TriState Capital (TSC) 10-Q 1 May 15 2015 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2015	Apr. 20, 2015
Document and Entity Information [Abstract]
Entity Registrant Name	TriState Capital Holdings, Inc.
Entity Central Index Key	1380846
Document Type	10-Q
Document Period End Date	31-Mar-15
Amendment Flag	FALSE
Document Fiscal Year Focus	2015
Document Fiscal Period Focus	Q1
Current Fiscal Year End Date	-19
Entity Filer Category	Accelerated Filer
Entity Common Stock, Shares Outstanding		28,008,462

Unaudited_Condensed_Consolidat

Unaudited Condensed Consolidated Statements of Financial Condition (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
ASSETS
Cash	$1,403	$411
Interest-earning deposits with other institutions	108,897	99,551
Federal funds sold	4,254	5,748
Cash and cash equivalents	114,554	105,710
Investment securities available-for-sale, at fair value (cost: $152,657 and $167,232, respectively)	152,429	166,572
Investment securities held-to-maturity, at cost (fair value: $37,990 and $40,113, respectively)	37,221	39,591
Total investment securities	189,650	206,163
Loans held-for-investment	2,477,130	2,400,052
Allowance for loan losses	-21,205	-20,273
Loans receivable, net	2,455,925	2,379,779
Accrued interest receivable	6,159	6,279
Investment management fees receivable	6,442	6,818
Federal Home Loan Bank stock	4,130	5,730
Goodwill and other intangibles, net	51,985	52,374
Office properties and equipment, net	4,312	4,128
Bank owned life insurance	53,714	53,323
Deferred tax asset, net	11,591	11,874
Prepaid expenses and other assets	17,649	14,679
Total assets	2,916,111	2,846,857
Liabilities:
Deposits	2,441,956	2,336,953
Borrowings	125,000	165,000
Accrued interest payable on deposits and borrowings	1,098	1,735
Accrued earnout liability related to Chartwell acquisition	17,236	17,236
Other accrued expenses and other liabilities	22,652	20,543
Total liabilities	2,607,942	2,541,467
Shareholders’ Equity:
Preferred stock, no par value; Shares authorized - 150,000, Shares issued - none	0	0
Common stock, no par value; Shares authorized - 45,000,000; Shares issued - 28,995,695 and 28,739,779, respectively; Shares outstanding - 28,008,462 and 28,060,888, respectively	280,895	280,895
Additional paid-in capital	9,692	9,253
Retained earnings	27,671	22,615
Accumulated other comprehensive income (loss), net	-345	-627
Treasury stock (987,233 and 678,891 shares, respectively)	-9,744	-6,746
Total shareholders’ equity	308,169	305,390
Total liabilities and shareholders’ equity	$2,916,111	$2,846,857

Unaudited_Condensed_Consolidat1

Unaudited Condensed Consolidated Statements of Financial Condition (Parenthetical) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, except Share data, unless otherwise specified
Statement of Financial Position [Abstract]
Shares Authorized, Preferred Stock (shares)	150,000	150,000
Par Value, Preferred Stock (usd per share)	$0	$0
Par Value, Common Stock (usd per share)	$0	$0
Shares Authorized, Common Stock (shares)	45,000,000	45,000,000
Shares Issued, Common Stock (shares)	28,995,695	28,739,779
Shares Outstanding, Common Stock (shares)	28,008,462	28,060,888
Treasury Stock (shares)	987,233	678,891
Investments AFS (cost)	$152,657	$167,232
Investments HTM (fair value)	$37,990	$40,113

Unaudited_Condensed_Consolidat2

Unaudited Condensed Consolidated Statements of Income (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest income:
Loans	$19,100	$17,324
Investments	792	833
Interest-earning deposits	103	151
Total interest income	19,995	18,308
Interest expense:
Deposits	2,892	2,425
Borrowings	647	21
Total interest expense	3,539	2,446
Net interest income	16,456	15,862
Provision for loan losses	925	608
Net interest income after provision for loan losses	15,531	15,254
Non-interest income:
Investment management fees	7,655	2,454
Service charges	163	130
Net gain on the sale of investment securities available-for-sale	17	1,014
Swap fees	317	154
Commitment and other fees	507	494
Other income	399	234
Total non-interest income	9,058	4,480
Non-interest expense:
Compensation and employee benefits	11,414	8,238
Premises and occupancy costs	1,122	905
Professional fees	876	900
FDIC insurance expense	468	408
General insurance expense	294	253
State capital shares tax	273	314
Travel and entertainment expense	526	435
Data processing expense	262	223
Intangible amortization expense	389	130
Other operating expenses	1,478	986
Total non-interest expense	17,102	12,792
Income before tax	7,487	6,942
Income tax expense	2,431	2,326
Net income	$5,056	$4,616
Earnings per common share:
Basic (in dollars per share)	$0.18	$0.16
Diluted (in dollars per share)	$0.18	$0.16

Unaudited_Condensed_Consolidat3

Unaudited Condensed Consolidated Statements of Comprehensive Income (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Net income	$5,056	$4,616
Other comprehensive income (loss):
Increase in unrealized holding gains net of tax of $(171) and $(710), respectively	293	1,273
Reclassification adjustment for gains included in net income, net of tax of $6 and $363, respectively	-11	-651
Other comprehensive income (loss)	282	622
Total comprehensive income	$5,338	$5,238

Unaudited_Condensed_Consolidat4

Unaudited Condensed Consolidated Statements of Comprehensive Income (Parenthetical) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Statement of Comprehensive Income [Abstract]
Increase (decrease) in unrealized holding gains tax	($171)	($710)
Reclassification adjustment for (gains) included in net income tax	$6	$363

Unaudited_Condensed_Consolidat5

Unaudited Condensed Consolidated Statements of Changes in Shareholders' Equity (USD $)	Total	Common Stock	Additional Paid-in-Capital	Retained Earnings (Accumulated Deficit)	Accumulated Other Comprehensive Income (Loss), net	Treasury Stock	Treasury Stock
In Thousands, unless otherwise specified							Common Stock
Beginning Balance at Dec. 31, 2013	$293,945	$280,531	$8,471	$6,687	($1,744)	$0
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	4,616			4,616
Other comprehensive income (loss)	622				622
Stock-based compensation	199		199
Ending Balance at Mar. 31, 2014	299,382	280,531	8,670	11,303	-1,122	0
Beginning Balance at Sep. 30, 2014
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Treasury Stock, Value, Acquired, Cost Method							-6,700
Ending Balance at Dec. 31, 2014	305,390	280,895	9,253	22,615	-627	-6,746
Increase (Decrease) in Stockholders' Equity [Roll Forward]
Net income	5,056			5,056
Other comprehensive income (loss)	282				282
Stock-based compensation	439		439
Treasury Stock, Value, Acquired, Cost Method	-2,998					-2,998	-3,000
Ending Balance at Mar. 31, 2015	$308,169	$280,895	$9,692	$27,671	($345)	($9,744)

Unaudited_Condensed_Consolidat6

Unaudited Condensed Consolidated Statements of Cash Flows (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Cash Flows from Operating Activities:
Net income	$5,056	$4,616
Adjustments to reconcile net income to net cash provided by (used in) operating activities:
Depreciation and intangible amortization expense	724	423
Amortization of deferred financing costs	51	0
Provision for loan losses	925	608
Stock-based compensation expense	439	199
Net gain on the sale of investment securities available-for-sale	-17	-1,014
Net amortization of premiums and discounts	213	474
Decrease (increase) in investment management fees receivable	376	-1,431
Decrease in accrued interest receivable	120	143
Increase (decrease) in accrued interest payable	-637	8
Bank owned life insurance income	-391	-314
Decrease in income taxes payable	0	-160
Decrease (increase) in prepaid income taxes	717	-1,106
Other, net	-1,512	-3,252
Net cash provided by (used in) operating activities	6,064	-806
Cash Flows from Investing Activities:
Purchase of investment securities available-for-sale	-53	0
Purchase of investment securities held-to-maturity	-2,663	0
Proceeds from the sale of investment securities available-for-sale	9,734	24,424
Principal repayments and maturities of investment securities available-for-sale	4,746	3,649
Principal repayments and maturities of investment securities held-to-maturity	5,000	0
Net redemption of Federal Home Loan Bank stock	1,600	0
Net increase in loans held-for-investment	-77,071	-71,657
Proceeds from loan sales	0	1,089
Additions to office properties and equipment	-518	-154
Acquisition, net of acquired cash	0	-42,912
Net cash used in investing activities	-59,225	-85,561
Cash Flows from Financing Activities:
Net increase in deposit accounts	105,003	231,258
Net decrease in Federal Home Loan Bank advances	-40,000	0
Purchase of treasury stock	-2,998	0
Net cash provided by financing activities	62,005	231,258
Net change in cash and cash equivalents during the period	8,844	144,891
Cash and cash equivalents at beginning of the period	105,710	146,558
Cash and cash equivalents at end of the period	114,554	291,449
Cash paid during the year for:
Interest	4,126	2,439
Income taxes	1,596	3,592
Acquisition of non-cash assets and liabilities:
Assets acquired	0	6,351
Liabilities assumed	0	1,647
Other non-cash activity:
Loan foreclosures and repossessions	396	0
Contingent consideration	$0	$15,465

Summary_of_Significant_Account

Summary of Significant Accounting Policies	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES	SUMMARY OF SIGNIFICANT ACCOUNTING POLICIES
	NATURE OF OPERATION
	TriState Capital Holdings, Inc. ("we", "us", "our" or the “Company”) is a registered bank holding company pursuant to the Bank Holding Company Act of 1956, as amended. The Company has three wholly-owned subsidiaries: TriState Capital Bank (the “Bank”), a Pennsylvania-chartered state bank; Chartwell Investment Partners, Inc. ("Chartwell"), a registered investment advisor; and Chartwell TSC Securities Corp. ("CTSC Securities"), which is applying to be registered as a broker/dealer with the Securities and Exchange Commission ("SEC") and Financial Industry Regulatory Authority ("FINRA"). Chartwell Investment Partners, Inc. was established through the acquisition of substantially all the assets of Chartwell Investment Partners, LP, which was effective March 5, 2014.
	The Bank was established to serve the commercial banking and private banking needs of middle-market businesses and high-net-worth individuals. Chartwell provides investment management services to institutional, sub-advisory, and separately managed account clients. CTSC Securities was capitalized in May 2014, with a primary business of providing distribution and marketing efforts for the proprietary investment products provided by Chartwell, including shares of mutual funds advised and/or administered by Chartwell and private funds advised and/or administered by Chartwell.
	Regulatory approval was received and the Bank commenced operations on January 22, 2007. The Company and the Bank are subject to regulatory examination by the Federal Deposit Insurance Corporation (“FDIC”), the Pennsylvania Department of Banking and Securities, and the Federal Reserve. Chartwell is a registered investment advisor regulated by the SEC. CTSC Securities, once registered, will be a broker/dealer regulated by the SEC and FINRA.
	The Bank conducts business through its main office located in Pittsburgh, Pennsylvania, as well as its four additional representative offices in Cleveland, Ohio; Philadelphia, Pennsylvania; Princeton, New Jersey; and New York, New York. Chartwell conducts business through its office located in Berwyn, Pennsylvania and CTSC Securities will conduct business through its office located in Pittsburgh, Pennsylvania.
	USE OF ESTIMATES
	The preparation of financial statements in conformity with generally accepted accounting principles (“GAAP”) in the United States of America requires management to make estimates and assumptions that affect the reported amounts of certain assets and liabilities, disclosure of contingent assets and liabilities as of the date of the financial statements, and the reported amounts of related revenue and expense during the reporting period. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than those anticipated in the estimates, which could materially affect the financial results of our operations and financial condition.
	The material estimates that are particularly susceptible to significant changes relate to the determination of the allowance for loan losses, evaluation of goodwill and other intangible assets for impairment, and deferred income taxes and its related recoverability, which are discussed later in this section.
	CONSOLIDATION
	The consolidated financial statements include the accounts of the Company and its wholly-owned subsidiaries, the Bank, Chartwell (since the acquisition on March 5, 2014) and CTSC Securities (since its initial capitalization in May 2014), after elimination of inter-company accounts and transactions. The accounts of the Bank, in turn, include its wholly-owned subsidiary, Meadowood Asset Management, LLC, after elimination of inter-company accounts and transactions. The unaudited consolidated financial statements of the Company presented herein have been prepared pursuant to rules of the Securities and Exchange Commission for quarterly reports on form 10-Q and do not include all of the information and note disclosures required by GAAP for a full year presentation. In the opinion of management, all adjustments (consisting of normal recurring adjustments) and disclosures, considered necessary for the fair presentation of the accompanying consolidated financial statements, have been included. Interim results are not necessarily reflective of the results of the entire year. The accompanying consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto for the fiscal year ended December 31, 2014, included in the Company's Annual Report on Form 10-K.
	CASH AND CASH EQUIVALENTS
	For purposes of reporting cash flows, the Company has defined cash and cash equivalents as cash, interest-earning deposits with other institutions, federal funds sold, and short-term investments which have an original maturity of 90 days or less.
	INVESTMENT SECURITIES
	The Company’s investments are classified as either: (1) held-to-maturity – debt securities that the Company intends to hold until maturity and are reported at amortized cost; (2) trading securities – debt and certain equity securities bought and held principally for the purpose of selling them in the near term and reported at fair value, with unrealized gains and losses included in earnings; or (3) available-for-sale – debt and certain equity securities not classified as either held-to-maturity or trading securities and reported at fair value, with changes in fair value reported as a component of accumulated other comprehensive income (loss).
	The cost of securities sold is determined on a specific identification basis. Amortization of premiums and accretion of discounts are recorded as interest income from investments over the life of the security utilizing the level yield method. We evaluate impaired investment securities quarterly to determine if impairments are temporary or other-than-temporary. For impaired debt securities, management first determines whether it intends to sell or if it is more-likely than not that it will be required to sell the impaired securities. This determination considers current and forecasted liquidity requirements, regulatory and capital requirements and securities portfolio management. If the Company intends to sell a security with a fair value below amortized cost or if it is more-likely than not that it will be required to sell such a security before recovery, an other-than-temporary impairment (“OTTI”) charge is recorded through current period earnings for the full decline in fair value below amortized cost. For debt securities that the Company does not intend to sell or it is more likely than not that it will not be required to sell before recovery, an OTTI charge is recorded through current period earnings for the amount of the valuation decline below amortized cost that is attributable to credit losses. The remaining difference between the debt security’s fair value and amortized cost (that is, the decline in fair value not attributable to credit losses) is recognized in other comprehensive income (loss), in the consolidated statement of comprehensive income as well as the shareholders’ equity section of the consolidated statement of financial condition, on an after-tax basis.
	LOANS
	Loans and leases are stated at unpaid principal balances, net of deferred loan fees and costs. Interest income on loans is accrued at the contractual rate on the principal amount outstanding and includes the amortization of deferred loan fees and costs. Deferred loan fees and costs are amortized to interest income over the life of the loan, taking into consideration scheduled payments and prepayments.
	The Company considers a loan to be a Troubled Debt Restructuring (“TDR”) when there is a concession made to a financially troubled borrower without adequate consideration provided to the Company. Once a loan is deemed to be a TDR, the Company considers whether the loan should be placed in non-accrual status. In assessing accrual status, the Company considers the likelihood that repayment and performance according to modified terms will be achieved, as well as the borrower’s historical payment performance. A loan is designated and reported as TDR until such loan is either paid-off or sold, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is fully expected that the remaining principal and interest will be collected according to the restructured agreement.
	The recognition of interest income on a loan is discontinued when, in management's opinion, it is probable the borrower is unable to meet payments as they become due or when the loan becomes 90 days past due, whichever occurs first. All unpaid accrued interest on such loans is reversed. Such interest ultimately collected is applied to reduce principal if there is doubt about the collectability of principal. If a borrower brings a loan current for which accrued interest has been reversed, then the recognition of interest income on the loan is resumed, once the loan has been current for a period of six consecutive months or greater.
	The Company is a party to financial instruments with off-balance sheet risk (commitments to extend credit) in the normal course of business to meet the financing needs of its customers. Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the commitment. Commitments generally have fixed expiration dates or other termination clauses (i.e. demand loans) and may require payment of a fee. Since some of the commitments are expected to expire without being drawn upon, the total commitment amount does not necessarily represent future cash requirements. The Company evaluates each customer's credit worthiness on a case-by-case basis using the same credit policies in making commitments and conditional obligations as it does for on-balance sheet instruments. The amount of collateral obtained, if deemed necessary by the Company upon extension of a commitment, is based on management's credit evaluation of the borrower.
	OTHER REAL ESTATE OWNED
	Real estate, other than bank premises, is recorded at the lower of the related original loan balance or fair value less estimated selling costs at the time of acquisition. Fair value is determined based on an independent appraisal. Expenses related to holding the property are charged against earnings in the current period. Depreciation is not recorded on the other real estate owned (“OREO”) properties.
	ALLOWANCE FOR LOAN LOSSES
	The allowance for loan losses is established through provisions for loan losses that are charged to operations. Loans are charged against the allowance for loan losses when management believes that the principal is uncollectible. If, at a later time, amounts are recovered with respect to loans previously charged off, the recovered amount is credited to the allowance for loan losses.
	The allowance is appropriate, in management's judgment, to cover probable losses inherent in the loan portfolio as of March 31, 2015 and December 31, 2014. Management’s judgment takes into consideration general economic conditions, diversification and seasoning of the loan portfolio, historic loss experience, identified credit problems, delinquency levels and adequacy of collateral. Although management believes it has used the best information available to it in making such determinations, and that the present allowance for loan losses is adequate, future adjustments to the allowance may be necessary, and net income may be adversely affected if circumstances differ substantially from the assumptions used in determining the level of the allowance. In addition, as an integral part of their periodic examination, certain regulatory agencies review the adequacy of the Bank’s allowance for loan losses and may direct the Bank to make additions to the allowance based on their judgments about information available to them at the time of their examination.
	The components of the allowance for loan losses represent estimates based upon Accounting Standards Codification (“ASC”) Topic 450, Contingencies, and ASC Topic 310, Receivables. ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages, consumer lines of credit and commercial loans that are not individually evaluated for impairment under ASC Topic 310. ASC Topic 310 is applied to commercial and consumer loans that are individually evaluated for impairment.
	Under ASC Topic 310, a loan is impaired, based upon current information and events, in management's opinion, when it is probable that the loan will not be repaid according to its original contractual terms, including both principal and interest, or if a loan is designated as a TDR. Management performs individual assessments of impaired loans to determine the existence of loss exposure based upon future cash flows or where a loan is collateral dependent, based upon the fair value of the collateral less estimated selling costs.
	In estimating probable loan loss under ASC Topic 450 management considers numerous factors, including historical charge-off rates and subsequent recoveries. Management also considers, but is not limited to, qualitative factors that influence our credit quality, such as delinquency and non-performing loan trends, changes in loan underwriting guidelines and credit policies, as well as the results of internal loan reviews. Finally, management considers the impact of changes in current local and regional economic conditions in the markets that we serve. Assessment of relevant economic factors indicates that some of the Company’s primary markets historically tend to lag the national economy, with local economies in our primary market areas also improving or weakening, as the case may be, but at a more measured rate than the national trends.
	Management bases the computation of the allowance for loan losses under ASC Topic 450 on two factors: the primary factor and the secondary factor. The primary factor is based on the inherent risk identified by management within each of the Company's three loan portfolios based on the historical loss experience of each loan portfolio and the loss emergence period. Management has developed a methodology that is applied to each of the three primary loan portfolios, consisting of commercial and industrial, commercial real estate and private banking. As the loan loss history, mix and risk ratings of each loan portfolio change, the primary factor adjusts accordingly. The allowance for loan losses related to the primary factor is based on our estimates as to probable losses for each loan portfolio. The secondary factor is intended to capture risks related to events and circumstances that management believes may impact the performance of the loan portfolio. Although this factor is more subjective in nature, the methodology focuses on internal and external trends in pre-specified categories (risk factors) and applies a quantitative percentage which drives the secondary factor. There are nine risk factors and each risk factor is assigned a reserve level, based on management's judgment as to the probable impact of each risk factor on each loan portfolio and is monitored on a quarterly basis. As the trend in any risk factor changes, a corresponding change occurs in the reserve associated with each respective risk factor, such that the secondary factor remains current to changes in each loan portfolio.
	The Company also maintains a reserve for losses on unfunded commitments. This reserve is reflected as a component of other liabilities and, in management’s judgment, is sufficient to cover probable losses inherent in the commitments. Management tracks the level and trends in unused commitments and takes into consideration the same factors as those considered for purposes of the allowance for loan losses on outstanding loans.
	INVESTMENT MANAGEMENT FEES
	The Company recognizes investment management fee revenue when the advisory services are performed. Fees are based on assets under management and are calculated pursuant to individual client contracts. Investment management fees are generally paid on a quarterly basis. In a limited number of cases, the Company may earn a performance fee based on investment performance achieved versus a stated benchmark. In such cases, performance fees are not recognized until the end of the stated measurement period. Performance fees are included in investment management fee revenue in the consolidated statements of income.
	Investment management fees receivable represent amounts due for contractual investment management services provided to the Company’s clients, primarily institutional investors, mutual funds and individual investors. Management performs credit evaluations of its customers’ financial condition when it is deemed to be necessary, and does not require collateral. The Company provides an allowance for uncollectible accounts based on specifically identified receivables. Investment management fees receivable are considered delinquent when payment is not received within contractual terms and are charged off against the allowance for uncollectible accounts when management determines that recovery is unlikely and the Company ceases its collection efforts. There was no bad debt expense recorded for the three months ended March 31, 2015 and 2014, and there was no allowance for uncollectible accounts recorded as of March 31, 2015 and December 31, 2014.
	FEDERAL HOME LOAN BANK STOCK
	The Company is a member of the Federal Home Loan Bank of Pittsburgh (“FHLB”). Member institutions are required to invest in FHLB stock. The stock is carried at cost, which approximates its liquidation value, and it is evaluated for impairment based on the ultimate recoverability of the par value. The following matters are considered by management when evaluating the FHLB stock for impairment: the ability of the FHLB to make payments required by law or regulation and the level of such payments in relation to the operating performance of the FHLB; the impact of legislative and regulatory changes on the institution and its customer base; and the Company's intent and ability to hold its FHLB stock for the foreseeable future. Management believes the Company's holdings in the FHLB stock are ultimately recoverable at par value, as of March 31, 2015. Cash and stock dividends are reported as non-interest income, in the consolidated statements of income.
	BUSINESS COMBINATIONS
	We account for business combinations using the acquisition method of accounting. Under this method of accounting, the acquired company’s net assets are recorded at fair value as of the date of acquisition, and the results of operations of the acquired company are combined with our results from that date forward. Acquisition costs are expensed when incurred. The difference between the purchase price and the fair value of the net assets acquired (including identified intangibles) is recorded as goodwill.
	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. Other intangible assets that have finite lives, such as trade name, client relationships and non-compete agreements are amortized over their estimated useful lives and subject to periodic impairment testing. Other intangible assets are amortized on a straight-line basis over their estimated useful lives which range from four to twenty years. Goodwill and other intangible assets are subject to impairment testing at the reporting unit level, which is conducted at least annually.
	OFFICE PROPERTIES AND EQUIPMENT
	Office properties and equipment are stated at cost less accumulated depreciation. Depreciation is computed on the straight-line method over the estimated useful lives of the related assets, except for leasehold improvements which are amortized over the terms of the respective leases or the estimated useful lives of the improvements, whichever is shorter. Estimated useful lives are dependent upon the nature and condition of the asset and range from three to ten years. Repairs and maintenance are charged to expense as incurred, while improvements which extend the useful life are capitalized and depreciated to operating expense over the estimated remaining life of the asset. When the Bank receives an allowance for improvements to be made to one of its leased offices, we record the allowance as a deferred liability and recognize it as a reduction to rent expense over the life of the related lease.
	BANK OWNED LIFE INSURANCE
	Bank owned life insurance (“BOLI”) policies on certain officers and employees are recorded at net cash surrender value on the consolidated statements of financial condition. Upon termination of the BOLI policy the Company receives the cash surrender value. BOLI benefits are payable to the Company upon death of the insured. Changes in net cash surrender value are recognized as non-interest income or expense in the consolidated statements of income.
	DEPOSITS
	Deposits are stated at principal outstanding and interest on deposits is accrued and charged to expense daily and is paid or credited in accordance with the terms of the respective accounts.
	BORROWINGS
	The Company records FHLB advances and subordinated notes payable at their principal amount. Interest expense is recognized based on the coupon rate of the obligations. Costs associated with the acquisition of subordinated notes payable are amortized over the expected term of the borrowing.
	EARNINGS PER COMMON SHARE
	Basic earnings per common share ("EPS") is computed by dividing net income available to common shareholders by the weighted average number of common shares outstanding for the period, excluding non-vested restricted stock. Diluted EPS reflects the potential dilution of upon the exercise of stock options and vesting of restricted stock awards granted utilizing the treasury stock method.
	INCOME TAXES
	The Company utilizes the asset and liability method of accounting for income taxes. Under this method, deferred tax assets and liabilities are recognized for the tax effects of differences between the financial statement and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using the enacted tax rates expected to apply to taxable income in the years in which those temporary differences are expected to be recovered or settled. The effect on deferred tax assets and liabilities with regard to a change in tax rates is recognized in income in the period that includes the enactment date. Management assesses all available evidence to determine the amount of deferred tax assets that are more-likely-than-not to be realized. The available evidence used in connection with the assessments includes taxable income in prior periods, projected taxable income, potential tax planning strategies and projected reversals of deferred tax items. These assessments involve a degree of subjectivity and may undergo significant change. Changes to the evidence used in the assessments could have a material adverse effect on the Company’s results of operations in the period in which they occur. It is the Company’s policy to recognize interest and penalties, if any, related to unrecognized tax benefits in income tax expense in the consolidated statement of income.
	FAIR VALUE MEASUREMENT
	Fair value is defined as the exchange price that would be received to sell an asset or paid to transfer a liability in a principal or most advantageous market for the asset or liability in an orderly transaction between market participants as of the measurement date, using assumptions market participants would use when pricing an asset or liability. An orderly transaction assumes exposure to the market for a customary period for marketing activities prior to the measurement date and not a forced liquidation or distressed sale. Fair value measurement and disclosure guidance provides a three-level hierarchy that prioritizes the inputs of valuation techniques used to measure fair value into three broad categories:
	•	Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities.
	•	Level 2 – Observable inputs such as quoted prices for similar assets and liabilities in active markets, quoted prices for similar assets and liabilities in markets that are not active, or other inputs that are observable or can be corroborated by observable market data.
	•	Level 3 – Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. This includes certain pricing models, discounted cash flow methodologies, and similar techniques that use significant unobservable inputs.
	Fair value may be recorded for certain assets and liabilities every reporting period on a recurring basis or under certain circumstances, on a non-recurring basis.
	STOCK-BASED COMPENSATION
	The Company accounts for its stock-based compensation awards based on estimated fair values, for all share-based awards, including stock options and restricted stock, made to employees and directors.
	The Company accounts for stock-based employee compensation in accordance with the fair value recognition provisions of ASC 718, Compensation – Stock Compensation. As a result, compensation cost for all share-based payments is based on the grant-date fair value estimated in accordance with ASC 718. The value of the portion of the award that is ultimately expected to vest is included in stock-based employee compensation cost in the consolidated statement of income and recorded as a component of additional paid-in capital, for equity-based awards. Compensation expense for all awards is recognized on a straight-line basis over the requisite service period for the entire grant.
	ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
	Unrealized holding gains and the non-credit component of losses on the Company’s investment securities available-for-sale are included in accumulated other comprehensive income (loss), net of applicable income taxes. Also included in accumulated other comprehensive income (loss) is the remaining unamortized balance of the unrealized holding gains (non-credit losses), net of applicable income taxes, that existed on the transfer date for investment securities reclassified into the held-to-maturity category from the available-for-sale category.
	TREASURY STOCK
The repurchase of the Company's common stock is recorded at cost. At the time of reissuance, the treasury stock account is reduced using the average cost method. Gains and losses on the reissuance of common stock are recorded in additional paid-in capital, to the extent additional paid-in capital from any previous net gains on treasury share transactions exists. Any net deficiency is charged to retained earnings.
RECENT ACCOUNTING DEVELOPMENTS
In April 2015, the FASB issued Accounting Standards Update ("ASU") 2015-03, "Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs." This AUS requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuance costs are not affected by the amendments in this update. For public business entities, the amendments in this update are effective for financial statements issued for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years. Early adoption of the amendments in this update is permitted for financial statements that have not been previously issued. An entity should apply the new guidance on a retrospective basis, wherein the balance sheet of each individual period presented should be adjusted to reflect the period-specific effects of applying the new guidance. Upon transition, an entity is required to comply with the applicable disclosures for a change in an accounting principle. These disclosures include the nature of and reason for the change in accounting principle, the transition method, a description of the prior-period information that has been retrospectively adjusted, and the effect of the change on the financial statement line items (that is, debt issuance cost asset and the debt liability). The adoption of ASU 2015-03 is not expected to have a material impact on the Company’s consolidated financial statements.
In February 2015, the FASB issued ASU No. 2015-02, "Consolidation (Topic 810): Amendments to the Consolidation Analysis." This ASU changes the way reporting enterprises evaluate whether (a) they should consolidate limited partnerships and similar entities, (b) fees paid to a decision maker or service provider are variable interests in a variable interest entity (VIE), and (c) variable interests in a VIE held by related parties of the reporting enterprise require the reporting enterprise to consolidate the VIE. It also eliminates the VIE consolidation model based on majority exposure to variability that applied to certain investment companies and similar entities. The new guidance excludes money market funds that are required to comply with Rule 2a-7 of the Investment Company Act of 1940 and similar entities from the U.S. GAAP consolidation requirements. The new consolidation guidance is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2015. At the effective date, all previous consolidation analyses that the guidance affects must be reconsidered. This includes the consolidation analyses for all VIEs and for all limited partnerships and similar entities that previously were consolidated by the general partner even though the entities were not VIEs. Early adoption is permitted, including early adoption in an interim period. If a reporting enterprise chooses to early adopt in an interim period, adjustments resulting from the revised consolidation analyses must be reflected as of the beginning of the fiscal year that includes that interim period. The adoption of ASU 2015-02 is not expected to have a material impact on the Company’s consolidated financial statements.
In January 2015, the FASB issued ASU No. 2015-01, "Income Statement - Extraordinary and Unusual Items (Subtopic 225-20): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items." This ASU eliminates the concept of extraordinary items from U.S. GAAP as part of its simplification initiative. The ASU does not affect disclosure guidance for events or transactions that are unusual in nature or infrequent in their occurrence. The ASU is effective for interim and annual periods in fiscal years beginning after December 15, 2015. The ASU allows prospective or retrospective application. Early adoption is permitted if applied from the beginning of the fiscal year of adoption. The effective date is the same for both public entities and all other entities. The adoption of ASU 2015-01 is not expected to have a material impact on the Company’s consolidated financial statements.
In November 2014, the FASB issued ASU 2014-16, "Derivatives and Hedging (Topic 815)," which will require an entity to determine the nature of the host contract by considering the economic characteristics and risks of the entire hybrid financial instrument issued in the form of a share, including the embedded derivative feature that is being evaluated for separate accounting from the host contract when evaluating whether the host contract is more akin to debt or equity. In evaluating the stated and implied substantive terms and features, the existence or omission of any single term or feature does not necessarily determine the economic characteristics and risks of the host contract. Although an individual term or feature may weigh more heavily in the evaluation on the basis of facts and circumstances, an entity should use judgment based on an evaluation of all the relevant terms and features. This update is effective for public business entities for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. The effects of initially adopting the amendments should be applied on a modified retrospective basis to existing hybrid financial instruments issued in the form of a share as of the beginning of the fiscal year for which the amendment is effective. Retrospective application is permitted to all relevant prior periods. Early adoption, including adoption in an interim period, is permitted. If an entity early adopts the amendments in an interim period, any adjustments shall be reflected as of the beginning of the fiscal year that includes that interim period. The adoption of ASU 2014-16 is not expected to have a material impact on the Company’s consolidated financial statements.
In August 2014, the FASB issued ASU No. 2014-15, "Presentation of Financial Statements - Going Concern (Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern." This ASU describes how an entity’s management should assess whether there are conditions and events that raise substantial doubt about an entity’s ability to continue as a going concern within one year after the date that the financial statements are issued. Management should consider both quantitative and qualitative factors in making its assessment. If after considering management’s plans, substantial doubt about an entity’s going concern is alleviated, an entity shall disclose information in the footnotes that enables the users of the financial statements to understand the events that raised the going concern and how management’s plan alleviated this concern. If after considering management’s plans, substantial doubt about an entity’s going concern is not alleviated, the entity shall disclose in the footnotes indicating that a substantial doubt about the entity’s going concern exists within one year of the date of the issued financial statements. Additionally, the entity shall disclose the events that led to this going concern and management’s plans to mitigate them. The new standard applies to all entities for the first annual period ending after December 15, 2016, and for annual and interim periods thereafter. Early application is permitted. The adoption of ASU 2014-15 is not expected to have a material impact on the Company’s consolidated financial statements.
In June 2014, the FASB issued ASU No. 2014-12, "Accounting for Share-Based Payments When the Terms of an Award Provide That a Performing Target Could Be Achieved after the Requisite Service Period." This ASU requires a reporting entity to treat a performance target that affects vesting and that could be achieved after the requisite service period as a performance condition. A reporting entity should apply FASB ASC Topic 718, Compensation-Stock Compensation, to awards with performance conditions that affect vesting. This update is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2015, for all entities. Early adoption is permitted. ASU 2014-12 may be adopted either prospectively for share-based payment awards granted or modified on or after the effective date, or retrospectively, using a modified retrospective approach. The modified retrospective approach would apply to share-based payment awards outstanding as of the beginning of the earliest annual period presented in the financial statements on adoption, and to all new or modified awards thereafter. The adoption of ASU 2014-12 is not expected to have a material impact on the Company’s consolidated financial statements.
In May 2014, the FASB issued ASU No. 2014-09, "Revenue from Contracts with Customers (Topic 606)." This ASU implements a common revenue standard that clarifies the principles for recognizing revenue. The core principle of this update is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. ASU 2014-09 establishes a five-step model which entities must follow to recognize revenue and removes inconsistencies and weaknesses in existing guidance. This update is effective for public business entities for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2016. The adoption of ASU 2014-09 is not expected to have a material impact on the Company’s consolidated financial statements.
RECLASSIFICATION
Certain items previously reported have been reclassified to conform with the current year’s reporting presentation and are considered immaterial.

Investment_Securities

Investment Securities	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
INVESTMENT SECURITIES	INVESTMENT SECURITIES
	Investment securities available-for-sale and held-to-maturity are comprised of the following:
		31-Mar-15
	(Dollars in thousands)	Amortized		Gross Unrealized		Gross Unrealized			Estimated
		Cost		Appreciation		Depreciation			Fair Value
	Investment securities available-for-sale:
	Corporate bonds	$	23,275	$	16	$	32		$	23,259
	Trust preferred securities	17,480		—		478			17,002
	Non-agency mortgage-backed securities	9,518		—		44			9,474
	Agency collateralized mortgage obligations	55,021		117		89			55,049
	Agency mortgage-backed securities	30,512		454		118			30,848
	Agency debentures	8,688		17		—			8,705
	Equity securities (short-duration, high-yield-bond mutual fund)	8,163		—		71			8,092
	Total investment securities available-for-sale	152,657		604		832			152,429
	Investment securities held-to-maturity:
	Corporate bonds	14,451		474		—			14,925
	Municipal bonds	22,770		302		7			23,065
	Total investment securities held-to-maturity	37,221		776		7			37,990
	Total	$	189,878	$	1,380	$	839		$	190,419
		31-Dec-14
	(Dollars in thousands)	Amortized		Gross Unrealized		Gross Unrealized			Estimated
		Cost		Appreciation		Depreciation			Fair Value
	Investment securities available-for-sale:
	Corporate bonds	$	31,833	$	3	$	168		$	31,668
	Trust preferred securities	17,446		—		645			16,801
	Non-agency mortgage-backed securities	11,617		—		32			11,585
	Agency collateralized mortgage obligations	56,984		127		248			56,863
	Agency mortgage-backed securities	32,564		502		186			32,880
	Agency debentures	8,678		59		—			8,737
	Equity securities (short-duration, high-yield-bond mutual fund)	8,110		—		72			8,038
	Total investment securities available-for-sale	167,232		691		1,351			166,572
	Investment securities held-to-maturity:
	Corporate bonds	14,452		335		—			14,787
	Agency debentures	5,000		1		—			5,001
	Municipal bonds	20,139		201		15			20,325
	Total investment securities held-to-maturity	39,591		537		15			40,113
	Total	$	206,823	$	1,228	$	1,366		$	206,685
	Interest income on investment securities included $648,000 in taxable interest income, $90,000 in non-taxable interest income and $54,000 in dividend income for the three months ended March 31, 2015, as compared to taxable interest income of $743,000 and non-taxable interest income of $90,000, for the three months ended March 31, 2014. There was no dividend income on investment securities during the three months ended March 31, 2014.
	As of March 31, 2015, the contractual maturities of the debt securities are:
		31-Mar-15
		Available-for-Sale					Held-to-Maturity
	(Dollars in thousands)	Amortized		Estimated			Amortized			Estimated
		Cost		Fair Value			Cost			Fair Value
	Due in one year or less	$	—	$	—		$	—		$	—
	Due from one to five years	27,275		27,261			8,219			8,587
	Due from five to ten years	6,420		6,437			23,683			23,974
	Due after ten years	110,799		110,639			5,319			5,429
	Total debt securities	$	144,494	$	144,337		$	37,221		$	37,990
	Included in the $110.6 million fair value of debt securities available-for-sale with a contractual maturity due after ten years as of March 31, 2015, were $95.1 million, or 86.0%, in floating-rate securities.
	Prepayments may shorten the contractual lives of the collateralized mortgage obligations and mortgage-backed securities.
	Proceeds from the sale of investment securities available-for-sale during the three months ended March 31, 2015 and 2014, were $9.7 million and $24.4 million, respectively. Gross gains of $34,000 and $1.0 million were realized on these sales and reclassified out of accumulated other comprehensive income (loss) during the three months ended March 31, 2015 and 2014, respectively. There were $17,000 and $1,000 in gross losses realized during the three months ended March 31, 2015 and 2014, on investment securities available-for-sale.
	Investment securities available-for-sale of $7.7 million, as of March 31, 2015, were held in safekeeping at the FHLB and were included in the calculation of borrowing capacity.
	The following tables show the fair value and gross unrealized losses on investment securities available-for-sale and held-to-maturity, aggregated by investment category and length of time that the individual securities have been in a continuous unrealized loss position as of March 31, 2015 and December 31, 2014, respectively:
		March 31, 2015
		Less than 12 Months					12 Months or More					Total
	(Dollars in thousands)	Fair value		Unrealized losses			Fair value			Unrealized losses		Fair value		Unrealized losses
	Investment securities available-for-sale:
	Corporate bonds	$	20,611	$	32		$	—		$	—	$	20,611	$	32
	Trust preferred securities	12,627		374			4,375			104		17,002		478
	Non-agency mortgage-backed securities	9,474		44			—			—		9,474		44
	Agency collateralized mortgage obligations	8,891		17			30,016			72		38,907		89
	Agency mortgage-backed securities	—		—			11,777			118		11,777		118
	Equity securities	8,092		71			—			—		8,092		71
	Total investment securities available-for-sale	59,695		538			46,168			294		105,863		832
Investment securities held-to-maturity:
Municipal bonds	1,191		7			—			—		1,191		7
Total investment securities held-to-maturity	1,191		7			—			—		1,191		7
Total temporarily impaired securities	$	60,886	$	545		$	46,168		$	294	$	107,054	$	839
	December 31, 2014
	Less than 12 Months					12 Months or More					Total
(Dollars in thousands)	Fair value		Unrealized losses			Fair value			Unrealized losses		Fair value		Unrealized losses
Investment securities available-for-sale:
Corporate bonds	$	26,723	$	145		$	2,263		$	23	$	28,986	$	168
Trust preferred securities	12,601		376			4,200			269		16,801		645
Non-agency mortgage-backed securities	11,585		32			—			—		11,585		32
Agency collateralized mortgage obligations	9,317		45			30,327			203		39,644		248
Agency mortgage-backed securities	—		—			12,073			186		12,073		186
Equity securities	8,038		72			—			—		8,038		72
Total investment securities available-for-sale	72,264		670			48,863			681		121,127		1,351
Investment securities held-to-maturity:
Municipal bonds	2,857		2			1,446			13		4,303		15
Total investment securities held-to-maturity	2,857		2			1,446			13		4,303		15
Total temporarily impaired securities	$	75,121	$	672		$	50,309		$	694	$	125,430	$	1,366
The change in the fair values of our municipal bonds, agency debentures and agency mortgage-backed securities are primarily the result of interest rate fluctuations. To assess for impairment on municipal bonds, corporate bonds, single-issuer trust preferred securities, non-agency mortgage-backed securities and certain equity securities, management evaluates the underlying issuer's financial performance and the related credit rating information through a review of publicly available financial statements and other publicly available information. This review did not identify any issues related to the ultimate repayment of principal and interest on these securities. In addition, the Company has the ability and intent to hold the securities in an unrealized loss position until recovery of their amortized cost. Based on this, the Company considers all of the unrealized losses to be temporary impairment losses. Within the available-for-sale portfolio, there were 24 positions, aggregating to $832,000 in unrealized losses that were temporarily impaired as of March 31, 2015, of which eight positions were in an unrealized loss position for more than twelve months totaling $294,000. As of December 31, 2014, there were 27 positions, aggregating to $1.4 million in unrealized losses that were temporarily impaired, of which nine positions were in an unrealized loss position for more than twelve months totaling $681,000. Within the held-to-maturity portfolio, there were two positions, aggregating to $7,000 in unrealized losses that were temporarily impaired as of March 31, 2015, of which no positions were in an unrealized loss position for more than twelve months. As of December 31, 2014, there were five positions, aggregating to $15,000 in unrealized losses that were temporarily impaired, of which two positions were in an unrealized loss position for more than twelve months totaling $13,000.
There were no investment securities classified as trading securities outstanding as of March 31, 2015 and December 31, 2014, respectively. There was no activity in investment securities classified as trading during the three months ended March 31, 2015 and 2014.

Loans_Receivable_Net

Loans Receivable, Net	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
LOANS RECEIVABLE, NET	LOANS RECEIVABLE, NET
	We generate loans through our middle-market banking and private banking channels. These channels provide risk diversification and offer significant growth opportunities. The middle-market banking channel consists of our commercial and industrial ("C&I") and commercial real estate ("CRE") loan portfolios that serve middle-market businesses. The private banking channel includes loans secured by cash, marketable securities and other asset-based loans to executives, high-net-worth individuals, trusts and businesses, many of whom we source through referral relationships with independent broker/dealers, wealth managers, family offices, trust companies and other financial intermediaries.
	Loans receivable by channel was comprised of the following:
		March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Loans held-for-investment, before deferred fees	$	659,399		$	756,616		$	1,062,205		$	2,478,220
	Less: net deferred loan (fees) costs	(1,505		)	(2,227		)	2,642			(1,090		)
	Loans held-for-investment, net of deferred fees	657,894			754,389			1,064,847			2,477,130
	Less: allowance for loan losses	(14,191		)	(4,973		)	(2,041		)	(21,205		)
	Loans receivable, net	$	643,703		$	749,416		$	1,062,806		$	2,455,925
		December 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Loans held-for-investment, before deferred fees	$	679,274		$	735,531		$	986,898		$	2,401,703
	Less: net deferred loan (fees) costs	(1,781		)	(2,274		)	2,404			(1,651		)
	Loans held-for-investment, net of deferred fees	677,493			733,257			989,302			2,400,052
	Less: allowance for loan losses	(13,501		)	(4,755		)	(2,017		)	(20,273		)
	Loans receivable, net	$	663,992		$	728,502		$	987,285		$	2,379,779
	The Company's customers have unused loan commitments. Often these commitments are not fully utilized and therefore the total amount does not necessarily represent future cash requirements. The amount of unfunded commitments, including standby letters of credit, as of March 31, 2015 and December 31, 2014, was $1.0 billion and $973.4 million, respectively. The interest rate for each commitment is based on the prevailing market conditions at the time of funding. The lending commitment maturities as of March 31, 2015, were as follows: $701.5 million in one year or less; $185.9 million in one to three years; and $147.4 million in greater than three years. The reserve for losses on unfunded commitments was $584,000 and $555,000 as of March 31, 2015 and December 31, 2014, respectively, which includes reserves for probable losses on unfunded loan commitments, including standby letters of credit and also risk participations.
	On March 14, 2014, we entered into a loan purchase agreement to acquire $219.7 million (including fees and interest receivable) of loans secured by cash and marketable securities that are included in our private banking channel loan portfolio. This transaction closed on April 11, 2014.
	As of March 31, 2015 and December 31, 2014, the Company had loans in the process of origination totaling approximately $65.5 million and $18.7 million, respectively, which extend over varying periods of time with the majority being disbursed within a 30 to 60 day period.
	The Company issues standby letters of credit in the normal course of business. Standby letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. Standby letters of credit generally are contingent upon the failure of the customer to perform according to the terms of the underlying contract with the third party. The Company would be required to perform under the standby letters of credit when drawn upon by the guaranteed party in the case of non-performance by the Company’s customer. Collateral may be obtained based on management’s credit assessment of the customer. The unfunded commitments amount related to standby letters of credit as of March 31, 2015 and December 31, 2014, included in the total listed above, is $77.1 million and $89.3 million, respectively, of which a portion is collateralized. Should the Company be obligated to perform under the standby letters of credit the Company will seek recourse from the customer for reimbursement of amounts paid. As of March 31, 2015, $22.8 million (in the aggregate) in standby letters of credit will expire within one year, while the remaining standby letters of credit will expire in periods greater than one year. During the three months ended March 31, 2015 and 2014, there were no draws on standby letters of credit. Most of these commitments are expected to expire without being drawn upon and the total amount does not necessarily represent future cash requirements. The probable liability for losses on standby letters of credit was included in the reserve for losses on unfunded commitments.
	The Company has entered into risk participation agreements with financial institution counterparties for interest rate swaps related to loans in which we are a participant. The risk participation agreements provide credit protection to the financial institution counterparties should the customers fail to perform on their interest rate derivative contracts. The potential liability for outstanding obligations was included in the reserve for losses on unfunded commitments.

Allowance_for_Loan_Losses

Allowance for Loan Losses	3 Months Ended
	Mar. 31, 2015
Allowance for Loan Losses [Abstract]
ALLOWANCE FOR LOAN LOSSES	ALLOWANCE FOR LOAN LOSSES
	Our allowance for loan losses represents our estimate of probable loan losses inherent in the loan portfolio at a specific point in time. This estimate includes losses associated with specifically identified loans, as well as estimated probable credit losses inherent in the remainder of the loan portfolio. Additions are made to the allowance through both periodic provisions charged to income and recoveries of losses previously incurred. Reductions to the allowance occur as loans are charged off or when the credit history of any of the three loan portfolios improves. Management evaluates the adequacy of the allowance at least quarterly, and in doing so relies on various factors including, but not limited to, assessment of historical loss experience, delinquency and non-accrual trends, portfolio growth, underlying collateral coverage and current economic conditions. This evaluation is subjective and requires material estimates that may change over time. The calculation of the allowance for loan losses takes into consideration the inherent risk identified within each of the Company’s three primary loan portfolios, commercial and industrial, commercial real estate and private banking. In addition, management takes into account the historical loss experience of each loan portfolio, to ensure that the resultant allowance for loan losses is sufficient to cover probable losses inherent in such loan portfolios. Refer to Note 1, Summary of Significant Accounting Policies, for more details on the Company’s allowance for loan losses policy.
	The following discusses key characteristics and risks within each primary loan portfolio:
	Middle-Market Banking: Commercial and Industrial Loans. This loan portfolio includes primarily loans made to service companies or manufacturers generally for the purpose of production, operating capacity, accounts receivable, inventory or equipment financing, acquisitions and recapitalizations. Cash flow from the borrower’s operations is the primary source of repayment for these loans, except for certain commercial loans that are secured by cash and marketable securities.
	The industry of the borrower is an important indicator of risk, but there are also more specific risks depending on the condition of the local/regional economy. Collateral for these types of loans often do not have sufficient value in a distressed or liquidation scenario to satisfy the outstanding debt. Any C&I loans collateralized by cash and marketable securities are treated the same as private banking loans for purposes of the allowance for loan loss calculation. In addition, shared national credit loans which also involve a private equity sponsor are combined as a homogeneous group and evaluated separately based on the historical loss trend of such loans.
	Middle-Market Banking: Commercial Real Estate Loans. This loan portfolio includes loans secured by commercial purpose real estate, including both owner occupied properties and investment properties for various purposes including office, retail, industrial, multifamily and hospitality. Individual project cash flows as well as global cash flows from the developer are the primary sources of repayment for these loans. Also included are commercial construction loans to finance the construction or renovation of structures as well as to finance the acquisition and development of raw land for various purposes. The increased level of risk of these loans is generally confined to the construction period. If there are problems, the project may not be completed, and as such, may not provide sufficient cash flow on its own to service the debt or have sufficient value in a liquidation to cover the outstanding principal.
	The underlying purpose/collateral of the loans is an important indicator of risk for this loan portfolio. Additional risks exist and are dependent on several factors such as the condition of the local/regional economy, whether or not the project is owner occupied, and the type of project and the experience and resources of the developer.
	Private Banking Channel Loans. Our private banking lending activities are conducted on a national basis. This loan portfolio includes primarily loans made to high-net-worth individuals and/or trusts and businesses that may be secured by cash, marketable securities, residential property or other financial assets, as well as unsecured loans and lines of credit. The primary sources of repayment for these loans are the income and/or assets of the borrower.
	The underlying collateral is the most important indicator of risk for this loan portfolio. In addition, the condition of the local economy and the local housing market can also have a significant impact on this portfolio, since low demand and/or declining home values can limit the ability of borrowers to sell a property and satisfy the debt.
	Management further assesses risk within each loan portfolio using key inherent risk differentiators. The components of the allowance for loan losses represent estimates based upon ASC Topic 450, Contingencies, and ASC Topic 310, Receivables. ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages and consumer lines of credit, as well as commercial loans that are not individually evaluated for impairment under ASC Topic 310. Impaired loans are individually evaluated for impairment under ASC Topic 310.
	On a monthly basis, management monitors various credit quality indicators for both the commercial and consumer loan portfolios, including delinquency, non-performing status, changes in risk ratings, changes in the underlying performance of the borrowers and other relevant factors. On a daily basis, the Company prices and monitors the collateral of non-purpose margin loans secured by cash and marketable securities within the private banking channel. Refer to Note 1, Summary of Significant Accounting Policies, for the Company’s policy for determining past due status of loans.
	Management continually monitors the loan portfolio through its internal risk rating system. Loan risk ratings are assigned based upon the creditworthiness of the borrower. Loan risk ratings are reviewed on an ongoing basis according to internal policies. Loans within the pass rating are believed to have a lower risk of loss than loans risk rated as special mention, substandard and doubtful, which are believed to have an increasing risk of loss.
	The Company’s risk ratings are consistent with regulatory guidance and are as follows:
	Non-Rated – Loans to individuals and trusts are not individually risk rated, unless they are fully secured by liquid assets or cash, or have an exposure of $250,000 or greater and have certain actionable covenants, such as a liquidity covenant or a financial reporting covenant. In addition, commercial loans with an exposure of less than $500,000 are not required to be individually risk rated. Any loan, regardless of size, is risk rated if it is secured by marketable securities or if it becomes a criticized loan. The majority of the private banking loans that are not risk rated are residential mortgages and home equity loans. We monitor the performance of non-rated loans through ongoing reviews of payment delinquencies. These loans comprised 3.8% and 4.3% of the total loan portfolio, as of March 31, 2015 and December 31, 2014, respectively. For loans that are not risk-rated, the most important indicators of risk are the existence of collateral, the type of collateral and for consumer real estate loans, whether the Bank has a first or second lien position.
	Pass – The loan is currently performing in accordance with its contractual terms.
	Special Mention – A special mention loan has potential weaknesses that warrant management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects or in our credit position at some future date. Economic and market conditions, beyond the customer’s control, may in the future necessitate this classification.
	Substandard – A substandard loan is not adequately protected by the net worth and/or paying capacity of the obligor or by the collateral pledged, if any. Substandard loans have a well-defined weakness, or weaknesses that jeopardize the liquidation of the debt. These loans are characterized by the distinct possibility that the Company will sustain some loss if the deficiencies are not corrected.
	Doubtful – A doubtful loan has all the weaknesses inherent in a loan categorized as substandard with the added characteristic that the weaknesses make collection or liquidation in full, on the basis of currently existing facts, conditions and values, highly questionable and improbable.
	The following tables present the recorded investment in loans by credit quality indicator:
		March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total Loans
		and			Real Estate			Banking
		Industrial
	Non-rated	$	64		$	—		$	94,609		$	94,673
	Pass	605,388			751,168			967,650			2,324,206
	Special mention	18,414			309			461			19,184
	Substandard	29,151			2,912			2,127			34,190
	Doubtful	4,877			—			—			4,877
	Total loans	$	657,894		$	754,389		$	1,064,847		$	2,477,130
		December 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total Loans
		and			Real Estate			Banking
		Industrial
	Non-rated	$	129		$	—		$	104,228		$	104,357
	Pass	617,396			729,066			881,235			2,227,697
	Special mention	26,105			693			1,667			28,465
	Substandard	28,916			3,498			2,172			34,586
	Doubtful	4,947			—			—			4,947
	Total loans	$	677,493		$	733,257		$	989,302		$	2,400,052
	Changes in the allowance for loan losses were as follows for the three months ended March 31, 2015 and 2014:
		Three Months Ended March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Balance, beginning of period	$	13,501		$	4,755		$	2,017		$	20,273
	Provision for loan losses	683			218			24			925
	Charge-offs	—			—			—			—
	Recoveries	7			—			—			7
	Balance, end of period	$	14,191		$	4,973		$	2,041		$	21,205
		Three Months Ended March 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Balance, beginning of period	$	11,881		$	5,104		$	2,011		$	18,996
	Provision for loan losses	1,822			(1,184		)	(30		)	608
	Charge-offs	(852		)	—			—			(852		)
	Recoveries	—			—			—			—
	Balance, end of period	$	12,851		$	3,920		$	1,981		$	18,752
	There were no charge-offs and there was a recovery of $7,000 on one C&I loan for the three months ended March 31, 2015. Charge-offs of $852,000 for the three months ended March 31, 2014, included one C&I loan and there were no recoveries.
	The following tables present the age analysis of past due loans segregated by class of loan:
		March 31, 2015
	(Dollars in thousands)	30-59 Days Past Due			60-89 Days Past Due			Loans Past Due 90 Days or More			Total Past Due			Current		Total Loans
	Commercial and industrial	$	6,405		$	—		$	380		$	6,785		$	651,109	$	657,894
	Commercial real estate	—			—			2,912			2,912			751,477		754,389
Private banking	301			640			1,202			2,143			1,062,704		1,064,847
Total loans	$	6,706		$	640		$	4,494		$	11,840		$	2,465,290	$	2,477,130
	December 31, 2014
(Dollars in thousands)	30-59 Days Past Due			60-89 Days Past Due			Loans Past Due 90 Days or More			Total Past Due			Current		Total Loans
Commercial and industrial	$	547		$	524		$	263		$	1,334		$	676,159	$	677,493
Commercial real estate	—			—			3,498			3,498			729,759		733,257
Private banking	—			1,775			109			1,884			987,418		989,302
Total loans	$	547		$	2,299		$	3,870		$	6,716		$	2,393,336	$	2,400,052
Non-Performing and Impaired Loans
Management monitors the delinquency status of the loan portfolio on a monthly basis. Loans were considered non-performing when interest and principal were 90 days or more past due or management has determined that it is probable the borrower is unable to meet payments as they become due. The risk of loss is generally highest for non-performing loans.
Management determines loans to be impaired when, based upon current information and events, it is probable that the loan will not be repaid according to the original contractual terms of the loan agreement, including both principal and interest, or if a loan is designated as a TDR. Refer to Note 1, Summary of Significant Accounting Policies, for the Company’s policy on evaluating loans for impairment and interest income.
The following tables present the Company’s investment in loans considered to be impaired and related information on those impaired loans:
	As of and for the Three Months Ended March 31, 2015
(Dollars in thousands)	Recorded Investment			Unpaid Principal Balance			Related Allowance			Average Recorded Investment			Interest Income Recognized
With a related allowance recorded:
Commercial and industrial	$	21,277		$	31,715		$	6,470		$	21,592		$	—
Commercial real estate	—			—			—			—			—
Private banking	640			734			640			656			—
Total with a related allowance recorded	21,917			32,449			7,110			22,248			—
Without a related allowance recorded:
Commercial and industrial	3,276			4,669			—			3,248			7
Commercial real estate	2,912			9,067			—			3,108			—
Private banking	1,385			1,632			—			1,385			—
Total without a related allowance recorded	7,573			15,368			—			7,741			7
Total:
Commercial and industrial	24,553			36,384			6,470			24,840			7
Commercial real estate	2,912			9,067			—			3,108			—
Private banking	2,025			2,366			640			2,041			—
Total	$	29,490		$	47,817		$	7,110		$	29,989		$	7
	As of and for the Twelve Months Ended December 31, 2014
(Dollars in thousands)	Recorded Investment			Unpaid Principal Balance			Related Allowance			Average Recorded Investment			Interest Income Recognized
With a related allowance recorded:
Commercial and industrial	$	24,402		$	34,459		$	4,902		$	27,014		$	—
Commercial real estate	—			—			—			—			—
Private banking	681			767			681			746			—
Total with a related allowance recorded	25,083			35,226			5,583			27,760			—
Without a related allowance recorded:
Commercial and industrial	791			2,013			—			953			27
Commercial real estate	3,498			9,705			—			3,498			—
Private banking	1,388			1,632			—			1,444			—
Total without a related allowance recorded	5,677			13,350			—			5,895			27
Total:
Commercial and industrial	25,193			36,472			4,902			27,967			27
Commercial real estate	3,498			9,705			—			3,498			—
Private banking	2,069			2,399			681			2,190			—
Total	$	30,760		$	48,576		$	5,583		$	33,655		$	27
Impaired loans as of March 31, 2015 and December 31, 2014, were $29.5 million and $30.8 million, respectively. There was no interest income recognized on these loans for the three months ended March 31, 2015, and the twelve months ended December 31, 2014, while these loans were on non-accrual status. As of March 31, 2015 and December 31, 2014, there were no loans 90 days or more past due and still accruing interest income.
Impaired loans were evaluated using the fair value of the collateral as the measurement method or an evaluation of estimated losses, based on a discounted cash flow method, for non-collateral dependent loans. Based on those evaluations, as of March 31, 2015, there were specific reserves totaling $7.1 million, which were included in the $21.2 million allowance for loan losses. Also included in impaired loans were three C&I loans, one CRE loan and three private banking loans with a combined balance of $7.6 million as of March 31, 2015, with no corresponding specific reserve since these loans had a net realizable value which management believes will be recovered from the borrower.
As of December 31, 2014, there were specific reserves totaling $5.6 million, which were included in the $20.3 million allowance for loan losses. Also included in impaired loans were two C&I loans, two CRE loans and three private banking loans with a combined balance of $5.7 million as of December 31, 2014, with no corresponding specific reserve since these loans had a net realizable value which management believes will be recovered from the borrower.
The following tables present the allowance for loan losses and recorded investment in loans by class:
	March 31, 2015
(Dollars in thousands)	Commercial			Commercial			Private			Total
	and			Real Estate			Banking
	Industrial
Allowance for loan losses:
Individually evaluated for impairment	$	6,470		$	—		$	640		$	7,110
Collectively evaluated for impairment	7,721			4,973			1,401			14,095
Total allowance for loan losses	$	14,191		$	4,973		$	2,041		$	21,205
Portfolio loans:
Individually evaluated for impairment	$	24,553		$	2,912		$	2,025		$	29,490
Collectively evaluated for impairment	633,341			751,477			1,062,822			2,447,640
Total portfolio loans	$	657,894		$	754,389		$	1,064,847		$	2,477,130
	December 31, 2014
(Dollars in thousands)	Commercial			Commercial			Private			Total
	and			Real Estate			Banking
	Industrial
Allowance for loan losses:
Individually evaluated for impairment	$	4,902		$	—		$	681		$	5,583
Collectively evaluated for impairment	8,599			4,755			1,336			14,690
Total allowance for loan losses	$	13,501		$	4,755		$	2,017		$	20,273
Portfolio loans:
Individually evaluated for impairment	$	25,193		$	3,498		$	2,069		$	30,760
Collectively evaluated for impairment	652,300			729,759			987,233			2,369,292
Total portfolio loans	$	677,493		$	733,257		$	989,302		$	2,400,052
Troubled Debt Restructuring
The following table provides additional information on the Company’s loans designated as troubled debt restructurings:
(Dollars in thousands)	March 31,			December 31,
	2015			2014
Aggregate recorded investment of impaired loans with terms modified through a troubled debt restructuring:
Performing loans accruing interest	$	564		$	528
Non-accrual loans	20,388			14,107
Total troubled debt restructurings	$	20,952		$	14,635
Of the non-accrual loans as of March 31, 2015, six C&I loans and two residential mortgage loans were designated by the Company as TDRs. There was also one C&I loan that was still accruing interest and designated by the Company as a performing TDR as of March 31, 2015. The aggregate recorded investment of these loans was $21.0 million. There were unused commitments of $492,000 on these loans as of March 31, 2015, of which $39,000 was related to an accruing TDR.
Of the non-accrual loans as of December 31, 2014, three C&I loans, one CRE loan and two residential mortgage loans were designated by the Company as TDRs. There was also one C&I loan that was still accruing interest and designated by the Company as a performing TDR as of December 31, 2014. The aggregate net carrying value of these loans was $14.6 million. There were unused commitments of $175,000 on these loans as of December 31, 2014, of which $54,000 was related to an accruing TDR.
The modifications made to restructured loans typically consist of an extension or reduction of the payment terms, or the deferral of principal payments. There was one private banking loan for $1.1 million that was modified as a TDR within twelve months of the corresponding balance sheet date with a payment default during the three months ended March 31, 2015. This loan was already in non-accrual status and is fully secured by residential property. There were no payment defaults during the three months ended March 31, 2014, for loans modified as TDRs within twelve months of the corresponding balance sheet date.
The financial effects of modifications made to loans designated as TDRs during the three months ended March 31, 2015, were as follows:
	Three Months Ended March 31, 2015
(Dollars in thousands)	Count	Recorded Investment at the time of Modification			Current Recorded Investment			Allowance for Loan Losses at the time of Modification			Current Allowance for Loan Losses
Commercial and industrial:
Extended term and deferred principal	1	$	433		$	398		$	433		$	398
Deferred principal	2	6,849			6,544			1,500			1,947
Total	3	$	7,282		$	6,942		$	1,933		$	2,345
There were no modifications made during the three months ended March 31, 2014.
Other Real Estate Owned
During the three months ended March 31, 2015, we acquired a property related to an impaired loan for $396,000 based on the appraised value, less estimated selling costs. As of March 31, 2015 and December 31, 2014, the balance of the other real estate owned portfolio was $1.8 million and $1.4 million, respectively.

Deposits

Deposits	3 Months Ended
	Mar. 31, 2015
Deposits [Abstract]
DEPOSITS	DEPOSITS
		Interest Rate		Weighted Average				Balance as of
		Range as of		Interest Rate as of
	(Dollars in thousands)	March 31,		March 31,		December 31,		March 31,		December 31,
		2015		2015		2014		2015		2014
	Demand and savings accounts:
	Noninterest-bearing checking accounts	—		—		—		$	193,060	$	177,606
	Interest-bearing checking accounts	0.00 to 0.50%		0.43	%	0.42	%	118,364		75,679
	Money market deposit accounts	0.05 to 0.85%		0.39	%	0.39	%	1,269,738		1,244,921
	Total demand and savings accounts							1,581,162		1,498,206
	Time deposits	0.05 to 5.21%		0.76	%	0.69	%	860,794		838,747
	Total deposit balance							$	2,441,956	$	2,336,953
	Average rate paid on interest-bearing accounts			0.53	%	0.51	%
	As of March 31, 2015 and December 31, 2014, the Bank had total brokered deposits of $951.0 million and $882.6 million, respectively. The amount for brokered deposits includes reciprocal Certificate of Deposit Account Registry Service® (“CDARS®”) and reciprocal Insured Cash Sweep® (“ICS®”) accounts totaling $452.2 million and $419.1 million as of March 31, 2015 and December 31, 2014, respectively.
	As of March 31, 2015 and December 31, 2014, time deposits with balances of $100,000 or more, excluding brokered certificates of deposit, amounted to $395.8 million and $376.6 million, respectively.
	The contractual maturity of time deposits, including brokered deposits, is as follows:
	(Dollars in thousands)	March 31,		December 31,
		2015		2014
	12 months or less	$	691,028	$	722,752
	12 months to 24 months	133,956		111,865
	24 months to 36 months	35,661		4,130
	36 months to 48 months	149		—
	48 months to 60 months	—		—
	Over 60 months	—		—
	Total	$	860,794	$	838,747
	Interest expense on deposits is as follows:
		Three Months Ended March 31,
	(Dollars in thousands)	2015		2014
	Interest-bearing checking accounts	$	120	$	6
	Money market deposit accounts	1,220		880
	Time deposits	1,552		1,539
	Total interest expense on deposits	$	2,892	$	2,425

Borrowings

Borrowings	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
BORROWINGS	BORROWINGS
	As of March 31, 2015 and December 31, 2014, borrowings were comprised of the following:
		March 31, 2015					December 31, 2014
	(Dollars in thousands)	Interest Rate		Ending Balance		Maturity Date	Interest Rate		Ending Balance		Maturity Date
	FHLB borrowings:
	Issued 3/31/2015	0.36	%	$	15,000	4/1/15			$	—
	Issued 4/7/2014	0.34	%	25,000		4/7/15	0.34	%	25,000		4/7/15
	Issued 4/7/2014	0.38	%	25,000		6/8/15	0.38	%	25,000		6/8/15
	Issued 4/7/2014	0.44	%	25,000		9/8/15	0.44	%	25,000		9/8/15
	Issued 5/5/2014			—			0.33	%	25,000		2/5/15
	Issued 12/31/2014			—			0.27	%	30,000		1/2/15
	Subordinated notes payable	5.75	%	35,000		7/1/19	5.75	%	35,000		7/1/19
	Total			$	125,000				$	165,000
	In June 2014, we completed a private placement of subordinated notes payable, raising $35.0 million. The subordinated notes have a term of 5 years at a fixed rate of 5.75%. The proceeds qualify as Tier 2 capital for the holding company, under federal regulatory capital rules. The proceeds will help fund continued growth and ensure that the Company and its Bank subsidiary maintain their adequate and well capitalized positions, respectively, and may be used to invest in the Bank and Chartwell, and for other general corporate purposes.
	The Bank's borrowing capacity is based on the collateral value of certain securities held in safekeeping at the FHLB and loans pledged to the FHLB. The Bank submits a quarterly Qualified Collateral Report (“QCR”) to the FHLB to update the value of the loans pledged. As of March 31, 2015, the Bank’s borrowing capacity is based on the information provided in the December 31, 2014, QCR filing. As of March 31, 2015, the Bank had securities held in safekeeping at the FHLB with a fair value of $7.7 million, combined with pledged loans of $609.0 million, for a total borrowing capacity of $343.5 million, net of $90.0 million outstanding in advances from the FHLB as reflected in the table above. As of December 31, 2014, there was $130.0 million outstanding in advances from the FHLB. When the Bank borrows from the FHLB, interest is charged at the FHLB's posted rates at the time of the borrowing.
	The Bank maintains an unsecured line of credit of $10.0 million with M&T Bank and an unsecured line of credit of $20.0 million with Texas Capital Bank. As of March 31, 2015, the full amount of these established lines were available to the Bank.

Regulatory_Capital

Regulatory Capital	3 Months Ended
	Mar. 31, 2015
Regulatory Capital Requirements [Abstract]
REGULATORY CAPITAL	REGULATORY CAPITAL
	The Company and the Bank are subject to various regulatory capital requirements administered by the federal banking agencies. Failure to meet minimum capital requirements can initiate certain mandatory – and possibly additional discretionary – actions by regulators that, if undertaken, could have a direct material effect on the Company’s and the Bank’s financial statements. Under capital adequacy guidelines and the regulatory framework for prompt corrective action, the Company and the Bank must meet specific capital guidelines that involve quantitative measures of the Company’s and the Bank's assets, liabilities, and certain off-balance sheet items as calculated under regulatory accounting practices. The Company’s and the Bank's capital amounts and classification are also subject to qualitative judgments by the regulators about components, risk weighting, and other factors.
	Quantitative measures established by regulation to ensure capital adequacy require the Company and the Bank to maintain minimum amounts and ratios (set forth in the tables below) of Common Equity Tier 1 ("CET 1"), Tier 1 and Total risk-based capital (as defined in the regulations) to risk-weighted assets (as defined), and of Tier 1 capital (as defined) to average assets (as defined). As of March 31, 2015, TriState Capital Holdings, Inc. and TriState Capital Bank exceeded all capital adequacy requirements to which they are subject.
	Financial depository institutions are categorized as well capitalized if they meet minimum Total risk-based, Tier 1 risk-based, CET 1 risk-based and Tier 1 leverage ratios (Tier 1 capital to average assets) as set forth in the tables below. Based upon the information in the most recently filed Call Report, the Bank exceeded the capital ratios necessary to be well capitalized under the regulatory framework for prompt corrective action. There have been no conditions or events since the filing of the most recent Call Report that management believes have changed the Bank’s capital, as presented below.
	In December 2010, the Basel Committee released a final framework for a strengthened set of capital requirements, known as Basel III. In July 2013, final rules implementing the Basel III capital accord were adopted by the federal banking agencies. When fully phased in, Basel III, which began phasing in on January 1, 2015, will replace the existing regulatory capital rules for the Company and the Bank. The Basel III final rules required new minimum capital ratio standards, established a new common equity tier 1 to total risk-weighted assets ratio, subjected banking organizations to certain limitations on capital distributions and discretionary bonus payments and established a new standardized approach for risk weightings. The overall net impact of applying Basel III regulatory rules to the Company and the Bank was an increase to the risk-based capital ratios as of March 31, 2015. This increase resulted primarily from the reduced risk-weighted capital treatment for certain of the Bank's private banking channel non-purpose margin loans, which are over-collateralized by liquid and marketable securities that are priced and monitored daily.
	The following tables set forth certain information concerning the Company’s and the Bank’s regulatory capital as of March 31, 2015 and December 31, 2014:
		31-Mar-15
		Actual				For Capital Adequacy Purposes				To be Well Capitalized Under Prompt Corrective Action Provisions
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	Total risk-based capital ratio
	Company	$	317,335	14.39	%	$	176,470	8	%	N/A		N/A
	Bank	$	297,178	13.65	%	$	174,209	8	%	$	217,761	10	%
	Tier 1 risk-based capital ratio
	Company	$	267,570	12.13	%	$	132,353	6	%	N/A		N/A
	Bank	$	275,389	12.65	%	$	130,657	6	%	$	174,209	8	%
	Common equity tier 1 risk-based capital ratio
	Company	$	267,570	12.13	%	$	99,264	4.5	%	N/A		N/A
	Bank	$	275,389	12.65	%	$	97,993	4.5	%	$	141,545	6.5	%
	Tier 1 leverage ratio
	Company	$	267,570	9.42	%	$	113,600	4	%	N/A		N/A
	Bank	$	275,389	9.8	%	$	112,433	4	%	$	140,542	5	%
		December 31, 2014
		Actual				For Capital Adequacy Purposes				To be Well Capitalized Under Prompt Corrective Action Provisions
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	Total risk-based capital ratio
	Company	$	302,217	11.02	%	$	219,458	8	%	N/A		N/A
	Bank	$	291,388	10.69	%	$	218,013	8	%	$	272,516	10	%
	Tier 1 risk-based capital ratio
	Company	$	253,389	9.24	%	$	109,729	4	%	N/A		N/A
	Bank	$	270,560	9.93	%	$	109,007	4	%	$	163,510	6	%
	Tier 1 leverage ratio
	Company	$	253,389	9.21	%	$	110,088	4	%	N/A		N/A
	Bank	$	270,560	9.88	%	$	109,498	4	%	$	136,872	5	%
	As part of its operating and financial strategies, the Company has not paid dividends to its holders of its common shares since its inception in 2007.

Employee_Benefit_Plans

Employee Benefit Plans	3 Months Ended
	Mar. 31, 2015
Compensation and Retirement Disclosure [Abstract]
EMPLOYEE BENEFIT PLANS	EMPLOYEE BENEFIT PLANS
	The Company participates in a qualified 401(k) defined contribution plan under which eligible employees may contribute a percentage of their salary, at their discretion. Beginning in 2011 and continuing through 2015, the Company automatically contributed three percent of the employee’s base salary to the individual’s 401(k) plan, subject to IRS limitations. Full-time employees and certain part-time employees are eligible to participate upon the first month following their first day of employment or having attained age 21, whichever is later. The Company’s contribution expense was $187,000 and $125,000 for the three months ended March 31, 2015 and 2014, respectively, including incidental administrative fees paid to a third party administrator of the plan.
	On February 28, 2013, the Company entered into a supplemental executive retirement plan (“SERP”) for the Chairman and Chief Executive Officer. The benefits will be earned over a five year period with the projected payments for this SERP of $25,000 per month for 180 months commencing the later of retirement or 60 months. For the three months ended March 31, 2015 and 2014, the Company recorded expense related to SERP of $192,000 and $141,000, respectively, utilizing a discount rate of 2.98% and 3.56%, respectively, and the recorded liability related to the SERP plan was $1.5 million and $1.3 million as of March 31, 2015 and December 31, 2014, respectively.

Stock_Transactions

Stock Transactions	3 Months Ended
	Mar. 31, 2015
Common Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
STOCK TRANSACTIONS	STOCK TRANSACTIONS
	In October 2014, the Board of Directors authorized the repurchase of up to $10 million, or up to 1,000,000 shares, of the Company’s common stock through December 31, 2015. The Company repurchased a total of 678,891 shares for approximately $6.7 million during the three months ended December 31, 2014, at an average cost of $9.94 per share. The Company repurchased a total of 308,342 shares for approximately $3.0 million during the three months ended March 31, 2015, at an average cost of $9.72 per share.
	The tables below show the changes in the common shares during the periods indicated.
		Number of
		Common Shares
		Outstanding
	Balance, December 31, 2013	28,690,279
	Issuance of restricted common stock	—
	Purchase of treasury stock	—
	Balance, March 31, 2014	28,690,279
	Balance, December 31, 2014	28,060,888
	Issuance of restricted common stock	255,916
	Purchase of treasury stock	(308,342	)
	Balance, March 31, 2015	28,008,462

Earnings_Per_Common_Share

Earnings Per Common Share	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
EARNINGS PER COMMON SHARE	EARNINGS PER COMMON SHARE
	The computation of basic and diluted earnings per common share for the periods presented is as follows:
		Three Months Ended March 31,
	(Dollars in thousands, except per share data)	2015			2014
	Net income available to common shareholders	$	5,056		$	4,616
	Basic shares	27,891,931			28,690,279
	Non-vested restricted stock - dilutive	2,398			—
	Stock options - dilutive	59,415			494,099
	Diluted shares	27,953,744			29,184,378
	Earnings per common share:
	Basic	$	0.18		$	0.16
	Diluted	$	0.18		$	0.16
		Three Months Ended March 31,
		2015		2014
	Anti-dilutive shares (1)	2,345,393		362,732
	(1)	Included stock options and non-vested restricted stock not considered for the calculation of diluted EPS as their inclusion would have been anti-dilutive.

Derivatives_and_Hedging_Activi

Derivatives and Hedging Activity	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
DERIVATIVE AND HEDGING ACTIVITY	DERIVATIVES AND HEDGING ACTIVITY
	RISK MANAGEMENT OBJECTIVE OF USING 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 debt funding 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. 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 related to certain of the Company’s fixed-rate loan assets. The Company also has derivatives that are a result of a service the Company provides to certain qualifying customers while at the same time the Company enters into an offsetting derivative transaction in order to eliminate its interest rate risk exposure resulting from such transactions.
	FAIR VALUES OF DERIVATIVE INSTRUMENTS ON THE STATEMENTS OF FINANCIAL CONDITION
	The tables below present the fair value of the Company’s derivative financial instruments as well as their classification on the consolidated statements of financial condition as of March 31, 2015 and December 31, 2014:
		Asset Derivatives					Liability Derivatives
		as of March 31, 2015					as of March 31, 2015
	(Dollars in thousands)	Balance Sheet Location	Fair Value				Balance Sheet Location	Fair Value
	Derivatives designated as hedging instruments:
	Interest rate products	Other assets	$	—			Other liabilities	$	389
	Derivatives not designated as hedging instruments:
	Interest rate products	Other assets	$	8,644			Other liabilities	$	9,384
		Asset Derivatives					Liability Derivatives
		as of December 31, 2014					as of December 31, 2014
	(Dollars in thousands)	Balance Sheet Location	Fair Value				Balance Sheet Location	Fair Value
	Derivatives designated as hedging instruments:
	Interest rate products	Other assets	$	—			Other liabilities	$	442
	Derivatives not designated as hedging instruments:
	Interest rate products	Other assets	$	6,327			Other liabilities	$	6,849
	FAIR VALUE HEDGES OF INTEREST RATE RISK
	The Company is exposed to changes in the fair value of certain of its fixed-rate obligations due to changes in benchmark interest rates, which relate predominantly to LIBOR. Interest rate swaps designated as fair value hedges involve the receipt of variable rate payments from a counterparty in exchange for the Company making fixed-rate payments over the life of the agreements without the exchange of the underlying notional amount. As of March 31, 2015, the Company had five interest rate swaps, with a notional amount of $7.4 million that were designated as fair value hedges of interest rate risk associated with the Company’s fixed-rate loan assets. The notional amounts for the derivatives express the face amount of the positions, however, credit risk was considered insignificant for three months ended March 31, 2015 and 2014. There were no counterparty default losses on derivatives for the three months ended March 31, 2015 and 2014.
	For the five derivatives that were designated and that qualify as fair value hedges, the gain or loss on the derivative as well as the offsetting loss or gain on the hedged item attributable to the hedged risk are recognized in earnings by applying the “fair value long haul” method. The Company includes the gain or loss on the hedged items in the same line item as the offsetting loss or gain on the related derivatives. During the three months ended March 31, 2015, the Company recognized no gains in non-interest income related to hedge ineffectiveness as compared to gains of $3,000 during the three months ended March 31, 2014. The Company also recognized a decrease to interest income of $82,000 and $83,000 for the three months ended March 31, 2015 and 2014, respectively, related to the Company’s fair value hedges, which includes net settlements on the derivatives, and any amortization adjustment of the basis in the hedged items.
	NON-DESIGNATED HEDGES
	The Company does not use derivatives for trading or speculative purposes. Derivatives not designated as hedges are not speculative and result from a service the Company provides to certain customers. The Company executes interest rate derivatives with its commercial banking customers to facilitate their respective risk management strategies. Those derivatives are simultaneously and economically hedged by offsetting derivatives that the Company executes with a third party, such that the Company eliminates its interest rate exposure resulting from such transactions. Changes in the fair value of derivatives not designated in hedging relationships are recorded directly in earnings. As of March 31, 2015, the Company had 118 derivative transactions with an aggregate notional amount of $413.4 million related to this program. During the three months ended March 31, 2015 and 2014, the Company recognized net losses of $217,000 and $105,000, respectively, related to changes in fair value of the derivatives not designated in hedging relationships.
	EFFECT OF DERIVATIVE INSTRUMENTS IN THE STATEMENTS OF INCOME
	The tables below present the effect of the Company’s derivative financial instruments in the consolidated statements of income for the periods presented:
				Three Months Ended March 31,
	(Dollars in thousands)			2015			2014
	Derivatives designated as hedging instruments:	Location of Gain (Loss) Recognized in Income on Derivative		Amount of Gain (Loss) Recognized in Income on Derivative
	Interest rate products	Interest income		$	(82	)	$	(83	)
		Non-interest income		—			3
	Total			$	(82	)	$	(80	)
	Derivatives not designated as hedging instruments:	Location of Gain (Loss) Recognized in Income on Derivative		Amount of Gain (Loss) Recognized in Income on Derivative
	Interest rate products	Non-interest income		$	(217	)	$	(105	)
	Total			$	(217	)	$	(105	)
	CREDIT-RISK-RELATED CONTINGENT FEATURES
	The Company has agreements with each of its derivative counterparties that contain a provision where, if the Company defaults on any of its indebtedness, including default where repayment of the indebtedness has not been accelerated by the lender, then the Company could also be declared in default on its derivative obligations.
	The Company has agreements with certain of its derivative counterparties that contain a provision where, if either the Company or the counterparty fails to maintain its status as a well/adequately capitalized institution, then the Company or the counterparty could be required to terminate any outstanding derivative positions and settle its obligations under the agreement.
	As of March 31, 2015, the termination value of derivatives, including accrued interest, in a net liability position related to these agreements was $9.7 million. As of March 31, 2015, the Company has minimum collateral posting thresholds with certain of its derivative counterparties and has posted collateral of $9.0 million. If the Company had breached any of these provisions as of March 31, 2015, it could have been required to settle its obligations under the agreements at their termination value.

Disclosures_about_Fair_Value_o

Disclosures about Fair Value of Financial Instruments	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
DISCLOSURES ABOUT FAIR VALUE OF FINANCIAL INSTRUMENTS	DISCLOSURES ABOUT FAIR VALUE OF FINANCIAL INSTRUMENTS
	Fair value estimates of financial instruments are based on the present value of expected future cash flows, quoted market prices of similar financial instruments, if available, and other valuation techniques. These valuations are significantly affected by discount rates, cash flow assumptions, and risk assumptions used. Therefore, fair value estimates may not be substantiated by comparison to independent markets and are not intended to reflect the proceeds that may be realized in an immediate settlement of instruments. Accordingly, the aggregate fair value amounts presented below do not represent the underlying value of the Company.
	FAIR VALUE MEASUREMENTS
	In accordance with U.S. GAAP the Company must account for certain financial assets and liabilities at fair value on a recurring and non-recurring basis. The Company utilizes a three-level fair value hierarchy of valuation techniques to estimate the fair value of its financial assets and liabilities based on whether the inputs to those valuation techniques are observable or unobservable. The fair value hierarchy gives the highest priority to quoted prices with readily available independent data in active markets for identical assets or liabilities (Level 1) and the lowest priority to unobservable market inputs (Level 3). When various inputs for measurement fall within multiple levels of the fair value hierarchy, the lowest level input that has a significant impact on fair value measurement is used.
	Financial assets and liabilities are categorized based upon the following characteristics or inputs to the valuation techniques:
	•	Level 1 – Financial assets and liabilities for which inputs are observable and are obtained from reliable quoted prices for identical assets or liabilities in actively traded markets. This is the most reliable fair value measurement and includes, for example, active exchange-traded equity securities.
	•	Level 2 – Financial assets and liabilities for which values are based on quoted prices in markets that are not active or for which values are based on similar assets or liabilities that are actively traded. Level 2 also includes pricing models in which the inputs are corroborated by market data, for example, matrix pricing.
	•	Level 3 – Financial assets and liabilities for which values are based on prices or valuation techniques that require inputs that are both unobservable and significant to the overall fair value measurement. Level 3 inputs include assumptions of a source independent of the reporting entity or the reporting entity’s own assumptions that are supported by little or no market activity or observable inputs.
	The Company is responsible for the valuation process and as part of this process may use data from outside sources in establishing fair value. The Company performs due diligence to understand the inputs used or how the data was calculated or derived. The Company corroborates the reasonableness of external inputs in the valuation process.
	RECURRING FAIR VALUE MEASUREMENTS
	The following tables represent assets and liabilities measured at fair value on a recurring basis as of March 31, 2015 and December 31, 2014:
		31-Mar-15
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets /
											Liabilities
											at Fair Value
	Financial assets:
	Investment securities available-for-sale:
	Corporate bonds	$	—		$	23,259		$	—		$	23,259
	Trust preferred securities	—			17,002			—			17,002
	Non-agency mortgage-backed securities	—			9,474			—			9,474
	Agency collateralized mortgage obligations	—			55,049			—			55,049
	Agency mortgage-backed securities	—			30,848			—			30,848
	Agency debentures	—			8,705			—			8,705
	Equity securities	8,092			—			—			8,092
	Interest rate swaps	—			8,644			—			8,644
	Total financial assets	8,092			152,981			—			161,073
	Financial liabilities:
	Interest rate swaps	—			9,773			—			9,773
	Total financial liabilities	$	—		$	9,773		$	—		$	9,773
		31-Dec-14
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets /
											Liabilities
											at Fair Value
	Financial assets:
	Investment securities available-for-sale:
	Corporate bonds	$	—		$	31,668		$	—		$	31,668
	Trust preferred securities	—			16,801			—			16,801
	Non-agency mortgage-backed securities	—			11,585			—			11,585
	Agency collateralized mortgage obligations	—			56,863			—			56,863
	Agency mortgage-backed securities	—			32,880			—			32,880
	Agency debentures	—			8,737			—			8,737
	Equity securities	8,038			—			—			8,038
	Interest rate swaps	—			6,327			—			6,327
	Total financial assets	8,038			164,861			—			172,899
	Financial liabilities:
	Interest rate swaps	—			7,291			—			7,291
	Total financial liabilities	$	—		$	7,291		$	—		$	7,291
	INVESTMENT SECURITIES
	Generally, investment securities are valued using pricing for similar securities, recently executed transactions, and other pricing models utilizing observable inputs. The valuations for debt and equity securities are classified as either Level 1 or Level 2. U.S. Treasury Notes and equity securities (including mutual funds) are classified as Level 1 because these securities are in actively traded markets. Investment securities within Level 2 include corporate bonds, single-issuer trust preferred securities, municipal bonds, non-agency mortgage-backed securities, collateralized mortgage obligations and mortgage-backed securities issued by U.S. government agencies and U.S. government agency debentures.
	INTEREST RATE SWAPS
	The fair value is estimated using inputs that are observable or that can be corroborated by observable market data and, therefore, are classified as Level 2. These fair value estimations include primarily market observable inputs such as the forward LIBOR swap curve.
	NON-RECURRING FAIR VALUE MEASUREMENTS
	Certain financial assets and financial liabilities are measured at fair value on a non-recurring basis; that is, the instruments are not measured at fair value on an ongoing basis but are subject to fair value adjustments in certain circumstances, such as when there is evidence of impairment.
	The following tables represent the balances of assets measured at fair value on a non-recurring basis as of March 31, 2015 and December 31, 2014:
		31-Mar-15
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets
											at Fair Value
	Loans measured for impairment, net	$	—		$	—		$	22,380		$	22,380
	Other real estate owned	—			—			1,766			1,766
	Total assets	$	—		$	—		$	24,146		$	24,146
		31-Dec-14
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets
											at Fair Value
	Loans measured for impairment, net	$	—		$	—		$	25,177		$	25,177
Other real estate owned	—			—			1,370			1,370
Total assets	$	—		$	—		$	26,547		$	26,547
As of March 31, 2015, the Company recorded $7.1 million of specific reserves to the allowance for loan losses as a result of adjusting the fair value of the collateral for certain collateral dependent impaired loans to $7.6 million, and as a result of adjusting the value based upon the discounted cash flow to $14.8 million as of March 31, 2015.
As of December 31, 2014, the Company recorded $5.6 million of specific reserves to allowance for loan losses as a result of adjusting the fair value of the collateral for certain collateral dependent impaired loans to $7.6 million, and as a result of adjusting the value based upon the discounted cash flow to $17.6 million as of December 31, 2014.
The Company obtains updated appraisals for collateral dependent impaired loans and other real estate owned on an annual basis, unless circumstances require a more frequent appraisal.
IMPAIRED LOANS
A loan is considered impaired when management determines it is probable that all of the principal and interest due under the original terms of the loan may not be collected or if a loan is designated as a TDR. Impairment is measured based on the fair value of the underlying collateral or discounted cash flows when collateral does not exist. Our policy is to obtain appraisals on collateral supporting impaired loans on an annual basis, unless circumstances dictate a shorter time frame. Appraisals are reduced by estimated costs to sell the collateral, and, under certain circumstances, additional factors that may arise and which may cause us to believe our recovered value may be less than the independent appraised value. Accordingly, impaired loans are classified as Level 3. The Company measures impairment on all loans for which it has established specific reserves as part of the allocated allowance component of the allowance for loan losses.
OTHER REAL ESTATE OWNED
Real estate owned is comprised of property acquired through foreclosure or voluntarily conveyed by borrowers. These assets are recorded on the date acquired at the lower of the related original loan balance or fair value, less estimated disposition costs, with the fair value being determined by appraisal. Our policy is to obtain appraisals on collateral supporting OREO on an annual basis, unless circumstances dictate a shorter time frame. Appraisals are reduced by estimated costs to sell the collateral, and, under certain circumstances, additional factors that may arise and which may cause us to believe our recovered value may be less than the independent appraised value. Subsequently, foreclosed assets are valued at the lower of the amount recorded at acquisition date or fair value, less estimated disposition costs. Accordingly, real estate owned is classified as Level 3.
LEVEL 3 VALUATION
The following tables present additional quantitative information about assets measured at fair value on a recurring and non-recurring basis and for which we have utilized Level 3 inputs to determine fair value as of March 31, 2015 and December 31, 2014:
	31-Mar-15
(Dollars in thousands)	Fair Value				Valuation Techniques (1)		Significant Unobservable Inputs		Weighted Average
									Discount Rate
Loans measured for impairment, net	$	7,572			Appraisal value		Discount due		2	%
							to salability conditions
Loans measured for impairment, net	$	14,808			Discounted cash flow		Discount due to restructured nature of operations		7	%
Other real estate owned	$	1,766			Appraisal value		Discount due		10	%
							to salability conditions
(1)	Fair value is generally determined through independent appraisals of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent.
	31-Dec-14
(Dollars in thousands)	Fair Value				Valuation Techniques (1)		Significant Unobservable Inputs		Weighted Average
									Discount Rate
Loans measured for impairment, net	$	7,559			Appraisal value or		Discount due		10	%
					Market multiple		to salability conditions
Loans measured for impairment, net	$	17,618			Discounted cash flow		Discount due to restructured nature of operations		10	%
Other real estate owned	$	1,370			Appraisal value		Discount due		10	%
							to salability conditions
(1)	Fair value is generally determined through independent appraisals or market multiple of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent.
FAIR VALUE OF FINANCIAL INSTRUMENTS
A summary of the carrying amounts and estimated fair values of financial instruments is as follows:
	31-Mar-15								31-Dec-14
(Dollars in thousands)	Fair Value	Carrying			Estimated				Carrying			Estimated
	Level	Amount			Fair Value				Amount			Fair Value
Financial assets:
Cash and cash equivalents	1	$	114,554		$	114,554			$	105,710		$	105,710
Investment securities available-for-sale: debt	2	144,337			144,337				158,534			158,534
Investment securities available-for-sale: equity	1	8,092			8,092				8,038			8,038
Investment securities held-to-maturity	2	37,221			37,990				39,591			40,113
Loans held-for-investment, net	3	2,455,925			2,455,388				2,379,779			2,376,075
Accrued interest receivable	2	6,159			6,159				6,279			6,279
Investment management fees receivable	2	6,442			6,442				6,818			6,818
Federal Home Loan Bank stock	2	4,130			4,130				5,730			5,730
Bank owned life insurance	2	53,714			53,714				53,323			53,323
Interest rate swaps	2	8,644			8,644				6,327			6,327
Other real estate owned	3	1,766			1,766				1,370			1,370
Financial liabilities:
Deposits	2	$	2,441,956		$	2,442,648			$	2,336,953		$	2,337,734
Borrowings	2	125,000			125,511				165,000			165,163
Interest rate swaps	2	9,773			9,773				7,291			7,291
During the three months ended March 31, 2015 and 2014, there were no transfers between fair value Levels 1, 2 or 3.
The following methods and assumptions were used to estimate the fair value of each class of financial instruments as of March 31, 2015 and December 31, 2014:
CASH AND CASH EQUIVALENTS
The carrying amount approximates fair value.
INVESTMENT SECURITIES
The fair values of investment securities available-for-sale, held-to-maturity and trading are based on quoted market prices for the same or similar securities, recently executed transactions and pricing models.
LOANS HELD-FOR-INVESTMENT
The fair value of loans is estimated by discounting the future cash flows using the current rates at which similar loans would be made to borrowers with similar credit ratings and for the same remaining maturities. Fair value as determined here does not represent an exit price. Impaired loans are generally valued at the fair value of the associated collateral.
ACCRUED INTEREST RECEIVABLE
The carrying amount approximates fair value.
INVESTMENT MANAGEMENT FEES RECEIVABLE
The carrying amount approximates fair value.
FEDERAL HOME LOAN BANK STOCK
The carrying value of our FHLB stock, which is a marketable equity investment, approximates fair value.
BANK OWNED LIFE INSURANCE
The Company owns general account bank owned life insurance. The fair value of the general account BOLI is based on the insurance contract net cash surrender value.
OTHER REAL ESTATE OWNED
Real estate owned is recorded on the date acquired at the lower of the related original loan balance or fair value, less estimated disposition costs, with the fair value being determined by appraisal. Subsequently, foreclosed assets are valued at the lower of the amount recorded at acquisition date or fair value, less estimated disposition costs.
DEPOSITS
The fair value of demand deposits is the amount payable on demand as of the reporting date, i.e., their carrying amounts. The fair value of fixed maturity certificates of deposit is estimated using a discounted cash flow calculation that applies the rates currently offered for deposits of similar remaining maturities.
BORROWINGS
The fair value of our borrowings is calculated by discounting scheduled cash flows through the estimated maturity using period end market rates for borrowings of similar remaining maturities.
INTEREST RATE SWAPS
The fair value of interest rate swaps are estimated through the assistance of an independent third party and compared to the fair value determined by the swap counterparty to establish reasonableness.
OFF-BALANCE SHEET INSTRUMENTS
Fair values for the Company’s off-balance sheet instruments, which consist of lending commitments, standby letters of credit and risk participation agreements related to interest rate swap agreements, are based on fees currently charged to enter into similar agreements, taking into account the remaining terms of the agreements and the counterparties’ credit standing. Management believes that the fair value of these off-balance sheet instruments is not significant.

Changes_in_Accumulated_Other_C

Changes in Accumulated Other Comprehensive Income (Loss)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)	CHANGES IN ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
	The following table shows the changes in accumulated other comprehensive income (loss), for the periods presented:
		Three Months Ended March 31,
		2015			2014
	(Dollars in thousands)	Unrealized Gains			Unrealized Gains
		and Losses on			and Losses on
		Investment Securities			Investment Securities
	Balance, beginning of period	$	(627	)	$	(1,744	)
	Increase (decrease) in unrealized holding gains (losses)	293			1,273
	Gains reclassified from other comprehensive income (loss) (1)	(11		)	(651		)
	Net other comprehensive income (loss)	282			622
	Balance, end of period	$	(345	)	$	(1,122	)
	(1)	Consists of net realized gains on sales of investment securities available-for-sale of $17,000 and $1.0 million, net of income tax expense of $6,000 and $363,000 for the three months ended March 31, 2015 and 2014, respectively.

Contingent_Liabilities

Contingent Liabilities	3 Months Ended
	Mar. 31, 2015
Commitments and Contingencies Disclosure [Abstract]
CONTINGENT LIABILITIES	CONTINGENT LIABILITIES
	The Company is not subject to any asserted claims nor is it aware of any unasserted claims. In the opinion of management, there are no potential claims that would have a material adverse effect on the Company’s financial position, liquidity or results of operations.

Segments

Segments	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
SEGMENTS	SEGMENTS
	Since the Chartwell acquisition on March 5, 2014, the Company now operates two reportable segments: Bank and Investment Management.
	•	The Bank segment provides commercial banking and private banking services to middle-market businesses and high-net-worth individuals through the TriState Capital Bank subsidiary. The Bank segment also includes general operating expenses of the Company, which includes the parent company activity as well as eliminations and adjustments which are necessary for purposes of reconciliation to the consolidated amounts.
	•	The Investment Management segment provides advisory and sub-advisory investment management services to primarily institutional plan sponsors through the Chartwell Investment Partners, Inc. subsidiary and also provides distribution and marketing efforts for Chartwell's proprietary investment products through the Chartwell TSC Securities Corp. subsidiary.
	The following tables provide financial information for the two segments of the Company as of and for the periods indicated.
	(Dollars in thousands)			March 31,			December 31,
				2015			2014
	Assets:			(unaudited)
	Bank			$	2,851,835		$	2,784,368
	Investment management			64,276			62,489
	Total assets			$	2,916,111		$	2,846,857
		Three Months Ended March 31, 2015								Three Months Ended March 31, 2014
	(Dollars in thousands)	Bank			Investment			Consolidated		Bank		Investment		Consolidated
					Management							Management
	Income statement data:	(unaudited)								(unaudited)
	Interest income	$	19,995		$	—		$	19,995	$	18,308	$	—	$	18,308
	Interest expense	3,539			—			3,539		2,446		—		2,446
	Net interest income	16,456			—			16,456		15,862		—		15,862
	Provision for loan losses	925			—			925		608		—		608
	Net interest income after provision for loan losses	15,531			—			15,531		15,254		—		15,254
	Non-interest income:
	Investment management fees	—			7,655			7,655		—		2,454		2,454
	Net gain on the sale of investment securities available-for-sale	17			—			17		1,014		—		1,014
	Other non-interest income	1,385			1			1,386		1,012		—		1,012
	Total non-interest income	1,402			7,656			9,058		2,026		2,454		4,480
	Non-interest expense:
	Intangible amortization expense	—			389			389		—		130		130
	Other non-interest expense	11,215			5,498			16,713		10,863		1,799		12,662
	Total non-interest expense	11,215			5,887			17,102		10,863		1,929		12,792
	Income before tax	5,718			1,769			7,487		6,417		525		6,942
	Income tax expense	1,743			688			2,431		2,105		221		2,326
	Net income	$	3,975		$	1,081		$	5,056	$	4,312	$	304	$	4,616
	The Investment Management segment activity began on March 5, 2014, upon closing of the Chartwell acquisition.

Summary_of_Significant_Account1

Summary of Significant Accounting Policies (Policies)	3 Months Ended
	Mar. 31, 2015
Accounting Policies [Abstract]
Use of Estimates	USE OF ESTIMATES
	The preparation of financial statements in conformity with generally accepted accounting principles (“GAAP”) in the United States of America requires management to make estimates and assumptions that affect the reported amounts of certain assets and liabilities, disclosure of contingent assets and liabilities as of the date of the financial statements, and the reported amounts of related revenue and expense during the reporting period. Although our current estimates contemplate current conditions and how we expect them to change in the future, it is reasonably possible that actual conditions could be worse than those anticipated in the estimates, which could materially affect the financial results of our operations and financial condition.
	The material estimates that are particularly susceptible to significant changes relate to the determination of the allowance for loan losses, evaluation of goodwill and other intangible assets for impairment, and deferred income taxes and its related recoverability, which are discussed later in this section.
Consolidation	CONSOLIDATION
	The consolidated financial statements include the accounts of the Company and its wholly-owned subsidiaries, the Bank, Chartwell (since the acquisition on March 5, 2014) and CTSC Securities (since its initial capitalization in May 2014), after elimination of inter-company accounts and transactions. The accounts of the Bank, in turn, include its wholly-owned subsidiary, Meadowood Asset Management, LLC, after elimination of inter-company accounts and transactions. The unaudited consolidated financial statements of the Company presented herein have been prepared pursuant to rules of the Securities and Exchange Commission for quarterly reports on form 10-Q and do not include all of the information and note disclosures required by GAAP for a full year presentation. In the opinion of management, all adjustments (consisting of normal recurring adjustments) and disclosures, considered necessary for the fair presentation of the accompanying consolidated financial statements, have been included. Interim results are not necessarily reflective of the results of the entire year. The accompanying consolidated financial statements should be read in conjunction with the audited consolidated financial statements and notes thereto for the fiscal year ended December 31, 2014, included in the Company's Annual Report on Form 10-K.
Cash and Cash Equivalents	CASH AND CASH EQUIVALENTS
	For purposes of reporting cash flows, the Company has defined cash and cash equivalents as cash, interest-earning deposits with other institutions, federal funds sold, and short-term investments which have an original maturity of 90 days or less.
Investment Securities	INVESTMENT SECURITIES
	The Company’s investments are classified as either: (1) held-to-maturity – debt securities that the Company intends to hold until maturity and are reported at amortized cost; (2) trading securities – debt and certain equity securities bought and held principally for the purpose of selling them in the near term and reported at fair value, with unrealized gains and losses included in earnings; or (3) available-for-sale – debt and certain equity securities not classified as either held-to-maturity or trading securities and reported at fair value, with changes in fair value reported as a component of accumulated other comprehensive income (loss).
	The cost of securities sold is determined on a specific identification basis. Amortization of premiums and accretion of discounts are recorded as interest income from investments over the life of the security utilizing the level yield method. We evaluate impaired investment securities quarterly to determine if impairments are temporary or other-than-temporary. For impaired debt securities, management first determines whether it intends to sell or if it is more-likely than not that it will be required to sell the impaired securities. This determination considers current and forecasted liquidity requirements, regulatory and capital requirements and securities portfolio management. If the Company intends to sell a security with a fair value below amortized cost or if it is more-likely than not that it will be required to sell such a security before recovery, an other-than-temporary impairment (“OTTI”) charge is recorded through current period earnings for the full decline in fair value below amortized cost. For debt securities that the Company does not intend to sell or it is more likely than not that it will not be required to sell before recovery, an OTTI charge is recorded through current period earnings for the amount of the valuation decline below amortized cost that is attributable to credit losses. The remaining difference between the debt security’s fair value and amortized cost (that is, the decline in fair value not attributable to credit losses) is recognized in other comprehensive income (loss), in the consolidated statement of comprehensive income as well as the shareholders’ equity section of the consolidated statement of financial condition, on an after-tax basis.
Loans	LOANS
	Loans and leases are stated at unpaid principal balances, net of deferred loan fees and costs. Interest income on loans is accrued at the contractual rate on the principal amount outstanding and includes the amortization of deferred loan fees and costs. Deferred loan fees and costs are amortized to interest income over the life of the loan, taking into consideration scheduled payments and prepayments.
	The Company considers a loan to be a Troubled Debt Restructuring (“TDR”) when there is a concession made to a financially troubled borrower without adequate consideration provided to the Company. Once a loan is deemed to be a TDR, the Company considers whether the loan should be placed in non-accrual status. In assessing accrual status, the Company considers the likelihood that repayment and performance according to modified terms will be achieved, as well as the borrower’s historical payment performance. A loan is designated and reported as TDR until such loan is either paid-off or sold, unless the restructuring agreement specifies an interest rate equal to or greater than the rate that would be accepted at the time of the restructuring for a new loan with comparable risk and it is fully expected that the remaining principal and interest will be collected according to the restructured agreement.
	The recognition of interest income on a loan is discontinued when, in management's opinion, it is probable the borrower is unable to meet payments as they become due or when the loan becomes 90 days past due, whichever occurs first. All unpaid accrued interest on such loans is reversed. Such interest ultimately collected is applied to reduce principal if there is doubt about the collectability of principal. If a borrower brings a loan current for which accrued interest has been reversed, then the recognition of interest income on the loan is resumed, once the loan has been current for a period of six consecutive months or greater.
	The Company is a party to financial instruments with off-balance sheet risk (commitments to extend credit) in the normal course of business to meet the financing needs of its customers. Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the commitment. Commitments generally have fixed expiration dates or other termination clauses (i.e. demand loans) and may require payment of a fee. Since some of the commitments are expected to expire without being drawn upon, the total commitment amount does not necessarily represent future cash requirements. The Company evaluates each customer's credit worthiness on a case-by-case basis using the same credit policies in making commitments and conditional obligations as it does for on-balance sheet instruments. The amount of collateral obtained, if deemed necessary by the Company upon extension of a commitment, is based on management's credit evaluation of the borrower.
Other Real Estate Owned	OTHER REAL ESTATE OWNED
	Real estate, other than bank premises, is recorded at the lower of the related original loan balance or fair value less estimated selling costs at the time of acquisition. Fair value is determined based on an independent appraisal. Expenses related to holding the property are charged against earnings in the current period. Depreciation is not recorded on the other real estate owned (“OREO”) properties.
Allowance for Loan Losses	ALLOWANCE FOR LOAN LOSSES
	The allowance for loan losses is established through provisions for loan losses that are charged to operations. Loans are charged against the allowance for loan losses when management believes that the principal is uncollectible. If, at a later time, amounts are recovered with respect to loans previously charged off, the recovered amount is credited to the allowance for loan losses.
	The allowance is appropriate, in management's judgment, to cover probable losses inherent in the loan portfolio as of March 31, 2015 and December 31, 2014. Management’s judgment takes into consideration general economic conditions, diversification and seasoning of the loan portfolio, historic loss experience, identified credit problems, delinquency levels and adequacy of collateral. Although management believes it has used the best information available to it in making such determinations, and that the present allowance for loan losses is adequate, future adjustments to the allowance may be necessary, and net income may be adversely affected if circumstances differ substantially from the assumptions used in determining the level of the allowance. In addition, as an integral part of their periodic examination, certain regulatory agencies review the adequacy of the Bank’s allowance for loan losses and may direct the Bank to make additions to the allowance based on their judgments about information available to them at the time of their examination.
	The components of the allowance for loan losses represent estimates based upon Accounting Standards Codification (“ASC”) Topic 450, Contingencies, and ASC Topic 310, Receivables. ASC Topic 450 applies to homogeneous loan pools such as consumer installment, residential mortgages, consumer lines of credit and commercial loans that are not individually evaluated for impairment under ASC Topic 310. ASC Topic 310 is applied to commercial and consumer loans that are individually evaluated for impairment.
	Under ASC Topic 310, a loan is impaired, based upon current information and events, in management's opinion, when it is probable that the loan will not be repaid according to its original contractual terms, including both principal and interest, or if a loan is designated as a TDR. Management performs individual assessments of impaired loans to determine the existence of loss exposure based upon future cash flows or where a loan is collateral dependent, based upon the fair value of the collateral less estimated selling costs.
	In estimating probable loan loss under ASC Topic 450 management considers numerous factors, including historical charge-off rates and subsequent recoveries. Management also considers, but is not limited to, qualitative factors that influence our credit quality, such as delinquency and non-performing loan trends, changes in loan underwriting guidelines and credit policies, as well as the results of internal loan reviews. Finally, management considers the impact of changes in current local and regional economic conditions in the markets that we serve. Assessment of relevant economic factors indicates that some of the Company’s primary markets historically tend to lag the national economy, with local economies in our primary market areas also improving or weakening, as the case may be, but at a more measured rate than the national trends.
	Management bases the computation of the allowance for loan losses under ASC Topic 450 on two factors: the primary factor and the secondary factor. The primary factor is based on the inherent risk identified by management within each of the Company's three loan portfolios based on the historical loss experience of each loan portfolio and the loss emergence period. Management has developed a methodology that is applied to each of the three primary loan portfolios, consisting of commercial and industrial, commercial real estate and private banking. As the loan loss history, mix and risk ratings of each loan portfolio change, the primary factor adjusts accordingly. The allowance for loan losses related to the primary factor is based on our estimates as to probable losses for each loan portfolio. The secondary factor is intended to capture risks related to events and circumstances that management believes may impact the performance of the loan portfolio. Although this factor is more subjective in nature, the methodology focuses on internal and external trends in pre-specified categories (risk factors) and applies a quantitative percentage which drives the secondary factor. There are nine risk factors and each risk factor is assigned a reserve level, based on management's judgment as to the probable impact of each risk factor on each loan portfolio and is monitored on a quarterly basis. As the trend in any risk factor changes, a corresponding change occurs in the reserve associated with each respective risk factor, such that the secondary factor remains current to changes in each loan portfolio.
	The Company also maintains a reserve for losses on unfunded commitments. This reserve is reflected as a component of other liabilities and, in management’s judgment, is sufficient to cover probable losses inherent in the commitments. Management tracks the level and trends in unused commitments and takes into consideration the same factors as those considered for purposes of the allowance for loan losses on outstanding loans.
Investment Management Fees	INVESTMENT MANAGEMENT FEES
	The Company recognizes investment management fee revenue when the advisory services are performed. Fees are based on assets under management and are calculated pursuant to individual client contracts. Investment management fees are generally paid on a quarterly basis. In a limited number of cases, the Company may earn a performance fee based on investment performance achieved versus a stated benchmark. In such cases, performance fees are not recognized until the end of the stated measurement period. Performance fees are included in investment management fee revenue in the consolidated statements of income.
	Investment management fees receivable represent amounts due for contractual investment management services provided to the Company’s clients, primarily institutional investors, mutual funds and individual investors. Management performs credit evaluations of its customers’ financial condition when it is deemed to be necessary, and does not require collateral. The Company provides an allowance for uncollectible accounts based on specifically identified receivables. Investment management fees receivable are considered delinquent when payment is not received within contractual terms and are charged off against the allowance for uncollectible accounts when management determines that recovery is unlikely and the Company ceases its collection efforts.
Federal Home Loan Bank Stock	FEDERAL HOME LOAN BANK STOCK
	The Company is a member of the Federal Home Loan Bank of Pittsburgh (“FHLB”). Member institutions are required to invest in FHLB stock. The stock is carried at cost, which approximates its liquidation value, and it is evaluated for impairment based on the ultimate recoverability of the par value. The following matters are considered by management when evaluating the FHLB stock for impairment: the ability of the FHLB to make payments required by law or regulation and the level of such payments in relation to the operating performance of the FHLB; the impact of legislative and regulatory changes on the institution and its customer base; and the Company's intent and ability to hold its FHLB stock for the foreseeable future. Management believes the Company's holdings in the FHLB stock are ultimately recoverable at par value, as of March 31, 2015. Cash and stock dividends are reported as non-interest income, in the consolidated statements of income.
Business Combinations	BUSINESS COMBINATIONS
	We account for business combinations using the acquisition method of accounting. Under this method of accounting, the acquired company’s net assets are recorded at fair value as of the date of acquisition, and the results of operations of the acquired company are combined with our results from that date forward. Acquisition costs are expensed when incurred. The difference between the purchase price and the fair value of the net assets acquired (including identified intangibles) is recorded as goodwill.
Goodwill and Other Intangible Assets	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. Other intangible assets that have finite lives, such as trade name, client relationships and non-compete agreements are amortized over their estimated useful lives and subject to periodic impairment testing. Other intangible assets are amortized on a straight-line basis over their estimated useful lives which range from four to twenty years. Goodwill and other intangible assets are subject to impairment testing at the reporting unit level, which is conducted at least annually.
Office Properties and Equipment	OFFICE PROPERTIES AND EQUIPMENT
	Office properties and equipment are stated at cost less accumulated depreciation. Depreciation is computed on the straight-line method over the estimated useful lives of the related assets, except for leasehold improvements which are amortized over the terms of the respective leases or the estimated useful lives of the improvements, whichever is shorter. Estimated useful lives are dependent upon the nature and condition of the asset and range from three to ten years. Repairs and maintenance are charged to expense as incurred, while improvements which extend the useful life are capitalized and depreciated to operating expense over the estimated remaining life of the asset. When the Bank receives an allowance for improvements to be made to one of its leased offices, we record the allowance as a deferred liability and recognize it as a reduction to rent expense over the life of the related lease.
Bank Owned Life Insurance	BANK OWNED LIFE INSURANCE
	Bank owned life insurance (“BOLI”) policies on certain officers and employees are recorded at net cash surrender value on the consolidated statements of financial condition. Upon termination of the BOLI policy the Company receives the cash surrender value. BOLI benefits are payable to the Company upon death of the insured. Changes in net cash surrender value are recognized as non-interest income or expense in the consolidated statements of income.
Deposits	DEPOSITS
	Deposits are stated at principal outstanding and interest on deposits is accrued and charged to expense daily and is paid or credited in accordance with the terms of the respective accounts.
Borrowings	BORROWINGS
	The Company records FHLB advances and subordinated notes payable at their principal amount. Interest expense is recognized based on the coupon rate of the obligations. Costs associated with the acquisition of subordinated notes payable are amortized over the expected term of the borrowing.
Earnings Per Share	EARNINGS PER COMMON SHARE
	Basic earnings per common share ("EPS") is computed by dividing net income available to common shareholders by the weighted average number of common shares outstanding for the period, excluding non-vested restricted stock. Diluted EPS reflects the potential dilution of upon the exercise of stock options and vesting of restricted stock awards granted utilizing the treasury stock method.
Income Taxes	INCOME TAXES
	The Company utilizes the asset and liability method of accounting for income taxes. Under this method, deferred tax assets and liabilities are recognized for the tax effects of differences between the financial statement and tax basis of assets and liabilities. Deferred tax assets and liabilities are measured using the enacted tax rates expected to apply to taxable income in the years in which those temporary differences are expected to be recovered or settled. The effect on deferred tax assets and liabilities with regard to a change in tax rates is recognized in income in the period that includes the enactment date. Management assesses all available evidence to determine the amount of deferred tax assets that are more-likely-than-not to be realized. The available evidence used in connection with the assessments includes taxable income in prior periods, projected taxable income, potential tax planning strategies and projected reversals of deferred tax items. These assessments involve a degree of subjectivity and may undergo significant change. Changes to the evidence used in the assessments could have a material adverse effect on the Company’s results of operations in the period in which they occur. It is the Company’s policy to recognize interest and penalties, if any, related to unrecognized tax benefits in income tax expense in the consolidated statement of income.
Fair Value Measurement	FAIR VALUE MEASUREMENT
	Fair value is defined as the exchange price that would be received to sell an asset or paid to transfer a liability in a principal or most advantageous market for the asset or liability in an orderly transaction between market participants as of the measurement date, using assumptions market participants would use when pricing an asset or liability. An orderly transaction assumes exposure to the market for a customary period for marketing activities prior to the measurement date and not a forced liquidation or distressed sale. Fair value measurement and disclosure guidance provides a three-level hierarchy that prioritizes the inputs of valuation techniques used to measure fair value into three broad categories:
	•	Level 1 – Unadjusted quoted prices in active markets for identical assets or liabilities.
	•	Level 2 – Observable inputs such as quoted prices for similar assets and liabilities in active markets, quoted prices for similar assets and liabilities in markets that are not active, or other inputs that are observable or can be corroborated by observable market data.
	•	Level 3 – Unobservable inputs that are supported by little or no market activity and that are significant to the fair value of the assets or liabilities. This includes certain pricing models, discounted cash flow methodologies, and similar techniques that use significant unobservable inputs.
	Fair value may be recorded for certain assets and liabilities every reporting period on a recurring basis or under certain circumstances, on a non-recurring basis.
Stock-based Compensation	STOCK-BASED COMPENSATION
	The Company accounts for its stock-based compensation awards based on estimated fair values, for all share-based awards, including stock options and restricted stock, made to employees and directors.
	The Company accounts for stock-based employee compensation in accordance with the fair value recognition provisions of ASC 718, Compensation – Stock Compensation. As a result, compensation cost for all share-based payments is based on the grant-date fair value estimated in accordance with ASC 718. The value of the portion of the award that is ultimately expected to vest is included in stock-based employee compensation cost in the consolidated statement of income and recorded as a component of additional paid-in capital, for equity-based awards. Compensation expense for all awards is recognized on a straight-line basis over the requisite service period for the entire grant.
Accumulated Other Comprehensive Income (Loss)	ACCUMULATED OTHER COMPREHENSIVE INCOME (LOSS)
	Unrealized holding gains and the non-credit component of losses on the Company’s investment securities available-for-sale are included in accumulated other comprehensive income (loss), net of applicable income taxes. Also included in accumulated other comprehensive income (loss) is the remaining unamortized balance of the unrealized holding gains (non-credit losses), net of applicable income taxes, that existed on the transfer date for investment securities reclassified into the held-to-maturity category from the available-for-sale category.
Treasury Stock	TREASURY STOCK
	The repurchase of the Company's common stock is recorded at cost. At the time of reissuance, the treasury stock account is reduced using the average cost method. Gains and losses on the reissuance of common stock are recorded in additional paid-in capital, to the extent additional paid-in capital from any previous net gains on treasury share transactions exists. Any net deficiency is charged to retained earnings.
Recent Accounting Developments	RECENT ACCOUNTING DEVELOPMENTS
	In April 2015, the FASB issued Accounting Standards Update ("ASU") 2015-03, "Interest - Imputation of Interest (Subtopic 835-30): Simplifying the Presentation of Debt Issuance Costs." This AUS requires that debt issuance costs related to a recognized debt liability be presented in the balance sheet as a direct deduction from the carrying amount of that debt liability, consistent with debt discounts. The recognition and measurement guidance for debt issuance costs are not affected by the amendments in this update. For public business entities, the amendments in this update are effective for financial statements issued for fiscal years beginning after December 15, 2015, and interim periods within those fiscal years. Early adoption of the amendments in this update is permitted for financial statements that have not been previously issued. An entity should apply the new guidance on a retrospective basis, wherein the balance sheet of each individual period presented should be adjusted to reflect the period-specific effects of applying the new guidance. Upon transition, an entity is required to comply with the applicable disclosures for a change in an accounting principle. These disclosures include the nature of and reason for the change in accounting principle, the transition method, a description of the prior-period information that has been retrospectively adjusted, and the effect of the change on the financial statement line items (that is, debt issuance cost asset and the debt liability). The adoption of ASU 2015-03 is not expected to have a material impact on the Company’s consolidated financial statements.
	In February 2015, the FASB issued ASU No. 2015-02, "Consolidation (Topic 810): Amendments to the Consolidation Analysis." This ASU changes the way reporting enterprises evaluate whether (a) they should consolidate limited partnerships and similar entities, (b) fees paid to a decision maker or service provider are variable interests in a variable interest entity (VIE), and (c) variable interests in a VIE held by related parties of the reporting enterprise require the reporting enterprise to consolidate the VIE. It also eliminates the VIE consolidation model based on majority exposure to variability that applied to certain investment companies and similar entities. The new guidance excludes money market funds that are required to comply with Rule 2a-7 of the Investment Company Act of 1940 and similar entities from the U.S. GAAP consolidation requirements. The new consolidation guidance is effective for public business entities for annual and interim periods in fiscal years beginning after December 15, 2015. At the effective date, all previous consolidation analyses that the guidance affects must be reconsidered. This includes the consolidation analyses for all VIEs and for all limited partnerships and similar entities that previously were consolidated by the general partner even though the entities were not VIEs. Early adoption is permitted, including early adoption in an interim period. If a reporting enterprise chooses to early adopt in an interim period, adjustments resulting from the revised consolidation analyses must be reflected as of the beginning of the fiscal year that includes that interim period. The adoption of ASU 2015-02 is not expected to have a material impact on the Company’s consolidated financial statements.
	In January 2015, the FASB issued ASU No. 2015-01, "Income Statement - Extraordinary and Unusual Items (Subtopic 225-20): Simplifying Income Statement Presentation by Eliminating the Concept of Extraordinary Items." This ASU eliminates the concept of extraordinary items from U.S. GAAP as part of its simplification initiative. The ASU does not affect disclosure guidance for events or transactions that are unusual in nature or infrequent in their occurrence. The ASU is effective for interim and annual periods in fiscal years beginning after December 15, 2015. The ASU allows prospective or retrospective application. Early adoption is permitted if applied from the beginning of the fiscal year of adoption. The effective date is the same for both public entities and all other entities. The adoption of ASU 2015-01 is not expected to have a material impact on the Company’s consolidated financial statements.
	In November 2014, the FASB issued ASU 2014-16, "Derivatives and Hedging (Topic 815)," which will require an entity to determine the nature of the host contract by considering the economic characteristics and risks of the entire hybrid financial instrument issued in the form of a share, including the embedded derivative feature that is being evaluated for separate accounting from the host contract when evaluating whether the host contract is more akin to debt or equity. In evaluating the stated and implied substantive terms and features, the existence or omission of any single term or feature does not necessarily determine the economic characteristics and risks of the host contract. Although an individual term or feature may weigh more heavily in the evaluation on the basis of facts and circumstances, an entity should use judgment based on an evaluation of all the relevant terms and features. This update is effective for public business entities for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2015. The effects of initially adopting the amendments should be applied on a modified retrospective basis to existing hybrid financial instruments issued in the form of a share as of the beginning of the fiscal year for which the amendment is effective. Retrospective application is permitted to all relevant prior periods. Early adoption, including adoption in an interim period, is permitted. If an entity early adopts the amendments in an interim period, any adjustments shall be reflected as of the beginning of the fiscal year that includes that interim period. The adoption of ASU 2014-16 is not expected to have a material impact on the Company’s consolidated financial statements.
	In August 2014, the FASB issued ASU No. 2014-15, "Presentation of Financial Statements - Going Concern (Subtopic 205-40): Disclosure of Uncertainties about an Entity’s Ability to Continue as a Going Concern." This ASU describes how an entity’s management should assess whether there are conditions and events that raise substantial doubt about an entity’s ability to continue as a going concern within one year after the date that the financial statements are issued. Management should consider both quantitative and qualitative factors in making its assessment. If after considering management’s plans, substantial doubt about an entity’s going concern is alleviated, an entity shall disclose information in the footnotes that enables the users of the financial statements to understand the events that raised the going concern and how management’s plan alleviated this concern. If after considering management’s plans, substantial doubt about an entity’s going concern is not alleviated, the entity shall disclose in the footnotes indicating that a substantial doubt about the entity’s going concern exists within one year of the date of the issued financial statements. Additionally, the entity shall disclose the events that led to this going concern and management’s plans to mitigate them. The new standard applies to all entities for the first annual period ending after December 15, 2016, and for annual and interim periods thereafter. Early application is permitted. The adoption of ASU 2014-15 is not expected to have a material impact on the Company’s consolidated financial statements.
	In June 2014, the FASB issued ASU No. 2014-12, "Accounting for Share-Based Payments When the Terms of an Award Provide That a Performing Target Could Be Achieved after the Requisite Service Period." This ASU requires a reporting entity to treat a performance target that affects vesting and that could be achieved after the requisite service period as a performance condition. A reporting entity should apply FASB ASC Topic 718, Compensation-Stock Compensation, to awards with performance conditions that affect vesting. This update is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2015, for all entities. Early adoption is permitted. ASU 2014-12 may be adopted either prospectively for share-based payment awards granted or modified on or after the effective date, or retrospectively, using a modified retrospective approach. The modified retrospective approach would apply to share-based payment awards outstanding as of the beginning of the earliest annual period presented in the financial statements on adoption, and to all new or modified awards thereafter. The adoption of ASU 2014-12 is not expected to have a material impact on the Company’s consolidated financial statements.
	In May 2014, the FASB issued ASU No. 2014-09, "Revenue from Contracts with Customers (Topic 606)." This ASU implements a common revenue standard that clarifies the principles for recognizing revenue. The core principle of this update is that an entity should recognize revenue to depict the transfer of promised goods or services to customers in an amount that reflects the consideration to which the entity expects to be entitled in exchange for those goods or services. ASU 2014-09 establishes a five-step model which entities must follow to recognize revenue and removes inconsistencies and weaknesses in existing guidance. This update is effective for public business entities for fiscal years, and interim periods within those fiscal years, beginning after December 15, 2016. The adoption of ASU 2014-09 is not expected to have a material impact on the Company’s consolidated financial statements.
Reclassification	RECLASSIFICATION
	Certain items previously reported have been reclassified to conform with the current year’s reporting presentation and are considered immaterial.

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2015
Investments, Debt and Equity Securities [Abstract]
Schedule of investment securities available-for-sale	Investment securities available-for-sale and held-to-maturity are comprised of the following:
		31-Mar-15
	(Dollars in thousands)	Amortized		Gross Unrealized		Gross Unrealized			Estimated
		Cost		Appreciation		Depreciation			Fair Value
	Investment securities available-for-sale:
	Corporate bonds	$	23,275	$	16	$	32		$	23,259
	Trust preferred securities	17,480		—		478			17,002
	Non-agency mortgage-backed securities	9,518		—		44			9,474
	Agency collateralized mortgage obligations	55,021		117		89			55,049
	Agency mortgage-backed securities	30,512		454		118			30,848
	Agency debentures	8,688		17		—			8,705
	Equity securities (short-duration, high-yield-bond mutual fund)	8,163		—		71			8,092
	Total investment securities available-for-sale	152,657		604		832			152,429
	Investment securities held-to-maturity:
	Corporate bonds	14,451		474		—			14,925
	Municipal bonds	22,770		302		7			23,065
	Total investment securities held-to-maturity	37,221		776		7			37,990
	Total	$	189,878	$	1,380	$	839		$	190,419
		31-Dec-14
	(Dollars in thousands)	Amortized		Gross Unrealized		Gross Unrealized			Estimated
		Cost		Appreciation		Depreciation			Fair Value
	Investment securities available-for-sale:
	Corporate bonds	$	31,833	$	3	$	168		$	31,668
	Trust preferred securities	17,446		—		645			16,801
	Non-agency mortgage-backed securities	11,617		—		32			11,585
	Agency collateralized mortgage obligations	56,984		127		248			56,863
	Agency mortgage-backed securities	32,564		502		186			32,880
	Agency debentures	8,678		59		—			8,737
	Equity securities (short-duration, high-yield-bond mutual fund)	8,110		—		72			8,038
	Total investment securities available-for-sale	167,232		691		1,351			166,572
	Investment securities held-to-maturity:
	Corporate bonds	14,452		335		—			14,787
	Agency debentures	5,000		1		—			5,001
	Municipal bonds	20,139		201		15			20,325
	Total investment securities held-to-maturity	39,591		537		15			40,113
	Total	$	206,823	$	1,228	$	1,366		$	206,685
Schedule of contractual maturities of debt securities available -for-sale	As of March 31, 2015, the contractual maturities of the debt securities are:
		31-Mar-15
		Available-for-Sale					Held-to-Maturity
	(Dollars in thousands)	Amortized		Estimated			Amortized			Estimated
		Cost		Fair Value			Cost			Fair Value
	Due in one year or less	$	—	$	—		$	—		$	—
	Due from one to five years	27,275		27,261			8,219			8,587
	Due from five to ten years	6,420		6,437			23,683			23,974
	Due after ten years	110,799		110,639			5,319			5,429
	Total debt securities	$	144,494	$	144,337		$	37,221		$	37,990
Schedule of fair value and gross unrealized losses on investment securities available-for-sale	The following tables show the fair value and gross unrealized losses on investment securities available-for-sale and held-to-maturity, aggregated by investment category and length of time that the individual securities have been in a continuous unrealized loss position as of March 31, 2015 and December 31, 2014, respectively:
		March 31, 2015
		Less than 12 Months					12 Months or More					Total
	(Dollars in thousands)	Fair value		Unrealized losses			Fair value			Unrealized losses		Fair value		Unrealized losses
	Investment securities available-for-sale:
	Corporate bonds	$	20,611	$	32		$	—		$	—	$	20,611	$	32
	Trust preferred securities	12,627		374			4,375			104		17,002		478
	Non-agency mortgage-backed securities	9,474		44			—			—		9,474		44
	Agency collateralized mortgage obligations	8,891		17			30,016			72		38,907		89
	Agency mortgage-backed securities	—		—			11,777			118		11,777		118
	Equity securities	8,092		71			—			—		8,092		71
	Total investment securities available-for-sale	59,695		538			46,168			294		105,863		832
	Investment securities held-to-maturity:
	Municipal bonds	1,191		7			—			—		1,191		7
	Total investment securities held-to-maturity	1,191		7			—			—		1,191		7
	Total temporarily impaired securities	$	60,886	$	545		$	46,168		$	294	$	107,054	$	839
		December 31, 2014
		Less than 12 Months					12 Months or More					Total
	(Dollars in thousands)	Fair value		Unrealized losses			Fair value			Unrealized losses		Fair value		Unrealized losses
	Investment securities available-for-sale:
	Corporate bonds	$	26,723	$	145		$	2,263		$	23	$	28,986	$	168
	Trust preferred securities	12,601		376			4,200			269		16,801		645
	Non-agency mortgage-backed securities	11,585		32			—			—		11,585		32
	Agency collateralized mortgage obligations	9,317		45			30,327			203		39,644		248
	Agency mortgage-backed securities	—		—			12,073			186		12,073		186
	Equity securities	8,038		72			—			—		8,038		72
	Total investment securities available-for-sale	72,264		670			48,863			681		121,127		1,351
	Investment securities held-to-maturity:
	Municipal bonds	2,857		2			1,446			13		4,303		15
	Total investment securities held-to-maturity	2,857		2			1,446			13		4,303		15
	Total temporarily impaired securities	$	75,121	$	672		$	50,309		$	694	$	125,430	$	1,366

Loans_Receivable_Net_Tables

Loans Receivable, Net (Tables)	3 Months Ended
	Mar. 31, 2015
Receivables [Abstract]
Schedule of loans receivable	Loans receivable by channel was comprised of the following:
		March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Loans held-for-investment, before deferred fees	$	659,399		$	756,616		$	1,062,205		$	2,478,220
	Less: net deferred loan (fees) costs	(1,505		)	(2,227		)	2,642			(1,090		)
	Loans held-for-investment, net of deferred fees	657,894			754,389			1,064,847			2,477,130
	Less: allowance for loan losses	(14,191		)	(4,973		)	(2,041		)	(21,205		)
	Loans receivable, net	$	643,703		$	749,416		$	1,062,806		$	2,455,925
		December 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Loans held-for-investment, before deferred fees	$	679,274		$	735,531		$	986,898		$	2,401,703
	Less: net deferred loan (fees) costs	(1,781		)	(2,274		)	2,404			(1,651		)
	Loans held-for-investment, net of deferred fees	677,493			733,257			989,302			2,400,052
	Less: allowance for loan losses	(13,501		)	(4,755		)	(2,017		)	(20,273		)
	Loans receivable, net	$	663,992		$	728,502		$	987,285		$	2,379,779

Allowance_for_Loan_Losses_Tabl

Allowance for Loan Losses (Tables)	3 Months Ended
	Mar. 31, 2015
Allowance for Loan Losses [Abstract]
Investment in loans by credit quality indicator	The following tables present the recorded investment in loans by credit quality indicator:
		March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total Loans
		and			Real Estate			Banking
		Industrial
	Non-rated	$	64		$	—		$	94,609		$	94,673
	Pass	605,388			751,168			967,650			2,324,206
	Special mention	18,414			309			461			19,184
	Substandard	29,151			2,912			2,127			34,190
	Doubtful	4,877			—			—			4,877
	Total loans	$	657,894		$	754,389		$	1,064,847		$	2,477,130
		December 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total Loans
		and			Real Estate			Banking
		Industrial
	Non-rated	$	129		$	—		$	104,228		$	104,357
	Pass	617,396			729,066			881,235			2,227,697
	Special mention	26,105			693			1,667			28,465
	Substandard	28,916			3,498			2,172			34,586
	Doubtful	4,947			—			—			4,947
	Total loans	$	677,493		$	733,257		$	989,302		$	2,400,052
Change in allowance for loan losses	Changes in the allowance for loan losses were as follows for the three months ended March 31, 2015 and 2014:
		Three Months Ended March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Balance, beginning of period	$	13,501		$	4,755		$	2,017		$	20,273
	Provision for loan losses	683			218			24			925
	Charge-offs	—			—			—			—
	Recoveries	7			—			—			7
	Balance, end of period	$	14,191		$	4,973		$	2,041		$	21,205
		Three Months Ended March 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Balance, beginning of period	$	11,881		$	5,104		$	2,011		$	18,996
	Provision for loan losses	1,822			(1,184		)	(30		)	608
	Charge-offs	(852		)	—			—			(852		)
	Recoveries	—			—			—			—
	Balance, end of period	$	12,851		$	3,920		$	1,981		$	18,752
Past due loans segregated by class of loan	The following tables present the age analysis of past due loans segregated by class of loan:
		March 31, 2015
	(Dollars in thousands)	30-59 Days Past Due			60-89 Days Past Due			Loans Past Due 90 Days or More			Total Past Due			Current		Total Loans
	Commercial and industrial	$	6,405		$	—		$	380		$	6,785		$	651,109	$	657,894
	Commercial real estate	—			—			2,912			2,912			751,477		754,389
	Private banking	301			640			1,202			2,143			1,062,704		1,064,847
	Total loans	$	6,706		$	640		$	4,494		$	11,840		$	2,465,290	$	2,477,130
		December 31, 2014
	(Dollars in thousands)	30-59 Days Past Due			60-89 Days Past Due			Loans Past Due 90 Days or More			Total Past Due			Current		Total Loans
	Commercial and industrial	$	547		$	524		$	263		$	1,334		$	676,159	$	677,493
	Commercial real estate	—			—			3,498			3,498			729,759		733,257
	Private banking	—			1,775			109			1,884			987,418		989,302
	Total loans	$	547		$	2,299		$	3,870		$	6,716		$	2,393,336	$	2,400,052
Investment in loans considered to be impaired	The following tables present the Company’s investment in loans considered to be impaired and related information on those impaired loans:
		As of and for the Three Months Ended March 31, 2015
	(Dollars in thousands)	Recorded Investment			Unpaid Principal Balance			Related Allowance			Average Recorded Investment			Interest Income Recognized
	With a related allowance recorded:
	Commercial and industrial	$	21,277		$	31,715		$	6,470		$	21,592		$	—
	Commercial real estate	—			—			—			—			—
	Private banking	640			734			640			656			—
	Total with a related allowance recorded	21,917			32,449			7,110			22,248			—
	Without a related allowance recorded:
	Commercial and industrial	3,276			4,669			—			3,248			7
	Commercial real estate	2,912			9,067			—			3,108			—
	Private banking	1,385			1,632			—			1,385			—
	Total without a related allowance recorded	7,573			15,368			—			7,741			7
	Total:
	Commercial and industrial	24,553			36,384			6,470			24,840			7
	Commercial real estate	2,912			9,067			—			3,108			—
	Private banking	2,025			2,366			640			2,041			—
	Total	$	29,490		$	47,817		$	7,110		$	29,989		$	7
		As of and for the Twelve Months Ended December 31, 2014
	(Dollars in thousands)	Recorded Investment			Unpaid Principal Balance			Related Allowance			Average Recorded Investment			Interest Income Recognized
	With a related allowance recorded:
	Commercial and industrial	$	24,402		$	34,459		$	4,902		$	27,014		$	—
	Commercial real estate	—			—			—			—			—
	Private banking	681			767			681			746			—
	Total with a related allowance recorded	25,083			35,226			5,583			27,760			—
	Without a related allowance recorded:
	Commercial and industrial	791			2,013			—			953			27
	Commercial real estate	3,498			9,705			—			3,498			—
	Private banking	1,388			1,632			—			1,444			—
	Total without a related allowance recorded	5,677			13,350			—			5,895			27
	Total:
	Commercial and industrial	25,193			36,472			4,902			27,967			27
	Commercial real estate	3,498			9,705			—			3,498			—
	Private banking	2,069			2,399			681			2,190			—
	Total	$	30,760		$	48,576		$	5,583		$	33,655		$	27
Allowance for credit losses and investment in loans by class	The following tables present the allowance for loan losses and recorded investment in loans by class:
		March 31, 2015
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Allowance for loan losses:
	Individually evaluated for impairment	$	6,470		$	—		$	640		$	7,110
	Collectively evaluated for impairment	7,721			4,973			1,401			14,095
	Total allowance for loan losses	$	14,191		$	4,973		$	2,041		$	21,205
	Portfolio loans:
	Individually evaluated for impairment	$	24,553		$	2,912		$	2,025		$	29,490
	Collectively evaluated for impairment	633,341			751,477			1,062,822			2,447,640
	Total portfolio loans	$	657,894		$	754,389		$	1,064,847		$	2,477,130
		December 31, 2014
	(Dollars in thousands)	Commercial			Commercial			Private			Total
		and			Real Estate			Banking
		Industrial
	Allowance for loan losses:
	Individually evaluated for impairment	$	4,902		$	—		$	681		$	5,583
	Collectively evaluated for impairment	8,599			4,755			1,336			14,690
	Total allowance for loan losses	$	13,501		$	4,755		$	2,017		$	20,273
	Portfolio loans:
	Individually evaluated for impairment	$	25,193		$	3,498		$	2,069		$	30,760
	Collectively evaluated for impairment	652,300			729,759			987,233			2,369,292
	Total portfolio loans	$	677,493		$	733,257		$	989,302		$	2,400,052
Loans classified as troubled debt restructuring	The following table provides additional information on the Company’s loans designated as troubled debt restructurings:
	(Dollars in thousands)	March 31,			December 31,
		2015			2014
	Aggregate recorded investment of impaired loans with terms modified through a troubled debt restructuring:
	Performing loans accruing interest	$	564		$	528
	Non-accrual loans	20,388			14,107
	Total troubled debt restructurings	$	20,952		$	14,635
Financial effects of modifications	The financial effects of modifications made to loans designated as TDRs during the three months ended March 31, 2015, were as follows:
		Three Months Ended March 31, 2015
	(Dollars in thousands)	Count	Recorded Investment at the time of Modification			Current Recorded Investment			Allowance for Loan Losses at the time of Modification			Current Allowance for Loan Losses
	Commercial and industrial:
	Extended term and deferred principal	1	$	433		$	398		$	433		$	398
	Deferred principal	2	6,849			6,544			1,500			1,947
	Total	3	$	7,282		$	6,942		$	1,933		$	2,345

Deposits_Deposits_Tables

Deposits Deposits (Tables)	3 Months Ended
	Mar. 31, 2015
Deposits [Abstract]
Schedule of Deposits
		Interest Rate		Weighted Average				Balance as of
		Range as of		Interest Rate as of
	(Dollars in thousands)	March 31,		March 31,		December 31,		March 31,		December 31,
		2015		2015		2014		2015		2014
	Demand and savings accounts:
	Noninterest-bearing checking accounts	—		—		—		$	193,060	$	177,606
	Interest-bearing checking accounts	0.00 to 0.50%		0.43	%	0.42	%	118,364		75,679
	Money market deposit accounts	0.05 to 0.85%		0.39	%	0.39	%	1,269,738		1,244,921
	Total demand and savings accounts							1,581,162		1,498,206
	Time deposits	0.05 to 5.21%		0.76	%	0.69	%	860,794		838,747
	Total deposit balance							$	2,441,956	$	2,336,953
	Average rate paid on interest-bearing accounts			0.53	%	0.51	%
Schedule of maturities of time deposits	The contractual maturity of time deposits, including brokered deposits, is as follows:
	(Dollars in thousands)	March 31,		December 31,
		2015		2014
	12 months or less	$	691,028	$	722,752
	12 months to 24 months	133,956		111,865
	24 months to 36 months	35,661		4,130
	36 months to 48 months	149		—
	48 months to 60 months	—		—
	Over 60 months	—		—
	Total	$	860,794	$	838,747
Schedule of interest expense on deposits by type of deposit	Interest expense on deposits is as follows:
		Three Months Ended March 31,
	(Dollars in thousands)	2015		2014
	Interest-bearing checking accounts	$	120	$	6
	Money market deposit accounts	1,220		880
	Time deposits	1,552		1,539
	Total interest expense on deposits	$	2,892	$	2,425

Borrowings_Tables

Borrowings (Tables)	3 Months Ended
	Mar. 31, 2015
Debt Disclosure [Abstract]
Schedule of borrowings	As of March 31, 2015 and December 31, 2014, borrowings were comprised of the following:
		March 31, 2015					December 31, 2014
	(Dollars in thousands)	Interest Rate		Ending Balance		Maturity Date	Interest Rate		Ending Balance		Maturity Date
	FHLB borrowings:
	Issued 3/31/2015	0.36	%	$	15,000	4/1/15			$	—
	Issued 4/7/2014	0.34	%	25,000		4/7/15	0.34	%	25,000		4/7/15
	Issued 4/7/2014	0.38	%	25,000		6/8/15	0.38	%	25,000		6/8/15
	Issued 4/7/2014	0.44	%	25,000		9/8/15	0.44	%	25,000		9/8/15
	Issued 5/5/2014			—			0.33	%	25,000		2/5/15
	Issued 12/31/2014			—			0.27	%	30,000		1/2/15
	Subordinated notes payable	5.75	%	35,000		7/1/19	5.75	%	35,000		7/1/19
	Total			$	125,000				$	165,000

Shareholders_Equity_Tables

Shareholders' Equity (Tables)	3 Months Ended
	Mar. 31, 2015
Regulatory Capital Requirements [Abstract]
Schedule of compliance with regulatory capital requirements under banking regulations	The following tables set forth certain information concerning the Company’s and the Bank’s regulatory capital as of March 31, 2015 and December 31, 2014:
		31-Mar-15
		Actual				For Capital Adequacy Purposes				To be Well Capitalized Under Prompt Corrective Action Provisions
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	Total risk-based capital ratio
	Company	$	317,335	14.39	%	$	176,470	8	%	N/A		N/A
	Bank	$	297,178	13.65	%	$	174,209	8	%	$	217,761	10	%
	Tier 1 risk-based capital ratio
	Company	$	267,570	12.13	%	$	132,353	6	%	N/A		N/A
	Bank	$	275,389	12.65	%	$	130,657	6	%	$	174,209	8	%
	Common equity tier 1 risk-based capital ratio
	Company	$	267,570	12.13	%	$	99,264	4.5	%	N/A		N/A
	Bank	$	275,389	12.65	%	$	97,993	4.5	%	$	141,545	6.5	%
	Tier 1 leverage ratio
	Company	$	267,570	9.42	%	$	113,600	4	%	N/A		N/A
	Bank	$	275,389	9.8	%	$	112,433	4	%	$	140,542	5	%
		December 31, 2014
		Actual				For Capital Adequacy Purposes				To be Well Capitalized Under Prompt Corrective Action Provisions
	(Dollars in thousands)	Amount		Ratio		Amount		Ratio		Amount		Ratio
	Total risk-based capital ratio
	Company	$	302,217	11.02	%	$	219,458	8	%	N/A		N/A
	Bank	$	291,388	10.69	%	$	218,013	8	%	$	272,516	10	%
	Tier 1 risk-based capital ratio
	Company	$	253,389	9.24	%	$	109,729	4	%	N/A		N/A
	Bank	$	270,560	9.93	%	$	109,007	4	%	$	163,510	6	%
	Tier 1 leverage ratio
	Company	$	253,389	9.21	%	$	110,088	4	%	N/A		N/A
	Bank	$	270,560	9.88	%	$	109,498	4	%	$	136,872	5	%

Stock_Transactions_Stock_Trans

Stock Transactions Stock Transactions (Tables)	3 Months Ended
	Mar. 31, 2015
Common Stock, Number of Shares, Par Value and Other Disclosures [Abstract]
Schedule of Common Shares, Activity	The tables below show the changes in the common shares during the periods indicated.
		Number of
		Common Shares
		Outstanding
	Balance, December 31, 2013	28,690,279
	Issuance of restricted common stock	—
	Purchase of treasury stock	—
	Balance, March 31, 2014	28,690,279
	Balance, December 31, 2014	28,060,888
	Issuance of restricted common stock	255,916
	Purchase of treasury stock	(308,342	)
	Balance, March 31, 2015	28,008,462

Earnings_Per_Common_Share_Tabl

Earnings Per Common Share (Tables)	3 Months Ended
	Mar. 31, 2015
Earnings Per Share [Abstract]
Schedule of Earnings Per Share, Basic and Diluted	The computation of basic and diluted earnings per common share for the periods presented is as follows:
		Three Months Ended March 31,
	(Dollars in thousands, except per share data)	2015			2014
	Net income available to common shareholders	$	5,056		$	4,616
	Basic shares	27,891,931			28,690,279
	Non-vested restricted stock - dilutive	2,398			—
	Stock options - dilutive	59,415			494,099
	Diluted shares	27,953,744			29,184,378
	Earnings per common share:
	Basic	$	0.18		$	0.16
	Diluted	$	0.18		$	0.16
Schedule of Antidilutive Securities Excluded from Computation of Earnings Per Share
		Three Months Ended March 31,
		2015		2014
	Anti-dilutive shares (1)	2,345,393		362,732
	(1)	Included stock options and non-vested restricted stock not considered for the calculation of diluted EPS as their inclusion would have been anti-dilutive.

Derivatives_and_Hedging_Activi1

Derivatives and Hedging Activity (Tables)	3 Months Ended
	Mar. 31, 2015
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Schedule of Derivative Instruments in Statement of Financial Position, Fair Value	The tables below present the fair value of the Company’s derivative financial instruments as well as their classification on the consolidated statements of financial condition as of March 31, 2015 and December 31, 2014:
		Asset Derivatives					Liability Derivatives
		as of March 31, 2015					as of March 31, 2015
	(Dollars in thousands)	Balance Sheet Location	Fair Value				Balance Sheet Location	Fair Value
	Derivatives designated as hedging instruments:
	Interest rate products	Other assets	$	—			Other liabilities	$	389
	Derivatives not designated as hedging instruments:
	Interest rate products	Other assets	$	8,644			Other liabilities	$	9,384
		Asset Derivatives					Liability Derivatives
		as of December 31, 2014					as of December 31, 2014
	(Dollars in thousands)	Balance Sheet Location	Fair Value				Balance Sheet Location	Fair Value
	Derivatives designated as hedging instruments:
	Interest rate products	Other assets	$	—			Other liabilities	$	442
	Derivatives not designated as hedging instruments:
	Interest rate products	Other assets	$	6,327			Other liabilities	$	6,849
Schedule of Derivative Instruments, Gain (Loss) in Statement of Financial Performance	The tables below present the effect of the Company’s derivative financial instruments in the consolidated statements of income for the periods presented:
				Three Months Ended March 31,
	(Dollars in thousands)			2015			2014
	Derivatives designated as hedging instruments:	Location of Gain (Loss) Recognized in Income on Derivative		Amount of Gain (Loss) Recognized in Income on Derivative
	Interest rate products	Interest income		$	(82	)	$	(83	)
		Non-interest income		—			3
	Total			$	(82	)	$	(80	)
	Derivatives not designated as hedging instruments:	Location of Gain (Loss) Recognized in Income on Derivative		Amount of Gain (Loss) Recognized in Income on Derivative
	Interest rate products	Non-interest income		$	(217	)	$	(105	)
	Total			$	(217	)	$	(105	)

Disclosures_about_Fair_Value_o1

Disclosures about Fair Value of Financial Instruments (Tables)	3 Months Ended
	Mar. 31, 2015
Fair Value Disclosures [Abstract]
Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis	The following tables represent assets and liabilities measured at fair value on a recurring basis as of March 31, 2015 and December 31, 2014:
		31-Mar-15
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets /
											Liabilities
											at Fair Value
	Financial assets:
	Investment securities available-for-sale:
	Corporate bonds	$	—		$	23,259		$	—		$	23,259
	Trust preferred securities	—			17,002			—			17,002
	Non-agency mortgage-backed securities	—			9,474			—			9,474
	Agency collateralized mortgage obligations	—			55,049			—			55,049
	Agency mortgage-backed securities	—			30,848			—			30,848
	Agency debentures	—			8,705			—			8,705
	Equity securities	8,092			—			—			8,092
	Interest rate swaps	—			8,644			—			8,644
	Total financial assets	8,092			152,981			—			161,073
	Financial liabilities:
	Interest rate swaps	—			9,773			—			9,773
	Total financial liabilities	$	—		$	9,773		$	—		$	9,773
		31-Dec-14
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets /
											Liabilities
											at Fair Value
	Financial assets:
	Investment securities available-for-sale:
	Corporate bonds	$	—		$	31,668		$	—		$	31,668
	Trust preferred securities	—			16,801			—			16,801
	Non-agency mortgage-backed securities	—			11,585			—			11,585
	Agency collateralized mortgage obligations	—			56,863			—			56,863
	Agency mortgage-backed securities	—			32,880			—			32,880
	Agency debentures	—			8,737			—			8,737
	Equity securities	8,038			—			—			8,038
	Interest rate swaps	—			6,327			—			6,327
	Total financial assets	8,038			164,861			—			172,899
	Financial liabilities:
	Interest rate swaps	—			7,291			—			7,291
	Total financial liabilities	$	—		$	7,291		$	—		$	7,291
Fair Value Measurements, Nonrecurring	The following tables represent the balances of assets measured at fair value on a non-recurring basis as of March 31, 2015 and December 31, 2014:
		31-Mar-15
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets
											at Fair Value
	Loans measured for impairment, net	$	—		$	—		$	22,380		$	22,380
	Other real estate owned	—			—			1,766			1,766
	Total assets	$	—		$	—		$	24,146		$	24,146
		31-Dec-14
	(Dollars in thousands)	Level 1			Level 2			Level 3			Total Assets
											at Fair Value
	Loans measured for impairment, net	$	—		$	—		$	25,177		$	25,177
	Other real estate owned	—			—			1,370			1,370
	Total assets	$	—		$	—		$	26,547		$	26,547
Fair Value Inputs, Assets, Quantitative Information	The following tables present additional quantitative information about assets measured at fair value on a recurring and non-recurring basis and for which we have utilized Level 3 inputs to determine fair value as of March 31, 2015 and December 31, 2014:
		31-Mar-15
	(Dollars in thousands)	Fair Value				Valuation Techniques (1)		Significant Unobservable Inputs		Weighted Average
										Discount Rate
	Loans measured for impairment, net	$	7,572			Appraisal value		Discount due		2	%
								to salability conditions
	Loans measured for impairment, net	$	14,808			Discounted cash flow		Discount due to restructured nature of operations		7	%
	Other real estate owned	$	1,766			Appraisal value		Discount due		10	%
								to salability conditions
	(1)	Fair value is generally determined through independent appraisals of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent.
		31-Dec-14
	(Dollars in thousands)	Fair Value				Valuation Techniques (1)		Significant Unobservable Inputs		Weighted Average
										Discount Rate
	Loans measured for impairment, net	$	7,559			Appraisal value or		Discount due		10	%
						Market multiple		to salability conditions
	Loans measured for impairment, net	$	17,618			Discounted cash flow		Discount due to restructured nature of operations		10	%
	Other real estate owned	$	1,370			Appraisal value		Discount due		10	%
								to salability conditions
	(1)	Fair value is generally determined through independent appraisals or market multiple of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent.
Schedule of Fair and Carrying Value of Financial Assets and Liabilities	A summary of the carrying amounts and estimated fair values of financial instruments is as follows:
		31-Mar-15								31-Dec-14
	(Dollars in thousands)	Fair Value	Carrying			Estimated				Carrying			Estimated
		Level	Amount			Fair Value				Amount			Fair Value
	Financial assets:
	Cash and cash equivalents	1	$	114,554		$	114,554			$	105,710		$	105,710
	Investment securities available-for-sale: debt	2	144,337			144,337				158,534			158,534
	Investment securities available-for-sale: equity	1	8,092			8,092				8,038			8,038
	Investment securities held-to-maturity	2	37,221			37,990				39,591			40,113
	Loans held-for-investment, net	3	2,455,925			2,455,388				2,379,779			2,376,075
	Accrued interest receivable	2	6,159			6,159				6,279			6,279
	Investment management fees receivable	2	6,442			6,442				6,818			6,818
	Federal Home Loan Bank stock	2	4,130			4,130				5,730			5,730
	Bank owned life insurance	2	53,714			53,714				53,323			53,323
	Interest rate swaps	2	8,644			8,644				6,327			6,327
	Other real estate owned	3	1,766			1,766				1,370			1,370
	Financial liabilities:
	Deposits	2	$	2,441,956		$	2,442,648			$	2,336,953		$	2,337,734
	Borrowings	2	125,000			125,511				165,000			165,163
	Interest rate swaps	2	9,773			9,773				7,291			7,291

Changes_in_Accumulated_Other_C1

Changes in Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2015
Equity [Abstract]
Changes in accumulated other comprehensive income	The following table shows the changes in accumulated other comprehensive income (loss), for the periods presented:
		Three Months Ended March 31,
		2015			2014
	(Dollars in thousands)	Unrealized Gains			Unrealized Gains
		and Losses on			and Losses on
		Investment Securities			Investment Securities
	Balance, beginning of period	$	(627	)	$	(1,744	)
	Increase (decrease) in unrealized holding gains (losses)	293			1,273
	Gains reclassified from other comprehensive income (loss) (1)	(11		)	(651		)
	Net other comprehensive income (loss)	282			622
	Balance, end of period	$	(345	)	$	(1,122	)
	(1)	Consists of net realized gains on sales of investment securities available-for-sale of $17,000 and $1.0 million, net of income tax expense of $6,000 and $363,000 for the three months ended March 31, 2015 and 2014, respectively.

Segments_Tables

Segments (Tables)	3 Months Ended
	Mar. 31, 2015
Segment Reporting [Abstract]
Schedule of Segment Reporting Information, by Segment	The following tables provide financial information for the two segments of the Company as of and for the periods indicated.
	(Dollars in thousands)			March 31,			December 31,
				2015			2014
	Assets:			(unaudited)
	Bank			$	2,851,835		$	2,784,368
	Investment management			64,276			62,489
	Total assets			$	2,916,111		$	2,846,857
		Three Months Ended March 31, 2015								Three Months Ended March 31, 2014
	(Dollars in thousands)	Bank			Investment			Consolidated		Bank		Investment		Consolidated
					Management							Management
	Income statement data:	(unaudited)								(unaudited)
	Interest income	$	19,995		$	—		$	19,995	$	18,308	$	—	$	18,308
	Interest expense	3,539			—			3,539		2,446		—		2,446
	Net interest income	16,456			—			16,456		15,862		—		15,862
	Provision for loan losses	925			—			925		608		—		608
	Net interest income after provision for loan losses	15,531			—			15,531		15,254		—		15,254
	Non-interest income:
	Investment management fees	—			7,655			7,655		—		2,454		2,454
	Net gain on the sale of investment securities available-for-sale	17			—			17		1,014		—		1,014
	Other non-interest income	1,385			1			1,386		1,012		—		1,012
	Total non-interest income	1,402			7,656			9,058		2,026		2,454		4,480
	Non-interest expense:
	Intangible amortization expense	—			389			389		—		130		130
	Other non-interest expense	11,215			5,498			16,713		10,863		1,799		12,662
	Total non-interest expense	11,215			5,887			17,102		10,863		1,929		12,792
	Income before tax	5,718			1,769			7,487		6,417		525		6,942
	Income tax expense	1,743			688			2,431		2,105		221		2,326
	Net income	$	3,975		$	1,081		$	5,056	$	4,312	$	304	$	4,616
	The Investment Management segment activity began on March 5, 2014, upon closing of the Chartwell acquisition.

Summary_of_Significant_Account2

Summary of Significant Accounting Policies (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	subsidiary
	offices
Significant Accounting Policies [Line Items]
Number of wholly-owned subsidiaries	3
Number of representative offices, additional to main office	4
Consecutive period loan is current	6 months
Bad debt expense	$0	$0
Allowance for uncollectible accounts	$0		$0
Maximum
Significant Accounting Policies [Line Items]
Original maturity of short-term investments	90 days
Useful life	20 years
Estimated useful lives of office properties and equipment	10 years
Minimum
Significant Accounting Policies [Line Items]
Past due period for loans	90 days
Useful life	4 years
Estimated useful lives of office properties and equipment	3 years

Investment_Securities_Availabl

Investment Securities - Available-for-sale and Held-to-maturity Securities Investment Types (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Investment securities available-for-sale:
Investments AFS (cost)	$152,657,000		$167,232,000
Available-for-sale Securities, Gross Unrealized Appreciation	604,000		691,000
Available-for-sale Securities, Gross Unrealized Depreciation	832,000		1,351,000
Available-for-sale Securities, Estimated Fair Value	152,429,000		166,572,000
Investment securities held-to-maturity:
Held-to-maturity Securities, Amortized Cost	37,221,000		39,591,000
Held-to-maturity Securities, Gross Unrealized Appreciation	776,000		537,000
Held-to-maturity Securities, Gross Unrealized Depreciation	7,000		15,000
Investments HTM (fair value)	37,990,000		40,113,000
Amortized Cost	189,878,000		206,823,000
Gross Unrealized Appreciation	1,380,000		1,228,000
Gross Unrealized Depreciation	839,000		1,366,000
Estimated Fair Value	190,419,000		206,685,000
Interest Income, Securities, Operating, Taxable	648,000	743,000
Interest Income, Securities, Operating, Tax Exempt	90,000	90,000
Dividend Income, Operating	54,000	0
Corporate bonds
Investment securities available-for-sale:
Investments AFS (cost)	23,275,000		31,833,000
Available-for-sale Securities, Gross Unrealized Appreciation	16,000		3,000
Available-for-sale Securities, Gross Unrealized Depreciation	32,000		168,000
Available-for-sale Securities, Estimated Fair Value	23,259,000		31,668,000
Investment securities held-to-maturity:
Held-to-maturity Securities, Amortized Cost	14,451,000		14,452,000
Held-to-maturity Securities, Gross Unrealized Appreciation	474,000		335,000
Held-to-maturity Securities, Gross Unrealized Depreciation	0		0
Investments HTM (fair value)	14,925,000		14,787,000
Trust preferred securities
Investment securities available-for-sale:
Investments AFS (cost)	17,480,000		17,446,000
Available-for-sale Securities, Gross Unrealized Appreciation	0		0
Available-for-sale Securities, Gross Unrealized Depreciation	478,000		645,000
Available-for-sale Securities, Estimated Fair Value	17,002,000		16,801,000
Non-agency mortgage-backed securities
Investment securities available-for-sale:
Investments AFS (cost)	9,518,000		11,617,000
Available-for-sale Securities, Gross Unrealized Appreciation	0		0
Available-for-sale Securities, Gross Unrealized Depreciation	44,000		32,000
Available-for-sale Securities, Estimated Fair Value	9,474,000		11,585,000
Agency collateralized mortgage obligations
Investment securities available-for-sale:
Investments AFS (cost)	55,021,000		56,984,000
Available-for-sale Securities, Gross Unrealized Appreciation	117,000		127,000
Available-for-sale Securities, Gross Unrealized Depreciation	89,000		248,000
Available-for-sale Securities, Estimated Fair Value	55,049,000		56,863,000
Agency mortgage-backed securities
Investment securities available-for-sale:
Investments AFS (cost)	30,512,000		32,564,000
Available-for-sale Securities, Gross Unrealized Appreciation	454,000		502,000
Available-for-sale Securities, Gross Unrealized Depreciation	118,000		186,000
Available-for-sale Securities, Estimated Fair Value	30,848,000		32,880,000
Agency debentures
Investment securities available-for-sale:
Investments AFS (cost)	8,688,000		8,678,000
Available-for-sale Securities, Gross Unrealized Appreciation	17,000		59,000
Available-for-sale Securities, Gross Unrealized Depreciation	0		0
Available-for-sale Securities, Estimated Fair Value	8,705,000		8,737,000
Investment securities held-to-maturity:
Held-to-maturity Securities, Amortized Cost			5,000,000
Held-to-maturity Securities, Gross Unrealized Appreciation			1,000
Held-to-maturity Securities, Gross Unrealized Depreciation			0
Investments HTM (fair value)			5,001,000
Equity securities (short-duration, high-yield-bond mutual fund)
Investment securities available-for-sale:
Investments AFS (cost)	8,163,000		8,110,000
Available-for-sale Securities, Gross Unrealized Appreciation	0		0
Available-for-sale Securities, Gross Unrealized Depreciation	71,000		72,000
Available-for-sale Securities, Estimated Fair Value	8,092,000		8,038,000
Municipal bonds
Investment securities held-to-maturity:
Held-to-maturity Securities, Amortized Cost	22,770,000		20,139,000
Held-to-maturity Securities, Gross Unrealized Appreciation	302,000		201,000
Held-to-maturity Securities, Gross Unrealized Depreciation	7,000		15,000
Investments HTM (fair value)	$23,065,000		$20,325,000

Investment_Securities_Availabl1

Investment Securities - Available-for-sale Securities Contractual Maturities (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Available-for-sale Securities, Debt Maturities, Amortized Cost
Due in one year or less	$0
Due from one to five years	27,275
Due from five to ten years	6,420
Due after ten years	110,799
Amortized Cost	144,494
Available-for-sale Securities, Debt Maturities, Estimated Fair Value
Due in one year or less	0
Due from one to five years	27,261
Due from five to ten years	6,437
Due after ten years	110,639
Available-for-Sale, Estimated Fair Value	144,337
Held-to-maturity Securities, Debt Maturities, Amortized Cost
Due in one year or less	0
Due from one to five years	8,219
Due from five to ten years	23,683
Due after ten years	5,319
Held-to-maturity Securities	37,221	39,591
Held-to-maturity Securities, Debt Maturities, Fair Value, Fiscal Year Maturity [Abstract]
Due in one year or less	0
Due from one to five years	8,587
Due from five to ten years	23,974
Due after ten years	5,429
Held-to-maturity Securities, Estimated Fair Value	$37,990	$40,113

Investment_Securities_Availabl2

Investment Securities - Available-for-sale Securities Unrealized Losses (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	$59,695	$72,264
12 Months or More	46,168	48,863
Total	105,863	121,127
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	538	670
12 Months or More	294	681
Total	832	1,351
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	1,191	2,857
12 Months or More	0	1,446
Total	1,191	4,303
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	7	2
12 Months or More	0	13
Total	7	15
Less than 12 Months, Fair Value, Total Impaired Securities	60,886	75,121
Less than 12 Months, Unrealized losses, Total Impaired Securities	545	672
12 Months or More, Fair Value, Total Impaired Securities	46,168	50,309
12 Months or More, Unrealized losses, Total Impaired Securities	294	694
Total, Fair Value, Total Impaired Securities	107,054	125,430
Total, Unrealized losses, Total Impaired Securities	839	1,366
Corporate bonds
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	20,611	26,723
12 Months or More	0	2,263
Total	20,611	28,986
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	32	145
12 Months or More	0	23
Total	32	168
Trust preferred securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	12,627	12,601
12 Months or More	4,375	4,200
Total	17,002	16,801
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	374	376
12 Months or More	104	269
Total	478	645
Non-agency mortgage-backed securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	9,474	11,585
12 Months or More	0	0
Total	9,474	11,585
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	44	32
12 Months or More	0	0
Total	44	32
Agency collateralized mortgage obligations
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	8,891	9,317
12 Months or More	30,016	30,327
Total	38,907	39,644
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	17	45
12 Months or More	72	203
Total	89	248
Agency mortgage-backed securities
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	0	0
12 Months or More	11,777	12,073
Total	11,777	12,073
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	0	0
12 Months or More	118	186
Total	118	186
Equity securities (short-duration, high-yield-bond mutual fund)
Available-for-sale Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	8,092	8,038
12 Months or More	0	0
Total	8,092	8,038
Available-for-sale Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	71	72
12 Months or More	0	0
Total	71	72
Municipal bonds
Held-to-maturity Securities, Continuous Unrealized Loss Position, Aggregate Losses [Abstract]
Less than 12 Months	1,191	2,857
12 Months or More	0	1,446
Total	1,191	4,303
Held-to-maturity Securities, Continuous Unrealized Loss Position, Fair Value [Abstract]
Less than 12 Months	7	2
12 Months or More	0	13
Total	$7	$15

Investment_Securities_Availabl3

Investment Securities - Available-for-sale Securities Narrative (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
	position		position
Schedule of Available-for-sale Securities [Line Items]
Interest Income, Securities, Operating, Taxable	$648,000	$743,000
Available-for-sale securities with a contractual maturity due after ten years	110,639,000
Floating rate securities	95,100,000
Percent of available-for-sale securities that are floating rate securities	86.00%
Proceeds from the sale of investment securities available-for-sale	9,734,000	24,424,000
Gross realized gains on available-for-sale securities	34,000	1,000,000
Gross realized losses on available-for-sale securities	17,000	1,000
Number of available-for-sale positions in unrealized loss positions	24		27
Available-for-sale Securities, Gross Unrealized Depreciation	832,000		1,351,000
12 Months or More	294,000		681,000
Available-for-sale Securities, Continuous Unrealized Loss Position, Accumulated Loss	832,000		1,351,000
Available-for-sale, number of positions in an unrealized loss position for more than 12 months	8		9
Held-to-maturity Securities, Gross Unrealized Depreciation	7,000		15,000
Held-to-maturity, Securities in Unrealized Loss Positions, Qualitative Disclosure, Number of Positions	2		5
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	7,000		15,000
Investment securities trading, at fair value	0		0
Held-to-maturity, number of positions in an unrealized loss position for more than 12 months	0		2
12 Months or More	0		13,000
Interest Income, Securities, Operating, Tax Exempt	90,000	90,000
Dividend Income, Operating	54,000	0
Federal Home Loan Bank
Schedule of Available-for-sale Securities [Line Items]
Available-for-sale securities available to be pledged as collateral for borrowings	7,700,000
Municipal bonds
Schedule of Available-for-sale Securities [Line Items]
Held-to-maturity Securities, Gross Unrealized Depreciation	7,000		15,000
Held-to-maturity Securities, Continuous Unrealized Loss Position, Accumulated Loss	7,000		15,000
12 Months or More	$0		$13,000

Loans_Receivable_Net_Loans_Rec

Loans Receivable, Net - Loans Receivable by Class (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, net of deferred fees	$2,477,130	$2,400,052
Less: allowance for loan losses	-21,205	-20,273	-18,752	-18,996
Loans receivable, net	2,455,925	2,379,779
Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	2,478,220	2,401,703
Less: net deferred loan (fees) costs	-1,090	-1,651
Loans held-for-investment, net of deferred fees	2,477,130	2,400,052
Less: allowance for loan losses	-21,205	-20,273
Loans receivable, net	2,455,925	2,379,779
Commercial and Industrial | Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	659,399	679,274
Less: net deferred loan (fees) costs	-1,505	-1,781
Loans held-for-investment, net of deferred fees	657,894	677,493
Less: allowance for loan losses	-14,191	-13,501
Loans receivable, net	643,703	663,992
Commercial Real Estate | Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	756,616	735,531
Less: net deferred loan (fees) costs	-2,227	-2,274
Loans held-for-investment, net of deferred fees	754,389	733,257
Less: allowance for loan losses	-4,973	-4,755
Loans receivable, net	749,416	728,502
Private Banking | Loans receivable
Accounts, Notes, Loans and Financing Receivable [Line Items]
Loans held-for-investment, before deferred fees	1,062,205	986,898
Less: net deferred loan (fees) costs	2,642	2,404
Loans held-for-investment, net of deferred fees	1,064,847	989,302
Less: allowance for loan losses	-2,041	-2,017
Loans receivable, net	$1,062,806	$987,285

Loans_Receivable_Net_Narrative

Loans Receivable, Net - Narrative (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Mar. 14, 2014
		letter
Loans and Leases Receivable, Commitments to Lend [Abstract]
Unfunded commitments, including letters of credit at prevailing market interest rates	1,000,000,000		$973,400,000
Lending commitments maturing in the next 12 months	701,500,000
Lending commitments maturing in second and third year, total	185,900,000
Lending commitments maturing after third year	147,400,000
Reserve for losses on unfunded commitments	584,000		555,000
Loan purchase agreement to acquire loans				219,700,000
Loans in the process of origination	65,500,000		18,700,000
Minimum
Loans and Leases Receivable, Commitments to Lend [Abstract]
Loans in the process of origination, disbursement period	30 days
Maximum
Loans and Leases Receivable, Commitments to Lend [Abstract]
Loans in the process of origination, disbursement period	60 days
Standby letters of credit
Loans and Leases Receivable, Commitments to Lend [Abstract]
Unfunded commitments, including letters of credit at prevailing market interest rates	77,100,000		89,300,000
Standby letters of credit expiring in next 12 months	22,800,000
Number of letters of credit drawn	0	0

Allowance_for_Loan_Losses_Narr

Allowance for Loan Losses - Narrative (Details) (USD $)	3 Months Ended		12 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014	Dec. 31, 2013
Financing Receivable, Recorded Investment [Line Items]
Charge-offs	$0	$852,000
Recoveries	7,000	0
Impaired and non-accrual loans	29,490,000		30,760,000
Impaired Financing Receivable, Interest Income, Cash Basis Method	0		0
Loans 90 days or more past due and still accruing	0		0
Impaired Financing Receivable, Related Allowance	7,110,000		5,583,000
Allowance for loan losses	-21,205,000	-18,752,000	-20,273,000	-18,996,000
Impaired loans	7,573,000		5,677,000
Individually evaluated for impairment	7,110,000		5,583,000
Troubled debt restructurings	20,952,000		14,635,000
Unused commitments	492,000		175,000
Payment defaults for loans modified as TDRs		0
Payments to Acquire Real Estate	396,000
Other real estate	1,800,000		1,400,000
Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Charge-offs	0	852,000
Recoveries	7,000	0
Number of loans with recoveries	1
Number of loans with charge-offs		1
Impaired and non-accrual loans	24,553,000		25,193,000
Impaired Financing Receivable, Related Allowance	6,470,000		4,902,000
Allowance for loan losses	-14,191,000	-12,851,000	-13,501,000	-11,881,000
Impaired loans	3,276,000		791,000
Individually evaluated for impairment	6,470,000		4,902,000
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Charge-offs	0	0
Recoveries	0	0
Impaired and non-accrual loans	2,912,000		3,498,000
Impaired Financing Receivable, Related Allowance	0		0
Allowance for loan losses	-4,973,000	-3,920,000	-4,755,000	-5,104,000
Impaired loans	2,912,000		3,498,000
Individually evaluated for impairment	0		0
Private banking
Financing Receivable, Recorded Investment [Line Items]
Charge-offs	0	0
Recoveries	0	0
Impaired and non-accrual loans	2,025,000		2,069,000
Impaired Financing Receivable, Related Allowance	640,000		681,000
Allowance for loan losses	-2,041,000	-1,981,000	-2,017,000	-2,011,000
Impaired loans	1,385,000		1,388,000
Individually evaluated for impairment	640,000		681,000
Non-rated
Financing Receivable, Recorded Investment [Line Items]
Percent of total loan portfolio	3.80%		4.30%
Minimum
Financing Receivable, Recorded Investment [Line Items]
Past due period for loans	90 days
Minimum | Non-rated
Financing Receivable, Recorded Investment [Line Items]
Loans to individual exposure	250,000
Non-accrual
Financing Receivable, Recorded Investment [Line Items]
Troubled debt restructurings	20,388,000		14,107,000
Non-accrual | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Number of loans classified as TDR	6		3
Non-accrual | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Number of loans classified as TDR			1
Non-accrual | Private banking
Financing Receivable, Recorded Investment [Line Items]
Number of loans classified as TDR	2		2
Financing Receivable, Number of Contracts, Trouble Debt Restructuring in Default	1
Payment defaults for loans modified as TDRs	1,100,000
Impaired and Non-accrual | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Number of loans	3		2
Impaired and Non-accrual | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Number of loans	1		2
Impaired and Non-accrual | Private banking
Financing Receivable, Recorded Investment [Line Items]
Number of loans	3		3
Impaired and Non-accrual | C&I and CRE Loans
Financing Receivable, Recorded Investment [Line Items]
Individually evaluated for impairment	0		0
Accruing Interest
Financing Receivable, Recorded Investment [Line Items]
Troubled debt restructurings	564,000		528,000
Unused commitments	39,000		54,000
Accruing Interest | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Number of loans classified as TDR	1		1
Commercial Loan | Maximum | Non-rated
Financing Receivable, Recorded Investment [Line Items]
Commercial loans exposure	$500,000

Allowance_for_Loan_Losses_Cred

Allowance for Loan Losses - Credit Quality Indicator (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	$2,477,130	$2,400,052
Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	657,894	677,493
Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	754,389	733,257
Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	1,064,847	989,302
Non-rated
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	94,673	104,357
Non-rated | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	64	129
Non-rated | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	0	0
Non-rated | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	94,609	104,228
Pass
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	2,324,206	2,227,697
Pass | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	605,388	617,396
Pass | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	751,168	729,066
Pass | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	967,650	881,235
Special mention
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	19,184	28,465
Special mention | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	18,414	26,105
Special mention | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	309	693
Special mention | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	461	1,667
Substandard
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	34,190	34,586
Substandard | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	29,151	28,916
Substandard | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	2,912	3,498
Substandard | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	2,127	2,172
Doubtful
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	4,877	4,947
Doubtful | Commercial and Industrial
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	4,877	4,947
Doubtful | Commercial Real Estate
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	0	0
Doubtful | Private Banking
Financing Receivable, Recorded Investment [Line Items]
Loans held-for-investment	$0	$0

Allowance_for_Loan_Losses_Chan

Allowance for Loan Losses - Changes in Allowance (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	$20,273	$18,996
Provision for loan losses	925	608
Charge-offs	0	-852
Recoveries	7	0
Balance, end of period	21,205	18,752
Commercial and Industrial
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	13,501	11,881
Provision for loan losses	683	1,822
Charge-offs	0	-852
Recoveries	7	0
Balance, end of period	14,191	12,851
Commercial Real Estate
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	4,755	5,104
Provision for loan losses	218	-1,184
Charge-offs	0	0
Recoveries	0	0
Balance, end of period	4,973	3,920
Private Banking
Allowance for Loan and Lease Losses [Roll Forward]
Balance, beginning of period	2,017	2,011
Provision for loan losses	24	-30
Charge-offs	0	0
Recoveries	0	0
Balance, end of period	$2,041	$1,981

Allowance_for_Loan_Losses_Anal

Allowance for Loan Losses - Analysis of Past Due Loans (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Financing Receivable, Allowance for Credit Losses [Line Items]
30-59 Days Past Due	$6,706	$547
60-89 Days Past Due	640	2,299
Loans Past Due 90 Days or More	4,494	3,870
Total Past Due	11,840	6,716
Current	2,465,290	2,393,336
Loans held-for-investment, net of deferred fees	2,477,130	2,400,052
Commercial and Industrial
Financing Receivable, Allowance for Credit Losses [Line Items]
30-59 Days Past Due	6,405	547
60-89 Days Past Due	0	524
Loans Past Due 90 Days or More	380	263
Total Past Due	6,785	1,334
Current	651,109	676,159
Loans held-for-investment, net of deferred fees	657,894	677,493
Commercial Real Estate
Financing Receivable, Allowance for Credit Losses [Line Items]
30-59 Days Past Due	0	0
60-89 Days Past Due	0	0
Loans Past Due 90 Days or More	2,912	3,498
Total Past Due	2,912	3,498
Current	751,477	729,759
Loans held-for-investment, net of deferred fees	754,389	733,257
Private Banking
Financing Receivable, Allowance for Credit Losses [Line Items]
30-59 Days Past Due	301	0
60-89 Days Past Due	640	1,775
Loans Past Due 90 Days or More	1,202	109
Total Past Due	2,143	1,884
Current	1,062,704	987,418
Loans held-for-investment, net of deferred fees	$1,064,847	$989,302

Allowance_for_Loan_Losses_Impa

Allowance for Loan Losses - Impaired Loans (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Recorded Investment [Abstract]
With a related allowance	$21,917,000	$25,083,000
Without a related allowance	7,573,000	5,677,000
Total	29,490,000	30,760,000
Unpaid Principal Balance [Abstract]
With a related allowance	32,449,000	35,226,000
Without a related allowance	15,368,000	13,350,000
Total	47,817,000	48,576,000
Reserve established	7,110,000	5,583,000
Individually evaluated for impairment	7,110,000	5,583,000
Average Recorded Investment [Abstract]
With a related allowance	22,248,000	27,760,000
Without a related allowance	7,741,000	5,895,000
Total	29,989,000	33,655,000
Interest Income Recognized [Abstract]
With a related allowance	0	0
Without a related allowance	7,000	27,000
Total	7,000	27,000
Commercial and Industrial
Recorded Investment [Abstract]
With a related allowance	21,277,000	24,402,000
Without a related allowance	3,276,000	791,000
Total	24,553,000	25,193,000
Unpaid Principal Balance [Abstract]
With a related allowance	31,715,000	34,459,000
Without a related allowance	4,669,000	2,013,000
Total	36,384,000	36,472,000
Reserve established	6,470,000	4,902,000
Individually evaluated for impairment	6,470,000	4,902,000
Average Recorded Investment [Abstract]
With a related allowance	21,592,000	27,014,000
Without a related allowance	3,248,000	953,000
Total	24,840,000	27,967,000
Interest Income Recognized [Abstract]
With a related allowance	0	0
Without a related allowance	7,000	27,000
Total	7,000	27,000
Commercial Real Estate
Recorded Investment [Abstract]
With a related allowance	0	0
Without a related allowance	2,912,000	3,498,000
Total	2,912,000	3,498,000
Unpaid Principal Balance [Abstract]
With a related allowance	0	0
Without a related allowance	9,067,000	9,705,000
Total	9,067,000	9,705,000
Reserve established	0	0
Individually evaluated for impairment	0	0
Average Recorded Investment [Abstract]
With a related allowance	0	0
Without a related allowance	3,108,000	3,498,000
Total	3,108,000	3,498,000
Interest Income Recognized [Abstract]
With a related allowance	0	0
Without a related allowance	0	0
Total	0	0
Private Banking
Recorded Investment [Abstract]
With a related allowance	640,000	681,000
Without a related allowance	1,385,000	1,388,000
Total	2,025,000	2,069,000
Unpaid Principal Balance [Abstract]
With a related allowance	734,000	767,000
Without a related allowance	1,632,000	1,632,000
Total	2,366,000	2,399,000
Reserve established	640,000	681,000
Individually evaluated for impairment	640,000	681,000
Average Recorded Investment [Abstract]
With a related allowance	656,000	746,000
Without a related allowance	1,385,000	1,444,000
Total	2,041,000	2,190,000
Interest Income Recognized [Abstract]
With a related allowance	0	0
Without a related allowance	0	0
Total	$0	$0

Allowance_for_Loan_Losses_Allo

Allowance for Loan Losses - Allowance (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
Allowance for loan losses [Abstract]
Individually evaluated for impairment	$7,110,000	$5,583,000
Collectively evaluated for impairment	14,095,000	14,690,000
Total allowance for loan losses	21,205,000	20,273,000
Portfolio loans [Abstract]
Individually evaluated for impairment	29,490,000	30,760,000
Collectively evaluated for impairment	2,447,640,000	2,369,292,000
Loans held-for-investment, net of deferred fees	2,477,130,000	2,400,052,000
Commercial and Industrial
Allowance for loan losses [Abstract]
Individually evaluated for impairment	6,470,000	4,902,000
Collectively evaluated for impairment	7,721,000	8,599,000
Total allowance for loan losses	14,191,000	13,501,000
Portfolio loans [Abstract]
Individually evaluated for impairment	24,553,000	25,193,000
Collectively evaluated for impairment	633,341,000	652,300,000
Loans held-for-investment, net of deferred fees	657,894,000	677,493,000
Commercial Real Estate
Allowance for loan losses [Abstract]
Individually evaluated for impairment	0	0
Collectively evaluated for impairment	4,973,000	4,755,000
Total allowance for loan losses	4,973,000	4,755,000
Portfolio loans [Abstract]
Individually evaluated for impairment	2,912,000	3,498,000
Collectively evaluated for impairment	751,477,000	729,759,000
Loans held-for-investment, net of deferred fees	754,389,000	733,257,000
Private Banking
Allowance for loan losses [Abstract]
Individually evaluated for impairment	640,000	681,000
Collectively evaluated for impairment	1,401,000	1,336,000
Total allowance for loan losses	2,041,000	2,017,000
Portfolio loans [Abstract]
Individually evaluated for impairment	2,025,000	2,069,000
Collectively evaluated for impairment	1,062,822,000	987,233,000
Loans held-for-investment, net of deferred fees	$1,064,847,000	$989,302,000

Allowance_for_Loan_Losses_Trou

Allowance for Loan Losses - Troubled Debt Restructuring (Details) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2015	Dec. 31, 2014
		loans
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings		$20,952,000	$14,635,000
Financing Receivable, Modifications, Subsequent Default, Recorded Investment	0
Accruing Interest
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings		564,000	528,000
Non-accrual
Financing Receivable, Modifications [Line Items]
Troubled debt restructurings		20,388,000	14,107,000
Private banking | Non-accrual
Financing Receivable, Modifications [Line Items]
Financing Receivable, Number of Contracts, Classified as Trouble Debt Restructuring		2	2
Financing Receivable, Number of Contracts, Trouble Debt Restructuring in Default		1
Financing Receivable, Modifications, Subsequent Default, Recorded Investment		$1,100,000

Allowance_for_Loan_Losses_Modi

Allowance for Loan Losses - Modifications (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015
	loans
Financing Receivable, Modifications [Line Items]
Count	3
Recorded Investment at the time of Modification	$7,282
Current Recorded Investment	6,942
Allowance for Loan Losses at the time of Modification	1,933
Current Allowance for Loan Losses	2,345
Extended Term, Advanced Additional Funds, Forgave Principal [Member] | Commercial and Industrial
Financing Receivable, Modifications [Line Items]
Count	1
Recorded Investment at the time of Modification	433
Current Recorded Investment	398
Allowance for Loan Losses at the time of Modification	433
Current Allowance for Loan Losses	398
Forgave Principal [Member] | Commercial and Industrial
Financing Receivable, Modifications [Line Items]
Count	2
Recorded Investment at the time of Modification	6,849
Current Recorded Investment	6,544
Allowance for Loan Losses at the time of Modification	1,500
Current Allowance for Loan Losses	$1,947

Deposits_Schedule_of_Deposits_

Deposits - Schedule of Deposits by Type (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Interest Rate Range Domestic Deposit Liabilities [Abstract]
Interest-bearing checking accounts, minimum	0.00%
Interest-bearing checking accounts, maximum	0.50%
Money market deposit accounts, minimum	0.05%
Money market deposit accounts, maximum	0.85%
Time deposits, minimum	0.05%
Time deposits, maximum	5.21%
Weighted Average Rate Domestic Deposit Liabilities [Abstract]
Interest-bearing checking accounts	0.43%	0.42%
Money market deposit accounts	0.39%	0.39%
Time deposits	0.76%	0.69%
Average rate paid on interest-bearing accounts	0.53%	0.51%
Domestic Deposit Liabilities, Demand and Savings Accounts [Abstract]
Noninterest-bearing checking accounts	$193,060	$177,606
Interest-bearing checking accounts	118,364	75,679
Money market deposit accounts	1,269,738	1,244,921
Total demand and savings accounts	1,581,162	1,498,206
Time deposits	860,794	838,747
Total deposit balance	$2,441,956	$2,336,953

Deposits_Contractual_Maturitie

Deposits - Contractual Maturities of Time Deposits (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Time Deposits, Rolling Year Maturity [Abstract]
12 months or less	$691,028	$722,752
12 months to 24 months	133,956	111,865
24 months to 36 months	35,661	4,130
36 months to 48 months	149	0
48 months to 60 months	0	0
Over 60 months	0	0
Total	$860,794	$838,747

Deposits_Interest_Expense_on_D

Deposits - Interest Expense on Deposits by Deposit Type (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014
Interest Expense, Deposits [Abstract]
Interest-bearing checking accounts	$120	$6
Money market deposit accounts	1,220	880
Time deposits	1,552	1,539
Total interest expense on deposits	$2,892	$2,425

Deposits_Narrative_Details

Deposits - Narrative (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Millions, unless otherwise specified
Deposits [Abstract]
Brokered deposits	$951	$882.60
Certificate of Deposit Account Registry Service (CDARS) and Insured Cash Sweep (ICS), brokered	452.2	419.1
Time deposits, $100,000 or more, excluding brokered certificates of deposit	$395.80	$376.60

Borrowings_Details

Borrowings (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	$125,000,000	$165,000,000
TriState Capital Bank | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Loans pledged as collateral	609,000,000
TriState Capital Bank | Federal Home Loan Bank | Agency bond
Advances from Federal Home Loan Banks [Abstract]
Bond security pledged as collateral, fair value	7,700,000
TriState Capital Bank | M&T Bank
Advances from Federal Home Loan Banks [Abstract]
Borrowing capacity	10,000,000
TriState Capital Bank | Texas Capital Bank [Member]
Advances from Federal Home Loan Banks [Abstract]
Borrowing capacity	20,000,000
TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	90,000,000	130,000,000
Remaining borrowing capacity	343,500,000
Subordinated Notes Payable 5.75 Percent | Subordinated notes payable
Advances from Federal Home Loan Banks [Abstract]
Interest Rate	5.75%	5.75%
Ending Balance	35,000,000	35,000,000
Term	5 years
Maturity Date 4/1/2015 | FHLB borrowings
Advances from Federal Home Loan Banks [Abstract]
Interest Rate	0.36%
Maturity Date 4/1/2015 | TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	15,000,000
Maturity Date 4/7/2015 | FHLB borrowings
Advances from Federal Home Loan Banks [Abstract]
Interest Rate	0.34%	0.34%
Maturity Date 4/7/2015 | TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	25,000,000	25,000,000
Maturity Date 6/8/2015 | FHLB borrowings
Advances from Federal Home Loan Banks [Abstract]
Interest Rate	0.38%	0.38%
Maturity Date 6/8/2015 | TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	25,000,000	25,000,000
Maturity Date 9/8/2015 | FHLB borrowings
Advances from Federal Home Loan Banks [Abstract]
Interest Rate	0.44%	0.44%
Maturity Date 9/8/2015 | TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	25,000,000	25,000,000
Maturity Date 2/5/2015 | FHLB borrowings
Advances from Federal Home Loan Banks [Abstract]
Interest Rate		0.33%
Maturity Date 2/5/2015 | TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	0	25,000,000
Maturity Date 1/2/2015 | FHLB borrowings
Advances from Federal Home Loan Banks [Abstract]
Interest Rate		0.27%
Maturity Date 1/2/2015 | TriState Capital Bank | Line of credit | Federal Home Loan Bank
Advances from Federal Home Loan Banks [Abstract]
Ending Balance	$0	$30,000,000

Shareholders_Equity_Regulatory

Shareholders' Equity - Regulatory Capital Requirements (Details) (USD $)	Mar. 31, 2015	Dec. 31, 2014
In Thousands, unless otherwise specified
Company
Total risk-based capital (Amount)
Actual Capital	$317,335	$302,217
Capital Required for Capital Adequacy	176,470	219,458
Total risk-based capital (Ratio)
Actual Capital	14.39%	11.02%
Capital Required for Capital Adequacy	8.00%	8.00%
Tier 1 risk-based capital (Amount)
Tier 1 Risk Based Capital	267,570	253,389
Tier 1 Risk Based Capital Required for Capital Adequacy	132,353	109,729
Tier 1 risk-based capital (Ratio)
Tier 1 Risk Based Capital	12.13%	9.24%
Tier 1 Risk Based Capital Required for Capital Adequacy	6.00%	4.00%
Common Equity Tier One Risk Based Capital (Amount) [Abstract]
Common Equity Tier One Risk Based Capital	267,570
Common Equity Tier One Risk Based Capital Required for Capital Adequacy	99,264
Common Equity Tier One RIsk Based Capital (Ratio) [Abstract]
Common Equity Tier One Risk Based Capital To Risk Weighted Assets	12.13%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%
Tier 1 leverage (Amount)
Tier 1 Leverage Capital	267,570	253,389
Tier 1 Leverage Capital Required for Capital Adequacy	113,600	110,088
Tier 1 leverage (Ratio)
Tier 1 Leverage Capital	9.42%	9.21%
Tier 1 Leverage Capital Required for Capital Adequacy	4.00%	4.00%
TriState Capital Bank
Total risk-based capital (Amount)
Actual Capital	297,178	291,388
Capital Required for Capital Adequacy	174,209	218,013
Capital Required to be Well Capitalized	217,761	272,516
Total risk-based capital (Ratio)
Actual Capital	13.65%	10.69%
Capital Required for Capital Adequacy	8.00%	8.00%
Capital Required to be Well Capitalized	10.00%	10.00%
Tier 1 risk-based capital (Amount)
Tier 1 Risk Based Capital	275,389	270,560
Tier 1 Risk Based Capital Required for Capital Adequacy	130,657	109,007
Tier 1 Risk Based Capital Required to be Well Capitalized	174,209	163,510
Tier 1 risk-based capital (Ratio)
Tier 1 Risk Based Capital	12.65%	9.93%
Tier 1 Risk Based Capital Required for Capital Adequacy	6.00%	4.00%
Tier 1 Risk Based Capital Required to be Well Capitalized	8.00%	6.00%
Common Equity Tier One Risk Based Capital (Amount) [Abstract]
Common Equity Tier One Risk Based Capital	275,389
Common Equity Tier One Risk Based Capital Required for Capital Adequacy	97,993
Common Equity Tier One Risk Based Capital Required to be Well Capitalized	141,545
Common Equity Tier One RIsk Based Capital (Ratio) [Abstract]
Common Equity Tier One Risk Based Capital To Risk Weighted Assets	12.65%
Common Equity Tier One Risk Based Capital Required for Capital Adequacy to Risk Weighted Assets	4.50%
Common Equity Tier One Risk Based Capital Required to be Well Capitalized to Risk Weighted Assets	6.50%
Tier 1 leverage (Amount)
Tier 1 Leverage Capital	275,389	270,560
Tier 1 Leverage Capital Required for Capital Adequacy	112,433	109,498
Tier 1 Leverage Capital Required to be Well Capitalized	$140,542	$136,872
Tier 1 leverage (Ratio)
Tier 1 Leverage Capital	9.80%	9.88%
Tier 1 Leverage Capital Required for Capital Adequacy	4.00%	4.00%
Tier 1 Leverage Capital Required to be Well Capitalized	5.00%	5.00%

Employee_Benefit_Plans_Details

Employee Benefit Plans (Details) (USD $)	0 Months Ended	3 Months Ended
	Feb. 28, 2013	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Employer's contribution to employees' 401(k) plan, percent		3.00%	3.00%
Contribution expense		$187,000	$125,000
Chief Executive Officer | Supplemental Employee Retirement Plan, Defined Benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Vesting period	5 years
Projected monthly payments	25,000
Number of months projected payments paid	180 months
Net periodic benefit cost		192,000	141,000
Discount rate		2.98%	3.56%
Liability recorded		$1,500,000		$1,300,000
Minimum | Chief Executive Officer | Supplemental Employee Retirement Plan, Defined Benefit
Defined Benefit Plans and Other Postretirement Benefit Plans Table Text Block [Line Items]
Number of months before commencement	60 months

Stock_Transactions_Narrative_D

Stock Transactions - Narrative (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014	Oct. 31, 2014
Class of Stock [Line Items]
Cost of shares repurchased	$2,998,000
Common Stock
Class of Stock [Line Items]
Stock repurchase program, authorized amount				10,000,000
Stock repurchase program, authorized shares				1,000,000
Shares repurchased	308,342	678,891	0
Average cost per share (usd per share)	$9.72	$9.94
Treasury Stock
Class of Stock [Line Items]
Cost of shares repurchased	2,998,000
Treasury Stock | Common Stock
Class of Stock [Line Items]
Cost of shares repurchased	$3,000,000	$6,700,000

Stock_Transactions_Shares_Outs

Stock Transactions - Shares Outstanding Activity (Details) (Number of Common Shares Outstanding)	3 Months Ended
	Mar. 31, 2015	Dec. 31, 2014	Mar. 31, 2014
Number of Common Shares Outstanding
Number of Common Shares Outstanding
Balance, beginning of period (shares)	28,060,888		28,690,279
Issuance of restricted common stock (shares)	255,916		0
Purchase of treasury stock (shares)	-308,342	-678,891	0
Balance, ending of period (shares)	28,008,462	28,060,888	28,690,279

Earnings_Per_Share_Details

Earnings Per Share (Details) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Earnings Per Share [Abstract]
Net income available to common shareholders	$5,056		$4,616
Basic shares (in shares)	27,891,931		28,690,279
Unvested restricted stock - dilutive (in shares)	2,398		0
Stock options - dilutive (in shares)	59,415		494,099
Diluted shares (in shares)	27,953,744		29,184,378
Earnings per common share:
Basic (in dollars per share)	$0.18		$0.16
Diluted (in dollars per share)	$0.18		$0.16
Anti-dilutive shares (in shares)	2,345,393	[1]	362,732	[1]
[1]	Included stock options and non-vested restricted stock not considered for the calculation of diluted EPS as their inclusion would have been anti-dilutive.

Derivatives_and_Hedging_Activi2

Derivatives and Hedging Activity (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Derivative, Fair Value, Net [Abstract]
Counterparty default losses	$0	$0
Designated as Hedging Instrument | Other Assets
Derivative, Fair Value, Net [Abstract]
Asset Derivatives, Fair Value	0		0
Designated as Hedging Instrument | Other Liabilities
Derivative, Fair Value, Net [Abstract]
Liability Derivatives, Fair Value	389,000		442,000
Not Designated as Hedging Instrument | Other Assets
Derivative, Fair Value, Net [Abstract]
Asset Derivatives, Fair Value	8,644,000		6,327,000
Not Designated as Hedging Instrument | Other Liabilities
Derivative, Fair Value, Net [Abstract]
Liability Derivatives, Fair Value	9,384,000		6,849,000
Interest Rate Swap
Derivative, Fair Value, Net [Abstract]
Termination value of derivatives, including accrued interest, in a net liability position	9,700,000
Collateral already posted amount	9,000,000
Interest Rate Swap | Designated as Hedging Instrument
Derivative, Fair Value, Net [Abstract]
Amount of gain or (loss) recognized in income on derivative	-82,000	-80,000
Interest Rate Swap | Designated as Hedging Instrument | Interest income / expense
Derivative, Fair Value, Net [Abstract]
Amount of gain or (loss) recognized in income on derivative	-82,000	-83,000
Interest Rate Swap | Designated as Hedging Instrument | Non-interest income / (expense)
Derivative, Fair Value, Net [Abstract]
Amount of gain or (loss) recognized in income on derivative	0	3,000
Interest Rate Swap | Not Designated as Hedging Instrument
Derivative, Fair Value, Net [Abstract]
Number of interest rate derivatives	118
Derivative, aggregate notional amount	413,406,000
Amount of gain or (loss) recognized in income on derivative	-217,000	-105,000
Interest Rate Swap | Not Designated as Hedging Instrument | Non-interest income / (expense)
Derivative, Fair Value, Net [Abstract]
Amount of gain or (loss) recognized in income on derivative	-217,000	-105,000
Fair Value Hedging | Interest Rate Swap
Derivative, Fair Value, Net [Abstract]
Number of interest rate derivatives	5
Derivative, aggregate notional amount	$7,400,000

Disclosures_about_Fair_Value_o2

Disclosures about Fair Value of Financial Instruments, Assets and Liabilities Measured on Recurring and Nonrecurring Basis (Details) (USD $)	Mar. 31, 2015		Dec. 31, 2014
Financial liabilities:
Specific allowance for loan losses	$7,110,000		$5,583,000
Adjusted fair value of collateral dependent impaired loans	7,600,000	[1]	7,600,000	[1]
Adjusted fair value as a result of adjusting equilateral value of discounted cash flow	14,800,000		17,600,000
Level 3
Financial assets:
Other real estate owned	1,766,000		1,370,000
Fair Value, Measurements, Nonrecurring
Financial assets:
Loans measured for impairment, net	22,380,000		25,177,000
Other real estate owned	1,766,000		1,370,000
Total financial assets	24,146,000		26,547,000
Fair Value, Measurements, Nonrecurring | Level 1
Financial assets:
Loans measured for impairment, net	0		0
Other real estate owned	0		0
Total financial assets	0		0
Fair Value, Measurements, Nonrecurring | Level 2
Financial assets:
Loans measured for impairment, net	0		0
Other real estate owned	0		0
Total financial assets	0		0
Fair Value, Measurements, Nonrecurring | Level 3
Financial assets:
Loans measured for impairment, net	22,380,000		25,177,000
Other real estate owned	1,766,000		1,370,000
Total financial assets	24,146,000		26,547,000
Fair Value, Measurements, Recurring
Financial assets:
Total financial assets	161,073,000		172,899,000
Financial liabilities:
Total financial liabilities	9,773,000		7,291,000
Fair Value, Measurements, Recurring | Level 1
Financial assets:
Total financial assets	8,092,000		8,038,000
Financial liabilities:
Total financial liabilities	0		0
Fair Value, Measurements, Recurring | Level 2
Financial assets:
Total financial assets	152,981,000		164,861,000
Financial liabilities:
Total financial liabilities	9,773,000		7,291,000
Fair Value, Measurements, Recurring | Level 3
Financial assets:
Total financial assets	0		0
Financial liabilities:
Total financial liabilities	0		0
Corporate bonds | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	23,259,000		31,668,000
Corporate bonds | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	0		0
Corporate bonds | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	23,259,000		31,668,000
Corporate bonds | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Trust preferred securities | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	17,002,000		16,801,000
Trust preferred securities | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	0		0
Trust preferred securities | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	17,002,000		16,801,000
Trust preferred securities | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Non-agency mortgage-backed securities | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	9,474,000		11,585,000
Non-agency mortgage-backed securities | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	0		0
Non-agency mortgage-backed securities | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	9,474,000		11,585,000
Non-agency mortgage-backed securities | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Agency collateralized mortgage obligations | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	55,049,000		56,863,000
Agency collateralized mortgage obligations | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	0		0
Agency collateralized mortgage obligations | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	55,049,000		56,863,000
Agency collateralized mortgage obligations | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Agency mortgage-backed securities | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	30,848,000		32,880,000
Agency mortgage-backed securities | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	0		0
Agency mortgage-backed securities | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	30,848,000		32,880,000
Agency mortgage-backed securities | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Agency debentures | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	8,705,000		8,737,000
Agency debentures | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	0		0
Agency debentures | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	8,705,000		8,737,000
Agency debentures | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Equity securities (short-duration, high-yield-bond mutual fund) | Fair Value, Measurements, Recurring
Financial assets:
Investment securities	8,092,000		8,038,000
Equity securities (short-duration, high-yield-bond mutual fund) | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Investment securities	8,092,000		8,038,000
Equity securities (short-duration, high-yield-bond mutual fund) | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Investment securities	0		0
Equity securities (short-duration, high-yield-bond mutual fund) | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Investment securities	0		0
Interest rate swaps | Fair Value, Measurements, Recurring
Financial assets:
Interest rate swaps	8,644,000		6,327,000
Financial liabilities:
Interest rate swaps	9,773,000		7,291,000
Interest rate swaps | Fair Value, Measurements, Recurring | Level 1
Financial assets:
Interest rate swaps	0		0
Financial liabilities:
Interest rate swaps	0		0
Interest rate swaps | Fair Value, Measurements, Recurring | Level 2
Financial assets:
Interest rate swaps	8,644,000		6,327,000
Financial liabilities:
Interest rate swaps	9,773,000		7,291,000
Interest rate swaps | Fair Value, Measurements, Recurring | Level 3
Financial assets:
Interest rate swaps	0		0
Financial liabilities:
Interest rate swaps	0		0
Appraisal value | Other real estate owned | Level 3
Financial assets:
Total financial assets	$1,766,000		$1,370,000
[1]	Fair value is generally determined through independent appraisals or market multiple of the underlying collateral, which may include level 3 inputs that are not identifiable, or by using the discounted cash flow method if the loan is not collateral dependent.

Disclosures_about_Fair_Value_o3

Disclosures about Fair Value of Financial Instruments, Quantitative Information (Details) (USD $)	3 Months Ended	12 Months Ended
	Mar. 31, 2015	Dec. 31, 2014
Fair Value Inputs [Abstract]
Specific allowance for loan losses	$7,110,000	$5,583,000
Loans measured for impairment | Appraisal value | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Total financial assets	7,572,000	7,559,000
Fair Value Inputs [Abstract]
Discount due to salability conditions or lack of market data	2.00%	10.00%
Loans measured for impairment | Discounted Cash Flow [Member] | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Total financial assets	14,808,000	17,618,000
Fair Value Inputs [Abstract]
Discount due to salability conditions or lack of market data	7.00%	10.00%
Other real estate owned | Appraisal value | Level 3
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Total financial assets	$1,766,000	$1,370,000
Fair Value Inputs [Abstract]
Discount due to salability conditions or lack of market data	10.00%	10.00%

Disclosures_about_Fair_Value_o4

Disclosures about Fair Value of Financial Instruments, Financial Assets and Liabilities (Details) (USD $)	3 Months Ended
	Mar. 31, 2015	Mar. 31, 2014	Dec. 31, 2014
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Fair Value Levels Transfers	$0	$0
Financial assets:
Investment securities available-for-sale: debt	144,337,000
Investment securities held-to-maturity	37,990,000		40,113,000
Investment management fees receivable	6,442,000		6,818,000
Level 1
Financial assets:
Cash and cash equivalents	114,554,000		105,710,000
Investment securities available-for-sale: equity	8,092,000		8,038,000
Level 1 | Carrying Amount
Financial assets:
Cash and cash equivalents	114,554,000		105,710,000
Investment securities available-for-sale: equity	8,092,000		8,038,000
Level 2
Financial assets:
Investment securities available-for-sale: debt	144,337,000		158,534,000
Investment securities held-to-maturity	37,990,000		40,113,000
Accrued interest receivable	6,159,000		6,279,000
Investment management fees receivable	6,442,000		6,818,000
Federal Home Loan Bank stock	4,130,000		5,730,000
Bank owned life insurance	53,714,000		53,323,000
Interest rate swaps	8,644,000		6,327,000
Financial liabilities:
Deposits	2,442,648,000		2,337,734,000
Borrowings	125,511,000		165,163,000
Interest rate swaps	9,773,000		7,291,000
Level 2 | Carrying Amount
Financial assets:
Investment securities available-for-sale: debt	144,337,000		158,534,000
Investment securities held-to-maturity	37,221,000		39,591,000
Accrued interest receivable	6,159,000		6,279,000
Investment management fees receivable	6,442,000		6,818,000
Federal Home Loan Bank stock	4,130,000		5,730,000
Bank owned life insurance	53,714,000		53,323,000
Interest rate swaps	8,644,000		6,327,000
Financial liabilities:
Deposits	2,441,956,000		2,336,953,000
Borrowings	125,000,000		165,000,000
Interest rate swaps	9,773,000		7,291,000
Level 3
Financial assets:
Loans held-for-investment, net	2,455,388,000		2,376,075,000
Other real estate owned	1,766,000		1,370,000
Level 3 | Carrying Amount
Financial assets:
Loans held-for-investment, net	2,455,925,000		2,379,779,000
Other real estate owned	$1,766,000		$1,370,000

Changes_in_Accumulated_Other_C2

Changes in Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015		Mar. 31, 2014
Accumulated Other Comprehensive Income [Roll Forward]
Beginning Balance	($627)
Other comprehensive income (loss)	282		622
Ending Balance	-345
Net gain on the sale of investment securities available-for-sale	17		1,014
Income tax expense	2,431		2,326
Unrealized Gains and Losses on Investment Securities
Accumulated Other Comprehensive Income [Roll Forward]
Beginning Balance	-627		-1,744
Increase (decrease) in unrealized holding gains (losses)	293		1,273
Gains reclassified from other comprehensive income	-11	[1]	-651	[1]
Other comprehensive income (loss)	282		622
Ending Balance	-345		-1,122
Unrealized Gains and Losses on Investment Securities | Reclassification out of Accumulated Other Comprehensive Income
Accumulated Other Comprehensive Income [Roll Forward]
Net gain on the sale of investment securities available-for-sale	17		1,000
Income tax expense	$6		$363
[1]	Consists of net realized gains on sales of investment securities available-for-sale of $17,000 and $1.0 million, net of income tax expense of $6,000 and $363,000 for the three months ended March 31, 2015 and 2014, respectively.

Segments_Details

Segments (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2015	Mar. 31, 2014		Dec. 31, 2014
	segment
Segment Reporting Information [Line Items]
Number of reportable segments	2
Assets	$2,916,111			$2,846,857
Interest income	19,995	18,308
Interest expense	3,539	2,446
Net interest income	16,456	15,862
Provision for loan losses	925	608
Net interest income after provision for loan losses	15,531	15,254
Investment management fees	7,655	2,454
Net gain on the sale of investment securities available-for-sale	17	1,014
Other non-interest income	1,386	1,012
Total non-interest income	9,058	4,480
Intangible amortization expense	389	130
Other operating expenses	16,713	12,662
Total non-interest expense	17,102	12,792
Income before tax	7,487	6,942
Income tax expense	2,431	2,326
Net income	5,056	4,616
Bank
Segment Reporting Information [Line Items]
Assets	2,851,835			2,784,368
Interest income	19,995	18,308
Interest expense	3,539	2,446
Net interest income	16,456	15,862
Provision for loan losses	925	608
Net interest income after provision for loan losses	15,531	15,254
Investment management fees	0	0
Net gain on the sale of investment securities available-for-sale	17	1,014
Other non-interest income	1,385	1,012
Total non-interest income	1,402	2,026
Intangible amortization expense	0	0
Other operating expenses	11,215	10,863
Total non-interest expense	11,215	10,863
Income before tax	5,718	6,417
Income tax expense	1,743	2,105
Net income	3,975	4,312
Investment management
Segment Reporting Information [Line Items]
Assets	64,276			62,489
Interest income	0	0	[1]
Interest expense	0	0	[1]
Net interest income	0	0	[1]
Provision for loan losses	0	0	[1]
Net interest income after provision for loan losses	0	0	[1]
Investment management fees	7,655	2,454	[1]
Net gain on the sale of investment securities available-for-sale	0	0	[1]
Other non-interest income	1	0	[1]
Total non-interest income	7,656	2,454	[1]
Intangible amortization expense	389	130	[1]
Other operating expenses	5,498	1,799	[1]
Total non-interest expense	5,887	1,929	[1]
Income before tax	1,769	525	[1]
Income tax expense	688	221	[1]
Net income	$1,081	$304	[1]
[1]	The Investment Management segment activity began on March 5, 2014, upon closing of the Chartwell acquisition.