Eagle Bancorp (EGBN) 10-Q 9 Nov 16 2016 Q3 Quarterly report Financial data

Document And Entity Information

Document And Entity Information - shares	9 Months Ended
	Sep. 30, 2016	Oct. 31, 2016
Document Information [Line Items]
Entity Registrant Name	EAGLE BANCORP INC
Entity Central Index Key	1,050,441
Trading Symbol	egbn
Current Fiscal Year End Date	--12-31
Entity Filer Category	Large Accelerated Filer
Entity Current Reporting Status	Yes
Entity Voluntary Filers	No
Entity Well-known Seasoned Issuer	Yes
Entity Common Stock, Shares Outstanding (in shares)		33,632,710
Document Type	10-Q
Document Period End Date	Sep. 30, 2016
Document Fiscal Year Focus	2,016
Document Fiscal Period Focus	Q3
Amendment Flag	false

Consolidated Balance Sheets (Un

Consolidated Balance Sheets (Unaudited) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Assets
Cash and due from banks	$ 10,615	$ 10,270	$ 10,080
Federal funds sold	5,262	3,791	4,076
Interest bearing deposits with banks and other short-term investments	503,150	284,302	291,898
Investment securities available-for-sale, at fair value	430,668	487,869	524,326
Federal Reserve and Federal Home Loan Bank stock	19,920	16,903	16,865
Loans held for sale	78,118	47,492	35,713
Loans	5,481,975	4,998,368	4,776,965
Less allowance for credit losses	(56,864)	(52,687)	(50,320)
Loans, net	5,425,111	4,945,681	4,726,645
Premises and equipment, net	19,370	18,254	17,070
Deferred income taxes	41,065	40,311	35,426
Bank owned life insurance	59,747	58,682	58,284
Intangible assets, net	107,694	108,542	109,498
Other real estate owned	5,194	5,852	9,952
Other assets	56,218	47,628	48,022
Total Assets	6,762,132	6,075,577	5,887,855
Liabilities
Noninterest bearing demand	1,668,271	1,405,067	1,402,447
Interest bearing transaction	297,973	178,797	207,716
Savings and money market	2,802,519	2,835,325	2,514,310
Time, $100,000 or more	452,015	406,570	439,248
Other time	337,371	332,685	362,867
Total deposits	5,558,149	5,158,444	4,926,588
Customer repurchase agreements	71,642	72,356	64,893
Other short-term borrowings	50,000
Long-term borrowings	216,419	68,928	68,897
Other liabilities	50,283	37,248	41,408
Total Liabilities	5,946,493	5,336,976	5,101,786
Shareholders' Equity
Preferred stock, par value $.01 per share, shares authorized 1,000,000, Series B, $1,000 per share liquidation preference, shares issued and outstanding -0- at September 30, 2016 and December 31, 2015, and 56,600 at September 30, 2015; Series C, $1,000 per share liquidation preference, shares issued and outstanding -0- at September 30, 2016 and December 31, 2015, and 15,300 at September 30, 2015			71,900
Common stock, par value $.01 per share; shares authorized 100,000,000, shares issued and outstanding 33,590,880, 33,467,893 and 33,405,510 respectively	333	331	330
Warrant	946	946	946
Additional paid in capital	509,706	503,529	500,334
Retained earnings	305,594	233,604	211,318
Accumulated other comprehensive (loss) income	(940)	191	1,241
Total Shareholders' Equity	815,639	738,601	786,069
Total Liabilities and Shareholders' Equity	$ 6,762,132	$ 6,075,577	$ 5,887,855

Consolidated Balance Sheets (U3

Consolidated Balance Sheets (Unaudited) (Parentheticals) - $ / shares	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Series B Preferred Stock [Member]
Preferred stock, per share liquidation preference (in dollars per share)	$ 1,000	$ 1,000	$ 1,000
Preferred stock, shares issued (in shares)	0	0	56,600
Preferred stock, shares outstanding (in shares)	0	0	56,600
Series C Preferred Stock [Member]
Preferred stock, per share liquidation preference (in dollars per share)	$ 1,000	$ 1,000	$ 1,000
Preferred stock, shares issued (in shares)	0	0	15,300
Preferred stock, shares outstanding (in shares)	0	0	15,300
Preferred stock, par value (in dollars per share)	$ 0.01	$ 0.01	$ 0.01
Preferred stock, shares authorized (in shares)	1,000,000	1,000,000	1,000,000
Common stock, par value (in dollars per share)	$ 0.01	$ 0.01	$ 0.01
Common stock, shares authorized (in shares)	100,000,000	100,000,000	100,000,000
Common stock, shares issued (in shares)	33,590,880	33,467,893	33,405,510
Common stock, shares outstanding (in shares)	33,590,880	33,467,893	33,405,510

Consolidated Statements of Oper

Consolidated Statements of Operations (Unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Interest Income
Interest and fees on loans	$ 69,869	$ 61,006	$ 202,002	$ 178,063
Interest and dividends on investment securities	2,177	2,745	7,121	7,189
Interest on balances with other banks and short-term investments	376	228	856	604
Interest on federal funds sold	9	2	31	13
Total interest income	72,431	63,981	210,010	185,869
Interest Expense
Interest on deposits	4,840	3,739	13,513	10,668
Interest on customer repurchase agreements	39	33	115	94
Interest on short-term borrowings	383		727	54
Interest on long-term borrowings	2,441	1,124	4,515	3,687
Total interest expense	7,703	4,896	18,870	14,503
Net Interest Income	64,728	59,085	191,140	171,366
Provision for Credit Losses	2,288	3,262	9,219	10,043
Net Interest Income After Provision For Credit Losses	62,440	55,823	181,921	161,323
Noninterest Income
Service charges on deposits	1,431	1,374	4,303	3,990
Gain on sale of loans	3,009	2,483	8,464	9,364
Gain on sale of investment securities	1	60	1,123	2,224
Loss on early extinguishment of debt				(1,130)
Increase in the cash surrender value of bank owned life insurance	391	395	1,171	1,191
Other income	1,573	1,787	5,209	4,497
Total noninterest income	6,405	6,099	20,270	20,136
Noninterest Expense
Salaries and employee benefits	17,130	15,383	49,157	45,772
Premises and equipment expenses	3,786	3,974	11,419	12,056
Marketing and advertising	857	762	2,551	2,182
Data processing	1,879	1,976	5,716	5,598
Legal, accounting and professional fees	771	1,063	2,845	2,915
FDIC insurance	629	794	2,193	2,348
Merger expenses		2		139
Other expenses	3,786	3,451	11,354	11,066
Total noninterest expense	28,838	27,405	85,235	82,076
Income Before Income Tax Expense	40,007	34,517	116,956	99,383
Income Tax Expense	15,484	13,054	44,966	37,564
Net Income	24,523	21,463	71,990	61,819
Preferred Stock Dividends		180		539
Net Income Available to Common Shareholders	$ 24,523	$ 21,283	$ 71,990	$ 61,280
Earnings Per Common Share
Basic (in dollars per share)	$ 0.73	$ 0.64	$ 2.14	$ 1.88
Diluted (in dollars per share)	$ 0.72	$ 0.63	$ 2.11	$ 1.84

Consolidated Statements of Comp

Consolidated Statements of Comprehensive Income (Unaudited) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net Income	$ 24,523	$ 21,463	$ 71,990	$ 61,819
Other comprehensive (loss) income, net of tax:
Unrealized (loss) gain on securities available for sale	(907)	2,107	4,110	1,995
Reclassification adjustment for net gains included in net income	(1)	(36)	(674)	(1,334)
Total unrealized (loss) gain	(906)	2,071	3,436	661
Unrealized gain (loss) on derivatives	1,756	(3,976)	(5,478)	(2,067)
Reclassification adjustment for losses included in net income	466		911
Total unrealized gain (loss)	1,290	(3,976)	(4,567)	(2,067)
Other comprehensive income (loss)	384	(1,905)	(1,131)	(1,406)
Comprehensive Income	$ 24,907	$ 19,558	$ 70,859	$ 60,413

Consolidated Statements of Chan

Consolidated Statements of Changes in Shareholders' Equity (Unaudited) - USD ($) $ in Thousands	Preferred Stock [Member]	Common Stock [Member]	Warrant [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	AOCI Attributable to Parent [Member]	Total
Balance (in shares) at Dec. 31, 2014	71,900	30,139,396
Balance at Dec. 31, 2014	$ 71,900	$ 296	$ 946	$ 394,933	$ 150,037	$ 2,647	$ 620,759
Net Income					61,819		61,819
Other comprehensive loss, net of tax						(1,406)	(1,406)
Stock-based compensation				3,660			3,660
Issuance of common stock related to options exercised, net of shares withheld for payroll taxes (in shares)		373,027
Issuance of common stock related to options exercised, net of shares withheld for payroll taxes		$ 4		4,636			4,640
Tax benefits realized from stock compensation				1,945			1,945
Vesting of restricted stock awards issued at date of grant, net of shares withheld for payroll taxes (in shares)		(17,877)
Vesting of restricted stock awards issued at date of grant, net of shares withheld for payroll taxes		$ 2		(2)
Restricted stock awards (in shares)		78,070
Restricted stock awards
Issuance of common stock related to employee stock purchase plan (in shares)		15,994
Issuance of common stock related to employee stock purchase plan				561	1		562
Balance (in shares) at Sep. 30, 2015	71,900	33,405,510
Balance at Sep. 30, 2015	$ 71,900	$ 330	946	500,334	211,318	1,241	786,069
Shares issued in public offering, net of issuance costs (in shares)		2,816,900
Shares issued in public offering, net of issuance costs		$ 28		94,605			94,633
Cash paid in lieu of fractional shares upon merger with Virginia Heritage				(4)			(4)
Preferred stock dividends					(539)		(539)
Balance (in shares) at Dec. 31, 2015		33,467,893
Balance at Dec. 31, 2015		$ 331	946	503,529	233,604	191	738,601
Net Income					71,990		71,990
Other comprehensive loss, net of tax						(1,131)	(1,131)
Stock-based compensation				5,159			5,159
Issuance of common stock related to options exercised, net of shares withheld for payroll taxes (in shares)		23,614
Issuance of common stock related to options exercised, net of shares withheld for payroll taxes				282			282
Tax benefits realized from stock compensation				166			166
Vesting of restricted stock awards issued at date of grant, net of shares withheld for payroll taxes (in shares)		(17,556)
Vesting of restricted stock awards issued at date of grant, net of shares withheld for payroll taxes		$ 2		(2)
Restricted stock awards (in shares)		104,775
Restricted stock awards
Issuance of common stock related to employee stock purchase plan (in shares)		12,154
Issuance of common stock related to employee stock purchase plan				572			572
Balance (in shares) at Sep. 30, 2016		33,590,880
Balance at Sep. 30, 2016		$ 333	$ 946	$ 509,706	$ 305,594	$ (940)	$ 815,639

Consolidated Statements of Cha7

Consolidated Statements of Changes in Shareholders' Equity (Unaudited) (Parentheticals) $ in Thousands	9 Months Ended
	Sep. 30, 2015USD ($)
Additional Paid-in Capital [Member]
Shares issued in public offering, issuance costs	$ 5,032

Consolidated Statements of Cash

Consolidated Statements of Cash Flows (Unaudited) - USD ($)	9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015
Cash Flows From Operating Activities:
Net Income	$ 71,990,000	$ 61,819,000
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Provision for Credit Losses	9,219,000	10,043,000
Depreciation and amortization	4,628,000	8,117,000
Gains on sale of loans	(8,464,000)	(9,364,000)
Securities premium amortization (discount accretion), net	3,412,000	2,304,000
Origination of loans held for sale	(606,213,000)	(726,230,000)
Proceeds from sale of loans held for sale	584,051,000	744,198,000
Net increase in cash surrender value of BOLI	(1,171,000)	(1,191,000)
Increase in deferred income taxes	(754,000)	(2,915,000)
Decrease in value of other real estate owned	200,000	750,000
Net (gain) loss on sale of other real estate owned	(657,000)	209,000
Net gain on sale of investment securities	(1,123,000)	(2,224,000)
Loss on early extinguishment of debt		1,130,000
Stock-based compensation expense	5,159,000	3,660,000
Tax benefits realized from stock compensation	(166,000)	(1,945,000)
Increase in other assets	(8,590,000)	(4,149,000)
Increase in other liabilities	13,035,000	5,475,000
Net cash provided by operating activities	64,556,000	89,687,000
Cash Flows From Investing Activities:
Decrease in interest bearing deposits with other banks and short-term investments	784,000	374,000
Purchases of available for sale investment securities	(106,163,000)	(241,280,000)
Proceeds from maturities of available for sale securities	65,727,000	32,021,000
Proceeds from sale/call of available for sale securities	94,217,000	65,790,000
Purchases of Federal Reserve and Federal Home Loan Bank stock	(3,017,000)	(2,405,000)
Proceeds from redemption of Federal Reserve and Federal Home Loan Bank stock		(8,100,000)
Net increase in loans	(491,720,000)	(472,089,000)
Proceeds from sale of other real estate owned	3,614,000	1,846,000
Purchases of BOLI		(499,000)
Purchases of annuities		(992,000)
Bank premises and equipment acquired	(4,836,000)	(2,053,000)
Net cash used in investing activities	(441,394,000)	(611,187,000)
Cash Flows From Financing Activities:
Increase in deposits	399,705,000	615,820,000
(Decrease) increase in customer repurchase agreements	(714,000)	3,773,000
Issuance of common stock		94,633,000
Increase (decrease) in short-term borrowings	50,000,000	(100,000,000)
Increase (decrease) in long-term borrowings	147,491,000	(49,300,000)
Payment of dividends on preferred stock		(539,000)
Proceeds from exercise of stock options	282,000	4,640,000
Tax benefits realized from stock compensation	166,000	1,945,000
Payment in lieu of fractional shares		(4,000)
Proceeds from employee stock purchase plan	572,000	562,000
Net cash provided by financing activities	597,502,000	571,530,000
Net Increase In Cash and Cash Equivalents	220,664,000	50,030,000
Cash and Cash Equivalents at Beginning of Period	298,363,000	256,025,000
Cash and Cash Equivalents at End of Period	519,027,000	306,055,000
Supplemental Cash Flows Information:
Interest paid	18,196,000	15,800,000
Income taxes paid	47,950,000	38,550,000
Non-Cash Investing Activities
Transfers from loans to other real estate owned	2,500,000	1,725,000
Transfers from other real estate owned to loans		$ 2,192,000

Note 1 - Summary of Significant

Note 1 - Summary of Significant Accounting Policies	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Significant Accounting Policies [Text Block]	Note 1. Summary of Significant Accounting Policies Basis of Presentation The Consolidated Financial Statements include the accounts of Eagle Bancorp, Inc. and its subsidiaries (the “Company”), EagleBank (the “Bank”), Eagle Commercial Ventures, LLC (“ECV”), Eagle Insurance Services, LLC, and Bethesda Leasing, LLC, with all significant intercompany transactions eliminated. The Consolidated Financial Statements of the Company included herein are unaudited. The Consolidated Financial Statements reflect all adjustments, consisting of normal recurring accruals that in the opinion of management, are necessary to present fairly the results for the periods presented. The amounts as of and for the year ended December 31, 2015 were derived from audited Consolidated Financial Statements. Certain information and note disclosures normally included in financial statements prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) have been condensed or omitted pursuant to the rules and regulations of the Securities and Exchange Commission. There have been no significant changes to the Company’s Accounting Policies as disclosed in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015. The Company believes that the disclosures are adequate to make the information presented not misleading. Certain reclassifications have been made to amounts previously reported to conform to the current period presentation. These statements should be read in conjunction with the audited Consolidated Financial Statements and related notes included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015. Operating results for the three and nine months ended September 30, 2016 are not necessarily indicative of the results of operations to be expected for the remainder of the year, or for any other period. Nature of Operations The Company, through the Bank, conducts a full service community banking business, primarily in Northern Virginia, Montgomery County, Maryland, and Washington, D.C. The primary financial services offered by the Bank include real estate, commercial and consumer lending, as well as traditional deposit and repurchase agreement products. The Bank is also active in the origination and sale of residential mortgage loans and the origination of small business loans. The guaranteed portion of small business loans, guaranteed by the Small Business Administration (“SBA”), is typically sold to third party investors in a transaction apart from the loan’s origination. The Bank offers its products and services through twenty-one banking offices, five lending centers and various electronic capabilities, including remote deposit services and mobile banking services. Eagle Insurance Services, LLC, a subsidiary of the Bank, offers access to insurance products and services through a referral program with a third party insurance broker. Eagle Commercial Ventures, LLC, a direct subsidiary of the Company, provides subordinated financing for the acquisition, development and construction of real estate projects; these transactions involve higher levels of risk, together with commensurate higher returns. Refer to Higher Risk Lending – Revenue Recognition below. Use of Estimates The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. Actual results may differ from those estimates and such differences could be material to the financial statements. Cash Flows For purposes of reporting cash flows, cash and cash equivalents include cash and due from banks, federal funds sold, and interest bearing deposits with other banks which have an original maturity of three months or less. Loans Held for Sale The Company regularly engages in sales of residential mortgage loans and the guaranteed portion of SBA loans originated by the Bank. The Company has elected to carry loans held for sale at fair value. Fair value is derived from secondary market quotations for similar instruments. Gains and losses on sales of these loans are recorded as a component of noninterest income in the Consolidated Statements of Operations. The Company’s current practice is to sell residential mortgage loans on a servicing released basis, and, therefore, it has no intangible asset recorded for the value of such servicing as of September 30, 2016, December 31, 2015 and September 30, 2015. The sale of the guaranteed portion of SBA loans on a servicing retained basis gives rise to an excess servicing asset, which is computed on a loan by loan basis with the unamortized amount being included in intangible assets in the Consolidated Balance Sheets. This excess servicing asset is being amortized on a straight-line basis (with adjustment for prepayments) as an offset to servicing fees collected and is included in other income in the Consolidated Statement of Operations. The Company enters into commitments to originate residential mortgage loans whereby the interest rate on the loan is determined prior to funding (i.e. interest rate lock commitments). Such interest rate lock commitments on mortgage loans to be sold in the secondary market are considered to be derivatives. To protect against the price risk inherent in residential mortgage loan commitments, the Company utilizes both “best efforts” and “mandatory delivery” forward loan sale commitments to mitigate the risk of potential decreases in the values of loans that would result from the exercise of the derivative loan commitments. Under a “best efforts” contract, the Company commits to deliver an individual mortgage loan of a specified principal amount and quality to an investor and the investor commits to a price that it will purchase the loan from the Company if the loan to the underlying borrower closes. The Company protects itself from changes in interest rates through the use of best efforts forward delivery commitments, whereby the investor commits to purchase a loan at a price representing a premium on the day the borrower commits to an interest rate with the intent that the buyer/investor has assumed the interest rate risk on the loan. As a result, the Bank is not generally exposed to losses on loans sold utilizing best efforts, nor will it realize gains related to rate lock commitments due to changes in interest rates. The market values of interest rate lock commitments and best efforts contracts are not readily ascertainable with precision because rate lock commitments and best efforts contracts are not actively traded. Because of the high correlation between rate lock commitments and best efforts contracts, no gain or loss should occur on the interest rate lock commitments. Under a “mandatory delivery” contract, the Company commits to deliver a certain principal amount of mortgage loans to an investor at a specified price on or before a specified date. If the Company fails to deliver the amount of mortgages necessary to fulfill the commitment by the specified date, it is obligated to pay the investor a “pair-off” fee, based on then-current market prices, to compensate the investor for the shortfall. The Company manages the interest rate risk on interest rate lock commitments by entering into forward sale contracts of mortgage-backed securities, whereby the Company obtains the right to deliver securities to investors in the future at a specified price. Such contracts are accounted for as derivatives and are recorded at fair value in derivative assets or liabilities, carried on the Consolidated Balance Sheet within other assets or other liabilities with changes in fair value recorded in other income within the Consolidated Statement of Income. The period of time between issuance of a loan commitment to the customer and closing and sale of the loan to an investor generally ranges from 30 to 90 days under current market conditions. The gross gains on loan sales are recognized based on new loan commitments with adjustment for price and pair-off activity. Commission expenses on loans held for sale are recognized based on loans closed. In circumstances where the Company does not deliver the whole loan to an investor, but rather elects to retain the loan in its portfolio, the loan is transferred from held for sale to loans at fair value at date of transfer. Investment Securities The Company has no securities classified as trading, or as held to maturity. Marketable equity securities and debt securities not classified as held to maturity or trading are classified as available-for-sale. Securities available-for-sale are acquired as part of the Company’s asset/liability management strategy and may be sold in response to changes in interest rates, current market conditions, loan demand, changes in prepayment risk and other factors. Securities available-for-sale are carried at fair value, with unrealized gains or losses being reported as accumulated other comprehensive income/(loss), a separate component of shareholders’ equity, net of deferred income tax. Realized gains and losses, using the specific identification method, are included as a separate component of noninterest income in the Consolidated Statements of Operations. Premiums and discounts on investment securities are amortized/accreted to the earlier of call or maturity based on expected lives, which lives are adjusted based on prepayment assumptions and call optionality if any. Declines in the fair value of individual available-for-sale securities below their cost that are other-than-temporary in nature result in write-downs of the individual securities to their fair value. Factors affecting the determination of whether other-than-temporary impairment has occurred include a downgrading of the security by a rating agency, a significant deterioration in the financial condition of the issuer, or a change in management’s intent and ability to hold a security for a period of time sufficient to allow for any anticipated recovery in fair value. Management systematically evaluates investment securities for other-than-temporary declines in fair value on a quarterly basis. This analysis requires management to consider various factors, which include (1) duration and magnitude of the decline in value, (2) the financial condition of the issuer or issuers and (3) structure of the security. The entire amount of an impairment loss is recognized in earnings only when (1) the Company intends to sell the security, or (2) it is more likely than not that the Company will have to sell the security before recovery of its amortized cost basis, or (3) the Company does not expect to recover the entire amortized cost basis of the security. In all other situations, only the portion of the impairment loss representing the credit loss must be recognized in earnings, with the remaining portion being recognized in shareholders’ equity as comprehensive income, net of deferred taxes. Loans Loans are stated at the principal amount outstanding, net of unamortized deferred costs and fees. Interest income on loans is accrued at the contractual rate on the principal amount outstanding. It is the Company’s policy to discontinue the accrual of interest when circumstances indicate that collection is doubtful. Deferred fees and costs are being amortized on the interest method over the term of the loan. Management considers loans impaired when, based on current information, it is probable that the Company will not collect all principal and interest payments according to contractual terms. Loans are evaluated for impairment in accordance with the Company’s portfolio monitoring and ongoing risk assessment procedures. Higher Risk Lending – Revenue Recognition T he Company has occasionally made higher risk acquisition, development, and construction (“ADC”) loans that entail higher risks than ADC loans made following normal underwriting practices (“higher risk loan transactions”). These higher risk loan transactions are currently made through the Company’s subsidiary, ECV. This activity is limited as to individual transaction amount and total exposure amounts, based on capital levels, and is carefully monitored. The loans are carried on the balance sheet at amounts outstanding and meet the loan classification requirements of the Accounting Standard Executive Committee (“AcSEC”) guidance reprinted from the CPA Letter, Special Supplement, dated February 10, 1986 (also referred to as Exhibit 1 to AcSEC Practice Bulletin No. 1). Additional interest earned on these higher risk loan transactions (as defined in the individual loan agreements) is recognized as realized under the provisions contained in AcSEC’s guidance reprinted from the CPA Letter, Special Supplement, dated February 10, 1986 (also referred to as Exhibit 1 to AcSEC Practice Bulletin No.1) and Staff Accounting Bulletin No. 101 (Revenue Recognition in Financial Statements). Certain additional interest is included as a component of noninterest income. ECV had three higher risk loan transactions outstanding as of September 30, 2016, as compared to four higher risk loan transactions outstanding as of December 31, 2015, amounting to $9.2 million and $9.2 million, respectively. Allowance for Credit Losses The allowance for credit losses represents an amount which, in management’s judgment, is adequate to absorb probable losses on loans and other extensions of credit that may become uncollectible. The adequacy of the allowance for credit losses is determined through careful and continuous review and evaluation of the loan portfolio and involves the balancing of a number of factors to establish a prudent level of allowance. Among the factors considered in evaluating the adequacy of the allowance for credit losses are lending risks associated with growth and entry into new markets, loss allocations for specific credits, the level of the allowance to nonperforming loans, historical loss experience, economic conditions, portfolio trends and credit concentrations, changes in the size and character of the loan portfolio, and management’s judgment with respect to current and expected economic conditions and their impact on the existing loan portfolio. Allowances for impaired loans are generally determined based on collateral values. Loans or any portion thereof deemed uncollectible are charged against the allowance, while recoveries are credited to the allowance. Management adjusts the level of the allowance through the provision for credit losses, which is recorded as a current period operating expense. The allowance for credit losses consists of allocated and unallocated components. The components of the allowance for credit losses represent an estimation done pursuant to Accounting Standards Codification (“ASC”) Topic 450, “Contingencies ,” ASC Topic 310, “Receivables.” Management believes that the allowance for credit losses is adequate; however, determination of the allowance is inherently subjective and requires significant estimates. While management uses available information to recognize losses on loans, future additions to the allowance may be necessary based on changes in economic conditions. Evaluation of the potential effects of these factors on estimated losses involves a high degree of uncertainty, including the strength and timing of economic cycles and concerns over the effects of a prolonged economic downturn in the current cycle. In addition, various banking agencies, as an integral part of their examination process, and independent consultants engaged by the Bank, periodically review the Bank’s loan portfolio and allowance for credit losses. Such review may result in recognition of additions to the allowance based on their judgments of information available to them at the time of their examination. Premises and Equipment Premises and equipment are stated at cost less accumulated depreciation and amortization computed using the straight-line method for financial reporting purposes. Premises and equipment are depreciated over the useful lives of the assets, which generally range from three to seven years for furniture, fixtures and equipment, to three to five years for computer software and hardware, and to five to twenty years for building improvements. Leasehold improvements are amortized over the terms of the respective leases, which may include renewal options where management has the positive intent to exercise such options, or the estimated useful lives of the improvements, whichever is shorter. The costs of major renewals and betterments are capitalized, while the costs of ordinary maintenance and repairs are expensed as incurred. These costs are included as a component of premises and equipment expenses on the Consolidated Statements of Operations. Other Real Estate Owned (OREO) Assets acquired through loan foreclosure are held for sale and are recorded at fair value less estimated selling costs when acquired, establishing a new cost basis. The new basis is supported by appraisals that are generally no more than twelve months old. Costs after acquisition are generally expensed. If the fair value of the asset declines, a write-down is recorded through noninterest expense. The valuation of foreclosed assets is subjective in nature and may be adjusted in the future because of changes in market conditions or appraised values. Goodwill and Other Intangible Assets Goodwill represents the excess of the cost of an acquisition over the fair value of the net assets acquired. Other intangible assets represent purchased assets that lack physical substance but can be distinguished from goodwill because of contractual or other legal rights. Intangible assets that have finite lives, such as core deposit intangibles, are amortized over their estimated useful lives and subject to periodic impairment testing. Intangible assets (other than goodwill) are amortized to expense using accelerated or straight-line methods over their respective estimated useful lives. Goodwill and other intangibles are subject to impairment testing at the reporting unit level, which must be conducted at least annually. The Company performs impairment testing during the fourth quarter of each year or when events or changes in circumstances indicate the assets might be impaired. The Company performs a qualitative assessment to determine whether it is more likely than not that the fair value of a reporting unit is less than its carrying amount. If, after assessing updated qualitative factors, the Company determines it is not more likely than not that the fair value of a reporting unit is less than its carrying amount, it does not have to perform the two-step goodwill impairment test. Determining the fair value of a reporting unit under the first step of the goodwill impairment test and determining the fair value of individual assets and liabilities of a reporting unit under the second step of the goodwill impairment test are judgmental and often involve the use of significant estimates and assumptions. Similarly, estimates and assumptions are used in determining the fair value of other intangible assets. Estimates of fair value are primarily determined using discounted cash flows, market comparisons and recent transactions. These approaches use significant estimates and assumptions including projected future cash flows, discount rates reflecting the market rate of return, projected growth rates and determination and evaluation of appropriate market comparables. Based on the results of quantitative assessments of all reporting units, the Company concluded that no impairment existed at December 31, 2015. However, future events could cause the Company to conclude that goodwill or other intangibles have become impaired, which would result in recording an impairment loss. Any resulting impairment loss could have a material adverse impact on the Company’s financial condition and results of operations. Interest Rate Swap Derivatives 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 through 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 uncertain cash amounts, the value of which are determined by interest rates. With the exception of forward commitment contracts discussed above under Loans Held for Sale, 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 deposits. At the inception of a derivative contract, the Company designates the derivative as one of three types based on the Company’s intentions and belief as to likely effectiveness as a hedge. These three types are (1) a hedge of the fair value of a recognized asset or liability or of an unrecognized firm commitment (“fair value hedge”), (2) a hedge of a forecasted transaction or the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedge”), or (3) an instrument with no hedging designation (“stand-alone derivative”). The Company has no fair value hedges or stand-alone derivatives, only cash flow hedges. For a cash flow hedge, the gain or loss on the derivative is reported in other comprehensive income (a Consolidated Balance Sheet component of shareholders’ equity) and is reclassified into earnings in the same period(s) during which the hedged transaction affects earnings (i.e. the period when cash flows are exchanged between counterparties). For both fair value and cash flow hedges, changes in the fair value of derivatives that are not highly effective in hedging the changes in fair value or expected cash flows of the hedged item are recognized immediately in current earnings. Changes in the fair value of derivatives that do not qualify for hedge accounting are reported currently in earnings, as noninterest income. Net cash settlements on derivatives that qualify for hedge accounting are recorded in interest income or interest expense, based on the item being hedged. Net cash settlements on derivatives that do not qualify for hedge accounting are reported in noninterest income. Cash flows on hedges are classified in the cash flow statement the same as the cash flows of the items being hedged. The Company formally documents the relationship between derivatives and hedged items, as well as the risk-management objective and the strategy for undertaking hedge transactions at the inception of the hedging relationship. This documentation includes linking fair value or cash flow hedges to specific assets and liabilities on the balance sheet or to specific firm commitments or forecasted transactions. The Company also formally assesses, both at the hedge’s inception and on an ongoing basis, whether the derivative instruments that are used are highly effective in offsetting changes in fair values or cash flows of the hedged items. The Company discontinues hedge accounting when it determines that the derivative is no longer effective in offsetting changes in the fair value or cash flows of the hedged item, the derivative is settled or terminates, a hedged forecasted transaction is no longer probable, a hedged firm commitment is no longer firm, or treatment of the derivative as a hedge is no longer appropriate or intended. When hedge accounting is discontinued, subsequent changes in fair value of the derivative are recorded as noninterest income or expense. When a fair value hedge is discontinued, the hedged asset or liability is no longer adjusted for changes in fair value and the existing basis adjustment is amortized or accreted over the remaining life of the asset or liability. When a cash flow hedge is discontinued but the hedged cash flows or forecasted transactions are still expected to occur, gains or losses that were accumulated in other comprehensive income are amortized into earnings over the same periods which the hedged transactions will affect earnings. Customer Repurchase Agreements The Company enters into agreements under which it sells securities subject to an obligation to repurchase the same securities. Under these arrangements, the Company may transfer legal control over the assets but still retain effective control through an agreement that both entitles and obligates the Company to repurchase the assets. As a result, securities sold under agreements to repurchase are accounted for as collateralized financing arrangements and not as a sale and subsequent repurchase of securities. The agreements are entered into primarily as accommodations for large commercial deposit customers. The obligation to repurchase the securities is reflected as a liability in the Company’s Consolidated Balance Sheets, while the securities underlying the securities sold under agreements to repurchase remain in the respective assets accounts and are delivered to and held as collateral by third party trustees. Marketing and Advertising Marketing and advertising costs are generally expensed as incurred. Income Taxes The Company employs the asset and liability method of accounting for income taxes as required by ASC Topic 740, “ Income Taxes 30, 2016, December 31, 2015, or September 30, 2015. Transfer of Financial Assets Transfers of financial assets are accounted for as sales, when control over the assets has been surrendered. Control over transferred assets is deemed to be surrendered when (1) the assets have been isolated from the Company, (2) the transferee obtains the right (free of conditions that constrain it from taking advantage of that right) to pledge or exchange the transferred assets, and (3) the Company does not maintain effective control over the transferred assets through an agreement to repurchase them before their maturity. In certain cases, the recourse to the Bank to repurchase assets may exist but is deemed immaterial based on the specific facts and circumstances. Earnings per Common Share Basic net income per common share is derived by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period measured. Diluted earnings per common share is computed by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period measured including the potential dilutive effects of common stock equivalents. Stock-Based Compensation I n accordance with ASC Topic 718, “Compensation,” New Authoritative Accounting Guidance ASU 2014-09, “Revenue from Contracts with Customers (Topic 606) . ” ASU 2016-13, “Measurement of Credit Losses on Financial Instruments (Topic 326) .” ASU 2015-16, “Business Combinations (Topic 805) – Simplifying the Accounting for Measurement-Period Adjustments.” ASU 2016-01, " Financial Instruments—(Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities. ASU 2016-02, "Leases (Topic 842)." ASU 2016-09, "Improvements to Employee Share-Based Payment Accounting (Topic 718) .” ASU 2015-03, “Interest—Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs ”

Note 2 - Cash and Due from Bank

Note 2 - Cash and Due from Banks	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Cash and Cash Equivalents Disclosure [Text Block]	Note 2 . Cash and Due from Banks Regulation D of the Federal Reserve Act requires that banks maintain noninterest reserve balances with the Federal Reserve Bank based principally on the type and amount of their deposits. During 2016, the Bank maintained balances at the Federal Reserve sufficient to meet reserve requirements, as well as significant excess reserves. Late in 2008, the Federal Reserve in connection with the Emergency Economic Stabilization Act of 2008 began paying a nominal amount of interest on balances held, which interest on excess reserves was increased under provisions of the Dodd Frank Wall Street Reform and Consumer Protection Act passed in July 2010. Additionally, the Bank maintains interest-bearing balances with the Federal Home Loan Bank of Atlanta and noninterest bearing balances with domestic correspondent banks as compensation for services they provide to the Bank.

Note 3 - Investment Securities

Note 3 - Investment Securities Available-for-Sale	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Investments in Debt and Marketable Equity Securities (and Certain Trading Assets) Disclosure [Text Block]	Note 3 . Investment Securities Available-for-Sale Amortized cost and estimated fair value of securities available-for-sale are summarized as follows: Gross Gross Estimated September 30, 2016 Amortized Unrealized Unrealized Fair (dollars in thousands) Cost Gains Losses Value U. S. agency securities $ 55,862 $ 638 $ 136 $ 56,364 Residential mortgage backed securities 264,101 2,284 350 266,035 Municipal bonds 94,923 4,954 - 99,877 Corporate bonds 8,009 68 23 8,054 Other equity investments 310 28 - 338 $ 423,205 $ 7,972 $ 509 $ 430,668 Gross Gross Estimated December 31, 2015 Amortized Unrealized Unrealized Fair (dollars in thousands) Cost Gains Losses Value U. S. agency securities $ 56,775 $ 477 $ 277 $ 56,975 Residential mortgage backed securities 299,709 692 3,160 297,241 Municipal bonds 114,253 4,131 3 118,381 Corporate bonds 15,090 - 152 14,938 Other equity investments 307 27 - 334 $ 486,134 $ 5,327 $ 3,592 $ 487,869 In addition, at September 30, 2016, the Company held $19.9 million in equity securities in a combination of Federal Reserve Bank (“FRB”) and Federal Home Loan Bank (“FHLB”) stocks, which are required to be held for regulatory purposes and which are not marketable, and therefore are carried at cost. Gross unrealized losses and fair value by length of time that the individual available-for-sale securities have been in a continuous unrealized loss position are as follows: Less than 12 Months 12 Months or Greater Total Estimated Estimated Estimated September 30, 2016 Number of Fair Unrealized Fair Unrealized Fair Unrealized (dollars in thousands) Securities Value Losses Value Losses Value Losses U. S. agency securities 14 $ 38,625 $ 107 $ 1,986 $ 29 $ 40,611 $ 136 Residential mortgage backed securities 38 57,588 162 20,789 188 78,377 350 Corporate bonds 2 4,986 23 - - 4,986 23 54 $ 101,199 $ 292 $ 22,775 $ 217 $ 123,974 $ 509 Less than 12 Months 12 Months or Greater Total Estimated Estimated Estimated December 31, 2015 Number of Fair Unrealized Fair Unrealized Fair Unrealized (dollars in thousands) Securities Value Losses Value Losses Value Losses U. S. agency securities 13 $ 32,927 $ 277 $ - $ - $ 32,927 $ 277 Residential mortgage backed securities 92 157,871 1,438 58,954 1,722 216,825 3,160 Municipal bonds 2 1,559 3 - - 1,559 3 Corporate bonds 4 14,938 152 - - 14,938 152 111 $ 207,295 $ 1,870 $ 58,954 $ 1,722 $ 266,249 $ 3,592 The unrealized losses that exist are generally the result of changes in market interest rates and interest spread relationships since original purchases. The weighted average duration of debt securities, which comprise 99.9% of total investment securities, is relatively short at 3.4 years. If quoted prices are not available, fair value is measured using independent pricing models or other model-based valuation techniques such as the present value of future cash flows, adjusted for the security’s credit rating, prepayment assumptions and other factors such as credit loss assumptions. The Company does not believe that the investment securities that were in an unrealized loss position as of September 30, 2016 represent an other-than-temporary impairment. The Company does not intend to sell the investments and it is more likely than not that the Company will not have to sell the securities before recovery of its amortized cost basis, which may be maturity. The amortized cost and estimated fair value of investments available-for-sale by contractual maturity are shown in the table below. Expected maturities will differ from contractual maturities because borrowers may have the right to call or prepay obligations with or without call or prepayment penalties. September 30, 2016 December 31, 2015 Amortized Estimated Amortized Estimated (dollars in thousands) Cost Fair Value Cost Fair Value U. S. agency securities maturing: One year or less $ 37,414 $ 37,380 $ 31,436 $ 31,361 After one year through five years 18,448 18,984 18,826 19,047 Five years through ten years - - 6,513 6,567 Residential mortgage backed securities 264,101 266,035 299,709 297,241 Municipal bonds maturing: One year or less 1,057 1,080 4,450 4,478 After one year through five years 42,625 44,701 41,213 43,720 Five years through ten years 50,165 52,868 66,001 67,398 After ten years 1,076 1,228 2,589 2,785 Corporate bonds After one year through five years 5,009 4,986 15,090 14,938 Five years through ten years 3,000 3,068 - - Other equity investments 310 338 307 334 $ 423,205 $ 430,668 $ 486,134 $ 487,869 For the nine months ended September 30, 2016, gross realized gains on sales of investments securities were $1.3 million and gross realized losses on sales of investment securities were $202 thousand. For the nine months ended September 30, 2015, gross realized gains on sales of investments securities were $2.5 million and gross realized losses on sales of investment securities were $294 thousand. Proceeds from sales and calls of investment securities for the nine months ended September 30, 2016 were $94.2 million, and in 2015 were $65.8 million. The carrying value of securities pledged as collateral for certain government deposits, securities sold under agreements to repurchase, and certain lines of credit with correspondent banks at September 30, 2016 was $391.8 million, which is well in excess of required amounts in order to operationally provide significant reserve amounts for new business. As of September 30, 2016 and December 31, 2015, there were no holdings of securities of any one issuer, other than the U.S. Government and U.S. agency securities, which exceeded ten percent of shareholders’ equity.

Note 4 - Mortgage Banking Deriv

Note 4 - Mortgage Banking Derivative	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Derivative Instruments and Hedging Activities Disclosure [Text Block]	Note 4 . Mortgage Banking Derivative As part of its mortgage banking activities, the Bank enters into interest rate lock commitments, which are commitments to originate loans where the interest rate on the loan is determined prior to funding and the customers have locked into that interest rate. The Bank then locks in the loan and interest rate with an investor and commits to deliver the loan if settlement occurs (“best efforts”) or commits to deliver the locked loan in a binding (“mandatory”) delivery program with an investor. Certain loans under interest rate lock commitments are covered under forward sales contracts of mortgage-backed securities (“MBS”). Forward sales contracts of MBS are recorded at fair value with changes in fair value recorded in noninterest income. Interest rate lock commitments and commitments to deliver loans to investors are considered derivatives. The market value of interest rate lock commitments and best efforts contracts are not readily ascertainable with precision because they are not actively traded in stand-alone markets. The Bank determines the fair value of interest rate lock commitments and delivery contracts by measuring the fair value of the underlying asset, which is impacted by current interest rates, taking into consideration the probability that the interest rate lock commitments will close or will be funded. Certain additional risks arise from these forward delivery contracts in that the counterparties to the contracts may not be able to meet the terms of the contracts. The Bank does not expect any counterparty to any MBS to fail to meet its obligation. Additional risks inherent in mandatory delivery programs include the risk that, if the Bank does not close the loans subject to interest rate risk lock commitments, it will still be obligated to deliver MBS to the counterparty under the forward sales agreement. Should this be required, the Bank could incur significant costs in acquiring replacement loans or MBS and such costs could have an adverse effect on mortgage banking operations. The fair value of the mortgage banking derivatives is recorded as a freestanding asset or liability with the change in value being recognized in current earnings during the period of change. At September 30, 2016 the Bank had mortgage banking derivative financial instruments with a notional value of $81.7 million related to its forward contracts. The fair value of these derivative instruments at September 30, 2016 was $217 thousand, which is included in other assets and $222 thousand included in other liabilities. At September 30, 2015 the Bank had mortgage banking derivative financial instruments with a notional value of $53.0 million related to its forward contracts. The fair value of these derivative instruments at September 30, 2015 was $197 thousand included in other assets and $245 thousand included in other liabilities. Included in noninterest income for the three and nine months ended September 30, 2016 was a loss of $46 thousand and gain of $274 thousand, relating to mortgage banking derivative instruments. The amount included in noninterest income for the three and nine months ended September 30, 2016 pertaining to its mortgage banking hedging activities was a gain of $151 thousand and loss of $156 thousand. Included for the three and nine months ended September 30, 2015 was a gain of $9 thousand and a loss of $63 thousand, relating to mortgage banking derivative instruments. The amount included in noninterest income for the three and nine months ended September 30, 2015 pertaining to its mortgage banking hedging activities was a realized loss of $327 thousand and $9 thousand.

Note 5 - Loans and Allowance fo

Note 5 - Loans and Allowance for Credit Losses	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Loans, Notes, Trade and Other Receivables Disclosure [Text Block]	Note 5 . Loans and Allowance for Credit Losses The Bank makes loans to customers primarily in the Washington, DC metropolitan area and surrounding communities. A substantial portion of the Bank’s loan portfolio consists of loans to businesses secured by real estate and other business assets. Loans, net of unamortized net deferred fees, at September 30, 2016, December 31, 2015, and September 30, 2015 are summarized by type as follows: September 30, 2016 December 31, 2015 September 30, 2015 (dollars in thousands) Amount % Amount % Amount % Commercial $ 1,130,042 21 % $ 1,052,257 21 % $ 1,007,659 21 % Income producing - commercial real estate 2,551,186 46 % 2,115,478 42 % 2,022,950 42 % Owner occupied - commercial real estate 590,427 11 % 498,103 10 % 489,657 10 % Real estate mortgage - residential 154,439 3 % 147,365 3 % 147,720 3 % Construction - commercial and residential 838,137 15 % 985,607 20 % 927,265 20 % Construction - C&I (owner occupied) 104,676 2 % 79,769 2 % 60,487 1 % Home equity 106,856 2 % 112,885 2 % 115,346 3 % Other consumer 6,212 - 6,904 - 5,881 - Total loans 5,481,975 100 % 4,998,368 100 % 4,776,965 100 % Less: Allowance for Credit Losses (56,864 ) (52,687 ) (50,320 ) Net loans $ 5,425,111 $ 4,945,681 $ 4,726,645 Unamortized net deferred fees amounted to $20.9 million, $18.4 million, and $17.4 million at September 30, 2016, December 31, 2015, and September 30, 2015, respectively. As of September 30, 2016 and December 31, 2015, the Bank serviced $113.4 million and $78.8 million, respectively, of SBA loans and loan participations which are not reflected as loan balances on the Consolidated Balance Sheets. Loan Origination / Risk Management The Company’s goal is to mitigate risks in the event of unforeseen threats to the loan portfolio as a result of economic downturn or other negative influences. Plans for mitigating inherent risks in managing loan assets include: carefully enforcing loan policies and procedures, evaluating each borrower’s business plan during the underwriting process and throughout the loan term, identifying and monitoring primary and alternative sources for loan repayment, and obtaining collateral to mitigate economic loss in the event of liquidation. Specific loan reserves are established based upon credit and/or collateral risks on an individual loan basis. A risk rating system is employed to proactively estimate loss exposure and provide a measuring system for setting general and specific reserve allocations. The composition of the Company’s loan portfolio is heavily weighted toward commercial real estate, both owner occupied and income producing real estate. At September 30, 2016, owner occupied - commercial real estate and construction - C&I (owner occupied) represent 13% of the loan portfolio. At September 30, 2016, non-owner occupied commercial real estate and real estate construction represented approximately 61% of the loan portfolio. The combined owner occupied and commercial real estate loans represent 74% of the loan portfolio. These loans are underwritten to mitigate lending risks typical of this type of loan such as declines in real estate values, changes in borrower cash flow and general economic conditions. The Bank typically requires a maximum loan to value of 80% and minimum cash flow debt service coverage of 1.15 to 1.0. Personal guarantees are generally required, but may be limited. In making real estate commercial mortgage loans, the Bank generally requires that interest rates adjust not less frequently than five years. The Company is also an active traditional commercial lender providing loans for a variety of purposes, including working capital, equipment and account receivable financing. This loan category represents approximately 21% of the loan portfolio at September 30, 2016 and was generally variable or adjustable rate. Commercial loans meet reasonable underwriting standards, including appropriate collateral and cash flow necessary to support debt service. Personal guarantees are generally required, but may be limited. SBA loans represent 2.5% of the commercial loan category of loans. In originating SBA loans, the Company assumes the risk of non-payment on the unguaranteed portion of the credit. The Company generally sells the guaranteed portion of the loan generating noninterest income from the gains on sale, as well as servicing income on the portion participated. SBA loans are subject to the same cash flow analyses as other commercial loans. SBA loans are subject to a maximum loan size established by the SBA. Approximately 2% of the loan portfolio at September 30, 2016 consists of home equity loans and lines of credit and other consumer loans. These credits, while making up a smaller portion of the loan portfolio, demand the same emphasis on underwriting and credit evaluation as other types of loans advanced by the Bank. Approximately 3% of the loan portfolio consists of residential mortgage loans. The repricing duration of these loans was 22 months. These credits represent first liens on residential property loans originated by the Bank. While the Bank’s general practice is to originate and sell (servicing released) loans made by its Residential Lending department, from time to time certain loan characteristics do not meet the requirements of third party investors and these loans are instead maintained in the Bank’s portfolio. Loans are secured primarily by duly recorded first deeds of trust. In some cases, the Bank may accept a recorded junior trust position. In general, borrowers will have a proven ability to build, lease, manage and/or sell a commercial or residential project and demonstrate satisfactory financial condition. Additionally, an equity contribution toward the project is customarily required. Construction loans require that the financial condition and experience of the general contractor and major subcontractors be satisfactory to the Bank. Guaranteed, fixed price contracts are required whenever appropriate, along with payment and performance bonds or completion bonds for larger scale projects. Loans intended for residential land acquisition, lot development and construction are made on the premise that the land: 1) is or will be developed for building sites for residential structures, and; 2) will ultimately be utilized for construction or improvement of residential zoned real properties, including the creation of housing. Residential development and construction loans will finance projects such as single family subdivisions, planned unit developments, townhouses, and condominiums. Residential land acquisition, development and construction loans generally are underwritten with a maximum term of 36 months, including extensions approved at origination. Commercial land acquisition and construction loans are secured by real property where loan funds will be used to acquire land and to construct or improve appropriately zoned real property for the creation of income producing or owner user commercial properties. Borrowers are generally required to put equity into each project at levels determined by the appropriate Loan Committee. Commercial land acquisition and construction loans generally are underwritten with a maximum term of 24 months. Substantially all construction draw requests must be presented in writing on American Institute of Architects documents and certified either by the contractor, the borrower and/or the borrower’s architect. Each draw request shall also include the borrower’s soft cost breakdown certified by the borrower or their Chief Financial Officer. Prior to an advance, the Bank or its contractor inspects the project to determine that the work has been completed, to justify the draw requisition. Commercial permanent loans are secured by improved real property which is generating income in the normal course of operation. Debt service coverage, assuming stabilized occupancy, must be satisfactory to support a permanent loan. The debt service coverage ratio is ordinarily at least 1.15 to 1.00. As part of the underwriting process, debt service coverage ratios are stress tested assuming a 200 basis point increase in interest rates from their current levels. Commercial permanent loans generally are underwritten with a term not greater than 10 years or the remaining useful life of the property, whichever is lower. The preferred term is between 5 to 7 years, with amortization to a maximum of 25 years. The Company’s loan portfolio includes ADC real estate loans including both investment and owner occupied projects. ADC loans amounted to $942.8 million at September 30, 2016. A portion of the ADC portfolio, both speculative and non-speculative, includes loan funded interest reserves at origination. ADC loans containing loan funded interest reserves represent approximately 66.5% of the outstanding ADC loan portfolio at September 30, 2016. The decision to establish a loan-funded interest reserve is made upon origination of the ADC loan and is based upon a number of factors considered during underwriting of the credit including: (1) the feasibility of the project; (2) the experience of the sponsor; (3) the creditworthiness of the borrower and guarantors; (4) borrower equity contribution; and (5) the level of collateral protection. When appropriate, an interest reserve provides an effective means of addressing the cash flow characteristics of a properly underwritten ADC loan. The Company does not significantly utilize interest reserves in other loan products. The Company recognizes that one of the risks inherent in the use of interest reserves is the potential masking of underlying problems with the project and/or the borrower’s ability to repay the loan. In order to mitigate this inherent risk, the Company employs a series of reporting and monitoring mechanisms on all ADC loans, whether or not an interest reserve is provided, including: (1) construction and development timelines which are monitored on an ongoing basis which track the progress of a given project to the timeline projected at origination; (2) a construction loan administration department independent of the lending function; (3) third party independent construction loan inspection reports; (4) monthly interest reserve monitoring reports detailing the balance of the interest reserves approved at origination and the days of interest carry represented by the reserve balances as compared to the then current anticipated time to completion and/or sale of speculative projects; and (5) quarterly commercial real estate construction meetings among senior Company management, which includes monitoring of current and projected real estate market conditions. If a project has not performed as expected, it is not the customary practice of the Company to increase loan funded interest reserves. From time to time the Company may make loans for its own portfolio or through its higher risk loan affiliate, ECV. Such loans, which are made to finance projects (which may also be financed at the Bank level), may have higher risk characteristics than loans made by the Bank, such as lower priority interests and/or higher loan to value ratios. The Company seeks an overall financial return on these transactions commensurate with the risks and structure of each individual loan. Certain transactions may bear current interest at a rate with a significant premium to normal market rates. Other loan transactions may carry a standard rate of current interest, but also earn additional interest based on a percentage of the profits of the underlying project or a fixed accrued rate of interest. The following tables detail activity in the allowance for credit losses by portfolio segment for the three and nine months ended September 30, 2016 and 2015. Allocation of a portion of the allowance to one category of loans does not preclude its availability to absorb losses in other categories. Income Producing Owner Occupied Real Estate Construction Commercial Commercial Mortgage Commercial and Home Other (dollars in thousands) Commercial Real Estate Real Estate Residential Residential Equity Consumer Total Three months ended September 30, 2016 Allowance for credit losses: Balance at beginning of period $ 13,386 $ 19,072 $ 4,202 $ 1,061 $ 17,024 $ 1,556 $ 235 $ 56,536 Loans charged-off (109 ) (1,751 ) - - - (121 ) (12 ) (1,993 ) Recoveries of loans previously charged-off 7 10 - 2 3 3 8 33 Net loans (charged-off) recoveries (102 ) (1,741 ) - 2 3 (118 ) (4 ) (1,960 ) Provision for credit losses (523 ) 3,178 59 47 (513 ) (69 ) 109 2,288 Ending balance $ 12,761 $ 20,509 $ 4,261 $ 1,110 $ 16,514 $ 1,369 $ 340 $ 56,864 Nine months ended September 30, 2016 Allowance for credit losses: Balance at beginning of period $ 11,563 $ 14,122 $ 3,279 $ 1,268 $ 21,088 $ 1,292 $ 75 $ 52,687 Loans charged-off (2,802 ) (2,342 ) - - - (217 ) (37 ) (5,398 ) Recoveries of loans previously charged-off 93 14 2 5 207 11 24 356 Net loans charged-off (2,709 ) (2,328 ) 2 5 207 (206 ) (13 ) (5,042 ) Provision for credit losses 3,907 8,715 980 (163 ) (4,781 ) 283 278 9,219 Ending balance $ 12,761 $ 20,509 $ 4,261 $ 1,110 $ 16,514 $ 1,369 $ 340 $ 56,864 As of September 30, 2016 Allowance for credit losses: Individually evaluated for impairment $ 1,997 $ 1,714 $ 360 $ - $ 300 $ - $ 100 $ 4,471 Collectively evaluated for impairment 10,764 18,795 3,901 1,110 16,214 1,369 240 52,393 Ending balance $ 12,761 $ 20,509 $ 4,261 $ 1,110 $ 16,514 $ 1,369 $ 340 $ 56,864 Three months ended September 30, 2015 Allowance for credit losses: Balance at beginning of period $ 12,911 $ 12,411 $ 3,113 $ 1,082 $ 17,633 $ 1,496 $ 275 $ 48,921 Loans charged-off (1,388 ) (254 ) - - - (225 ) (95 ) (1,962 ) Recoveries of loans previously charged-off 60 8 - 2 10 1 18 99 Net loans (charged-off) recoveries (1,328 ) (246 ) - 2 10 (224 ) (77 ) (1,863 ) Provision for credit losses 57 1,550 (13 ) (18 ) 1,281 334 71 3,262 Ending balance $ 11,640 $ 13,715 $ 3,100 $ 1,066 $ 18,924 $ 1,606 $ 269 $ 50,320 Nine months ended September 30, 2015 Allowance for credit losses: Balance at beginning of period $ 13,222 $ 11,442 $ 2,954 $ 1,259 $ 15,625 $ 1,469 $ 104 $ 46,075 Loans charged-off (4,693 ) (651 ) - - - (644 ) (182 ) (6,170 ) Recoveries of loans previously charged-off 135 26 2 5 114 5 85 372 Net loans charged-off (4,558 ) (625 ) 2 5 114 (639 ) (97 ) (5,798 ) Provision for credit losses 2,976 2,898 144 (198 ) 3,185 776 262 10,043 Ending balance $ 11,640 $ 13,715 $ 3,100 $ 1,066 $ 18,924 $ 1,606 $ 269 $ 50,320 As of September 30, 2015 Allowance for credit losses: Individually evaluated for impairment $ 2,312 $ 827 $ 400 $ - $ 350 $ 338 $ - $ 4,227 Collectively evaluated for impairment 9,328 12,888 2,700 1,066 18,574 1,268 269 46,093 Ending balance $ 11,640 $ 13,715 $ 3,100 $ 1,066 $ 18,924 $ 1,606 $ 269 $ 50,320 The Company’s recorded investments in loans as of September 30, 2016, December 31, 2015 and September 30, 2015 related to each balance in the allowance for loan losses by portfolio segment and disaggregated on the basis of the Company’s impairment methodology was as follows: Income Producing Owner occupied Real Estate Construction Commercial Commercial Mortgage Commercial and Home Other (dollars in thousands) Commercial Real Estate Real Estate Residential Residential Equity Consumer Total September 30, 2016 Recorded investment in loans: Individually evaluated for impairment $ 12,448 $ 14,648 $ 2,517 $ 244 $ 4,878 $ 113 $ - $ 34,848 Collectively evaluated for impairment 1,117,594 2,536,538 587,910 154,195 937,935 106,743 6,212 5,447,127 Ending balance $ 1,130,042 $ 2,551,186 $ 590,427 $ 154,439 $ 942,813 $ 106,856 $ 6,212 $ 5,481,975 December 31, 2015 Recorded investment in loans: Individually evaluated for impairment $ 13,008 $ 6,118 $ 1,753 $ - $ 10,454 $ 161 $ 22 $ 31,516 Collectively evaluated for impairment 1,039,249 2,109,360 496,350 147,365 1,054,922 112,724 6,882 4,966,852 Ending balance $ 1,052,257 $ 2,115,478 $ 498,103 $ 147,365 $ 1,065,376 $ 112,885 $ 6,904 $ 4,998,368 September 30, 2015 Recorded investment in loans: Individually evaluated for impairment $ 12,869 $ 6,877 $ 1,790 $ - $ 17,644 $ 661 $ 72 $ 39,913 Collectively evaluated for impairment 994,790 2,016,073 487,867 147,720 970,108 114,685 5,809 4,737,052 Ending balance $ 1,007,659 $ 2,022,950 $ 489,657 $ 147,720 $ 987,752 $ 115,346 $ 5,881 $ 4,776,965 At September 30, 2016, nonperforming loans acquired from Fidelity & Trust Financial Corporation (“Fidelity”) and Virginia Heritage Bank (“Virginia Heritage”) have a carrying value of $495 thousand and $1.1 million, and an unpaid principal balance of $553 thousand and $2.2 million, and were evaluated separately in accordance with ASC Topic 310-30, “Loans and Debt Securities Acquired with Deteriorated Credit Quality various impaired loans were recorded at estimated fair value with any excess being charged-off or treated as a non-accretable discount. Subsequent downward adjustments to the valuation of impaired loans acquired will result in additional loan loss provisions and related allowance for credit losses. Subsequent upward adjustments to the valuation of impaired loans acquired will result in accretable discount. No adjustments have been made to the fair value amounts of impaired loans subsequent to the allowable period of adjustment from the date of acquisition. Credit Quality Indicators The Company uses several credit quality indicators to manage credit risk in an ongoing manner. The Company's primary credit quality indicators are to use an internal credit risk rating system that categorizes loans into pass, watch, special mention, or classified categories. Credit risk ratings are applied individually to those classes of loans that have significant or unique credit characteristics that benefit from a case-by-case evaluation. These are typically loans to businesses or individuals in the classes which comprise the commercial portfolio segment. Groups of loans that are underwritten and structured using standardized criteria and characteristics, such as statistical models (e.g., credit scoring or payment performance), are typically risk rated and monitored collectively. These are typically loans to individuals in the classes which comprise the consumer portfolio segment. The following are the definitions of the Company's credit quality indicators: Pass: Loans in all classes that comprise the commercial and consumer portfolio segments that are not adversely rated, are contractually current as to principal and interest, and are otherwise in compliance with the contractual terms of the loan agreement. Management believes that there is a low likelihood of loss related to those loans that are considered pass. Watch: Loan paying as agreed with generally acceptable asset quality; however the obligor’s performance has not met expectations. Balance sheet and/or income statement has shown deterioration to the point that the obligor could not sustain any further setbacks. Credit is expected to be strengthened through improved obligor performance and/or additional collateral within a reasonable period of time. Special Mention: Loans in the classes that comprise the commercial portfolio segment that have potential weaknesses that deserve management's close attention. If not addressed, these potential weaknesses may result in deterioration of the repayment prospects for the loan. The special mention credit quality indicator is not used for classes of loans that comprise the consumer portfolio segment. Management believes that there is a moderate likelihood of some loss related to those loans that are considered special mention. Classified: Classified (a) Substandard Classified (b) Doubtful The Company's credit quality indicators are updated generally on a quarterly basis, but no less frequently than annually. The following table presents by class and by credit quality indicator, the recorded investment in the Company's loans and leases as of September 30, 2016, December 31, 2015 and September 30, 2015. Watch and Total (dollars in thousands) Pass Special Mention Substandard Doubtful Loans September 30, 2016 Commercial $ 1,099,894 $ 18,599 $ 11,549 $ - $ 1,130,042 Income producing - commercial real estate 2,527,318 9,220 14,648 - 2,551,186 Owner occupied - commercial real estate 577,925 10,399 2,103 - 590,427 Real estate mortgage – residential 153,515 680 244 - 154,439 Construction - commercial and residential 937,198 737 4,878 - 942,813 Home equity 105,126 1,617 113 - 106,856 Other consumer 6,209 3 - - 6,212 Total $ 5,407,185 $ 41,255 $ 33,535 $ - $ 5,481,975 December 31, 2015 Commercial $ 1,021,427 $ 17,822 $ 13,008 $ - $ 1,052,257 Income producing - commercial real estate 2,096,032 13,328 6,118 - 2,115,478 Owner occupied - commercial real estate 488,496 7,854 1,753 - 498,103 Real estate mortgage – residential 146,651 714 - - 147,365 Construction - commercial and residential 1,049,926 4,996 10,454 - 1,065,376 Home equity 110,870 1,854 161 - 112,885 Other consumer 6,877 5 22 - 6,904 Total $ 4,920,279 $ 46,573 $ 31,516 $ - $ 4,998,368 September 30, 2015 Commercial $ 977,165 $ 17,625 $ 12,869 $ - $ 1,007,659 Investment - commercial real estate 1,999,509 16,564 6,877 - 2,022,950 Owner occupied - commercial real estate 479,843 8,024 1,790 - 489,657 Real estate mortgage – residential 146,992 728 - - 147,720 Construction - commercial and residential 964,854 5,254 17,644 - 987,752 Home equity 112,978 1,707 661 - 115,346 Other consumer 5,804 5 72 - 5,881 Total $ 4,687,145 $ 49,907 $ 39,913 $ - $ 4,776,965 Nonaccrual and Past Due Loans Loans are considered past due if the required principal and interest payments have not been received as of the date such payments were due. Loans are placed on nonaccrual status when, in management’s opinion, the borrower may be unable to meet payment obligations as they become due, as well as when required by regulatory provisions. Loans may be placed on nonaccrual status regardless of whether or not such loans are considered past due. When interest accrual is discontinued, all unpaid accrued interest is reversed. Interest income is subsequently recognized only to the extent cash payments are received in excess of principal due. Loans are returned to accrual status when all the principal and interest amounts contractually due are brought current and future payments are reasonably assured. The following table presents, by class of loan, information related to nonaccrual loans as of September 30, 2016, December 31, 2015 and September 30, 2015. (dollars in thousands) September 30, 2016 December 31, 2015 September 30, 2015 Commercial $ 2,986 $ 4,940 $ 4,828 Income producing - commercial real estate 10,098 5,961 6,721 Owner occupied - commercial real estate 2,103 1,268 1,281 Real estate mortgage - residential 562 329 333 Construction - commercial and residential 6,412 557 571 Home equity 113 161 661 Other consumer - 23 72 Total nonaccrual loans (1)(2) $ 22,274 $ 13,239 $ 14,467 (1) Excludes troubled debt restructurings (“TDRs”) that were performing under their restructured terms totaling $2.9 million at September 30, 2016, $11.8 million at December 31, 2015 and $15.2 million at September 30, 2015. (2) Gross interest income of $436 thousand and $1.3 million would have been recorded for the three and nine months ended September 30, 2016, respectively, if nonaccrual loans shown above had been current and in accordance with their original terms. The interest actually recorded on these loans was $97 thousand and $271 thousand for the three and nine months ended September 30, 2016, respectively. See Note 1 to the Consolidated Financial Statements for a description of the Company’s policy for placing loans on nonaccrual status. The following table presents, by class of loan, an aging analysis and the recorded investments in loans past due as of September 30, 2016 and December 31, 2015. Loans Loans Loans Total Recorded 30-59 Days 60-89 Days 90 Days or Total Past Current Investment in (dollars in thousands) Past Due Past Due More Past Due Due Loans Loans Loans September 30, 2016 Commercial $ 1,173 $ 495 $ 2,986 $ 4,654 $ 1,125,388 $ 1,130,042 Income producing - commercial real estate - - 10,098 10,098 2,541,088 2,551,186 Owner occupied - commercial real estate - 3,338 2,103 5,441 584,986 590,427 Real estate mortgage – residential - 164 562 726 153,713 154,439 Construction - commercial and residential - - 6,412 6,412 936,401 942,813 Home equity 562 620 113 1,295 105,561 106,856 Other consumer 8 16 - 24 6,188 6,212 Total $ 1,743 $ 4,633 $ 22,274 $ 28,650 $ 5,453,325 $ 5,481,975 December 31, 2015 Commercial $ 4,130 $ 1,364 $ 4,940 $ 10,434 $ 1,041,823 $ 1,052,257 Income producing - commercial real estate 2,841 - 5,961 8,802 2,106,676 2,115,478 Owner occupied - commercial real estate 3,189 902 1,268 5,359 492,744 498,103 Real estate mortgage – residential - - 329 329 147,036 147,365 Construction - commercial and residential - 5,020 557 5,577 1,059,799 1,065,376 Home equity - 77 161 238 112,647 112,885 Other consumer 56 60 23 139 6,765 6,904 Total $ 10,216 $ 7,423 $ 13,239 $ 30,878 $ 4,967,490 $ 4,998,368 Impaired Loans Loans are considered impaired when, based on current information and events, it is probable the Company will be unable to collect all amounts due in accordance with the original contractual terms of the loan agreement, including scheduled principal and interest payments. Impairment is evaluated in total for smaller-balance loans of a similar nature and on an individual loan basis for other loans. If a loan is impaired, a specific valuation allowance is allocated, if necessary, so that the loan is reported net, at the present value of estimated future cash flows using the loan’s existing rate or at the fair value of collateral if repayment is expected solely from the collateral. Interest payments on impaired loans are typically applied to principal unless collectability of the principal amount is reasonably assured, in which case interest is recognized on a cash basis. Impaired loans, or portions thereof, are charged-off when deemed uncollectible. The following table presents, by class of loan, information related to impaired loans for the periods ended September 30, 2016, December 31, 2015 and September 30, 2015. Unpaid Contractual Recorded Investment Recorded Investment Total Average Recorded Investment Interest Income Recognized Principal With No With Recorded Related Quarter Year Quarter Year (dollars in thousands) Balance Allowance Allowance Investment Allowance To Date To Date To Date To Date September 30, 2016 Commercial $ 15,517 $ 2,370 $ 10,078 $ 12,448 $ 1,997 $ 12,838 $ 12,879 $ 54 $ 112 Income producing - commercial real estate 14,648 - 14,648 14,648 1,714 17,584 15,298 28 144 Owner occupied - commercial real estate 2,517 - 2,517 2,517 360 2,108 1,923 13 13 Real estate mortgage – residential 244 244 - 244 - 249 271 - - Construction - commercial and residential 4,878 4,340 538 4,878 300 5,146 6,542 - - Home equity 113 - 113 113 100 117 129 2 2 Other consumer - - - - - - 6 - - Total $ 37,917 $ 6,954 $ 27,894 $ 34,848 $ 4,471 $ 38,042 $ 37,048 $ 97 $ 271 December 31, 2015 Commercial $ 16,123 $ 2,396 $ 10,612 $ 13,008 $ 3,478 $ 9,671 $ 10,309 $ 21 $ 69 Income producing - commercial real estate 6,811 1,190 4,928 6,118 1,033 10,675 10,294 95 354 Owner occupied - commercial real estate 1,753 946 807 1,753 400 1,772 1,810 - - Construction - commercial and residential 10,454 4,877 5,577 10,454 950 8,031 7,594 (93 ) 205 Home equity 161 116 45 161 38 411 650 - - Other consumer 22 19 3 22 3 47 31 (1 ) 1 Total $ 35,324 $ 9,544 $ 21,972 $ 31,516 $ 5,902 $ 30,607 $ 30,688 $ 22 $ 629 September 30, 2015 Commercial $ 14,041 $ 2,663 $ 10,206 $ 12,869 $ 2,312 $ 7,978 $ 10,047 $ 39 $ 48 Income producing - commercial real estate 15,389 - 6,877 6,877 827 12,542 11,388 188 259 Owner occupied - commercial real estate 2,299 973 817 1,790 400 1,811 1,844 - - Construction - commercial and residential 22,681 5,370 12,274 17,644 350 5,961 7,516 100 298 Home equity 661 116 545 661 338 774 959 - - Other consumer 72 72 - 72 - 45 40 1 2 Total $ 55,143 $ 9,194 $ 30,719 $ 39,913 $ 4,227 $ 29,111 $ 31,794 $ 328 $ 607 Modifications A modification of a loan constitutes a TDR when a borrower is experiencing financial difficulty and the modification constitutes a concession. The Company offers various types of concessions when modifying a loan. Commercial and industrial loans modified in a TDR often involve temporary interest-only payments, term extensions, and converting revolving credit lines to term loans. Additional collateral, a co-borrower, or a guarantor is often requested. Commercial mortgage and construction loans modified in a TDR often involve reducing the interest rate for the remaining term of the loan, extending the maturity date at an interest rate lower than the current market rate for new debt with similar risk, or substituting or adding a new borrower or guarantor. Construction loans modified in a TDR may also involve extending the interest-only payment period. As of September 30, 2016, all performing TDRs were categorized as interest-only modifications. Loans modified in a TDR for the Company may have the financial effect of increasing the specific allowance associated with the loan. An allowance for impaired consumer and commercial loans that have been modified in a TDR is measured based on the present value of expected future cash flows discounted at the loan’s effective interest rate, the loan’s observable market price, or the estimated fair value of the collateral, less any selling costs, if the loan is collateral dependent. Management exercises significant judgment in developing these estimates. The following table presents by class, the recorded investment of loans modified in TDRs held by the Company during the periods ended September 30, 2016 and December 31, 2015. (dollars in thousands) Number of Contracts TDRs Performing to Modified Terms TDRs Not Performing to Modified Terms Total TDRs September 30, 2016 Commercial 6 $ 1,725 $ 199 $ 1,924 Income producing - commercial real estate 1 742 - 742 Owner occupied - commercial real estate 1 414 - 414 Construction - commercial and residential 1 - 4,948 4,948 Total 9 $ 2,881 $ 5,147 $ 8,028 December 31, 2015 Commercial 4 $ 1,171 $ 211 $ 1,382 Income producing - commercial real estate 2 5,160 - 5,160 Owner occupied - commercial real estate 1 485 - 485 Construction - commercial and residential 1 5,020 - 5,020 Total 8 $ 11,836 $ 211 $ 12,047 During the nine months ended September 30, 2016, there was one default on a $5.0 million restructured loan, as compared to the same period in 2015, which had no defaults on restructured loans. A default is considered to have occurred once the TDR is past due 90 days or more or it has been placed on nonaccrual. There was one nonperforming TDR totaling $5.0 million reclassified to nonperforming loans during the nine months ended September 30, 2016. There were no nonperforming TDRs reclassified to nonperforming loans during the nine months ended September 30, 2015. Commercial and consumer loans modified in a TDR are closely monitored for delinquency as an early indicator of possible future default. If a loan modified in a TDR subsequently defaults, the Company evaluates the loan for possible further impairment. The allowance may be increased, adjustments may be made in the allocation of the allowance, or partial charge-offs may be taken to further write-down the carrying value of the loan. There was one loan totaling $801 thousand modified in a TDR during the three months ended September 30, 2016, as compared to three loans totaling $1.6 million modified in a TDR during the three months ended September 31, 2015. For the nine months ended September 30, 2016, there were three loans totaling $1.4 million modified in a TDR, as compared to the nine months ended September 30, 2015 which had four loan modified in a TDR totaling $1.9 million.

Note 6 - Interest Rate Swap Der

Note 6 - Interest Rate Swap Derivatives	9 Months Ended
	Sep. 30, 2016
Interest Rate Swap [Member]
Notes to Financial Statements
Discussion of Hybrid Instruments and Embedded Derivatives [Text Block]	Note 6. Interest Rate Swap Derivatives The Company uses interest rate swap agreements to assist in its interest rate risk management. The Company’s objective in using interest rate derivatives is to add stability to interest expense and to manage its exposure to interest rate movements. To accomplish this objective, the Company entered into forward starting interest rate swaps in April 2015 as part of its interest rate risk management strategy intended to mitigate the potential risk of rising interest rates on the Bank’s cost of funds. The notional amounts of the interest rate swaps do not represent amounts exchanged by the counterparties, but rather, the notional amount is used to determine, along with other terms of the derivative, the amounts to be exchanged between the counterparties. The interest rate swaps are designated as cash flow hedges and involve the receipt of variable rate amounts from two counterparties in exchange for the Company making fixed payments beginning in April 2016. The Company is hedging its exposure to the variability in potential future interest rate conditions on existing financial instruments. As of September 30, 2016, the Company had three forward starting interest rate swap transactions outstanding that had a notional amount of $250.0 million associated with the Company’s variable rate deposits. The net unrealized loss before income tax on the swaps was $9.0 million at September 30, 2016 and $1.4 million at December 31, 2015. The unrealized loss is due to the increase in expected spreads between short and longer term interest rates between the date the forward starting swap was entered into and September 30, 2016. For derivatives designated as cash flow hedges, the effective portion of changes in the fair value of the derivative is initially reported in other comprehensive income (outside of earnings), net of tax, and subsequently reclassified to earnings when the hedged transaction affects earnings, and the ineffective portion of changes in the fair value of the derivative is recognized directly in earnings. The Company assesses the effectiveness of each hedging relationship by comparing the changes in cash flows of the derivative hedging instrument with the changes in cash flows of the designated hedged transactions. The Company recognized an immaterial amount in earnings due to hedge ineffectiveness during the nine month period ended September 30, 2016. The Company did not recognize any hedge ineffectiveness in earnings during the nine month period ended September 30, 2015. Amounts reported in accumulated other comprehensive income related to derivatives will be reclassified to interest income/expense as interest payments are made/received on the Company’s variable-rate assets/liabilities. During the quarter ended September 30, 2016, the Company reclassified $776 thousand related to derivatives from accumulated other comprehensive income to interest expense. During the next twelve months, the Company estimates (based on interest rates as of September 30, 2016) that $2.6 million will be reclassified as an increase in interest expense. The Company is exposed to credit risk in the event of nonperformance by the interest rate swap counterparty. The Company minimizes this risk by entering into derivative contracts with only large, stable financial institutions, and the Company has not experienced, and does not expect, any losses from counterparty nonperformance on the interest rate swaps. The Company monitors counterparty risk in accordance with the provisions of ASC Topic 815, “Derivatives and Hedging.” In addition, the interest rate swap agreements contain language outlining collateral-pledging requirements for each counterparty. Collateral must be posted when the market value exceeds certain threshold limits. The interest rate swap agreements detail: the requirement that collateral be posted when the market value exceeds certain threshold limits associated with the secured party’s exposure; that 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; and that if the Company fails to maintain its status as a well/adequate capitalized institution then the counterparty could terminate the derivative positions and the Company would be required to settle its obligations under the agreements. As of September 30, 2016, the aggregate fair value of all derivative contracts with credit risk contingent features (i.e., those containing collateral posting or termination provisions based on our capital status) that were in a net liability position totaled $9.0 million. As of September 30, 2016, the Company has minimum collateral posting thresholds with certain of its derivative counterparties and has posted collateral of $9.6 million against its obligations under these agreements. If the Company had breached any of these provisions at September 30, 2016, it could have been required to settle its obligations under the agreements at the termination value. The table below identifies the balance sheet category and fair values of the Company’s derivative instruments (all of which are designated as cash flow hedges) as of September 30, 2016 and December 31, 2015. Swap Notional Balance Sheet September 30, 2016 Number Amount Fair Value Category Receive Rate Pay Rate Maturity (dollars in thousands) Interest rate swap (1 ) $ 75,000 $ (1,877 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.71 % March 31, 2020 Interest rate swap (2 ) 100,000 (3,901 ) Other Liabilities Federal Funds Effective Rate +10 basis points 1.74 % April 15, 2021 Interest rate swap (3 ) 75,000 (3,252 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.92 % March 31, 2022 Total 250,000 (9,030 ) Swap Notional Balance Sheet December 31, 2015 Number Amount Fair Value Category Receive Rate Pay Rate Maturity (dollars in thousands) Interest rate swap (1 ) $ 75,000 $ (368 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.71 % March 31, 2020 Interest rate swap (2 ) 100,000 (665 ) Other Liabilities Federal Funds Effective Rate +10 basis points 1.74 % April 15, 2021 Interest rate swap (3 ) 75,000 (384 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.92 % March 31, 2022 Total 250,000 (1,417 ) The table below presents the pre-tax net gains (losses) of the Company’s cash flow hedges for the nine months ended September 30, 2016 and for the year ended December 31, 2015. Nine Months Ended September 30, 2016 Effective Portion Ineffective Portion Reclassified from AOCI Recognized in Income Amount of into income on Derivatives Swap Pre-tax gain (loss) Amount of Amount of Number Recognized in OCI Category Gain (Loss) Category Gain (Loss) (dollars in thousands) Interest rate swap (1 ) $ (1,877 ) Interest Expense $ (429 ) Other Expense $ - Interest rate swap (2 ) (3,901 ) Interest Expense (581 ) Other Expense - Interest rate swap (3 ) (3,252 ) Interest Expense (508 ) Other Expense - Total $ (9,030 ) $ (1,518 ) $ - Year Ended December 31, 2015 Effective Portion Ineffective Portion Reclassified from AOCI Recognized in Income Amount of into income on Derivatives Swap Pre-tax gain (loss) Amount of Amount of Number Recognized in OCI Category Gain (Loss) Category Gain (Loss) (dollars in thousands) Interest rate swap (1 ) $ (368 ) $ - $ - Interest rate swap (2 ) (665 ) - - Interest rate swap (3 ) (384 ) - - Total $ (1,417 ) $ - $ -

Note 7 - Other Real Estate Owne

Note 7 - Other Real Estate Owned	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Real Estate Owned [Text Block]	Note 7 . Other Real Estate Owned The activity within Other Real Estate Owned (“OREO”) for the three and nine months ended September 30, 2016 and 2015 is presented in the table below. There were no residential real estate loans in the process of foreclosure as of September 30, 2016. For the three and nine months ended September 30, 2016, proceeds on sales of OREO were $552 thousand and $3.6 million, respectively. For the three months ended September 30, 2016, four OREO properties were sold, one property was sold for a net gain of 94 thousand and three properties were sold at their carrying value. For the nine months ended September 30, 2016, six OREO properties were sold for a net gain of $657 thousand. Three Months Ended Nine Months Ended (dollars in thousands) September 30, 2016 September 30, 2015 September 30, 2016 September 30, 2015 Balance beginning of period $ 3,152 $ 10,715 $ 5,852 $ 13,224 Real estate acquired from borrowers 2,500 225 2,500 1,725 Valuation allowance - - (200 ) (750 ) Properties sold (458 ) (988 ) (2,958 ) (4,247 ) Balance end of period $ 5,194 $ 9,952 $ 5,194 $ 9,952

Note 8 - Long-term Borrowings

Note 8 - Long-term Borrowings	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Debt Disclosure [Text Block]	Note 8. Long-Term Borrowings The following table presents information related to the Company’s long-term borrowings as of September 30, 2016, December 31, 2015 and September 30, 2015. (dollars in thousands) September 30, 2016 December 31, 2015 September 30, 2015 Subordinated Notes, 5.75% $ 70,000 $ 70,000 $ 70,000 Subordinated Notes, 5.0% 150,000 - - Less: debt issurance costs (3,581 ) (1,072 ) (1,103 ) Long-term borrowings $ 216,419 $ 68,928 $ 68,897 On August 5, 2014, the Company completed the sale of $70.0 million of its 5.75% subordinated notes, due September 1, 2024 (the “Notes”). The Notes were offered to the public at par and qualify as Tier 2 capital for regulatory purposes to the fullest extent permitted under the Basel III Rule capital requirements. The net proceeds were approximately $68.8 million, which includes $1.2 million in deferred financing costs which is being amortized over the life of the Notes. On July 26, 2016, the Company completed the sale of $150.0 million of its 5.00% Fixed-to-Floating Rate Subordinated Notes, due August 1, 2026 (the “Notes”). The Notes were offered to the public at par. The notes qualify as Tier 2 capital for regulatory purposes to the fullest extent permitted under the Basel III Rule capital requirements. The net proceeds were approximately $147.35 million, which includes $2.6 million in deferred financing costs which is being amortized over the life of the Notes.

Note 9 - Net Income Per Common

Note 9 - Net Income Per Common Share	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Earnings Per Share [Text Block]	Note 9 . Net Income per Common Share The calculation of net income per common share for the three and nine months ended September 30, 2016 and 2015 was as follows. Three Months Ended September 30, Nine Months Ended September 30, (dollars and shares in thousands, except per share data) 2016 2015 2016 2015 Basic: Net income available to common shareholders $ 24,523 $ 21,283 $ 71,990 $ 61,280 Average common shares outstanding 33,591 33,401 33,566 32,625 Basic net income per common share $ 0.73 $ 0.64 $ 2.14 $ 1.88 Diluted: Net income available to common shareholders $ 24,523 $ 21,283 $ 71,990 $ 61,280 Average common shares outstanding 33,591 33,401 33,566 32,625 Adjustment for common share equivalents 598 625 596 653 Average common shares outstanding-diluted 34,189 34,026 34,162 33,278 Diluted net income per common share $ 0.72 $ 0.63 $ 2.11 $ 1.84 Anti-dilutive shares 8.0 - 8.0 11.0

Note 10 - Stock-based Compensat

Note 10 - Stock-based Compensation	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Disclosure of Compensation Related Costs, Share-based Payments [Text Block]	Note 10 . Stock- Based Compensation The Company maintains the 2016 Stock Plan (“2016 Plan”), the 2006 Stock Plan (“2006 Plan”) and the 2011 Employee Stock Purchase Plan (“2011 ESPP”). In connection with the acquisition of Fidelity, the Company assumed the Fidelity 2004 Long Term Incentive Plan and the 2005 Long Term Incentive Plan (the “Fidelity Plans”). In connection with the acquisition of Virginia Heritage, the Company assumed the Virginia Heritage 2006 Stock Option Plan and the 2010 Long Term Incentive Plan (the “Virginia Heritage Plans”). No additional options may be granted under the 2006 Plan, the Fidelity Plans or the Virginia Heritage Plans. The Company adopted the 2016 Plan upon approval by the shareholders at the 2016 Annual Meeting held on May 12, 2016. The 2016 Plan provides directors and selected employees of the Bank, the Company and their affiliates with the opportunity to acquire shares of stock, through awards of options, time vested restricted stock, performance-based restricted stock and stock appreciation rights. Under the 2016 Plan, 1,000,000 shares of common stock were initially reserved for issuance of which 998,500 remain available for future awards at September 30, 2016. For awards that are service based, compensation expense is being recognized over the service (vesting) period based on fair value, which for stock option grants is computed using the Black-Scholes model, and for restricted stock awards is based on the average of the high and low stock price of the Company’s shares on the date of grant. For awards that are performance-based, compensation expense is recorded based on the probability of achievement of the goals underlying the grant. In February 2016, the Company awarded 80,365 shares of time vested restricted stock to senior officers, and certain employees. The shares vest in three substantially equal installments beginning on the first anniversary of the date of grant. In February 2016, the Company awarded senior officers a targeted number of 34,957 performance vested restricted stock units (PRSU’s). PRSU’s are subject to the satisfaction of certain performance conditions based on the achievement of pre-established average targets for earnings per share growth, total shareholder return and return on average assets over or at the end of a three-year vesting period (2016-2018). In March 2016, the Company awarded 24,410 shares of time vested restricted stock to directors. The shares vest in three substantially equal installments beginning on the first anniversary of the date of grant. In May 2016, the Company awarded incentive stock options to purchase 1,500 shares which have a ten-year term and vest in four equal installments beginning on the first anniversary of the date of grant. In September 2016, the Company awarded incentive stock options to purchase 1,500 shares which have a ten-year term and vest in four equal installments beginning on the first anniversary of the date of grant. Below is a summary of changes in stock option shares pursuant to our equity compensation plans for the nine months ended September 30, 2016 and 2015. The information excludes restricted stock units and awards. Nine Months Ended September 30, 2016 2015 Shares Weighted-Average Exercise Price Shares Weighted-Average Exercise Price Beginning balance 298,740 $ 9.97 759,683 $ 11.36 Issued 3,000 49.49 - - Exercised (24,458 ) 13.10 (377,357 ) 12.73 Forfeited (1,100 ) 15.48 (12,380 ) 29.58 Expired (6,637 ) 12.87 (8,476 ) 17.32 Ending balance 269,545 $ 10.03 361,470 $ 9.16 The following summarizes information about stock options outstanding at September 30, 2016. The information excludes restricted stock units and awards. Weighted-Average Outstanding: Stock Options Weighted-Average Remaining Range of Exercise Prices Outstanding Exercise Price Contractual Life $ 5.76 $ 10.72 156,345 $ 5.76 2.27 $ 10.73 $ 15.45 59,232 10.90 1.46 $ 15.46 $ 20.01 36,747 15.48 0.13 $ 20.02 $ 49.91 17,221 34.21 7.46 269,545 $ 10.03 2.13 Exercisable: Stock Options Weighted-Average Range of Exercise Prices Exercisable Exercise Price $ 5.76 $ 10.72 104,298 $ 5.76 $ 10.73 $ 15.45 59,232 10.90 $ 15.46 $ 20.01 36,747 15.48 $ 20.02 $ 49.91 6,901 22.74 207,178 $ 9.52 The fair value of each stock option grant is estimated on the date of grant using the Black-Scholes option pricing model with the assumptions as shown in the table below used for grants during the years ended December 31, 2015 and 2014. Nine Months Ended Years Ended December 31, September 30, 2016 2015 2014 Expected volatility 24.23 % 31.21 % 34.25 % Weighted-Average volatility 24.23 % 31.21 % 34.25 % Expected dividends 0.0 % 0.0 % 0.0 % Expected term (in years) 7.0 7.0 9.4 Risk-free rate 1.37 % 1.64 % 2.26 % Weighted-average fair value (grant date) $ 14.27 $ 16.73 $ 13.49 Weighted-average fair value (grant date) for Virginia Heritage Bank ("VHB") options assumed n/a n/a $ 24.89 The expected lives are based on the “simplified” method allowed by ASC Topic 718 “Compensation ,” The total intrinsic value of outstanding stock options was $10.5 million at September 30, 2016. The total intrinsic value of stock options exercised during the nine months ended September 30, 2016 and 2015 was $855 thousand and $8.5 million, respectively. The total fair value of stock options vested was $45 thousand and $87 thousand for the nine months ended September 30, 2016 and 2015, respectively. Unrecognized stock-based compensation expense related to stock options totaled $141 thousand at September 30, 2016. At such date, the weighted-average period over which this unrecognized stock option expense is expected to be recognized was 2.97 years. The Company has unvested restricted stock awards and PRSU grants of 303,612 shares under the 2006 Plan at September 30, 2016. Unrecognized stock based compensation expense related to restricted stock awards totaled $6.5 million at September 30, 2016. At such date, the weighted-average period over which this unrecognized expense was expected to be recognized was 1.83 years. The following table summarizes the unvested restricted stock awards at September 30, 2016 and 2015. Nine Months Ended September 30, 2016 2015 Shares Weighted- Average Grant Date Fair Value Shares Weighted- Average Grant Date Fair Value Unvested at beginning 369,093 $ 24.43 509,336 $ 21.58 Issued 139,732 45.45 78,070 36.06 Forfeited (9,475 ) 40.58 (4,150 ) 29.18 Vested (195,738 ) 22.53 (195,503 ) 20.74 Unvested at end 303,612 $ 34.83 387,753 $ 24.89 Approved by shareholders in May 2011, the 2011 ESPP reserved 550,000 shares of common stock (as adjusted for stock dividends) for issuance to employees. Whole shares are sold to participants in the plan at 85% of the lower of the stock price at the beginning or end of each quarterly offering period. The 2011 ESPP is available to all eligible employees who have completed at least one year of continuous employment, work at least 20 hours per week and at least five months a year. Participants may contribute a minimum of $10 per pay period to a maximum of $6,250 per offering period or $25,000 annually (not to exceed more than 10% of compensation per pay period). At September 30, 2016, the 2011 ESPP had 420,765 shares remaining for issuance. Included in salaries and employee benefits the Company recognized $5.2 million and $3.7 million in stock-based compensation expense for the nine months ended September 30, 2016 and 2015, respectively. Stock-based compensation expense is recognized ratably over the requisite service period for all awards.

Note 11 - Other Comprehensive I

Note 11 - Other Comprehensive Income	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Comprehensive Income (Loss) Note [Text Block]	Note 11. Other Comprehensive Income (dollars in thousands) Before Tax Tax Effect Net of Tax Three Months Ended September 30, 2016 Net unrealized loss on securities available-for-sale $ (1,512 ) $ (605 ) $ (907 ) Less: Reclassification adjustment for net gains included in net income (1 ) - (1 ) Total unrealized loss (1,511 ) (605 ) (906 ) Net unrealized gain on derivatives 2,927 1,171 1,756 Less: Reclassification adjustment for losses included in net income 777 311 466 Total unrealized gain 2,150 860 1,290 Other Comprehensive Income $ 639 $ 255 $ 384 Three Months Ended September 30, 2015 Net unrealized gain on securities available-for-sale $ 3,512 $ 1,405 $ 2,107 Less: Reclassification adjustment for net gains included in net income (60 ) (24 ) (36 ) Total unrealized loss 3,452 1,381 2,071 Net unrealized loss on derivatives (6,627 ) (2,651 ) (3,976 ) Less: Reclassification adjustment for losses included in net income - - - Total unrealized gain (6,627 ) (2,651 ) (3,976 ) Other Comprehensive Loss $ (3,175 ) $ (1,270 ) $ (1,905 ) Nine Months Ended September 30, 2016 Net unrealized gain on securities available-for-sale $ 6,850 $ 2,740 $ 4,110 Less: Reclassification adjustment for net gains included in net income (1,123 ) (449 ) (674 ) Total unrealized gain 5,727 2,291 3,436 Net unrealized loss on derivatives (9,132 ) (3,654 ) (5,478 ) Less: Reclassification adjustment for losses included in net income 1,519 608 911 Total unrealized loss (7,613 ) (3,046 ) (4,567 ) Other Comprehensive Loss $ (1,886 ) $ (755 ) $ (1,131 ) Nine Months Ended September 30, 2015 Net unrealized gain on securities available-for-sale $ 3,325 $ 1,330 $ 1,995 Less: Reclassification adjustment for net gains included in net income (2,224 ) (890 ) (1,334 ) Total unrealized gain 1,101 440 661 Net unrealized loss on derivatives (3,445 ) (1,378 ) (2,067 ) Less: Reclassification adjustment for losses included in net income - - - Total unrealized loss (3,445 ) (1,378 ) (2,067 ) Other Comprehensive Income $ (2,344 ) $ (938 ) $ (1,406 ) The following table presents the changes in each component of accumulated other comprehensive (loss) income, net of tax, for the three and nine months ended September 30, 2016 and 2015. (dollars in thousands) Securities Available For Sale Derivatives Accumulated Other Comprehensive (Loss) Income Three Months Ended September 30, 2016 Balance at Beginning of Period $ 5,383 $ (6,707 ) $ (1,324 ) Other comprehensive (loss) income before reclassifications (907 ) 1,756 849 Amounts reclassified from accumulated other comprehensive income (1 ) 466 465 Net other comprehensive (loss) income during period (906 ) 1,290 384 Balance at End of Period $ 4,477 $ (5,417 ) $ (940 ) Three Months Ended September 30, 2015 Balance at Beginning of Period $ 3,146 $ - $ 3,146 Other comprehensive income (loss) before reclassifications 2,107 (3,976 ) (1,869 ) Amounts reclassified from accumulated other comprehensive income (36 ) - (36 ) Net other comprehensive income (loss) during period 2,071 (3,976 ) (1,905 ) Balance at End of Period $ 5,217 $ (3,976 ) $ 1,241 Nine Months Ended September 30, 2016 Balance at Beginning of Period $ 1,041 $ (850 ) $ 191 Other comprehensive income (loss) before reclassifications 4,110 (5,478 ) (1,368 ) Amounts reclassified from accumulated other comprehensive income (674 ) 911 237 Net other comprehensive income (loss) during period 3,436 (4,567 ) (1,131 ) Balance at End of Period $ 4,477 $ (5,417 ) $ (940 ) Nine Months Ended September 30, 2015 Balance at Beginning of Period $ 2,647 $ - $ 2,647 Other comprehensive income (loss) before reclassifications 1,995 (2,067 ) (72 ) Amounts reclassified from accumulated other comprehensive income (1,334 ) - (1,334 ) Net other comprehensive income (loss) during period 661 (2,067 ) (1,406 ) Balance at End of Period $ 3,308 $ (2,067 ) $ 1,241 The following table presents the amounts reclassified out of each component of accumulated other comprehensive (loss) income for the three and nine months ended September 30, 2016 and 2015. Details about Accumulated Other Amount Reclassified from Affected Line Item in Comprehensive Income Components Accumulated Other the Statement Where (dollars in thousands) Comprehensive (Loss) Income Net Income is Presented Three Months Ended September 30, 2016 2015 Realized gain on sale of investment securities $ 1 $ 60 Gain on sale of investment securities Interest expense derivative deposits (471 ) - Interest expense on deposits Interest expense derivative borrowings (306 ) - Interest expense on short-term borrowings 310 (24 ) Tax expense Total Reclassifications for the Period $ (466 ) $ 36 Net Income Details about Accumulated Other Amount Reclassified from Affected Line Item in Comprehensive Income Components Accumulated Other the Statement Where (dollars in thousands) Comprehensive (Loss) Income Net Income is Presented Nine Months Ended September 30, 2016 2015 Realized gain on sale of investment securities $ 1,123 $ 2,224 Gain on sale of investment securities Interest expense derivative deposits (953 ) - Interest expense on deposits Interest expense derivative borrowings (566 ) - Interest expense on short-term borrowings 158 (890 ) Tax expense Total Reclassifications for the Period $ (238 ) $ 1,334 Net Income

Note 12 - Fair Value Measuremen

Note 12 - Fair Value Measurements	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Fair Value, Measurement Inputs, Disclosure [Text Block]	Note 12 . Fair Value Measurements The fair value of an asset or liability is the price that would be received to sell that asset or paid to transfer that liability in an orderly transaction occurring in the principal market (or most advantageous market in the absence of a principal market) for such asset or liability. In estimating fair value, the Company utilizes valuation techniques that are consistent with the market approach, the income approach and/or the cost approach. Such valuation techniques are consistently applied. Inputs to valuation techniques include the assumptions that market participants would use in pricing an asset or liability. ASC Topic 820, “Fair Value Measurements and Disclosures,” Level 1 Quoted prices in active exchange markets for identical assets or liabilities; also includes certain U.S. Treasury and other U.S. Government and agency securities actively traded in over-the-counter markets. Level 2 Observable inputs other than Level 1 including quoted prices for similar assets or liabilities, quoted prices in less active markets, or other observable inputs that can be corroborated by observable market data; also includes derivative contracts whose value is determined using a pricing model with observable market inputs or can be derived principally from or corroborated by observable market data. This category generally includes certain U.S. Government and agency securities, corporate debt securities, derivative instruments, and residential mortgage loans held for sale. Level 3 Unobservable inputs supported by little or no market activity for financial instruments whose value is determined using pricing models, discounted cash flow methodologies, or similar techniques, as well as instruments for which the determination of fair value requires significant management judgment or estimation; also includes observable inputs for single dealer nonbinding quotes not corroborated by observable market data. This category generally includes certain private equity investments, retained interests from securitizations, and certain collateralized debt obligations. Assets and Liabilities Recorded a t Fair Value on a Recurring Basis The table below presents the recorded amount of assets and liabilities measured at fair value on a recurring basis as of September 30, 2016 and December 31, 2015. (dollars in thousands) Quoted Prices (Level 1) Significant Other Observable Inputs (Level 2) Significant Other Unobservable Inputs (Level 3) Total (Fair Value) September 30, 2016 Assets: Investment securities available for sale: U. S. agency securities $ - $ 56,364 $ - $ 56,364 Residential mortgage backed securities - 266,035 - 266,035 Municipal bonds - 99,877 - 99,877 Corporate bonds - 8,054 - 8,054 Other equity investments 119 - 219 338 Loans held for sale - 78,118 - 78,118 Mortgage banking derivatives - - 217 217 Total assets measured at fair value on a recurring basis as of September 30, 2016 $ 119 $ 508,448 $ 436 $ 509,003 Liabilities: Mortgage banking derivatives $ - $ - $ 222 $ 222 Interest rate swap derivatives - 9,030 - 9,030 Total liabilities measured at fair value on a recurring basis as of September 30, 2016 $ - $ 9,030 $ 222 $ 9,252 December 31, 2015 Assets: Investment securities available for sale: U. S. agency securities $ - $ 56,975 $ - $ 56,975 Residential mortgage backed securities - 297,241 - 297,241 Municipal bonds - 118,381 - 118,381 Corporate bonds - 14,938 - 14,938 Other equity investments 115 - 219 334 Loans held for sale - 47,492 - 47,492 Mortgage banking derivatives - - 24 24 Total assets measured at fair value on a recurring basis as of December 31, 2015 $ 115 $ 535,027 $ 243 $ 535,385 Liabilities: Mortgage banking derivatives $ - $ - $ 30 $ 30 Interest rate swap derivatives - 1,417 - 1,417 Total liabilities measured at fair value on a recurring basis as of December 31, 2015 $ - $ 1,417 $ 30 $ 1,447 Investment Securities Available-for-Sale Investment securities available-for-sale are recorded at fair value on a recurring basis. Fair value measurement is based upon quoted prices, if available. If quoted prices are not available, fair value is measured using independent pricing models or other model-based valuation techniques such as the present value of future cash flows, adjusted for the security’s credit rating, prepayment assumptions and other factors such as credit loss assumptions. Level 1 securities include those traded on an active exchange such as the New York Stock Exchange, Treasury securities that are traded by dealers or brokers in active over-the-counter markets and money market funds. Level 2 securities include U.S. agency debt securities, mortgage-backed securities issued by Government Sponsored Entities (“GSEs”) and municipal bonds. Securities classified as Level 3 include securities in less liquid markets, the carrying amount approximate the fair value. Loans held for sale Interest rate swap derivatives: Mortgage banking derivatives: The Company relies on a third-party pricing service to value its mortgage banking derivative financial assets and liabilities, which the Company classifies as a Level 3 valuation. The external valuation model to estimate the fair value of its interest rate lock commitments to originate residential mortgage loans held for sale includes grouping the interest rate lock commitments by interest rate and terms, applying an estimated pull-through rate based on historical experience, and then multiplying by quoted investor prices determined to be reasonably applicable to the loan commitment groups based on interest rate, terms, and rate lock expiration dates of the loan commitment groups. The Company also relies on an external valuation model to estimate the fair value of its forward commitments to sell residential mortgage loans (i.e., an estimate of what the Company would receive or pay to terminate the forward delivery contract based on market prices for similar financial instruments), which includes matching specific terms and maturities of the forward commitments against applicable investor pricing. The following is a reconciliation of activity for assets and liabilities measured at fair value based on Significant Other Unobservable Inputs (Level 3): Other Equity Mortgage Banking (dollars in thousands) Investments Derivatives Total Assets: Beginning balance at January 1, 2016 $ 219 $ 24 $ 243 Realized gain (loss) included in earnings - net mortgage banking derivatives - 193 193 Principal redemption - - - Ending balance at September 30, 2016 $ 219 $ 217 $ 436 Liabilities: Beginning balance at January 1, 2016 $ - $ 30 $ 30 Realized loss (gain) included in earnings - net mortgage banking derivatives - 192 192 Principal redemption - - - Ending balance at September 30, 2016 $ - $ 222 $ 222 Other Equity Mortgage Banking (dollars in thousands) Investments Derivatives Total Assets: Beginning balance at January 1, 2015 $ 219 $ 146 $ 365 Realized (loss) gain included in earnings - net mortgage banking derivatives - (122 ) (122 ) Principal redemption - - - Ending balance at December 31, 2015 $ 219 $ 24 $ 243 Liabilities: Beginning balance at January 1, 2015 $ - $ 250 $ 250 Realized (gain) loss included in earnings - net mortgage banking derivatives - (220 ) (220 ) Principal redemption - - - Ending balance at December 31, 2015 $ - $ 30 $ 30 The other equity securities classified as Level 3 consist of equity investments in the form of common stock of two local banking companies which are not publicly traded, and for which the carrying amount approximates fair value. Assets and Liabilities Recorded at Fair Value on a Nonrecurring Basis The Company measures certain assets at fair value on a nonrecurring basis and the following is a general description of the methods used to value such assets. Impaired loans Other real estate owned (dollars in thousands) Quoted Prices (Level 1) Significant Other Observable Inputs (Level 2) Significant Other Unobservable Inputs (Level 3) Total (Fair Value) September 30, 2016 Impaired loans: Commercial $ - $ - $ 10,451 $ 10,451 Income producing - commercial real estate - - 12,934 12,934 Owner occupied - commercial real estate - - 2,157 2,157 Real estate mortgage - residential - - 244 244 Construction - commercial and residential - - 4,578 4,578 Home equity - - 13 13 Other real estate owned - - 5,194 5,194 Total assets measured at fair value on a nonrecurring basis as of September 30, 2016 $ - $ - $ 35,571 $ 35,571 (dollars in thousands) Quoted Prices (Level 1) Significant Other Observable Inputs (Level 2) Significant Other Unobservable Inputs (Level 3) Total (Fair Value) December 31, 2015 Impaired loans: Commercial $ - $ - $ 9,201 $ 9,201 Income producing - commercial real estate - - 5,085 5,085 Owner occupied - commercial real estate - - 1,353 1,353 Real estate mortgage - residential - - 329 329 Construction - commercial and residential - - 9,504 9,504 Home equity - - 123 123 Other consumer - - 19 19 Other real estate owned - - 5,852 5,852 Total assets measured at fair value on a nonrecurring basis as of December 31, 2015 $ - $ - $ 31,466 $ 31,466 Loans The Company does not record loans at fair value on a recurring basis; however, from time to time, a loan is considered impaired and an allowance for loan loss is established. Loans for which it is probable that payment of interest and principal will not be made in accordance with the contractual terms of the loan are considered impaired. Once a loan is identified as individually impaired, management measures impairment in accordance with ASC Topic 310, “Receivables.” Fair Value of Financial Instruments The Company discloses fair value information about financial instruments for which it is practicable to estimate the value, whether or not such financial instruments are recognized on the balance sheet. Fair value is the amount at which a financial instrument could be exchanged in a current transaction between willing parties, other than in a forced sale or liquidation, and is best evidenced by quoted market price, if one exists. Quoted market prices, if available, are shown as estimates of fair value. Because no quoted market prices exist for a portion of the Company’s financial instruments, the fair value of such instruments has been derived based on management’s assumptions with respect to future economic conditions, the amount and timing of future cash flows and estimated discount rates. Different assumptions could significantly affect these estimates. Accordingly, the net realizable value could be materially different from the estimates presented below. In addition, the estimates are only indicative of individual financial instrument values and should not be considered an indication of the fair value of the Company taken as a whole. The following methods and assumptions were used to estimate the fair value of each category of financial instrument for which it is practicable to estimate value: Cash due from banks and federal funds sold: Interest bearing deposits with other banks: Investment securities: upon quoted prices, if available. If quoted prices are not available, fair value is measured using independent pricing models or other model-based valuation techniques such as the present value of future cash flows, adjusted for the security’s credit rating, prepayment assumptions and other factors such as credit loss assumptions. Federal Reserve and Federal Home Loan Bank stock: Loans held for sale: Loans: Bank owned life insurance: Annuity investment : Mortgage banking derivatives : The Company enters into interest rate lock commitments (IRLCs) with prospective residential mortgage borrowers. These commitments are carried at fair value based on the fair value of the underlying mortgage loans which are based on market data. These commitments are classified as Level 3 in the fair value disclosures, as the valuations are based on market unobservable inputs. The Company hedges the risk of the overall change in the fair value of loan commitments to borrowers by selling forward contracts on securities of GSEs. These forward settling contracts are classified as Level 3, as valuations are based on market unobservable inputs. See Note 4 of the Consolidated Financial Statements for additional detail. Interest rate swap derivatives: Noninterest bearing deposits: Interest bearing deposits: Certificates of deposit: Customer repurchase agreements: Borrowings: Off-balance sheet items: The estimated fair values of the Company’s financial instruments at September 30, 2016 and December 31, 2015 are as follows: Fair Value Measurements Quoted Prices in Active Markets for Identical Assets or Liabilities Significant Other Observable Inputs Significant Unobservable Inputs (dollars in thousands) Carrying Value Fair Value (Level 1) (Level 2) (Level 3) September 30, 2016 Assets Cash and due from banks $ 10,615 $ 10,615 $ - $ 10,615 $ - Federal funds sold 5,262 5,262 - 5,262 - Interest bearing deposits with other banks 503,150 503,150 - 503,150 - Investment securities 430,668 430,668 119 430,330 219 Federal Reserve and Federal Home Loan Bank stock 19,920 19,920 - 19,920 - Loans held for sale 78,118 78,118 - 78,118 - Loans 5,481,975 5,485,301 - - 5,485,301 Bank owned life insurance 59,747 59,747 - 59,747 - Annuity investment 11,931 11,931 - 11,931 - Mortgage banking derivatives 217 217 - - 217 Liabilities Noninterest bearing deposits 1,668,271 1,668,271 - 1,668,271 - Interest bearing deposits 3,100,492 3,100,492 - 3,100,492 - Certificates of deposit 789,386 789,316 - 789,316 - Customer repurchase agreements 71,642 71,642 - 71,642 - Borrowings 266,419 269,168 - 269,168 - Mortgage banking derivatives 222 222 - - 222 Interst rate swap derivatives 9,030 9,030 - 9,030 - December 31, 2015 Assets Cash and due from banks $ 10,270 $ 10,270 $ - $ 10,270 $ - Federal funds sold 3,791 3,791 - 3,791 - Interest bearing deposits with other banks 284,302 284,302 - 284,302 - Investment securities 487,869 487,869 115 487,535 219 Federal Reserve and Federal Home Loan Bank stock 16,903 16,903 - 16,903 - Loans held for sale 47,492 47,492 - 47,492 - Loans 4,998,368 5,000,717 - - 5,000,717 Bank owned life insurance 58,682 58,682 - 58,682 - Annuity investment 12,136 12,136 - 12,136 - Mortgage banking derivatives 24 24 - - 24 Interest rate swap derivatives - - - - - Liabilities Noninterest bearing deposits 1,405,067 1,405,067 - 1,405,067 - Interest bearing deposits 3,014,122 3,014,122 - 3,014,122 - Certificates of deposit 739,255 736,973 - 736,973 - Customer repurchase agreements 72,356 72,356 - 72,356 - Borrowings 70,000 69,992 - 69,992 - Mortgage banking derivatives 30 30 - - 30 Interest rate swap derivatives 1,417 1,417 - 1,417 -

Note 13 - Supplemental Executiv

Note 13 - Supplemental Executive Retirement Plan	9 Months Ended
	Sep. 30, 2016
Notes to Financial Statements
Pension and Other Postretirement Benefits Disclosure [Text Block]	Note 13 . Supplemental Executive Retirement Plan The Bank maintains the Supplemental Executive Retirement and Death Benefit Agreements (the “SERP Agreements”) for certain of the Bank’s executive officers other than Mr. Paul, which upon the executive’s retirement, will provide for a stated monthly payment for such executive’s lifetime, subject to certain death benefits described below. The retirement benefit is computed as a percentage of each executive’s projected average base salary over the five years preceding retirement, assuming retirement at age 67. The SERP Agreements provide that (a) the benefits vest ratably over six years of service to the Bank, with the executive receiving credit for years of service prior to entering into the SERP Agreement, (b) death, disability and change-in-control shall result in immediate vesting, and (c) the monthly amount will be reduced if retirement occurs earlier than age 67 for any reason other than death, disability or change-in-control. The SERP Agreements further provide for a death benefit in the event the retired executive dies prior to receiving 180 monthly installments, paid either in a lump sum payment or continued monthly installment payments, such that the executive’s beneficiary has received payment(s) sufficient to equate to a cumulative 180 monthly installments. The SERP Agreements are unfunded arrangements maintained primarily to provide supplemental retirement benefits and comply with Section 409A of the Internal Revenue Code. The Bank financed the retirement benefits by purchasing fixed annuity contracts with four insurance carriers totaling $11.4 million that have been designed to provide a future source of funds for the lifetime retirement benefits of the SERP Agreements. The primary impetus for utilizing fixed annuities is a substantial savings in compensation expenses for the Bank as opposed to a traditional SERP Agreement. For the quarter ended September 30, 2016, the annuity contracts accrued $45 thousand of income, which was included in other noninterest income on the Consolidated Statement of Operations. The cash surrender value of the annuity contracts was $11.9 million at September 30, 2016 and was included in other assets on the Consolidated Balance Sheet. For the three and nine months ended September 30, 2016, the Company recorded benefit expense accruals of $253 thousand and $758 thousand for this post retirement benefit. Upon death of an executive, the annuity contract related to such executive terminates. The Bank has purchased additional bank owned life insurance contracts, which would effectively finance payments (up to a 15 year certain amount) to the executives’ named beneficiaries.

Significant Accounting Policies

Significant Accounting Policies (Policies)	9 Months Ended
	Sep. 30, 2016
Accounting Policies [Abstract]
Basis of Accounting, Policy [Policy Text Block]	Basis of Presentation The Consolidated Financial Statements include the accounts of Eagle Bancorp, Inc. and its subsidiaries (the “Company”), EagleBank (the “Bank”), Eagle Commercial Ventures, LLC (“ECV”), Eagle Insurance Services, LLC, and Bethesda Leasing, LLC, with all significant intercompany transactions eliminated. The Consolidated Financial Statements of the Company included herein are unaudited. The Consolidated Financial Statements reflect all adjustments, consisting of normal recurring accruals that in the opinion of management, are necessary to present fairly the results for the periods presented. The amounts as of and for the year ended December 31, 2015 were derived from audited Consolidated Financial Statements. Certain information and note disclosures normally included in financial statements prepared in accordance with U.S. generally accepted accounting principles (“GAAP”) have been condensed or omitted pursuant to the rules and regulations of the Securities and Exchange Commission. There have been no significant changes to the Company’s Accounting Policies as disclosed in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015. The Company believes that the disclosures are adequate to make the information presented not misleading. Certain reclassifications have been made to amounts previously reported to conform to the current period presentation. These statements should be read in conjunction with the audited Consolidated Financial Statements and related notes included in the Company’s Annual Report on Form 10-K for the year ended December 31, 2015. Operating results for the three and nine months ended September 30, 2016 are not necessarily indicative of the results of operations to be expected for the remainder of the year, or for any other period.
Nature Of Operations [Policy Text Block]	Nature of Operations The Company, through the Bank, conducts a full service community banking business, primarily in Northern Virginia, Montgomery County, Maryland, and Washington, D.C. The primary financial services offered by the Bank include real estate, commercial and consumer lending, as well as traditional deposit and repurchase agreement products. The Bank is also active in the origination and sale of residential mortgage loans and the origination of small business loans. The guaranteed portion of small business loans, guaranteed by the Small Business Administration (“SBA”), is typically sold to third party investors in a transaction apart from the loan’s origination. The Bank offers its products and services through twenty-one banking offices, five lending centers and various electronic capabilities, including remote deposit services and mobile banking services. Eagle Insurance Services, LLC, a subsidiary of the Bank, offers access to insurance products and services through a referral program with a third party insurance broker. Eagle Commercial Ventures, LLC, a direct subsidiary of the Company, provides subordinated financing for the acquisition, development and construction of real estate projects; these transactions involve higher levels of risk, together with commensurate higher returns. Refer to Higher Risk Lending – Revenue Recognition below.
Use of Estimates, Policy [Policy Text Block]	Use of Estimates The preparation of financial statements in conformity with GAAP requires management to make estimates and assumptions that affect the reported amounts in the financial statements and accompanying notes. Actual results may differ from those estimates and such differences could be material to the financial statements.
Cash and Cash Equivalents, Policy [Policy Text Block]	Cash Flows For purposes of reporting cash flows, cash and cash equivalents include cash and due from banks, federal funds sold, and interest bearing deposits with other banks which have an original maturity of three months or less.
Trade and Loan Receivables, Nonmortgage Loans Held-for-sale, Policy [Policy Text Block]	Loans Held for Sale The Company regularly engages in sales of residential mortgage loans and the guaranteed portion of SBA loans originated by the Bank. The Company has elected to carry loans held for sale at fair value. Fair value is derived from secondary market quotations for similar instruments. Gains and losses on sales of these loans are recorded as a component of noninterest income in the Consolidated Statements of Operations. The Company’s current practice is to sell residential mortgage loans on a servicing released basis, and, therefore, it has no intangible asset recorded for the value of such servicing as of September 30, 2016, December 31, 2015 and September 30, 2015. The sale of the guaranteed portion of SBA loans on a servicing retained basis gives rise to an excess servicing asset, which is computed on a loan by loan basis with the unamortized amount being included in intangible assets in the Consolidated Balance Sheets. This excess servicing asset is being amortized on a straight-line basis (with adjustment for prepayments) as an offset to servicing fees collected and is included in other income in the Consolidated Statement of Operations. The Company enters into commitments to originate residential mortgage loans whereby the interest rate on the loan is determined prior to funding (i.e. interest rate lock commitments). Such interest rate lock commitments on mortgage loans to be sold in the secondary market are considered to be derivatives. To protect against the price risk inherent in residential mortgage loan commitments, the Company utilizes both “best efforts” and “mandatory delivery” forward loan sale commitments to mitigate the risk of potential decreases in the values of loans that would result from the exercise of the derivative loan commitments. Under a “best efforts” contract, the Company commits to deliver an individual mortgage loan of a specified principal amount and quality to an investor and the investor commits to a price that it will purchase the loan from the Company if the loan to the underlying borrower closes. The Company protects itself from changes in interest rates through the use of best efforts forward delivery commitments, whereby the investor commits to purchase a loan at a price representing a premium on the day the borrower commits to an interest rate with the intent that the buyer/investor has assumed the interest rate risk on the loan. As a result, the Bank is not generally exposed to losses on loans sold utilizing best efforts, nor will it realize gains related to rate lock commitments due to changes in interest rates. The market values of interest rate lock commitments and best efforts contracts are not readily ascertainable with precision because rate lock commitments and best efforts contracts are not actively traded. Because of the high correlation between rate lock commitments and best efforts contracts, no gain or loss should occur on the interest rate lock commitments. Under a “mandatory delivery” contract, the Company commits to deliver a certain principal amount of mortgage loans to an investor at a specified price on or before a specified date. If the Company fails to deliver the amount of mortgages necessary to fulfill the commitment by the specified date, it is obligated to pay the investor a “pair-off” fee, based on then-current market prices, to compensate the investor for the shortfall. The Company manages the interest rate risk on interest rate lock commitments by entering into forward sale contracts of mortgage-backed securities, whereby the Company obtains the right to deliver securities to investors in the future at a specified price. Such contracts are accounted for as derivatives and are recorded at fair value in derivative assets or liabilities, carried on the Consolidated Balance Sheet within other assets or other liabilities with changes in fair value recorded in other income within the Consolidated Statement of Income. The period of time between issuance of a loan commitment to the customer and closing and sale of the loan to an investor generally ranges from 30 to 90 days under current market conditions. The gross gains on loan sales are recognized based on new loan commitments with adjustment for price and pair-off activity. Commission expenses on loans held for sale are recognized based on loans closed. In circumstances where the Company does not deliver the whole loan to an investor, but rather elects to retain the loan in its portfolio, the loan is transferred from held for sale to loans at fair value at date of transfer.
Marketable Securities, Policy [Policy Text Block]	Investment Securities The Company has no securities classified as trading, or as held to maturity. Marketable equity securities and debt securities not classified as held to maturity or trading are classified as available-for-sale. Securities available-for-sale are acquired as part of the Company’s asset/liability management strategy and may be sold in response to changes in interest rates, current market conditions, loan demand, changes in prepayment risk and other factors. Securities available-for-sale are carried at fair value, with unrealized gains or losses being reported as accumulated other comprehensive income/(loss), a separate component of shareholders’ equity, net of deferred income tax. Realized gains and losses, using the specific identification method, are included as a separate component of noninterest income in the Consolidated Statements of Operations. Premiums and discounts on investment securities are amortized/accreted to the earlier of call or maturity based on expected lives, which lives are adjusted based on prepayment assumptions and call optionality if any. Declines in the fair value of individual available-for-sale securities below their cost that are other-than-temporary in nature result in write-downs of the individual securities to their fair value. Factors affecting the determination of whether other-than-temporary impairment has occurred include a downgrading of the security by a rating agency, a significant deterioration in the financial condition of the issuer, or a change in management’s intent and ability to hold a security for a period of time sufficient to allow for any anticipated recovery in fair value. Management systematically evaluates investment securities for other-than-temporary declines in fair value on a quarterly basis. This analysis requires management to consider various factors, which include (1) duration and magnitude of the decline in value, (2) the financial condition of the issuer or issuers and (3) structure of the security. The entire amount of an impairment loss is recognized in earnings only when (1) the Company intends to sell the security, or (2) it is more likely than not that the Company will have to sell the security before recovery of its amortized cost basis, or (3) the Company does not expect to recover the entire amortized cost basis of the security. In all other situations, only the portion of the impairment loss representing the credit loss must be recognized in earnings, with the remaining portion being recognized in shareholders’ equity as comprehensive income, net of deferred taxes.
Finance, Loans and Leases Receivable, Policy [Policy Text Block]	Loans Loans are stated at the principal amount outstanding, net of unamortized deferred costs and fees. Interest income on loans is accrued at the contractual rate on the principal amount outstanding. It is the Company’s policy to discontinue the accrual of interest when circumstances indicate that collection is doubtful. Deferred fees and costs are being amortized on the interest method over the term of the loan. Management considers loans impaired when, based on current information, it is probable that the Company will not collect all principal and interest payments according to contractual terms. Loans are evaluated for impairment in accordance with the Company’s portfolio monitoring and ongoing risk assessment procedures.
Revenue Recognition, Policy [Policy Text Block]	Higher Risk Lending – Revenue Recognition T he Company has occasionally made higher risk acquisition, development, and construction (“ADC”) loans that entail higher risks than ADC loans made following normal underwriting practices (“higher risk loan transactions”). These higher risk loan transactions are currently made through the Company’s subsidiary, ECV. This activity is limited as to individual transaction amount and total exposure amounts, based on capital levels, and is carefully monitored. The loans are carried on the balance sheet at amounts outstanding and meet the loan classification requirements of the Accounting Standard Executive Committee (“AcSEC”) guidance reprinted from the CPA Letter, Special Supplement, dated February 10, 1986 (also referred to as Exhibit 1 to AcSEC Practice Bulletin No. 1). Additional interest earned on these higher risk loan transactions (as defined in the individual loan agreements) is recognized as realized under the provisions contained in AcSEC’s guidance reprinted from the CPA Letter, Special Supplement, dated February 10, 1986 (also referred to as Exhibit 1 to AcSEC Practice Bulletin No.1) and Staff Accounting Bulletin No. 101 (Revenue Recognition in Financial Statements). Certain additional interest is included as a component of noninterest income. ECV had three higher risk loan transactions outstanding as of September 30, 2016, as compared to four higher risk loan transactions outstanding as of December 31, 2015, amounting to $9.2 million and $9.2 million, respectively.
Financing Receivable, Allowance for Credit Losses, Policy or Methodology Change [Policy Text Block]	Allowance for Credit Losses The allowance for credit losses represents an amount which, in management’s judgment, is adequate to absorb probable losses on loans and other extensions of credit that may become uncollectible. The adequacy of the allowance for credit losses is determined through careful and continuous review and evaluation of the loan portfolio and involves the balancing of a number of factors to establish a prudent level of allowance. Among the factors considered in evaluating the adequacy of the allowance for credit losses are lending risks associated with growth and entry into new markets, loss allocations for specific credits, the level of the allowance to nonperforming loans, historical loss experience, economic conditions, portfolio trends and credit concentrations, changes in the size and character of the loan portfolio, and management’s judgment with respect to current and expected economic conditions and their impact on the existing loan portfolio. Allowances for impaired loans are generally determined based on collateral values. Loans or any portion thereof deemed uncollectible are charged against the allowance, while recoveries are credited to the allowance. Management adjusts the level of the allowance through the provision for credit losses, which is recorded as a current period operating expense. The allowance for credit losses consists of allocated and unallocated components. The components of the allowance for credit losses represent an estimation done pursuant to Accounting Standards Codification (“ASC”) Topic 450, “Contingencies ,” ASC Topic 310, “Receivables.” Management believes that the allowance for credit losses is adequate; however, determination of the allowance is inherently subjective and requires significant estimates. While management uses available information to recognize losses on loans, future additions to the allowance may be necessary based on changes in economic conditions. Evaluation of the potential effects of these factors on estimated losses involves a high degree of uncertainty, including the strength and timing of economic cycles and concerns over the effects of a prolonged economic downturn in the current cycle. In addition, various banking agencies, as an integral part of their examination process, and independent consultants engaged by the Bank, periodically review the Bank’s loan portfolio and allowance for credit losses. Such review may result in recognition of additions to the allowance based on their judgments of information available to them at the time of their examination.
Property, Plant and Equipment, Policy [Policy Text Block]	Premises and Equipment Premises and equipment are stated at cost less accumulated depreciation and amortization computed using the straight-line method for financial reporting purposes. Premises and equipment are depreciated over the useful lives of the assets, which generally range from three to seven years for furniture, fixtures and equipment, to three to five years for computer software and hardware, and to five to twenty years for building improvements. Leasehold improvements are amortized over the terms of the respective leases, which may include renewal options where management has the positive intent to exercise such options, or the estimated useful lives of the improvements, whichever is shorter. The costs of major renewals and betterments are capitalized, while the costs of ordinary maintenance and repairs are expensed as incurred. These costs are included as a component of premises and equipment expenses on the Consolidated Statements of Operations.
Real Estate, Policy [Policy Text Block]	Other Real Estate Owned (OREO) Assets acquired through loan foreclosure are held for sale and are recorded at fair value less estimated selling costs when acquired, establishing a new cost basis. The new basis is supported by appraisals that are generally no more than twelve months old. Costs after acquisition are generally expensed. If the fair value of the asset declines, a write-down is recorded through noninterest expense. The valuation of foreclosed assets is subjective in nature and may be adjusted in the future because of changes in market conditions or appraised values.
Goodwill and Intangible Assets, Goodwill, Policy [Policy Text Block]	Goodwill and Other Intangible Assets Goodwill represents the excess of the cost of an acquisition over the fair value of the net assets acquired. Other intangible assets represent purchased assets that lack physical substance but can be distinguished from goodwill because of contractual or other legal rights. Intangible assets that have finite lives, such as core deposit intangibles, are amortized over their estimated useful lives and subject to periodic impairment testing. Intangible assets (other than goodwill) are amortized to expense using accelerated or straight-line methods over their respective estimated useful lives. Goodwill and other intangibles are subject to impairment testing at the reporting unit level, which must be conducted at least annually. The Company performs impairment testing during the fourth quarter of each year or when events or changes in circumstances indicate the assets might be impaired. The Company performs a qualitative assessment to determine whether it is more likely than not that the fair value of a reporting unit is less than its carrying amount. If, after assessing updated qualitative factors, the Company determines it is not more likely than not that the fair value of a reporting unit is less than its carrying amount, it does not have to perform the two-step goodwill impairment test. Determining the fair value of a reporting unit under the first step of the goodwill impairment test and determining the fair value of individual assets and liabilities of a reporting unit under the second step of the goodwill impairment test are judgmental and often involve the use of significant estimates and assumptions. Similarly, estimates and assumptions are used in determining the fair value of other intangible assets. Estimates of fair value are primarily determined using discounted cash flows, market comparisons and recent transactions. These approaches use significant estimates and assumptions including projected future cash flows, discount rates reflecting the market rate of return, projected growth rates and determination and evaluation of appropriate market comparables. Based on the results of quantitative assessments of all reporting units, the Company concluded that no impairment existed at December 31, 2015. However, future events could cause the Company to conclude that goodwill or other intangibles have become impaired, which would result in recording an impairment loss. Any resulting impairment loss could have a material adverse impact on the Company’s financial condition and results of operations.
Derivatives, Policy [Policy Text Block]	Interest Rate Swap Derivatives 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 through 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 uncertain cash amounts, the value of which are determined by interest rates. With the exception of forward commitment contracts discussed above under Loans Held for Sale, 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 deposits. At the inception of a derivative contract, the Company designates the derivative as one of three types based on the Company’s intentions and belief as to likely effectiveness as a hedge. These three types are (1) a hedge of the fair value of a recognized asset or liability or of an unrecognized firm commitment (“fair value hedge”), (2) a hedge of a forecasted transaction or the variability of cash flows to be received or paid related to a recognized asset or liability (“cash flow hedge”), or (3) an instrument with no hedging designation (“stand-alone derivative”). The Company has no fair value hedges or stand-alone derivatives, only cash flow hedges. For a cash flow hedge, the gain or loss on the derivative is reported in other comprehensive income (a Consolidated Balance Sheet component of shareholders’ equity) and is reclassified into earnings in the same period(s) during which the hedged transaction affects earnings (i.e. the period when cash flows are exchanged between counterparties). For both fair value and cash flow hedges, changes in the fair value of derivatives that are not highly effective in hedging the changes in fair value or expected cash flows of the hedged item are recognized immediately in current earnings. Changes in the fair value of derivatives that do not qualify for hedge accounting are reported currently in earnings, as noninterest income. Net cash settlements on derivatives that qualify for hedge accounting are recorded in interest income or interest expense, based on the item being hedged. Net cash settlements on derivatives that do not qualify for hedge accounting are reported in noninterest income. Cash flows on hedges are classified in the cash flow statement the same as the cash flows of the items being hedged. The Company formally documents the relationship between derivatives and hedged items, as well as the risk-management objective and the strategy for undertaking hedge transactions at the inception of the hedging relationship. This documentation includes linking fair value or cash flow hedges to specific assets and liabilities on the balance sheet or to specific firm commitments or forecasted transactions. The Company also formally assesses, both at the hedge’s inception and on an ongoing basis, whether the derivative instruments that are used are highly effective in offsetting changes in fair values or cash flows of the hedged items. The Company discontinues hedge accounting when it determines that the derivative is no longer effective in offsetting changes in the fair value or cash flows of the hedged item, the derivative is settled or terminates, a hedged forecasted transaction is no longer probable, a hedged firm commitment is no longer firm, or treatment of the derivative as a hedge is no longer appropriate or intended. When hedge accounting is discontinued, subsequent changes in fair value of the derivative are recorded as noninterest income or expense. When a fair value hedge is discontinued, the hedged asset or liability is no longer adjusted for changes in fair value and the existing basis adjustment is amortized or accreted over the remaining life of the asset or liability. When a cash flow hedge is discontinued but the hedged cash flows or forecasted transactions are still expected to occur, gains or losses that were accumulated in other comprehensive income are amortized into earnings over the same periods which the hedged transactions will affect earnings.
Repurchase and Resale Agreements Policy [Policy Text Block]	Customer Repurchase Agreements The Company enters into agreements under which it sells securities subject to an obligation to repurchase the same securities. Under these arrangements, the Company may transfer legal control over the assets but still retain effective control through an agreement that both entitles and obligates the Company to repurchase the assets. As a result, securities sold under agreements to repurchase are accounted for as collateralized financing arrangements and not as a sale and subsequent repurchase of securities. The agreements are entered into primarily as accommodations for large commercial deposit customers. The obligation to repurchase the securities is reflected as a liability in the Company’s Consolidated Balance Sheets, while the securities underlying the securities sold under agreements to repurchase remain in the respective assets accounts and are delivered to and held as collateral by third party trustees.
Advertising Cost, Policy, Expensed Advertising Cost [Policy Text Block]	Marketing and Advertising Marketing and advertising costs are generally expensed as incurred.
Income Tax, Policy [Policy Text Block]	Income Taxes The Company employs the asset and liability method of accounting for income taxes as required by ASC Topic 740, “ Income Taxes 30, 2016, December 31, 2015, or September 30, 2015.
Transfers and Servicing of Financial Assets, Policy [Policy Text Block]	Transfer of Financial Assets Transfers of financial assets are accounted for as sales, when control over the assets has been surrendered. Control over transferred assets is deemed to be surrendered when (1) the assets have been isolated from the Company, (2) the transferee obtains the right (free of conditions that constrain it from taking advantage of that right) to pledge or exchange the transferred assets, and (3) the Company does not maintain effective control over the transferred assets through an agreement to repurchase them before their maturity. In certain cases, the recourse to the Bank to repurchase assets may exist but is deemed immaterial based on the specific facts and circumstances.
Earnings Per Share, Policy [Policy Text Block]	Earnings per Common Share Basic net income per common share is derived by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period measured. Diluted earnings per common share is computed by dividing net income available to common shareholders by the weighted-average number of common shares outstanding during the period measured including the potential dilutive effects of common stock equivalents.
Share-based Compensation, Option and Incentive Plans Policy [Policy Text Block]	Stock-Based Compensation I n accordance with ASC Topic 718, “Compensation,”
New Accounting Pronouncements, Policy [Policy Text Block]	New Authoritative Accounting Guidance ASU 2014-09, “Revenue from Contracts with Customers (Topic 606) . ” ASU 2016-13, “Measurement of Credit Losses on Financial Instruments (Topic 326) .” ASU 2015-16, “Business Combinations (Topic 805) – Simplifying the Accounting for Measurement-Period Adjustments.” ASU 2016-01, " Financial Instruments—(Subtopic 825-10): Recognition and Measurement of Financial Assets and Financial Liabilities. ASU 2016-02, "Leases (Topic 842)." ASU 2016-09, "Improvements to Employee Share-Based Payment Accounting (Topic 718) .” ASU 2015-03, “Interest—Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs ”

Note 3 - Investment Securitie23

Note 3 - Investment Securities Available-for-Sale (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Available-for-sale Securities Reconciliation [Table Text Block]	Gross Gross Estimated September 30, 2016 Amortized Unrealized Unrealized Fair (dollars in thousands) Cost Gains Losses Value U. S. agency securities $ 55,862 $ 638 $ 136 $ 56,364 Residential mortgage backed securities 264,101 2,284 350 266,035 Municipal bonds 94,923 4,954 - 99,877 Corporate bonds 8,009 68 23 8,054 Other equity investments 310 28 - 338 $ 423,205 $ 7,972 $ 509 $ 430,668 Gross Gross Estimated December 31, 2015 Amortized Unrealized Unrealized Fair (dollars in thousands) Cost Gains Losses Value U. S. agency securities $ 56,775 $ 477 $ 277 $ 56,975 Residential mortgage backed securities 299,709 692 3,160 297,241 Municipal bonds 114,253 4,131 3 118,381 Corporate bonds 15,090 - 152 14,938 Other equity investments 307 27 - 334 $ 486,134 $ 5,327 $ 3,592 $ 487,869
Schedule of Unrealized Loss on Investments [Table Text Block]	Less than 12 Months 12 Months or Greater Total Estimated Estimated Estimated September 30, 2016 Number of Fair Unrealized Fair Unrealized Fair Unrealized (dollars in thousands) Securities Value Losses Value Losses Value Losses U. S. agency securities 14 $ 38,625 $ 107 $ 1,986 $ 29 $ 40,611 $ 136 Residential mortgage backed securities 38 57,588 162 20,789 188 78,377 350 Corporate bonds 2 4,986 23 - - 4,986 23 54 $ 101,199 $ 292 $ 22,775 $ 217 $ 123,974 $ 509 Less than 12 Months 12 Months or Greater Total Estimated Estimated Estimated December 31, 2015 Number of Fair Unrealized Fair Unrealized Fair Unrealized (dollars in thousands) Securities Value Losses Value Losses Value Losses U. S. agency securities 13 $ 32,927 $ 277 $ - $ - $ 32,927 $ 277 Residential mortgage backed securities 92 157,871 1,438 58,954 1,722 216,825 3,160 Municipal bonds 2 1,559 3 - - 1,559 3 Corporate bonds 4 14,938 152 - - 14,938 152 111 $ 207,295 $ 1,870 $ 58,954 $ 1,722 $ 266,249 $ 3,592
Available-for-sale Securities [Table Text Block]	September 30, 2016 December 31, 2015 Amortized Estimated Amortized Estimated (dollars in thousands) Cost Fair Value Cost Fair Value U. S. agency securities maturing: One year or less $ 37,414 $ 37,380 $ 31,436 $ 31,361 After one year through five years 18,448 18,984 18,826 19,047 Five years through ten years - - 6,513 6,567 Residential mortgage backed securities 264,101 266,035 299,709 297,241 Municipal bonds maturing: One year or less 1,057 1,080 4,450 4,478 After one year through five years 42,625 44,701 41,213 43,720 Five years through ten years 50,165 52,868 66,001 67,398 After ten years 1,076 1,228 2,589 2,785 Corporate bonds After one year through five years 5,009 4,986 15,090 14,938 Five years through ten years 3,000 3,068 - - Other equity investments 310 338 307 334 $ 423,205 $ 430,668 $ 486,134 $ 487,869

Note 5 - Loans and Allowance 24

Note 5 - Loans and Allowance for Credit Losses (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Accounts, Notes, Loans and Financing Receivable [Table Text Block]	September 30, 2016 December 31, 2015 September 30, 2015 (dollars in thousands) Amount % Amount % Amount % Commercial $ 1,130,042 21 % $ 1,052,257 21 % $ 1,007,659 21 % Income producing - commercial real estate 2,551,186 46 % 2,115,478 42 % 2,022,950 42 % Owner occupied - commercial real estate 590,427 11 % 498,103 10 % 489,657 10 % Real estate mortgage - residential 154,439 3 % 147,365 3 % 147,720 3 % Construction - commercial and residential 838,137 15 % 985,607 20 % 927,265 20 % Construction - C&I (owner occupied) 104,676 2 % 79,769 2 % 60,487 1 % Home equity 106,856 2 % 112,885 2 % 115,346 3 % Other consumer 6,212 - 6,904 - 5,881 - Total loans 5,481,975 100 % 4,998,368 100 % 4,776,965 100 % Less: Allowance for Credit Losses (56,864 ) (52,687 ) (50,320 ) Net loans $ 5,425,111 $ 4,945,681 $ 4,726,645
Allowance for Credit Losses on Financing Receivables [Table Text Block]	Income Producing Owner Occupied Real Estate Construction Commercial Commercial Mortgage Commercial and Home Other (dollars in thousands) Commercial Real Estate Real Estate Residential Residential Equity Consumer Total Three months ended September 30, 2016 Allowance for credit losses: Balance at beginning of period $ 13,386 $ 19,072 $ 4,202 $ 1,061 $ 17,024 $ 1,556 $ 235 $ 56,536 Loans charged-off (109 ) (1,751 ) - - - (121 ) (12 ) (1,993 ) Recoveries of loans previously charged-off 7 10 - 2 3 3 8 33 Net loans (charged-off) recoveries (102 ) (1,741 ) - 2 3 (118 ) (4 ) (1,960 ) Provision for credit losses (523 ) 3,178 59 47 (513 ) (69 ) 109 2,288 Ending balance $ 12,761 $ 20,509 $ 4,261 $ 1,110 $ 16,514 $ 1,369 $ 340 $ 56,864 Nine months ended September 30, 2016 Allowance for credit losses: Balance at beginning of period $ 11,563 $ 14,122 $ 3,279 $ 1,268 $ 21,088 $ 1,292 $ 75 $ 52,687 Loans charged-off (2,802 ) (2,342 ) - - - (217 ) (37 ) (5,398 ) Recoveries of loans previously charged-off 93 14 2 5 207 11 24 356 Net loans charged-off (2,709 ) (2,328 ) 2 5 207 (206 ) (13 ) (5,042 ) Provision for credit losses 3,907 8,715 980 (163 ) (4,781 ) 283 278 9,219 Ending balance $ 12,761 $ 20,509 $ 4,261 $ 1,110 $ 16,514 $ 1,369 $ 340 $ 56,864 As of September 30, 2016 Allowance for credit losses: Individually evaluated for impairment $ 1,997 $ 1,714 $ 360 $ - $ 300 $ - $ 100 $ 4,471 Collectively evaluated for impairment 10,764 18,795 3,901 1,110 16,214 1,369 240 52,393 Ending balance $ 12,761 $ 20,509 $ 4,261 $ 1,110 $ 16,514 $ 1,369 $ 340 $ 56,864 Three months ended September 30, 2015 Allowance for credit losses: Balance at beginning of period $ 12,911 $ 12,411 $ 3,113 $ 1,082 $ 17,633 $ 1,496 $ 275 $ 48,921 Loans charged-off (1,388 ) (254 ) - - - (225 ) (95 ) (1,962 ) Recoveries of loans previously charged-off 60 8 - 2 10 1 18 99 Net loans (charged-off) recoveries (1,328 ) (246 ) - 2 10 (224 ) (77 ) (1,863 ) Provision for credit losses 57 1,550 (13 ) (18 ) 1,281 334 71 3,262 Ending balance $ 11,640 $ 13,715 $ 3,100 $ 1,066 $ 18,924 $ 1,606 $ 269 $ 50,320 Nine months ended September 30, 2015 Allowance for credit losses: Balance at beginning of period $ 13,222 $ 11,442 $ 2,954 $ 1,259 $ 15,625 $ 1,469 $ 104 $ 46,075 Loans charged-off (4,693 ) (651 ) - - - (644 ) (182 ) (6,170 ) Recoveries of loans previously charged-off 135 26 2 5 114 5 85 372 Net loans charged-off (4,558 ) (625 ) 2 5 114 (639 ) (97 ) (5,798 ) Provision for credit losses 2,976 2,898 144 (198 ) 3,185 776 262 10,043 Ending balance $ 11,640 $ 13,715 $ 3,100 $ 1,066 $ 18,924 $ 1,606 $ 269 $ 50,320 As of September 30, 2015 Allowance for credit losses: Individually evaluated for impairment $ 2,312 $ 827 $ 400 $ - $ 350 $ 338 $ - $ 4,227 Collectively evaluated for impairment 9,328 12,888 2,700 1,066 18,574 1,268 269 46,093 Ending balance $ 11,640 $ 13,715 $ 3,100 $ 1,066 $ 18,924 $ 1,606 $ 269 $ 50,320
Schedule of Recorded Investment in Loans [Table Text Block]	Income Producing Owner occupied Real Estate Construction Commercial Commercial Mortgage Commercial and Home Other (dollars in thousands) Commercial Real Estate Real Estate Residential Residential Equity Consumer Total September 30, 2016 Recorded investment in loans: Individually evaluated for impairment $ 12,448 $ 14,648 $ 2,517 $ 244 $ 4,878 $ 113 $ - $ 34,848 Collectively evaluated for impairment 1,117,594 2,536,538 587,910 154,195 937,935 106,743 6,212 5,447,127 Ending balance $ 1,130,042 $ 2,551,186 $ 590,427 $ 154,439 $ 942,813 $ 106,856 $ 6,212 $ 5,481,975 December 31, 2015 Recorded investment in loans: Individually evaluated for impairment $ 13,008 $ 6,118 $ 1,753 $ - $ 10,454 $ 161 $ 22 $ 31,516 Collectively evaluated for impairment 1,039,249 2,109,360 496,350 147,365 1,054,922 112,724 6,882 4,966,852 Ending balance $ 1,052,257 $ 2,115,478 $ 498,103 $ 147,365 $ 1,065,376 $ 112,885 $ 6,904 $ 4,998,368 September 30, 2015 Recorded investment in loans: Individually evaluated for impairment $ 12,869 $ 6,877 $ 1,790 $ - $ 17,644 $ 661 $ 72 $ 39,913 Collectively evaluated for impairment 994,790 2,016,073 487,867 147,720 970,108 114,685 5,809 4,737,052 Ending balance $ 1,007,659 $ 2,022,950 $ 489,657 $ 147,720 $ 987,752 $ 115,346 $ 5,881 $ 4,776,965
Financing Receivable Credit Quality Indicators [Table Text Block]	Watch and Total (dollars in thousands) Pass Special Mention Substandard Doubtful Loans September 30, 2016 Commercial $ 1,099,894 $ 18,599 $ 11,549 $ - $ 1,130,042 Income producing - commercial real estate 2,527,318 9,220 14,648 - 2,551,186 Owner occupied - commercial real estate 577,925 10,399 2,103 - 590,427 Real estate mortgage – residential 153,515 680 244 - 154,439 Construction - commercial and residential 937,198 737 4,878 - 942,813 Home equity 105,126 1,617 113 - 106,856 Other consumer 6,209 3 - - 6,212 Total $ 5,407,185 $ 41,255 $ 33,535 $ - $ 5,481,975 December 31, 2015 Commercial $ 1,021,427 $ 17,822 $ 13,008 $ - $ 1,052,257 Income producing - commercial real estate 2,096,032 13,328 6,118 - 2,115,478 Owner occupied - commercial real estate 488,496 7,854 1,753 - 498,103 Real estate mortgage – residential 146,651 714 - - 147,365 Construction - commercial and residential 1,049,926 4,996 10,454 - 1,065,376 Home equity 110,870 1,854 161 - 112,885 Other consumer 6,877 5 22 - 6,904 Total $ 4,920,279 $ 46,573 $ 31,516 $ - $ 4,998,368 September 30, 2015 Commercial $ 977,165 $ 17,625 $ 12,869 $ - $ 1,007,659 Investment - commercial real estate 1,999,509 16,564 6,877 - 2,022,950 Owner occupied - commercial real estate 479,843 8,024 1,790 - 489,657 Real estate mortgage – residential 146,992 728 - - 147,720 Construction - commercial and residential 964,854 5,254 17,644 - 987,752 Home equity 112,978 1,707 661 - 115,346 Other consumer 5,804 5 72 - 5,881 Total $ 4,687,145 $ 49,907 $ 39,913 $ - $ 4,776,965
Schedule of Financing Receivables, Non Accrual Status [Table Text Block]	(dollars in thousands) September 30, 2016 December 31, 2015 September 30, 2015 Commercial $ 2,986 $ 4,940 $ 4,828 Income producing - commercial real estate 10,098 5,961 6,721 Owner occupied - commercial real estate 2,103 1,268 1,281 Real estate mortgage - residential 562 329 333 Construction - commercial and residential 6,412 557 571 Home equity 113 161 661 Other consumer - 23 72 Total nonaccrual loans (1)(2) $ 22,274 $ 13,239 $ 14,467
Past Due Financing Receivables [Table Text Block]	Loans Loans Loans Total Recorded 30-59 Days 60-89 Days 90 Days or Total Past Current Investment in (dollars in thousands) Past Due Past Due More Past Due Due Loans Loans Loans September 30, 2016 Commercial $ 1,173 $ 495 $ 2,986 $ 4,654 $ 1,125,388 $ 1,130,042 Income producing - commercial real estate - - 10,098 10,098 2,541,088 2,551,186 Owner occupied - commercial real estate - 3,338 2,103 5,441 584,986 590,427 Real estate mortgage – residential - 164 562 726 153,713 154,439 Construction - commercial and residential - - 6,412 6,412 936,401 942,813 Home equity 562 620 113 1,295 105,561 106,856 Other consumer 8 16 - 24 6,188 6,212 Total $ 1,743 $ 4,633 $ 22,274 $ 28,650 $ 5,453,325 $ 5,481,975 December 31, 2015 Commercial $ 4,130 $ 1,364 $ 4,940 $ 10,434 $ 1,041,823 $ 1,052,257 Income producing - commercial real estate 2,841 - 5,961 8,802 2,106,676 2,115,478 Owner occupied - commercial real estate 3,189 902 1,268 5,359 492,744 498,103 Real estate mortgage – residential - - 329 329 147,036 147,365 Construction - commercial and residential - 5,020 557 5,577 1,059,799 1,065,376 Home equity - 77 161 238 112,647 112,885 Other consumer 56 60 23 139 6,765 6,904 Total $ 10,216 $ 7,423 $ 13,239 $ 30,878 $ 4,967,490 $ 4,998,368
Impaired Financing Receivables [Table Text Block]	Unpaid Contractual Recorded Investment Recorded Investment Total Average Recorded Investment Interest Income Recognized Principal With No With Recorded Related Quarter Year Quarter Year (dollars in thousands) Balance Allowance Allowance Investment Allowance To Date To Date To Date To Date September 30, 2016 Commercial $ 15,517 $ 2,370 $ 10,078 $ 12,448 $ 1,997 $ 12,838 $ 12,879 $ 54 $ 112 Income producing - commercial real estate 14,648 - 14,648 14,648 1,714 17,584 15,298 28 144 Owner occupied - commercial real estate 2,517 - 2,517 2,517 360 2,108 1,923 13 13 Real estate mortgage – residential 244 244 - 244 - 249 271 - - Construction - commercial and residential 4,878 4,340 538 4,878 300 5,146 6,542 - - Home equity 113 - 113 113 100 117 129 2 2 Other consumer - - - - - - 6 - - Total $ 37,917 $ 6,954 $ 27,894 $ 34,848 $ 4,471 $ 38,042 $ 37,048 $ 97 $ 271 December 31, 2015 Commercial $ 16,123 $ 2,396 $ 10,612 $ 13,008 $ 3,478 $ 9,671 $ 10,309 $ 21 $ 69 Income producing - commercial real estate 6,811 1,190 4,928 6,118 1,033 10,675 10,294 95 354 Owner occupied - commercial real estate 1,753 946 807 1,753 400 1,772 1,810 - - Construction - commercial and residential 10,454 4,877 5,577 10,454 950 8,031 7,594 (93 ) 205 Home equity 161 116 45 161 38 411 650 - - Other consumer 22 19 3 22 3 47 31 (1 ) 1 Total $ 35,324 $ 9,544 $ 21,972 $ 31,516 $ 5,902 $ 30,607 $ 30,688 $ 22 $ 629 September 30, 2015 Commercial $ 14,041 $ 2,663 $ 10,206 $ 12,869 $ 2,312 $ 7,978 $ 10,047 $ 39 $ 48 Income producing - commercial real estate 15,389 - 6,877 6,877 827 12,542 11,388 188 259 Owner occupied - commercial real estate 2,299 973 817 1,790 400 1,811 1,844 - - Construction - commercial and residential 22,681 5,370 12,274 17,644 350 5,961 7,516 100 298 Home equity 661 116 545 661 338 774 959 - - Other consumer 72 72 - 72 - 45 40 1 2 Total $ 55,143 $ 9,194 $ 30,719 $ 39,913 $ 4,227 $ 29,111 $ 31,794 $ 328 $ 607
Troubled Debt Restructurings on Financing Receivables [Table Text Block]	(dollars in thousands) Number of Contracts TDRs Performing to Modified Terms TDRs Not Performing to Modified Terms Total TDRs September 30, 2016 Commercial 6 $ 1,725 $ 199 $ 1,924 Income producing - commercial real estate 1 742 - 742 Owner occupied - commercial real estate 1 414 - 414 Construction - commercial and residential 1 - 4,948 4,948 Total 9 $ 2,881 $ 5,147 $ 8,028 December 31, 2015 Commercial 4 $ 1,171 $ 211 $ 1,382 Income producing - commercial real estate 2 5,160 - 5,160 Owner occupied - commercial real estate 1 485 - 485 Construction - commercial and residential 1 5,020 - 5,020 Total 8 $ 11,836 $ 211 $ 12,047

Note 6 - Interest Rate Swap D25

Note 6 - Interest Rate Swap Derivatives (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Derivative Instruments [Table Text Block]	Swap Notional Balance Sheet September 30, 2016 Number Amount Fair Value Category Receive Rate Pay Rate Maturity (dollars in thousands) Interest rate swap (1 ) $ 75,000 $ (1,877 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.71 % March 31, 2020 Interest rate swap (2 ) 100,000 (3,901 ) Other Liabilities Federal Funds Effective Rate +10 basis points 1.74 % April 15, 2021 Interest rate swap (3 ) 75,000 (3,252 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.92 % March 31, 2022 Total 250,000 (9,030 ) Swap Notional Balance Sheet December 31, 2015 Number Amount Fair Value Category Receive Rate Pay Rate Maturity (dollars in thousands) Interest rate swap (1 ) $ 75,000 $ (368 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.71 % March 31, 2020 Interest rate swap (2 ) 100,000 (665 ) Other Liabilities Federal Funds Effective Rate +10 basis points 1.74 % April 15, 2021 Interest rate swap (3 ) 75,000 (384 ) Other Liabilities 1 month USD-LIBOR-BBA w/ -1 day lookback +10 basis points 1.92 % March 31, 2022 Total 250,000 (1,417 )
Derivative Instruments, Gain (Loss) [Table Text Block]	Nine Months Ended September 30, 2016 Effective Portion Ineffective Portion Reclassified from AOCI Recognized in Income Amount of into income on Derivatives Swap Pre-tax gain (loss) Amount of Amount of Number Recognized in OCI Category Gain (Loss) Category Gain (Loss) (dollars in thousands) Interest rate swap (1 ) $ (1,877 ) Interest Expense $ (429 ) Other Expense $ - Interest rate swap (2 ) (3,901 ) Interest Expense (581 ) Other Expense - Interest rate swap (3 ) (3,252 ) Interest Expense (508 ) Other Expense - Total $ (9,030 ) $ (1,518 ) $ - Year Ended December 31, 2015 Effective Portion Ineffective Portion Reclassified from AOCI Recognized in Income Amount of into income on Derivatives Swap Pre-tax gain (loss) Amount of Amount of Number Recognized in OCI Category Gain (Loss) Category Gain (Loss) (dollars in thousands) Interest rate swap (1 ) $ (368 ) $ - $ - Interest rate swap (2 ) (665 ) - - Interest rate swap (3 ) (384 ) - - Total $ (1,417 ) $ - $ -

Note 7 - Other Real Estate Ow26

Note 7 - Other Real Estate Owned (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Other Real Estate, Roll Forward [Table Text Block]	Three Months Ended Nine Months Ended (dollars in thousands) September 30, 2016 September 30, 2015 September 30, 2016 September 30, 2015 Balance beginning of period $ 3,152 $ 10,715 $ 5,852 $ 13,224 Real estate acquired from borrowers 2,500 225 2,500 1,725 Valuation allowance - - (200 ) (750 ) Properties sold (458 ) (988 ) (2,958 ) (4,247 ) Balance end of period $ 5,194 $ 9,952 $ 5,194 $ 9,952

Note 8 - Long-term Borrowings (

Note 8 - Long-term Borrowings (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Long-term Debt Instruments [Table Text Block]	(dollars in thousands) September 30, 2016 December 31, 2015 September 30, 2015 Subordinated Notes, 5.75% $ 70,000 $ 70,000 $ 70,000 Subordinated Notes, 5.0% 150,000 - - Less: debt issurance costs (3,581 ) (1,072 ) (1,103 ) Long-term borrowings $ 216,419 $ 68,928 $ 68,897

Note 9 - Net Income Per Commo28

Note 9 - Net Income Per Common Share (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Earnings Per Share, Basic and Diluted [Table Text Block]	Three Months Ended September 30, Nine Months Ended September 30, (dollars and shares in thousands, except per share data) 2016 2015 2016 2015 Basic: Net income available to common shareholders $ 24,523 $ 21,283 $ 71,990 $ 61,280 Average common shares outstanding 33,591 33,401 33,566 32,625 Basic net income per common share $ 0.73 $ 0.64 $ 2.14 $ 1.88 Diluted: Net income available to common shareholders $ 24,523 $ 21,283 $ 71,990 $ 61,280 Average common shares outstanding 33,591 33,401 33,566 32,625 Adjustment for common share equivalents 598 625 596 653 Average common shares outstanding-diluted 34,189 34,026 34,162 33,278 Diluted net income per common share $ 0.72 $ 0.63 $ 2.11 $ 1.84 Anti-dilutive shares 8.0 - 8.0 11.0

Note 10 - Stock-based Compens29

Note 10 - Stock-based Compensation (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Share-based Compensation, Stock Options, Activity [Table Text Block]	Nine Months Ended September 30, 2016 2015 Shares Weighted-Average Exercise Price Shares Weighted-Average Exercise Price Beginning balance 298,740 $ 9.97 759,683 $ 11.36 Issued 3,000 49.49 - - Exercised (24,458 ) 13.10 (377,357 ) 12.73 Forfeited (1,100 ) 15.48 (12,380 ) 29.58 Expired (6,637 ) 12.87 (8,476 ) 17.32 Ending balance 269,545 $ 10.03 361,470 $ 9.16
Schedule of Share-based Compensation, Shares Authorized under Stock Option Plans, by Exercise Price Range [Table Text Block]	Weighted-Average Outstanding: Stock Options Weighted-Average Remaining Range of Exercise Prices Outstanding Exercise Price Contractual Life $ 5.76 $ 10.72 156,345 $ 5.76 2.27 $ 10.73 $ 15.45 59,232 10.90 1.46 $ 15.46 $ 20.01 36,747 15.48 0.13 $ 20.02 $ 49.91 17,221 34.21 7.46 269,545 $ 10.03 2.13 Exercisable: Stock Options Weighted-Average Range of Exercise Prices Exercisable Exercise Price $ 5.76 $ 10.72 104,298 $ 5.76 $ 10.73 $ 15.45 59,232 10.90 $ 15.46 $ 20.01 36,747 15.48 $ 20.02 $ 49.91 6,901 22.74 207,178 $ 9.52
Schedule of Share-based Payment Award, Stock Options, Valuation Assumptions [Table Text Block]	Nine Months Ended Years Ended December 31, September 30, 2016 2015 2014 Expected volatility 24.23 % 31.21 % 34.25 % Weighted-Average volatility 24.23 % 31.21 % 34.25 % Expected dividends 0.0 % 0.0 % 0.0 % Expected term (in years) 7.0 7.0 9.4 Risk-free rate 1.37 % 1.64 % 2.26 % Weighted-average fair value (grant date) $ 14.27 $ 16.73 $ 13.49 Weighted-average fair value (grant date) for Virginia Heritage Bank ("VHB") options assumed n/a n/a $ 24.89
Schedule of Share-based Compensation, Restricted Stock Units Award Activity [Table Text Block]	Nine Months Ended September 30, 2016 2015 Shares Weighted- Average Grant Date Fair Value Shares Weighted- Average Grant Date Fair Value Unvested at beginning 369,093 $ 24.43 509,336 $ 21.58 Issued 139,732 45.45 78,070 36.06 Forfeited (9,475 ) 40.58 (4,150 ) 29.18 Vested (195,738 ) 22.53 (195,503 ) 20.74 Unvested at end 303,612 $ 34.83 387,753 $ 24.89

Note 11 - Other Comprehensive30

Note 11 - Other Comprehensive Income (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Schedule of Amounts Recognized in Other Comprehensive Income (Loss) [Table Text Block]	(dollars in thousands) Before Tax Tax Effect Net of Tax Three Months Ended September 30, 2016 Net unrealized loss on securities available-for-sale $ (1,512 ) $ (605 ) $ (907 ) Less: Reclassification adjustment for net gains included in net income (1 ) - (1 ) Total unrealized loss (1,511 ) (605 ) (906 ) Net unrealized gain on derivatives 2,927 1,171 1,756 Less: Reclassification adjustment for losses included in net income 777 311 466 Total unrealized gain 2,150 860 1,290 Other Comprehensive Income $ 639 $ 255 $ 384 Three Months Ended September 30, 2015 Net unrealized gain on securities available-for-sale $ 3,512 $ 1,405 $ 2,107 Less: Reclassification adjustment for net gains included in net income (60 ) (24 ) (36 ) Total unrealized loss 3,452 1,381 2,071 Net unrealized loss on derivatives (6,627 ) (2,651 ) (3,976 ) Less: Reclassification adjustment for losses included in net income - - - Total unrealized gain (6,627 ) (2,651 ) (3,976 ) Other Comprehensive Loss $ (3,175 ) $ (1,270 ) $ (1,905 ) Nine Months Ended September 30, 2016 Net unrealized gain on securities available-for-sale $ 6,850 $ 2,740 $ 4,110 Less: Reclassification adjustment for net gains included in net income (1,123 ) (449 ) (674 ) Total unrealized gain 5,727 2,291 3,436 Net unrealized loss on derivatives (9,132 ) (3,654 ) (5,478 ) Less: Reclassification adjustment for losses included in net income 1,519 608 911 Total unrealized loss (7,613 ) (3,046 ) (4,567 ) Other Comprehensive Loss $ (1,886 ) $ (755 ) $ (1,131 ) Nine Months Ended September 30, 2015 Net unrealized gain on securities available-for-sale $ 3,325 $ 1,330 $ 1,995 Less: Reclassification adjustment for net gains included in net income (2,224 ) (890 ) (1,334 ) Total unrealized gain 1,101 440 661 Net unrealized loss on derivatives (3,445 ) (1,378 ) (2,067 ) Less: Reclassification adjustment for losses included in net income - - - Total unrealized loss (3,445 ) (1,378 ) (2,067 ) Other Comprehensive Income $ (2,344 ) $ (938 ) $ (1,406 )
Schedule of Accumulated Other Comprehensive Income (Loss) [Table Text Block]	(dollars in thousands) Securities Available For Sale Derivatives Accumulated Other Comprehensive (Loss) Income Three Months Ended September 30, 2016 Balance at Beginning of Period $ 5,383 $ (6,707 ) $ (1,324 ) Other comprehensive (loss) income before reclassifications (907 ) 1,756 849 Amounts reclassified from accumulated other comprehensive income (1 ) 466 465 Net other comprehensive (loss) income during period (906 ) 1,290 384 Balance at End of Period $ 4,477 $ (5,417 ) $ (940 ) Three Months Ended September 30, 2015 Balance at Beginning of Period $ 3,146 $ - $ 3,146 Other comprehensive income (loss) before reclassifications 2,107 (3,976 ) (1,869 ) Amounts reclassified from accumulated other comprehensive income (36 ) - (36 ) Net other comprehensive income (loss) during period 2,071 (3,976 ) (1,905 ) Balance at End of Period $ 5,217 $ (3,976 ) $ 1,241 Nine Months Ended September 30, 2016 Balance at Beginning of Period $ 1,041 $ (850 ) $ 191 Other comprehensive income (loss) before reclassifications 4,110 (5,478 ) (1,368 ) Amounts reclassified from accumulated other comprehensive income (674 ) 911 237 Net other comprehensive income (loss) during period 3,436 (4,567 ) (1,131 ) Balance at End of Period $ 4,477 $ (5,417 ) $ (940 ) Nine Months Ended September 30, 2015 Balance at Beginning of Period $ 2,647 $ - $ 2,647 Other comprehensive income (loss) before reclassifications 1,995 (2,067 ) (72 ) Amounts reclassified from accumulated other comprehensive income (1,334 ) - (1,334 ) Net other comprehensive income (loss) during period 661 (2,067 ) (1,406 ) Balance at End of Period $ 3,308 $ (2,067 ) $ 1,241
Reclassification out of Accumulated Other Comprehensive Income [Table Text Block]	Details about Accumulated Other Amount Reclassified from Affected Line Item in Comprehensive Income Components Accumulated Other the Statement Where (dollars in thousands) Comprehensive (Loss) Income Net Income is Presented Three Months Ended September 30, 2016 2015 Realized gain on sale of investment securities $ 1 $ 60 Gain on sale of investment securities Interest expense derivative deposits (471 ) - Interest expense on deposits Interest expense derivative borrowings (306 ) - Interest expense on short-term borrowings 310 (24 ) Tax expense Total Reclassifications for the Period $ (466 ) $ 36 Net Income Details about Accumulated Other Amount Reclassified from Affected Line Item in Comprehensive Income Components Accumulated Other the Statement Where (dollars in thousands) Comprehensive (Loss) Income Net Income is Presented Nine Months Ended September 30, 2016 2015 Realized gain on sale of investment securities $ 1,123 $ 2,224 Gain on sale of investment securities Interest expense derivative deposits (953 ) - Interest expense on deposits Interest expense derivative borrowings (566 ) - Interest expense on short-term borrowings 158 (890 ) Tax expense Total Reclassifications for the Period $ (238 ) $ 1,334 Net Income

Note 12 - Fair Value Measurem31

Note 12 - Fair Value Measurements (Tables)	9 Months Ended
	Sep. 30, 2016
Notes Tables
Fair Value, Assets Measured on Recurring Basis [Table Text Block]	(dollars in thousands) Quoted Prices (Level 1) Significant Other Observable Inputs (Level 2) Significant Other Unobservable Inputs (Level 3) Total (Fair Value) September 30, 2016 Assets: Investment securities available for sale: U. S. agency securities $ - $ 56,364 $ - $ 56,364 Residential mortgage backed securities - 266,035 - 266,035 Municipal bonds - 99,877 - 99,877 Corporate bonds - 8,054 - 8,054 Other equity investments 119 - 219 338 Loans held for sale - 78,118 - 78,118 Mortgage banking derivatives - - 217 217 Total assets measured at fair value on a recurring basis as of September 30, 2016 $ 119 $ 508,448 $ 436 $ 509,003 Liabilities: Mortgage banking derivatives $ - $ - $ 222 $ 222 Interest rate swap derivatives - 9,030 - 9,030 Total liabilities measured at fair value on a recurring basis as of September 30, 2016 $ - $ 9,030 $ 222 $ 9,252 December 31, 2015 Assets: Investment securities available for sale: U. S. agency securities $ - $ 56,975 $ - $ 56,975 Residential mortgage backed securities - 297,241 - 297,241 Municipal bonds - 118,381 - 118,381 Corporate bonds - 14,938 - 14,938 Other equity investments 115 - 219 334 Loans held for sale - 47,492 - 47,492 Mortgage banking derivatives - - 24 24 Total assets measured at fair value on a recurring basis as of December 31, 2015 $ 115 $ 535,027 $ 243 $ 535,385 Liabilities: Mortgage banking derivatives $ - $ - $ 30 $ 30 Interest rate swap derivatives - 1,417 - 1,417 Total liabilities measured at fair value on a recurring basis as of December 31, 2015 $ - $ 1,417 $ 30 $ 1,447
Fair Value, Assets Measured on Recurring Basis, Unobservable Input Reconciliation [Table Text Block]	Other Equity Mortgage Banking (dollars in thousands) Investments Derivatives Total Assets: Beginning balance at January 1, 2016 $ 219 $ 24 $ 243 Realized gain (loss) included in earnings - net mortgage banking derivatives - 193 193 Principal redemption - - - Ending balance at September 30, 2016 $ 219 $ 217 $ 436 Liabilities: Beginning balance at January 1, 2016 $ - $ 30 $ 30 Realized loss (gain) included in earnings - net mortgage banking derivatives - 192 192 Principal redemption - - - Ending balance at September 30, 2016 $ - $ 222 $ 222 Other Equity Mortgage Banking (dollars in thousands) Investments Derivatives Total Assets: Beginning balance at January 1, 2015 $ 219 $ 146 $ 365 Realized (loss) gain included in earnings - net mortgage banking derivatives - (122 ) (122 ) Principal redemption - - - Ending balance at December 31, 2015 $ 219 $ 24 $ 243 Liabilities: Beginning balance at January 1, 2015 $ - $ 250 $ 250 Realized (gain) loss included in earnings - net mortgage banking derivatives - (220 ) (220 ) Principal redemption - - - Ending balance at December 31, 2015 $ - $ 30 $ 30
Fair Value Measurements, Nonrecurring [Table Text Block]	(dollars in thousands) Quoted Prices (Level 1) Significant Other Observable Inputs (Level 2) Significant Other Unobservable Inputs (Level 3) Total (Fair Value) September 30, 2016 Impaired loans: Commercial $ - $ - $ 10,451 $ 10,451 Income producing - commercial real estate - - 12,934 12,934 Owner occupied - commercial real estate - - 2,157 2,157 Real estate mortgage - residential - - 244 244 Construction - commercial and residential - - 4,578 4,578 Home equity - - 13 13 Other real estate owned - - 5,194 5,194 Total assets measured at fair value on a nonrecurring basis as of September 30, 2016 $ - $ - $ 35,571 $ 35,571 (dollars in thousands) Quoted Prices (Level 1) Significant Other Observable Inputs (Level 2) Significant Other Unobservable Inputs (Level 3) Total (Fair Value) December 31, 2015 Impaired loans: Commercial $ - $ - $ 9,201 $ 9,201 Income producing - commercial real estate - - 5,085 5,085 Owner occupied - commercial real estate - - 1,353 1,353 Real estate mortgage - residential - - 329 329 Construction - commercial and residential - - 9,504 9,504 Home equity - - 123 123 Other consumer - - 19 19 Other real estate owned - - 5,852 5,852 Total assets measured at fair value on a nonrecurring basis as of December 31, 2015 $ - $ - $ 31,466 $ 31,466
Fair Value, by Balance Sheet Grouping [Table Text Block]	Fair Value Measurements Quoted Prices in Active Markets for Identical Assets or Liabilities Significant Other Observable Inputs Significant Unobservable Inputs (dollars in thousands) Carrying Value Fair Value (Level 1) (Level 2) (Level 3) September 30, 2016 Assets Cash and due from banks $ 10,615 $ 10,615 $ - $ 10,615 $ - Federal funds sold 5,262 5,262 - 5,262 - Interest bearing deposits with other banks 503,150 503,150 - 503,150 - Investment securities 430,668 430,668 119 430,330 219 Federal Reserve and Federal Home Loan Bank stock 19,920 19,920 - 19,920 - Loans held for sale 78,118 78,118 - 78,118 - Loans 5,481,975 5,485,301 - - 5,485,301 Bank owned life insurance 59,747 59,747 - 59,747 - Annuity investment 11,931 11,931 - 11,931 - Mortgage banking derivatives 217 217 - - 217 Liabilities Noninterest bearing deposits 1,668,271 1,668,271 - 1,668,271 - Interest bearing deposits 3,100,492 3,100,492 - 3,100,492 - Certificates of deposit 789,386 789,316 - 789,316 - Customer repurchase agreements 71,642 71,642 - 71,642 - Borrowings 266,419 269,168 - 269,168 - Mortgage banking derivatives 222 222 - - 222 Interst rate swap derivatives 9,030 9,030 - 9,030 - December 31, 2015 Assets Cash and due from banks $ 10,270 $ 10,270 $ - $ 10,270 $ - Federal funds sold 3,791 3,791 - 3,791 - Interest bearing deposits with other banks 284,302 284,302 - 284,302 - Investment securities 487,869 487,869 115 487,535 219 Federal Reserve and Federal Home Loan Bank stock 16,903 16,903 - 16,903 - Loans held for sale 47,492 47,492 - 47,492 - Loans 4,998,368 5,000,717 - - 5,000,717 Bank owned life insurance 58,682 58,682 - 58,682 - Annuity investment 12,136 12,136 - 12,136 - Mortgage banking derivatives 24 24 - - 24 Interest rate swap derivatives - - - - - Liabilities Noninterest bearing deposits 1,405,067 1,405,067 - 1,405,067 - Interest bearing deposits 3,014,122 3,014,122 - 3,014,122 - Certificates of deposit 739,255 736,973 - 736,973 - Customer repurchase agreements 72,356 72,356 - 72,356 - Borrowings 70,000 69,992 - 69,992 - Mortgage banking derivatives 30 30 - - 30 Interest rate swap derivatives 1,417 1,417 - 1,417 -

Note 1 - Summary of Significa32

Note 1 - Summary of Significant Accounting Policies (Details Textual)	9 Months Ended	12 Months Ended
	Sep. 30, 2016USD ($)	Dec. 31, 2015USD ($)	Sep. 30, 2015USD ($)
Banking Services [Member]
Number of Stores	21
Lending Services [Member]
Number of Stores	5
Minimum [Member] | Furniture and Fixtures [Member]
Property, Plant and Equipment, Useful Life	3 years
Minimum [Member] | Building and Building Improvements [Member]
Property, Plant and Equipment, Useful Life	5 years
Minimum [Member] | Computer Software, Intangible Asset [Member]
Property, Plant and Equipment, Useful Life	3 years
Minimum [Member]
Loan Period	30 days
Maximum [Member] | Furniture and Fixtures [Member]
Property, Plant and Equipment, Useful Life	7 years
Maximum [Member] | Building and Building Improvements [Member]
Property, Plant and Equipment, Useful Life	20 years
Maximum [Member] | Computer Software, Intangible Asset [Member]
Property, Plant and Equipment, Useful Life	5 years
Maximum [Member]
Loan Period	90 days
Risk Level, High [Member] | Eagle Commercial Ventures, LLC [Member]
Number of Higher Risk Lending Transactions Outstanding	3	4
Loans Receivable, Net	$ 9,200,000	$ 9,200,000
Servicing Contracts [Member]
Other Intangible Assets, Net	0	0	$ 0
Held-to-maturity Securities	0
Trading Securities	0
Goodwill, Impairment Loss		0
Unrecognized Tax Benefits, Income Tax Penalties and Interest Expense	0
Deferred Tax Assets, Valuation Allowance	$ 0	$ 0	$ 0

Note 3 - Investment Securitie33

Note 3 - Investment Securities Available-for-Sale (Details Textual) $ in Thousands	9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Securities Holdings of Any One Issuer Exceeding Ten Percent of Shareholders' Equity	0		0
Federal Home Loan Bank Stock and Federal Reserve Bank Stock	$ 19,920	$ 16,865	$ 16,903
Debt Securities Percentage	99.90%
Debt Securities Weighted Average Duration	3 years 146 days
Available-for-sale Securities, Gross Realized Gains	$ 1,300	2,500
Available-for-sale Securities, Gross Realized Losses	202	294
Proceeds from Sale of Available-for-sale Securities	94,200	$ 65,800
Available-for-sale Securities Pledged as Collateral	$ 391,800

Note 3 - Investment Securitie34

Note 3 - Investment Securities Available-for-sale - Securities Available-for-sale (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
US Government Agencies Debt Securities [Member]
Amortized cost	$ 55,862	$ 56,775
Gross unrealized gains	638	477
Gross unrealized losses	136	277
Estimated fair value	56,364	56,975
Residential Mortgage Backed Securities [Member]
Amortized cost	264,101	299,709
Gross unrealized gains	2,284	692
Gross unrealized losses	350	3,160
Estimated fair value	266,035	297,241
US States and Political Subdivisions Debt Securities [Member]
Amortized cost	94,923	114,253
Gross unrealized gains	4,954	4,131
Gross unrealized losses		3
Estimated fair value	99,877	118,381
Corporate Debt Securities [Member]
Amortized cost	8,009	15,090
Gross unrealized gains	68
Gross unrealized losses	23	152
Estimated fair value	8,054	14,938
Equity Investment Other [Member]
Amortized cost	310	307
Gross unrealized gains	28	27
Gross unrealized losses
Estimated fair value	338	334
Amortized cost	423,205	486,134
Gross unrealized gains	7,972	5,327
Gross unrealized losses	509	3,592
Estimated fair value	$ 430,668	$ 487,869	$ 524,326

Note 3 - Investment Securitie35

Note 3 - Investment Securities Available-for-sale - Securities in Continuous Unrealized Loss Position (Details) $ in Thousands	Sep. 30, 2016USD ($)	Dec. 31, 2015USD ($)
US Government Agencies Debt Securities [Member]
Available-for-sale securities in a continuous loss position, number of securities	14	13
Available-for-sale securities in a continuous loss position, less than 12 months, estimated fair value	$ 38,625	$ 32,927
Available-for-sale securities in a continuous loss position, less than 12 months, unrealized losses	107	277
Available-for-sale securities in a continuous loss position, 12 months or greater, estimated fair value	1,986
Available-for-sale securities in a continuous loss position, 12 months or greater, unrealized losses	29
Available-for-sale securities in a continuous loss position, estimated fair value	40,611	32,927
Available-for-sale securities in a continuous loss position, unrealized losses	$ 136	$ 277
Residential Mortgage Backed Securities [Member]
Available-for-sale securities in a continuous loss position, number of securities	38	92
Available-for-sale securities in a continuous loss position, less than 12 months, estimated fair value	$ 57,588	$ 157,871
Available-for-sale securities in a continuous loss position, less than 12 months, unrealized losses	162	1,438
Available-for-sale securities in a continuous loss position, 12 months or greater, estimated fair value	20,789	58,954
Available-for-sale securities in a continuous loss position, 12 months or greater, unrealized losses	188	1,722
Available-for-sale securities in a continuous loss position, estimated fair value	78,377	216,825
Available-for-sale securities in a continuous loss position, unrealized losses	$ 350	$ 3,160
Corporate Debt Securities [Member]
Available-for-sale securities in a continuous loss position, number of securities	2	4
Available-for-sale securities in a continuous loss position, less than 12 months, estimated fair value	$ 4,986	$ 14,938
Available-for-sale securities in a continuous loss position, less than 12 months, unrealized losses	23	152
Available-for-sale securities in a continuous loss position, 12 months or greater, estimated fair value
Available-for-sale securities in a continuous loss position, 12 months or greater, unrealized losses
Available-for-sale securities in a continuous loss position, estimated fair value	4,986	14,938
Available-for-sale securities in a continuous loss position, unrealized losses	$ 23	$ 152
US States and Political Subdivisions Debt Securities [Member]
Available-for-sale securities in a continuous loss position, number of securities		2
Available-for-sale securities in a continuous loss position, less than 12 months, estimated fair value		$ 1,559
Available-for-sale securities in a continuous loss position, less than 12 months, unrealized losses		3
Available-for-sale securities in a continuous loss position, 12 months or greater, estimated fair value
Available-for-sale securities in a continuous loss position, 12 months or greater, unrealized losses
Available-for-sale securities in a continuous loss position, estimated fair value		1,559
Available-for-sale securities in a continuous loss position, unrealized losses		$ 3
Available-for-sale securities in a continuous loss position, number of securities	54	111
Available-for-sale securities in a continuous loss position, less than 12 months, estimated fair value	$ 101,199	$ 207,295
Available-for-sale securities in a continuous loss position, less than 12 months, unrealized losses	292	1,870
Available-for-sale securities in a continuous loss position, 12 months or greater, estimated fair value	22,775	58,954
Available-for-sale securities in a continuous loss position, 12 months or greater, unrealized losses	217	1,722
Available-for-sale securities in a continuous loss position, estimated fair value	123,974	266,249
Available-for-sale securities in a continuous loss position, unrealized losses	$ 509	$ 3,592

Note 3 - Investment Securitie36

Note 3 - Investment Securities Available-for-sale - Securities Available-for-sale by Contractual Maturity (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
US Government Agencies Debt Securities [Member]
One year or less, amortized cost	$ 37,414	$ 31,436
One year or less, estimated fair value	37,380	31,361
After one year through five years, amortized cost	18,448	18,826
After one year through five years, estimated fair value	18,984	19,047
Five years through ten years, amortized cost		6,513
Five years through ten years, estimated fair value		6,567
Residential Mortgage Backed Securities [Member]
Amortized cost, without maturity date	264,101	299,709
Estimated fair value, without maturity date	266,035	297,241
US States and Political Subdivisions Debt Securities [Member]
One year or less, amortized cost	1,057	4,450
One year or less, estimated fair value	1,080	4,478
After one year through five years, amortized cost	42,625	41,213
After one year through five years, estimated fair value	44,701	43,720
Five years through ten years, amortized cost	50,165	66,001
Five years through ten years, estimated fair value	52,868	67,398
After ten years, amortized cost	1,076	2,589
After ten years, estimated fair value	1,228	2,785
Corporate Debt Securities [Member]
After one year through five years, amortized cost	5,009	15,090
After one year through five years, estimated fair value	4,986	14,938
Five years through ten years, amortized cost	3,000
Five years through ten years, estimated fair value	3,068
Equity Investment Other [Member]
Amortized cost, without maturity date	310	307
Estimated fair value, without maturity date	338	334
Amortized cost	423,205	486,134
Estimated fair value	$ 430,668	$ 487,869

Note 4 - Mortgage Banking Der37

Note 4 - Mortgage Banking Derivative (Details Textual) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Mortgage Banking Derivative [Member]
Derivative, Notional Amount	$ 81,700	$ 53,000	$ 81,700	$ 53,000
Derivative Asset	217		217		$ 24
Derivative Liability					30
Noninterest Income, Other	(46)	9	274	63
Other Assets [Member]
Derivative Asset	217	197	217	197
Other Liabilities [Member]
Derivative Liability	222	245	222	245
Designated as Hedging Instrument [Member]
Noninterest Income, Other	151	$ 327	(156)	$ 9
Derivative, Notional Amount	250,000		250,000		$ 250,000
Derivative Liability	$ 222		$ 222

Note 5 - Loans and Allowance 38

Note 5 - Loans and Allowance for Credit Losses (Details Textual)	3 Months Ended			9 Months Ended
	Sep. 30, 2016USD ($)	Jun. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Commercial Real Estate Portfolio Segment [Member] | Owner Occupied and Construction [Member]
Percent Of Loan Portfolio	13.00%			13.00%
Commercial Real Estateand Real Estate Construction Loans [Member] | Excluding Owner Occupied Commercial Real Estate And Commercial Construction Loans [Member]
Percent Of Loan Portfolio	61.00%			61.00%
Commercial Real Estateand Real Estate Construction Loans [Member]
Percent Of Loan Portfolio	74.00%			74.00%
Commercial Portfolio Segment [Member] | S B A Loans [Member]
Percent Of Loan Portfolio	2.50%			2.50%
Commercial Portfolio Segment [Member] | Land Acquisition Development and Construction Loans [Member] | Maximum [Member]
Loan Period				2 years
Commercial Portfolio Segment [Member] | A D C Loans [Member]
Financing Receivable, Net	$ 942,800,000			$ 942,800,000
Loan Percent	66.50%			66.50%
Commercial Portfolio Segment [Member] | Maximum [Member] | Preferred Term [Member]
Loan Period				7 years
Commercial Portfolio Segment [Member] | Maximum [Member]
Loan Period				10 years
Amortization Term				25 years
Commercial Portfolio Segment [Member] | Minimum [Member] | Preferred Term [Member]
Loan Period				5 years
Commercial Portfolio Segment [Member]
Percent Of Loan Portfolio	21.00%			21.00%
Financing Receivable, Net	$ 1,130,042,000			$ 1,130,042,000		$ 1,052,257,000
Loan Percent	21.00%		21.00%	21.00%	21.00%	21.00%
Consumer Portfolio Segment [Member]
Percent Of Loan Portfolio	2.00%			2.00%
Residential Portfolio Segment [Member] | Real Estate Loan [Member]
Percent Of Loan Portfolio	3.00%			3.00%
Loan Period				1 year 300 days
Residential Portfolio Segment [Member] | Land Acquisition Development and Construction Loans [Member] | Maximum [Member]
Loan Period				3 years
Residential Portfolio Segment [Member]
Financing Receivable, Net	$ 154,439,000			$ 154,439,000		$ 147,365,000
Loan Percent	3.00%		3.00%	3.00%	3.00%	3.00%
Maximum [Member]
Loan To Value Ratio	80.00%			80.00%
Loan Period				90 days
Minimum [Member]
Interest Rate Adjustment Frequency				5 years
Loan Period				30 days
Reclassified to Nonperforming Loans [Member] | Nonperforming Financial Instruments [Member]
Financing Receivable, Modifications, Recorded Investment	$ 5,000,000			$ 5,000,000
Financing Receivable, Modifications, Number of Contracts				1	1
Fidelity [Member] | Nonperforming Financial Instruments [Member]
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Carrying Amount, Net	495,000			$ 495,000
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	553,000			553,000
Virginia Heritage Bank [Member] | Nonperforming Financial Instruments [Member]
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Carrying Amount, Net	1,100,000			1,100,000
Certain Loans Acquired in Transfer Not Accounted for as Debt Securities, Outstanding Balance	2,200,000			2,200,000
Performing Financial Instruments [Member]
Financing Receivable, Modifications, Recorded Investment	2,900,000		$ 15,200,000	2,900,000	$ 15,200,000	$ 11,800,000
Loans and Leases Receivable, Deferred Income	20,900,000		$ 17,400,000	20,900,000	$ 17,400,000	18,400,000
Servicing Asset at Fair Value, Amount	$ 113,400,000			$ 113,400,000		78,800,000
Minimum Debt Service Coverage	1.15%			1.15%
Stress Test Assumption Increase Interest Rates	2.00%			2.00%
Financing Receivable, Net	$ 5,481,975,000			$ 5,481,975,000		$ 4,998,368,000
Loan Percent	100.00%		100.00%	100.00%	100.00%	100.00%
Loans and Leases Receivable, Impaired, Interest Lost on Nonaccrual Loans	$ 436,000			$ 1,300,000
Impaired Financing Receivable, Interest Income, Accrual Method	$ 97,000			271,000
Financing Receivable, Modifications, Subsequent Default, Recorded Investment				$ 5,000,000
Financing Receivable, Modifications, Number of Contracts	1		3	3	4
Financing Receivable, Modifications, Pre-Modification Recorded Investment	$ 801,000		$ 1,600,000	$ 1,400,000	$ 1,900,000
Deteriorated Loans Transferred in, Debt Securities, Accreditable Yield, Period Increase (Decrease)		$ 0
Financing Receivable, Modifications, Subsequent Default, Number of Contracts				1	0

Note 5 - Loans and Allowance 39

Note 5 - Loans and Allowance for Credit Losses - Loans (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Commercial Portfolio Segment [Member]
Loans	$ 1,130,042	$ 1,052,257	$ 1,007,659
Loans, percent	21.00%	21.00%	21.00%
Income Producing Portfolio Segment [Member]
Loans	$ 2,551,186	$ 2,115,478	$ 2,022,950
Loans, percent	46.00%	42.00%	42.00%
Owner Occupied Portfolio Segment [Member]
Loans	$ 590,427	$ 498,103	$ 489,657
Loans, percent	11.00%	10.00%	10.00%
Residential Portfolio Segment [Member]
Loans	$ 154,439	$ 147,365	$ 147,720
Loans, percent	3.00%	3.00%	3.00%
Construction Portfolio Segment [Member] | Commercial and Residential Loan [Member]
Loans	$ 838,137	$ 985,607	$ 927,265
Loans, percent	15.00%	20.00%	20.00%
Construction Portfolio Segment [Member] | Commercial and Industrial Loan [Member]
Loans	$ 104,676	$ 79,769	$ 60,487
Loans, percent	2.00%	2.00%	1.00%
Construction Portfolio Segment [Member]
Loans	$ 942,813	$ 1,065,376	$ 987,752
Home Equity Portfolio Segment [Member]
Loans	$ 106,856	$ 112,885	$ 115,346
Loans, percent	2.00%	2.00%	3.00%
Other Consumer Portfolio Segment [Member]
Loans	$ 6,212	$ 6,904	$ 5,881
Loans, percent
Loans	$ 5,481,975	$ 4,998,368	$ 4,776,965
Loans, percent	100.00%	100.00%	100.00%
Less: Allowance for Credit Losses	$ (56,864)	$ (52,687)	$ (50,320)
Net loans	$ 5,425,111	$ 4,945,681	$ 4,726,645

Note 5 - Loans and Allowance 40

Note 5 - Loans and Allowance for Credit Losses - Allowance for Credit Losses by Portfolio Segment (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Commercial Portfolio Segment [Member]
Balance	$ 13,386	$ 12,911	$ 11,563	$ 13,222
Loans charged-off	(109)	(1,388)	(2,802)	(4,693)
Recoveries of loans previously charged-off	7	60	93	135
Net loans (charged-off) recoveries	(102)	(1,328)	(2,709)	(4,558)
Provision for credit losses	(523)	57	3,907	2,976
Balance	12,761	11,640	12,761	11,640
Individually evaluated for impairment					$ 1,997	$ 2,312
Collectively evaluated for impairment					10,764	9,328
Ending balance	13,386	12,911	12,761	11,640	12,761	11,640
Income Producing Portfolio Segment [Member]
Balance	19,072	12,411	14,122	11,442
Loans charged-off	(1,751)	(254)	(2,342)	(651)
Recoveries of loans previously charged-off	10	8	14	26
Net loans (charged-off) recoveries	(1,741)	(246)	(2,328)	(625)
Provision for credit losses	3,178	1,550	8,715	2,898
Balance	20,509	13,715	20,509	13,715
Individually evaluated for impairment					1,714	827
Collectively evaluated for impairment					18,795	12,888
Ending balance	19,072	12,411	20,509	13,715	20,509	13,715
Owner Occupied Portfolio Segment [Member]
Balance	4,202	3,113	3,279	2,954
Loans charged-off
Recoveries of loans previously charged-off			2	2
Net loans (charged-off) recoveries			2	2
Provision for credit losses	59	(13)	980	144
Balance	4,261	3,100	4,261	3,100
Individually evaluated for impairment					360	400
Collectively evaluated for impairment					3,901	2,700
Ending balance	4,202	3,113	4,261	3,100	4,261	3,100
Residential Portfolio Segment [Member]
Balance	1,061	1,082	1,268	1,259
Loans charged-off
Recoveries of loans previously charged-off	2	2	5	5
Net loans (charged-off) recoveries	2	2	5	5
Provision for credit losses	47	(18)	(163)	(198)
Balance	1,110	1,066	1,110	1,066
Individually evaluated for impairment
Collectively evaluated for impairment					1,110	1,066
Ending balance	1,061	1,082	1,110	1,066	1,110	1,066
Construction Portfolio Segment [Member]
Balance	17,024	17,633	21,088	15,625
Loans charged-off
Recoveries of loans previously charged-off	3	10	207	114
Net loans (charged-off) recoveries	3	10	207	114
Provision for credit losses	(513)	1,281	(4,781)	3,185
Balance	16,514	18,924	16,514	18,924
Individually evaluated for impairment					300	350
Collectively evaluated for impairment					16,214	18,574
Ending balance	17,024	17,633	16,514	18,924	16,514	18,924
Home Equity Portfolio Segment [Member]
Balance	1,556	1,496	1,292	1,469
Loans charged-off	(121)	(225)	(217)	(644)
Recoveries of loans previously charged-off	3	1	11	5
Net loans (charged-off) recoveries	(118)	(224)	(206)	(639)
Provision for credit losses	(69)	334	283	776
Balance	1,369	1,606	1,369	1,606
Individually evaluated for impairment						338
Collectively evaluated for impairment					1,369	1,268
Ending balance	1,556	1,496	1,369	1,606	1,369	1,606
Other Consumer Portfolio Segment [Member]
Balance	235	275	75	104
Loans charged-off	(12)	(95)	(37)	(182)
Recoveries of loans previously charged-off	8	18	24	85
Net loans (charged-off) recoveries	(4)	(77)	(13)	(97)
Provision for credit losses	109	71	278	262
Balance	340	269	340	269
Individually evaluated for impairment					100
Collectively evaluated for impairment					240	269
Ending balance	235	275	340	269	340	269
Balance	56,536	48,921	52,687	46,075
Loans charged-off	(1,993)	(1,962)	(5,398)	(6,170)
Recoveries of loans previously charged-off	33	99	356	372
Net loans (charged-off) recoveries	(1,960)	(1,863)	(5,042)	(5,798)
Provision for credit losses	2,288	3,262	9,219	10,043
Balance	56,864	50,320	56,864	50,320
Individually evaluated for impairment					4,471	4,227
Collectively evaluated for impairment					52,393	46,093
Ending balance	$ 56,864	$ 50,320	$ 56,864	$ 50,320	$ 56,864	$ 50,320

Note 5 - Loans and Allowance 41

Note 5 - Loans and Allowance for Credit Losses - Recorded Investment in Loans by Impairment Method (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Commercial Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment	$ 12,448	$ 13,008	$ 12,869
Loans collectively evaluated for impairment	1,117,594	1,039,249	994,790
Net loans	1,130,042	1,052,257	1,007,659
Income Producing Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment	14,648	6,118	6,877
Loans collectively evaluated for impairment	2,536,538	2,109,360	2,016,073
Net loans	2,551,186	2,115,478	2,022,950
Owner Occupied Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment	2,517	1,753	1,790
Loans collectively evaluated for impairment	587,910	496,350	487,867
Net loans	590,427	498,103	489,657
Residential Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment	244
Loans collectively evaluated for impairment	154,195	147,365	147,720
Net loans	154,439	147,365	147,720
Construction Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment	4,878	10,454	17,644
Loans collectively evaluated for impairment	937,935	1,054,922	970,108
Net loans	942,813	1,065,376	987,752
Home Equity Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment	113	161	661
Loans collectively evaluated for impairment	106,743	112,724	114,685
Net loans	106,856	112,885	115,346
Other Consumer Portfolio Segment [Member]
Recorded investment in loans:
Loans individually evaluated for impairment		22	72
Loans collectively evaluated for impairment	6,212	6,882	5,809
Net loans	6,212	6,904	5,881
Loans individually evaluated for impairment	34,848	31,516	39,913
Loans collectively evaluated for impairment	5,447,127	4,966,852	4,737,052
Net loans	$ 5,481,975	$ 4,998,368	$ 4,776,965

Note 5 - Loans and Allowance 42

Note 5 - Loans and Allowance for Credit Losses - Loans and Leases by Credit Quality Indicator (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Commercial Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	$ 1,099,894	$ 1,021,427	$ 977,165
Commercial Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	18,599	17,822	17,625
Commercial Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income	11,549	13,008	12,869
Commercial Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Commercial Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	1,130,042	1,052,257	1,007,659
Income Producing Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	2,527,318	2,096,032	1,999,509
Income Producing Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	9,220	13,328	16,564
Income Producing Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income	14,648	6,118	6,877
Income Producing Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Income Producing Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	2,551,186	2,115,478	2,022,950
Owner Occupied Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	577,925	488,496	479,843
Owner Occupied Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	10,399	7,854	8,024
Owner Occupied Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income	2,103	1,753	1,790
Owner Occupied Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Owner Occupied Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	590,427	498,103	489,657
Residential Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	153,515	146,651	146,992
Residential Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	680	714	728
Residential Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income	244
Residential Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Residential Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	154,439	147,365	147,720
Construction Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	937,198	1,049,926	964,854
Construction Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	737	4,996	5,254
Construction Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income	4,878	10,454	17,644
Construction Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Construction Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	942,813	1,065,376	987,752
Home Equity Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	105,126	110,870	112,978
Home Equity Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	1,617	1,854	1,707
Home Equity Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income	113	161	661
Home Equity Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Home Equity Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	106,856	112,885	115,346
Other Consumer Portfolio Segment [Member] | Pass [Member]
Loans and leases receivable, net of deferred income	6,209	6,877	5,804
Other Consumer Portfolio Segment [Member] | Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	3	5	5
Other Consumer Portfolio Segment [Member] | Substandard [Member]
Loans and leases receivable, net of deferred income		22	72
Other Consumer Portfolio Segment [Member] | Doubtful [Member]
Loans and leases receivable, net of deferred income
Other Consumer Portfolio Segment [Member]
Loans and leases receivable, net of deferred income	6,212	6,904	5,881
Pass [Member]
Loans and leases receivable, net of deferred income	5,407,185	4,920,279	4,687,145
Watch and Special Mention [Member]
Loans and leases receivable, net of deferred income	41,255	46,573	49,907
Substandard [Member]
Loans and leases receivable, net of deferred income	33,535	31,516	39,913
Doubtful [Member]
Loans and leases receivable, net of deferred income
Loans and leases receivable, net of deferred income	$ 5,481,975	$ 4,998,368	$ 4,776,965

Note 5 - Loans and Allowances f

Note 5 - Loans and Allowances for Credit Losses - Nonaccrual Loans (Details) - USD ($) $ in Thousands		Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Commercial Portfolio Segment [Member]
Nonaccrual loan, recorded investment		$ 2,986	$ 4,940	$ 4,828
Income Producing Portfolio Segment [Member]
Nonaccrual loan, recorded investment		10,098	5,961	6,721
Owner Occupied Portfolio Segment [Member]
Nonaccrual loan, recorded investment		2,103	1,268	1,281
Residential Portfolio Segment [Member]
Nonaccrual loan, recorded investment		562	329	333
Construction Portfolio Segment [Member]
Nonaccrual loan, recorded investment		6,412	557	571
Home Equity Portfolio Segment [Member]
Nonaccrual loan, recorded investment		113	161	661
Other Consumer Portfolio Segment [Member]
Nonaccrual loan, recorded investment			23	72
Nonaccrual loan, recorded investment	[1],[2]	$ 22,274	$ 13,239	$ 14,467
[1]	Excludes troubled debt restructurings("TDRs")that were performing under their restructured terms totaling $2.9 million at September 30, 2016, $11.8 million at December 31, 2015 and $15.2 million at September 30, 2015.
[2]	Gross interest income of $436 thousand and $1.3 million would have been recorded for the three and nine months ended September 30, 2016, respectively, if nonaccrual loans shown above had been current and in accordance with their original terms. The interest actually recorded on these loans was $97 thousand and $271 thousand for the three and nine months ended September 30, 2016, respectively. See Note 1 to the Consolidated Financial Statements for a description of the Company's policy for placing loans on nonaccrual status.

Note 5 - Loans and Allowance 44

Note 5 - Loans and Allowance for Credit Losses - Loans Past Due (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Commercial Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due	$ 1,173	$ 4,130
Commercial Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due	495	1,364
Commercial Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	2,986	4,940
Commercial Portfolio Segment [Member]
Loans past due	4,654	10,434
Current loans	1,125,388	1,041,823
Total recorded investment in loans	1,130,042	1,052,257
Income Producing Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due		2,841
Income Producing Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due
Income Producing Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	10,098	5,961
Income Producing Portfolio Segment [Member]
Loans past due	10,098	8,802
Current loans	2,541,088	2,106,676
Total recorded investment in loans	2,551,186	2,115,478
Owner Occupied Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due		3,189
Owner Occupied Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due	3,338	902
Owner Occupied Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	2,103	1,268
Owner Occupied Portfolio Segment [Member]
Loans past due	5,441	5,359
Current loans	584,986	492,744
Total recorded investment in loans	590,427	498,103
Residential Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due
Residential Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due	164
Residential Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	562	329
Residential Portfolio Segment [Member]
Loans past due	726	329
Current loans	153,713	147,036
Total recorded investment in loans	154,439	147,365
Construction Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due
Construction Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due		5,020
Construction Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	6,412	557
Construction Portfolio Segment [Member]
Loans past due	6,412	5,577
Current loans	936,401	1,059,799
Total recorded investment in loans	942,813	1,065,376
Home Equity Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due	562
Home Equity Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due	620	77
Home Equity Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	113	161
Home Equity Portfolio Segment [Member]
Loans past due	1,295	238
Current loans	105,561	112,647
Total recorded investment in loans	106,856	112,885
Other Consumer Portfolio Segment [Member] | Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due	8	56
Other Consumer Portfolio Segment [Member] | Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due	16	60
Other Consumer Portfolio Segment [Member] | Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due		23
Other Consumer Portfolio Segment [Member]
Loans past due	24	139
Current loans	6,188	6,765
Total recorded investment in loans	6,212	6,904
Financing Receivables, 30 to 59 Days Past Due [Member]
Loans past due	1,743	10,216
Financing Receivables, 60 to 89 Days Past Due [Member]
Loans past due	4,633	7,423
Financing Receivables, Equal to Greater than 90 Days Past Due [Member]
Loans past due	22,274	13,239
Loans past due	28,650	30,878
Current loans	5,453,325	4,967,490
Total recorded investment in loans	$ 5,481,975	$ 4,998,368

Note 5 - Loans and Allowance 45

Note 5 - Loans and Allowance for Credit Losses - Impaired Loans (Details) - USD ($)	3 Months Ended			9 Months Ended		12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Commercial Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment	$ 12,838,000	$ 9,671,000	$ 7,978,000
Interest Income Recognized	54	21	39
Commercial Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				$ 12,879,000	$ 10,047,000	$ 10,309,000
Interest Income Recognized				112	48	69
Commercial Portfolio Segment [Member]
Unpaid Contractual Principal Balance	15,517,000	16,123,000	14,041,000	15,517,000	14,041,000	16,123,000
Recorded Investment With No Allowance	2,370,000	2,396,000	2,663,000	2,370,000	2,663,000	2,396,000
Recorded Investment With Allowance	10,078,000	10,612,000	10,206,000	10,078,000	10,206,000	10,612,000
Total Recorded Investment	12,448,000	13,008,000	12,869,000	12,448,000	12,869,000	13,008,000
Related Allowance	1,997,000	3,478,000	2,312,000	1,997,000	2,312,000	3,478,000
Income Producing Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment	17,584,000	10,675,000	12,542,000
Interest Income Recognized	28	95	188
Income Producing Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				15,298,000	11,388,000	10,294,000
Interest Income Recognized				144	259	354
Income Producing Portfolio Segment [Member]
Unpaid Contractual Principal Balance	14,648,000	6,811,000	15,389,000	14,648,000	15,389,000	6,811,000
Recorded Investment With No Allowance		1,190,000				1,190,000
Recorded Investment With Allowance	14,648,000	4,928,000	6,877,000	14,648,000	6,877,000	4,928,000
Total Recorded Investment	14,648,000	6,118,000	6,877,000	14,648,000	6,877,000	6,118,000
Related Allowance	1,714,000	1,033,000	827,000	1,714,000	827,000	1,033,000
Owner Occupied Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment	2,108,000	1,772,000	1,811,000
Interest Income Recognized	13
Owner Occupied Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				1,923,000	1,844,000	1,810,000
Interest Income Recognized				13
Owner Occupied Portfolio Segment [Member]
Unpaid Contractual Principal Balance	2,517,000	1,753,000	2,299,000	2,517,000	2,299,000	1,753,000
Recorded Investment With No Allowance		946,000	973,000		973,000	946,000
Recorded Investment With Allowance	2,517,000	807,000	817,000	2,517,000	817,000	807,000
Total Recorded Investment	2,517,000	1,753,000	1,790,000	2,517,000	1,790,000	1,753,000
Related Allowance	360,000	400,000	400,000	360,000	400,000	400,000
Residential Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment	249,000		5,961,000
Interest Income Recognized			100
Residential Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				271,000	7,516,000
Interest Income Recognized					298
Residential Portfolio Segment [Member]
Unpaid Contractual Principal Balance	244,000		22,681,000	244,000	22,681,000
Recorded Investment With No Allowance	244,000		5,370,000	244,000	5,370,000
Recorded Investment With Allowance			12,274,000		12,274,000
Total Recorded Investment	244,000		17,644,000	244,000	17,644,000
Related Allowance			350,000		350,000
Construction Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment	5,146,000	8,031,000
Interest Income Recognized		(93)
Construction Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				6,542,000		7,594,000
Interest Income Recognized						205
Construction Portfolio Segment [Member]
Unpaid Contractual Principal Balance	4,878,000	10,454,000		4,878,000		10,454,000
Recorded Investment With No Allowance	4,340,000	4,877,000		4,340,000		4,877,000
Recorded Investment With Allowance	538,000	5,577,000		538,000		5,577,000
Total Recorded Investment	4,878,000	10,454,000		4,878,000		10,454,000
Related Allowance	300,000	950,000		300,000		950,000
Home Equity Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment	117,000	411,000	774,000
Interest Income Recognized	2
Home Equity Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				129,000	959,000	650,000
Interest Income Recognized				2
Home Equity Portfolio Segment [Member]
Unpaid Contractual Principal Balance	113,000	161,000	661,000	113,000	661,000	161,000
Recorded Investment With No Allowance		116,000	116,000		116,000	116,000
Recorded Investment With Allowance	113,000	45,000	545,000	113,000	545,000	45,000
Total Recorded Investment	113,000	161,000	661,000	113,000	661,000	161,000
Related Allowance	100,000	38,000	338,000	100,000	338,000	38,000
Other Consumer Portfolio Segment [Member] | Quarter to Date [Member]
Average Recorded Investment		47,000	45,000
Interest Income Recognized		(1)	1
Other Consumer Portfolio Segment [Member] | Year to Date [Member]
Average Recorded Investment				6,000	40,000	31,000
Interest Income Recognized					2	1
Other Consumer Portfolio Segment [Member]
Unpaid Contractual Principal Balance		22,000	72,000		72,000	22,000
Recorded Investment With No Allowance		19,000	72,000		72,000	19,000
Recorded Investment With Allowance		3,000				3,000
Total Recorded Investment		22,000	72,000		72,000	22,000
Related Allowance		3,000				3,000
Quarter to Date [Member]
Average Recorded Investment	38,042,000	30,607,000	29,111,000
Interest Income Recognized	97	22	328
Year to Date [Member]
Average Recorded Investment				37,048,000	31,794,000	30,688,000
Interest Income Recognized				271	607	629
Unpaid Contractual Principal Balance	37,917,000	35,324,000	55,143,000	37,917,000	55,143,000	35,324,000
Recorded Investment With No Allowance	6,954,000	9,544,000	9,194,000	6,954,000	9,194,000	9,544,000
Recorded Investment With Allowance	27,894,000	21,972,000	30,719,000	27,894,000	30,719,000	21,972,000
Total Recorded Investment	34,848,000	31,516,000	39,913,000	34,848,000	39,913,000	31,516,000
Related Allowance	$ 4,471,000	$ 5,902,000	$ 4,227,000	$ 4,471,000	$ 4,227,000	$ 5,902,000

Note 5 - Loans and Allowance 46

Note 5 - Loans and Allowance for Credit Losses - Troubled Debt Restructurings (Details) $ in Thousands	3 Months Ended	12 Months Ended
	Sep. 30, 2016USD ($)	Dec. 31, 2015USD ($)
Commercial Portfolio Segment [Member] | Performing Financial Instruments [Member]
TDRs Performing to Modified Terms	$ 1,725	$ 1,171
Commercial Portfolio Segment [Member] | Nonperforming Financial Instruments [Member]
TDRs Performing to Modified Terms	$ 199	$ 211
Commercial Portfolio Segment [Member]
Number of Contracts	6	4
TDRs Performing to Modified Terms	$ 1,924	$ 1,382
Income Producing Portfolio Segment [Member] | Performing Financial Instruments [Member]
TDRs Performing to Modified Terms	742	5,160
Income Producing Portfolio Segment [Member] | Nonperforming Financial Instruments [Member]
TDRs Performing to Modified Terms
Income Producing Portfolio Segment [Member]
Number of Contracts	1	2
TDRs Performing to Modified Terms	$ 742	$ 5,160
Owner Occupied Portfolio Segment [Member] | Performing Financial Instruments [Member]
TDRs Performing to Modified Terms	414	485
Owner Occupied Portfolio Segment [Member] | Nonperforming Financial Instruments [Member]
TDRs Performing to Modified Terms
Owner Occupied Portfolio Segment [Member]
Number of Contracts	1	1
TDRs Performing to Modified Terms	$ 414	$ 485
Construction Portfolio Segment [Member] | Performing Financial Instruments [Member]
TDRs Performing to Modified Terms		5,020
Construction Portfolio Segment [Member] | Nonperforming Financial Instruments [Member]
TDRs Performing to Modified Terms	$ 4,948
Construction Portfolio Segment [Member]
Number of Contracts	1	1
TDRs Performing to Modified Terms	$ 4,948	$ 5,020
Performing Financial Instruments [Member]
TDRs Performing to Modified Terms	2,881	11,836
Nonperforming Financial Instruments [Member]
TDRs Performing to Modified Terms	$ 5,147	$ 211
Number of Contracts	9	8
TDRs Performing to Modified Terms	$ 8,028	$ 12,047

Note 6 - Interest Rate Swap D47

Note 6 - Interest Rate Swap Derivatives (Details Textual)	3 Months Ended		9 Months Ended		12 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)	Dec. 31, 2015USD ($)
Interest Rate Swap [Member]
Derivative, Number of Instruments Held	3		3
Derivative, Notional Amount	$ 250,000,000		$ 250,000,000
Unrealized Gain (Loss) on Derivatives			$ (9,000,000)		$ (1,400,000)
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimate of Time to Transfer			1 year
Reclassification out of Accumulated Other Comprehensive Income [Member]
Interest Expense			$ 776,000
Derivative Instruments, Gain (Loss) Recognized in Income, Ineffective Portion and Amount Excluded from Effectiveness Testing, Net				$ 0
Derivative, Notional Amount	250,000,000		250,000,000		$ 250,000,000
Interest Expense	7,703,000	$ 4,896,000	18,870,000	$ 14,503,000
Derivative Instruments, Gain (Loss) Reclassification from Accumulated OCI to Income, Estimated Net Amount to be Transferred			2,600,000
Derivative, Net Liability Position, Aggregate Fair Value	9,000,000		9,000,000
Derivative Liability, Fair Value of Collateral	$ 9,600,000		$ 9,600,000

Note 6 - Interest Rate Swap D48

Note 6 - Interest Rate Swap Derivatives - Fair Values of Derivative (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Interest Rate Swap 1 [Member] | Other Liabilities [Member]
Notional amount	$ 75,000	$ 75,000
Fair value	$ (1,877)	$ (368)
Pay rate	1.71%	1.71%
Maturity	Mar. 31, 2020	Mar. 31, 2020
Interest Rate Swap 2 [Member] | Other Liabilities [Member]
Notional amount	$ 100,000	$ 100,000
Fair value	$ (3,901)	$ (665)
Pay rate	1.74%	1.74%
Maturity	Apr. 15, 2021	Apr. 15, 2021
Interest Rate Swap 3 [Member] | Other Liabilities [Member]
Notional amount	$ 75,000	$ 75,000
Fair value	$ (3,252)	$ (384)
Pay rate	1.92%	1.92%
Maturity	Mar. 31, 2022	Mar. 31, 2022
Notional amount	$ 250,000	$ 250,000
Fair value	$ (9,030)	$ (1,417)
Pay rate

Note 6 - Interest Rate Swap D49

Note 6 - Interest Rate Swap Derivatives - Fair Values of Derivative (Details) (Parentheticals) - Other Liabilities [Member]	Sep. 30, 2016	Dec. 31, 2015
Interest Rate Swap 1 [Member] | London Interbank Offered Rate (LIBOR) [Member]
Basis points	10.00%	10.00%
Interest Rate Swap 2 [Member] | Federal Funds Effective Swap Rate [Member]
Basis points	10.00%	10.00%
Interest Rate Swap 3 [Member] | London Interbank Offered Rate (LIBOR) [Member]
Basis points	10.00%	10.00%

Note 6 - Interest Rate Swap D50

Note 6 - Interest Rate Swap Derivatives - Pre-tax Net Gains (Losses) (Details) - USD ($)	9 Months Ended		12 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Dec. 31, 2015
Interest Rate Swap 1 [Member]
Amount of pre-tax gain (loss) recognized in OCI	$ (1,877,000)		$ (368,000)
Effective portion reclassified from AOCI into income	(429,000)
Ineffective portion recognized in income on derivatives
Interest Rate Swap 2 [Member]
Amount of pre-tax gain (loss) recognized in OCI	(3,901,000)		(665,000)
Effective portion reclassified from AOCI into income	(581,000)
Ineffective portion recognized in income on derivatives
Interest Rate Swap 3 [Member]
Amount of pre-tax gain (loss) recognized in OCI	(3,252,000)		(384,000)
Effective portion reclassified from AOCI into income	(508,000)
Ineffective portion recognized in income on derivatives
Amount of pre-tax gain (loss) recognized in OCI	(9,030,000)		(1,417,000)
Effective portion reclassified from AOCI into income	(1,518,000)
Ineffective portion recognized in income on derivatives		$ 0

Note 7 - Other Real Estate Ow51

Note 7 - Other Real Estate Owned (Details Textual)	3 Months Ended	9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2016USD ($)	Sep. 30, 2015USD ($)
Mortgage Loans in Process of Foreclosure, Amount	$ 0	$ 0
Proceeds from Sale of Other Real Estate	$ 552,000	$ 3,614,000	$ 1,846,000
Number of Other Real Estate Owned Sold	4	6
Gains (Losses) on Sales of Other Real Estate	$ 94,000	$ 657,000	$ (209,000)

Note 7 - Other Real Estate Ow52

Note 7 - Other Real Estate Owned - Activity Within Other Real Estate Owned (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Balance beginning of period	$ 3,152	$ 10,715	$ 5,852	$ 13,224
Real estate acquired from borrowers	2,500	225	2,500	1,725
Valuation allowance			(200)	(750)
Properties sold	(458)	(988)	(2,958)	(4,247)
Balance end of period	$ 5,194	$ 9,952	$ 5,194	$ 9,952

Note 8 - Long-term Borrowings53

Note 8 - Long-term Borrowings (Details Textual) - USD ($) $ in Thousands	Jul. 26, 2016	Aug. 05, 2014
Subordinated Debt [Member]
Debt Instrument, Face Amount	$ 150,000	$ 70,000
Debt Instrument, Interest Rate, Stated Percentage	5.00%	5.75%
Payments of Debt Issuance Costs	$ 2,600	$ 1,200
Proceeds from Issuance of Subordinated Long-term Debt	$ 147,350	$ 68,800

Note 8 - Long-term Borrowings -

Note 8 - Long-term Borrowings - Summary of Long-term Borrowings (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Subordinated Notes, 5.75% [Member]
Subordinated Notes	$ 70,000	$ 70,000	$ 70,000
Subordinated Notes, 5.0% [Member]
Subordinated Notes	150,000
Less: debt issurance costs	(3,581)	(1,072)	(1,103)
Long-term borrowings	$ 216,419	$ 68,928	$ 68,897

Note 8 - Long-term Borrowings55

Note 8 - Long-term Borrowings - Summary of Long-term Borrowings (Details) (Parentheticals)	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Subordinated Notes, 5.75% [Member]
Debt Instrument, Interest Rate, Stated Percentage	5.75%	5.75%	5.75%
Subordinated Notes, 5.0% [Member]
Debt Instrument, Interest Rate, Stated Percentage	5.00%	5.00%	5.00%

Note 9 - Net Income Per Commo56

Note 9 - Net Income Per Common Share - Net Income Per Common Share Calculation (Details) - USD ($) $ / shares in Units, shares in Thousands, $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Basic:
Net income available to common shareholders	$ 24,523	$ 21,283	$ 71,990	$ 61,280
Average common shares outstanding (in shares)	33,591	33,401	33,566	32,625
Basic net income per common share (in dollars per share)	$ 0.73	$ 0.64	$ 2.14	$ 1.88
Diluted:
Net income available to common shareholders	$ 24,523	$ 21,283	$ 71,990	$ 61,280
Average common shares outstanding (in shares)	33,591	33,401	33,566	32,625
Adjustment for common share equivalents (in shares)	598	625	596	653
Average common shares outstanding-diluted (in shares)	34,189	34,026	34,162	33,278
Diluted net income per common share (in dollars per share)	$ 0.72	$ 0.63	$ 2.11	$ 1.84
Anti-dilutive shares (in shares)	8		8	11

Note 10 - Stock-based Compens57

Note 10 - Stock-based Compensation (Details Textual) - USD ($)	1 Months Ended					9 Months Ended
	Sep. 30, 2016	May 31, 2016	Mar. 31, 2016	Feb. 29, 2016	May 31, 2011	Sep. 30, 2016	Sep. 30, 2015	May 12, 2016	Dec. 31, 2015	Dec. 31, 2014
Virginia Heritage Bank [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Number of Shares Available for Grant	0					0
The Fidelity Plans [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Number of Shares Available for Grant	0					0
The2016 Plan [Member]
Common Stock, Capital Shares Reserved for Future Issuance	998,500					998,500		1,000,000
Stock Plan 2006 [Member] | Restricted Stock and PRSU [Member]
Employee Service Share-based Compensation, Nonvested Awards, Compensation Cost Not yet Recognized, Period for Recognition						1 year 302 days
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Number	303,612					303,612
Employee Service Share-based Compensation, Nonvested Awards, Compensation Not yet Recognized, Share-based Awards Other than Options	$ 6,500,000					$ 6,500,000
The 2011 ESPP [Member] | Minimum [Member] | Pay Period [Member]
Amount Contributed to ESPP					$ 10
The 2011 ESPP [Member] | Minimum [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Award Requisite Service Period					1 year
The 2011 ESPP [Member] | Minimum Months Per Year [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Award Requisite Service Period					150 days
The 2011 ESPP [Member] | Maximum [Member] | Offering Period [Member]
Amount Contributed to ESPP					$ 6,250
The 2011 ESPP [Member] | Maximum [Member] | Annually [Member]
Amount Contributed to ESPP					$ 25,000
The 2011 ESPP [Member] | Maximum [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Maximum Employee Subscription Rate					10.00%
The 2011 ESPP [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Number of Shares Available for Grant	420,765					420,765
Share-based Compensation Arrangement by Share-based Payment Award, Number of Additional Shares Authorized					550,000
Employee Stock Purchase Plan Percentage Of Market Value					85.00%
Restricted Stock [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period			24,410	80,365		139,732	78,070
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period			3 years	3 years
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Nonvested, Number	303,612					303,612	387,753		369,093	509,336
Performance Shares [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Equity Instruments Other than Options, Grants in Period				34,957
Employee Stock Option [Member]
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period	4 years	4 years
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Gross	1,500
Share-based Compensation Arrangement by Share-based Payment Award, Expiration Period	10 years	10 years
Salaries and Employee Benefits [Member]
Allocated Share-based Compensation Expense						$ 5,200,000	$ 3,700,000
Share-based Compensation Arrangement by Share-based Payment Award, Options, Grants in Period, Gross		1,500				3,000
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercisable, Intrinsic Value	$ 10,500,000					$ 10,500,000
Share-based Compensation Arrangement by Share-based Payment Award, Options, Exercises in Period, Intrinsic Value						855,000	$ 8,500,000
Share-based Compensation Arrangement by Share-based Payment Award, Options, Vested in Period, Fair Value						45,000	$ 87,000
Employee Service Share-based Compensation, Nonvested Awards, Compensation Not yet Recognized, Stock Options	$ 141,000					$ 141,000
Employee Service Share-based Compensation, Nonvested Awards, Compensation Cost Not yet Recognized, Period for Recognition						2 years 354 days

Note 10 - Stock-based Compens58

Note 10 - Stock-based Compensation - Changes in Shares Under Option Plans (Details) - $ / shares	1 Months Ended	9 Months Ended
	May 31, 2016	Sep. 30, 2016	Sep. 30, 2015
Beginning balance (in shares)		298,740	759,683
Beginning balance (in dollars per share)		$ 9.97	$ 11.36
Issued (in shares)	1,500	3,000
Issued (in dollars per share)		$ 49.49
Exercised (in shares)		(24,458)	(377,357)
Exercised (in dollars per share)		$ 13.10	$ 12.73
Forfeited (in shares)		(1,100)	(12,380)
Forfeited (in dollars per share)		$ 15.48	$ 29.58
Expired (in shares)		(6,637)	(8,476)
Expired (in dollars per share)		$ 12.87	$ 17.32
Ending balance (in shares)		269,545	361,470
Ending balance (in dollars per share)		$ 10.03	$ 9.16

Note 10 - Stock-based Compens59

Note 10 - Stock-based Compensation - Stock Options Outstanding and Exercisable (Details) - $ / shares	9 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Sep. 30, 2015	Dec. 31, 2014
Range 1 [Member]
Outstanding options, exercise price range, lower limit (in dollars per share)	$ 5.76
Outstanding options, exercise price range, upper limit (in dollars per share)	$ 10.72
Stock options outstanding (in shares)	156,345
Options outstanding, weighted-average exercise price (in dollars per share)	$ 5.76
Options outstanding, weighted-average remaining contractual life	2 years 98 days
Stock options exercisable (in shares)	104,298
Exercisable options, weighted-average exercise price (in dollars per share)	$ 5.76
Range 2 [Member]
Outstanding options, exercise price range, lower limit (in dollars per share)	10.73
Outstanding options, exercise price range, upper limit (in dollars per share)	$ 15.45
Stock options outstanding (in shares)	59,232
Options outstanding, weighted-average exercise price (in dollars per share)	$ 10.90
Options outstanding, weighted-average remaining contractual life	1 year 167 days
Stock options exercisable (in shares)	59,232
Exercisable options, weighted-average exercise price (in dollars per share)	$ 10.90
Range 3 [Member]
Outstanding options, exercise price range, lower limit (in dollars per share)	15.46
Outstanding options, exercise price range, upper limit (in dollars per share)	$ 20.01
Stock options outstanding (in shares)	36,747
Options outstanding, weighted-average exercise price (in dollars per share)	$ 15.48
Options outstanding, weighted-average remaining contractual life	47 days
Stock options exercisable (in shares)	36,747
Exercisable options, weighted-average exercise price (in dollars per share)	$ 15.48
Range 4 [Member]
Outstanding options, exercise price range, lower limit (in dollars per share)	20.02
Outstanding options, exercise price range, upper limit (in dollars per share)	$ 49.91
Stock options outstanding (in shares)	17,221
Options outstanding, weighted-average exercise price (in dollars per share)	$ 34.21
Options outstanding, weighted-average remaining contractual life	7 years 167 days
Stock options exercisable (in shares)	6,901
Exercisable options, weighted-average exercise price (in dollars per share)	$ 22.74
Outstanding options, exercise price range, lower limit (in dollars per share)
Outstanding options, exercise price range, upper limit (in dollars per share)
Stock options outstanding (in shares)	269,545	298,740	361,470	759,683
Options outstanding, weighted-average exercise price (in dollars per share)	$ 10.03	$ 9.97	$ 9.16	$ 11.36
Options outstanding, weighted-average remaining contractual life	2 years 47 days
Stock options exercisable (in shares)	207,178
Exercisable options, weighted-average exercise price (in dollars per share)	$ 9.52

Note 10 - Stock-Based Compens60

Note 10 - Stock-Based Compensation - Fair Value of Each Stock Option Grant (Details) - $ / shares	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015	Dec. 31, 2014
Expected volatility	24.23%	31.21%	34.25%
Weighted-Average volatility	24.23%	31.21%	34.25%
Expected dividends	0.00%	0.00%	0.00%
Expected term (in years)	7 years	7 years	9 years 146 days
Risk-free rate	1.37%	1.64%	2.26%
Weighted-average fair value (grant date) (in dollars per share)	$ 14.27	$ 16.73	$ 13.49
Weighted-average fair value (grant date) for Virginia Heritage Bank ("VHB") options assumed (in dollars per share)			$ 24.89

Note 10 - Stock-based Compens61

Note 10 - Stock-based Compensation - Unvested Restricted Stock Award Grants (Details) - Restricted Stock [Member] - $ / shares	1 Months Ended		9 Months Ended
	Mar. 31, 2016	Feb. 29, 2016	Sep. 30, 2016	Sep. 30, 2015
Unvested at beginning (in shares)			369,093	509,336
Unvested at beginning (in dollars per share)			$ 24.43	$ 21.58
Issued (in shares)	24,410	80,365	139,732	78,070
Issued (in dollars per share)			$ 45.45	$ 36.06
Forfeited (in shares)			(9,475)	(4,150)
Forfeited (in dollars per share)			$ 40.58	$ 29.18
Vested (in shares)			(195,738)	(195,503)
Vested (in dollars per share)			$ 22.53	$ 20.74
Unvested at end (in shares)			303,612	387,753
Unvested at end (in dollars per share)			$ 34.83	$ 24.89

Note 11 - Other Comprehensive62

Note 11 - Other Comprehensive Income - Components of Other Comprehensive Income (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Net unrealized gain (loss) on securities available-for-sale, before tax	$ (1,512)	$ 3,512	$ 6,850	$ 3,325
Net unrealized gain (loss) on securities available-for-sale, tax	(605)	1,405	2,740	1,330
Net unrealized gain (loss) on securities available-for-sale, net of tax	(907)	2,107	4,110	1,995
Less: Reclassification adjustment for net gains included in net income, before tax	(1)	(60)	(1,123)	(2,224)
Less: Reclassification adjustment for net gains included in net income, tax		(24)	(449)	(890)
Less: Reclassification adjustment for net gains included in net income, net of tax	(1)	(36)	(674)	(1,334)
Total unrealized gain (loss) on securities available-for-sale, before tax	(1,511)	3,452	5,727	1,101
Total unrealized gain (loss) on securities available-for-sale, tax	(605)	1,381	2,291	440
Total unrealized gain (loss) on securities available-for-sale, net of tax	(906)	2,071	3,436	661
Net unrealized gain (loss) on derivatives, before tax	2,927	(6,627)	(9,132)	(3,445)
Net unrealized gain (loss) on derivatives, tax	1,171	(2,651)	(3,654)	(1,378)
Net unrealized gain (loss) on derivatives, net of tax	1,756	(3,976)	(5,478)	(2,067)
Less: Reclassification adjustment for losses included in net income, before tax	777		1,519
Less: Reclassification adjustment for losses included in net income, tax	311		608
Less: Reclassification adjustment for losses included in net income, net of tax	466		911
Total unrealized gain (loss) on derivatives, before tax	2,150	(6,627)	(7,613)	(3,445)
Total unrealized gain (loss) on derivatives, tax	860	(2,651)	(3,046)	(1,378)
Total unrealized gain (loss) on derivatives, net of tax	1,290	(3,976)	(4,567)	(2,067)
Other comprehensive income (loss), before tax	639	(3,175)	(1,886)	(2,344)
Other comprehensive income (loss), tax	255	(1,270)	(755)	(938)
Other comprehensive income (loss), net of tax	$ 384	$ (1,905)	$ (1,131)	$ (1,406)

Note 11 - Other Comprehensive63

Note 11 - Other Comprehensive Income - Changes in Each Component of Accumulated Other Comprehensive Income (Loss) (Details) - USD ($) $ in Thousands	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Accumulated Net Investment Gain (Loss) Attributable to Parent [Member]
Balance at Beginning of Period	$ 5,383	$ 3,146	$ 1,041	$ 2,647
Other comprehensive (loss) income before reclassifications	(907)	2,107	4,110	1,995
Amounts reclassified from accumulated other comprehensive income	(1)	(36)	(674)	(1,334)
Net other comprehensive (loss) income during period	(906)	2,071	3,436	661
Balance at End of Period	4,477	5,217	4,477	5,217
Accumulated Net Gain (Loss) from Cash Flow Hedges Attributable to Parent [Member]
Balance at Beginning of Period	(6,707)		(850)
Other comprehensive (loss) income before reclassifications	1,756	(3,976)	(5,478)	(2,067)
Amounts reclassified from accumulated other comprehensive income	466		911
Net other comprehensive (loss) income during period	1,290	(3,976)	(4,567)	(2,067)
Balance at End of Period	(5,417)	(3,976)	(5,417)	(3,976)
Balance at Beginning of Period	(1,324)	3,146	191	2,647
Other comprehensive (loss) income before reclassifications	849	(1,869)	(1,368)	(72)
Amounts reclassified from accumulated other comprehensive income	465	(36)	237	(1,334)
Net other comprehensive (loss) income during period	384	(1,905)	(1,131)	(1,406)
Balance at End of Period	$ (940)	$ 1,241	$ (940)	$ 1,241

Note 11 - Other Comprehensive64

Note 11 - Other Comprehensive Income - Amounts Reclassified Out of Each Component of Accumulated Other Comprehensive Income (Loss) (Details) - USD ($)	3 Months Ended		9 Months Ended
	Sep. 30, 2016	Sep. 30, 2015	Sep. 30, 2016	Sep. 30, 2015
Reclassification out of Accumulated Other Comprehensive Income [Member] | Derivative Deposits [Member]
Interest expense derivative	$ (471,000)		$ (953,000)
Reclassification out of Accumulated Other Comprehensive Income [Member] | Derivative Borrowings [Member]
Interest expense derivative	(306,000)		(566,000)
Reclassification out of Accumulated Other Comprehensive Income [Member]
Realized gain on sale of investment securities	1,000	60,000	1,123,000	2,224,000
Interest expense derivative			776,000
Income Tax Expense	310,000	(24,000)	158,000	(890,000)
Net Income	(466,000)	36,000	(238,000)	1,334,000
Interest expense derivative	7,703,000	4,896,000	18,870,000	14,503,000
Income Tax Expense	15,484,000	13,054,000	44,966,000	37,564,000
Net Income	$ 24,523,000	$ 21,463,000	$ 71,990,000	$ 61,819,000

Note 12 - Fair Value Measurem65

Note 12 - Fair Value Measurements - Assets and Liabilities Measured at Fair Value On a Recurring Basis (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
US Government Agencies Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis
US Government Agencies Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis	56,364	56,975
US Government Agencies Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis
US Government Agencies Debt Securities [Member]
Assets measured at fair value on a recurring basis	56,364	56,975
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis	266,035	297,241
Residential Mortgage Backed Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis
Residential Mortgage Backed Securities [Member]
Assets measured at fair value on a recurring basis	266,035	297,241
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis	99,877	118,381
US States and Political Subdivisions Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis
US States and Political Subdivisions Debt Securities [Member]
Assets measured at fair value on a recurring basis	99,877	118,381
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis	8,054	14,938
Corporate Debt Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis
Corporate Debt Securities [Member]
Assets measured at fair value on a recurring basis	8,054	14,938
Equity Securities [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis	119	115
Equity Securities [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis
Equity Securities [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis	219	219
Equity Securities [Member]
Assets measured at fair value on a recurring basis	338	334
Residential Mortgage Loan Long Term [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis
Residential Mortgage Loan Long Term [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis	78,118	47,492
Residential Mortgage Loan Long Term [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis
Residential Mortgage Loan Long Term [Member]
Assets measured at fair value on a recurring basis	78,118	47,492
Mortgage Banking Derivative [Member] | Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis
Mortgage Banking Derivative [Member] | Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis
Mortgage Banking Derivative [Member] | Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis	217	24
Mortgage Banking Derivative [Member]
Assets measured at fair value on a recurring basis	217	24
Fair Value, Inputs, Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Mortgage Banking Derivative [Member]
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 1 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 1 [Member]
Assets measured at fair value on a recurring basis	119	115
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Mortgage Banking Derivative [Member]
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]
Liabilities measured at fair value on a recurring basis	9,030	1,417
Fair Value, Inputs, Level 2 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 2 [Member]
Assets measured at fair value on a recurring basis	508,448	535,027
Liabilities measured at fair value on a recurring basis	9,030	1,417
Fair Value, Inputs, Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Mortgage Banking Derivative [Member]
Liabilities measured at fair value on a recurring basis	222
Fair Value, Inputs, Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]
Liabilities measured at fair value on a recurring basis
Fair Value, Inputs, Level 3 [Member] | Derivative Financial Instruments, Liabilities [Member]
Liabilities measured at fair value on a recurring basis		30
Fair Value, Inputs, Level 3 [Member]
Assets measured at fair value on a recurring basis	436	243
Liabilities measured at fair value on a recurring basis	222	30
Derivative Financial Instruments, Liabilities [Member] | Mortgage Banking Derivative [Member]
Liabilities measured at fair value on a recurring basis	222
Derivative Financial Instruments, Liabilities [Member] | Interest Rate Swap [Member]
Liabilities measured at fair value on a recurring basis	9,030	1,417
Derivative Financial Instruments, Liabilities [Member]
Liabilities measured at fair value on a recurring basis		30
Assets measured at fair value on a recurring basis	509,003	535,385
Liabilities measured at fair value on a recurring basis	$ 9,252	$ 1,447

Note 12 - Fair Value Measurem66

Note 12 - Fair Value Measurements - Assets Measured at Fair Value Based on Significant Unobservable Inputs (Details) - USD ($) $ in Thousands	9 Months Ended	12 Months Ended
	Sep. 30, 2016	Dec. 31, 2015
Equity Investment Other [Member]
Beginning balance	$ 219	$ 219
Realized gain (loss) included in earnings - net mortgage banking derivatives
Ending balance	219	219
Beginning balance
Realized loss (gain) included in earnings - net mortgage banking derivatives
Ending balance
Derivative Assets and Liabilities [Member]
Beginning balance	24	146
Realized gain (loss) included in earnings - net mortgage banking derivatives	193	(122)
Ending balance	217	24
Beginning balance	30	250
Realized loss (gain) included in earnings - net mortgage banking derivatives	192	(220)
Ending balance	222	30
Beginning balance	243	365
Realized gain (loss) included in earnings - net mortgage banking derivatives	193	(122)
Ending balance	436	243
Beginning balance	30	250
Realized loss (gain) included in earnings - net mortgage banking derivatives	192	(220)
Ending balance	$ 222	$ 30

Note 12 - Fair Value Measurem67

Note 12 - Fair Value Measurements - Assets Measured at Fair Value on a Nonrecurring Basis (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Dec. 31, 2015
Commercial Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Commercial Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Commercial Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans	10,451	9,201
Commercial Portfolio Segment [Member]
Impaired loans	10,451	9,201
Income Producing Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Income Producing Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Income Producing Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans	12,934	5,085
Income Producing Portfolio Segment [Member]
Impaired loans	12,934	5,085
Owner Occupied Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Owner Occupied Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Owner Occupied Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans	2,157	1,353
Owner Occupied Portfolio Segment [Member]
Impaired loans	2,157	1,353
Residential Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Residential Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Residential Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans	244	329
Residential Portfolio Segment [Member]
Impaired loans	244	329
Construction Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Construction Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Construction Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans	4,578	9,504
Construction Portfolio Segment [Member]
Impaired loans	4,578	9,504
Home Equity Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Home Equity Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Home Equity Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans	13	123
Home Equity Portfolio Segment [Member]
Impaired loans	13	123
Other Consumer Portfolio Segment [Member] | Fair Value, Inputs, Level 1 [Member]
Impaired loans
Other Consumer Portfolio Segment [Member] | Fair Value, Inputs, Level 2 [Member]
Impaired loans
Other Consumer Portfolio Segment [Member] | Fair Value, Inputs, Level 3 [Member]
Impaired loans		19
Other Consumer Portfolio Segment [Member]
Impaired loans		19
Fair Value, Inputs, Level 1 [Member]
Other real estate owned
Total assets measured at fair value on a nonrecurring basis
Fair Value, Inputs, Level 2 [Member]
Other real estate owned
Total assets measured at fair value on a nonrecurring basis
Fair Value, Inputs, Level 3 [Member]
Other real estate owned	5,194	5,852
Total assets measured at fair value on a nonrecurring basis	35,571	31,466
Other real estate owned	5,194	5,852
Total assets measured at fair value on a nonrecurring basis	$ 35,571	$ 31,466

Note 12 - Fair Value Measurem68

Note 12 - Fair Value Measurements - Fair Values of Financial Instruments (Details) - USD ($) $ in Thousands	Sep. 30, 2016	Jun. 30, 2016	Dec. 31, 2015	Sep. 30, 2015
Fair Value, Inputs, Level 1 [Member] | Mortgage Banking Derivative [Member]
Derivative Asset
Derivative Liability
Fair Value, Inputs, Level 1 [Member] | Interest Rate Swap [Member]
Derivative Asset
Derivative Liability
Fair Value, Inputs, Level 1 [Member]
Cash and due from banks, fair value
Federal funds sold, carrying value
Interest bearing deposits with other banks, carrying value
Estimated fair value	119		115
Federal Reserve and Federal Home Loan Bank stock, fair value
Loans held for sale, fair value
Loans, fair value
Bank owned life insurance, carrying value
Annuity investment, fair value
Noninterest bearing deposits, fair value
Interest bearing deposits, fair value
Certificates of deposit, fair value
Customer repurchase agreements, fair value
Borrowings, fair value
Derivative Liability
Fair Value, Inputs, Level 2 [Member] | Mortgage Banking Derivative [Member]
Derivative Asset
Derivative Liability
Fair Value, Inputs, Level 2 [Member] | Interest Rate Swap [Member]
Derivative Asset	9,030
Derivative Liability			1,417
Fair Value, Inputs, Level 2 [Member]
Cash and due from banks, fair value	10,615		10,270
Federal funds sold, carrying value	5,262		3,791
Interest bearing deposits with other banks, carrying value	503,150		284,302
Estimated fair value	430,330		487,535
Federal Reserve and Federal Home Loan Bank stock, fair value	19,920		16,903
Loans held for sale, fair value	78,118		47,492
Loans, fair value
Bank owned life insurance, carrying value	59,747		58,682
Annuity investment, fair value	11,931		12,136
Noninterest bearing deposits, fair value	1,668,271		1,405,067
Interest bearing deposits, fair value	3,100,492		3,014,122
Certificates of deposit, fair value	789,316		736,973
Customer repurchase agreements, fair value	71,642		72,356
Borrowings, fair value	269,168		69,992
Derivative Liability
Fair Value, Inputs, Level 3 [Member] | Mortgage Banking Derivative [Member]
Derivative Asset	217		24
Derivative Liability			30
Fair Value, Inputs, Level 3 [Member] | Interest Rate Swap [Member]
Derivative Asset
Derivative Liability
Fair Value, Inputs, Level 3 [Member]
Cash and due from banks, fair value
Federal funds sold, carrying value
Interest bearing deposits with other banks, carrying value
Estimated fair value	219		219
Federal Reserve and Federal Home Loan Bank stock, fair value
Loans held for sale, fair value
Loans, fair value	5,485,301		5,000,717
Bank owned life insurance, carrying value
Annuity investment, fair value
Noninterest bearing deposits, fair value
Interest bearing deposits, fair value
Certificates of deposit, fair value
Customer repurchase agreements, fair value
Borrowings, fair value
Derivative Liability	222
Mortgage Banking Derivative [Member]
Derivative Asset	217		24
Derivative Liability			30
Interest Rate Swap [Member]
Derivative Asset	9,030
Derivative Liability			1,417
Interest-bearing Deposits [Member]
Interest bearing deposits, carrying value	3,100,492		3,014,122
Interest bearing deposits, fair value	3,100,492		3,014,122
Noninterestbearing Deposits [Member]
Noninterest bearing deposits, carrying value			1,405,067
Noninterest bearing deposits, fair value			1,405,067
Cash and due from banks, carrying value	10,615		10,270	$ 10,080
Cash and due from banks, fair value	10,615		10,270
Federal funds sold, carrying value	5,262		3,791	4,076
Interest bearing deposits with other banks, carrying value	503,150		284,302	291,898
Estimated fair value	430,668		487,869	524,326
Federal Reserve and Federal Home Loan Bank stock, carrying value	19,920		16,903
Federal Reserve and Federal Home Loan Bank stock, fair value	19,920		16,903
Loans held for sale, carrying value	78,118		47,492	35,713
Loans held for sale, fair value	78,118		47,492
Loans, carrying value	5,481,975		4,998,368	4,776,965
Loans, fair value	5,485,301		5,000,717
Bank owned life insurance, carrying value	59,747		58,682	58,284
Cash Surrender Value of Life Insurance	11,931		12,136
Annuity investment, fair value	11,931		12,136
Noninterest bearing deposits, carrying value	1,668,271		1,405,067	1,402,447
Noninterest bearing deposits, fair value	1,668,271
Interest bearing deposits, carrying value	297,973		178,797	$ 207,716
Certificates of deposit	789,386		739,255
Certificates of deposit, fair value	789,316		736,973
Customer repurchase agreements, carrying value	71,642		72,356
Customer repurchase agreements, fair value	71,642		72,356
Borrowings, carrying value	266,419		70,000
Borrowings, fair value	269,168		$ 69,992
Derivative Liability	$ 222

Note 13 - Supplemental Execut69

Note 13 - Supplemental Executive Retirement Plan (Details Textual) $ in Thousands	3 Months Ended	9 Months Ended
	Sep. 30, 2016USD ($)	Sep. 30, 2016USD ($)	Dec. 31, 2015USD ($)
Supplemental Executive Retirement and Death Benefit Agreements [Member] | Purchased Fixed Annuity for Financing Retirement Benefits [Member] | Other Assets [Member]
Cash Surrender Value of Life Insurance	$ 11,900	$ 11,900
Supplemental Executive Retirement and Death Benefit Agreements [Member] | Purchased Fixed Annuity for Financing Retirement Benefits [Member]
Other Investments	11,400	$ 11,400
Noninterest Income, Other	$ 45
Supplemental Executive Retirement and Death Benefit Agreements [Member]
Time Period for Calculating Base Salary Under SERP Agreements		5 years
Retirement Age	67	67
Share-based Compensation Arrangement by Share-based Payment Award, Award Vesting Period		6 years
Retirement Plan Monthly Installments	180	180
Defined Benefit Plan, Net Periodic Benefit Cost	$ 253	$ 758
Cash Surrender Value of Life Insurance	$ 11,931	$ 11,931	$ 12,136