparison adjustments	14.00%	14.00%
Real estate - mortgage | Income approach | Impaired Loans
Fair value valuation processes
Impaired loans		$ 9,486
Unobservable Input		Capitalization and/or discount rate
Real estate - mortgage | Income approach | Weighted Average | Impaired Loans
Fair value valuation processes
Discount rate		9.00%
Real estate - mortgage | Income approach | Minimum | Impaired Loans
Fair value valuation processes
Discount rate		9.00%
Real estate - mortgage | Income approach | Maximum | Impaired Loans
Fair value valuation processes
Discount rate		10.00%
Construction and land | Sales comparison | Impaired Loans
Fair value valuation processes
Impaired loans	$ 28	$ 679
Valuation Technique	Sales comparison (1)
Unobservable Input	Sales comparison adjustments	Sales comparison adjustments
Construction and land | Sales comparison | Weighted Average | Impaired Loans
Fair value valuation processes
Sales comparison adjustments	(24.00%)	3.00%
Construction and land | Sales comparison | Minimum | Impaired Loans
Fair value valuation processes
Sales comparison adjustments		(24.00%)
Construction and land | Sales comparison | Maximum | Impaired Loans
Fair value valuation processes
Sales comparison adjustments		5.00%
Construction and land | Property appraisals | OREO
Fair value valuation processes
OREO recorded at fair value	$ 5,552	$ 5,677
Valuation Technique	Property appraisals (1)
Unobservable Input	Management discount for property type and recent market volatility	Management discount for property type and recent market volatility
Construction and land | Property appraisals | Weighted Average | OREO
Fair value valuation processes
Discount rate	17.00%	19.00%
Construction and land | Property appraisals | Minimum | OREO
Fair value valuation processes
Discount rate		17.00%
Construction and land | Property appraisals | Maximum | OREO
Fair value valuation processes
Discount rate		50.00%
Consumer | Sales comparison | Impaired Loans
Fair value valuation processes
Impaired loans	$ 76	$ 2,012
Valuation Technique	Sales comparison (1)
Unobservable Input	Sales comparison adjustments	Sales comparison adjustments
Consumer | Sales comparison | Weighted Average | Impaired Loans
Fair value valuation processes
Sales comparison adjustments	14.00%	7.00%
Consumer | Sales comparison | Minimum | Impaired Loans
Fair value valuation processes
Sales comparison adjustments		5.00%
Consumer | Sales comparison | Maximum | Impaired Loans
Fair value valuation processes
Sales comparison adjustments		14.00%

Fair Value Measurements (Sche81

Fair Value Measurements (Schedule Of Estimated Fair Value Of Other Financial Instruments) (Details) - USD ($) $ in Thousands	Sep. 30, 2015	Dec. 31, 2014	Sep. 30, 2014	Dec. 31, 2013
Fair value of financial instruments
Cash and cash equivalents	$ 93,949	$ 91,565	$ 93,733	$ 76,028
Investment securities available for sale	153,365	459,815
Investment securities held to maturity	349,020	13,329
Other investments	11,479	11,477
Loans - net	2,586,154	2,372,810
Accrued interest receivable	10,788	9,617
Derivatives assets	5,188	4,891
Deposits.	2,707,413	2,492,291
Securities sold under agreements to repurchase	62,182	49,976
Short-term borrowings	110,000	112,469
Subordinated notes payable	59,012
Junior subordinated debentures	72,166	72,166
Carrying Value
Fair value of financial instruments
Cash and cash equivalents	93,949	91,565
Investment securities available for sale	153,365	459,815
Investment securities held to maturity	349,020	13,329
Other investments	11,479	11,477
Loans - net	2,586,154	2,372,810
Accrued interest receivable	10,788	9,617
Derivatives assets	5,188	4,891
Deposits.	2,707,413	2,492,291
Securities sold under agreements to repurchase	62,182	49,976
Short-term borrowings	110,000	112,469
Accrued interest payable	1,935	813
Subordinated notes payable	59,012
Junior subordinated debentures	72,166	72,166
Derivatives liabilities	12,512	10,306
Total Fair Value
Fair value of financial instruments
Cash and cash equivalents	93,949	91,565
Investment securities available for sale	153,365	459,815
Investment securities held to maturity	350,587	13,616
Other investments	11,479	11,477
Loans - net	2,583,087	2,371,756
Accrued interest receivable	10,788	9,617
Derivatives assets	5,188	4,891
Deposits.	2,707,203	2,492,340
Securities sold under agreements to repurchase	61,540	49,991
Short-term borrowings	110,000	112,469
Accrued interest payable	1,935	813
Subordinated notes payable	58,682
Junior subordinated debentures	72,166	72,166
Derivatives liabilities	$ 12,512	$ 10,306

Regulatory Matters (Reconciliat

Regulatory Matters (Reconciliation Of Regulatory Capital) (Details) $ in Thousands	Sep. 30, 2015USD ($)
Regulatory matters
Common shareholders' equity	$ 269,969
Regulatory adjustments and deductions
Disallowed intangible assets	(830)
Net operating loss carryforwards	(37)
Unrealized net gain on HTM securities	(4,593)
Unrealized gain on available for sale securities	(2,074)
Unrealized loss on cash flow hedges	3,108
Threshold deductions:
Common equity tier 1 capital (CET1)	265,543
Subordinated debentures	70,000
Tier 1 capital deductions	(15,073)
Tier I capital	320,470
Allowance for loan losses	34,899
Tier 2 capital	59,012
Tier 2 capital deductions	(4,420)
Total risk-based regulatory capital	409,961
Bank
Regulatory matters
Common shareholders' equity	343,905
Regulatory adjustments and deductions
Net operating loss carryforwards	(37)
Unrealized net gain on HTM securities	(4,593)
Unrealized gain on available for sale securities	(2,074)
Unrealized loss on cash flow hedges	(748)
Threshold deductions:
Tier 1 deductions applied to CET1	(12,882)
Common equity tier 1 capital (CET1)	323,571
Tier I capital	323,571
Allowance for loan losses	34,486
Tier 2 capital deductions	(3,775)
Total risk-based regulatory capital	$ 354,282

Regulatory Matters (Schedule Of

Regulatory Matters (Schedule Of Regulatory Capital Amounts And Ratios Of The Company And The Bank) (Details) $ in Thousands	Sep. 30, 2015USD ($)
Regulatory matters
Common Tier 1, Risk-based, Regulatory capital	$ 265,543
Common Tier 1, Risk-based, Well-capitalized requirement	188,526
Common Tier 1, Risk-based, Regulatory capital - excess	$ 77,017
Common Tier 1, Risk-based, Capital ratios (as a percent)	9.20%
Common Tier 1, Risk-based, Minimum capital requirement (as a percent)	4.50%
Common Tier 1, Risk-based, Well-capitalized requirement (as a percent)	6.50%
Tier I, Risk-based, Regulatory capital	$ 320,470
Tier I, Risk-based, Well-capitalized requirement	232,032
Tier I, Risk-based, Regulatory capital - excess	$ 88,438
Tier I, Risk-based, Capital ratios (as a percent)	11.00%
Tier I, Risk-based, Minimum capital requirement (as a percent)	6.00%
Tier I, Risk-based, Well-capitalized requirement (as a percent)	8.00%
Total capital, Risk-based, Regulatory capital	$ 409,961
Total capital, Risk-based, Well-capitalized requirement	290,040
Total capital, Risk-based, Regulatory capital - excess	$ 119,921
Total capital, Risk-based, Capital ratios (as a percent)	14.10%
Total capital, Risk-based, Minimum capital requirement (as a percent)	8.00%
Total capital, Risk-based, Well-capitalized requirement (as a percent)	10.00%
Tier I, Leverage, Regulatory capital	$ 320,470
Tier I, Leverage, Well-capitalized requirement	157,680
Tier I, Leverage, Regulatory capital - excess	$ 162,790
Tier I, Leverage, Capital ratios (as a percent)	10.20%
Tier I, Leverage, Minimum capital requirement (as a percent)	4.00%
Tier I, Leverage, Well-capitalized requirement (as a percent)	5.00%
Bank
Regulatory matters
Common Tier 1, Risk-based, Regulatory capital	$ 323,571
Common Tier 1, Risk-based, Well-capitalized requirement	186,481
Common Tier 1, Risk-based, Regulatory capital - excess	$ 137,090
Common Tier 1, Risk-based, Capital ratios (as a percent)	11.30%
Common Tier 1, Risk-based, Minimum capital requirement (as a percent)	4.50%
Common Tier 1, Risk-based, Well-capitalized requirement (as a percent)	6.50%
Tier I, Risk-based, Regulatory capital	$ 323,571
Tier I, Risk-based, Well-capitalized requirement	229,515
Tier I, Risk-based, Regulatory capital - excess	$ 94,056
Tier I, Risk-based, Capital ratios (as a percent)	11.30%
Tier I, Risk-based, Minimum capital requirement (as a percent)	6.00%
Tier I, Risk-based, Well-capitalized requirement (as a percent)	8.00%
Total capital, Risk-based, Regulatory capital	$ 354,282
Total capital, Risk-based, Well-capitalized requirement	286,894
Total capital, Risk-based, Regulatory capital - excess	$ 67,388
Total capital, Risk-based, Capital ratios (as a percent)	12.30%
Total capital, Risk-based, Minimum capital requirement (as a percent)	8.00%
Total capital, Risk-based, Well-capitalized requirement (as a percent)	10.00%
Tier I, Leverage, Regulatory capital	$ 323,571
Tier I, Leverage, Well-capitalized requirement	156,090
Tier I, Leverage, Regulatory capital - excess	$ 167,481
Tier I, Leverage, Capital ratios (as a percent)	10.40%
Tier I, Leverage, Minimum capital requirement (as a percent)	4.00%
Tier I, Leverage, Well-capitalized requirement (as a percent)	5.00%

Supplemental Financial Data (De

Supplemental Financial Data (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2015	Sep. 30, 2014	Sep. 30, 2015	Sep. 30, 2014
Other noninterest income
Loan Fees	$ 305	$ 394	$ 1,000	$ 1,323
Other customer service fees	709	607	1,838	1,580
Bank-owned life insurance	349	326	980	1,228
Private equity investment income (loss)	70	555	859	(503)
Other		34	13	35
Other noninterest income	1,433	1,916	4,690	3,663
Other noninterest expense
Marketing and business development	646	805	2,114	2,202
Service contracts	1,342	1,012	3,349	2,732
Professional fees	770	668	1,906	1,874
Office supplies and delivery	428	400	1,069	1,154
Other expense	903	757	2,601	2,726
Other noninterest expense	$ 4,089	$ 3,642	$ 11,039	$ 10,688