Washington Trust Bancorp (WASH) 10-Q 4 Aug 17 2017 Q2 Quarterly report Financial data

DOCUMENT AND ENTITY INFORMATION

DOCUMENT AND ENTITY INFORMATION - shares	6 Months Ended
	Jun. 30, 2017	Jul. 31, 2017
Document and Entity Information [Abstract]
Entity Registrant Name	Washington Trust Bancorp Inc
Entity Central Index Key	737,468
Current Fiscal Year End Date	--12-31
Entity Filer Category	Accelerated Filer
Document Type	10-Q
Document Period End Date	Jun. 30, 2017
Document Fiscal Year Focus	2,017
Document Fiscal Period Focus	Q2
Amendment Flag	false
Entity Common Stock, Shares Outstanding		17,210,750

CONSOLIDATED BALANCE SHEETS (Un

CONSOLIDATED BALANCE SHEETS (Unaudited) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Assets:
Cash and due from banks		$ 117,608	$ 106,185
Short-term investments		2,324	1,612
Mortgage loans held for sale, at fair value		32,784	29,434
Securities:
Available for sale, at fair value		749,486	739,912
Held to maturity, at amortized cost		13,942	15,633
Total securities		763,428	755,545
Federal Home Loan Bank stock, at cost		44,640	43,129
Loans:
Total loans	[1]	3,200,100	3,234,371
Less allowance for loan losses		26,662	26,004
Net loans		3,173,438	3,208,367
Premises and equipment, net		28,508	29,020
Investment in bank-owned life insurance		72,183	71,105
Goodwill		63,909	64,059
Identifiable intangible assets, net		9,642	10,175
Other assets		67,065	62,484
Total assets		4,375,529	4,381,115
Liabilities:
Demand deposits		587,813	585,960
NOW accounts		448,617	427,707
Money market accounts		666,047	730,075
Savings accounts		364,002	358,397
Time deposits		954,710	961,613
Total deposits		3,021,189	3,063,752
Federal Home Loan Bank advances		869,733	848,930
Junior subordinated debentures		22,681	22,681
Other liabilities		55,884	54,948
Total liabilities		3,969,487	3,990,311
Commitments and contingencies
Shareholders' Equity:
Common stock		1,076	1,073
Paid-in capital		116,484	115,123
Retained earnings		306,151	294,365
Accumulated other comprehensive loss		(17,669)	(19,757)
Total shareholders' equity		406,042	390,804
Total liabilities and shareholders’ equity		4,375,529	4,381,115
Commercial [Member]
Loans:
Total loans		1,698,389	1,771,666
Residential Real Estate [Member]
Loans:
Total loans		1,168,105	1,122,748
Consumer [Member]
Loans:
Total loans		$ 333,606	$ 339,957
[1]	Includes net unamortized loan origination costs of $3.7 million and $3.0 million, respectively, at June 30, 2017 and December 31, 2016 and net unamortized premiums on purchased loans of $854 thousand and $783 thousand, respectively, at June 30, 2017 and December 31, 2016.

CONSOLIDATED BALANCE SHEETS (U3

CONSOLIDATED BALANCE SHEETS (Unaudited) (Parenthetical) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Statement of Financial Position [Abstract]
Securities held to maturity, fair value	$ 14,231	$ 15,920
Common stock, par value	$ 0.0625	$ 0.0625
Common stock, shares authorized	60,000,000	60,000,000
Common stock, shares issued	17,209,699	17,170,820
Common stock, shares outstanding	17,209,699	17,170,820

CONSOLIDATED STATEMENTS OF INCO

CONSOLIDATED STATEMENTS OF INCOME (Unaudited) - USD ($) shares in Thousands, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest income:
Interest and fees on loans	$ 31,642	$ 29,122	$ 61,994	$ 59,120
Interest on securities: Taxable	4,844	2,487	9,553	4,857
Interest on securities: Nontaxable	72	280	184	607
Dividends on Federal Home Loan Bank stock	439	231	826	441
Other interest income	156	70	260	134
Total interest and dividend income	37,153	32,190	72,817	65,159
Interest expense:
Deposits	3,591	2,981	7,093	5,949
Federal Home Loan Bank advances	3,509	2,313	6,853	4,465
Junior subordinated debentures	149	119	287	231
Other interest expense	0	1	1	3
Total interest expense	7,249	5,414	14,234	10,648
Net interest income	29,904	26,776	58,583	54,511
Provision for loan losses	700	450	1,100	950
Net interest income after provision for loan losses	29,204	26,326	57,483	53,561
Noninterest income:
Wealth management revenues	9,942	9,481	19,419	18,655
Mortgage banking revenues	2,919	2,710	5,259	4,908
Service charges on deposit accounts	901	935	1,784	1,842
Card interchange fees	902	860	1,704	1,657
Income from bank-owned life insurance	542	1,090	1,078	1,589
Loan related derivative income	1,144	508	1,292	1,153
Equity in earnings (losses) of unconsolidated subsidiaries	(89)	(89)	(177)	(177)
Other income	545	419	957	921
Total noninterest income	16,806	15,914	31,316	30,548
Noninterest expense:
Salaries and employee benefits	17,358	17,405	34,153	33,785
Net occupancy	1,767	1,803	3,734	3,610
Equipment	1,313	1,503	2,780	3,004
Outsourced services	1,710	1,294	3,167	2,657
Legal, audit and professional fees	582	662	1,198	1,291
FDIC deposit insurance costs	469	491	950	984
Advertising and promotion	362	420	599	685
Amortization of intangibles	257	322	534	645
Debt prepayment penalties	0	0	0	431
Change in fair value of contingent consideration	0	16	(310)	41
Other expenses	2,488	2,114	4,787	4,347
Total noninterest expense	26,306	26,030	51,592	51,480
Income before income taxes	19,704	16,210	37,207	32,629
Income tax expense	6,505	5,153	12,226	10,637
Net income	$ 13,199	$ 11,057	$ 24,981	$ 21,992
Weighted average common shares outstanding - basic	17,206	17,067	17,196	17,045
Weighted average common shares outstanding - diluted	17,316	17,194	17,312	17,185
Per share information:
Basic earnings per common share	$ 0.77	$ 0.65	$ 1.45	$ 1.29
Diluted earnings per common share	0.76	0.64	1.44	1.28
Cash dividends declared per share	$ 0.38	$ 0.36	$ 0.76	$ 0.72

CONSOLIDATED STATEMENTS OF COMP

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME (Unaudited) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Statement of Comprehensive Income [Abstract]
Net income	$ 13,199	$ 11,057	$ 24,981	$ 21,992
Other comprehensive income (loss), net of tax:
Net change in fair value of securities available for sale	1,828	1,378	2,229	1,742
Net change in fair value of cash flow hedges	(448)	(24)	(350)	(90)
Net change in defined benefit plan obligations	(4)	165	209	331
Total other comprehensive income (loss), net of tax	1,376	1,519	2,088	1,983
Total comprehensive income	$ 14,575	$ 12,576	$ 27,069	$ 23,975

CONSOLIDATED STATEMENTS OF CHAN

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY (Unaudited) - USD ($) $ in Thousands	Total	Common Stock [Member]	Additional Paid-in Capital [Member]	Retained Earnings [Member]	Accumulated Other Comprehensive Income (Loss) [Member]
Common Stock, Shares Outstanding, Beginning Balance at Dec. 31, 2015		17,020,000
Shareholders' Equity, Beginning Balance at Dec. 31, 2015	$ 375,388	$ 1,064	$ 110,949	$ 273,074	$ (9,699)
Net income	21,992			21,992
Total other comprehensive income (loss), net of tax	1,983				1,983
Cash dividends declared	(12,400)			(12,400)
Share-based compensation	1,109		1,109
Exercise of stock options, issuance of other compensation-related equity awards and related tax benefit, shares		61,000
Exercise of stock options, issuance of other compensation-related equity awards and related tax benefit, value	260	$ 4	256
Common Stock, Shares Outstanding, Ending Balance at Jun. 30, 2016		17,081,000
Shareholders' Equity, Ending Balance at Jun. 30, 2016	$ 388,332	$ 1,068	112,314	282,666	(7,716)
Common Stock, Shares Outstanding, Beginning Balance at Dec. 31, 2016	17,170,820	17,171,000
Shareholders' Equity, Beginning Balance at Dec. 31, 2016	$ 390,804	$ 1,073	115,123	294,365	(19,757)
Net income	24,981			24,981
Total other comprehensive income (loss), net of tax	2,088				2,088
Cash dividends declared	(13,195)			(13,195)
Share-based compensation	1,198		1,198
Exercise of stock options and issuance of other compensation-related equity awards, shares		39,000
Exercise of stock options and issuance of other compensation-related equity awards, value	$ 166	$ 3	163
Common Stock, Shares Outstanding, Ending Balance at Jun. 30, 2017	17,209,699	17,210,000
Shareholders' Equity, Ending Balance at Jun. 30, 2017	$ 406,042	$ 1,076	$ 116,484	$ 306,151	$ (17,669)

CONSOLIDATED STATEMENTS OF CASH

CONSOLIDATED STATEMENTS OF CASH FLOWS (Unaudited) - USD ($) $ in Thousands	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Cash flows from operating activities:
Net income	$ 24,981	$ 21,992
Adjustments to reconcile net income to net cash provided by operating activities:
Provision for loan losses	1,100	950
Depreciation of premises and equipment	1,759	1,790
Net amortization of premium and discount	1,616	977
Amortization of intangibles	534	645
Goodwill impairment	150	0
Share-based compensation	1,198	1,109
Tax benefit from stock option exercises and other equity awards	350	286
Income from bank-owned life insurance	(1,078)	(1,589)
Net gains on loan sales and commissions on loans originated for others	(5,052)	(4,938)
Net gain on sale of portfolio loans	0	(135)
Equity in (earnings) losses of unconsolidated subsidiaries	177	177
Proceeds from sales of loans	215,239	222,098
Loans originated for sale	(213,929)	(217,682)
Change in fair value of contingent consideration liability	(310)	41
(Increase) decrease in other assets	(6,064)	(21,194)
Increase (decrease) in other liabilities	1,110	16,409
Net cash provided by (used in) operating activities	21,781	20,936
Cash flows from investing activities:
Purchases of mortgage-backed securities available for sale	(35,213)	(62,497)
Purchases of other investment securities available for sale	(19,963)	(40,495)
Maturities and principal payments of mortgage-backed securities available for sale	38,861	23,696
Maturities and principal payments of other investment securities available for sale	8,955	54,681
Maturities and principal payments of mortgage-backed securities held to maturity	1,614	2,008
Purchases of Federal Home Loan Bank stock	(1,511)	(9,987)
Net decrease (increase) in loans	33,596	(53,972)
Net proceeds from sale of portfolio loans	0	510
Purchases of loans	0	(17,079)
Proceeds from the sale of property acquired through foreclosure or repossession	213	254
Purchases of premises and equipment	(1,247)	(1,816)
Proceeds of bank-owned life insurance	0	2,054
Net cash provided by (used in) investing activities	25,305	(102,643)
Cash flows from financing activities:
Net increase (decrease) in deposits	(42,563)	(144,905)
Proceeds from Federal Home Loan Bank advances	657,500	640,000
Repayment of Federal Home Loan Bank advances	(636,697)	(378,963)
Net proceeds from stock option exercises and issuance of other equity awards	(184)	(26)
Cash dividends paid	(13,007)	(12,117)
Net cash provided by (used in) financing activities	(34,951)	103,989
Net increase (decrease) in cash and cash equivalents	12,135	22,282
Cash and cash equivalents at beginning of period	107,797	97,631
Cash and cash equivalents at end of period	119,932	119,913
Noncash Investing and Financing Activities:
Loans charged off	721	2,335
Loans transferred to property acquired through foreclosure or repossession	410	1,045
Supplemental Disclosures:
Interest payments	14,111	10,467
Income tax payments	$ 11,849	$ 9,872

General Information

General Information	6 Months Ended
	Jun. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
General Information	General Information Washington Trust Bancorp, Inc. (the “Bancorp”) is a publicly-owned registered bank holding company that has elected to be a financial holding company. The Bancorp’s subsidiaries include The Washington Trust Company, of Westerly (the “Bank”), a Rhode Island chartered commercial bank founded in 1800, and Weston Securities Corporation (“WSC”). Through its subsidiaries, the Bancorp offers a comprehensive product line of banking and financial services, including commercial, residential and consumer lending, retail and commercial deposit products, and wealth management services through its offices in Rhode Island, eastern Massachusetts and Connecticut; its automated teller machines (“ATMs”); telephone banking; mobile banking and its internet website (www.washtrust.com). The Unaudited Consolidated Financial Statements include the accounts of the Bancorp and its subsidiaries (collectively the “Corporation” or “Washington Trust”). All significant intercompany transactions have been eliminated. Certain previously reported amounts have been reclassified to conform to the current year’s presentation. The accounting and reporting policies of the Corporation conform to accounting principles generally accepted in the United States of America (“GAAP”) and to general practices of the banking industry. In preparing the financial statements, management is required to make estimates and assumptions that affect the reported amounts of assets and liabilities as of the date of the balance sheet and revenues and expenses for the period. Actual results could differ from those estimates. The Unaudited Consolidated Financial Statements of the Corporation presented herein have been prepared pursuant to the rules of the Securities and Exchange Commission (“SEC”) for quarterly reports on Form 10-Q and do not include all of the information and note disclosures required by GAAP. In the opinion of management, all adjustments (consisting of normal recurring adjustments) and disclosures considered necessary for the fair presentation of the accompanying Unaudited Consolidated Financial Statements have been included. Interim results are not necessarily reflective of the results of the entire year. The accompanying Unaudited Consolidated Financial Statements should be read in conjunction with the Audited Consolidated Financial Statements and notes thereto included in the Annual Report on Form 10-K for the fiscal year ended December 31, 2016 .

Recently Issued Accounting Pron

Recently Issued Accounting Pronouncements	6 Months Ended
	Jun. 30, 2017
New Accounting Pronouncements and Changes in Accounting Principles [Abstract]
Recently Issued Accounting Pronouncements	Recently Issued Accounting Pronouncements Revenue from Contracts with Customers - Topic 606 Accounting Standards Update No. 2014-09, “Revenue from Contracts with Customers” (“ASU 2014-09”), was issued in May 2014 and provides a revenue recognition framework for any entity that either enters into contracts with customers to transfer goods or services or enters into contracts for the transfer of non-financial assets unless those contracts are within the scope of other accounting standards. As issued, ASU 2014-09 was effective for annual periods beginning after December 15, 2016, including interim periods within that reporting period with early adoption not permitted. The standard permits the use of either the retrospective or cumulative effect transition method. In August 2015, Accounting Standards Update No. 2015-14, “Deferral of the Effective Date” (“ASU 2015-14”) was issued and delayed the effective date of ASU 2014-09 to annual and interim periods in fiscal years beginning after December 15, 2017. In 2016, Accounting Standards Update No. 2016-08, “Principal versus Agent Considerations” (“ASU 2016-08”), Accounting Standards Update No. 2016-10, “Identifying Performance Obligations and Licensing” (“ASU 2016-10”) and Accounting Standards Update No. 2016-12, “Narrow-Scope Improvements and Practical Expedients” (“ASU 2016-12”) were issued. These ASUs do not change the core principle for revenue recognition in Topic 606; instead, the amendments provide more detailed guidance in a few areas and additional implementation guidance and examples, which are expected to reduce the degree of judgment necessary to comply with Topic 606. The effective date and transition requirements for ASU 2016-08, ASU 2016-10 and ASU 2016-12 are the same as those provided by ASU 2015-14. Washington Trust's largest source of revenue is net interest income on financial assets and liabilities, which is explicitly excluded from the scope of this ASU. Management has assembled a project team to address the changes pursuant to Topic 606. The project team has made an initial scope assessment and commenced contract review for in-scope revenue streams. The Corporation has not yet determined the impact this ASU will have on its consolidated financial statements. Financial Instruments - Topic 825 Accounting Standards Update No. 2016-01, “Recognition and Measurement of Financial Assets and Financial Liabilities” (“ASU 2016-01”), was issued in January 2016 and provides revised guidance related to the accounting for and reporting of financial instruments. Some of the main provisions include: requiring most equity securities to be reported at fair value with unrealized gains and losses reported in the income statement; requiring separate presentation of financial assets and liabilities by measurement category and form (i.e. securities or loans); clarifying that entities must assess valuation allowances on a deferred tax asset related to available for sale debt securities in combination with their other deferred tax assets; and eliminating the requirement to disclose the method and significant assumptions used to estimate fair value for financial instruments measured at amortized cost on the balance sheet. ASU 2016-01 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2017. The adoption of ASU 2016-01 is not expected to have a material impact on the Corporation’s consolidated financial statements. Leases - Topic 842 Accounting Standards Update No. 2016-02, “Leases” (“ASU 2016-02”), was issued in February 2016 and provides revised guidance related to the accounting and reporting of leases. ASU 2016-02 requires lessees to recognize most leases on the balance sheet. The recognition, measurement and presentation of expenses and cash flows arising from a lease by a lessee will depend on its classification as a finance or operating lease. ASU 2016-02 requires a modified retrospective transition, with a number of practical expedients that entities may elect to apply. ASU 2016-02 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2018. Early adoption is permitted. Washington Trust expects to adopt the provisions of ASU 2016-02 effective January 1, 2019. Management has assembled a project team to evaluate the provisions of this ASU, identify additional data requirements necessary and determine an approach for implementation. The Corporation has not yet determined the impact ASU 2016-02 will have on its consolidated financial statements. Stock Compensation - Topic 718 Accounting Standards Update No. 2016-09, “Improvements to Employee Share-Based Payment Accounting” (“ASU 2016-09”), was issued in March 2016. ASU 2016-09 includes multiple provisions intended to simplify several aspects of the accounting for share-based payment transactions, including income tax consequences and the classification of certain tax-related transactions on the statement of cash flows. ASU 2016-09 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2016. Management adopted the provisions of this ASU on January 1, 2017 using the appropriate transition method as required by ASU 2016-09. For Washington Trust, the most significant provision of this ASU pertained to the accounting of excess tax benefits or tax deficiencies on share based award exercises and vestings. ASU 2016-09 requires that excess tax benefits or tax deficiencies be recognized as income tax benefit or expense in the Consolidated Statements of Income in the period that they occur. Management adopted this specific provision of the ASU on a prospective basis. The ASU also requires that the excess tax benefits or tax deficiencies be reported as an operating activity in the Consolidated Statement of Cash Flows and, in accordance with the ASU, management elected the retrospective transition method in adopting this specific provision. The adoption of ASU 2016-09 did not have a material impact on the consolidated financial statements. Credit Losses - Topic 326 Accounting Standards Update No. 2016-13, “Financial Instruments - Credit Losses” (“ASU 2016-13”), was issued in June 2016. ASU 2016-13 requires the measurement of all expected credit losses for financial assets held at the reporting date based on historical experience, current conditions, and reasonable and supportable forecasts and requires enhanced disclosures related to the significant estimates and judgments used in estimating credit losses, as well as the credit quality and underwriting standards of an organization’s portfolio. In addition, ASU 2016-13 amends the accounting for credit losses on available-for-sale debt securities and purchased financial assets with credit deterioration. ASU 2016-13 provides for a modified retrospective transition, resulting in a cumulative-effect adjustment to equity as of the beginning of the period in which the guidance is effective, except for debt securities for which an other-than-temporary impairment has previously been recognized. For these debt securities, a prospective transition approach will be adopted in order to maintain the same amortized cost prior to and subsequent to the effective date of ASU 2016-13. This ASU is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2019. Early adoption is permitted, for annual periods and interim periods within those annual periods, beginning after December 15, 2018. Washington Trust is evaluating the effect that this ASU will have on consolidated financial statements and disclosures. Management has assembled a project team that meets regularly to evaluate the provisions of this ASU, identify additional data requirements necessary and determine an approach for implementation. The Corporation has not yet determined if it will early adopt ASU 2016-13 or the impact it will have on its consolidated financial statements. Statement of Cash Flows - Topic 230 Accounting Standards Update No. 2016-15, “Classification of Certain Cash Receipts and Cash Payments” (“ASU 2016-15”), was issued in August 2016. ASU 2016-15 provides classification guidance on certain cash receipts and cash payments, including, but not limited to, debt prepayment costs, contingent consideration payments made after a business combination, proceeds from the settlement of insurance claims, proceeds from the settlement of bank-owned life insurance policies and distributions received from equity method investees. The adoption of ASU 2016-15 requires a retrospective transition method applied to each period presented. This ASU is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2017. Early adoption is permitted. The adoption of ASU 2016-15 is not expected to have a material impact on the Corporation’s consolidated financial statements. Accounting Standards Update No. 2016-18, “Restricted Cash” (“ASU 2016-18”), was issued in November 2016. ASU 2016-18 requires that a statement of cash flows explain the change during the period in the total of cash, cash equivalents and amounts generally described as restricted cash. Restricted cash should be included with cash and cash equivalents when reconciling the beginning-of-period and end-of-period total amounts shown on the statement of cash flows. The adoption of ASU 2016-18 requires a retrospective transition method applied to each period presented. This ASU is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2017. Early adoption is permitted. The adoption of ASU 2016-18 is not expected to have a material impact on the Corporation’s consolidated financial statements. Intangibles - Goodwill and Other - Topic 350 Accounting Standards Update No. 2017-04, “Simplifying the Test for Goodwill Impairment” (“ASU 2017-04”), was issued in January 2017 and eliminates Step 2 of the annual goodwill impairment test. Step 2 is a more detailed analysis, which involves measuring the excess of the fair value of the reporting unit, as determined in Step 1, over the aggregate fair value of the individual assets, liabilities, and identifiable intangibles as if the reporting unit was being acquired in a business combination. Under ASU 2017-04, an impairment charge would be recognized for the amount by which the carrying amount exceeded the reporting unit’s fair value under Step 1. ASU 2017-04 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2019 and the provisions should be applied on a prospective basis. Effective April 1, 2017, management early adopted the provisions of this ASU, as permitted. The adoption of ASU 2017-04 did not have a material impact on the Corporation’s consolidated financial statements. Compensation - Retirement Benefits - Topic 715 Accounting Standards Update No. 2017-07, “Improving the Presentation of Net Periodic Pension Cost and Net Periodic Postretirement Benefit Cost” (“ASU 2017-07”), was issued in March 2017. ASU 2017-07 requires that employers include the service cost component of net periodic benefit cost in the same line item as other employee compensation costs and all other components of net periodic benefit cost in a separate line item(s) in the statement of income. In addition, the line item in which the components of net periodic benefit cost other than the service cost are included shall be identified as such on the statement of income or in the notes to the financial statements. ASU 2017-07 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2017. The adoption of ASU 2017-07 is not expected to have a material impact on the Corporation’s consolidated financial statements. Receivables - Nonrefundable Fees and Other Costs - Subtopic 310-20 Accounting Standards Update No. 2017-08, “Premium Amortization on Purchased Callable Debt Securities” (“ASU 2017-08”), was issued in March 2017. ASU 2017-08 shortens the amortization period for certain callable debt securities purchased at a premium by requiring that the premium be amortized to the earliest call date. Effective January 1, 2017, management early adopted the provisions of this ASU, as permitted. The adoption of ASU 2017-08 did not have a material impact on the Corporation’s consolidated financial statements. Compensation - Stock Compensation - Topic 718 Accounting Standards Update No. 2017-09, “Scope of Modification Accounting” (“ASU 2017-09”), was issued in May 2017 to provide clarity when applying the guidance in Topic 718 to a change to the terms or conditions of a share-based payment award. ASU 2017-09 is effective for annual periods, and interim periods within those annual periods, beginning after December 15, 2017 and the provisions should be applied on a prospective basis. Early adoption is permitted. The adoption of ASU 2017-09 is not expected to have a material impact on the Corporation’s consolidated financial statements.

Cash and Due from Banks

Cash and Due from Banks	6 Months Ended
	Jun. 30, 2017
Cash and Cash Equivalents [Abstract]
Cash and Due from Banks	Cash and Due from Banks The Bank maintains certain average reserve balances to meet the requirements of the Board of Governors of the Federal Reserve System (“FRB”). Some or all of these reserve requirements may be satisfied with vault cash. Reserve balances am ounted to $13.5 million at June 30, 2017 and $11.5 million at December 31, 2016 and were included in cash and due from banks in the Unaudited Consolidated Balance Sheets. As of June 30, 2017 and December 31, 2016 , cash and due from banks included interest-bearing deposits in other banks of $52.6 million and $60.3 million , respectively.

Securities

Securities	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Securities	Securities The following tables present the amortized cost, gross unrealized holding gains, gross unrealized holding losses and fair value of securities by major security type and class of security: (Dollars in thousands) June 30, 2017 Amortized Cost Unrealized Gains Unrealized Losses Fair Value Securities Available for Sale: Obligations of U.S. government-sponsored enterprises $131,484 $4 ($2,558 ) $128,930 Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 587,814 4,763 (7,928 ) 584,649 Obligations of states and political subdivisions 5,468 16 — 5,484 Individual name issuer trust preferred debt securities 27,888 — (1,498 ) 26,390 Corporate bonds 4,127 22 (116 ) 4,033 Total securities available for sale $756,781 $4,805 ($12,100 ) $749,486 Held to Maturity: Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises $13,942 $289 $— $14,231 Total securities held to maturity $13,942 $289 $— $14,231 Total securities $770,723 $5,094 ($12,100 ) $763,717 (Dollars in thousands) December 31, 2016 Amortized Cost Unrealized Gains Unrealized Losses Fair Value Securities Available for Sale: Obligations of U.S. government-sponsored enterprises $111,483 $7 ($3,050 ) $108,440 Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 592,833 4,923 (9,671 ) 588,085 Obligations of states and political subdivisions 14,423 62 — 14,485 Individual name issuer trust preferred debt securities 29,851 — (3,115 ) 26,736 Corporate bonds 2,155 16 (5 ) 2,166 Total securities available for sale $750,745 $5,008 ($15,841 ) $739,912 Held to Maturity: Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises $15,633 $287 $— $15,920 Total securities held to maturity $15,633 $287 $— $15,920 Total securities $766,378 $5,295 ($15,841 ) $755,832 As of June 30, 2017 and December 31, 2016 , securities with a fair value of $670.4 million and $736.2 million , respectively, were pledged as collateral for Federal Home Loan Bank of Boston (“FHLBB”) borrowings, potential borrowings with the FRB, certain public deposits and for other purposes. See Note 8 for additional disclosure on FHLBB borrowings. The schedule of maturities of debt securities available for sale and held to maturity is presented below. Mortgage-backed securities are included based on weighted average maturities, adjusted for anticipated prepayments. All other debt securities are included based on contractual maturities. Actual maturities may differ from amounts presented because certain issuers have the right to call or prepay obligations with or without call or prepayment penalties. (Dollars in thousands) Available for Sale Held to Maturity June 30, 2017 Amortized Cost Fair Value Amortized Cost Fair Value Due in one year or less $64,607 $64,271 $2,422 $2,472 Due after one year to five years 249,039 246,979 6,586 6,723 Due after five years to ten years 251,102 247,891 3,876 3,956 Due after ten years 192,033 190,345 1,058 1,080 Total securities $756,781 $749,486 $13,942 $14,231 Included in the above table are debt securities with an amortized cost balance of $167.8 million and a fair value of $163.6 million at June 30, 2017 that are callable at the discretion of the issuers. Final maturities of the callable securities range from 11 months to 20 years, with call features ranging from 1 month to 4 years. Other-Than-Temporary Impairment Assessment Washington Trust assesses whether the decline in fair value of investment securities is other-than-temporary on a regular basis. Unrealized losses on debt securities may occur from current market conditions, increases in interest rates since the time of purchase, a structural change in an investment, volatility of earnings of a specific issuer, or deterioration in credit quality of the issuer. Management evaluates impairments in value both qualitatively and quantitatively to assess whether they are other-than-temporary. The following tables summarize temporarily impaired securities, segregated by length of time the securities have been in a continuous unrealized loss position: (Dollars in thousands) Less than 12 Months 12 Months or Longer Total June 30, 2017 # Fair Unrealized # Fair Value Unrealized Losses # Fair Value Unrealized Losses Obligations of U.S. government-sponsored enterprises 11 $108,930 ($2,558 ) — $— $— 11 $108,930 ($2,558 ) Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 35 379,226 (7,928 ) — — — 35 379,226 (7,928 ) Individual name issuer trust preferred debt securities — — — 9 26,390 (1,498 ) 9 26,390 (1,498 ) Corporate bonds 2 402 (3 ) 1 1,868 (113 ) 3 2,270 (116 ) Total temporarily impaired securities 48 $488,558 ($10,489 ) 10 $28,258 ($1,611 ) 58 $516,816 ($12,100 ) (Dollars in thousands) Less than 12 Months 12 Months or Longer Total December 31, 2016 # Fair Value Unrealized Losses # Fair Value Unrealized Losses # Fair Value Unrealized Losses Obligations of U.S. government-sponsored enterprises 10 $98,433 ($3,050 ) — $— $— 10 $98,433 ($3,050 ) Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 35 407,073 (9,671 ) — — — 35 407,073 (9,671 ) Individual name issuer trust preferred debt securities — — — 10 26,736 (3,115 ) 10 26,736 (3,115 ) Corporate bonds 2 400 (5 ) — — — 2 400 (5 ) Total temporarily impaired securities 47 $505,906 ($12,726 ) 10 $26,736 ($3,115 ) 57 $532,642 ($15,841 ) Further deterioration in credit quality of the underlying issuers of the securities, further deterioration in the condition of the financial services industry, worsening of the current economic environment, or additional declines in real estate values, among other things, may further affect the fair value of these securities and increase the potential that certain unrealized losses be designated as other-than-temporary in future periods, and the Corporation may incur write-downs. U.S. Government Agency and U.S. Government-Sponsored Enterprise Securities, including Mortgage-Backed Securities The gross unrealized losses on U.S. government agency and U.S government-sponsored debt securities, including mortgage-backed securities, were primarily attributable to relative changes in interest rates since the time of purchase. The contractual cash flows for these securities are guaranteed by U.S. government agencies and U.S. government-sponsored enterprises. Based on the assessment of these factors, management believes that the unrealized losses on these debt security holdings are a function of changes in investment spreads and interest rate movements and not changes in credit quality. Management expects to recover the entire amortized cost basis of these securities. Furthermore, Washington Trust does not intend to sell these securities and it is not more-likely-than-not that Washington Trust will be required to sell these securities before recovery of their cost basis, which may be maturity. Therefore, management does not consider these investments to be other-than-temporarily impaired at June 30, 2017 . Trust Preferred Debt Securities of Individual Name Issuers Included in debt securities in an unrealized loss position at June 30, 2017 were 9 trust preferred security holdings issued by 6 individual companies in the banking sector. Management believes the unrealized loss position in these holdings was attributable to the general widening of spreads for this category of debt securities issued by financial services companies since the time these securities were purchased. Based on the information available through the filing date of this report, all individual name issuer trust preferred debt securities held in our portfolio continue to accrue and make payments as expected with no payment deferrals or defaults on the part of the issuers. As of June 30, 2017 , individual name issuer trust preferred debt securities with an amortized cost of $10.9 million and unrealized losses of $663 thousand were rated below investment grade by Standard & Poors, Inc. (“S&P”). Management reviewed the collectibility of these securities taking into consideration such factors as the financial condition of the issuers, reported regulatory capital ratios of the issuers, credit ratings, including ratings in effect as of the reporting period date as well as credit rating changes between the reporting period date and the filing date of this report, and other information. We noted no additional downgrades to below investment grade between June 30, 2017 and the filing date of this report. Based on this review, management concluded that it expects to recover the entire amortized cost basis of these securities. Furthermore, Washington Trust does not intend to sell these securities and it is not more-likely-than-not that Washington Trust will be required to sell these securities before recovery of their cost basis, which may be maturity. Therefore, management does not consider these investments to be other-than-temporarily impaired at June 30, 2017 .

Loans

Loans	6 Months Ended
	Jun. 30, 2017
Receivables [Abstract]
Loans	Loans The following is a summary of loans: (Dollars in thousands) June 30, 2017 December 31, 2016 Amount % Amount % Commercial: Mortgages (1) $1,009,096 32 % $1,074,186 33 % Construction & development (2) 112,177 4 121,371 4 Commercial & industrial (3) 577,116 17 576,109 18 Total commercial 1,698,389 53 1,771,666 55 Residential Real Estate: Mortgages 1,143,416 36 1,094,824 34 Homeowner construction 24,689 1 27,924 1 Total residential real estate 1,168,105 37 1,122,748 35 Consumer: Home equity lines 263,934 8 264,200 8 Home equity loans 35,173 1 37,272 1 Other (4) 34,499 1 38,485 1 Total consumer 333,606 10 339,957 10 Total loans (5) $3,200,100 100 % $3,234,371 100 % (1) Loans primarily secured by income producing property. (2) Loans for construction of commercial properties, loans to developers for construction of residential properties and loans for land development. (3) Loans to businesses and individuals, a substantial portion of which are fully or partially collateralized by real estate. (4) Loans to individuals secured by general aviation aircraft and other personal installment loans. (5) Includes net unamortized loan origination costs of $3.7 million and $3.0 million , respectively, at June 30, 2017 and December 31, 2016 and net unamortized premiums on purchased loans of $854 thousand and $783 thousand , respectively, at June 30, 2017 and December 31, 2016 . As of June 30, 2017 and December 31, 2016 , there were $1.6 billion and $1.4 billion , respectively, of loans pledged as collateral for FHLBB borrowings and potential borrowings with the FRB. See Note 8 for additional disclosure regarding borrowings. Nonaccrual Loans Loans, with the exception of certain well-secured loans that are in the process of collection, are placed on nonaccrual status and interest recognition is suspended when such loans are 90 days or more overdue with respect to principal and/or interest, or sooner if considered appropriate by management. Well-secured loans are permitted to remain on accrual status provided that full collection of principal and interest is assured and the loan is in the process of collection. Loans are also placed on nonaccrual status when, in the opinion of management, full collection of principal and interest is doubtful. Interest previously accrued but not collected on such loans is reversed against current period income. Subsequent interest payments received on nonaccrual loans are applied to the outstanding principal balance of the loan or recognized as interest income depending on management’s assessment of the ultimate collectability of the loan. Loans are removed from nonaccrual status when they have been current as to principal and interest generally for a period of six months, the borrower has demonstrated an ability to comply with repayment terms, and when, in management’s opinion, the loans are considered to be fully collectible. The following is a summary of nonaccrual loans, segregated by class of loans: (Dollars in thousands) Jun 30, Dec 31, Commercial: Mortgages $6,422 $7,811 Construction & development — — Commercial & industrial 1,232 1,337 Residential Real Estate: Mortgages 11,815 11,736 Homeowner construction — — Consumer: Home equity lines 118 — Home equity loans 502 1,058 Other 109 116 Total nonaccrual loans $20,198 $22,058 Accruing loans 90 days or more past due $— $— As of June 30, 2017 and December 31, 2016 , loans secured by one- to four-family residential property amounting to $3.4 million and $5.7 million , respectively, were in process of foreclosure. Nonaccrual loans of $5.7 million and $3.5 million , respectively, were current as to the payment of principal and interest at June 30, 2017 and December 31, 2016 . There were no significant commitments to lend additional funds to borrowers whose loans were on nonaccrual status at June 30, 2017 . Past Due Loans Past due status is based on the contractual payment terms of the loan. The following tables present an age analysis of past due loans, segregated by class of loans: (Dollars in thousands) Days Past Due June 30, 2017 30-59 60-89 Over 90 Total Past Due Current Total Loans Commercial: Mortgages $— $1 $6,421 $6,422 $1,002,674 $1,009,096 Construction & development — — — — 112,177 112,177 Commercial & industrial 3,194 321 494 4,009 573,107 577,116 Residential Real Estate: Mortgages 3,524 1,371 3,962 8,857 1,134,559 1,143,416 Homeowner construction — — — — 24,689 24,689 Consumer: Home equity lines 335 — — 335 263,599 263,934 Home equity loans 995 317 159 1,471 33,702 35,173 Other 25 — 1 26 34,473 34,499 Total loans $8,073 $2,010 $11,037 $21,120 $3,178,980 $3,200,100 (Dollars in thousands) Days Past Due December 31, 2016 30-59 60-89 Over 90 Total Past Due Current Total Loans Commercial: Mortgages $901 $— $7,807 $8,708 $1,065,478 $1,074,186 Construction & development — — — — 121,371 121,371 Commercial & industrial 409 — 745 1,154 574,955 576,109 Residential Real Estate: Mortgages 5,381 652 6,193 12,226 1,082,598 1,094,824 Homeowner construction — — — — 27,924 27,924 Consumer: Home equity lines 655 26 — 681 263,519 264,200 Home equity loans 776 76 658 1,510 35,762 37,272 Other 32 1 110 143 38,342 38,485 Total loans $8,154 $755 $15,513 $24,422 $3,209,949 $3,234,371 Included in past due loans as of June 30, 2017 and December 31, 2016 , were nonaccrual loans of $14.5 million and $18.6 million , respectively. All loans 90 days or more past due at June 30, 2017 and December 31, 2016 were classified as nonaccrual. Impaired Loans Impaired loans are loans for which it is probable that the Corporation will not be able to collect all amounts due according to the contractual terms of the loan agreements and loans restructured in a troubled debt restructuring. The following is a summary of impaired loans: (Dollars in thousands) Recorded Investment (1) Unpaid Principal Related Allowance Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, No Related Allowance Recorded: Commercial: Mortgages $782 $4,676 $778 $9,019 $— $— Construction & development — — — — — — Commercial & industrial 5,256 6,458 5,427 6,550 — — Residential real estate: Mortgages 14,669 14,385 14,785 14,569 — — Homeowner construction — — — — — — Consumer: Home equity lines 118 — 118 — — — Home equity loans 502 1,137 502 1,177 — — Other — 116 7 116 — — Subtotal 21,327 26,772 21,617 31,431 — — With Related Allowance Recorded: Commercial: Mortgages $7,603 $5,104 $11,091 $6,087 $485 $448 Construction & development — — — — — — Commercial & industrial 1,706 662 1,765 699 718 3 Residential real estate: Mortgages 1,062 1,285 1,087 1,310 135 151 Homeowner construction — — — — — — Consumer: Home equity lines — — — — — — Home equity loans — — — — — — Other 135 28 136 29 7 4 Subtotal 10,506 7,079 14,079 8,125 1,345 606 Total impaired loans $31,833 $33,851 $35,696 $39,556 $1,345 $606 Total: Commercial $15,347 $16,900 $19,061 $22,355 $1,203 $451 Residential real estate 15,731 15,670 15,872 15,879 135 151 Consumer 755 1,281 763 1,322 7 4 Total impaired loans $31,833 $33,851 $35,696 $39,556 $1,345 $606 (1) The recorded investment in impaired loans consists of unpaid principal balance, net of charge-offs, interest payments received applied to principal and unamortized deferred loan origination fees and costs. For impaired accruing loans (troubled debt restructurings for which management has concluded that the collectibility of the loan is not in doubt), the recorded investment also includes accrued interest. The following tables present the average recorded investment balance of impaired loans and interest income recognized on impaired loans segregated by loan class. (Dollars in thousands) Average Recorded Investment Interest Income Recognized Three months ended June 30, 2017 2016 2017 2016 Commercial: Mortgages $9,549 $13,677 $26 $87 Construction & development — — — — Commercial & industrial 6,864 3,290 76 10 Residential Real Estate: Mortgages 15,915 10,903 150 98 Homeowner construction — — — — Consumer: Home equity lines 95 315 2 6 Home equity loans 602 1,216 8 11 Other 140 151 2 2 Totals $33,165 $29,552 $264 $214 (Dollars in thousands) Average Recorded Investment Interest Income Recognized Six months ended June 30, 2017 2016 2017 2016 Commercial: Mortgages $9,664 $14,208 $52 $180 Construction & development — — — — Commercial & industrial 6,914 3,545 152 21 Residential Real Estate: Mortgages 16,076 10,986 272 167 Homeowner construction — — — — Consumer: Home equity lines 86 493 4 8 Home equity loans 746 1,195 16 24 Other 142 148 6 4 Totals $33,628 $30,575 $502 $404 Troubled Debt Restructurings Loans are considered restructured in a troubled debt restructuring when the Corporation has granted concessions to a borrower due to the borrower’s financial condition that it otherwise would not have considered. These concessions may include modifications of the terms of the debt such as deferral of payments, extension of maturity, reduction of principal balance, reduction of the stated interest rate other than normal market rate adjustments, or a combination of these concessions. Debt may be bifurcated with separate terms for each tranche of the restructured debt. Restructuring a loan in lieu of aggressively enforcing the collection of the loan may benefit the Corporation by increasing the ultimate probability of collection. Restructured loans are classified as accruing or non-accruing based on management’s assessment of the collectibility of the loan. Loans which are already on nonaccrual status at the time of the restructuring generally remain on nonaccrual status for approximately 6 months before management considers such loans for return to accruing status. Accruing restructured loans are placed into nonaccrual status if and when the borrower fails to comply with the restructured terms and management deems it unlikely that the borrower will return to a status of compliance in the near term. Troubled debt restructurings are reported as such for at least one year from the date of the restructuring. In years after the restructuring, troubled debt restructured loans are removed from this classification if the restructuring did not involve a below-market rate concession and the loan is not deemed to be impaired based on the terms specified in the restructuring agreement. Troubled debt restructurings are classified as impaired loans. The Corporation identifies loss allocations for impaired loans on an individual loan basis. The recorded investment in troubled debt restructurings was $19.1 million and $22.3 million , respectively, at June 30, 2017 and December 31, 2016 . These amounts included insignificant balances of accrued interest. The allowance for loan losses included specific reserves for these troubled debt restructurings of $641 thousand and $567 thousand , respectively, at June 30, 2017 and December 31, 2016 . As of June 30, 2017 , there were no significant commitments to lend additional funds to borrowers whose loans had been restructured. The following tables present loans modified as a troubled debt restructuring: (Dollars in thousands) Outstanding Recorded Investment (1) # of Loans Pre-Modifications Post-Modifications Three months ended June 30, 2017 2016 2017 2016 2017 2016 Commercial: Mortgages — — $— $— $— $— Construction & development — — — — — — Commercial & industrial — 1 — 133 — 133 Residential Real Estate: Mortgages — 1 — 3,550 — 3,550 Homeowner construction — — — — — — Consumer: Home equity lines — — — — — — Home equity loans — — — — — — Other — — — — — — Totals — 2 $— $3,683 $— $3,683 (1) The recorded investment in troubled debt restructurings consists of unpaid principal balance, net of charge-offs and unamortized deferred loan origination fees and costs, at the time of the restructuring. For accruing troubled debt restructured loans, the recorded investment also includes accrued interest. (Dollars in thousands) Outstanding Recorded Investment (1) # of Loans Pre-Modifications Post-Modifications Six months ended June 30, 2017 2016 2017 2016 2017 2016 Commercial: Mortgages — — $— $— $— $— Construction & development — — — — — — Commercial & industrial — 1 — 133 — 133 Residential Real Estate: Mortgages — 1 — 3,550 — 3,550 Homeowner construction — — — — — — Consumer: Home equity lines — — — — — — Home equity loans — — — — — — Other — — — — — — Totals — 2 $— $3,683 $— $3,683 (1) The recorded investment in troubled debt restructurings consists of unpaid principal balance, net of charge-offs and unamortized deferred loan origination fees and costs, at the time of the restructuring. For accruing troubled debt restructured loans, the recorded investment also includes accrued interest. The following table provides information on how loans were modified as a troubled debt restructuring: (Dollars in thousands) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Below-market interest rate concession $— $— $— $— Payment deferral — — — — Maturity / amortization concession — 133 — 133 Interest only payments — 3,550 — 3,550 Total $— $3,683 $— $3,683 In the three and six months ended June 30, 2017 , payment defaults on troubled debt restructured loans modified within the previous 12 months occurred on 3 loans totaling $1.1 million and 4 loans totaling $1.9 million , respectively, compared to 4 loans totaling $577 thousand , in both the three and six months ended June 30, 2016 . Credit Quality Indicators Commercial The Corporation utilizes an internal rating system to assign a risk to each of its commercial loans. Loans are rated on a scale of 1 to 10. This scale can be assigned to three broad categories including “pass” for ratings 1 through 6, “special mention” for 7-rated loans, and “classified” for loans rated 8, 9 or 10. The loan rating system takes into consideration parameters including the borrower’s financial condition, the borrower’s performance with respect to loan terms, the adequacy of collateral, the adequacy of guarantees and other credit quality characteristics. The weighted average risk rating of the Corporation’s commercial loan portfolio was 4.71 at June 30, 2017 and 4.68 at December 31, 2016 . For non-impaired loans, the Corporation takes the risk rating into consideration along with other credit attributes in the establishment of an appropriate allowance for loan losses. A description of the commercial loan categories is as follows: Pass - Loans with acceptable credit quality, defined as ranging from superior or very strong to a status of lesser stature. Superior or very strong credit quality is characterized by a high degree of cash collateralization or strong balance sheet liquidity. Lesser stature loans have an acceptable level of credit quality but exhibit some weakness in various credit metrics such as collateral adequacy, cash flow, secondary sources of repayment, or performance inconsistency or may be in an industry or of a loan type known to have a higher degree of risk. Special Mention - Loans with potential weaknesses that deserve management’s close attention. If left uncorrected, these potential weaknesses may result in deterioration of the repayment prospects for the asset or in the Bank’s position as creditor at some future date. Special Mention assets are not adversely classified and do not expose the Bank to sufficient risk to warrant adverse classification. Examples of these conditions include but are not limited to outdated or poor quality financial data, strains on liquidity and leverage, losses or negative trends in operating results, marginal cash flow, weaknesses in occupancy rates or trends in the case of commercial real estate and frequent delinquencies. Classified - Loans identified as “substandard”, “doubtful” or “loss” based on criteria consistent with guidelines provided by banking regulators. A “substandard” loan has defined weaknesses which make payment default or principal exposure likely, but not yet certain. Such loans are apt to be dependent upon collateral liquidation, a secondary source of repayment or an event outside of the normal course of business. The loans are closely watched and are either already on nonaccrual status or may be placed on nonaccrual status when management determines there is uncertainty of collectibility. A “doubtful” loan is placed on non-accrual status and has a high probability of loss, but the extent of the loss is difficult to quantify due to dependency upon collateral having a value that is difficult to determine or upon some near-term event which lacks certainty. A loan in the “loss” category is considered generally uncollectible or the timing or amount of payments cannot be determined. “Loss” is not intended to imply that the loan has no recovery value but rather it is not practical or desirable to continue to carry the asset. The Corporation’s procedures call for loan ratings and classifications to be revised whenever information becomes available that indicates a change is warranted. The criticized loan portfolio, which generally consists of commercial loans that are risk-rated special mention or worse, and other selected loans are reviewed by management on a quarterly basis, focusing on the current status and strategies to improve the credit. An annual loan review program is conducted by a third party to provide an independent evaluation of the creditworthiness of the commercial loan portfolio, the quality of the underwriting and credit risk management practices and the appropriateness of the risk rating classifications. This review is supplemented with selected targeted internal reviews of the commercial loan portfolio. The following table presents the commercial loan portfolio, segregated by category of credit quality indicator: (Dollars in thousands) Pass Special Mention Classified Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Commercial: Mortgages $1,002,508 $1,065,358 $— $776 $6,588 $8,052 Construction & development 112,177 121,371 — — — — Commercial & industrial 556,566 559,416 12,911 8,938 7,639 7,755 Total commercial loans $1,671,251 $1,746,145 $12,911 $9,714 $14,227 $15,807 Residential and Consumer The residential and consumer portfolios are monitored on an ongoing basis by the Corporation using delinquency information and loan type as credit quality indicators. These credit quality indicators are assessed on an aggregate basis in these relatively homogeneous portfolios. For non-impaired loans, the Corporation assigns loss allocation factors to each respective loan type. Various other techniques are utilized to monitor indicators of credit deterioration in the portfolios of residential real estate mortgages and home equity lines and loans. Among these techniques is the periodic tracking of loans with an updated FICO score and an estimated loan to value (“LTV”) ratio. LTV ratio is determined via statistical modeling analyses. The indicated LTV levels are estimated based on such factors as the location, the original LTV ratio, and the date of origination of the loan and do not reflect actual appraisal amounts. The results of these analyses and other loan review procedures are taken into consideration in the determination of loss allocation factors for residential mortgage and home equity consumer credits. The following table presents the residential and consumer loan portfolios, segregated by category of credit quality indicator: (Dollars in thousands) Current and Under 90 Days Past Due Over 90 Days Past Due Jun 30, Dec 31, Jun 30, Dec 31, Residential Real Estate: Accruing mortgages $1,131,601 $1,083,088 $— $— Nonaccrual mortgages 7,853 5,543 3,962 6,193 Homeowner construction 24,689 27,924 — — Total residential loans $1,164,143 $1,116,555 $3,962 $6,193 Consumer: Home equity lines $263,934 $264,200 $— $— Home equity loans 35,014 36,614 159 658 Other 34,498 38,375 1 110 Total consumer loans $333,446 $339,189 $160 $768

Allowance for Loan Losses

Allowance for Loan Losses	6 Months Ended
	Jun. 30, 2017
Receivables [Abstract]
Allowance for Loan Losses	Allowance for Loan Losses The allowance for loan losses is management’s best estimate of inherent risk of loss in the loan portfolio as of the balance sheet date. The Corporation uses a methodology to systematically measure the amount of estimated loan loss exposure inherent in the loan portfolio for purposes of establishing a sufficient allowance for loan losses. The methodology includes: (1) the identification of loss allocations for individual loans deemed to be impaired and (2) the application of loss allocation factors for non-impaired loans based on historical loss experience and estimated loss emergence period, with adjustments for various exposures that management believes are not adequately represented by historical loss experience. The following table presents the activity in the allowance for loan losses for the three months ended June 30, 2017 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $10,861 $1,505 $6,297 $18,663 $5,359 $2,424 $26,446 Charge-offs (400 ) — (162 ) (562 ) (32 ) (48 ) (642 ) Recoveries 82 — 47 129 24 5 158 Provision 192 (305 ) 885 772 18 (90 ) 700 Ending Balance $10,735 $1,200 $7,067 $19,002 $5,369 $2,291 $26,662 (1) Commercial & industrial loans. The following table presents the activity in the allowance for loan losses for the six months ended June 30, 2017 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $9,971 $1,195 $6,992 $18,158 $5,252 $2,594 $26,004 Charge-offs (400 ) — (164 ) (564 ) (32 ) (125 ) (721 ) Recoveries 82 — 154 236 28 15 279 Provision 1,082 5 85 1,172 121 (193 ) 1,100 Ending Balance $10,735 $1,200 $7,067 $19,002 $5,369 $2,291 $26,662 (1) Commercial & industrial loans. The following table presents the activity in the allowance for loan losses for the three months ended June 30, 2016 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $8,586 $1,643 $8,261 $18,490 $5,363 $2,284 $26,137 Charge-offs (78 ) — (746 ) (824 ) (4 ) (32 ) (860 ) Recoveries 13 — 62 75 2 22 99 Provision 1,892 (739 ) (1,057 ) 96 108 246 450 Ending Balance $10,413 $904 $6,520 $17,837 $5,469 $2,520 $25,826 (1) Commercial & industrial loans. The following table presents the activity in the allowance for loan losses for the six months ended June 30, 2016 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $9,140 $1,758 $8,202 $19,100 $5,460 $2,509 $27,069 Charge-offs (1,331 ) — (754 ) (2,085 ) (140 ) (110 ) (2,335 ) Recoveries 17 — 88 105 4 33 142 Provision 2,587 (854 ) (1,016 ) 717 145 88 950 Ending Balance $10,413 $904 $6,520 $17,837 $5,469 $2,520 $25,826 (1) Commercial & industrial loans. The following table presents the Corporation’s loan portfolio and associated allowance for loan loss by portfolio segment and by impairment methodology: (Dollars in thousands) June 30, 2017 December 31, 2016 Loans Related Allowance Loans Related Allowance Loans Individually Evaluated for Impairment: Commercial: Mortgages $8,380 $485 $9,776 $448 Construction & development — — — — Commercial & industrial 6,939 718 7,098 3 Residential real estate 15,721 135 15,661 151 Consumer 755 7 1,280 4 Subtotal 31,795 1,345 33,815 606 Loans Collectively Evaluated for Impairment: Commercial: Mortgages $1,000,716 $10,250 $1,064,410 $9,523 Construction & development 112,177 1,200 121,371 1,195 Commercial & industrial 570,177 6,349 569,011 6,989 Residential real estate 1,152,384 5,234 1,107,087 5,101 Consumer 332,851 2,284 338,677 2,590 Subtotal 3,168,305 25,317 3,200,556 25,398 Total $3,200,100 $26,662 $3,234,371 $26,004

Goodwill

Goodwill	6 Months Ended
	Jun. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	Goodwill The following table presents the carrying value of goodwill at the reporting unit (or business segment) level: (Dollars in thousands) Commercial Banking Wealth Management Services Total Balance at December 31, 2016 $22,591 $41,468 $64,059 Impairment — (150 ) (150 ) Balance at June 30, 2017 $22,591 $41,318 $63,909 The balance of goodwill in the Commercial Banking segment arose from the acquisition of First Financial Corp. in 2002. The balance of goodwill in the Wealth Management Services segment arose from the 2005 acquisition of Weston Financial Group, Inc. (“Weston Financial”) and its broker-dealer and insurance agency subsidiaries, as well as the 2015 acquisition of Halsey Associates, Inc. (“Halsey”). As the result of a decision that will reduce the business activities of WSC, Weston Financial’s broker-dealer subsidiary that conducts mutual fund and variable annuity transactions, primarily for Weston Financial clients, the carrying value of WSC’s goodwill was assessed for impairment during the second quarter of 2017 . As a result of management’s assessment, an impairment charge of $150 thousand was recognized in the second quarter of 2017 and classified in other expenses in the Unaudited Consolidated Statements of Income.

Borrowings

Borrowings	6 Months Ended
	Jun. 30, 2017
Debt Disclosure [Abstract]
Borrowings	Borrowings Federal Home Loan Bank Advances Advances payable to the FHLBB amounted to $869.7 million and $848.9 million , respectively, at June 30, 2017 and December 31, 2016 . The following table presents maturities and weighted average interest rates on FHLBB advances outstanding as of June 30, 2017 : (Dollars in thousands) Total Outstanding Weighted Average Rate July 1, 2017 to December 31, 2017 $430,877 1.26 % 2018 108,134 1.29 2019 137,258 1.62 2020 72,033 1.90 2021 51,222 2.43 2022 and thereafter 70,209 3.34 Balance at June 30, 2017 $869,733 1.67 % As of June 30, 2017 and December 31, 2016 , the Bank had access to a $40.0 million unused line of credit with the FHLBB and also had remaining available borrowing capacity of $657.9 million and $594.5 million , respectively. The Bank pledges certain qualified investment securities and loans as collateral to the FHLBB.

Shareholders' Equity

Shareholders' Equity	6 Months Ended
	Jun. 30, 2017
Regulatory Capital Requirements [Abstract]
Regulatory Capital Requirements	Shareholders’ Equity Regulatory Capital Requirements Capital levels at both June 30, 2017 and December 31, 2016 exceeded the regulatory minimum levels to be considered “well-capitalized.” The following table presents the Corporation’s and the Bank’s actual capital amounts and ratios, as well as the corresponding minimum and well capitalized regulatory amounts and ratios that were in effect during the respective periods: (Dollars in thousands) Actual For Capital Adequacy Purposes To Be “Well Capitalized” Under Prompt Corrective Action Provisions Amount Ratio Amount Ratio Amount Ratio June 30, 2017 Total Capital (to Risk-Weighted Assets): Corporation $403,885 12.78 % $252,908 8.00 % N/A N/A Bank 402,804 12.74 252,869 8.00 $316,087 10.00 % Tier 1 Capital (to Risk-Weighted Assets): Corporation 376,940 11.92 189,681 6.00 N/A N/A Bank 375,859 11.89 189,652 6.00 252,869 8.00 Common Equity Tier 1 Capital (to Risk-Weighted Assets): Corporation 354,942 11.23 142,261 4.50 N/A N/A Bank 375,859 11.89 142,239 4.50 205,456 6.50 Tier 1 Capital (to Average Assets): (1) Corporation 376,940 8.78 171,686 4.00 N/A N/A Bank 375,859 8.76 171,633 4.00 214,542 5.00 December 31, 2016 Total Capital (to Risk-Weighted Assets): Corporation 390,867 12.26 255,093 8.00 N/A N/A Bank 389,840 12.23 255,050 8.00 318,813 10.00 Tier 1 Capital (to Risk-Weighted Assets): Corporation 364,655 11.44 191,320 6.00 N/A N/A Bank 363,628 11.41 191,288 6.00 255,050 8.00 Common Equity Tier 1 Capital (to Risk-Weighted Assets): Corporation 342,656 10.75 143,490 4.50 N/A N/A Bank 363,628 11.41 143,466 4.50 207,228 6.50 Tier 1 Capital (to Average Assets): (1) Corporation 364,655 8.67 168,271 4.00 N/A N/A Bank 363,628 8.65 168,207 4.00 210,259 5.00 (1) Leverage ratio. In addition to the minimum regulatory capital required for capital adequacy purposes included in the table above, the Corporation is required to maintain a minimum Capital Conservation Buffer, in the form of common equity, in order to avoid restrictions on capital distributions and discretionary bonuses. The required amount of the Capital Conservation Buffer was 1.25% on January 1, 2017 and will increase by 0.625% each year until it reaches 2.5% on January 1, 2019.

Derivative Financial Instrument

Derivative Financial Instruments	6 Months Ended
	Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Derivative Financial Instruments	Derivative Financial Instruments The Corporation’s derivative financial instruments are used to manage differences in the amount, timing, and duration of the Corporation’s known or expected cash receipts and its known or expected cash payments principally to manage the Corporation’s interest rate risk. Additionally, the Corporation enters into interest rate derivatives to accommodate the business requirements of its customers. All derivatives are recognized as either assets or liabilities on the balance sheet and are measured at fair value. The accounting for changes in the fair value of derivatives depends on the intended use of the derivative and resulting designation. Interest Rate Risk Management Agreements Interest rate risk management agreements, such as swaps, caps and floors, are used from time to time as part of the Corporation’s interest rate risk management strategy. Interest rate swaps are agreements in which the Corporation and another party agree to exchange interest payments (e.g., fixed-rate for variable-rate payments) computed on a notional principal amount. Interest rate caps and floors represent options purchased by the Corporation to manage the interest rate paid throughout the term of the option contract. The credit risk associated with these transactions is the risk of default by the counterparty. To minimize this risk, the Corporation enters into interest rate agreements only with highly rated counterparties that management believes to be creditworthy. The notional amounts of these agreements do not represent amounts exchanged by the parties and, thus, are not a measure of the potential loss exposure. Cash Flow Hedging Instruments As of June 30, 2017 and December 31, 2016 , the Bancorp had 2 interest rate caps with a total notional amount of $22.7 million that were designated as cash flow hedges to hedge the interest rate risk associated with our variable rate junior subordinated debentures. For both interest rate caps, the Bancorp obtains the right to receive the difference between 3-month LIBOR and a 4.5% strike. The caps mature in 2020. As of June 30, 2017 and December 31, 2016 , the Bank had 2 interest rate swap contracts with a total notional amount of $60.0 million that were designated as cash flow hedges to hedge the interest rate risk associated with short-term variable rate FHLB advances. The interest rate swaps mature in 2021 and 2023. During the second quarter of 2017 , the Bank executed 3 interest rate floor contracts with a total notional amount of $300.0 million that were designated as cash flow hedges to hedge the interest rate risk associated with a pool of variable rate commercial loans. The Bank paid a premium totaling $697 thousand to obtain the right to receive the difference between 1-month LIBOR and a 1.0% strike for each of the interest rate floors. The floors mature in 2020. The effective portion of the changes in fair value of derivatives designated as cash flow hedges is recorded in other comprehensive income and subsequently reclassified to earnings when gains or losses are realized. The ineffective portion of changes in fair value of the derivatives is recognized directly in earnings. For the three and six months ended June 30, 2017 and 2016 , there was no ineffectiveness recorded in earnings. Loan Related Derivative Contracts Interest Rate Swap Contracts with Customers The Corporation has entered into interest rate swap contracts to help commercial loan borrowers manage their interest rate risk. The interest rate swap contracts with commercial loan borrowers allow them to convert floating-rate loan payments to fixed-rate loan payments. When we enter into an interest rate swap contract with a commercial loan borrower, we simultaneously enter into a “mirror” swap contract with a third party. The third party exchanges the client’s fixed-rate loan payments for floating-rate loan payments. We retain the risk that is associated with the potential failure of counterparties and the risk inherent in originating loans. As of June 30, 2017 and December 31, 2016 , Washington Trust had interest rate swap contracts with commercial loan borrowers with notional amounts of $480.4 million and $ 428.7 million , respectively, and equal amounts of “mirror” swap contracts with third-party financial institutions. These derivatives are not designated as hedges and therefore, changes in fair value are recognized in earnings. Risk Participation Agreements The Corporation has entered into risk participation agreements with other banks participating in commercial loan arrangements. Participating banks guarantee the performance on borrower-related interest rate swap contracts. These derivatives are not designated as hedges and therefore, changes in fair value are recognized in earnings. Under a risk participation-out agreement, a derivative asset, the Corporation participates out a portion of the credit risk associated with the interest rate swap position executed with the commercial borrower for a fee paid to the participating bank. Under a risk participation-in agreement, a derivative liability, the Corporation assumes, or participates in, a portion of the credit risk associated with the interest rate swap position with the commercial borrower for a fee received from the other bank. At June 30, 2017 and December 31, 2016 , the notional amounts of risk participation-out agreements were $53.0 million and $38.3 million , respectively. The notional amounts of risk participation-in agreements were $28.4 million and $28.5 million , respectively, at June 30, 2017 and December 31, 2016 . Loan Commitments Interest rate lock commitments are extended to borrowers and relate to the origination of residential real estate mortgage loans held for sale. To mitigate the interest rate risk inherent in these rate locks, as well as closed residential real estate mortgage loans held for sale, forward commitments are established to sell individual residential real estate mortgage loans. Both interest rate lock commitments and commitments to sell residential real estate mortgage loans are derivative financial instruments, but do not meet criteria for hedge accounting and, as such the changes in fair value of these commitments are reflected in earnings. The Corporation has elected to carry certain closed residential real estate mortgage loans held for sale at fair value, as changes in fair value in these loans held for sale generally offset changes in interest rate lock and forward sale commitments. The following table presents the fair values of derivative instruments in the Corporation’s Unaudited Consolidated Balance Sheets: (Dollars in thousands) Asset Derivatives Liability Derivatives Fair Value Fair Value Balance Sheet Location Jun 30, 2017 Dec 31, 2016 Balance Sheet Location Jun 30, 2017 Dec 31, 2016 Derivatives Designated as Cash Flow Hedging Instruments: Interest rate risk management contracts: Interest rate swaps Other assets $— $— Other liabilities $537 $378 Interest rate caps Other assets 44 134 Other liabilities — — Interest rate floors Other assets 389 — Other liabilities — — Derivatives not Designated as Hedging Instruments: Forward loan commitments: Interest rate lock commitments Other assets 1,679 1,133 Other liabilities 27 88 Commitments to sell mortgage loans Other assets 27 279 Other liabilities 2,477 1,349 Loan related derivative contracts: Interest rate swaps with customers Other assets 2,318 2,036 Other liabilities — — Mirror swaps with counterparties Other assets — — Other liabilities 2,446 2,228 Risk participation agreements Other assets — — Other liabilities — — Total $4,457 $3,582 $5,487 $4,043 The following tables present the effect of derivative instruments in the Corporation’s Unaudited Consolidated Statements of Income and Changes in Shareholders’ Equity: (Dollars in thousands) Amount of Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Derivatives Designated as Cash Flow Hedging Instruments: Interest rate risk management contracts: Interest rate swaps ($232 ) $— ($100 ) $— Interest rate caps (22 ) (24 ) (56 ) (90 ) Interest rate floors (194 ) — (194 ) — Total ($448 ) ($24 ) ($350 ) ($90 ) (Dollars in thousands) Amount of Gain (Loss) Recognized in Income on Derivatives Amount of Gain (Loss) Recognized in Income on Derivatives Three months Six months Periods ended June 30, Statement of Income Location 2017 2016 2017 2016 Derivatives not Designated as Hedging Instruments: Forward loan commitments: Interest rate lock commitments Mortgage banking revenues ($11 ) $501 $607 $1,746 Commitments to sell mortgage loans Mortgage banking revenues (350 ) (1,174 ) (1,380 ) (2,180 ) Customer related derivative contracts: Interest rate swaps with customers Loan related derivative income 3,921 7,130 3,666 17,032 Mirror swaps with counterparties Loan related derivative income (2,551 ) (6,526 ) (2,073 ) (15,777 ) Risk participation agreements Loan related derivative income (226 ) (96 ) (301 ) (102 ) Total $783 ($165 ) $519 $719

Balance Sheet Offsetting

Balance Sheet Offsetting	6 Months Ended
	Jun. 30, 2017
Balance Sheet Offsetting [Abstract]
Balance Sheet Offsetting	Balance Sheet Offsetting For interest rate risk management contracts and loan-related derivative contracts, the Corporation records derivative assets and derivative liabilities on a net basis. The interest rate risk management contracts and loan-related derivative contracts with counterparties are subject to master netting agreements. The following tables present the Corporation’s derivative asset and derivative liability positions and the effect of netting arrangements on the Unaudited Consolidated Balance Sheets: (Dollars in thousands) Gross Derivative Positions Offsetting Derivative Positions Net Amounts Presented in Balance Sheet Cash Collateral Pledged Net Amount June 30, 2017 Derivative Assets: Interest rate risk management contracts: Interest rate caps $44 $— $44 $— $44 Interest rate floors 389 — 389 — 389 Loan-related derivative contracts: Interest rate swaps with customers 4,620 2,302 2,318 — 2,318 Mirror swaps with counterparties 2,213 2,213 — — — Total $7,266 $4,515 $2,751 $— $2,751 Derivative Liabilities: Interest rate risk management contracts: Interest rate swaps $537 $— $537 $537 $— Loan-related derivative contracts: Interest rate swaps with customers 2,302 2,302 — — — Mirror swaps with counterparties 4,659 2,213 2,446 2,446 — Total $7,498 $4,515 $2,983 $2,983 $— (Dollars in thousands) Gross Derivative Positions Offsetting Derivative Positions Net Amounts Presented in Balance Sheet Cash Collateral Pledged Net Amount December 31, 2016 Derivative Assets: Interest rate risk management contracts: Interest rate caps $134 $— $134 $— $134 Loan-related derivative contracts: Interest rate swaps with customers 4,920 2,884 2,036 — 2,036 Mirror swaps with counterparties 2,758 2,758 — — — Total $7,812 $5,642 $2,170 $— $2,170 Derivative Liabilities: Interest rate risk management contracts: Interest rate swaps $378 $— $378 $133 $245 Loan-related derivative contracts: Interest rate swaps with customers 2,884 2,884 — — — Mirror swaps with counterparties 4,986 2,758 2,228 1,295 933 Total $8,248 $5,642 $2,606 $1,428 $1,178 As of June 30, 2017 and December 31, 2016 , Washington Trust pledged collateral to derivative counterparties in the form of cash totaling $3.0 million and $1.4 million , respectively. Washington Trust may need to post additional collateral in the future in proportion to potential increases in unrealized loss positions.

Fair Value Measurements

Fair Value Measurements	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Fair Value Measurements	Fair Value Measurements The Corporation uses fair value measurements to record fair value adjustments on certain assets and liabilities and to determine fair value disclosures. As of June 30, 2017 and December 31, 2016 , securities available for sale, residential real estate mortgage loans held for sale, derivatives and the contingent consideration liability are recorded at fair value on a recurring basis. Additionally, from time to time, we may be required to record at fair value other assets on a nonrecurring basis, such as collateral dependent impaired loans, property acquired through foreclosure or repossession and mortgage servicing rights. These nonrecurring fair value adjustments typically involve the application of lower of cost or market accounting or write-downs of individual assets. Fair value is a market-based measurement, not an entity-specific measurement. Fair value measurements are determined based on the assumptions the market participants would use in pricing the asset or liability. In addition, GAAP specifies a hierarchy of valuation techniques based on whether the types of valuation information (“inputs”) are observable or unobservable. Observable inputs reflect market data obtained from independent sources, while unobservable inputs reflect the Corporation’s market assumptions. These two types of inputs have created the following fair value hierarchy: • Level 1 – Quoted prices for identical assets or liabilities in active markets. • Level 2 – Quoted prices for similar assets or liabilities in active markets; quoted prices for identical or similar assets or liabilities in inactive markets; and model-derived valuations in which all significant inputs and significant value drivers are observable in active markets. • Level 3 – Valuations derived from valuation techniques in which one or more significant inputs or significant value drivers are unobservable in the markets and which reflect the Corporation’s market assumptions. Fair Value Option Election GAAP allows for the irrevocable option to elect fair value accounting for the initial and subsequent measurement for certain financial assets and liabilities on a contract-by-contract basis. The Corporation has elected the fair value option for residential real estate mortgage loans held for sale to better match changes in fair value of the loans with changes in the fair value of the derivative loan sale contracts used to economically hedge them. The aggregate principal amount of the residential real estate mortgage loans held for sale that were recorded at fair value was $32.0 million and $29.4 million , respectively, at June 30, 2017 and December 31, 2016 . The aggregate fair value of these loans as of the same dates was $32.8 million and $29.4 million , respectively. As of June 30, 2017 and December 31, 2016 , the aggregate fair value of residential real estate mortgage loans held for sale exceeded the aggregate principal amount by $814 thousand and $40 thousand , respectively. There were no residential real estate mortgage loans held for sale 90 days or more past due as of June 30, 2017 and December 31, 2016 . The following table presents the changes in fair value related to mortgage loans held for sale, interest rate lock commitments and commitments to sell residential real estate mortgage loans, for which the fair value option was elected. Changes in fair values are reported as a component of mortgage banking revenues in the Unaudited Consolidated Statements of Income. (Dollars in thousands) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Mortgage loans held for sale $323 $659 $774 $495 Interest rate lock commitments (11 ) 501 607 1,746 Commitments to sell mortgage loans (350 ) (1,174 ) (1,380 ) (2,180 ) Total changes in fair value ($38 ) ($14 ) $1 $61 Valuation Techniques Securities Securities available for sale are recorded at fair value on a recurring basis. When available, the Corporation uses quoted market prices to determine the fair value of securities; such items are classified as Level 1. There were no Level 1 securities held at June 30, 2017 and December 31, 2016 . Level 2 securities include debt securities with quoted prices, which are traded less frequently than exchange-traded instruments. The fair value of these securities is determined using matrix pricing with inputs that are observable in the market or can be derived principally from or corroborated by observable market data. This category includes obligations of U.S. government agencies and U.S. government-sponsored enterprises, including mortgage-backed securities, obligations of states and political subdivisions, individual name issuer trust preferred debt securities and corporate bonds. Securities not actively traded whose fair value is determined through the use of cash flows utilizing inputs that are unobservable are classified as Level 3. There were no Level 3 securities held at June 30, 2017 and December 31, 2016 . Mortgage Loans Held for Sale The fair value of mortgage loans held for sale is estimated based on current market prices for similar loans in the secondary market and therefore are classified as Level 2 assets. Collateral Dependent Impaired Loans The fair value of collateral dependent loans that are deemed to be impaired is determined based upon the fair value of the underlying collateral. Such collateral primarily consists of real estate and, to a lesser extent, other business assets. For collateral dependent loans for which repayment is dependent on the sale of the collateral, management adjusts the fair value for estimated costs to sell. For collateral dependent loans for which repayment is dependent on the operation of the collateral, such as accruing troubled debt restructured loans, estimated costs to sell are not incorporated into the measurement. Management may also adjust appraised values to reflect estimated market value declines or apply other discounts to appraised values resulting from its knowledge of the property. Internal valuations are utilized to determine the fair value of other business assets. Collateral dependent impaired loans are categorized as Level 3. Property Acquired Through Foreclosure or Repossession Property acquired through foreclosure or repossession included in other assets in the Unaudited Consolidated Balance Sheets is adjusted to fair value less costs to sell upon transfer out of loans through a charge to allowance for loan losses. Subsequently, it is carried at the lower of carrying value or fair value less costs to sell. Such subsequent valuation charges are charged through earnings. Fair value is generally based upon appraised values of the collateral. Management may adjust appraised values to reflect estimated market value declines or apply other discounts to appraised values for unobservable factors resulting from its knowledge of the property, and such property is categorized as Level 3. Derivatives Interest rate swap, cap and floor contracts are traded in over-the-counter markets where quoted market prices are not readily available. Fair value measurements are determined using independent pricing models that utilize primarily market observable inputs, such as swap rates of different maturities and LIBOR rates. The Corporation also evaluates the credit risk of its counterparties as well as that of the Corporation. Accordingly, Washington Trust considers factors such as the likelihood of default by the Corporation and its counterparties, its net exposures and remaining contractual life, among other factors, in determining if any fair value adjustments related to credit risk are required. Counterparty exposure is evaluated by netting positions that are subject to master netting agreements, as well as considering the amount of collateral securing the position. Although the Corporation has determined that the majority of the inputs used to value its interest rate swap, cap and floor contracts fall within Level 2 of the fair value hierarchy, the credit valuation adjustments associated with interest rate contracts and risk participation agreements utilize Level 3 inputs, such as estimates of current credit spreads to evaluate the likelihood of default by the Corporation and its counterparties. However, as of June 30, 2017 and December 31, 2016 , the Corporation has assessed the significance of the impact of the credit valuation adjustments on the overall valuation of its derivative positions and has determined that the credit valuation adjustments are not significant to the overall valuation of its derivatives. As a result, the Corporation has classified its derivative valuations in their entirety as Level 2. Fair value measurements of forward loan commitments (interest rate lock commitments and commitments to sell residential real estate mortgages) are estimated based on current market prices for similar assets in the secondary market and therefore are classified as Level 2 assets. Contingent Consideration Liability A contingent consideration liability was recognized upon the completion of the Halsey acquisition on August 1, 2015 and represents the estimated present value of future earn-outs to be paid based on the future revenue growth of the acquired business during the 5 -year period following the acquisition. The fair value measurement is based upon unobservable inputs, therefore, the contingent liability is classified within Level 3 of the fair value hierarchy. The unobservable inputs include probability estimates regarding the likelihood of achieving revenue growth targets and the discount rates utilized the discounted cash flow calculations applied to the estimates earn-outs to be paid. The discount rates used ranged from 3% to 4% . The contingent consideration liability is remeasured to fair value at each reporting period taking into consideration changes in those unobservable inputs. Changes in the fair value of the contingent consideration liability are included in noninterest expenses in the Unaudited Consolidated Statements of Income. The fair value of the contingency represents the estimated price to transfer the liability between market participants at the measurement date under current market conditions. Items Recorded at Fair Value on a Recurring Basis The following tables present the balances of assets and liabilities reported at fair value on a recurring basis: (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) June 30, 2017 Assets: Securities available for sale: Obligations of U.S. government-sponsored enterprises $128,930 $— $128,930 $— Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 584,649 — 584,649 — Obligations of states and political subdivisions 5,484 — 5,484 — Individual name issuer trust preferred debt securities 26,390 — 26,390 — Corporate bonds 4,033 — 4,033 — Mortgage loans held for sale 32,784 — 32,784 — Derivative assets 4,457 — 4,457 — Total assets at fair value on a recurring basis $786,727 $— $786,727 $— Liabilities: Derivative liabilities $5,487 $— $5,487 $— Contingent consideration liability (1) 1,737 — — 1,737 Total liabilities at fair value on a recurring basis $7,224 $— $5,487 $1,737 (1) The contingent consideration liability is included in other liabilities in the Unaudited Consolidated Balance Sheets. (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs December 31, 2016 Assets: Securities available for sale: Obligations of U.S. government-sponsored enterprises $108,440 $— $108,440 $— Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 588,085 — 588,085 — Obligations of states and political subdivisions 14,485 — 14,485 — Individual name issuer trust preferred debt securities 26,736 — 26,736 — Corporate bonds 2,166 — 2,166 — Mortgage loans held for sale 29,434 — 29,434 — Derivative assets 3,582 — 3,582 — Total assets at fair value on a recurring basis $772,928 $— $772,928 $— Liabilities: Derivative liabilities $4,043 $— $4,043 $— Contingent Consideration Liability (1) 2,047 — — 2,047 Total liabilities at fair value on a recurring basis $6,090 $— $4,043 $2,047 (1) The contingent consideration liability is included in other liabilities in the Unaudited Consolidated Balance Sheets. It is the Corporation’s policy to review and reflect transfers between Levels as of the financial statement reporting date. During the six months ended June 30, 2017 and 2016 , there were no transfers in and/or out of Level 1, 2 or 3. The following table presents the change in the contingent consideration liability, a Level 3 liability measured at fair value on a recurring basis, during the periods indicated: (Dollars in thousands) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Balance at beginning of period $1,737 $2,970 $2,047 $2,945 Change in fair value — 16 (310 ) 41 Payments — — — — Balance at end of period $1,737 $2,986 $1,737 $2,986 Items Recorded at Fair Value on a Nonrecurring Basis The following table presents the carrying value of assets held at June 30, 2017 , which were written down to fair value during the six months ended June 30, 2017 : (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Assets: Collateral dependent impaired loans $3,092 $— $— $3,092 Property acquired through foreclosure or repossession 1,081 — — 1,081 Total assets at fair value on a nonrecurring basis $4,173 $— $— $4,173 The allowance for loan losses on collateral dependent impaired loans amounted to $880 thousand at June 30, 2017 . The following table presents the carrying value of assets held at December 31, 2016 , which were written down to fair value during the year ended December 31, 2016 : (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Assets: Collateral dependent impaired loans $3,828 $— $— $3,828 Property acquired through foreclosure or repossession 605 — — 605 Total assets at fair value on a nonrecurring basis $4,433 $— $— $4,433 The allowance for loan losses on collateral dependent impaired loans amounted to $469 thousand at December 31, 2016 . The following tables present valuation techniques and unobservable inputs for assets measured at fair value on a nonrecurring basis for which the Corporation has utilized Level 3 inputs to determine fair value: (Dollars in thousands) Fair Value Valuation Technique Unobservable Input Range of Inputs Utilized (Weighted Average) June 30, 2017 Collateral dependent impaired loans $3,092 Appraisals of collateral Discount for costs to sell 0% - 25% (13%) Appraisal adjustments (1) 0% - 85% (17%) Property acquired through foreclosure or repossession $1,081 Appraisals of collateral Discount for costs to sell 10% - 12% (11%) Appraisal adjustments (1) 6% - 32% (18%) (1) Management may adjust appraisal values to reflect market value declines or other discounts resulting from its knowledge of the property. (Dollars in thousands) Fair Value Valuation Technique Unobservable Input Range of Inputs Utilized (Weighted Average) December 31, 2016 Collateral dependent impaired loans $3,828 Appraisals of collateral Discount for costs to sell 10% - 20% (15%) Appraisal adjustments (1) 0% - 10% (9%) Property acquired through foreclosure or repossession $605 Appraisals of collateral Discount for costs to sell 10% - 12% (11%) Appraisal adjustments (1) 6% - 50% (24%) (1) Management may adjust appraisal values to reflect market value declines or other discounts resulting from its knowledge of the property. Valuation of Other Financial Instruments The methodologies for estimating the fair value of financial instruments that are measured at fair value on a recurring or nonrecurring basis are discussed above. The methodologies for other financial instruments are discussed below. Loans Fair values are estimated for categories of loans with similar financial characteristics. Loans are segregated by type and are then further segmented into fixed-rate and adjustable-rate interest terms to determine their fair value. The fair value of fixed-rate commercial and consumer loans is calculated by discounting scheduled cash flows through the estimated maturity of the loan using interest rates offered at the measurement date that reflect the credit and interest rate risk inherent in the loan. The estimate of maturity is based on the Corporation’s historical repayment experience. For residential mortgages, fair value is estimated by using market prices for sales of similar loans on the secondary market. The fair value of floating rate commercial and consumer loans approximates carrying value. Fair value for impaired loans is estimated using a discounted cash flow method based upon the loan’s contractual effective interest rate, or at the loan’s observable market price, or if the loan is collateral dependent, at the fair value of the collateral. Loans are classified within Level 3 of the fair value hierarchy. Time Deposits The discounted values of cash flows using the rates currently offered for deposits of similar remaining maturities were used to estimate the fair value of time deposits. Time deposits are classified within Level 2 of the fair value hierarchy. Federal Home Loan Bank Advances Rates currently available to the Corporation for advances with similar terms and remaining maturities are used to estimate fair value of existing advances. FHLBB advances are categorized as Level 2. Junior Subordinated Debentures The fair value of the junior subordinated debentures is estimated using rates currently available to the Corporation for debentures with similar terms and maturities. Junior subordinated debentures are categorized as Level 2. The following tables present the carrying amount, estimated fair value and placement in the fair value hierarchy of the Corporation’s financial instruments. The tables exclude financial instruments for which the carrying value approximates fair value. Financial assets for which the fair value approximates carrying value include cash and cash equivalents, FHLBB stock, accrued interest receivable and bank-owned life insurance. Financial liabilities for which the fair value approximates carrying value include non-maturity deposits and accrued interest payable. (Dollars in thousands) June 30, 2017 Carrying Amount Total Fair Value Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Financial Assets: Securities held to maturity $13,942 $14,231 $— $14,231 $— Loans, net of allowance for loan losses 3,173,438 3,204,250 — — 3,204,250 Financial Liabilities: Time deposits $954,710 $956,753 $— $956,753 $— FHLBB advances 869,733 876,374 — 876,374 — Junior subordinated debentures 22,681 17,410 — 17,410 — (Dollars in thousands) December 31, 2016 Carrying Amount Total Fair Value Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Financial Assets: Securities held to maturity $15,633 $15,920 $— $15,920 $— Loans, net of allowance for loan losses 3,208,367 3,218,651 — — 3,218,651 Financial Liabilities: Time deposits $961,613 $962,374 $— $962,374 $— FHLBB advances 848,930 852,888 — 852,888 — Junior subordinated debentures 22,681 16,970 — 16,970 —

Defined Benefit Pension Plans

Defined Benefit Pension Plans	6 Months Ended
	Jun. 30, 2017
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Defined Benefit Pension Plans	Defined Benefit Pension Plans The Corporation maintains a tax-qualified defined benefit pension plan for the benefit of certain eligible employees who were hired prior to October 1, 2007. The Corporation also has non-qualified retirement plans to provide supplemental retirement benefits to certain employees, as defined in the plans. The defined benefit pension plans were previously amended to freeze benefit accruals after a 10 -year transition period ending in December 2023. The defined benefit pension plan is funded on a current basis, in compliance with the requirements of ERISA. The composition of net periodic benefit cost was as follows: (Dollars in thousands) Qualified Pension Plan Non-Qualified Retirement Plans Three months Six months Three months Six months Periods ended June 30, 2017 2016 2017 2016 2017 2016 2017 2016 Net Periodic Benefit Cost: Service cost $537 $537 $1,074 $1,074 $33 $31 $65 $61 Interest cost 667 644 1,336 1,288 107 108 214 216 Expected return on plan assets (1,235 ) (1,159 ) (2,471 ) (2,317 ) — — — — Amortization of prior service (credit) cost (5 ) (5 ) (11 ) (11 ) — — — — Recognized net actuarial loss 278 207 557 414 128 61 193 123 Net periodic benefit cost $242 $224 $485 $448 $268 $200 $472 $400 The following table presents the measurement date and weighted-average assumptions used to determine net periodic benefit cost: Qualified Pension Plan Non-Qualified Retirement Plans For the sixth months ended June 30, 2017 2016 2017 2016 Measurement date Dec 31, 2016 Dec 31, 2015 Dec 31, 2016 Dec 31, 2015 Equivalent single discount rate for benefit obligations 4.18% 4.48% 3.96% 4.19% Equivalent single discount rate for service cost 4.29 4.63 4.25 4.59 Equivalent single discount rate for interest cost 3.73 3.88 3.36 3.44 Expected long-term return on plan assets 6.75 6.75 N/A N/A Rate of compensation increase 3.75 3.75 3.75 3.75

Share-Based Compensation Arrang

Share-Based Compensation Arrangements	6 Months Ended
	Jun. 30, 2017
Disclosure of Compensation Related Costs, Share-based Payments [Abstract]
Share-Based Compensation Arrangements	Share-Based Compensation Arrangements During the six months ended June 30, 2017 , the Corporation granted equity awards, which included performance share awards and nonvested share unit awards. The performance share awards granted to certain executive officers provides them with the opportunity to earn shares of common stock of the Corporation. The performance share awards were valued at fair market value as of January 19, 2017 (the award date), or $51.85 , and will be earned over a 3 -year performance period. The number of shares earned will range from zero to 200% of the target number of shares dependent upon the Corporation’s core return on equity and core earnings per share growth ranking compared to an industry peer group. The current assumption based on the most recent peer group information available results in shares earned at 143% of the target, or 37,147 shares. The Corporation granted to non-employee directors and a certain executive officer 7,900 nonvested share units, with 3 - to 5 -year cliff vesting. The weighted average grant date fair value of the nonvested share units was $50.83 .

Business Segments

Business Segments	6 Months Ended
	Jun. 30, 2017
Segment Reporting [Abstract]
Business Segments	Business Segments Washington Trust segregates financial information in assessing its results among its Commercial Banking and Wealth Management Services operating segments. The amounts in the Corporate unit include activity not related to the segments. Management uses certain methodologies to allocate income and expenses to the business lines. A funds transfer pricing (“FTP”) methodology is used to assign interest income and interest expense to each interest-earning asset and interest-bearing liability on a matched maturity funding basis. The matched maturity funding concept considers the origination date and the earlier of the maturity date or the repricing date of a financial instrument to assign an FTP rate for loans and deposits originated. Loans are assigned a FTP rate for funds used and deposits are assigned a FTP rate for funds provided. Certain indirect expenses are allocated to segments. These include support unit expenses such as technology, operations and other support functions. Commercial Banking The Commercial Banking segment includes commercial, residential and consumer lending activities; equity in earnings (losses) of unconsolidated investments in real estate limited partnerships; mortgage banking activities; deposit generation; cash management activities; and direct banking activities, which include the operation of ATMs, telephone and internet banking services and customer support and sales. Wealth Management Services Wealth Management Services includes investment management; financial planning; personal trust and estate services, including services as trustee, personal representative, custodian and guardian; and settlement of decedents’ estates. Institutional trust services are also provided, including fiduciary services. Corporate Corporate includes the Treasury Unit, which is responsible for managing the wholesale investment portfolio and wholesale funding needs. It also includes income from bank-owned life insurance, as well as administrative and executive expenses not allocated to the operating segments and the residual impact of methodology allocations such as funds transfer pricing offsets. The following tables present the statement of operations and total assets for Washington Trust’s reportable segments: (Dollars in thousands) Commercial Banking Wealth Management Services Corporate Consolidated Total Three months ended June 30, 2017 2016 2017 2016 2017 2016 2017 2016 Net interest income (expense) $24,633 $21,947 ($40 ) ($17 ) $5,311 $4,846 $29,904 $26,776 Provision for loan losses 700 450 — — — — 700 450 Net interest income (expense) after provision for loan losses 23,933 21,497 (40 ) (17 ) 5,311 4,846 29,204 26,326 Noninterest income 6,347 5,290 9,942 9,481 517 1,143 16,806 15,914 Noninterest expenses: Depreciation and amortization expense 651 697 414 470 50 57 1,115 1,224 Other noninterest expenses (1) 15,323 15,038 6,848 6,701 3,020 3,067 25,191 24,806 Total noninterest expenses 15,974 15,735 7,262 7,171 3,070 3,124 26,306 26,030 Income before income taxes 14,306 11,052 2,640 2,293 2,758 2,865 19,704 16,210 Income tax expense 4,650 3,767 1,102 871 753 515 6,505 5,153 Net income $9,656 $7,285 $1,538 $1,422 $2,005 $2,350 $13,199 $11,057 Total assets at period end $3,346,184 $3,238,789 $66,286 $65,423 $963,059 $612,869 $4,375,529 $3,917,081 Expenditures for long-lived assets 377 306 41 104 96 229 514 639 (1) Other noninterest expenses for the Wealth Management Services segment includes a $150 thousand goodwill impairment charge recognized in the three months ended June 30, 2017 . (Dollars in thousands) Commercial Banking Wealth Management Services Corporate Consolidated Total Six months ended June 30, 2017 2016 2017 2016 2017 2016 2017 2016 Net interest income (expense) $48,190 $44,554 ($72 ) ($35 ) $10,465 $9,992 $58,583 $54,511 Provision for loan losses 1,100 950 — — — — 1,100 950 Net interest income (expense) after provision for loan losses 47,090 43,604 (72 ) (35 ) 10,465 9,992 57,483 53,561 Noninterest income 10,789 10,230 19,419 18,655 1,108 1,663 31,316 30,548 Noninterest expenses: Depreciation and amortization expense 1,314 1,384 877 939 102 112 2,293 2,435 Other noninterest expenses (1) 29,930 29,029 13,296 13,500 6,073 6,516 49,299 49,045 Total noninterest expenses 31,244 30,413 14,173 14,439 6,175 6,628 51,592 51,480 Income before income taxes 26,635 23,421 5,174 4,181 5,398 5,027 37,207 32,629 Income tax expense 8,679 8,022 2,080 1,604 1,467 1,011 12,226 10,637 Net income $17,956 $15,399 $3,094 $2,577 $3,931 $4,016 $24,981 $21,992 Total assets at period end $3,346,184 $3,238,789 $66,286 $65,423 $963,059 $612,869 $4,375,529 $3,917,081 Expenditures for long-lived assets 750 1,325 343 188 154 303 1,247 1,816 (1) Other noninterest expenses for the Wealth Management Services segment includes a $310 thousand benefit resulting from the reduction of a contingent consideration liability and a $150 thousand goodwill impairment charge recognized in the six months ended June 30, 2017 .

Other Comprehensive Income (Los

Other Comprehensive Income (Loss)	6 Months Ended
	Jun. 30, 2017
Equity [Abstract]
Other Comprehensive Income (Loss)	Other Comprehensive Income (Loss) The following tables present the activity in other comprehensive income (loss): Three months ended June 30, 2017 2016 (Dollars in thousands) Pre-tax Amounts Income Taxes Net of Tax Pre-tax Amounts Income Taxes Net of Tax Securities available for sale: Changes in fair value of securities available for sale $2,902 $1,074 $1,828 $2,187 $809 $1,378 Net gains on securities reclassified into earnings — — — — — — Net change in fair value of securities available for sale $2,902 $1,074 $1,828 $2,187 $809 $1,378 Cash flow hedges: Change in fair value of cash flow hedges (853 ) (292 ) (561 ) 10 34 (24 ) Net cash flow hedge losses reclassified into earnings (1) 180 67 113 — — — Net change in fair value of cash flow hedges (673 ) (225 ) (448 ) 10 34 (24 ) Defined benefit plan obligations: Defined benefit plan obligation adjustment (407 ) (150 ) (257 ) — — — Amortization of net actuarial losses (2) 406 149 257 269 99 170 Amortization of net prior service credits (2) (5 ) (1 ) (4 ) (6 ) (1 ) (5 ) Net change in defined benefit plan obligations (6 ) (2 ) (4 ) 263 98 165 Total other comprehensive income $2,223 $847 $1,376 $2,460 $941 $1,519 (1) The pre-tax amounts are included in interest expense on Federal Home Loan Bank advances and interest expense on junior subordinated debentures in the Unaudited Consolidated Statements of Income. (2) The pre-tax amounts are included in salaries and employee benefits expense in the Unaudited Consolidated Statements of Income. Six months ended June 30, 2017 2016 (Dollars in thousands) Pre-tax Amounts Income Taxes Net of Tax Pre-tax Amounts Income Taxes Net of Tax Securities available for sale: Changes in fair value of securities available for sale $3,538 $1,309 $2,229 $2,765 $1,023 $1,742 Net gains on securities reclassified into earnings — — — — — — Net change in fair value of securities available for sale $3,538 $1,309 $2,229 $2,765 $1,023 $1,742 Cash flow hedges: Change in fair value of cash flow hedges (827 ) (278 ) (549 ) (114 ) (24 ) (90 ) Net cash flow hedge losses reclassified into earnings (1) 316 117 199 — — — Net change in fair value of cash flow hedges (511 ) (161 ) (350 ) (114 ) (24 ) (90 ) Defined benefit plan obligations: Defined benefit plan obligation adjustment (407 ) (150 ) (257 ) — — — Amortization of net actuarial losses (2) 750 276 474 538 198 340 Amortization of net prior service credits (2) (11 ) (3 ) (8 ) (12 ) (3 ) (9 ) Net change in defined benefit plan obligations 332 123 209 526 195 331 Total other comprehensive income (loss) $3,359 $1,271 $2,088 $3,177 $1,194 $1,983 (1) The pre-tax amount is included in interest expense on Federal Home Loan Bank advances and interest expense on junior subordinated debentures in the Unaudited Consolidated Statements of Income. (2) The pre-tax amounts are included in salaries and employee benefits expense in the Unaudited Consolidated Statements of Income. The following tables present the changes in accumulated other comprehensive income (loss) by component, net of tax: (Dollars in thousands) Net Unrealized Gains (Losses) on Available For Sale Securities Net Unrealized Losses on Cash Flow Hedges Pension Benefit Adjustment Total Balance at December 31, 2016 ($6,825 ) ($300 ) ($12,632 ) ($19,757 ) Other comprehensive income (loss) before reclassifications 2,229 (549 ) — 1,680 Amounts reclassified from accumulated other comprehensive income — 199 209 408 Net other comprehensive income (loss) 2,229 (350 ) 209 2,088 Balance at June 30, 2017 ($4,596 ) ($650 ) ($12,423 ) ($17,669 ) (Dollars in thousands) Net Unrealized Gains on Available For Sale Securities Net Unrealized Losses on Cash Flow Hedges Pension Benefit Adjustment Total Balance at December 31, 2015 $1,051 ($43 ) ($10,707 ) ($9,699 ) Other comprehensive income (loss) before reclassifications 1,742 (90 ) — 1,652 Amounts reclassified from accumulated other comprehensive income — — 331 331 Net other comprehensive income (loss) 1,742 (90 ) 331 1,983 Balance at June 30, 2016 $2,793 ($133 ) ($10,376 ) ($7,716 )

Earnings Per Common Share

Earnings Per Common Share	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
Earnings Per Common Share	Earnings Per Common Share The following table presents the calculation of earnings per common share: (Dollars and shares in thousands, except per share amounts) Three Months Six months Periods ended June 30, 2017 2016 2017 2016 Earnings per common share - basic: Net income $13,199 $11,057 $24,981 $21,992 Less dividends and undistributed earnings allocated to participating securities (29 ) (22 ) (56 ) (47 ) Net income applicable to common shareholders $13,170 $11,035 $24,925 $21,945 Weighted average common shares 17,206 17,067 17,196 17,045 Earnings per common share - basic $0.77 $0.65 $1.45 $1.29 Earnings per common share - diluted: Net income $13,199 $11,057 $24,981 $21,992 Less dividends and undistributed earnings allocated to participating securities (29 ) (22 ) (56 ) (47 ) Net income applicable to common shareholders $13,170 $11,035 $24,925 $21,945 Weighted average common shares 17,206 17,067 17,196 17,045 Dilutive effect of common stock equivalents 110 127 116 140 Weighted average diluted common shares 17,316 17,194 17,312 17,185 Earnings per common share - diluted $0.76 $0.64 $1.44 $1.28 Weighted average common stock equivalents, not included in common stock equivalents above because they were anti-dilutive, totaled 3,475 and 69,025 , respectively, for the three months ended June 30, 2017 and 2016 . There were no anti-dilutive weighted average common stock equivalents for the six months ended June 30, 2017 and 70,132 for the six months ended June 30, 2016 .

Commitments and Contingencies

Commitments and Contingencies	6 Months Ended
	Jun. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Commitments and Contingencies	Commitments and Contingencies Financial Instruments with Off-Balance Sheet Risk The Corporation is a party to financial instruments with off-balance sheet risk in the normal course of business to meet the financing needs of its customers and to manage the Corporation’s exposure to fluctuations in interest rates. These financial instruments include commitments to extend credit, standby letters of credit, forward loan commitments, loan-related derivative contracts and interest rate risk management contracts. These instruments involve, to varying degrees, elements of credit risk in excess of the amount recognized in the Corporation’s Unaudited Consolidated Balance Sheets. The contract or notional amounts of these instruments reflect the extent of involvement the Corporation has in particular classes of financial instruments. The Corporation’s credit policies with respect to interest rate swap agreements with commercial borrowers, commitments to extend credit and financial guarantees are similar to those used for loans. The interest rate swaps with other counterparties are generally subject to bilateral collateralization terms. The following table presents the contractual and notional amounts of financial instruments with off-balance sheet risk: (Dollars in thousands) Jun 30, Dec 31, Financial instruments whose contract amounts represent credit risk: Commitments to extend credit: Commercial loans $495,928 $430,710 Home equity lines 248,023 232,375 Other loans 50,532 49,708 Standby letters of credit 7,232 6,250 Financial instruments whose notional amounts exceed the amount of credit risk: Forward loan commitments: Interest rate lock commitments 78,245 49,502 Commitments to sell mortgage loans 110,215 78,896 Loan related derivative contracts: Interest rate swaps with customers 480,386 428,723 Mirror swaps with counterparties 480,386 428,723 Risk participation-in agreements 28,375 28,460 Interest rate risk management contracts: Interest rate swaps 60,000 60,000 See Note 10 for additional disclosure pertaining to derivative financial instruments. Commitments to Extend Credit Commitments to extend credit are agreements to lend to a customer as long as there are no violations of any condition established in the contract. Commitments generally have fixed expiration dates or other termination clauses and may require payment of a fee. Since some of the commitments are expected to expire without being drawn upon, total commitment amounts do not necessarily represent future cash requirements. Each borrower’s creditworthiness is evaluated on a case-by-case basis. The amount of collateral obtained is based on management’s credit evaluation of the borrower. Standby Letters of Credit Standby letters of credit are conditional commitments issued to guarantee the performance of a customer to a third party. These standby letters of credit are primarily issued to support the financing needs of the Bank’s commercial customers. The credit risk involved in issuing standby letters of credit is essentially the same as that involved in extending loan facilities to customers. The collateral supporting those commitments is essentially the same as for other commitments. Generally, standby letters of credit have a term of up to 1 year. As of June 30, 2017 and December 31, 2016 , the maximum potential amount of undiscounted future payments, not reduced by amounts that may be recovered, totaled $7.2 million and $6.3 million , respectively. At June 30, 2017 and December 31, 2016 , there were no liabilities to beneficiaries resulting from standby letters of credit. Fee income on standby letters of credit was insignificant for the three and six months ended June 30, 2017 and 2016 . Forward Loan Commitments Interest rate lock commitments are extended to borrowers and relate to the origination of residential real estate mortgage loans held for sale. To mitigate the interest rate risk inherent in these rate locks, as well as closed residential real estate mortgage loans held for sale, forward commitments are established to sell individual residential real estate mortgage loans. Both interest rate lock commitments and commitments to sell residential real estate mortgage loans are derivative financial instruments. Leases At June 30, 2017 , the Corporation was committed to rent premises used in banking operations under non-cancellable operating leases. Rental expense under the operating leases amounted to $1.0 million and $2.1 million for the three and six months ended June 30, 2017 , compared to $1.0 million and $2.0 million for the same periods in 2016 . The following table presents the minimum annual lease payments under the terms of these leases, exclusive of renewal provisions: (Dollars in thousands) July 1, 2017 to December 31, 2017 $1,779 2018 3,299 2019 3,023 2020 2,344 2021 2,017 2022 and thereafter 24,936 Total minimum lease payments $37,398 Lease expiration dates range from 1 month to 24 years, with additional renewal options on certain leases ranging from 3 months to 5 years.

General Information (Policies)

General Information (Policies)	6 Months Ended
	Jun. 30, 2017
Organization, Consolidation and Presentation of Financial Statements [Abstract]
Consolidation	The Unaudited Consolidated Financial Statements include the accounts of the Bancorp and its subsidiaries (collectively the “Corporation” or “Washington Trust”). All significant intercompany transactions have been eliminated.
Basis of Accounting	Certain previously reported amounts have been reclassified to conform to the current year’s presentation. The accounting and reporting policies of the Corporation conform to accounting principles generally accepted in the United States of America (“GAAP”) and to general practices of the banking industry.
Use of Estimates	In preparing the financial statements, management is required to make estimates and assumptions that affect the reported amounts of assets and liabilities as of the date of the balance sheet and revenues and expenses for the period. Actual results could differ from those estimates.

Securities (Tables)

Securities (Tables)	6 Months Ended
	Jun. 30, 2017
Investments, Debt and Equity Securities [Abstract]
Summary of Investments	The following tables present the amortized cost, gross unrealized holding gains, gross unrealized holding losses and fair value of securities by major security type and class of security: (Dollars in thousands) June 30, 2017 Amortized Cost Unrealized Gains Unrealized Losses Fair Value Securities Available for Sale: Obligations of U.S. government-sponsored enterprises $131,484 $4 ($2,558 ) $128,930 Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 587,814 4,763 (7,928 ) 584,649 Obligations of states and political subdivisions 5,468 16 — 5,484 Individual name issuer trust preferred debt securities 27,888 — (1,498 ) 26,390 Corporate bonds 4,127 22 (116 ) 4,033 Total securities available for sale $756,781 $4,805 ($12,100 ) $749,486 Held to Maturity: Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises $13,942 $289 $— $14,231 Total securities held to maturity $13,942 $289 $— $14,231 Total securities $770,723 $5,094 ($12,100 ) $763,717 (Dollars in thousands) December 31, 2016 Amortized Cost Unrealized Gains Unrealized Losses Fair Value Securities Available for Sale: Obligations of U.S. government-sponsored enterprises $111,483 $7 ($3,050 ) $108,440 Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 592,833 4,923 (9,671 ) 588,085 Obligations of states and political subdivisions 14,423 62 — 14,485 Individual name issuer trust preferred debt securities 29,851 — (3,115 ) 26,736 Corporate bonds 2,155 16 (5 ) 2,166 Total securities available for sale $750,745 $5,008 ($15,841 ) $739,912 Held to Maturity: Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises $15,633 $287 $— $15,920 Total securities held to maturity $15,633 $287 $— $15,920 Total securities $766,378 $5,295 ($15,841 ) $755,832
Securities by Contractual Maturity	The schedule of maturities of debt securities available for sale and held to maturity is presented below. Mortgage-backed securities are included based on weighted average maturities, adjusted for anticipated prepayments. All other debt securities are included based on contractual maturities. Actual maturities may differ from amounts presented because certain issuers have the right to call or prepay obligations with or without call or prepayment penalties. (Dollars in thousands) Available for Sale Held to Maturity June 30, 2017 Amortized Cost Fair Value Amortized Cost Fair Value Due in one year or less $64,607 $64,271 $2,422 $2,472 Due after one year to five years 249,039 246,979 6,586 6,723 Due after five years to ten years 251,102 247,891 3,876 3,956 Due after ten years 192,033 190,345 1,058 1,080 Total securities $756,781 $749,486 $13,942 $14,231
Securities in a Continuous Unrealized Loss Position	The following tables summarize temporarily impaired securities, segregated by length of time the securities have been in a continuous unrealized loss position: (Dollars in thousands) Less than 12 Months 12 Months or Longer Total June 30, 2017 # Fair Unrealized # Fair Value Unrealized Losses # Fair Value Unrealized Losses Obligations of U.S. government-sponsored enterprises 11 $108,930 ($2,558 ) — $— $— 11 $108,930 ($2,558 ) Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 35 379,226 (7,928 ) — — — 35 379,226 (7,928 ) Individual name issuer trust preferred debt securities — — — 9 26,390 (1,498 ) 9 26,390 (1,498 ) Corporate bonds 2 402 (3 ) 1 1,868 (113 ) 3 2,270 (116 ) Total temporarily impaired securities 48 $488,558 ($10,489 ) 10 $28,258 ($1,611 ) 58 $516,816 ($12,100 ) (Dollars in thousands) Less than 12 Months 12 Months or Longer Total December 31, 2016 # Fair Value Unrealized Losses # Fair Value Unrealized Losses # Fair Value Unrealized Losses Obligations of U.S. government-sponsored enterprises 10 $98,433 ($3,050 ) — $— $— 10 $98,433 ($3,050 ) Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 35 407,073 (9,671 ) — — — 35 407,073 (9,671 ) Individual name issuer trust preferred debt securities — — — 10 26,736 (3,115 ) 10 26,736 (3,115 ) Corporate bonds 2 400 (5 ) — — — 2 400 (5 ) Total temporarily impaired securities 47 $505,906 ($12,726 ) 10 $26,736 ($3,115 ) 57 $532,642 ($15,841 )

Loans (Tables)

Loans (Tables)	6 Months Ended
	Jun. 30, 2017
Receivables [Abstract]
Summary of Loans	The following is a summary of loans: (Dollars in thousands) June 30, 2017 December 31, 2016 Amount % Amount % Commercial: Mortgages (1) $1,009,096 32 % $1,074,186 33 % Construction & development (2) 112,177 4 121,371 4 Commercial & industrial (3) 577,116 17 576,109 18 Total commercial 1,698,389 53 1,771,666 55 Residential Real Estate: Mortgages 1,143,416 36 1,094,824 34 Homeowner construction 24,689 1 27,924 1 Total residential real estate 1,168,105 37 1,122,748 35 Consumer: Home equity lines 263,934 8 264,200 8 Home equity loans 35,173 1 37,272 1 Other (4) 34,499 1 38,485 1 Total consumer 333,606 10 339,957 10 Total loans (5) $3,200,100 100 % $3,234,371 100 % (1) Loans primarily secured by income producing property. (2) Loans for construction of commercial properties, loans to developers for construction of residential properties and loans for land development. (3) Loans to businesses and individuals, a substantial portion of which are fully or partially collateralized by real estate. (4) Loans to individuals secured by general aviation aircraft and other personal installment loans. (5) Includes net unamortized loan origination costs of $3.7 million and $3.0 million , respectively, at June 30, 2017 and December 31, 2016 and net unamortized premiums on purchased loans of $854 thousand and $783 thousand , respectively, at June 30, 2017 and December 31, 2016 .
Nonaccrual Loans	The following is a summary of nonaccrual loans, segregated by class of loans: (Dollars in thousands) Jun 30, Dec 31, Commercial: Mortgages $6,422 $7,811 Construction & development — — Commercial & industrial 1,232 1,337 Residential Real Estate: Mortgages 11,815 11,736 Homeowner construction — — Consumer: Home equity lines 118 — Home equity loans 502 1,058 Other 109 116 Total nonaccrual loans $20,198 $22,058 Accruing loans 90 days or more past due $— $—
Past Due Loans	Past due status is based on the contractual payment terms of the loan. The following tables present an age analysis of past due loans, segregated by class of loans: (Dollars in thousands) Days Past Due June 30, 2017 30-59 60-89 Over 90 Total Past Due Current Total Loans Commercial: Mortgages $— $1 $6,421 $6,422 $1,002,674 $1,009,096 Construction & development — — — — 112,177 112,177 Commercial & industrial 3,194 321 494 4,009 573,107 577,116 Residential Real Estate: Mortgages 3,524 1,371 3,962 8,857 1,134,559 1,143,416 Homeowner construction — — — — 24,689 24,689 Consumer: Home equity lines 335 — — 335 263,599 263,934 Home equity loans 995 317 159 1,471 33,702 35,173 Other 25 — 1 26 34,473 34,499 Total loans $8,073 $2,010 $11,037 $21,120 $3,178,980 $3,200,100 (Dollars in thousands) Days Past Due December 31, 2016 30-59 60-89 Over 90 Total Past Due Current Total Loans Commercial: Mortgages $901 $— $7,807 $8,708 $1,065,478 $1,074,186 Construction & development — — — — 121,371 121,371 Commercial & industrial 409 — 745 1,154 574,955 576,109 Residential Real Estate: Mortgages 5,381 652 6,193 12,226 1,082,598 1,094,824 Homeowner construction — — — — 27,924 27,924 Consumer: Home equity lines 655 26 — 681 263,519 264,200 Home equity loans 776 76 658 1,510 35,762 37,272 Other 32 1 110 143 38,342 38,485 Total loans $8,154 $755 $15,513 $24,422 $3,209,949 $3,234,371
Impaired Loans	The following is a summary of impaired loans: (Dollars in thousands) Recorded Investment (1) Unpaid Principal Related Allowance Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, No Related Allowance Recorded: Commercial: Mortgages $782 $4,676 $778 $9,019 $— $— Construction & development — — — — — — Commercial & industrial 5,256 6,458 5,427 6,550 — — Residential real estate: Mortgages 14,669 14,385 14,785 14,569 — — Homeowner construction — — — — — — Consumer: Home equity lines 118 — 118 — — — Home equity loans 502 1,137 502 1,177 — — Other — 116 7 116 — — Subtotal 21,327 26,772 21,617 31,431 — — With Related Allowance Recorded: Commercial: Mortgages $7,603 $5,104 $11,091 $6,087 $485 $448 Construction & development — — — — — — Commercial & industrial 1,706 662 1,765 699 718 3 Residential real estate: Mortgages 1,062 1,285 1,087 1,310 135 151 Homeowner construction — — — — — — Consumer: Home equity lines — — — — — — Home equity loans — — — — — — Other 135 28 136 29 7 4 Subtotal 10,506 7,079 14,079 8,125 1,345 606 Total impaired loans $31,833 $33,851 $35,696 $39,556 $1,345 $606 Total: Commercial $15,347 $16,900 $19,061 $22,355 $1,203 $451 Residential real estate 15,731 15,670 15,872 15,879 135 151 Consumer 755 1,281 763 1,322 7 4 Total impaired loans $31,833 $33,851 $35,696 $39,556 $1,345 $606 (1) The recorded investment in impaired loans consists of unpaid principal balance, net of charge-offs, interest payments received applied to principal and unamortized deferred loan origination fees and costs. For impaired accruing loans (troubled debt restructurings for which management has concluded that the collectibility of the loan is not in doubt), the recorded investment also includes accrued interest. The following tables present the average recorded investment balance of impaired loans and interest income recognized on impaired loans segregated by loan class. (Dollars in thousands) Average Recorded Investment Interest Income Recognized Three months ended June 30, 2017 2016 2017 2016 Commercial: Mortgages $9,549 $13,677 $26 $87 Construction & development — — — — Commercial & industrial 6,864 3,290 76 10 Residential Real Estate: Mortgages 15,915 10,903 150 98 Homeowner construction — — — — Consumer: Home equity lines 95 315 2 6 Home equity loans 602 1,216 8 11 Other 140 151 2 2 Totals $33,165 $29,552 $264 $214 (Dollars in thousands) Average Recorded Investment Interest Income Recognized Six months ended June 30, 2017 2016 2017 2016 Commercial: Mortgages $9,664 $14,208 $52 $180 Construction & development — — — — Commercial & industrial 6,914 3,545 152 21 Residential Real Estate: Mortgages 16,076 10,986 272 167 Homeowner construction — — — — Consumer: Home equity lines 86 493 4 8 Home equity loans 746 1,195 16 24 Other 142 148 6 4 Totals $33,628 $30,575 $502 $404
Troubled Debt Restructurings	The following tables present loans modified as a troubled debt restructuring: (Dollars in thousands) Outstanding Recorded Investment (1) # of Loans Pre-Modifications Post-Modifications Three months ended June 30, 2017 2016 2017 2016 2017 2016 Commercial: Mortgages — — $— $— $— $— Construction & development — — — — — — Commercial & industrial — 1 — 133 — 133 Residential Real Estate: Mortgages — 1 — 3,550 — 3,550 Homeowner construction — — — — — — Consumer: Home equity lines — — — — — — Home equity loans — — — — — — Other — — — — — — Totals — 2 $— $3,683 $— $3,683 (1) The recorded investment in troubled debt restructurings consists of unpaid principal balance, net of charge-offs and unamortized deferred loan origination fees and costs, at the time of the restructuring. For accruing troubled debt restructured loans, the recorded investment also includes accrued interest. (Dollars in thousands) Outstanding Recorded Investment (1) # of Loans Pre-Modifications Post-Modifications Six months ended June 30, 2017 2016 2017 2016 2017 2016 Commercial: Mortgages — — $— $— $— $— Construction & development — — — — — — Commercial & industrial — 1 — 133 — 133 Residential Real Estate: Mortgages — 1 — 3,550 — 3,550 Homeowner construction — — — — — — Consumer: Home equity lines — — — — — — Home equity loans — — — — — — Other — — — — — — Totals — 2 $— $3,683 $— $3,683 (1) The recorded investment in troubled debt restructurings consists of unpaid principal balance, net of charge-offs and unamortized deferred loan origination fees and costs, at the time of the restructuring. For accruing troubled debt restructured loans, the recorded investment also includes accrued interest.
Troubled Debt Restructurings, Type of Modification	The following table provides information on how loans were modified as a troubled debt restructuring: (Dollars in thousands) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Below-market interest rate concession $— $— $— $— Payment deferral — — — — Maturity / amortization concession — 133 — 133 Interest only payments — 3,550 — 3,550 Total $— $3,683 $— $3,683
Credit Quality Indicators Commercial	The following table presents the commercial loan portfolio, segregated by category of credit quality indicator: (Dollars in thousands) Pass Special Mention Classified Jun 30, Dec 31, Jun 30, Dec 31, Jun 30, Dec 31, Commercial: Mortgages $1,002,508 $1,065,358 $— $776 $6,588 $8,052 Construction & development 112,177 121,371 — — — — Commercial & industrial 556,566 559,416 12,911 8,938 7,639 7,755 Total commercial loans $1,671,251 $1,746,145 $12,911 $9,714 $14,227 $15,807
Credit Quality Indicators Residential & Consumer	The following table presents the residential and consumer loan portfolios, segregated by category of credit quality indicator: (Dollars in thousands) Current and Under 90 Days Past Due Over 90 Days Past Due Jun 30, Dec 31, Jun 30, Dec 31, Residential Real Estate: Accruing mortgages $1,131,601 $1,083,088 $— $— Nonaccrual mortgages 7,853 5,543 3,962 6,193 Homeowner construction 24,689 27,924 — — Total residential loans $1,164,143 $1,116,555 $3,962 $6,193 Consumer: Home equity lines $263,934 $264,200 $— $— Home equity loans 35,014 36,614 159 658 Other 34,498 38,375 1 110 Total consumer loans $333,446 $339,189 $160 $768

Allowance for Loan Losses (Tabl

Allowance for Loan Losses (Tables)	6 Months Ended
	Jun. 30, 2017
Receivables [Abstract]
Allowance for Loan Losses Rollforward Analysis	The following table presents the activity in the allowance for loan losses for the three months ended June 30, 2017 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $10,861 $1,505 $6,297 $18,663 $5,359 $2,424 $26,446 Charge-offs (400 ) — (162 ) (562 ) (32 ) (48 ) (642 ) Recoveries 82 — 47 129 24 5 158 Provision 192 (305 ) 885 772 18 (90 ) 700 Ending Balance $10,735 $1,200 $7,067 $19,002 $5,369 $2,291 $26,662 (1) Commercial & industrial loans. The following table presents the activity in the allowance for loan losses for the six months ended June 30, 2017 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $9,971 $1,195 $6,992 $18,158 $5,252 $2,594 $26,004 Charge-offs (400 ) — (164 ) (564 ) (32 ) (125 ) (721 ) Recoveries 82 — 154 236 28 15 279 Provision 1,082 5 85 1,172 121 (193 ) 1,100 Ending Balance $10,735 $1,200 $7,067 $19,002 $5,369 $2,291 $26,662 (1) Commercial & industrial loans. The following table presents the activity in the allowance for loan losses for the three months ended June 30, 2016 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $8,586 $1,643 $8,261 $18,490 $5,363 $2,284 $26,137 Charge-offs (78 ) — (746 ) (824 ) (4 ) (32 ) (860 ) Recoveries 13 — 62 75 2 22 99 Provision 1,892 (739 ) (1,057 ) 96 108 246 450 Ending Balance $10,413 $904 $6,520 $17,837 $5,469 $2,520 $25,826 (1) Commercial & industrial loans. The following table presents the activity in the allowance for loan losses for the six months ended June 30, 2016 : (Dollars in thousands) Commercial Mortgages Construction C&I (1) Total Commercial Residential Consumer Total Beginning Balance $9,140 $1,758 $8,202 $19,100 $5,460 $2,509 $27,069 Charge-offs (1,331 ) — (754 ) (2,085 ) (140 ) (110 ) (2,335 ) Recoveries 17 — 88 105 4 33 142 Provision 2,587 (854 ) (1,016 ) 717 145 88 950 Ending Balance $10,413 $904 $6,520 $17,837 $5,469 $2,520 $25,826 (1) Commercial & industrial loans.
Schedule of Allowance for Loan Loss by Segment & Impairment Methodology	The following table presents the Corporation’s loan portfolio and associated allowance for loan loss by portfolio segment and by impairment methodology: (Dollars in thousands) June 30, 2017 December 31, 2016 Loans Related Allowance Loans Related Allowance Loans Individually Evaluated for Impairment: Commercial: Mortgages $8,380 $485 $9,776 $448 Construction & development — — — — Commercial & industrial 6,939 718 7,098 3 Residential real estate 15,721 135 15,661 151 Consumer 755 7 1,280 4 Subtotal 31,795 1,345 33,815 606 Loans Collectively Evaluated for Impairment: Commercial: Mortgages $1,000,716 $10,250 $1,064,410 $9,523 Construction & development 112,177 1,200 121,371 1,195 Commercial & industrial 570,177 6,349 569,011 6,989 Residential real estate 1,152,384 5,234 1,107,087 5,101 Consumer 332,851 2,284 338,677 2,590 Subtotal 3,168,305 25,317 3,200,556 25,398 Total $3,200,100 $26,662 $3,234,371 $26,004

Goodwill (Tables)

Goodwill (Tables)	6 Months Ended
	Jun. 30, 2017
Goodwill and Intangible Assets Disclosure [Abstract]
Goodwill	The following table presents the carrying value of goodwill at the reporting unit (or business segment) level: (Dollars in thousands) Commercial Banking Wealth Management Services Total Balance at December 31, 2016 $22,591 $41,468 $64,059 Impairment — (150 ) (150 ) Balance at June 30, 2017 $22,591 $41,318 $63,909

Borrowings (Tables)

Borrowings (Tables)	6 Months Ended
	Jun. 30, 2017
Debt Disclosure [Abstract]
Federal Home Loan Bank Advances Maturities	The following table presents maturities and weighted average interest rates on FHLBB advances outstanding as of June 30, 2017 : (Dollars in thousands) Total Outstanding Weighted Average Rate July 1, 2017 to December 31, 2017 $430,877 1.26 % 2018 108,134 1.29 2019 137,258 1.62 2020 72,033 1.90 2021 51,222 2.43 2022 and thereafter 70,209 3.34 Balance at June 30, 2017 $869,733 1.67 %

Shareholders' Equity (Tables)

Shareholders' Equity (Tables)	6 Months Ended
	Jun. 30, 2017
Regulatory Capital Requirements [Abstract]
Regulatory Capital Requirements	The following table presents the Corporation’s and the Bank’s actual capital amounts and ratios, as well as the corresponding minimum and well capitalized regulatory amounts and ratios that were in effect during the respective periods: (Dollars in thousands) Actual For Capital Adequacy Purposes To Be “Well Capitalized” Under Prompt Corrective Action Provisions Amount Ratio Amount Ratio Amount Ratio June 30, 2017 Total Capital (to Risk-Weighted Assets): Corporation $403,885 12.78 % $252,908 8.00 % N/A N/A Bank 402,804 12.74 252,869 8.00 $316,087 10.00 % Tier 1 Capital (to Risk-Weighted Assets): Corporation 376,940 11.92 189,681 6.00 N/A N/A Bank 375,859 11.89 189,652 6.00 252,869 8.00 Common Equity Tier 1 Capital (to Risk-Weighted Assets): Corporation 354,942 11.23 142,261 4.50 N/A N/A Bank 375,859 11.89 142,239 4.50 205,456 6.50 Tier 1 Capital (to Average Assets): (1) Corporation 376,940 8.78 171,686 4.00 N/A N/A Bank 375,859 8.76 171,633 4.00 214,542 5.00 December 31, 2016 Total Capital (to Risk-Weighted Assets): Corporation 390,867 12.26 255,093 8.00 N/A N/A Bank 389,840 12.23 255,050 8.00 318,813 10.00 Tier 1 Capital (to Risk-Weighted Assets): Corporation 364,655 11.44 191,320 6.00 N/A N/A Bank 363,628 11.41 191,288 6.00 255,050 8.00 Common Equity Tier 1 Capital (to Risk-Weighted Assets): Corporation 342,656 10.75 143,490 4.50 N/A N/A Bank 363,628 11.41 143,466 4.50 207,228 6.50 Tier 1 Capital (to Average Assets): (1) Corporation 364,655 8.67 168,271 4.00 N/A N/A Bank 363,628 8.65 168,207 4.00 210,259 5.00 (1) Leverage ratio.

Derivative Financial Instrume33

Derivative Financial Instruments (Tables)	6 Months Ended
	Jun. 30, 2017
Derivative Instruments and Hedging Activities Disclosure [Abstract]
Fair Value of Derivatives by Balance Sheet Location	The following table presents the fair values of derivative instruments in the Corporation’s Unaudited Consolidated Balance Sheets: (Dollars in thousands) Asset Derivatives Liability Derivatives Fair Value Fair Value Balance Sheet Location Jun 30, 2017 Dec 31, 2016 Balance Sheet Location Jun 30, 2017 Dec 31, 2016 Derivatives Designated as Cash Flow Hedging Instruments: Interest rate risk management contracts: Interest rate swaps Other assets $— $— Other liabilities $537 $378 Interest rate caps Other assets 44 134 Other liabilities — — Interest rate floors Other assets 389 — Other liabilities — — Derivatives not Designated as Hedging Instruments: Forward loan commitments: Interest rate lock commitments Other assets 1,679 1,133 Other liabilities 27 88 Commitments to sell mortgage loans Other assets 27 279 Other liabilities 2,477 1,349 Loan related derivative contracts: Interest rate swaps with customers Other assets 2,318 2,036 Other liabilities — — Mirror swaps with counterparties Other assets — — Other liabilities 2,446 2,228 Risk participation agreements Other assets — — Other liabilities — — Total $4,457 $3,582 $5,487 $4,043
Derivative Instruments Effect in Statements of Income and Changes in Shareholders' Equity	The following tables present the effect of derivative instruments in the Corporation’s Unaudited Consolidated Statements of Income and Changes in Shareholders’ Equity: (Dollars in thousands) Amount of Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Derivatives Designated as Cash Flow Hedging Instruments: Interest rate risk management contracts: Interest rate swaps ($232 ) $— ($100 ) $— Interest rate caps (22 ) (24 ) (56 ) (90 ) Interest rate floors (194 ) — (194 ) — Total ($448 ) ($24 ) ($350 ) ($90 ) (Dollars in thousands) Amount of Gain (Loss) Recognized in Income on Derivatives Amount of Gain (Loss) Recognized in Income on Derivatives Three months Six months Periods ended June 30, Statement of Income Location 2017 2016 2017 2016 Derivatives not Designated as Hedging Instruments: Forward loan commitments: Interest rate lock commitments Mortgage banking revenues ($11 ) $501 $607 $1,746 Commitments to sell mortgage loans Mortgage banking revenues (350 ) (1,174 ) (1,380 ) (2,180 ) Customer related derivative contracts: Interest rate swaps with customers Loan related derivative income 3,921 7,130 3,666 17,032 Mirror swaps with counterparties Loan related derivative income (2,551 ) (6,526 ) (2,073 ) (15,777 ) Risk participation agreements Loan related derivative income (226 ) (96 ) (301 ) (102 ) Total $783 ($165 ) $519 $719

Balance Sheet Offsetting (Table

Balance Sheet Offsetting (Tables)	6 Months Ended
	Jun. 30, 2017
Balance Sheet Offsetting [Abstract]
Balance Sheet Offsetting	The following tables present the Corporation’s derivative asset and derivative liability positions and the effect of netting arrangements on the Unaudited Consolidated Balance Sheets: (Dollars in thousands) Gross Derivative Positions Offsetting Derivative Positions Net Amounts Presented in Balance Sheet Cash Collateral Pledged Net Amount June 30, 2017 Derivative Assets: Interest rate risk management contracts: Interest rate caps $44 $— $44 $— $44 Interest rate floors 389 — 389 — 389 Loan-related derivative contracts: Interest rate swaps with customers 4,620 2,302 2,318 — 2,318 Mirror swaps with counterparties 2,213 2,213 — — — Total $7,266 $4,515 $2,751 $— $2,751 Derivative Liabilities: Interest rate risk management contracts: Interest rate swaps $537 $— $537 $537 $— Loan-related derivative contracts: Interest rate swaps with customers 2,302 2,302 — — — Mirror swaps with counterparties 4,659 2,213 2,446 2,446 — Total $7,498 $4,515 $2,983 $2,983 $— (Dollars in thousands) Gross Derivative Positions Offsetting Derivative Positions Net Amounts Presented in Balance Sheet Cash Collateral Pledged Net Amount December 31, 2016 Derivative Assets: Interest rate risk management contracts: Interest rate caps $134 $— $134 $— $134 Loan-related derivative contracts: Interest rate swaps with customers 4,920 2,884 2,036 — 2,036 Mirror swaps with counterparties 2,758 2,758 — — — Total $7,812 $5,642 $2,170 $— $2,170 Derivative Liabilities: Interest rate risk management contracts: Interest rate swaps $378 $— $378 $133 $245 Loan-related derivative contracts: Interest rate swaps with customers 2,884 2,884 — — — Mirror swaps with counterparties 4,986 2,758 2,228 1,295 933 Total $8,248 $5,642 $2,606 $1,428 $1,178

Fair Value Measurements (Tables

Fair Value Measurements (Tables)	6 Months Ended
	Jun. 30, 2017
Fair Value Disclosures [Abstract]
Change in Fair Value Mortgage Loans Held For Sale, Interest Rate Lock Commitments and Commitments to Sell Disclosures	The following table presents the changes in fair value related to mortgage loans held for sale, interest rate lock commitments and commitments to sell residential real estate mortgage loans, for which the fair value option was elected. Changes in fair values are reported as a component of mortgage banking revenues in the Unaudited Consolidated Statements of Income. (Dollars in thousands) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Mortgage loans held for sale $323 $659 $774 $495 Interest rate lock commitments (11 ) 501 607 1,746 Commitments to sell mortgage loans (350 ) (1,174 ) (1,380 ) (2,180 ) Total changes in fair value ($38 ) ($14 ) $1 $61
Items Recorded at Fair Value on a Recurring Basis	The following tables present the balances of assets and liabilities reported at fair value on a recurring basis: (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets (Level 1) Significant Other Observable Inputs (Level 2) Significant Unobservable Inputs (Level 3) June 30, 2017 Assets: Securities available for sale: Obligations of U.S. government-sponsored enterprises $128,930 $— $128,930 $— Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 584,649 — 584,649 — Obligations of states and political subdivisions 5,484 — 5,484 — Individual name issuer trust preferred debt securities 26,390 — 26,390 — Corporate bonds 4,033 — 4,033 — Mortgage loans held for sale 32,784 — 32,784 — Derivative assets 4,457 — 4,457 — Total assets at fair value on a recurring basis $786,727 $— $786,727 $— Liabilities: Derivative liabilities $5,487 $— $5,487 $— Contingent consideration liability (1) 1,737 — — 1,737 Total liabilities at fair value on a recurring basis $7,224 $— $5,487 $1,737 (1) The contingent consideration liability is included in other liabilities in the Unaudited Consolidated Balance Sheets. (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs December 31, 2016 Assets: Securities available for sale: Obligations of U.S. government-sponsored enterprises $108,440 $— $108,440 $— Mortgage-backed securities issued by U.S. government agencies and U.S. government-sponsored enterprises 588,085 — 588,085 — Obligations of states and political subdivisions 14,485 — 14,485 — Individual name issuer trust preferred debt securities 26,736 — 26,736 — Corporate bonds 2,166 — 2,166 — Mortgage loans held for sale 29,434 — 29,434 — Derivative assets 3,582 — 3,582 — Total assets at fair value on a recurring basis $772,928 $— $772,928 $— Liabilities: Derivative liabilities $4,043 $— $4,043 $— Contingent Consideration Liability (1) 2,047 — — 2,047 Total liabilities at fair value on a recurring basis $6,090 $— $4,043 $2,047 (1) The contingent consideration liability is included in other liabilities in the Unaudited Consolidated Balance Sheets.
Change in Contingent Consideration Liability	The following table presents the change in the contingent consideration liability, a Level 3 liability measured at fair value on a recurring basis, during the periods indicated: (Dollars in thousands) Three months Six months Periods ended June 30, 2017 2016 2017 2016 Balance at beginning of period $1,737 $2,970 $2,047 $2,945 Change in fair value — 16 (310 ) 41 Payments — — — — Balance at end of period $1,737 $2,986 $1,737 $2,986
Items Recorded at Fair Value on a Nonrecurring Basis	The following table presents the carrying value of assets held at June 30, 2017 , which were written down to fair value during the six months ended June 30, 2017 : (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Assets: Collateral dependent impaired loans $3,092 $— $— $3,092 Property acquired through foreclosure or repossession 1,081 — — 1,081 Total assets at fair value on a nonrecurring basis $4,173 $— $— $4,173 The allowance for loan losses on collateral dependent impaired loans amounted to $880 thousand at June 30, 2017 . The following table presents the carrying value of assets held at December 31, 2016 , which were written down to fair value during the year ended December 31, 2016 : (Dollars in thousands) Total Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Assets: Collateral dependent impaired loans $3,828 $— $— $3,828 Property acquired through foreclosure or repossession 605 — — 605 Total assets at fair value on a nonrecurring basis $4,433 $— $— $4,433 The allowance for loan losses on collateral dependent impaired loans amounted to $469 thousand at December 31, 2016 .
Quantitative Information About Level 3 Assets Measured at Fair Value on a Nonrecurring Basis	The following tables present valuation techniques and unobservable inputs for assets measured at fair value on a nonrecurring basis for which the Corporation has utilized Level 3 inputs to determine fair value: (Dollars in thousands) Fair Value Valuation Technique Unobservable Input Range of Inputs Utilized (Weighted Average) June 30, 2017 Collateral dependent impaired loans $3,092 Appraisals of collateral Discount for costs to sell 0% - 25% (13%) Appraisal adjustments (1) 0% - 85% (17%) Property acquired through foreclosure or repossession $1,081 Appraisals of collateral Discount for costs to sell 10% - 12% (11%) Appraisal adjustments (1) 6% - 32% (18%) (1) Management may adjust appraisal values to reflect market value declines or other discounts resulting from its knowledge of the property. (Dollars in thousands) Fair Value Valuation Technique Unobservable Input Range of Inputs Utilized (Weighted Average) December 31, 2016 Collateral dependent impaired loans $3,828 Appraisals of collateral Discount for costs to sell 10% - 20% (15%) Appraisal adjustments (1) 0% - 10% (9%) Property acquired through foreclosure or repossession $605 Appraisals of collateral Discount for costs to sell 10% - 12% (11%) Appraisal adjustments (1) 6% - 50% (24%) (1) Management may adjust appraisal values to reflect market value declines or other discounts resulting from its knowledge of the property.
Carrying Amounts and Estimated Fair Values of Financial Instruments	The following tables present the carrying amount, estimated fair value and placement in the fair value hierarchy of the Corporation’s financial instruments. The tables exclude financial instruments for which the carrying value approximates fair value. Financial assets for which the fair value approximates carrying value include cash and cash equivalents, FHLBB stock, accrued interest receivable and bank-owned life insurance. Financial liabilities for which the fair value approximates carrying value include non-maturity deposits and accrued interest payable. (Dollars in thousands) June 30, 2017 Carrying Amount Total Fair Value Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Financial Assets: Securities held to maturity $13,942 $14,231 $— $14,231 $— Loans, net of allowance for loan losses 3,173,438 3,204,250 — — 3,204,250 Financial Liabilities: Time deposits $954,710 $956,753 $— $956,753 $— FHLBB advances 869,733 876,374 — 876,374 — Junior subordinated debentures 22,681 17,410 — 17,410 — (Dollars in thousands) December 31, 2016 Carrying Amount Total Fair Value Quoted Prices in Active Markets for Identical Assets Significant Other Observable Inputs Significant Unobservable Inputs Financial Assets: Securities held to maturity $15,633 $15,920 $— $15,920 $— Loans, net of allowance for loan losses 3,208,367 3,218,651 — — 3,218,651 Financial Liabilities: Time deposits $961,613 $962,374 $— $962,374 $— FHLBB advances 848,930 852,888 — 852,888 — Junior subordinated debentures 22,681 16,970 — 16,970 —

Defined Benefit Pension Plans (

Defined Benefit Pension Plans (Tables)	6 Months Ended
	Jun. 30, 2017
Defined Benefit Pension Plans and Defined Benefit Postretirement Plans Disclosure [Abstract]
Components of Net Periodic Benefit Cost	The composition of net periodic benefit cost was as follows: (Dollars in thousands) Qualified Pension Plan Non-Qualified Retirement Plans Three months Six months Three months Six months Periods ended June 30, 2017 2016 2017 2016 2017 2016 2017 2016 Net Periodic Benefit Cost: Service cost $537 $537 $1,074 $1,074 $33 $31 $65 $61 Interest cost 667 644 1,336 1,288 107 108 214 216 Expected return on plan assets (1,235 ) (1,159 ) (2,471 ) (2,317 ) — — — — Amortization of prior service (credit) cost (5 ) (5 ) (11 ) (11 ) — — — — Recognized net actuarial loss 278 207 557 414 128 61 193 123 Net periodic benefit cost $242 $224 $485 $448 $268 $200 $472 $400
Schedule of Assumptions Used for Net Periodic Benefit Cost	The following table presents the measurement date and weighted-average assumptions used to determine net periodic benefit cost: Qualified Pension Plan Non-Qualified Retirement Plans For the sixth months ended June 30, 2017 2016 2017 2016 Measurement date Dec 31, 2016 Dec 31, 2015 Dec 31, 2016 Dec 31, 2015 Equivalent single discount rate for benefit obligations 4.18% 4.48% 3.96% 4.19% Equivalent single discount rate for service cost 4.29 4.63 4.25 4.59 Equivalent single discount rate for interest cost 3.73 3.88 3.36 3.44 Expected long-term return on plan assets 6.75 6.75 N/A N/A Rate of compensation increase 3.75 3.75 3.75 3.75

Business Segments (Tables)

Business Segments (Tables)	6 Months Ended
	Jun. 30, 2017
Segment Reporting [Abstract]
Statement of Operations and Total Assets by Reportable Segment	The following tables present the statement of operations and total assets for Washington Trust’s reportable segments: (Dollars in thousands) Commercial Banking Wealth Management Services Corporate Consolidated Total Three months ended June 30, 2017 2016 2017 2016 2017 2016 2017 2016 Net interest income (expense) $24,633 $21,947 ($40 ) ($17 ) $5,311 $4,846 $29,904 $26,776 Provision for loan losses 700 450 — — — — 700 450 Net interest income (expense) after provision for loan losses 23,933 21,497 (40 ) (17 ) 5,311 4,846 29,204 26,326 Noninterest income 6,347 5,290 9,942 9,481 517 1,143 16,806 15,914 Noninterest expenses: Depreciation and amortization expense 651 697 414 470 50 57 1,115 1,224 Other noninterest expenses (1) 15,323 15,038 6,848 6,701 3,020 3,067 25,191 24,806 Total noninterest expenses 15,974 15,735 7,262 7,171 3,070 3,124 26,306 26,030 Income before income taxes 14,306 11,052 2,640 2,293 2,758 2,865 19,704 16,210 Income tax expense 4,650 3,767 1,102 871 753 515 6,505 5,153 Net income $9,656 $7,285 $1,538 $1,422 $2,005 $2,350 $13,199 $11,057 Total assets at period end $3,346,184 $3,238,789 $66,286 $65,423 $963,059 $612,869 $4,375,529 $3,917,081 Expenditures for long-lived assets 377 306 41 104 96 229 514 639 (1) Other noninterest expenses for the Wealth Management Services segment includes a $150 thousand goodwill impairment charge recognized in the three months ended June 30, 2017 . (Dollars in thousands) Commercial Banking Wealth Management Services Corporate Consolidated Total Six months ended June 30, 2017 2016 2017 2016 2017 2016 2017 2016 Net interest income (expense) $48,190 $44,554 ($72 ) ($35 ) $10,465 $9,992 $58,583 $54,511 Provision for loan losses 1,100 950 — — — — 1,100 950 Net interest income (expense) after provision for loan losses 47,090 43,604 (72 ) (35 ) 10,465 9,992 57,483 53,561 Noninterest income 10,789 10,230 19,419 18,655 1,108 1,663 31,316 30,548 Noninterest expenses: Depreciation and amortization expense 1,314 1,384 877 939 102 112 2,293 2,435 Other noninterest expenses (1) 29,930 29,029 13,296 13,500 6,073 6,516 49,299 49,045 Total noninterest expenses 31,244 30,413 14,173 14,439 6,175 6,628 51,592 51,480 Income before income taxes 26,635 23,421 5,174 4,181 5,398 5,027 37,207 32,629 Income tax expense 8,679 8,022 2,080 1,604 1,467 1,011 12,226 10,637 Net income $17,956 $15,399 $3,094 $2,577 $3,931 $4,016 $24,981 $21,992 Total assets at period end $3,346,184 $3,238,789 $66,286 $65,423 $963,059 $612,869 $4,375,529 $3,917,081 Expenditures for long-lived assets 750 1,325 343 188 154 303 1,247 1,816 (1) Other noninterest expenses for the Wealth Management Services segment includes a $310 thousand benefit resulting from the reduction of a contingent consideration liability and a $150 thousand goodwill impairment charge recognized in the six months ended June 30, 2017 .

Other Comprehensive Income (L38

Other Comprehensive Income (Loss) (Tables)	6 Months Ended
	Jun. 30, 2017
Equity [Abstract]
Activity in Other Comprehensive Income (Loss)	The following tables present the activity in other comprehensive income (loss): Three months ended June 30, 2017 2016 (Dollars in thousands) Pre-tax Amounts Income Taxes Net of Tax Pre-tax Amounts Income Taxes Net of Tax Securities available for sale: Changes in fair value of securities available for sale $2,902 $1,074 $1,828 $2,187 $809 $1,378 Net gains on securities reclassified into earnings — — — — — — Net change in fair value of securities available for sale $2,902 $1,074 $1,828 $2,187 $809 $1,378 Cash flow hedges: Change in fair value of cash flow hedges (853 ) (292 ) (561 ) 10 34 (24 ) Net cash flow hedge losses reclassified into earnings (1) 180 67 113 — — — Net change in fair value of cash flow hedges (673 ) (225 ) (448 ) 10 34 (24 ) Defined benefit plan obligations: Defined benefit plan obligation adjustment (407 ) (150 ) (257 ) — — — Amortization of net actuarial losses (2) 406 149 257 269 99 170 Amortization of net prior service credits (2) (5 ) (1 ) (4 ) (6 ) (1 ) (5 ) Net change in defined benefit plan obligations (6 ) (2 ) (4 ) 263 98 165 Total other comprehensive income $2,223 $847 $1,376 $2,460 $941 $1,519 (1) The pre-tax amounts are included in interest expense on Federal Home Loan Bank advances and interest expense on junior subordinated debentures in the Unaudited Consolidated Statements of Income. (2) The pre-tax amounts are included in salaries and employee benefits expense in the Unaudited Consolidated Statements of Income. Six months ended June 30, 2017 2016 (Dollars in thousands) Pre-tax Amounts Income Taxes Net of Tax Pre-tax Amounts Income Taxes Net of Tax Securities available for sale: Changes in fair value of securities available for sale $3,538 $1,309 $2,229 $2,765 $1,023 $1,742 Net gains on securities reclassified into earnings — — — — — — Net change in fair value of securities available for sale $3,538 $1,309 $2,229 $2,765 $1,023 $1,742 Cash flow hedges: Change in fair value of cash flow hedges (827 ) (278 ) (549 ) (114 ) (24 ) (90 ) Net cash flow hedge losses reclassified into earnings (1) 316 117 199 — — — Net change in fair value of cash flow hedges (511 ) (161 ) (350 ) (114 ) (24 ) (90 ) Defined benefit plan obligations: Defined benefit plan obligation adjustment (407 ) (150 ) (257 ) — — — Amortization of net actuarial losses (2) 750 276 474 538 198 340 Amortization of net prior service credits (2) (11 ) (3 ) (8 ) (12 ) (3 ) (9 ) Net change in defined benefit plan obligations 332 123 209 526 195 331 Total other comprehensive income (loss) $3,359 $1,271 $2,088 $3,177 $1,194 $1,983 (1) The pre-tax amount is included in interest expense on Federal Home Loan Bank advances and interest expense on junior subordinated debentures in the Unaudited Consolidated Statements of Income. (2) The pre-tax amounts are included in salaries and employee benefits expense in the Unaudited Consolidated Statements of Income.
Components of Accumulated Other Comprehensive Income (Loss)	The following tables present the changes in accumulated other comprehensive income (loss) by component, net of tax: (Dollars in thousands) Net Unrealized Gains (Losses) on Available For Sale Securities Net Unrealized Losses on Cash Flow Hedges Pension Benefit Adjustment Total Balance at December 31, 2016 ($6,825 ) ($300 ) ($12,632 ) ($19,757 ) Other comprehensive income (loss) before reclassifications 2,229 (549 ) — 1,680 Amounts reclassified from accumulated other comprehensive income — 199 209 408 Net other comprehensive income (loss) 2,229 (350 ) 209 2,088 Balance at June 30, 2017 ($4,596 ) ($650 ) ($12,423 ) ($17,669 ) (Dollars in thousands) Net Unrealized Gains on Available For Sale Securities Net Unrealized Losses on Cash Flow Hedges Pension Benefit Adjustment Total Balance at December 31, 2015 $1,051 ($43 ) ($10,707 ) ($9,699 ) Other comprehensive income (loss) before reclassifications 1,742 (90 ) — 1,652 Amounts reclassified from accumulated other comprehensive income — — 331 331 Net other comprehensive income (loss) 1,742 (90 ) 331 1,983 Balance at June 30, 2016 $2,793 ($133 ) ($10,376 ) ($7,716 )

Earnings Per Common Share (Tabl

Earnings Per Common Share (Tables)	6 Months Ended
	Jun. 30, 2017
Earnings Per Share [Abstract]
Calculation of Earnings Per Share	The following table presents the calculation of earnings per common share: (Dollars and shares in thousands, except per share amounts) Three Months Six months Periods ended June 30, 2017 2016 2017 2016 Earnings per common share - basic: Net income $13,199 $11,057 $24,981 $21,992 Less dividends and undistributed earnings allocated to participating securities (29 ) (22 ) (56 ) (47 ) Net income applicable to common shareholders $13,170 $11,035 $24,925 $21,945 Weighted average common shares 17,206 17,067 17,196 17,045 Earnings per common share - basic $0.77 $0.65 $1.45 $1.29 Earnings per common share - diluted: Net income $13,199 $11,057 $24,981 $21,992 Less dividends and undistributed earnings allocated to participating securities (29 ) (22 ) (56 ) (47 ) Net income applicable to common shareholders $13,170 $11,035 $24,925 $21,945 Weighted average common shares 17,206 17,067 17,196 17,045 Dilutive effect of common stock equivalents 110 127 116 140 Weighted average diluted common shares 17,316 17,194 17,312 17,185 Earnings per common share - diluted $0.76 $0.64 $1.44 $1.28

Commitments and Contingencies (

Commitments and Contingencies (Tables)	6 Months Ended
	Jun. 30, 2017
Commitments and Contingencies Disclosure [Abstract]
Financial Instruments with Off Balance Sheet Risk	The following table presents the contractual and notional amounts of financial instruments with off-balance sheet risk: (Dollars in thousands) Jun 30, Dec 31, Financial instruments whose contract amounts represent credit risk: Commitments to extend credit: Commercial loans $495,928 $430,710 Home equity lines 248,023 232,375 Other loans 50,532 49,708 Standby letters of credit 7,232 6,250 Financial instruments whose notional amounts exceed the amount of credit risk: Forward loan commitments: Interest rate lock commitments 78,245 49,502 Commitments to sell mortgage loans 110,215 78,896 Loan related derivative contracts: Interest rate swaps with customers 480,386 428,723 Mirror swaps with counterparties 480,386 428,723 Risk participation-in agreements 28,375 28,460 Interest rate risk management contracts: Interest rate swaps 60,000 60,000
Schedule of Future Minimum Annual Lease Payments	The following table presents the minimum annual lease payments under the terms of these leases, exclusive of renewal provisions: (Dollars in thousands) July 1, 2017 to December 31, 2017 $1,779 2018 3,299 2019 3,023 2020 2,344 2021 2,017 2022 and thereafter 24,936 Total minimum lease payments $37,398

Cash and Due from Banks (Narrat

Cash and Due from Banks (Narrative) (Details) - USD ($) $ in Millions	Jun. 30, 2017	Dec. 31, 2016
Cash and Cash Equivalents [Abstract]
Average reserve deposited with the Board of Governors of the Federal Reserve Bank	$ 13.5	$ 11.5
Interest-bearing deposits in other banks	$ 52.6	$ 60.3

Securities (Narrative) (Details

Securities (Narrative) (Details) $ in Thousands	6 Months Ended
	Jun. 30, 2017USD ($)security	Dec. 31, 2016USD ($)security
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Fair value of available for sale and held to maturity securities pledged as collateral	$ 670,400	$ 736,200
Amortized cost of callable debt securities	167,800
Fair value of callable debt securities	$ 163,600
Number of securities in a continuous unrealized loss position total | security	58	57
Individual name issuer trust preferred debt securities
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Number of securities in a continuous unrealized loss position total | security	9	10
Securities in unrealized loss position, number of companies issuing securities | security	6
Amortized cost of trust preferred securities of individual name issuers that are below investment grade	$ 10,900
Unrealized losses of trust preferred securities of individual name issuers that are below investment grade	$ (663)
Minimum [Member]
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Maturity period of callable debt securities	11 months
Call features of callable debt securities	1 month
Maximum [Member]
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Maturity period of callable debt securities	20 years
Call features of callable debt securities	4 years

Securities (Summary of Investme

Securities (Summary of Investments) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale securities amortized cost basis	$ 756,781	$ 750,745
Available for sale securities unrealized gains	4,805	5,008
Available for sale securities unrealized losses	(12,100)	(15,841)
Available for sale, at fair value	749,486	739,912
Held to maturity securities	13,942	15,633
Held to maturity securities unrealized gains	289	287
Held to maturity securities unrealized losses	0	0
Held to maturity securities fair value	14,231	15,920
Total available for sale and held to maturity securities amortized cost	770,723	766,378
Total available for sale and held to maturity securities unrealized gains	5,094	5,295
Total available for sale and held to maturity securities unrealized losses	(12,100)	(15,841)
Total available for sale and held to maturity securities fair value	763,717	755,832
Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale securities amortized cost basis	131,484	111,483
Available for sale securities unrealized gains	4	7
Available for sale securities unrealized losses	(2,558)	(3,050)
Available for sale, at fair value	128,930	108,440
Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale securities amortized cost basis	587,814	592,833
Available for sale securities unrealized gains	4,763	4,923
Available for sale securities unrealized losses	(7,928)	(9,671)
Available for sale, at fair value	584,649	588,085
Held to maturity securities	13,942	15,633
Held to maturity securities unrealized gains	289	287
Held to maturity securities unrealized losses	0	0
Held to maturity securities fair value	14,231	15,920
Obligations of states and political subdivisions [Member]
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale securities amortized cost basis	5,468	14,423
Available for sale securities unrealized gains	16	62
Available for sale securities unrealized losses	0	0
Available for sale, at fair value	5,484	14,485
Individual name issuer trust preferred debt securities
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale securities amortized cost basis	27,888	29,851
Available for sale securities unrealized gains	0	0
Available for sale securities unrealized losses	(1,498)	(3,115)
Available for sale, at fair value	26,390	26,736
Corporate bonds [Member]
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale securities amortized cost basis	4,127	2,155
Available for sale securities unrealized gains	22	16
Available for sale securities unrealized losses	(116)	(5)
Available for sale, at fair value	$ 4,033	$ 2,166

Securities (Securities by Contr

Securities (Securities by Contractual Maturity) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Schedule of Available for Sale and Held to Maturty Securities [Line Items]
Available for sale debt securities maturities within 1 year amortized cost	$ 64,607
Available for sale debt securities maturities 1-5 years amortized cost	249,039
Available for sale debt securities maturities 5-10 years amortized cost	251,102
Available for sale debt securities maturities after 10 years amortized cost	192,033
Available for sale debt securities maturities total amortized cost	756,781
Available for sale debt securities maturities within 1 year fair value	64,271
Available for sale debt securities maturities 1-5 years fair value	246,979
Available for sale debt securities maturities 5-10 years fair value	247,891
Available for sale debt securities maturities after 10 years fair value	190,345
Available for sale debt securities fair value	749,486
Held to maturity debt securities maturities within 1 year amortized cost	2,422
Held to maturity debt securities maturities 1-5 years amortized cost	6,586
Held to maturity debt securities maturities 5-10 years amortized cost	3,876
Held to maturity debt securities maturities after 10 years amortized cost	1,058
Held to maturity securities	13,942	$ 15,633
Held to maturity debt securities maturities within 1 year fair value	2,472
Held to maturity debt securities maturities 1-5 years fair value	6,723
Held to maturity debt securities maturities 5-10 years fair value	3,956
Held to maturity debt securities maturities after 10 years fair value	1,080
Held to maturity securities fair value	$ 14,231	$ 15,920

Securities (Securities in a Con

Securities (Securities in a Continuous Unrealized Loss Position) (Details) $ in Thousands	Jun. 30, 2017USD ($)security	Dec. 31, 2016USD ($)security
Schedule of Available-for-sale Securities [Line Items]
Number of securities in a continuous unrealized loss position for less than 12 months | security	48	47
Fair value of securities in a continuous unrealized loss position for less than 12 months	$ 488,558	$ 505,906
Unrealized losses of securities in a continuous unrealized loss position for less than 12 months	$ (10,489)	$ (12,726)
Number of securities in a continuous unrealized loss position for 12 months or longer | security	10	10
Fair value of securities in a continuous unrealized loss position for 12 months or longer	$ 28,258	$ 26,736
Unrealized losses of securities in a continuous unrealized loss position for 12 months or longer	$ (1,611)	$ (3,115)
Number of securities in a continuous unrealized loss position total | security	58	57
Fair value of securities in a continuous unrealized loss position total	$ 516,816	$ 532,642
Unrealized losses of securities in a continuous unrealized loss position total	$ (12,100)	$ (15,841)
Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of securities in a continuous unrealized loss position for less than 12 months | security	11	10
Fair value of securities in a continuous unrealized loss position for less than 12 months	$ 108,930	$ 98,433
Unrealized losses of securities in a continuous unrealized loss position for less than 12 months	$ (2,558)	$ (3,050)
Number of securities in a continuous unrealized loss position for 12 months or longer | security	0	0
Fair value of securities in a continuous unrealized loss position for 12 months or longer	$ 0	$ 0
Unrealized losses of securities in a continuous unrealized loss position for 12 months or longer	$ 0	$ 0
Number of securities in a continuous unrealized loss position total | security	11	10
Fair value of securities in a continuous unrealized loss position total	$ 108,930	$ 98,433
Unrealized losses of securities in a continuous unrealized loss position total	$ (2,558)	$ (3,050)
Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of securities in a continuous unrealized loss position for less than 12 months | security	35	35
Fair value of securities in a continuous unrealized loss position for less than 12 months	$ 379,226	$ 407,073
Unrealized losses of securities in a continuous unrealized loss position for less than 12 months	$ (7,928)	$ (9,671)
Number of securities in a continuous unrealized loss position for 12 months or longer | security	0	0
Fair value of securities in a continuous unrealized loss position for 12 months or longer	$ 0	$ 0
Unrealized losses of securities in a continuous unrealized loss position for 12 months or longer	$ 0	$ 0
Number of securities in a continuous unrealized loss position total | security	35	35
Fair value of securities in a continuous unrealized loss position total	$ 379,226	$ 407,073
Unrealized losses of securities in a continuous unrealized loss position total	$ (7,928)	$ (9,671)
Individual name issuer trust preferred debt securities
Schedule of Available-for-sale Securities [Line Items]
Number of securities in a continuous unrealized loss position for less than 12 months | security	0	0
Fair value of securities in a continuous unrealized loss position for less than 12 months	$ 0	$ 0
Unrealized losses of securities in a continuous unrealized loss position for less than 12 months	$ 0	$ 0
Number of securities in a continuous unrealized loss position for 12 months or longer | security	9	10
Fair value of securities in a continuous unrealized loss position for 12 months or longer	$ 26,390	$ 26,736
Unrealized losses of securities in a continuous unrealized loss position for 12 months or longer	$ (1,498)	$ (3,115)
Number of securities in a continuous unrealized loss position total | security	9	10
Fair value of securities in a continuous unrealized loss position total	$ 26,390	$ 26,736
Unrealized losses of securities in a continuous unrealized loss position total	$ (1,498)	$ (3,115)
Corporate bonds [Member]
Schedule of Available-for-sale Securities [Line Items]
Number of securities in a continuous unrealized loss position for less than 12 months | security	2	2
Fair value of securities in a continuous unrealized loss position for less than 12 months	$ 402	$ 400
Unrealized losses of securities in a continuous unrealized loss position for less than 12 months	$ (3)	$ (5)
Number of securities in a continuous unrealized loss position for 12 months or longer | security	1	0
Fair value of securities in a continuous unrealized loss position for 12 months or longer	$ 1,868	$ 0
Unrealized losses of securities in a continuous unrealized loss position for 12 months or longer	$ (113)	$ 0
Number of securities in a continuous unrealized loss position total | security	3	2
Fair value of securities in a continuous unrealized loss position total	$ 2,270	$ 400
Unrealized losses of securities in a continuous unrealized loss position total	$ (116)	$ (5)

Loans (Narrative) (Details)

Loans (Narrative) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Receivables [Abstract]
Loans Receivable Net Deferred Cost Originated	$ 3,700	$ 3,000
Loans Receivable Net Deferred Premium on Purchased Loans	854	783
Loans Pledged as Collateral	1,600,000	1,400,000
Mortgage Loans in Process of Foreclosure	3,400	5,700
Past due loans included in nonaccrual loans	$ 14,500	$ 18,600

Loans (Narrative - Troubled Deb

Loans (Narrative - Troubled Debt Restructurings) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Receivables [Abstract]
Recorded investment in Troubled Debt Restructuring, Recorded Investment	$ 19,100	$ 22,300
Specific Reserves on Troubled Debt Restructurings	$ 641	$ 567

Loans (Summary of Loans) (Detai

Loans (Summary of Loans) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	[1]	$ 3,200,100	$ 3,234,371
Percent of Total Loans	[1]	100.00%	100.00%
Commercial Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 1,009,096	$ 1,074,186
Commercial Construction & Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		112,177	121,371
Commercial & Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		577,116	576,109
Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		1,143,416	1,094,824
Homeowner Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		24,689	27,924
Home Equity Lines [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		263,934	264,200
Home Equity Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		35,173	37,272
Other Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		34,499	38,485
Commercial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 1,698,389	$ 1,771,666
Percent of Total Loans		53.00%	55.00%
Commercial [Member] | Commercial Mortgages [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	[2]	$ 1,009,096	$ 1,074,186
Percent of Total Loans	[2]	32.00%	33.00%
Commercial [Member] | Commercial Construction & Development [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	[3]	$ 112,177	$ 121,371
Percent of Total Loans	[3]	4.00%	4.00%
Commercial [Member] | Commercial & Industrial [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	[4]	$ 577,116	$ 576,109
Percent of Total Loans	[4]	17.00%	18.00%
Residential Real Estate [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 1,168,105	$ 1,122,748
Percent of Total Loans		37.00%	35.00%
Residential Real Estate [Member] | Residential Mortgage [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 1,143,416	$ 1,094,824
Percent of Total Loans		36.00%	34.00%
Residential Real Estate [Member] | Homeowner Construction [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 24,689	$ 27,924
Percent of Total Loans		1.00%	1.00%
Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 333,606	$ 339,957
Percent of Total Loans		10.00%	10.00%
Consumer [Member] | Home Equity Lines [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 263,934	$ 264,200
Percent of Total Loans		8.00%	8.00%
Consumer [Member] | Home Equity Loans [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans		$ 35,173	$ 37,272
Percent of Total Loans		1.00%	1.00%
Consumer [Member] | Other Consumer [Member]
Accounts, Notes, Loans and Financing Receivable [Line Items]
Total loans	[5]	$ 34,499	$ 38,485
Percent of Total Loans	[5]	1.00%	1.00%
[1]	Includes net unamortized loan origination costs of $3.7 million and $3.0 million, respectively, at June 30, 2017 and December 31, 2016 and net unamortized premiums on purchased loans of $854 thousand and $783 thousand, respectively, at June 30, 2017 and December 31, 2016.
[2]	Loans primarily secured by income producing property.
[3]	Loans for construction of commercial properties, loans to developers for construction of residential properties and loans for land development.
[4]	Loans to businesses and individuals, a substantial portion of which are fully or partially collateralized by real estate.
[5]	Loans to individuals secured by general aviation aircraft and other personal installment loans.

Loans (Nonaccrual Loans) (Detai

Loans (Nonaccrual Loans) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	$ 20,198	$ 22,058
Accruing loans 90 days or more past due	0	0
Current Payment Status [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans current on payment	5,700	3,500
Commercial Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	6,422	7,811
Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	0	0
Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	1,232	1,337
Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	11,815	11,736
Homeowner Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	0	0
Home Equity Lines [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	118	0
Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	502	1,058
Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Nonaccrual loans	$ 109	$ 116

Loans (Past Due Loans) (Details

Loans (Past Due Loans) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		$ 21,120	$ 24,422
Current		3,178,980	3,209,949
Total loans	[1]	3,200,100	3,234,371
Commercial Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		6,422	8,708
Current		1,002,674	1,065,478
Total loans		1,009,096	1,074,186
Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
Current		112,177	121,371
Total loans		112,177	121,371
Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		4,009	1,154
Current		573,107	574,955
Total loans		577,116	576,109
Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		8,857	12,226
Current		1,134,559	1,082,598
Total loans		1,143,416	1,094,824
Homeowner Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
Current		24,689	27,924
Total loans		24,689	27,924
Home Equity Lines [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		335	681
Current		263,599	263,519
Total loans		263,934	264,200
Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		1,471	1,510
Current		33,702	35,762
Total loans		35,173	37,272
Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		26	143
Current		34,473	38,342
Total loans		34,499	38,485
30-59
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		8,073	8,154
30-59 | Commercial Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	901
30-59 | Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
30-59 | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		3,194	409
30-59 | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		3,524	5,381
30-59 | Homeowner Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
30-59 | Home Equity Lines [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		335	655
30-59 | Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		995	776
30-59 | Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		25	32
60-89
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		2,010	755
60-89 | Commercial Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		1	0
60-89 | Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
60-89 | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		321	0
60-89 | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		1,371	652
60-89 | Homeowner Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
60-89 | Home Equity Lines [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	26
60-89 | Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		317	76
60-89 | Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	1
Over 90
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		11,037	15,513
Over 90 | Commercial Mortgages [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		6,421	7,807
Over 90 | Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
Over 90 | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		494	745
Over 90 | Residential Mortgage [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		3,962	6,193
Over 90 | Homeowner Construction [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
Over 90 | Home Equity Lines [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		0	0
Over 90 | Home Equity Loans [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		159	658
Over 90 | Other Consumer [Member]
Financing Receivable, Recorded Investment, Past Due [Line Items]
Total past due		$ 1	$ 110
[1]	Includes net unamortized loan origination costs of $3.7 million and $3.0 million, respectively, at June 30, 2017 and December 31, 2016 and net unamortized premiums on purchased loans of $854 thousand and $783 thousand, respectively, at June 30, 2017 and December 31, 2016.

Loans (Impaired Loans) (Details

Loans (Impaired Loans) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	$ 21,327	$ 26,772
Recorded Investment of Impaired Loans with Related Allowance	[1]	10,506	7,079
Total Recorded Investment of Impaired Loans	[1]	31,833	33,851
Unpaid Principal of Impaired Loans with No Related Allowance		21,617	31,431
Unpaid Principal of Impaired Loans with Related Allowance		14,079	8,125
Total Unpaid Principal of Impaired Loans		35,696	39,556
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		1,345	606
Commercial Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	782	4,676
Recorded Investment of Impaired Loans with Related Allowance	[1]	7,603	5,104
Unpaid Principal of Impaired Loans with No Related Allowance		778	9,019
Unpaid Principal of Impaired Loans with Related Allowance		11,091	6,087
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		485	448
Commercial Construction & Development [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	0	0
Recorded Investment of Impaired Loans with Related Allowance	[1]	0	0
Unpaid Principal of Impaired Loans with No Related Allowance		0	0
Unpaid Principal of Impaired Loans with Related Allowance		0	0
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		0	0
Commercial & Industrial [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	5,256	6,458
Recorded Investment of Impaired Loans with Related Allowance	[1]	1,706	662
Unpaid Principal of Impaired Loans with No Related Allowance		5,427	6,550
Unpaid Principal of Impaired Loans with Related Allowance		1,765	699
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		718	3
Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	14,669	14,385
Recorded Investment of Impaired Loans with Related Allowance	[1]	1,062	1,285
Unpaid Principal of Impaired Loans with No Related Allowance		14,785	14,569
Unpaid Principal of Impaired Loans with Related Allowance		1,087	1,310
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		135	151
Homeowner Construction [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	0	0
Recorded Investment of Impaired Loans with Related Allowance	[1]	0	0
Unpaid Principal of Impaired Loans with No Related Allowance		0	0
Unpaid Principal of Impaired Loans with Related Allowance		0	0
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		0	0
Home Equity Lines [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	118	0
Recorded Investment of Impaired Loans with Related Allowance	[1]	0	0
Unpaid Principal of Impaired Loans with No Related Allowance		118	0
Unpaid Principal of Impaired Loans with Related Allowance		0	0
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		0	0
Home Equity Loans [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	502	1,137
Recorded Investment of Impaired Loans with Related Allowance	[1]	0	0
Unpaid Principal of Impaired Loans with No Related Allowance		502	1,177
Unpaid Principal of Impaired Loans with Related Allowance		0	0
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		0	0
Other Consumer [Member]
Financing Receivable, Impaired [Line Items]
Recorded Investment of Impaired Loans with No Related Allowance	[1]	0	116
Recorded Investment of Impaired Loans with Related Allowance	[1]	135	28
Unpaid Principal of Impaired Loans with No Related Allowance		7	116
Unpaid Principal of Impaired Loans with Related Allowance		136	29
No Related Allowance on Impaired Loans		0	0
Related Allowance on Impaired Loans		7	4
Commercial [Member]
Financing Receivable, Impaired [Line Items]
Total Recorded Investment of Impaired Loans	[1]	15,347	16,900
Total Unpaid Principal of Impaired Loans		19,061	22,355
Related Allowance on Impaired Loans		1,203	451
Residential Real Estate [Member]
Financing Receivable, Impaired [Line Items]
Total Recorded Investment of Impaired Loans	[1]	15,731	15,670
Total Unpaid Principal of Impaired Loans		15,872	15,879
Related Allowance on Impaired Loans		135	151
Consumer [Member]
Financing Receivable, Impaired [Line Items]
Total Recorded Investment of Impaired Loans	[1]	755	1,281
Total Unpaid Principal of Impaired Loans		763	1,322
Related Allowance on Impaired Loans		$ 7	$ 4
[1]	The recorded investment in impaired loans consists of unpaid principal balance, net of charge-offs, interest payments received applied to principal and unamortized deferred loan origination fees and costs. For impaired accruing loans (troubled debt restructurings for which management has concluded that the collectibility of the loan is not in doubt), the recorded investment also includes accrued interest.

Loans (Impaired Loans Interest

Loans (Impaired Loans Interest Income Recognized) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	$ 33,165	$ 29,552	$ 33,628	$ 30,575
Interest Income Recognized on Impaired Loans	264	214	502	404
Commercial Mortgages [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	9,549	13,677	9,664	14,208
Interest Income Recognized on Impaired Loans	26	87	52	180
Commercial Construction & Development [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	0	0	0	0
Interest Income Recognized on Impaired Loans	0	0	0	0
Commercial & Industrial [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	6,864	3,290	6,914	3,545
Interest Income Recognized on Impaired Loans	76	10	152	21
Residential Mortgage [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	15,915	10,903	16,076	10,986
Interest Income Recognized on Impaired Loans	150	98	272	167
Homeowner Construction [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	0	0	0	0
Interest Income Recognized on Impaired Loans	0	0	0	0
Home Equity Lines [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	95	315	86	493
Interest Income Recognized on Impaired Loans	2	6	4	8
Home Equity Loans [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	602	1,216	746	1,195
Interest Income Recognized on Impaired Loans	8	11	16	24
Other Consumer [Member]
Financing Receivable, Impaired [Line Items]
Average Recorded Investment of Impaired Loans	140	151	142	148
Interest Income Recognized on Impaired Loans	$ 2	$ 2	$ 6	$ 4

Loans (Troubled Debt Restructur

Loans (Troubled Debt Restructuring) (Details) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	2	0	2
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 3,683	$ 0	$ 3,683
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 3,683	$ 0	$ 3,683
Commercial Mortgages [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	0	0	0
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Commercial Construction & Development [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	0	0	0
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Commercial & Industrial [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	1	0	1
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 133	$ 0	$ 133
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 133	$ 0	$ 133
Residential Mortgage [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	1	0	1
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 3,550	$ 0	$ 3,550
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 3,550	$ 0	$ 3,550
Homeowner Construction [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	0	0	0
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Home Equity Lines [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	0	0	0
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Home Equity Loans [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	0	0	0
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Other Consumer [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring | loan		0	0	0	0
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
Troubled debt restructuring, post-modification recorded investment	[1]	$ 0	$ 0	$ 0	$ 0
[1]	The recorded investment in troubled debt restructurings consists of unpaid principal balance, net of charge-offs and unamortized deferred loan origination fees and costs, at the time of the restructuring. For accruing troubled debt restructured loans, the recorded investment also includes accrued interest.

Loans Loans (Troubled Debt Rest

Loans Loans (Troubled Debt Restructurings Type of Modification) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Financing Receivable, Modifications [Line Items]
Troubled debt restructuring, pre-modification recorded investment	[1]	$ 0	$ 3,683	$ 0	$ 3,683
Below market interest rate concession [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructuring, pre-modification recorded investment		0	0	0	0
Payment deferral [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructuring, pre-modification recorded investment		0	0	0	0
Maturity / amortization concession [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructuring, pre-modification recorded investment		0	133	0	133
Interest only payments [Member]
Financing Receivable, Modifications [Line Items]
Troubled debt restructuring, pre-modification recorded investment		$ 0	$ 3,550	$ 0	$ 3,550
[1]	The recorded investment in troubled debt restructurings consists of unpaid principal balance, net of charge-offs and unamortized deferred loan origination fees and costs, at the time of the restructuring. For accruing troubled debt restructured loans, the recorded investment also includes accrued interest.

Loans Loans (Troubled Debt Re55

Loans Loans (Troubled Debt Restructurings Subsequent Default) (Details) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan	Jun. 30, 2017USD ($)loan	Jun. 30, 2016USD ($)loan
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring	0	2	0	2
Payment Default [Member]
Financing Receivable, Modifications [Line Items]
Number of loans modified as a troubled debt restructuring	3	4	4	4
Recorded investment on TDR modifications with payment default | $	$ 1,100	$ 577	$ 1,900	$ 577

Loans (Narrative - Credit Quali

Loans (Narrative - Credit Quality Indicators) (Details) - rating	Jun. 30, 2017	Dec. 31, 2016
Receivables [Abstract]
Weighted Average Commercial Loan Portfolio Risk Rating	4.71	4.68

Loans (Credit Quality Indicator

Loans (Credit Quality Indicators - Commercial) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Pass [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	$ 1,671,251	$ 1,746,145
Pass [Member] | Commercial Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	1,002,508	1,065,358
Pass [Member] | Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	112,177	121,371
Pass [Member] | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	556,566	559,416
Special Mention [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	12,911	9,714
Special Mention [Member] | Commercial Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	0	776
Special Mention [Member] | Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	0	0
Special Mention [Member] | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	12,911	8,938
Classified [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	14,227	15,807
Classified [Member] | Commercial Mortgages [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	6,588	8,052
Classified [Member] | Commercial Construction & Development [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	0	0
Classified [Member] | Commercial & Industrial [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	$ 7,639	$ 7,755

Loans (Credit Quality Indicat58

Loans (Credit Quality Indicators - Residential, Consumer) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Under 90 Days Past Due [Member] | Accruing Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	$ 1,131,601	$ 1,083,088
Under 90 Days Past Due [Member] | Nonaccrual Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	7,853	5,543
Under 90 Days Past Due [Member] | Homeowner Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	24,689	27,924
Under 90 Days Past Due [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	1,164,143	1,116,555
Under 90 Days Past Due [Member] | Home Equity Lines [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	263,934	264,200
Under 90 Days Past Due [Member] | Home Equity Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	35,014	36,614
Under 90 Days Past Due [Member] | Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	34,498	38,375
Under 90 Days Past Due [Member] | Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	333,446	339,189
Over 90 Days Past Due [Member] | Accruing Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	0	0
Over 90 Days Past Due [Member] | Nonaccrual Residential Mortgage [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	3,962	6,193
Over 90 Days Past Due [Member] | Homeowner Construction [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	0	0
Over 90 Days Past Due [Member] | Residential Real Estate [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	3,962	6,193
Over 90 Days Past Due [Member] | Home Equity Lines [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	0	0
Over 90 Days Past Due [Member] | Home Equity Loans [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	159	658
Over 90 Days Past Due [Member] | Other Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	1	110
Over 90 Days Past Due [Member] | Consumer [Member]
Financing Receivable, Recorded Investment [Line Items]
Loans Receivable	$ 160	$ 768

Allowance for Loan Losses (All

Allowance for Loan Losses (Allowance for Loan Losses Rollforward Analysis) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance		$ 26,446	$ 26,137	$ 26,004	$ 27,069
Charge-offs		(642)	(860)	(721)	(2,335)
Recoveries		158	99	279	142
Provision		700	450	1,100	950
Allowance, Ending Balance		26,662	25,826	26,662	25,826
Commercial Mortgages [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance		10,861	8,586	9,971	9,140
Charge-offs		(400)	(78)	(400)	(1,331)
Recoveries		82	13	82	17
Provision		192	1,892	1,082	2,587
Allowance, Ending Balance		10,735	10,413	10,735	10,413
Commercial Construction & Development [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance		1,505	1,643	1,195	1,758
Charge-offs		0	0	0	0
Recoveries		0	0	0	0
Provision		(305)	(739)	5	(854)
Allowance, Ending Balance		1,200	904	1,200	904
Commercial & Industrial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance	[1]	6,297	8,261	6,992	8,202
Charge-offs	[1]	(162)	(746)	(164)	(754)
Recoveries	[1]	47	62	154	88
Provision	[1]	885	(1,057)	85	(1,016)
Allowance, Ending Balance	[1]	7,067	6,520	7,067	6,520
Commercial [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance		18,663	18,490	18,158	19,100
Charge-offs		(562)	(824)	(564)	(2,085)
Recoveries		129	75	236	105
Provision		772	96	1,172	717
Allowance, Ending Balance		19,002	17,837	19,002	17,837
Residential Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance		5,359	5,363	5,252	5,460
Charge-offs		(32)	(4)	(32)	(140)
Recoveries		24	2	28	4
Provision		18	108	121	145
Allowance, Ending Balance		5,369	5,469	5,369	5,469
Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Roll Forward]
Allowance, Beginning Balance		2,424	2,284	2,594	2,509
Charge-offs		(48)	(32)	(125)	(110)
Recoveries		5	22	15	33
Provision		(90)	246	(193)	88
Allowance, Ending Balance		$ 2,291	$ 2,520	$ 2,291	$ 2,520
[1]	Commercial & industrial loans.

Allowance for Loan Losses (Allo

Allowance for Loan Losses (Allowance for Loan Losses by Segment & Impairment Methodology) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans individually evaluated for impairment		$ 31,795	$ 33,815
Loans related allowance individually evaluated for impairment		1,345	606
Loans collectively evaluated for impairment		3,168,305	3,200,556
Loans related allowance collectively evaluated for impairment		25,317	25,398
Total loans	[1]	3,200,100	3,234,371
Allowance		26,662	26,004
Commercial Mortgages [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans individually evaluated for impairment		8,380	9,776
Loans related allowance individually evaluated for impairment		485	448
Loans collectively evaluated for impairment		1,000,716	1,064,410
Loans related allowance collectively evaluated for impairment		10,250	9,523
Total loans		1,009,096	1,074,186
Commercial Construction & Development [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans individually evaluated for impairment		0	0
Loans related allowance individually evaluated for impairment		0	0
Loans collectively evaluated for impairment		112,177	121,371
Loans related allowance collectively evaluated for impairment		1,200	1,195
Total loans		112,177	121,371
Commercial & Industrial [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans individually evaluated for impairment		6,939	7,098
Loans related allowance individually evaluated for impairment		718	3
Loans collectively evaluated for impairment		570,177	569,011
Loans related allowance collectively evaluated for impairment		6,349	6,989
Total loans		577,116	576,109
Residential Real Estate [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans individually evaluated for impairment		15,721	15,661
Loans related allowance individually evaluated for impairment		135	151
Loans collectively evaluated for impairment		1,152,384	1,107,087
Loans related allowance collectively evaluated for impairment		5,234	5,101
Consumer [Member]
Financing Receivable, Allowance for Credit Losses [Line Items]
Loans individually evaluated for impairment		755	1,280
Loans related allowance individually evaluated for impairment		7	4
Loans collectively evaluated for impairment		332,851	338,677
Loans related allowance collectively evaluated for impairment		$ 2,284	$ 2,590
[1]	Includes net unamortized loan origination costs of $3.7 million and $3.0 million, respectively, at June 30, 2017 and December 31, 2016 and net unamortized premiums on purchased loans of $854 thousand and $783 thousand, respectively, at June 30, 2017 and December 31, 2016.

Goodwill (Details)

Goodwill (Details) - USD ($) $ in Thousands	3 Months Ended	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2017	Jun. 30, 2016
Goodwill [Roll Forward]
Goodwill, Beginning Balance		$ 64,059
Impairment		(150)	$ 0
Goodwill, Ending Balance	$ 63,909	63,909
Commercial Banking [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance		22,591
Impairment		0
Goodwill, Ending Balance	22,591	22,591
Wealth Management Services [Member]
Goodwill [Roll Forward]
Goodwill, Beginning Balance		41,468
Impairment	(150)	(150)
Goodwill, Ending Balance	$ 41,318	$ 41,318

Borrowings (Narrative Federal H

Borrowings (Narrative Federal Home Loan Bank Advances) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Federal Home Loan Bank, Advances, Branch of FHLBB Bank [Line Items]
Federal Home Loan Bank advances	$ 869,733	$ 848,930
Federal Home Loan Bank of Boston [Member]
Federal Home Loan Bank, Advances, Branch of FHLBB Bank [Line Items]
Federal Home Loan Bank advances	869,733	848,900
Unused line of credit with FHLBB	40,000	40,000
Unused remaining available borrowing capacity with FHLBB	$ 657,900	$ 594,500

Borrowings (Federal Home Loan B

Borrowings (Federal Home Loan Bank Advances Maturity Schedule) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Federal Home Loan Bank, Advances, Branch of FHLBB Bank [Line Items]
Federal Home Loan Bank advances	$ 869,733	$ 848,930
Federal Home Loan Bank of Boston [Member]
Federal Home Loan Bank, Advances, Branch of FHLBB Bank [Line Items]
Scheduled maturity through the end of the current year	$ 430,877
Weighted average rate for scheduled maturity through the end of the current year	1.26%
Scheduled maturity in year two	$ 108,134
Weighted average rate for scheduled maturity in year two	1.29%
Scheduled maturity in year three	$ 137,258
Weighted average rate for scheduled maturity in year three	1.62%
Scheduled maturity in year four	$ 72,033
Weighted average rate for scheduled maturity in year four	1.90%
Scheduled maturity in year five	$ 51,222
Weighted average rate for scheduled maturity in year five	2.43%
Scheduled maturity after year five	$ 70,209
Weighted average rate for scheduled maturity after year five	3.34%
Federal Home Loan Bank advances	$ 869,733	$ 848,900
Total weighted average rate	1.67%

Shareholders' Equity (Regulator

Shareholders' Equity (Regulatory Captial Requirements) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Corporation [Member]
Total Capital (to Risk-Weighted Assets):
Total Capital		$ 403,885	$ 390,867
Total Capital to Risk-Weighted Assets		12.78%	12.26%
Total Capital for Capital Adequacy Purposes		$ 252,908	$ 255,093
Total Capital for Capital Adequacy Purposes to Risk-Weighted Assets		8.00%	8.00%
Tier 1 Capital (to Risk-Weighted Assets):
Tier 1 Capital		$ 376,940	$ 364,655
Tier 1 Capital to Risk Weighted-Assets		11.92%	11.44%
Tier 1 Capital Required For Capital Adequacy Purposes		$ 189,681	$ 191,320
Tier 1 Capital Required for Capital Adequacy Purposes to Risk Weighted-Assets		6.00%	6.00%
Common Equity Tier 1 Capital [Abstract]
Common Equity Tier 1 Capital		$ 354,942	$ 342,656
Common Equity Tier 1 Capital to Risk Weighted Assets		11.23%	10.75%
Common Equity Tier 1 Capital Required for Capital Adequacy		$ 142,261	$ 143,490
Common Equity Tier 1 Capital for Capital Adequacy to Risk Weighted Assets		4.50%	4.50%
Tier 1 Capital (to Average Assets):
Tier 1 Leverage Capital	[1]	$ 376,940	$ 364,655
Tier 1 Leverage Capital to Average Assets	[1]	8.78%	8.67%
Tier 1 Leverage Capital Required for Capital Adequacy Purposes	[1]	$ 171,686	$ 168,271
Tier 1 Leverage Capital Required for Capital Adequacy Purposes to Average Assets	[1]	4.00%	4.00%
Bank [Member]
Total Capital (to Risk-Weighted Assets):
Total Capital		$ 402,804	$ 389,840
Total Capital to Risk-Weighted Assets		12.74%	12.23%
Total Capital for Capital Adequacy Purposes		$ 252,869	$ 255,050
Total Capital for Capital Adequacy Purposes to Risk-Weighted Assets		8.00%	8.00%
Total Capital To Be Well Capitalized		$ 316,087	$ 318,813
Total Capital To Be Well Capitalized to Risk Weighted-Assets		10.00%	10.00%
Tier 1 Capital (to Risk-Weighted Assets):
Tier 1 Capital		$ 375,859	$ 363,628
Tier 1 Capital to Risk Weighted-Assets		11.89%	11.41%
Tier 1 Capital Required For Capital Adequacy Purposes		$ 189,652	$ 191,288
Tier 1 Capital Required for Capital Adequacy Purposes to Risk Weighted-Assets		6.00%	6.00%
Tier 1 Capital Required To Be Well Capitalized		$ 252,869	$ 255,050
Tier 1 Capital Required To Be Well Capitalized to Risk Weighted-Assets		8.00%	8.00%
Common Equity Tier 1 Capital [Abstract]
Common Equity Tier 1 Capital		$ 375,859	$ 363,628
Common Equity Tier 1 Capital to Risk Weighted Assets		11.89%	11.41%
Common Equity Tier 1 Capital Required for Capital Adequacy		$ 142,239	$ 143,466
Common Equity Tier 1 Capital for Capital Adequacy to Risk Weighted Assets		4.50%	4.50%
Common Equity Tier 1 Capital Required to be Well Capitalized		$ 205,456	$ 207,228
Common Equity Tier 1 Capital Required to be Well Capitalized to Risk Weighted Assets		6.50%	6.50%
Tier 1 Capital (to Average Assets):
Tier 1 Leverage Capital	[1]	$ 375,859	$ 363,628
Tier 1 Leverage Capital to Average Assets	[1]	8.76%	8.65%
Tier 1 Leverage Capital Required for Capital Adequacy Purposes	[1]	$ 171,633	$ 168,207
Tier 1 Leverage Capital Required for Capital Adequacy Purposes to Average Assets	[1]	4.00%	4.00%
Tier 1 Leverage Capital Required To Be Well Capitalized	[1]	$ 214,542	$ 210,259
Tier 1 Leverage Capital Required To Be Well Capitalized to Average Assets	[1]	5.00%	5.00%
[1]	Leverage ratio.

Derivative Financial Instrume65

Derivative Financial Instruments (Narrative) (Details) $ in Thousands	Jun. 30, 2017USD ($)derivative_instrument	Dec. 31, 2016USD ($)derivative_instrument
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Interest rate floor premium	$ 697
Interest rate swaps [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	60,000	$ 60,000
Interest rate swaps with customers [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,386	428,723
Mirror swaps with counterparties [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,386	428,723
Risk participation-in agreement [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	$ 28,375	$ 28,460
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate caps [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Number of instruments held | derivative_instrument	2	2
Notional amount	$ 22,700	$ 22,700
Interest rate cap interest rate	4.50%	4.50%
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate swaps [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Number of instruments held | derivative_instrument	2	2
Notional amount	$ 60,000	$ 60,000
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate floors [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Number of instruments held | derivative_instrument	3
Notional amount	$ 300,000
Interest rate floor interest rate	1.00%
Not Designated as Hedging Instrument [Member] | Interest rate swaps with customers [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	$ 480,400	428,700
Not Designated as Hedging Instrument [Member] | Mirror swaps with counterparties [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,400	428,700
Not Designated as Hedging Instrument [Member] | Risk participation-out agreement [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	53,000	38,300
Not Designated as Hedging Instrument [Member] | Risk participation-in agreement [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	$ 28,400	$ 28,500

Derivative Financial Instrume66

Derivative Financial Instruments (Fair Value of Derivatives by Balance Sheet Location) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Derivatives, Fair Value [Line Items]
Total derivative assets	$ 4,457	$ 3,582
Total derivative liabilities	5,487	4,043
Other assets [Member]
Derivatives, Fair Value [Line Items]
Total derivative assets	4,457	3,582
Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Total derivative liabilities	5,487	4,043
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate swaps [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset designated as a cash flow hedge	0	0
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate swaps [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability designated as a cash flow hedge	537	378
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate caps [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset designated as a cash flow hedge	44	134
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate caps [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability designated as a cash flow hedge	0	0
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate floors [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset designated as a cash flow hedge	389	0
Derivatives Designated as Cash Flow Hedging Instruments [Member] | Interest rate floors [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability designated as a cash flow hedge	0	0
Not Designated as Hedging Instrument [Member] | Interest Rate Commitments [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset not designated	1,679	1,133
Not Designated as Hedging Instrument [Member] | Interest Rate Commitments [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability not designated	27	88
Not Designated as Hedging Instrument [Member] | Commitments to sell mortgage loans [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset not designated	27	279
Not Designated as Hedging Instrument [Member] | Commitments to sell mortgage loans [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability not designated	2,477	1,349
Not Designated as Hedging Instrument [Member] | Interest rate swaps with customers [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset not designated	2,318	2,036
Not Designated as Hedging Instrument [Member] | Interest rate swaps with customers [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability not designated	0	0
Not Designated as Hedging Instrument [Member] | Mirror swaps with counterparties [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset not designated	0	0
Not Designated as Hedging Instrument [Member] | Mirror swaps with counterparties [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability not designated	2,446	2,228
Not Designated as Hedging Instrument [Member] | Risk participation-out agreement [Member] | Other assets [Member]
Derivatives, Fair Value [Line Items]
Derivative asset not designated	0	0
Not Designated as Hedging Instrument [Member] | Risk participation-in agreement [Member] | Other liabilities [Member]
Derivatives, Fair Value [Line Items]
Derivative liability not designated	$ 0	$ 0

Derivative Financial Instrume67

Derivative Financial Instruments (Derivatives in Cash Flow Hedging Relationships, Effect in Statements of Income and Changes in Shareholders' Equity) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion)	$ (448)	$ (24)	$ (350)	$ (90)
Interest rate swaps [Member] | Cash Flow Hedge [Member] | Other Comprehensive Income (Loss) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion)	(232)	0	(100)	0
Interest rate caps [Member] | Cash Flow Hedge [Member] | Other Comprehensive Income (Loss) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion)	(22)	(24)	(56)	(90)
Interest rate floors [Member] | Cash Flow Hedge [Member] | Other Comprehensive Income (Loss) [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Other Comprehensive Income (Effective Portion)	$ (194)	$ 0	$ (194)	$ 0

Derivative Financial Instrume68

Derivative Financial Instruments (Derivatives not Designated as Hedging Instruments, Effect in Statements of Income) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Interest Rate Commitments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	$ (11)	$ 501	$ 607	$ 1,746
Commitments to sell mortgage loans [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	(350)	(1,174)	(1,380)	(2,180)
Not Designated as Hedging Instrument [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	783	(165)	519	719
Not Designated as Hedging Instrument [Member] | Interest Rate Commitments [Member] | Mortgage banking revenues [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	(11)	501	607	1,746
Not Designated as Hedging Instrument [Member] | Commitments to sell mortgage loans [Member] | Mortgage banking revenues [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	(350)	(1,174)	(1,380)	(2,180)
Not Designated as Hedging Instrument [Member] | Interest rate swaps with customers [Member] | Loan related derivative income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	3,921	7,130	3,666	17,032
Not Designated as Hedging Instrument [Member] | Mirror swaps with counterparties [Member] | Loan related derivative income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	(2,551)	(6,526)	(2,073)	(15,777)
Not Designated as Hedging Instrument [Member] | Risk participation agreements [Member] | Loan related derivative income [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	$ (226)	$ (96)	$ (301)	$ (102)

Balance Sheet Offsetting (Detai

Balance Sheet Offsetting (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Other assets [Member]
Gross derivative positions	$ 7,266	$ 7,812
Offsetting derivative positions	4,515	5,642
Net amounts presented in balance sheet	2,751	2,170
Cash collateral pledged	0	0
Net amount	2,751	2,170
Other assets [Member] | Interest rate caps [Member]
Gross derivative positions	44	134
Offsetting derivative positions	0	0
Net amounts presented in balance sheet	44	134
Cash collateral pledged	0	0
Net amount	44	134
Other assets [Member] | Interest rate floors [Member]
Gross derivative positions	389
Offsetting derivative positions	0
Net amounts presented in balance sheet	389
Cash collateral pledged	0
Net amount	389
Other assets [Member] | Interest rate swaps with customers [Member]
Gross derivative positions	4,620	4,920
Offsetting derivative positions	2,302	2,884
Net amounts presented in balance sheet	2,318	2,036
Cash collateral pledged	0	0
Net amount	2,318	2,036
Other assets [Member] | Mirror swaps with counterparties [Member]
Gross derivative positions	2,213	2,758
Offsetting derivative positions	2,213	2,758
Net amounts presented in balance sheet	0	0
Cash collateral pledged	0	0
Net amount	0	0
Other liabilities [Member]
Gross derivative positions	7,498	8,248
Offsetting derivative positions	4,515	5,642
Net amounts presented in balance sheet	2,983	2,606
Cash collateral pledged	2,983	1,428
Net amount	0	1,178
Other liabilities [Member] | Interest rate swaps with customers [Member]
Gross derivative positions	2,302	2,884
Offsetting derivative positions	2,302	2,884
Net amounts presented in balance sheet	0	0
Cash collateral pledged	0	0
Net amount	0	0
Other liabilities [Member] | Mirror swaps with counterparties [Member]
Gross derivative positions	4,659	4,986
Offsetting derivative positions	2,213	2,758
Net amounts presented in balance sheet	2,446	2,228
Cash collateral pledged	2,446	1,295
Net amount	0	933
Other liabilities [Member] | Interest rate swaps [Member]
Gross derivative positions	537	378
Offsetting derivative positions	0	0
Net amounts presented in balance sheet	537	378
Cash collateral pledged	537	133
Net amount	$ 0	$ 245

Fair Value Measurements (Narrat

Fair Value Measurements (Narrative) (Details) - USD ($) $ in Thousands	Aug. 01, 2015	Jun. 30, 2017	Dec. 31, 2016
Nonrecurring [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Allowance For Loan Loss Allocation on Collateral Dependent Impaired Loans		$ 880	$ 469
Contingent Consideration [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Earn-out period post acquisition	5 years
Contingent Consideration [Member] | Minimum [Member] | Recurring [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rates		3.00%
Contingent Consideration [Member] | Maximum [Member] | Recurring [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Discount rates		4.00%

Fair Value Measurements (Fair V

Fair Value Measurements (Fair Value Mortgage Loans Held For Sale Disclosures) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Fair Value Disclosures [Abstract]
Mortgage loans held for sale, amortized cost	$ 32,000	$ 29,400
Mortgage loans held for sale, measured at fair value	32,800	29,400
Mortgage Loans Held for Sale Difference between Fair Value and Principal Amount	$ 814	$ 40

Fair Value Measurements (Fair72

Fair Value Measurements (Fair Value Mortgage Loans Held For Sale, Interest Rate Lock Commitments And Commitments to Sell Mortgage Loans Changes in Fair Value Disclosures) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Derivative Instruments, Gain (Loss) [Line Items]
Gain (loss) on mortgage loans held for sale	$ 323	$ 659	$ 774	$ 495
Total change in fair value	(38)	(14)	1	61
Interest Rate Commitments [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	(11)	501	607	1,746
Commitments to sell mortgage loans [Member]
Derivative Instruments, Gain (Loss) [Line Items]
Gain (Loss) Recognized in Income	$ (350)	$ (1,174)	$ (1,380)	$ (2,180)

Fair Value Measurements (Assets

Fair Value Measurements (Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details) - USD ($) $ in Thousands		Jun. 30, 2017		Mar. 31, 2017	Dec. 31, 2016		Jun. 30, 2016	Mar. 31, 2016	Dec. 31, 2015
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		$ 749,486			$ 739,912
Mortgage loans held for sale, measured at fair value		32,800			29,400
Derivative assets		4,457			3,582
Derivative liabilities		5,487			4,043
Contingent consideration liability		1,737	[1]	$ 1,737	2,047	[1]	$ 2,986	$ 2,970	$ 2,945
Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		128,930			108,440
Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		584,649			588,085
Obligations of states and political subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		5,484			14,485
Individual name issuer trust preferred debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		26,390			26,736
Corporate bonds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		4,033			2,166
Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		0			0
Derivative liabilities		0			0
Contingent consideration liability	[1]	0			0
Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		4,457			3,582
Derivative liabilities		5,487			4,043
Contingent consideration liability	[1]	0			0
Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Derivative assets		0			0
Derivative liabilities		0			0
Contingent consideration liability	[1]	1,737			2,047
Recurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held for sale, measured at fair value		32,784			29,434
Total assets at fair value on a recurring basis		786,727			772,928
Total liabilities at fair value on a recurring basis		7,224			6,090
Recurring [Member] | Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		128,930			108,440
Recurring [Member] | Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		584,649			588,085
Recurring [Member] | Obligations of states and political subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		5,484			14,485
Recurring [Member] | Individual name issuer trust preferred debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		26,390			26,736
Recurring [Member] | Corporate bonds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		4,033			2,166
Recurring [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held for sale, measured at fair value		0			0
Total assets at fair value on a recurring basis		0			0
Total liabilities at fair value on a recurring basis		0			0
Recurring [Member] | Level 1 [Member] | Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 1 [Member] | Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 1 [Member] | Obligations of states and political subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 1 [Member] | Individual name issuer trust preferred debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 1 [Member] | Corporate bonds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held for sale, measured at fair value		32,784			29,434
Total assets at fair value on a recurring basis		786,727			772,928
Total liabilities at fair value on a recurring basis		5,487			4,043
Recurring [Member] | Level 2 [Member] | Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		128,930			108,440
Recurring [Member] | Level 2 [Member] | Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		584,649			588,085
Recurring [Member] | Level 2 [Member] | Obligations of states and political subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		5,484			14,485
Recurring [Member] | Level 2 [Member] | Individual name issuer trust preferred debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		26,390			26,736
Recurring [Member] | Level 2 [Member] | Corporate bonds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		4,033			2,166
Recurring [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Mortgage loans held for sale, measured at fair value		0			0
Total assets at fair value on a recurring basis		0			0
Total liabilities at fair value on a recurring basis		1,737			2,047
Recurring [Member] | Level 3 [Member] | Obligations of U.S. government agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 3 [Member] | Mortgage-backed securities issued by U.S. government-sponsored agencies and U.S. government-sponsored enterprises [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 3 [Member] | Obligations of states and political subdivisions [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 3 [Member] | Individual name issuer trust preferred debt securities
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		0			0
Recurring [Member] | Level 3 [Member] | Corporate bonds [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Available for sale securities		$ 0			$ 0
[1]	The contingent consideration liability is included in other liabilities in the Unaudited Consolidated Balance Sheets.

Fair Value Measurements Fair Va

Fair Value Measurements Fair Value Measurements (Change in Contingent Consideration) (Details) - USD ($) $ in Thousands	3 Months Ended			6 Months Ended
	Jun. 30, 2017		Jun. 30, 2016	Jun. 30, 2017		Jun. 30, 2016
Fair Value, Liabilities Measured on Recurring Basis, Unobservable Input Reconciliation, Calculation [Roll Forward]
Balance at beginning of period	$ 1,737		$ 2,970	$ 2,047	[1]	$ 2,945
Change in fair value of contingent consideration	0		16	(310)		41
Payments	0		0	0		0
Balance at end of period	$ 1,737	[1]	$ 2,986	$ 1,737	[1]	$ 2,986
[1]	The contingent consideration liability is included in other liabilities in the Unaudited Consolidated Balance Sheets.

Fair Value Measurements (Asset

Fair Value Measurements (Asset and Liabilities Measured on a Nonrecurring Basis) (Details) - USD ($) $ in Thousands		Jun. 30, 2017	Dec. 31, 2016
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Collateral dependent impaired loans	[1]	$ 10,506	$ 7,079
Nonrecurring [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Collateral dependent impaired loans		3,092	3,828
Property acquired through foreclosure or repossession		1,081	605
Total assets at fair value on a nonrecurring basis		4,173	4,433
Nonrecurring [Member] | Level 1 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Collateral dependent impaired loans		0	0
Property acquired through foreclosure or repossession		0	0
Total assets at fair value on a nonrecurring basis		0	0
Nonrecurring [Member] | Level 2 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Collateral dependent impaired loans		0	0
Property acquired through foreclosure or repossession		0	0
Total assets at fair value on a nonrecurring basis		0	0
Nonrecurring [Member] | Level 3 [Member]
Fair Value, Assets and Liabilities Measured on Recurring and Nonrecurring Basis [Line Items]
Collateral dependent impaired loans		3,092	3,828
Property acquired through foreclosure or repossession		1,081	605
Total assets at fair value on a nonrecurring basis		$ 4,173	$ 4,433
[1]	The recorded investment in impaired loans consists of unpaid principal balance, net of charge-offs, interest payments received applied to principal and unamortized deferred loan origination fees and costs. For impaired accruing loans (troubled debt restructurings for which management has concluded that the collectibility of the loan is not in doubt), the recorded investment also includes accrued interest.

Fair Value Measurements (Qualit

Fair Value Measurements (Qualitative Information About Level 3 Assets Measured at Fair Value on a Nonrecurring Basis) (Details) - USD ($) $ in Thousands		6 Months Ended	12 Months Ended
		Jun. 30, 2017	Dec. 31, 2016
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Collateral dependent impaired loans	[1]	$ 10,506	$ 7,079
Nonrecurring [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Collateral dependent impaired loans		3,092	3,828
Property acquired through foreclosure or repossession		1,081	605
Nonrecurring [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Collateral dependent impaired loans		3,092	3,828
Property acquired through foreclosure or repossession		$ 1,081	$ 605
Nonrecurring [Member] | Minimum [Member] | Collateral Dependent Impaired Loans [Member] | Appraisals Of Collateral [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Discount for costs to sell		0.00%	10.00%
Appraisal adjustments	[2]	0.00%	0.00%
Nonrecurring [Member] | Minimum [Member] | Property Acquired Through Foreclosure Or Repossession [Member] | Appraisals Of Collateral [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Discount for costs to sell		10.00%	10.00%
Appraisal adjustments	[2]	6.00%	6.00%
Nonrecurring [Member] | Maximum [Member] | Collateral Dependent Impaired Loans [Member] | Appraisals Of Collateral [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Discount for costs to sell		25.00%	20.00%
Appraisal adjustments	[2]	85.00%	10.00%
Nonrecurring [Member] | Maximum [Member] | Property Acquired Through Foreclosure Or Repossession [Member] | Appraisals Of Collateral [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Discount for costs to sell		12.00%	12.00%
Appraisal adjustments	[2]	32.00%	50.00%
Nonrecurring [Member] | Weighted Average [Member] | Collateral Dependent Impaired Loans [Member] | Appraisals Of Collateral [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Discount for costs to sell		13.00%	15.00%
Appraisal adjustments	[2]	17.00%	9.00%
Nonrecurring [Member] | Weighted Average [Member] | Property Acquired Through Foreclosure Or Repossession [Member] | Appraisals Of Collateral [Member] | Level 3 [Member]
Fair Value Inputs, Assets, Quantitative Information [Line Items]
Discount for costs to sell		11.00%	11.00%
Appraisal adjustments	[2]	18.00%	24.00%
[1]	The recorded investment in impaired loans consists of unpaid principal balance, net of charge-offs, interest payments received applied to principal and unamortized deferred loan origination fees and costs. For impaired accruing loans (troubled debt restructurings for which management has concluded that the collectibility of the loan is not in doubt), the recorded investment also includes accrued interest.
[2]	Management may adjust appraisal values to reflect market value declines or other discounts resulting from its knowledge of the property.

Fair Value Measurements (Carryi

Fair Value Measurements (Carrying Amounts and Estimated Fair Values of Financial Instruments) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Held to maturity securities	$ 13,942	$ 15,633
Loans, net of allowance of loan losses	3,173,438	3,208,367
Time deposits	954,710	961,613
Federal Home Loan Bank advances	869,733	848,930
Junior subordinated debentures	22,681	22,681
Reported Value Measurement [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Held to maturity securities	13,942	15,633
Loans, net of allowance of loan losses	3,173,438	3,208,367
Time deposits	954,710	961,613
Federal Home Loan Bank advances	869,733	848,930
Junior subordinated debentures	22,681	22,681
Fair Value Measurement [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Held to maturity securities	14,231	15,920
Loans, net of allowance of loan losses	3,204,250	3,218,651
Time deposits	956,753	962,374
Federal Home Loan Bank advances	876,374	852,888
Junior subordinated debentures	17,410	16,970
Fair Value Measurement [Member] | Level 1 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Held to maturity securities	0	0
Loans, net of allowance of loan losses	0	0
Time deposits	0	0
Federal Home Loan Bank advances	0	0
Junior subordinated debentures	0	0
Fair Value Measurement [Member] | Level 2 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Held to maturity securities	14,231	15,920
Loans, net of allowance of loan losses	0	0
Time deposits	956,753	962,374
Federal Home Loan Bank advances	876,374	852,888
Junior subordinated debentures	17,410	16,970
Fair Value Measurement [Member] | Level 3 [Member]
Fair Value, Balance Sheet Grouping, Financial Statement Captions [Line Items]
Held to maturity securities	0	0
Loans, net of allowance of loan losses	3,204,250	3,218,651
Time deposits	0	0
Federal Home Loan Bank advances	0	0
Junior subordinated debentures	$ 0	$ 0

Defined Benefit Pension Plans78

Defined Benefit Pension Plans (Narrative) (Details)	120 Months Ended
	Dec. 30, 2023
Scenario, Forecast [Member]
Transition Period Pension Plan Amendment	10 years

Defined Benefit Pension Plans79

Defined Benefit Pension Plans (Components of Net Periodic Benefit Cost) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Qualified Pension Plan [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost	$ 537	$ 537	$ 1,074	$ 1,074
Interest cost	667	644	1,336	1,288
Expected return on plan assets	(1,235)	(1,159)	(2,471)	(2,317)
Amortization of prior service (credit) cost	(5)	(5)	(11)	(11)
Recognized net actuarial loss	278	207	557	414
Net periodic benefit cost	242	224	485	448
Non-Qualified Retirement Plans [Member]
Defined Benefit Plan Disclosure [Line Items]
Service cost	33	31	65	61
Interest cost	107	108	214	216
Expected return on plan assets	0	0	0	0
Amortization of prior service (credit) cost	0	0	0	0
Recognized net actuarial loss	128	61	193	123
Net periodic benefit cost	$ 268	$ 200	$ 472	$ 400

Defined Benefit Pension Plans80

Defined Benefit Pension Plans (Weighted-Average Assumptions Used) (Details)	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Qualified Pension Plan [Member]
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Net Periodic Benefit Cost [Abstract]
Equivalent single discount rate for benefit obligations	4.18%	4.48%
Equivalent single discount rate for service cost	4.29%	4.63%
Equivalent single discount rate for interest cost	3.73%	3.88%
Expected long-term return on plan assets	6.75%	6.75%
Rate of compensation increase	3.75%	3.75%
Non-Qualified Retirement Plans [Member]
Defined Benefit Plan, Weighted Average Assumptions Used in Calculating Net Periodic Benefit Cost [Abstract]
Equivalent single discount rate for benefit obligations	3.96%	4.19%
Equivalent single discount rate for service cost	4.25%	4.59%
Equivalent single discount rate for interest cost	3.36%	3.44%
Rate of compensation increase	3.75%	3.75%

Share-Based Compensation (Narra

Share-Based Compensation (Narrative) (Details) - $ / shares	6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016
Time Based Nonvested Shares [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Nonvested share units granted	7,900
Nonvested share units weighted average grant date fair value	$ 50.83
Minimum [Member] | Time Based Nonvested Shares [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period		3 years
Maximum [Member] | Time Based Nonvested Shares [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Award vesting period		5 years
2017 Grant [Member] | Performance Based Nonvested Shares [Member]
Share-based Compensation Arrangement by Share-based Payment Award [Line Items]
Performance share awards, grant date fair value	$ 51.85
Award vesting period	3 years
Performance share awards, minimum target percentage	0.00%
Performance share awards, maximum target percentage	200.00%
Performance share awards, shares vesting percentage	143.00%
Performance share awards, shares vesting	37,147

Business Segments (Statement of

Business Segments (Statement of Operations and Total Assets by Reportable Segment) (Details) - USD ($) $ in Thousands	3 Months Ended				6 Months Ended
	Jun. 30, 2017		Jun. 30, 2016		Jun. 30, 2017		Jun. 30, 2016		Dec. 31, 2016
Segment Reporting Information [Line Items]
Net interest income (expense)	$ 29,904		$ 26,776		$ 58,583		$ 54,511
Provision for loan losses	700		450		1,100		950
Net interest income after provision for loan losses	29,204		26,326		57,483		53,561
Noninterest income	16,806		15,914		31,316		30,548
Depreciation and amortization expense	1,115		1,224		2,293		2,435
Other noninterest expenses related to segments	25,191	[1]	24,806	[1]	49,299	[2]	49,045	[2]
Total noninterest expense	26,306		26,030		51,592		51,480
Income before income taxes	19,704		16,210		37,207		32,629
Income tax expense	6,505		5,153		12,226		10,637
Net income	13,199		11,057		24,981		21,992
Total assets	4,375,529		3,917,081		4,375,529		3,917,081		$ 4,381,115
Expenditures for long-lived assets	514		639		1,247		1,816
Goodwill impairment					150		0
Change in fair value of contingent consideration	0		(16)		310		(41)
Commercial Banking [Member]
Segment Reporting Information [Line Items]
Net interest income (expense)	24,633		21,947		48,190		44,554
Provision for loan losses	700		450		1,100		950
Net interest income after provision for loan losses	23,933		21,497		47,090		43,604
Noninterest income	6,347		5,290		10,789		10,230
Depreciation and amortization expense	651		697		1,314		1,384
Other noninterest expenses related to segments	15,323	[1]	15,038	[1]	29,930	[2]	29,029	[2]
Total noninterest expense	15,974		15,735		31,244		30,413
Income before income taxes	14,306		11,052		26,635		23,421
Income tax expense	4,650		3,767		8,679		8,022
Net income	9,656		7,285		17,956		15,399
Total assets	3,346,184		3,238,789		3,346,184		3,238,789
Expenditures for long-lived assets	377		306		750		1,325
Goodwill impairment					0
Wealth Management Services [Member]
Segment Reporting Information [Line Items]
Net interest income (expense)	(40)		(17)		(72)		(35)
Provision for loan losses	0		0		0		0
Net interest income after provision for loan losses	(40)		(17)		(72)		(35)
Noninterest income	9,942		9,481		19,419		18,655
Depreciation and amortization expense	414		470		877		939
Other noninterest expenses related to segments	6,848	[1]	6,701	[1]	13,296	[2]	13,500	[2]
Total noninterest expense	7,262		7,171		14,173		14,439
Income before income taxes	2,640		2,293		5,174		4,181
Income tax expense	1,102		871		2,080		1,604
Net income	1,538		1,422		3,094		2,577
Total assets	66,286		65,423		66,286		65,423
Expenditures for long-lived assets	41		104		343		188
Goodwill impairment	150				150
Change in fair value of contingent consideration					(310)
Corporate [Member]
Segment Reporting Information [Line Items]
Net interest income (expense)	5,311		4,846		10,465		9,992
Provision for loan losses	0		0		0		0
Net interest income after provision for loan losses	5,311		4,846		10,465		9,992
Noninterest income	517		1,143		1,108		1,663
Depreciation and amortization expense	50		57		102		112
Other noninterest expenses related to segments	3,020	[1]	3,067	[1]	6,073	[2]	6,516	[2]
Total noninterest expense	3,070		3,124		6,175		6,628
Income before income taxes	2,758		2,865		5,398		5,027
Income tax expense	753		515		1,467		1,011
Net income	2,005		2,350		3,931		4,016
Total assets	963,059		612,869		963,059		612,869
Expenditures for long-lived assets	$ 96		$ 229		$ 154		$ 303
[1]	Other noninterest expenses for the Wealth Management Services segment includes a $150 thousand goodwill impairment charge recognized in the three months ended June 30, 2017.
[2]	Other noninterest expenses for the Wealth Management Services segment includes a $310 thousand benefit resulting from the reduction of a contingent consideration liability and a $150 thousand goodwill impairment charge recognized in the six months ended June 30, 2017.

Other Comprehensive Income (L83

Other Comprehensive Income (Loss) (Activity in Other Comprehensive Income) (Details) - USD ($) $ in Thousands		3 Months Ended		6 Months Ended
		Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Other Comprehensive Income (Loss), Net of Tax, Portion Attributable to Parent [Abstract]
Changes in fair value of securities available for sale, before tax		$ 2,902	$ 2,187	$ 3,538	$ 2,765
Changes in fair value of securities available for sale, tax		1,074	809	1,309	1,023
Changes in fair value of securities available for sale		1,828	1,378	2,229	1,742
Net gains on securities reclassified into earnings, before tax		0	0	0	0
Net gains on securities reclassified into earnings, tax		0	0	0	0
Net gains on securities reclassified into earnings		0	0	0	0
Net change in fair value of securities available for sale, before tax		2,902	2,187	3,538	2,765
Net change in fair value of securities available for sale, tax		1,074	809	1,309	1,023
Net change in fair value of securities available for sale		1,828	1,378	2,229	1,742
Change in fair value of cash flow hedges, before tax		(853)	10	(827)	(114)
Change in fair value of cash flow hedges, tax		(292)	34	(278)	(24)
Change in fair value of cash flow hedges		(561)	(24)	(549)	(90)
Net cash flow hedge losses reclassified into earnings, before tax	[1]	180	0	316	0
Net cash flow hedge losses reclassified into earnings, tax	[1]	67	0	117	0
Net cash flow hedge losses reclassified into earnings	[1]	113	0	199	0
Net change in fair value of cash flow hedges, before tax		(673)	10	(511)	(114)
Net change in fair value of cash flow hedges, tax		(225)	34	(161)	(24)
Net change in fair value of cash flow hedges		(448)	(24)	(350)	(90)
Defined benefit plan obligation adjustment, before tax		(407)	0	(407)	0
Defined benefit plan obligation adjustment, tax		(150)	0	(150)	0
Defined benefit plan obligation adjustment		(257)	0	(257)	0
Amortization of net actuarial losses, before tax	[2]	406	269	750	538
Amortization of net actuarial losses, tax	[2]	149	99	276	198
Amortization of net actuarial losses	[2]	257	170	474	340
Amortization of net prior service credits, before tax	[2]	(5)	(6)	(11)	(12)
Amortization of net prior service credits, tax	[2]	(1)	(1)	(3)	(3)
Amortization of net prior service credits	[2]	(4)	(5)	(8)	(9)
Net change in defined benefit plan obligations, before tax		(6)	263	332	526
Net change in defined benefit plan obligations, tax		(2)	98	123	195
Net change in defined benefit plan obligations		(4)	165	209	331
Total other comprehensive income (loss), before tax		2,223	2,460	3,359	3,177
Total other comprehensive income (loss), tax		847	941	1,271	1,194
Total other comprehensive income (loss), net of tax		$ 1,376	$ 1,519	$ 2,088	$ 1,983
[1]	The pre-tax amounts are included in interest expense on Federal Home Loan Bank advances and interest expense on junior subordinated debentures in the Unaudited Consolidated Statements of Income.
[2]	The pre-tax amounts are included in salaries and employee benefits expense in the Unaudited Consolidated Statements of Income.

Other Comprehensive Income (L84

Other Comprehensive Income (Loss) (Components of Accumulated Other Comprehensive Income) (Details) - USD ($) $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Accumulated other comprehensive income (loss), beginning balance			$ (19,757)	$ (9,699)
Other comprehensive income (loss) before reclassifications			1,680	1,652
Amounts reclassed from accumulated other comprehensive income (loss)			408	331
Total other comprehensive income (loss), net of tax	$ 1,376	$ 1,519	2,088	1,983
Accumulated other comprehensive income (loss), ending balance	(17,669)	(7,716)	(17,669)	(7,716)
Net Unrealized Gains (Losses) on AFS Securities [Member]
Accumulated other comprehensive income (loss), beginning balance			(6,825)	1,051
Other comprehensive income (loss) before reclassifications			2,229	1,742
Amounts reclassed from accumulated other comprehensive income (loss)			0	0
Total other comprehensive income (loss), net of tax			2,229	1,742
Accumulated other comprehensive income (loss), ending balance	(4,596)	2,793	(4,596)	2,793
Net Unrealized Losses on Cash Flow Hedges [Member]
Accumulated other comprehensive income (loss), beginning balance			(300)	(43)
Other comprehensive income (loss) before reclassifications			(549)	(90)
Amounts reclassed from accumulated other comprehensive income (loss)			199	0
Total other comprehensive income (loss), net of tax			(350)	(90)
Accumulated other comprehensive income (loss), ending balance	(650)	(133)	(650)	(133)
Pension Benefit Adjustment [Member]
Accumulated other comprehensive income (loss), beginning balance			(12,632)	(10,707)
Other comprehensive income (loss) before reclassifications			0	0
Amounts reclassed from accumulated other comprehensive income (loss)			209	331
Total other comprehensive income (loss), net of tax			209	331
Accumulated other comprehensive income (loss), ending balance	$ (12,423)	$ (10,376)	$ (12,423)	$ (10,376)

Earning Per Common Share (Calcu

Earning Per Common Share (Calculation of Earnings Per Share) (Details) - USD ($) $ / shares in Units, $ in Thousands	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016
Earnings Per Share [Abstract]
Net income	$ 13,199	$ 11,057	$ 24,981	$ 21,992
Less dividends and undistributed earnings allocated to participating securities	(29)	(22)	(56)	(47)
Net income applicable to common shareholders	$ 13,170	$ 11,035	$ 24,925	$ 21,945
Weighted average common shares outstanding - basic	17,206,000	17,067,000	17,196,000	17,045,000
Basic earnings per common share	$ 0.77	$ 0.65	$ 1.45	$ 1.29
Less dividends and undistributed earnings allocated to participating securities	$ (29)	$ (22)	$ (56)	$ (47)
Net income available to common shareholders	$ 13,170	$ 11,035	$ 24,925	$ 21,945
Dilutive effect of common stock equivalents	110,000	127,000	116,000	140,000
Weighted average common shares outstanding - diluted	17,316,000	17,194,000	17,312,000	17,185,000
Diluted earnings per common share	$ 0.76	$ 0.64	$ 1.44	$ 1.28
Antidilutive common stock equivalents	3,475	69,025	0	70,132

Commitments and Contingencies86

Commitments and Contingencies (Narrative) (Details) - USD ($) $ in Millions	3 Months Ended		6 Months Ended
	Jun. 30, 2017	Jun. 30, 2016	Jun. 30, 2017	Jun. 30, 2016	Dec. 31, 2016
Commitments and Contingencies Disclosure [Line Items]
Operating leases rental expense	$ 1	$ 1	$ 2.1	$ 2
Minimum [Member]
Commitments and Contingencies Disclosure [Line Items]
Lease expiration period			1 month
Lease expiration period, renewal option			3 months
Maximum [Member]
Commitments and Contingencies Disclosure [Line Items]
Lease expiration period			24 years
Lease expiration period, renewal option			5 years
Commitments to extend credit on standby letters of credit [Member] | Commitments to Extend Credit [Member]
Commitments and Contingencies Disclosure [Line Items]
Contract amount	$ 7.2		$ 7.2		$ 6.3

Commitments and Contingencies87

Commitments and Contingencies (Financial Instruments with Off Balance Sheet Risk) (Details) - USD ($) $ in Thousands	Jun. 30, 2017	Dec. 31, 2016
Interest Rate Commitments [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	$ 78,245	$ 49,502
Commitments to sell mortgage loans [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	110,215	78,896
Interest rate swaps with customers [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,386	428,723
Mirror swaps with counterparties [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,386	428,723
Risk participation-in agreement [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	28,375	28,460
Interest rate swaps [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	60,000	60,000
Commitments to extend credit on commerical loans [Member] | Commitments to Extend Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Contract amount	495,928	430,710
Commitments to extend credit on home equity lines [Member] | Commitments to Extend Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Contract amount	248,023	232,375
Commitments to extend credit on other loans [Member] | Commitments to Extend Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Contract amount	50,532	49,708
Commitments to extend credit on standby letters of credit [Member] | Commitments to Extend Credit [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Contract amount	7,200	6,300
Not Designated as Hedging Instrument [Member] | Interest rate swaps with customers [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,400	428,700
Not Designated as Hedging Instrument [Member] | Mirror swaps with counterparties [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	480,400	428,700
Not Designated as Hedging Instrument [Member] | Risk participation-in agreement [Member]
Fair Value, Off-balance Sheet Risks, Disclosure Information [Line Items]
Notional amount	$ 28,400	$ 28,500

Commitments and Contingencies88

Commitments and Contingencies (Schedule of Future Minimum Operating Lease Payments) (Details) $ in Thousands	Jun. 30, 2017USD ($)
Operating Leases, Future Minimum Payments Due, Fiscal Year Maturity [Abstract]
Operating Leases, Future Minimum Payments Due Through End of Current Year	$ 1,779
Operating Leases, Future Minimum Payments, Due in Two Years	3,299
Operating Leases, Future Minimum Payments, Due in Three Years	3,023
Operating Leases, Future Minimum Payments, Due in Four Years	2,344
Operating Leases, Future Minimum Payments, Due in Five Years	2,017
Operating Leases, Future Minimum Payments, Due Thereafter	24,936
Operating Leases, Future Minimum Payments Due	$ 37,398