Cortland Bancorp (CLDB) 10-Q 14 May 14 2014 Q1 Quarterly report Financial data

Document_and_Entity_Informatio

Document and Entity Information	3 Months Ended
	Mar. 31, 2014	6-May-14
Document Document And Entity Information [Line Items]	'	'
Entity Registrant Name	'CORTLAND BANCORP INC	'
Entity Central Index Key	'0000774569	'
Document Type	'10-Q	'
Document Period End Date	31-Mar-14	'
Amendment Flag	'false	'
Document Fiscal Year Focus	'2014	'
Document Fiscal Period Focus	'Q1	'
Current Fiscal Year End Date	'--12-31	'
Entity Filer Category	'Smaller Reporting Company	'
Entity Common Stock, Shares Outstanding	'	4,527,849

Consolidated_Balance_Sheets_Un

Consolidated Balance Sheets (Unaudited) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
ASSETS	'	'
Cash and due from banks	$8,238	$8,271
Interest-earning deposits and other earning assets	8,148	4,125
Total cash and cash equivalents	16,386	12,396
Investment securities available-for-sale (Note 3)	162,525	160,886
Trading securities (Note 3)	7,450	7,247
Loans held for sale	570	656
Total loans (Note 4)	312,223	346,833
Less allowance for loan losses (Note 4)	-4,051	-3,764
Net loans	308,172	343,069
Premises and equipment	6,592	6,676
Bank-owned life insurance	15,122	15,049
Other assets	9,109	10,939
Total assets	525,926	556,918
LIABILITIES	'	'
Noninterest-bearing deposits	87,195	89,905
Interest-bearing deposits	330,174	358,764
Total deposits	417,369	448,669
Short-term borrowings	3,927	3,804
Federal Home Loan Bank advances - short term	'	8,100
Federal Home Loan Bank advances - long term	34,500	34,500
Subordinated debt (Note 7)	5,155	5,155
Other liabilities	12,666	7,155
Total liabilities	473,617	507,383
SHAREHOLDERS’ EQUITY	'	'
Common stock - $5.00 stated value - authorized 20,000,000 shares; issued 4,728,267 shares in 2014 and 2013; outstanding shares, 4,527,849 in 2014 and 2013	23,641	23,641
Additional paid-in capital	20,833	20,833
Retained earnings	12,698	11,502
Accumulated other comprehensive loss	-1,310	-2,888
Treasury stock, at cost, 200,418 shares in 2014 and 2013	-3,553	-3,553
Total shareholders’ equity	52,309	49,535
Total liabilities and shareholders’ equity	$525,926	$556,918

Consolidated_Balance_Sheets_Pa

Consolidated Balance Sheets (Parenthetical) (Unaudited) (USD $)	Mar. 31, 2014	Dec. 31, 2013
Common stock, shares authorized	20,000,000	20,000,000
Common stock, stated value	$5	$5
Common stock, shares issued	4,728,267	4,728,267
Common stock, shares outstanding	4,527,849	4,527,849
Treasury stock, shares	200,418	200,418

Consolidated_Statements_of_Inc

Consolidated Statements of Income (Unaudited) (USD $)	3 Months Ended
In Thousands, except Per Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
INTEREST INCOME	'	'
Interest and fees on loans	$4,088	$4,059
Interest and dividends on investment securities:	'	'
Taxable interest	683	648
Nontaxable interest	413	302
Dividends	28	30
Other interest income	5	6
Total interest income	5,217	5,045
INTEREST EXPENSE	'	'
Deposits	431	583
Other short-term borrowings	1	1
Federal Home Loan Bank advances - short term	103	15
Federal Home Loan Bank advances - long term	187	289
Subordinated debt	22	23
Total interest expense	744	911
Net interest income	4,473	4,134
PROVISION FOR LOAN LOSSES	150	200
NET INTEREST INCOME AFTER PROVISION FOR LOAN LOSSES	4,323	3,934
NON-INTEREST INCOME	'	'
Fees for customer services	459	468
Investment securities gains - net	193	'
Mortgage banking gains	81	688
Earnings on bank-owned life insurance	73	85
Trading security income	126	'
Wealth management income	81	25
Other non-interest income	38	5
Total non-interest income	1,051	1,271
NON-INTEREST EXPENSES	'	'
Salaries and employee benefits	2,194	2,478
Net occupancy and equipment expense	481	450
State and local taxes	85	139
FDIC insurance expense	75	88
Professional fees	172	215
Other operating expenses	616	770
Total non-interest expenses	3,623	4,140
INCOME BEFORE FEDERAL INCOME TAX EXPENSE	1,751	1,065
Federal income tax expense	419	235
NET INCOME	$1,332	$830
EARNINGS PER SHARE	$0.29	$0.18
CASH DIVIDENDS DECLARED PER SHARE	$0.03	$0.03

Consolidated_Statements_of_Com

Consolidated Statements of Comprehensive Income (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Statement Consolidated Statements Of Comprehensive Income Unaudited [Line Items]	'	'
Net income	$1,332	$830
Securities available for sale:	'	'
Unrealized holding gains on available-for-sale securities	2,564	605
Tax effect	-872	-205
Reclassification adjustment for net gains realized in net income	-193	'
Tax effect	66	'
Total securities available for sale	1,565	400
Change in post-retirement obligations	13	'
Total other comprehensive income	1,578	400
Total comprehensive income	$2,910	$1,230

Consolidated_Statements_of_Cha

Consolidated Statements of Changes in Shareholders' Equity (Unaudited) (USD $)	Total	Common Stock	Additional Paid-in Capital	Retained Earnings	Accumulated Other Comprehensive Loss	Treasury Stock
In Thousands
Beginning balance at Dec. 31, 2012	$49,452	$23,641	$20,850	$10,262	($1,707)	($3,594)
Net income	830	'	'	830	'	'
Other comprehensive income, net of tax	400	'	'	'	400	'
Cash dividend declared ($0.03 per share)	-136	'	'	-136	'	'
Treasury shares reissued (2,333 shares)	24	'	-17	'	'	41
Ending balance at Mar. 31, 2013	50,570	23,641	20,833	10,956	-1,307	-3,553
Beginning balance at Dec. 31, 2013	49,535	23,641	20,833	11,502	-2,888	-3,553
Net income	1,332	'	'	1,332	'	'
Other comprehensive income, net of tax	1,578	'	'	'	1,578	'
Cash dividend declared ($0.03 per share)	-136	'	'	-136	'	'
Ending balance at Mar. 31, 2014	$52,309	$23,641	$20,833	$12,698	($1,310)	($3,553)

Consolidated_Statements_of_Cha1

Consolidated Statements of Changes in Shareholders' Equity (Parenthetical) (Unaudited) (USD $)	3 Months Ended
	Mar. 31, 2013
CASH DIVIDENDS DECLARED PER SHARE	$0.03
Treasury shares reissued shares	2,333

Consolidated_Statements_of_Cas

Consolidated Statements of Cash Flows (Unaudited) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Net cash flow (deficit) from operating activities	'	'
Net cash flow from operating activities	$2,667	$10,915
Cash flow from investing activities	'	'
Purchases of available-for-sale securities	-9,263	-5,252
Proceeds from sale of securities	10,237	'
Proceeds from call, maturity and principal payments on securities	5,054	13,740
Net decrease in loans made to customers	34,747	19,505
Proceeds from disposition of other real estate	52	1
Purchases of premises and equipment	-91	-209
Net cash flow from investing activities	40,736	27,785
Cash deficit from financing activities	'	'
Net decrease in deposit accounts	-31,300	-35,891
Net change in short-term borrowings	-7,977	-1,036
Dividends paid	-136	-136
Treasury shares reissued	'	24
Net cash deficit from financing activities	-39,413	-37,039
Net change in cash and cash equivalents	3,990	1,661
Cash and cash equivalents	'	'
Beginning of period	12,396	27,577
End of period	16,386	29,238
Cash paid during the period for:	'	'
Interest	758	936
Transfer of loans to other real estate owned	'	180
Non-cash cash flow information:	'	'
Security purchases to settle	$5,500	'

Basis_of_Presentation

Basis of Presentation	3 Months Ended
	Mar. 31, 2014
Basis of Presentation	'
	1.) Basis of Presentation:
	The accompanying unaudited consolidated financial statements have been prepared in accordance with accounting principles generally accepted in the United States (U.S. GAAP) for interim financial information and with the instructions to Form 10-Q and Article 10 of Regulation S-X. Accordingly, they do not include all of the information and footnotes required by U.S. GAAP for complete financial statements. In the opinion of management, all adjustments (consisting of normal recurring items) considered necessary for a fair presentation have been included. Operating results for the three months ended March 31, 2014 are not necessarily indicative of the results that may be expected for the year ending December 31, 2014. These interim unaudited consolidated financial statements should be read in conjunction with our annual audited financial statements as of December 31, 2013, included in our Form 10-K for the year ended December 31, 2013, filed with the United States Securities and Exchange Commission. The accompanying consolidated balance sheet at December 31, 2013, has been derived from the audited consolidated balance sheet but does not include all of the information and footnotes required by U.S. GAAP for complete financial statements.

Reclassifications

Reclassifications	3 Months Ended
	Mar. 31, 2014
Reclassifications	'
	2.) Reclassifications:
	Certain items contained in the 2013 financial statements have been reclassified to conform to the presentation for 2014. Such reclassifications had no effect on the net results of operations or equity.

Investment_Securities

Investment Securities	3 Months Ended
	Mar. 31, 2014
Investment Securities	'
	3.) Investment Securities:
	Investments in debt and equity securities are classified as held-to-maturity, available-for-sale or trading. Securities classified as held-to-maturity are those that management has the positive intent and ability to hold to maturity. Securities classified as available-for-sale are those that could be sold for liquidity, investment management, or similar reasons, even though management has no present intentions to do so. Securities classified as trading are those that management has bought principally for the purpose of selling in the near term. The Company currently has no securities classified as held-to-maturity.
	Available-for-sale securities are carried at fair value with unrealized gains and losses recorded as a separate component of shareholders’ equity, net of tax. Realized gains or losses on dispositions are based on net proceeds and the adjusted carrying amount of securities sold, using the specific identification method. Interest income includes amortization of purchase premium or discount and is amortized on the level-yield method without anticipating payments, except for U.S. Government mortgage-backed and related securities where twelve months of historical prepayments are taken into consideration. Trading securities are carried at fair value with valuation adjustments included in other non-interest income.
	Securities are evaluated periodically to determine whether a decline in value is other-than-temporary. Management utilizes criteria such as the magnitude and duration of the decline, along with the reasons underlying the decline, to determine whether the loss in value is other-than-temporary. The term “other-than-temporary” is not intended to indicate that the decline in value is permanent, but indicates that the prospect for a near-term recovery of value is not necessarily favorable and that there is a lack of evidence to support a realizable value equal to or greater than the carrying value of the investment. Unrealized losses on available-for-sale investments have not been recognized into income. However, once a decline in value is determined to be other-than-temporary, the credit related other-than-temporary impairment (OTTI) is recognized in earnings while the non-credit related OTTI on securities not expected to be sold is recognized in other comprehensive income (loss).
	The following table is a summary of investment securities available-for-sale:
		(Amounts in thousands)
	31-Mar-14	Amortized Cost			Gross		Gross		Fair Value
					Unrealized		Unrealized
					Gains		Losses
	U.S. Treasury securities	$	105		$	4	$	—	$	109
	U.S. Government agencies and corporations		8,599			5		159		8,445
	Obligations of states and political subdivisions		48,041			861		717		48,185
	U.S. Government-sponsored mortgage-backed securities		86,800			611		1,545		85,866
	U.S. Government-sponsored collateralized mortgage obligations		16,168			65		105		16,128
	Trust preferred securities		1,725			—		982		743
	Total debt securities		161,438			1,546		3,508		159,476
	Federal Home Loan Bank (FHLB) stock		2,823			—		—		2,823
	Federal Reserve Bank (FRB) stock		226			—		—		226
	Total regulatory stock		3,049			—		—		3,049
	Total investment securities available-for-sale	$	164,487		$	1,546	$	3,508	$	162,525
	31-Dec-13	Amortized Cost			Gross		Gross		Fair Value
					Unrealized		Unrealized
					Gains		Losses
	U.S. Treasury securities	$	107		$	5	$	—	$	112
	U.S. Government agencies and corporations		9,259			—		312		8,947
	Obligations of states and political subdivisions		44,575			467		1,507		43,535
	U.S. Government-sponsored mortgage-backed securities		79,255			644		1,877		78,022
	U.S. Government-sponsored collateralized mortgage obligations		17,120			105		140		17,085
	Trust preferred securities		11,854			—		1,718		10,136
	Total debt securities		162,170			1,221		5,554		157,837
	Federal Home Loan Bank (FHLB) stock		2,823			—		—		2,823
	Federal Reserve Bank (FRB) stock		226			—		—		226
	Total regulatory stock		3,049			—		—		3,049
	Total investment securities available-for-sale	$	165,219		$	1,221	$	5,554	$	160,886
	The regulatory stock is carried at cost and the Company is required to hold such investments as a condition of membership in order to transact business with the FHLB of Cincinnati and the FRB.
	The Bank is required to maintain a minimum investment in stock of the FHLB and FRB. The stock is bought from and sold based upon its par value. The stock does not have a readily determinable fair value and as such is classified as restricted stock, carried at cost and evaluated by management. The stock’s value is determined by the ultimate recoverability of the par value rather than by recognizing temporary declines. The determination of whether the par value will ultimately be recovered is influenced by criteria such as the following: (a) the significance of the decline in net assets of the FHLB and FRB as compared to the capital stock amount and the length of time this situation has persisted, (b) commitments by the FHLB and FRB to make payments required by law or regulation and the level of such payments in relation to the operating performance, (c) the impact of legislative and regulatory changes on the customer base of the FHLB and FRB and (d) the liquidity position of the FHLB and FRB.
	At March 31, 2014, trading securities of $7.5 million are an investment in obligations of states and political subdivisions and include cash equivalent investments for trading liquidity. There were $7.2 million held at December 31, 2013. Unrealized gains and losses on trading securities at March 31, 2014 were $19,500 and $28,300, respectively, with none at December 31, 2013. Total net unrealized losses of $8,800 for the quarter ended March 31, 2014 and trading security income are included in the Consolidated Statement of Income.
	The amortized cost and fair value of debt securities at March 31, 2014, by contractual maturity, are shown below. Actual maturities will differ from contractual maturities because issuers may have the right to call or prepay obligations with or without call or prepayment penalties.
		(Amounts in thousands)
		Amortized Cost			Fair Value
	Due in one year or less	$	236		$	242
	Due after one year through five years		2,404			2,439
	Due after five years through ten years		15,778			15,760
	Due after ten years		40,052			39,041
	Total		58,470			57,482
	U.S. Government-sponsored mortgage-backed and related securities		102,968			101,994
	Total debt securities	$	161,438		$	159,476
	The table below sets forth the proceeds and gains or losses realized on available for sale securities sold or called for the periods presented:
		(Amounts in thousands)
		THREE MONTHS ENDED
		March 31,
		2014			2013
	Proceeds on securities sold	$	10,237		$	—
	Gross realized gains		637			—
	Gross realized losses		444			—
	Investment securities with a carrying value of approximately $113.3 million at March 31, 2014 and $108.5 million at December 31, 2013 were pledged to secure deposits and for other purposes. The remaining securities provide an adequate level of liquidity.
	The following is a summary of the fair value of available for sale securities with unrealized losses and an aging of those unrealized losses at March 31, 2014:
		(Amounts in thousands)
		Less than 12 Months					12 Months or More				Total
		Fair Value			Unrealized Losses		Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
	U.S. Government agencies and corporations	$	4,026		$	17	$	1,844	$	142	$	5,870	$	159
	Obligations of states and political subdivisions		10,986			508		2,035		209		13,021		717
	U.S. Government-sponsored mortgage-backed and related securities		34,682			785		30,911		760		65,593		1,545
U.S. Government-sponsored collateralized mortgage obligations		7,114			103		310		2		7,424		105
Trust preferred securities		—			—		743		982		743		982
Total	$	56,808		$	1,413	$	35,843	$	2,095	$	92,651	$	3,508
The above table comprises 63 investment securities where the fair value is less than the related amortized cost.
The following is a summary of the fair value of securities with unrealized losses and an aging of those unrealized losses at December 31, 2013:
	(Amounts in thousands)
	Less than 12 Months					12 Months or More				Total
	Fair Value			Unrealized Losses		Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
U.S. Government agencies and corporations	$	7,144		$	129	$	1,803	$	183	$	8,947	$	312
Obligations of states and political subdivisions		19,785			1,142		1,883		365		21,668		1,507
U.S. Government-sponsored mortgage-backed and related securities		34,424			1,044		29,922		833		64,346		1,877
U.S. Government-sponsored collateralized mortgage obligations		6,575			126		2,095		14		8,670		140
Trust preferred securities		—			—		1,633		1,718		1,633		1,718
Total	$	67,928		$	2,441	$	37,336	$	3,113	$	105,264	$	5,554
The above table comprises 83 investment securities where the fair value is less than the related amortized cost.
The trust preferred securities with an unrealized loss represent pools of trust preferred debt primarily issued by bank holding companies. The unrealized losses on the Company’s investment in U.S. Government-sponsored-mortgage-backed securities, U.S. Government-sponsored collateralized mortgage obligations, obligations of states and political subdivisions and U.S. Government agencies and corporations were caused by changes in market rates and related spreads. It is expected that the securities would not be settled at less than the amortized cost of the Company’s investment because the decline in fair value is attributable to changes in interest rates and relative spreads and not credit quality. Also, except for the securities described below, the Company does not intend to sell those investments and it is not more-likely-than-not that the Company will be required to sell the investments before recovery of its amortized cost basis less any current period credit loss. The Company does not consider these investments to be other-than-temporarily impaired at March 31, 2014.
Securities Deemed to be Other-Than-Temporarily Impaired
The Company reviews investment debt securities on an ongoing basis for the presence of other-than-temporary impairment (OTTI) with formal reviews performed quarterly.
For debt securities in an unrealized loss position, management assesses whether (a) it has the intent to sell the debt security or (b) it is more-likely-than-not that it will be required to sell the debt security before its anticipated recovery. If either of these conditions is met, an OTTI on the security must be recognized.
In instances in which a determination is made that a credit loss (defined as the difference between the present value of the cash flows expected to be collected and the amortized cost basis) exists but the entity does not intend to sell the debt security and it is not more-likely-than-not that the entity will be required to sell the debt security before the anticipated recovery of its remaining amortized cost basis (i.e., the amortized cost basis less any current-period credit loss), the Company presents the amount of the OTTI recognized in the Consolidated Statement of Income.
In these instances, the impairment is separated into (a) the amount of the total impairment related to the credit loss, and (b) the amount of the total impairment related to all other factors. The amount of the total OTTI related to the credit loss is recognized in earnings. The amount of the total impairment related to all other factors is recognized in other comprehensive income. The total other-than-temporary impairment is presented in the Consolidated Statement of Income with an offset for the amount of the total other-than-temporary impairment that is recognized in other comprehensive income.
As more fully disclosed in Note 9, the Company assessed the impairment of certain securities currently in an illiquid market. The Company records impairment credit losses in earnings (before tax) and non-credit impairment losses in other comprehensive income (loss) (before tax). Through the impairment assessment process, there was no impairment loss recognized in the three months ended March 31, 2014 or March 31, 2013.
The following provides a cumulative rollforward of credit losses recognized in earnings for trust preferred securities held for the three months ended:
	(Amounts in thousands)
	THREE MONTHS ENDED
	March 31,
	2014			2013
Beginning balance	$	2,305		$	351
Reduction for debt securities for which other-than-temporary impairment has been previously recognized and there is no related other comprehensive income		—			—
Credit losses on debt securities for which other-than-temporary impairment has not been previously recognized		—			—
Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized		—			—
Sale of debt securities		(2,165	)		—
Credit losses on debt securities for which other-than-temporary
Sale of debt securities		—			—
Ending balance	$	140		$	351
In January 2014, the Company determined that its portfolio of insurance trust preferred collateralized debt obligations, commonly known as iTruPS securities, are considered disallowed investments under the final rule implementing Section 619 of the Dodd-Frank Wall Street Reform and Consumer Protection Act, commonly referred to as the Volcker Rule, which was originally released jointly by five regulatory agencies on December 10, 2013, and further clarified with the release of the Interim Final Rule on January 14, 2014. The final rule requires banking entities to divest disallowed securities by July 21, 2015, unless, upon application, the Federal Reserve grants extensions to July 21, 2017.
With the release of the Interim Final Rule on January 14, 2014, the joint agencies granted relief by permitting financial institutions to retain their interests in certain collateralized debt obligations, but limited that provision to those collateralized by issuances prior to May 2010 from bank or thrift holding companies with less than $15 billion in consolidated assets. The Interim Final Rule did not contain a provision for issuances by insurance companies, which comprise the various iTruPS securities owned by the Company.
The disallowed iTruPS consisted of nine positions with an amortized cost of $10.5 million at December 31, 2013.  Because the Company could no longer hold the securities until their anticipated recovery, an OTTI had to be recognized for the entire amount of unrealized loss as of December 31, 2013.  The fair value of the iTruPS as determined by the discounted cash flow model used by the Company aggregated to $8.5 million.  The resulting OTTI charge of approximately $2.0 million was included in the Consolidated Statements of Income in 2013.
In February 2014, the Company completed the sale of all nine of the disallowed investments along with one other permissible holding. Proceeds of $10.2 million were received on an amortized cost of $10.0 million resulting in a pre-tax gain of approximately $193,000.
At March 31, 2014 and December 31, 2013, there were $303,000 and $1.2 million, respectively, of investment securities considered to be in non-accrual status. This balance is comprised of one of its two investments in trust preferred securities at March 31, 2014. As a result of the delay in the collection of interest payments, management placed this security in non-accrual status. Current estimates indicate that the interest payment delays may exceed ten years. The remaining trust preferred security is in accrual status.

Loans_and_Allowance_for_Loan_L

Loans and Allowance for Loan Losses	3 Months Ended
	Mar. 31, 2014
Loans and Allowance for Loan Losses	'
	4.) Loans and Allowance for Loan Losses:
	The Company, through the Bank, grants residential, consumer and commercial loans to customers located primarily in Northeastern Ohio and Western Pennsylvania.
	The following represents the composition of the loan portfolio for the period ending:
		(Amounts in thousands)
		31-Mar-14						31-Dec-13
		Balance			%			Balance			%
	Commercial	$	45,150			14.5		$	73,643			21.2
	Commercial real estate		201,010			64.4			206,744			59.6
	Residential real estate		42,147			13.5			42,288			12.2
	Consumer - home equity		19,515			6.2			19,510			5.6
	Consumer - other		4,401			1.4			4,648			1.4
	Total loans	$	312,223					$	346,833
	Management has an established methodology to determine the adequacy of the allowance for loan losses that assesses the risks and losses inherent in the loan portfolio. For purposes of determining the allowance for loan losses, the Company has segmented loans in the portfolio by product type. Loans are segmented into the following pools: commercial loans, commercial real estate loans, residential real estate loans and consumer loans. The Company also sub-segments the consumer loan portfolio into the following two classes: home equity loans and other consumer loans. Historical loss percentages for each risk category are calculated and used as the basis for calculating allowance allocations. These historical loss percentages are calculated over multiple periods for all portfolio segments. Management evaluates these results and utilizes the most reflective period in the calculation. Certain qualitative factors are then added to the historical allocation percentage to get the adjusted factor.
	These factors include, but are not limited to, the following:
	Factor Considered:	Risk Trend:
	Levels of and trends in charge-offs, classifications and non-accruals	Stable
	Trends in volume and terms	Increasing
	Changes in lending policies and procedures	Stable
	Experience, depth and ability of management	Stable
	Economic trends	Decreasing
	Concentrations of credit	Increasing
	The following factors are analyzed and applied to loans internally graded with higher credit risk in addition to the above factors for non-classified loans:
	Factor Considered:	Risk Trend:
	Levels and trends in classification	Stable
	Declining trends in financial performance – Commercial real estate and Commercial	Stable
	Structure and lack of performance measures – Commercial real estate and Commercial	Stable
	Migration between risk categories	Increasing
	The provision charged to operations can be allocated to a loan segment either as a positive or negative value as a result of any material changes to: net charge-offs or recovery, risk factors or loan balances. The increase in provision to the commercial real estate loan category was due mainly to an increase in the historical loss factor.
	The following is an analysis of changes in the allowance for loan losses for the periods ended:
		(Amounts in thousands)
	31-Mar-14	Commercial			Commercial			Residential			Consumer - home equity			Consumer - other			Total
					real estate			real estate
	Balance at beginning of period	$	593		$	2,638		$	356		$	88		$	89		$	3,764
	Loan charge-offs		(112	)		—			—			—			(35	)		(147	)
	Recoveries		262			—			1			5			16			284
	Net loan recoveries (charge-offs)		150			—			1			5			(19	)		137
	Provision charged to operations		(59	)		259			(64	)		(3	)		17			150
	Balance at end of period	$	684		$	2,897		$	293		$	90		$	87		$	4,051
	31-Mar-13	Commercial			Commercial			Residential			Consumer - home equity			Consumer - other			Total
					real estate			real estate
	Balance at beginning of period	$	639		$	2,616		$	343		$	123		$	104		$	3,825
	Loan charge-offs		(1	)		(72	)		(74	)		—			(29	)		(176	)
	Recoveries		4			—			1			5			32			42
	Net loan recoveries (charge-offs)		3			(72	)		(73	)		5			3			(134	)
	Provision charged to operations		(23	)		194			64			(21	)		(14	)		200
	Balance at end of period	$	619		$	2,738		$	334		$	107		$	93		$	3,891
	The total allowance reflects management’s estimate of loan losses inherent in the loan portfolio at the consolidated balance sheet date.
	The following tables present a full breakdown by portfolio segment, the changes in the allowance for loan losses and the recorded investment in loans for the periods ended March 31, 2014 and December 31, 2013:
		(Amounts in thousands)
	31-Mar-14	Commercial			Commercial real estate			Residential real estate			Consumer - home equity			Consumer - other			Total
	Allowance for loan losses:
	Ending allowance balance attributable to loans:
	Individually evaluated for impairment	$	47		$	251		$	—		$	—		$	—		$	298
	Collectively evaluated for impairment		637			2,646			293			90			87			3,753
	Total ending allowance balance	$	684		$	2,897		$	293		$	90		$	87		$	4,051
	Loan Portfolio:
	Individually evaluated for impairment	$	313		$	5,299		$	—		$	—		$	—		$	5,612
	Collectively evaluated for impairment		44,837			195,711			42,147			19,515			4,401			306,611
	Total ending loans balance	$	45,150		$	201,010		$	42,147		$	19,515		$	4,401		$	312,223
	31-Dec-13	Commercial			Commercial real estate			Residential real estate			Consumer - home equity			Consumer - other			Total
	Allowance for loan losses:
	Ending allowance balance attributable to loans:
	Individually evaluated for impairment	$	50		$	251		$	—		$	—		$	—		$	301
Collectively evaluated for impairment		543			2,387			356			88			89			3,463
Total ending allowance balance	$	593		$	2,638		$	356		$	88		$	89		$	3,764
Loan Portfolio:
Individually evaluated for impairment	$	418		$	5,134		$	—		$	—		$	—		$	5,552
Collectively evaluated for impairment		73,225			201,610			42,288			19,510			4,648			341,281
Total ending loans balance	$	73,643		$	206,744		$	42,288		$	19,510		$	4,648		$	346,833
The decrease in commercial loan balances from year-end was due in part to 60-day term commercial loans for a total of $27.6 million that closed in December 2013 and were fully secured by segregated deposit accounts with the Bank. The loans matured in the first quarter of 2014.
The following tables represent credit exposures by internally assigned grades for March 31, 2014 and December 31, 2013. The grading analysis estimates the capability of the borrower to repay the contractual obligations of the loan agreements as scheduled or at all. The Company’s internal credit risk grading system is based on experiences with similarly graded loans.
The Company’s internally assigned grades are as follows:
—	Pass – loans which are protected by the current net worth and paying capacity of the obligor or by the value of the underlying collateral. Within this category, there are grades of exceptional, quality, acceptable and pass monitor.
—	Special Mention – loans where a potential weakness or risk exists, which could cause a more serious problem if not corrected.
—	Substandard – loans that have a well-defined weakness based on objective evidence and are characterized by the distinct possibility that the Bank will sustain some loss if the deficiencies are not corrected.
—	Doubtful – loans classified as doubtful have all the weaknesses inherent in a substandard asset but with the severity which makes collection in full highly questionable and improbable, based on existing circumstances.
—	Loss – loans classified as a loss are considered uncollectible, or of such value that continuance as an asset is not warranted. This rating does not mean that the assets have no recovery or salvage value but rather that the assets should be charged off now, even though partial or full recovery may be possible in the future.
The following table is a summary of credit quality indicators by internally assigned grade as of March 31, 2014 and December 31, 2013:
	(Amounts in thousands)
	Commercial			Commercial real estate
31-Mar-14
Pass	$	44,248		$	186,661
Special Mention		556			7,971
Substandard		346			6,378
Doubtful		—			—
Ending Balance	$	45,150		$	201,010
	Commercial			Commercial real estate
31-Dec-13
Pass	$	72,562		$	192,604
Special Mention		626			9,158
Substandard		455			4,982
Doubtful		—			—
Ending Balance	$	73,643		$	206,744
The Company evaluates the classification of consumer, home equity and residential loans primarily on a pooled basis. If the Company becomes aware that adverse or distressed conditions exist that may affect a particular loan, the loan is downgraded following the above definitions of special mention and substandard.
The following table is a summary of consumer credit exposure as of March 31, 2014 and December 31, 2013:
	(Amounts in thousands)
	Residential real estate			Consumer – home equity			Consumer- other
31-Mar-14
Performing	$	41,794		$	19,397		$	4,387
Nonperforming		353			118			14
Total	$	42,147		$	19,515		$	4,401
	Residential real estate			Consumer – home equity			Consumer- other
31-Dec-13
Performing	$	41,807		$	19,438		$	4,632
Nonperforming		481			72			16
Total	$	42,288		$	19,510		$	4,648
Loans are considered to be nonperforming when they become 90 days past due or on nonaccrual status, though the Company may be receiving partial payments of interest and partial repayments of principal on such loans. When a loan is placed in non-accrual status, previously accrued but unpaid interest is deducted from interest income. Loans in foreclosure are considered nonperforming.
Troubled Debt Restructuring
Nonperforming loans also include certain loans that have been modified in trouble debt restructurings (TDRs) where economic concessions have been granted to borrowers who have experienced or are expected to experience financial difficulties. These concessions typically result from the Company’s loss mitigation activities and could include reductions in the interest rate, payment extensions, forgiveness of principal, forbearance or other actions. Certain TDRs are classified as nonperforming at the time of restructure and may only be returned to performing status after considering the borrower’s sustained repayment performance for a reasonable period, generally six months.
There were no loans modified as TDRs for the three months ended March 31, 2014 and 2013. There were no TDRs that subsequently defaulted in the twelve month periods ended March 31, 2014 and 2013.
The following table is an aging analysis of the recorded investment of past due loans as of March 31, 2014 and December 31, 2013:
	(Amounts in thousands)
	30-59 Days Past Due			60-89 Days Past Due			90 Days Or Greater			Total Past Due			Current			Total Loans			Recorded Investment > 90 Days and Accruing
31-Mar-14
Commercial	$	—		$	15		$	28		$	43		$	45,107		$	45,150		$	—
Commercial real estate		1,274			—			1,136			2,410			198,600			201,010			—
Residential real estate		376			—			253			629			41,518			42,147			—
Consumer:
Consumer - home equity		89			—			118			207			19,308			19,515			—
Consumer - other		1			—			13			14			4,387			4,401			—
Total	$	1,740		$	15		$	1,548		$	3,303		$	308,920		$	312,223		$	—
	30-59 Days Past Due			60-89 Days Past Due			90 Days Or Greater			Total Past Due			Current			Total Loans			Recorded Investment > 90 Days and Accruing
31-Dec-13
Commercial	$	—		$	—		$	30		$	30		$	73,613		$	73,643		$	—
Commercial real estate		—			—			1,136			1,136			205,608			206,744			—
Residential real estate		—			201			380			581			41,707			42,288			—
Consumer:
Consumer - home equity		—			7			65			72			19,438			19,510			—
Consumer - other		29			—			16			45			4,603			4,648			—
Total	$	29		$	208		$	1,627		$	1,864		$	344,969		$	346,833		$	—
An impaired loan is a loan on which, based on current information and events, it is probable that a creditor will be unable to collect all amounts due (including both interest and principal) according to the contractual terms of the loan agreement. However, an insignificant delay or insignificant shortfall in amount of payments on a loan does not indicate that the loan is impaired.
When a loan is determined to be impaired, impairment should be measured based on the present value of expected future cash flows discounted at the loan’s effective interest rate. However, as a practical expedient, the Company will measure impairment based on a loan’s observable market price, or the fair value of the collateral if the loan is collateral dependent.
The following are the criteria for selecting individual loans / relationships for impairment analysis. Non-homogenous loans which meet the criteria below are evaluated quarterly.
—	All borrowers whose loans are classified doubtful by examiners and internal loan review
—	All loans on non-accrual status
—	Any loan in foreclosure
—	Any loan with a specific reserve
—	Any loan determined to be collateral dependent for repayment
—	Loans classified as troubled debt restructuring
Any loan evaluated for impairment is excluded from the general pool of loans in the ALLL calculation regardless if a specific reserve was determined. If management determines that the value of the impaired loan is less than the recorded investment in the loan (net of previous charge-offs, deferred loan fees or costs and unamortized premium or discount), impairment is recognized through an allowance estimate or a charge-off to the allowance.
The following table presents the recorded investment and unpaid principal balances for impaired loans, excluding homogenous loans for which impaired analyses are not necessarily performed, with the associated allowance amount, if applicable, at March 31, 2014 and December 31, 2013. Also presented are the average recorded investments in the impaired balances and interest income recognized after impairment for the three months ended March 31, 2014 and 2013.
	(Amounts in thousands)
	Recorded Investment			Unpaid Principal Balance			Related Allowance
31-Mar-14
With no related allowance recorded:
Commercial	$	219		$	219		$	—
Commercial real estate		3,723			4,433			—
With an allowance recorded:
Commercial		94			94			47
Commercial real estate		1,576			1,576			251
Total:
Commercial	$	313		$	313		$	47
Commercial real estate	$	5,299		$	6,009		$	251
	Recorded Investment			Unpaid Principal Balance			Related Allowance
31-Dec-13
With no related allowance recorded:
Commercial	$	320		$	320		$	—
Commercial real estate		3,554			3,554			—
With an allowance recorded:
Commercial		98			98			50
Commercial real estate		1,580			1,580			251
Total:
Commercial	$	418		$	418		$	50
Commercial real estate	$	5,134		$	5,134		$	251
	(Amounts in thousands)
	THREE MONTHS ENDED
	Average Recorded Investment			Interest Income Recognized
31-Mar-14
With no related allowance recorded:
Commercial	$	222		$	6
Commercial real estate		3,668			45
With an allowance recorded:
Commercial		95			—
Commercial real estate		1,577			8
Total:
Commercial	$	317		$	6
Commercial real estate	$	5,245		$	53
	THREE MONTHS ENDED
	Average Recorded Investment			Interest Income Recognized
31-Mar-13
With no related allowance recorded:
Commercial	$	4		$	—
Commercial real estate		855			4
With an allowance recorded:
Commercial		46			—
Commercial real estate		3,980			27
Total:
Commercial	$	50		$	—
Commercial real estate	$	4,835		$	31
The following table is a summary of classes of loans on non-accrual status as of March 31, 2014 and December 31, 2013:
	(Amounts in thousands)
	March 31,			December 31,
	2014			2013
Commercial	$	94		$	98
Commercial real estate		1,277			1,279
Residential real estate		353			481
Consumer:
Consumer - home equity		118			72
Consumer - other		14			16
Total	$	1,856		$	1,946

Legal_Proceedings

Legal Proceedings	3 Months Ended
	Mar. 31, 2014
Legal Proceedings	'
	5.) Legal Proceedings:
	The Company is involved in legal actions arising in the ordinary course of business. In the opinion of management, the outcomes from these matters, either individually or in the aggregate, are not expected to have any material effect on the Company.

Earnings_Per_Share_and_Capital

Earnings Per Share and Capital Transactions	3 Months Ended
	Mar. 31, 2014
Earnings Per Share and Capital Transactions	'
	6.) Earnings Per Share and Capital Transactions:
	The Company currently maintains a simple capital structure; therefore, there are no dilutive effects to earnings per share. The following table sets forth the computation of earnings per common share. Earnings per share is computed by dividing net income by the weighted average number of shares outstanding during the applicable period.
		THREE MONTHS ENDED
		March 31,
		2014		2013
	Net income (amounts in thousands)	$	1,332	$	830
	Weighted average common shares outstanding		4,527,182		4,525,830
	Earnings per share	$	0.29	$	0.18

Subordinated_Debt

Subordinated Debt	3 Months Ended
	Mar. 31, 2014
Subordinated Debt	'
	7.) Subordinated Debt:
	In July 2007, a trust formed by the Company issued $5.0 million of floating rate trust preferred securities as part of a pooled offering of such securities due December 2037. The Company owns all $155,000 of the common securities issued by the trust. The securities bear interest at the 3-month LIBOR rate plus 1.45%. The rates at March 31, 2014 and December 31, 2013 were 1.68% and 1.69%, respectively. The Company issued subordinated debentures to the trust in exchange for the proceeds of the trust preferred offering. The debentures represent the sole assets of this trust. The Company may redeem the subordinated debentures, in whole or in part, at par.
	The trust is not consolidated with the Company’s financial statements. Accordingly, the Company does not report the securities issued by the trust as liabilities, but instead reports as liabilities the subordinated debentures issued by the Company and held by the trust. The subordinated debentures qualify as Tier 1 capital for regulatory purposes in determining and evaluating the Company’s capital adequacy.

Commitments

Commitments	3 Months Ended
	Mar. 31, 2014
Commitments	'
	8.) Commitments:
	Commitments to fund certain mortgage loans (interest rate locks) to be sold into the secondary market, forward contracts for the future sale of mortgage-backed securities and forward contracts for the future delivery of these mortgage loans are considered derivatives. In the first three quarters of 2013, it was the Company’s practice to enter into the forward contracts for the future sale of mortgage-backed securities when interest rate lock commitments are entered into in order to economically hedge the effect of changes in interest rates resulting from its commitments to fund the loans. These mortgage banking derivatives were not formally designated in hedge relationships. The Company simultaneously entered into mandatory delivery commitments of mortgage loans, also considered derivatives.
	Effective September 13, 2013, in response to decreased levels of loan originations, the Company ceased entering into mandatory forward contracts for the future delivery of mortgage loans.  The Company instead chooses to enter into individual best effort loan sale contracts for the future delivery of residential mortgage loans.  These contracts are entered into at the same time that the interest rate lock is entered into with the customer, thereby eliminating the necessity of forward contracts for the future sale of mortgage-backed securities. These contracts are also considered to be derivative instruments and limit the Company’s exposure to potential movements in market interest rates.  Should levels of loan originations increase to previous levels, the Company may return to entering into forward contracts for the future delivery of mortgage loans.
	The Company reports the fair value of the derivative assets and liabilities in other assets and other liabilities; associated income and expense is reported in mortgage banking gains.
	Although residential mortgage loans originated and sold are without recourse as to performance, third parties to which the loans are sold can require repurchase of loans in the event noncompliance with the representations and warranties included in the sales agreements exists. These repurchases are typically those for which the borrower is in a nonperforming status, diminishing the prospects for future collection on the loan. The Company historically has not been required to repurchase any loans; however, provision is made for the contingent probability of this occurrence.
	The Bank 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. These financial instruments include commitments to extend credit, standby letters of credit and financial guarantees. Such instruments involve, to varying degrees, elements of credit risk in excess of the amount recognized on the consolidated balance sheets. The contract or notional amounts or those instruments reflect the extent of involvement the Company has in particular classes of financial instruments.
	In the event of nonperformance by the other party, the Company’s exposure to credit loss on these financial instruments is represented by the contract or notional amount of the instrument. The Company uses the same credit policies in making commitments and conditional obligations as it does for instruments recorded on the balance sheet. The amount and nature of collateral obtained, if any, is based on management’s credit evaluation.
	The following table is a summary of such contractual commitments:
		(Amounts in thousands)
		March 31,			December 31,
		2014			2013
	Commitments to extend credit:
	Fixed rate	$	31,217		$	14,439
	Variable rate		49,052			53,275
	Standby letters of credit		550			670
	Commitments to extend credit are agreements to lend to a customer as long as there is no violation of any condition established in the contract. Generally these financial arrangements have fixed expiration dates or other termination clauses and may require payment of a fee. Standby letters of credit are conditional commitments issued by the Company to guarantee the performance of a customer to a third party. Since many of the commitments are expected to expire without being drawn upon, the total commitment amounts do not necessarily represent future cash requirements. The Company evaluates each customer’s creditworthiness on a case-by-case basis. The amount of collateral obtained, if deemed necessary by the Bank upon extension of credit, is based on management’s credit evaluation of the counterparty. Collateral held varies but may include accounts receivable, inventory, property, plant and equipment and income-producing commercial properties. The increase in commitments is in line with the Company’s increased focus on commercial and industrial lending, and specifically lines of credit.
	The Company also offers limited overdraft protection as a non-contractual courtesy which is available to businesses as well as individually/jointly owned accounts in good standing for personal or household use. The Company reserves the right to discontinue this service without prior notice.
	The following table is a summary of overdraft protection for the periods indicated:
		(Amounts in thousands)
		March 31,			December 31,
		2014			2013
	Overdraft protection available on depositors' accounts	$	9,694		$	9,678
	Balance of overdrafts included in loans		80			190
	Average daily balance of overdrafts		107			115
	Average daily balance of overdrafts as a percentage of available		1.1	%		1.19	%

Fair_Value_of_Assets_and_Liabi

Fair Value of Assets and Liabilities	3 Months Ended
	Mar. 31, 2014
Fair Value of Assets and Liabilities	'
	9.) Fair Value of Assets and Liabilities:
	Measurements
	The Company groups assets and liabilities recorded at fair value into three levels based on the markets in which the assets and liabilities are traded and the reliability of the assumptions used to determine fair value. A financial instrument’s level within the fair value hierarchy is based on the lowest level of input that is significant to the fair value measurement (with level 1 considered highest and level 3 considered lowest). A brief description of each level follows:
	Level 1:		Quoted prices are available in active markets for identical assets or liabilities as of the reported date.
	Level 2:	Pricing inputs are other than quoted prices in active markets, which are either directly or indirectly observable as of the reported date. The nature of these assets and liabilities include items for which quoted prices are available but which trade less frequently, and items that are fair valued using other financial instruments, the parameters of which can be directly observed.
	Level 3:	Assets and liabilities that have little to no pricing observability as of the reported date. These items do not have two-way markets and are measured using management’s best estimate of fair value, where inputs into the determination of fair value require significant management judgment or estimation.
	The following table presents the assets reported on the consolidated balance sheets at their fair value as of March 31, 2014 and December 31, 2013 by level within the fair value hierarchy. Financial assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
			(Amounts in thousands)
							Fair Value Measurements at March 31, 2014 Using
	Description		March 31,				Quoted Prices in				Significant Other				Significant
			2014				Active Markets for				Observable Inputs				Unobservable Inputs
							Identical Assets				(Level 2)				(Level 3)
							(Level 1)
	ASSETS
	U.S. Treasury securities		$	109			$	—			$	109			$	—
	U.S. Government agencies and corporations			8,445				—				8,445				—
	Obligations of states and political subdivisions			48,185				—				48,185				—
	U.S. Government-sponsored mortgage-backed securities			85,866				—				85,866				—
	U.S. Government-sponsored collateralized mortgage obligations			16,128				—				16,128				—
	Trust preferred securities			743				—				—				743
	Trading securities			7,450				—				7,450				—
	Loans held for sale			570				570				—				—
							Fair Value Measurements at December 31, 2013 Using
	Description		December 31,				Quoted Prices in				Significant Other				Significant
			2013				Active Markets for				Observable Inputs				Unobservable Inputs
							Identical Assets				(Level 2)				(Level 3)
							(Level 1)
	ASSETS
	U.S. Treasury securities		$	112			$	—			$	112			$	—
	U.S. Government agencies and corporations			8,947				—				8,947				—
	Obligations of states and political subdivisions			43,535				—				43,535				—
	U.S. Government-sponsored mortgage-backed securities			78,022				—				78,022				—
	U.S. Government-sponsored collateralized mortgage obligations			17,085				—				17,085				—
	Trust preferred securities			10,136				—				—				10,136
	Loans held for sale			656				656				—				—
	The following tables present the changes in the Level 3 fair value category for the three months ended March 31, 2014 and 2014. The Company classifies financial instruments in Level 3 of the fair-value hierarchy when there is reliance on at least one significant unobservable input to the valuation model. In addition to these unobservable inputs, the valuation models for Level 3 financial instruments typically also rely on a number of inputs that are readily observable either directly or indirectly.
		(Amounts in thousands)
		March 31,
		2014				2013
		Trust preferred				Trust preferred
		securities				securities
	Beginning balance	$	10,136			$	7,612
	Net realized/unrealized gains/(losses) included in:
	Noninterest income		—				—
	Other comprehensive income		736				1,074
	Discount accretion (premium amortization)		7				—
	Sales		(10,044	)			—
	Purchases, issuance, and settlements		(92	)			—
	Ending balance	$	743			$	8,686
	Losses included in net income for the period relating to assets held at period end	$	—			$	—
	The Company conducts OTTI analyses on a quarterly basis. The initial indication of other-than-temporary impairment for both debt and equity securities is a decline in the fair value below the amount recorded for an investment. A decline in value that is considered to be other-than-temporary is recorded as a loss within non-interest income in the consolidated statements of income. In determining whether an impairment is other than temporary, the Company considers a number of factors, including, but not limited to, the length of time and extent to which the market value has been less than cost, recent events specific to the issuer, including investment downgrades by rating agencies and economic conditions of its industry, and a determination that the Company does not intend to sell those investments and it is not more-likely-than-not that the Company will be required to sell the investments before recovery of its amortized cost basis less any current period credit loss. Among the factors that are considered in determining the Company’s intent and ability is a review of its capital adequacy, interest rate risk position and liquidity.
	The Company also considers the issuer’s financial condition, capital strength and near-term prospects. In addition, for debt securities the Company considers the cause of the price decline (general level of interest rates and industry- and issuer-specific factors), current ability to make future payments in a timely manner and the issuer’s ability to service debt, the assessment of a security’s ability to recover any decline in market value, the ability of the issuer to meet contractual obligations and the Company’s intent and ability to retain the security. All of the foregoing require considerable judgment.
	Trust Preferred Securities
	Trust preferred securities are accounted for under FASB ASC Topic 325 Investments Other. The Company evaluates current available information in estimating the future cash flows of securities and determines whether there have been favorable or adverse changes in estimated cash flows from the cash flows previously projected. The Company considers the structure and term of the pool and the financial condition of the underlying issuers. Specifically, the evaluation incorporates factors such as interest rates and appropriate risk premiums, the timing and amount of interest and principal payments and the allocation of payments to the various note classes. Current estimates of cash flows are based on the most recent trustee reports, announcements of deferrals or defaults, expected future default rates and other relevant market information.
	The Company holds trust preferred securities that are backed by pooled trust preferred debt issued by banks, thrifts and insurance companies. These securities were all rated investment grade at inception. Beginning during the second half of 2008 and into 2014, factors outside the Company’s control impacted the fair value of these securities and will likely continue to do so for the foreseeable future. These factors include, but are not limited to, the following: guidance on fair value accounting, issuer credit deterioration, issuer deferral and default rates, potential failure or government seizure of underlying financial institutions or insurance companies, ratings agency actions, or regulatory actions. As a result of changes in these and various other factors during 2009 and into 2014, Moody’s Investors Service, Fitch Ratings and Standards and Poor’s downgraded multiple trust preferred securities, including securities held by the Company. All of the trust preferred securities held by the Company are now considered to be below investment grade. The deteriorating economic, credit and financial conditions experienced in 2008 and through 2014 have resulted in illiquid and inactive financial markets and severely depressed prices for these securities. As referenced in Note 2, Investment Securities, with the release of the Volcker Rule in December 2013, the Company could no longer support the ability to hold certain trust preferred securities comprised of obligations issued by insurance companies. The inability to hold the investments triggered a $2.0 million OTTI recognition reflecting the estimated fair value of the securities at December 31, 2013. For the remaining bank-issued trust preferred securities, the Company does not intend to sell the securities and it is more-likely-than-not that the Company will not be required to sell the securities before recovery of its amortized cost basis. There is a risk that subsequent evaluations could result in recognition of OTTI charges in the future. The securities had life-to-date impairment losses as presented below.
	The following table details the breakdown of trust preferred securities for the periods indicated:
		(Dollar amounts in thousands)
		31-Mar-14				31-Dec-13
	Total number of trust preferred securities		2				12
	Par value	$	1,865			$	14,366
	Number not considered OTTI		1				1
	Par value	$	865			$	956
	Number considered OTTI		1				11
Par value	$	1,000			$	13,410
Life-to-date impairment recognized in earnings	$	140			$	2,305
Life-to-date impairment recognized in other comprehensive income		982				1,718
Total life-to-date impairment	$	1,122			$	4,023
The following table details the one debt security with other-than-temporary impairment, its credit rating at March 31, 2014 and the related losses recognized in earnings:
		(Amounts in thousands)
		Moody’s/Fitch		Amount of				Additions in				Amount of
		Rating		OTTI				QTD				OTTI
				related to				March 31,				related to
				credit loss at				2014				credit loss at
				January 1,								March 31,
				2014								2014
Trapeza IX B-1		Ca/CC		$	140			$	—			$	140
Total				$	140			$	—			$	140
The following table details the two debt securities with other-than-temporary impairment, their credit ratings at March 31, 2013 and the related losses recognized in earnings:
		(Amounts in thousands)
		Moody’s/Fitch		Amount of				Additions in				Amount of
		Rating		OTTI				QTD				OTTI
				related to				March 31,				related to
				credit loss at				2013				credit loss at
				January 1,								March 31,
				2013								2013
PreTSL XXIII Class C-FP		Ca/C		$	211			$	—			$	211
Trapeza IX B-1		Ca/CC			140				—				140
Total				$	351			$	—			$	351
The following table provides additional information related to the Company’s trust preferred securities as of March 31, 2014 used to evaluate other-than-temporary impairments:
		(Amounts in thousands)
Deal		Class		Amortized Cost				Fair Value				Unrealized				Moody’s/		Number of		Deferrals and			Excess
												Gain/(Loss)				Fitch Rating		Issuers		Defaults as a %			Subordination as a
																		Currently		of Current			% of Current
																		Performing		Collateral			Performing
																							Collateral
PreTSL XXIII		C-2		$	865			$	303			$	(562	)		Ca/C			94		23.5	%		(—	)%
Trapeza IX		B-1			860				440				(420	)		Ca/CC			32		20			—
Total				$	1,725			$	743			$	(982	)
The following table provides additional information related to the Company’s trust preferred securities as of December 31, 2013 used to evaluate other-than-temporary impairments:
		(Amounts in thousands)
Deal		Class		Amortized Cost				Fair Value				Unrealized				Moody’s/		Number of		Deferrals and			Excess
												Gain/(Loss)				Fitch Rating		Issuers		Defaults as a %			Subordination as a
																		Currently		of Current			% of Current
																		Performing		Collateral			Performing
																							Collateral
PreTSL XXIII		C-2		$	956			$	392			$	(564	)		Ca/C			93		24.2	%		(—	)%
PreTSL XXIII		C-FP			1,535				811				(724	)		Ca/C			93		24.2			—
I-PreTSL I		B-1			770				770				—			NR/CCC			14		17.3			7.78
I-PreTSL I		B-2			770				770				—			NR/CCC			14		17.3			7.78
I-PreTSL I		B-3			770				770				—			NR/CCC			14		17.3			7.78
I-PreTSL II		B-3			2,700				2,700				—			NR/B			21		8			18.03
I-PreTSL III		B-2			870				870				—			Ba3/CCC			20		14.1			14.74
I-PreTSL III		C			620				620				—			NR/CCC			20		14.1			4.7
I-PreTSL IV		B-1			860				860				—			Ba2/B			30		—			17.67
I-PreTSL IV		B-2			860				860				—			Ba2/B			30		—			17.67
I-PreTSL IV		C			283				283				—			Caa1/CCC			30		—			11.16
Trapeza IX		B-1			860				430				(430	)		Ca/CC			32		20.9			—
Total				$	11,854			$	10,136			$	(1,718	)
The market for these securities at March 31, 2014 and December 31, 2013 is not active and markets for similar securities are also not active. The inactivity was evidenced first by a significant widening of the bid-ask spread in the brokered markets in which trust preferred securities trade and then by a significant decrease in the volume of trades relative to historical levels. The new issue market is also inactive as no new trust preferred securities have been issued since 2007. There are currently very few market participants who are willing and/or able to transact for these securities. The pooled market value for these securities remains very depressed relative to historical levels. Although there has been marked improvement in the credit spread premium in the corporate bond space, no such improvement has been noted in the market for trust preferred securities.
Given conditions in the debt markets today and the absence of observable transactions in the secondary and the new issue markets, the Company determined the following:
—	The few observable transactions and market quotations that are available are not reliable for purposes of determining fair value at March 31, 2014;
—	An income valuation approach technique (present value technique) that maximizes the use of relevant observable inputs and minimizes the use of unobservable inputs will be equally or more representative of fair value than the market approach valuation technique used at measurement dates prior to 2008; and
—	The trust preferred securities will be classified within Level 3 of the fair value hierarchy because the Company determined that significant judgments are required to determine fair value at the measurement date.
The Company enlisted the aid of an independent third party to perform the trust preferred security valuations. The approach to determining fair value involved the following process:
1	Estimate the credit quality of the collateral using average probability of default values for each issuer (adjusted for rating levels).
2	Consider the potential for correlation among issuers within the same industry for default probabilities (e.g. banks with other banks).
3	Forecast the cash flows for the underlying collateral and apply to each trust preferred security tranche to determine the resulting distribution among the securities, including prepayment and cures.
4	Discount the expected cash flows to calculate the present value of the security.
The effective discount rates on an overall basis generally range from 11.38% to 16.42% and are highly dependent upon the credit quality of the collateral, the relative position of the tranche in the capital structure of the trust preferred security and the prepayment assumptions.
With the passage of the Dodd-Frank Act, trust preferred securities issued by institutions with assets greater than $15.0 billion will no longer be included in Tier 1 capital after 2013. As a result, prepayment assumptions were adjusted to include early redemptions by all institutions meeting this criteria. As the vast majority of institutions in the trust preferred securities collateral base fall below this threshold, the revised assumption did not materially impact the valuation results.
The following table presents the assets measured on a nonrecurring basis on the consolidated balance sheets at their fair value as of March 31, 2014 and December 31, 2013, by level within the fair value hierarchy. Impaired loans that are collateral dependent are written down to fair value through the establishment of specific reserves. Techniques used to value the collateral that secure the impaired loans include: quoted market prices for identical assets classified as Level 1 inputs; observable inputs, employed by certified appraisers, for similar assets classified as Level 2 inputs. In cases where valuation techniques include inputs that are unobservable and are based on estimates and assumptions developed by management based on the best information available under each circumstance, the asset valuation is classified as Level 3 inputs.
	(Amounts in thousands)
	31-Mar-14
	Level 1				Level 2				Level 3				Total
Assets measured on a nonrecurring basis:
Impaired loans	$	—			$	—			$	5,314			$	5,314
	31-Dec-13
	Level 1				Level 2				Level 3				Total
Assets measured on a nonrecurring basis:
Impaired loans	$	—			$	—			$	5,251			$	5,251
Other real estate owned	$	—			$	—			$	33			$	33
Financial Instruments
The Company disclosures fair value information about financial instruments, whether or not recognized in the consolidated balance sheets, for which it is practicable to estimate the value. In cases where quoted market prices are not available, fair values are based on estimates using present value or other estimation techniques. Those techniques are significantly affected by the assumptions used, including the discount rate and estimates of future cash flows.
Such techniques and assumptions, as they apply to individual categories of the financial instruments, are as follows:
Cash and cash equivalents – The carrying amounts for cash and cash equivalents are a reasonable estimate of those assets’ fair value.
Investment securities – Fair values of securities are based on quoted market prices, where available. If quoted market prices are not available, fair values are based on quoted market prices of comparable securities. Prices on trust preferred securities were calculated using a discounted cash-flow technique. Cash flows were estimated based on credit and prepayment assumptions. The present value of the projected cash flows was calculated using a discount rate equal to the current yield used to accrete the beneficial interest.
Loans held for sale – Loans held for sale consist of residential mortgage loans originated for sale. Loans held for sale are recorded at fair value based on what the secondary markets are currently offering for loans with similar characteristics.
Loans, net of allowance for loan losses – Market quotations are generally not available for loan portfolios. The fair value is estimated by discounting future cash flows using current market inputs at which loans with similar terms and qualities would be made to borrowers of similar credit quality.
Bank-owned life insurance – The fair value is based upon the cash surrender value of the underlying policies and matches the book value.
Accrued interest receivable – The carrying amount is a reasonable estimate of these assets’ fair value.
Mortgage banking derivatives – The Company enters into derivative financial instruments in the form of interest rate locks with potential mortgage loan borrowers. These derivative instruments are recognized as either assets or liabilities at fair value on a recurring basis in the consolidated balance sheets as indicated in the ensuing table. Commitments to deliver mortgage loans are valued at the commitment price from the investor. Interest rate lock commitments are valued at best execution prices at March 31, 2014. Fair value adjustments relating to these mortgage banking derivatives are recorded in current year earnings as a component of mortgage banking gains.
Demand, savings and money market deposits – Demand, savings, and money market deposit accounts are valued at the amount payable on demand.
Time deposits – The fair value of certificates of deposit is based on the discounted value of contractual cash flows. The discount rates are estimated using market rates currently offered for similar instruments with similar remaining maturities.
FHLB advances – The fair value for fixed rate advances is estimated by discounting the future cash flows using rates at which advances would be made to borrowers with similar credit ratings and for the same remaining maturities. The fair value for the fixed rate advances that are convertible to quarterly LIBOR floating rate advances on or after certain specified dates at the option of the FHLB and the FHLB fixed rate advances that are putable on or after certain specified dates at the option of the FHLB are priced using the FHLB of Cincinnati’s model.
Short-term borrowings – Short-term borrowings generally have an original term to maturity of one year or less. Consequently, their carrying value is a reasonable estimate of fair value.
Subordinated debt – The floating issuances curves to maturity are averaged to obtain an index. The spread between BBB-rated bank debt and 25-year swap rates is determined to calculate the spread on outstanding trust preferred securities. The discount margin is then added to the index to arrive at a discount rate, which determines the present value of projected cash flows.
Accrued interest payable – The carrying amount is a reasonable estimate of these liabilities’ fair value. The fair value of unrecorded commitments at March 31, 2014 and December 31, 2013 is not material.
In addition, other assets and liabilities of the Company that are not defined as financial instruments are not included in the disclosures, such as property and equipment. Also, non-financial instruments typically not recognized in financial statements nevertheless may have value but are not included in the above disclosures. These include, among other items, the estimated earning power of core deposit accounts, the trained work force, customer goodwill and similar items. Accordingly, the aggregate fair value amounts presented do not represent the underlying value of the Company.
The carrying amounts and estimated fair values of the Company’s financial instruments are as follows:
	(Amounts in thousands)
	31-Mar-14
	Carrying				Level 1				Level 2				Level 3				Estimated
	Amount																Fair Value
ASSETS:
Cash and cash equivalents	$	16,386			$	16,386			$	—			$	—			$	16,386
Investment securities available-for-sale		162,525				—				161,782				743				162,525
Trading securities		7,450				—				7,450				—				7,450
Loans held for sale		570				570				—				—				570
Loans, net of allowance for loan losses		308,172				—				—				313,433				313,433
Bank-owned life insurance		15,122				15,122				—				—				15,122
Accrued interest receivable		2,075				2,075				—				—				2,075
LIABILITIES:
Demand, savings and money market deposits	$	286,282			$	286,282			$	—			$	—			$	286,282
Time deposits		131,087				—				—				134,633				134,633
FHLB advances		34,500				—				—				36,413				36,413
Short-term borrowings		3,927				3,927				—				—				3,927
Subordinated debt		5,155				—				—				5,059				5,059
Accrued interest payable		276				276				—				—				276
	31-Dec-13
	Carrying				Level 1				Level 2				Level 3				Estimated
	Amount																Fair Value
ASSETS:
Cash and cash equivalents	$	12,396			$	12,396			$	—			$	—			$	12,396
Investment securities available-for-sale		160,886				—				150,750				10,136				160,886
Trading securities		7,247				—				7,247				—				7,247
Loans held for sale		656				656				—				—				656
Loans, net of allowance for loan losses		343,069				—				—				349,190				349,190
Bank-owned life insurance		15,049				15,049				—				—				15,049
Accrued interest receivable		1,675				1,675				—				—				1,675
LIABILITIES:
Demand, savings and money market deposits	$	316,708			$	316,708			$	—			$	—			$	316,708
Time deposits		131,961				—				—				135,712				135,712
FHLB advances		42,600				—				—				44,746				44,746
Short-term borrowings		3,804				3,804				—				—				3,804
Subordinated debt		5,155				—				—				4,694				4,694
Accrued interest payable		290				290				—				—				290
The following table presents quantitative information about the Level 3 significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis at March 31, 2014:
	(Amounts in thousands)
	Fair value at				Valuation		Significant		Description of Inputs
	March 31,				Technique		Unobservable Input
	2014
Trust preferred securities	$	743			Discounted Cash Flow		Projected		1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital.  All fixed rate within one year; variable rate at increasing intervals depending on spread.
							Prepayments		2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.
									3) 1% annually for all other fixed rate issues and all variable rate issues.
									4) Zero for collateral issued by REITs and 2% for insurance companies.
							Projected		1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately.
							Defaults		2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately.  Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.
									3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.
							Projected Cures		1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.
							Projected		1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.
							Recoveries
							Discount Rates		1) Ranging from ~11.38% to ~16.42%, depending on each bond's seniority and remaining subordination after projected losses.
Impaired loans	$	5,314			Appraisal of		Appraisal		Range (7)% to (30)%
					Collateral (1)		Adjustments (2)
									Weighted average (12)%
							Liquidation		Range (2)% to (26)%
							Expenses (2)
									Weighted average (6)%
-1	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.
-2	Appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses. The range and weighted average of liquidation expenses are presented as a percent of the appraisal. The adjustment of appraised value is measured as the effect on fair value as a percentage of unpaid principal.
-3	Includes qualitative adjustments by management and estimated liquidation expenses.
The following table presents quantitative information about the Level 3 significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis at December 31, 2013:
	(Amounts in thousands)
	Fair value at				Valuation Technique		Significant		Description of Inputs
	December 31,						Unobservable Input
	2013
Trust preferred securities	$	10,136			Discounted Cash Flow		Projected		1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital.  All fixed rate within one year; variable rate at increasing intervals depending on spread.
							Prepayments		2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.
									3) 1% annually for all other fixed rate issues and all variable rate issues.
									4) Zero for collateral issued by REITs and 2% for insurance companies.
							Projected		1) All deferring issuers that do not meet the criteria for curing, as described below, are  projected to default immediately.
							Defaults		2) Banks with high, near team  default risk are identified using a CAMELS model, and projected to default immediately.  Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.
									3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.
							Projected Cures		1) Deferring issuers that have definitive agreements to either be acquired or  recapitalized.
							Projected		1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.
							Recoveries
							Discount Rates		1) Ranging from ~5.65% to ~17.85%, depending on each bond's seniority and remaining subordination after projected losses.
Impaired loans		5,251			Appraisal of		Appraisal		Weighted average (21)%
					Collateral (1)		Adjustments  (2)
							Liquidation		Weighted average (6)%
							Expenses (2)
Other real estate owned		33			Appraisal of		Appraisal			0%
					Collateral (1), (3)		Adjustments  (2)
-1	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.
-2	Appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses. The range and weighted average of liquidation expenses are presented as a percent of the appraisal. The adjustment of appraised value is measured as the effect on fair value as a percentage of unpaid principal.
-3	Includes qualitative adjustments by management and estimated liquidation expenses.

Accumulated_Other_Comprehensiv

Accumulated Other Comprehensive Income	3 Months Ended
	Mar. 31, 2014
Accumulated Other Comprehensive Income	'
	10.) Accumulated Other Comprehensive Income:
	The following table presents the changes in accumulated other comprehensive loss by component net of tax for the three months ended March 31, 2014:
		(Amounts in thousands)
		Unrealized gains on available-for-sale securities (a)			Change in pension and postretirement obligations
	Balance as of December 31, 2013	$	(2,860	)	$	(28	)
	Other comprehensive income before reclassification		1,692			13
	Amount reclassified from accumulated other comprehensive loss		(127	)		—
	Total other comprehensive income		1,565			13
	Balance as of March 31, 2014	$	(1,295	)	$	(15	)
	Balance as of December 31, 2012	$	(1,707	)	$	—
	Other comprehensive loss before reclassification		400			—
	Amount reclassified from accumulated other comprehensive income		—			—
	Total other comprehensive income		400			—
	Balance as of March 31, 2013	$	(1,307	)	$	—
	(a) All amounts are net of tax. Amounts in parentheses indicate debits.
	The following table presents significant amounts reclassified out of each component of accumulated other comprehensive income for the three months ended March 31, 2014 and 2013:
		(Amounts in thousands)
		THREE MONTHS ENDED
		31-Mar-14
		Amount reclassified from accumulated			Affected line item in the statement
		other comprehensive income			where net income is presented
	Details about other comprehensive income:
	Unrealized gains on available-for-sale securities	$	(193	)	Investment securities gains, net
			66		Federal income tax expense
		$	(127	)	Net of tax

PostRetirement_Obligations

Post-Retirement Obligations	3 Months Ended
	Mar. 31, 2014
Post-Retirement Obligations	'
	11.) Post-Retirement Obligations:
	The Company accrues for the monthly benefit expense of post-retirement cost of insurance for split dollar life insurance coverage. There was no expense recorded for the quarter ended March 31, 2014, with a $13,000 credit to other comprehensive income and $6,000 expensed in the quarter ended March 31, 2013. The total accumulated liability at March 31, 2014 was $601,000 and $614,000 at December 31, 2013.

Investment_Securities_Tables

Investment Securities (Tables)	3 Months Ended
	Mar. 31, 2014
Summary of Investment Securities Available-for-Sale	'
	The following table is a summary of investment securities available-for-sale:
		(Amounts in thousands)
	31-Mar-14	Amortized Cost			Gross		Gross		Fair Value
					Unrealized		Unrealized
					Gains		Losses
	U.S. Treasury securities	$	105		$	4	$	—	$	109
	U.S. Government agencies and corporations		8,599			5		159		8,445
	Obligations of states and political subdivisions		48,041			861		717		48,185
	U.S. Government-sponsored mortgage-backed securities		86,800			611		1,545		85,866
	U.S. Government-sponsored collateralized mortgage obligations		16,168			65		105		16,128
	Trust preferred securities		1,725			—		982		743
	Total debt securities		161,438			1,546		3,508		159,476
	Federal Home Loan Bank (FHLB) stock		2,823			—		—		2,823
	Federal Reserve Bank (FRB) stock		226			—		—		226
	Total regulatory stock		3,049			—		—		3,049
	Total investment securities available-for-sale	$	164,487		$	1,546	$	3,508	$	162,525
	31-Dec-13	Amortized Cost			Gross		Gross		Fair Value
					Unrealized		Unrealized
					Gains		Losses
	U.S. Treasury securities	$	107		$	5	$	—	$	112
	U.S. Government agencies and corporations		9,259			—		312		8,947
	Obligations of states and political subdivisions		44,575			467		1,507		43,535
	U.S. Government-sponsored mortgage-backed securities		79,255			644		1,877		78,022
	U.S. Government-sponsored collateralized mortgage obligations		17,120			105		140		17,085
	Trust preferred securities		11,854			—		1,718		10,136
	Total debt securities		162,170			1,221		5,554		157,837
	Federal Home Loan Bank (FHLB) stock		2,823			—		—		2,823
	Federal Reserve Bank (FRB) stock		226			—		—		226
	Total regulatory stock		3,049			—		—		3,049
	Total investment securities available-for-sale	$	165,219		$	1,221	$	5,554	$	160,886
Amortized Cost and Fair Value of Debt Securities by Contractual Maturity	'
	The amortized cost and fair value of debt securities at March 31, 2014, by contractual maturity, are shown below. Actual maturities will differ from contractual maturities because issuers may have the right to call or prepay obligations with or without call or prepayment penalties.
		(Amounts in thousands)
		Amortized Cost			Fair Value
	Due in one year or less	$	236		$	242
	Due after one year through five years		2,404			2,439
	Due after five years through ten years		15,778			15,760
	Due after ten years		40,052			39,041
	Total		58,470			57,482
	U.S. Government-sponsored mortgage-backed and related securities		102,968			101,994
	Total debt securities	$	161,438		$	159,476
Proceeds and Gains or Losses Realized on Securities Sold or Called	'
	The table below sets forth the proceeds and gains or losses realized on available for sale securities sold or called for the periods presented:
		(Amounts in thousands)
		THREE MONTHS ENDED
		March 31,
		2014			2013
	Proceeds on securities sold	$	10,237		$	—
	Gross realized gains		637			—
	Gross realized losses		444			—
Fair Value of Securities with Unrealized Losses and an Aging of those Unrealized Losses	'
	The following is a summary of the fair value of available for sale securities with unrealized losses and an aging of those unrealized losses at March 31, 2014:
		(Amounts in thousands)
		Less than 12 Months					12 Months or More				Total
		Fair Value			Unrealized Losses		Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
	U.S. Government agencies and corporations	$	4,026		$	17	$	1,844	$	142	$	5,870	$	159
	Obligations of states and political subdivisions		10,986			508		2,035		209		13,021		717
	U.S. Government-sponsored mortgage-backed and related securities		34,682			785		30,911		760		65,593		1,545
	U.S. Government-sponsored collateralized mortgage obligations		7,114			103		310		2		7,424		105
	Trust preferred securities		—			—		743		982		743		982
	Total	$	56,808		$	1,413	$	35,843	$	2,095	$	92,651	$	3,508
	The above table comprises 63 investment securities where the fair value is less than the related amortized cost.
	The following is a summary of the fair value of securities with unrealized losses and an aging of those unrealized losses at December 31, 2013:
		(Amounts in thousands)
		Less than 12 Months					12 Months or More				Total
		Fair Value			Unrealized Losses		Fair Value		Unrealized Losses		Fair Value		Unrealized Losses
	U.S. Government agencies and corporations	$	7,144		$	129	$	1,803	$	183	$	8,947	$	312
	Obligations of states and political subdivisions		19,785			1,142		1,883		365		21,668		1,507
	U.S. Government-sponsored mortgage-backed and related securities		34,424			1,044		29,922		833		64,346		1,877
	U.S. Government-sponsored collateralized mortgage obligations		6,575			126		2,095		14		8,670		140
	Trust preferred securities		—			—		1,633		1,718		1,633		1,718
	Total	$	67,928		$	2,441	$	37,336	$	3,113	$	105,264	$	5,554
Other than Temporary Impairment Credit Losses Recognized in Earnings	'
	The following provides a cumulative rollforward of credit losses recognized in earnings for trust preferred securities held for the three months ended:
		(Amounts in thousands)
		THREE MONTHS ENDED
		March 31,
		2014			2013
	Beginning balance	$	2,305		$	351
	Reduction for debt securities for which other-than-temporary impairment has been previously recognized and there is no related other comprehensive income		—			—
	Credit losses on debt securities for which other-than-temporary impairment has not been previously recognized		—			—
	Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized		—			—
	Sale of debt securities		(2,165	)		—
	Credit losses on debt securities for which other-than-temporary
	Sale of debt securities		—			—
	Ending balance	$	140		$	351

Loans_and_Allowance_for_Loan_L1

Loans and Allowance for Loan Losses (Tables)	3 Months Ended
	Mar. 31, 2014
Composition of the Loan Portfolio	'
	The following represents the composition of the loan portfolio for the period ending:
		(Amounts in thousands)
		31-Mar-14						31-Dec-13
		Balance			%			Balance			%
	Commercial	$	45,150			14.5		$	73,643			21.2
	Commercial real estate		201,010			64.4			206,744			59.6
	Residential real estate		42,147			13.5			42,288			12.2
	Consumer - home equity		19,515			6.2			19,510			5.6
	Consumer - other		4,401			1.4			4,648			1.4
	Total loans	$	312,223					$	346,833
Certain Qualitative Factors Considered in Measuring Risk Trends	'
	These factors include, but are not limited to, the following:
	Factor Considered:	Risk Trend:
	Levels of and trends in charge-offs, classifications and non-accruals	Stable
	Trends in volume and terms	Increasing
	Changes in lending policies and procedures	Stable
	Experience, depth and ability of management	Stable
	Economic trends	Decreasing
	Concentrations of credit	Increasing
Factors Analyzed and Applied to Loans Internally Graded with Higher Credit Risk	'
	The following factors are analyzed and applied to loans internally graded with higher credit risk in addition to the above factors for non-classified loans:
	Factor Considered:	Risk Trend:
	Levels and trends in classification	Stable
	Declining trends in financial performance – Commercial real estate and Commercial	Stable
	Structure and lack of performance measures – Commercial real estate and Commercial	Stable
	Migration between risk categories	Increasing
Analysis of Changes in the Allowance for Loan Losses	'
	The following is an analysis of changes in the allowance for loan losses for the periods ended:
		(Amounts in thousands)
	31-Mar-14	Commercial			Commercial			Residential			Consumer - home equity			Consumer - other			Total
					real estate			real estate
	Balance at beginning of period	$	593		$	2,638		$	356		$	88		$	89		$	3,764
	Loan charge-offs		(112	)		—			—			—			(35	)		(147	)
	Recoveries		262			—			1			5			16			284
	Net loan recoveries (charge-offs)		150			—			1			5			(19	)		137
	Provision charged to operations		(59	)		259			(64	)		(3	)		17			150
	Balance at end of period	$	684		$	2,897		$	293		$	90		$	87		$	4,051
	31-Mar-13	Commercial			Commercial			Residential			Consumer - home equity			Consumer - other			Total
					real estate			real estate
	Balance at beginning of period	$	639		$	2,616		$	343		$	123		$	104		$	3,825
	Loan charge-offs		(1	)		(72	)		(74	)		—			(29	)		(176	)
	Recoveries		4			—			1			5			32			42
	Net loan recoveries (charge-offs)		3			(72	)		(73	)		5			3			(134	)
	Provision charged to operations		(23	)		194			64			(21	)		(14	)		200
	Balance at end of period	$	619		$	2,738		$	334		$	107		$	93		$	3,891
Allowance for Loan Losses and the Recorded Investment in Loans	'
	The following tables present a full breakdown by portfolio segment, the changes in the allowance for loan losses and the recorded investment in loans for the periods ended March 31, 2014 and December 31, 2013:
		(Amounts in thousands)
	31-Mar-14	Commercial			Commercial real estate			Residential real estate			Consumer - home equity			Consumer - other			Total
	Allowance for loan losses:
	Ending allowance balance attributable to loans:
	Individually evaluated for impairment	$	47		$	251		$	—		$	—		$	—		$	298
	Collectively evaluated for impairment		637			2,646			293			90			87			3,753
	Total ending allowance balance	$	684		$	2,897		$	293		$	90		$	87		$	4,051
	Loan Portfolio:
	Individually evaluated for impairment	$	313		$	5,299		$	—		$	—		$	—		$	5,612
	Collectively evaluated for impairment		44,837			195,711			42,147			19,515			4,401			306,611
	Total ending loans balance	$	45,150		$	201,010		$	42,147		$	19,515		$	4,401		$	312,223
	31-Dec-13	Commercial			Commercial real estate			Residential real estate			Consumer - home equity			Consumer - other			Total
	Allowance for loan losses:
	Ending allowance balance attributable to loans:
	Individually evaluated for impairment	$	50		$	251		$	—		$	—		$	—		$	301
	Collectively evaluated for impairment		543			2,387			356			88			89			3,463
	Total ending allowance balance	$	593		$	2,638		$	356		$	88		$	89		$	3,764
	Loan Portfolio:
	Individually evaluated for impairment	$	418		$	5,134		$	—		$	—		$	—		$	5,552
	Collectively evaluated for impairment		73,225			201,610			42,288			19,510			4,648			341,281
	Total ending loans balance	$	73,643		$	206,744		$	42,288		$	19,510		$	4,648		$	346,833
Summary of Credit Quality Indicators by Internally Assigned Grade	'
	The following table is a summary of credit quality indicators by internally assigned grade as of March 31, 2014 and December 31, 2013:
		(Amounts in thousands)
		Commercial			Commercial real estate
	31-Mar-14
	Pass	$	44,248		$	186,661
	Special Mention		556			7,971
	Substandard		346			6,378
	Doubtful		—			—
	Ending Balance	$	45,150		$	201,010
		Commercial			Commercial real estate
	31-Dec-13
	Pass	$	72,562		$	192,604
	Special Mention		626			9,158
	Substandard		455			4,982
	Doubtful		—			—
	Ending Balance	$	73,643		$	206,744
Summary of Consumer Credit Exposure	'
	The following table is a summary of consumer credit exposure as of March 31, 2014 and December 31, 2013:
		(Amounts in thousands)
		Residential real estate			Consumer – home equity			Consumer- other
	31-Mar-14
	Performing	$	41,794		$	19,397		$	4,387
	Nonperforming		353			118			14
	Total	$	42,147		$	19,515		$	4,401
		Residential real estate			Consumer – home equity			Consumer- other
	31-Dec-13
	Performing	$	41,807		$	19,438		$	4,632
	Nonperforming		481			72			16
	Total	$	42,288		$	19,510		$	4,648
Aging Analysis of the Recorded Investment of Past Due Loans	'
	The following table is an aging analysis of the recorded investment of past due loans as of March 31, 2014 and December 31, 2013:
		(Amounts in thousands)
		30-59 Days Past Due			60-89 Days Past Due			90 Days Or Greater			Total Past Due			Current			Total Loans			Recorded Investment > 90 Days and Accruing
	31-Mar-14
	Commercial	$	—		$	15		$	28		$	43		$	45,107		$	45,150		$	—
	Commercial real estate		1,274			—			1,136			2,410			198,600			201,010			—
	Residential real estate		376			—			253			629			41,518			42,147			—
	Consumer:
	Consumer - home equity		89			—			118			207			19,308			19,515			—
	Consumer - other		1			—			13			14			4,387			4,401			—
	Total	$	1,740		$	15		$	1,548		$	3,303		$	308,920		$	312,223		$	—
		30-59 Days Past Due			60-89 Days Past Due			90 Days Or Greater			Total Past Due			Current			Total Loans			Recorded Investment > 90 Days and Accruing
	31-Dec-13
	Commercial	$	—		$	—		$	30		$	30		$	73,613		$	73,643		$	—
	Commercial real estate		—			—			1,136			1,136			205,608			206,744			—
	Residential real estate		—			201			380			581			41,707			42,288			—
	Consumer:
	Consumer - home equity		—			7			65			72			19,438			19,510			—
	Consumer - other		29			—			16			45			4,603			4,648			—
	Total	$	29		$	208		$	1,627		$	1,864		$	344,969		$	346,833		$	—
Recorded Investment and Unpaid Principal Balances for Impaired Loans, Excluding Homogenous Loans for Which Impaired Analyses are Not Necessarily Performed	'
	The following table presents the recorded investment and unpaid principal balances for impaired loans, excluding homogenous loans for which impaired analyses are not necessarily performed, with the associated allowance amount, if applicable, at March 31, 2014 and December 31, 2013. Also presented are the average recorded investments in the impaired balances and interest income recognized after impairment for the three months ended March 31, 2014 and 2013.
		(Amounts in thousands)
		Recorded Investment			Unpaid Principal Balance			Related Allowance
	31-Mar-14
	With no related allowance recorded:
	Commercial	$	219		$	219		$	—
	Commercial real estate		3,723			4,433			—
	With an allowance recorded:
	Commercial		94			94			47
	Commercial real estate		1,576			1,576			251
	Total:
	Commercial	$	313		$	313		$	47
	Commercial real estate	$	5,299		$	6,009		$	251
		Recorded Investment			Unpaid Principal Balance			Related Allowance
	31-Dec-13
	With no related allowance recorded:
	Commercial	$	320		$	320		$	—
	Commercial real estate		3,554			3,554			—
	With an allowance recorded:
	Commercial		98			98			50
	Commercial real estate		1,580			1,580			251
	Total:
	Commercial	$	418		$	418		$	50
	Commercial real estate	$	5,134		$	5,134		$	251
		(Amounts in thousands)
		THREE MONTHS ENDED
		Average Recorded Investment			Interest Income Recognized
	31-Mar-14
	With no related allowance recorded:
	Commercial	$	222		$	6
	Commercial real estate		3,668			45
	With an allowance recorded:
	Commercial		95			—
	Commercial real estate		1,577			8
	Total:
	Commercial	$	317		$	6
	Commercial real estate	$	5,245		$	53
		THREE MONTHS ENDED
		Average Recorded Investment			Interest Income Recognized
	31-Mar-13
	With no related allowance recorded:
	Commercial	$	4		$	—
	Commercial real estate		855			4
	With an allowance recorded:
	Commercial		46			—
	Commercial real estate		3,980			27
	Total:
	Commercial	$	50		$	—
	Commercial real estate	$	4,835		$	31
Summary of Classes of Loans on Non-Accrual Status	'
	The following table is a summary of classes of loans on non-accrual status as of March 31, 2014 and December 31, 2013:
		(Amounts in thousands)
		March 31,			December 31,
		2014			2013
	Commercial	$	94		$	98
	Commercial real estate		1,277			1,279
	Residential real estate		353			481
	Consumer:
	Consumer - home equity		118			72
	Consumer - other		14			16
	Total	$	1,856		$	1,946

Earnings_Per_Share_and_Capital1

Earnings Per Share and Capital Transactions (Tables)	3 Months Ended
	Mar. 31, 2014
Computation of Basic Earnings Per Common Share	'
	The Company currently maintains a simple capital structure; therefore, there are no dilutive effects to earnings per share. The following table sets forth the computation of earnings per common share. Earnings per share is computed by dividing net income by the weighted average number of shares outstanding during the applicable period.
		THREE MONTHS ENDED
		March 31,
		2014		2013
	Net income (amounts in thousands)	$	1,332	$	830
	Weighted average common shares outstanding		4,527,182		4,525,830
	Earnings per share	$	0.29	$	0.18

Commitments_Tables

Commitments (Tables)	3 Months Ended
	Mar. 31, 2014
Summary of Contractual Commitments	'
	The following table is a summary of such contractual commitments:
		(Amounts in thousands)
		March 31,			December 31,
		2014			2013
	Commitments to extend credit:
	Fixed rate	$	31,217		$	14,439
	Variable rate		49,052			53,275
	Standby letters of credit		550			670
Summary of Overdraft Protection	'
	The following table is a summary of overdraft protection for the periods indicated:
		(Amounts in thousands)
		March 31,			December 31,
		2014			2013
	Overdraft protection available on depositors' accounts	$	9,694		$	9,678
	Balance of overdrafts included in loans		80			190
	Average daily balance of overdrafts		107			115
	Average daily balance of overdrafts as a percentage of available		1.1	%		1.19	%

Fair_Value_of_Assets_and_Liabi1

Fair Value of Assets and Liabilities (Tables)	3 Months Ended
	Mar. 31, 2014
Assets Reported on Consolidated Balance Sheets at their Fair Value	'
	The following table presents the assets reported on the consolidated balance sheets at their fair value as of March 31, 2014 and December 31, 2013 by level within the fair value hierarchy. Financial assets and liabilities are classified in their entirety based on the lowest level of input that is significant to the fair value measurement.
			(Amounts in thousands)
							Fair Value Measurements at March 31, 2014 Using
	Description		March 31,				Quoted Prices in				Significant Other				Significant
			2014				Active Markets for				Observable Inputs				Unobservable Inputs
							Identical Assets				(Level 2)				(Level 3)
							(Level 1)
	ASSETS
	U.S. Treasury securities		$	109			$	—			$	109			$	—
	U.S. Government agencies and corporations			8,445				—				8,445				—
	Obligations of states and political subdivisions			48,185				—				48,185				—
	U.S. Government-sponsored mortgage-backed securities			85,866				—				85,866				—
	U.S. Government-sponsored collateralized mortgage obligations			16,128				—				16,128				—
	Trust preferred securities			743				—				—				743
	Trading securities			7,450				—				7,450				—
	Loans held for sale			570				570				—				—
							Fair Value Measurements at December 31, 2013 Using
	Description		December 31,				Quoted Prices in				Significant Other				Significant
			2013				Active Markets for				Observable Inputs				Unobservable Inputs
							Identical Assets				(Level 2)				(Level 3)
							(Level 1)
	ASSETS
	U.S. Treasury securities		$	112			$	—			$	112			$	—
	U.S. Government agencies and corporations			8,947				—				8,947				—
	Obligations of states and political subdivisions			43,535				—				43,535				—
	U.S. Government-sponsored mortgage-backed securities			78,022				—				78,022				—
	U.S. Government-sponsored collateralized mortgage obligations			17,085				—				17,085				—
	Trust preferred securities			10,136				—				—				10,136
	Loans held for sale			656				656				—				—
Changes in the Level 3 Fair Value Category	'
	The following tables present the changes in the Level 3 fair value category for the three months ended March 31, 2014 and 2014. The Company classifies financial instruments in Level 3 of the fair-value hierarchy when there is reliance on at least one significant unobservable input to the valuation model. In addition to these unobservable inputs, the valuation models for Level 3 financial instruments typically also rely on a number of inputs that are readily observable either directly or indirectly.
		(Amounts in thousands)
		March 31,
		2014				2013
		Trust preferred				Trust preferred
		securities				securities
	Beginning balance	$	10,136			$	7,612
	Net realized/unrealized gains/(losses) included in:
	Noninterest income		—				—
	Other comprehensive income		736				1,074
	Discount accretion (premium amortization)		7				—
	Sales		(10,044	)			—
	Purchases, issuance, and settlements		(92	)			—
	Ending balance	$	743			$	8,686
	Losses included in net income for the period relating to assets held at period end	$	—			$	—
Breakdown of Trust Preferred Securities	'
	The following table details the breakdown of trust preferred securities for the periods indicated:
		(Dollar amounts in thousands)
		31-Mar-14				31-Dec-13
	Total number of trust preferred securities		2				12
	Par value	$	1,865			$	14,366
	Number not considered OTTI		1				1
	Par value	$	865			$	956
	Number considered OTTI		1				11
	Par value	$	1,000			$	13,410
	Life-to-date impairment recognized in earnings	$	140			$	2,305
	Life-to-date impairment recognized in other comprehensive income		982				1,718
	Total life-to-date impairment	$	1,122			$	4,023
Trust Preferred Securities with OTTI, their Credit Ratings at Period End and Related Losses Recognized in Earnings	'
	The following table details the one debt security with other-than-temporary impairment, its credit rating at March 31, 2014 and the related losses recognized in earnings:
			(Amounts in thousands)
			Moody’s/Fitch		Amount of				Additions in				Amount of
			Rating		OTTI				QTD				OTTI
					related to				March 31,				related to
					credit loss at				2014				credit loss at
					January 1,								March 31,
					2014								2014
	Trapeza IX B-1		Ca/CC		$	140			$	—			$	140
	Total				$	140			$	—			$	140
	The following table details the two debt securities with other-than-temporary impairment, their credit ratings at March 31, 2013 and the related losses recognized in earnings:
			(Amounts in thousands)
			Moody’s/Fitch		Amount of				Additions in				Amount of
			Rating		OTTI				QTD				OTTI
					related to				March 31,				related to
					credit loss at				2013				credit loss at
					January 1,								March 31,
					2013								2013
	PreTSL XXIII Class C-FP		Ca/C		$	211			$	—			$	211
	Trapeza IX B-1		Ca/CC			140				—				140
	Total				$	351			$	—			$	351
Additional Information Related to the Company's Trust Preferred Securities	'
	The following table provides additional information related to the Company’s trust preferred securities as of March 31, 2014 used to evaluate other-than-temporary impairments:
			(Amounts in thousands)
	Deal		Class		Amortized Cost				Fair Value				Unrealized				Moody’s/		Number of		Deferrals and			Excess
													Gain/(Loss)				Fitch Rating		Issuers		Defaults as a %			Subordination as a
																			Currently		of Current			% of Current
																			Performing		Collateral			Performing
																								Collateral
	PreTSL XXIII		C-2		$	865			$	303			$	(562	)		Ca/C			94		23.5	%		(—	)%
	Trapeza IX		B-1			860				440				(420	)		Ca/CC			32		20			—
	Total				$	1,725			$	743			$	(982	)
	The following table provides additional information related to the Company’s trust preferred securities as of December 31, 2013 used to evaluate other-than-temporary impairments:
			(Amounts in thousands)
	Deal		Class		Amortized Cost				Fair Value				Unrealized				Moody’s/		Number of		Deferrals and			Excess
													Gain/(Loss)				Fitch Rating		Issuers		Defaults as a %			Subordination as a
																			Currently		of Current			% of Current
																			Performing		Collateral			Performing
																								Collateral
	PreTSL XXIII		C-2		$	956			$	392			$	(564	)		Ca/C			93		24.2	%		(—	)%
	PreTSL XXIII		C-FP			1,535				811				(724	)		Ca/C			93		24.2			—
	I-PreTSL I		B-1			770				770				—			NR/CCC			14		17.3			7.78
	I-PreTSL I		B-2			770				770				—			NR/CCC			14		17.3			7.78
	I-PreTSL I		B-3			770				770				—			NR/CCC			14		17.3			7.78
	I-PreTSL II		B-3			2,700				2,700				—			NR/B			21		8			18.03
	I-PreTSL III		B-2			870				870				—			Ba3/CCC			20		14.1			14.74
	I-PreTSL III		C			620				620				—			NR/CCC			20		14.1			4.7
	I-PreTSL IV		B-1			860				860				—			Ba2/B			30		—			17.67
	I-PreTSL IV		B-2			860				860				—			Ba2/B			30		—			17.67
	I-PreTSL IV		C			283				283				—			Caa1/CCC			30		—			11.16
	Trapeza IX		B-1			860				430				(430	)		Ca/CC			32		20.9			—
	Total				$	11,854			$	10,136			$	(1,718	)
Assets Measured on a Nonrecurring Basis on the Consolidated Balance Sheets at their Fair Value	'
	The following table presents the assets measured on a nonrecurring basis on the consolidated balance sheets at their fair value as of March 31, 2014 and December 31, 2013, by level within the fair value hierarchy. Impaired loans that are collateral dependent are written down to fair value through the establishment of specific reserves. Techniques used to value the collateral that secure the impaired loans include: quoted market prices for identical assets classified as Level 1 inputs; observable inputs, employed by certified appraisers, for similar assets classified as Level 2 inputs. In cases where valuation techniques include inputs that are unobservable and are based on estimates and assumptions developed by management based on the best information available under each circumstance, the asset valuation is classified as Level 3 inputs.
		(Amounts in thousands)
		31-Mar-14
		Level 1				Level 2				Level 3				Total
	Assets measured on a nonrecurring basis:
	Impaired loans	$	—			$	—			$	5,314			$	5,314
		31-Dec-13
		Level 1				Level 2				Level 3				Total
	Assets measured on a nonrecurring basis:
	Impaired loans	$	—			$	—			$	5,251			$	5,251
	Other real estate owned	$	—			$	—			$	33			$	33
Carrying Amounts and Estimated Fair Values of the Company's Financial Instruments	'
	The carrying amounts and estimated fair values of the Company’s financial instruments are as follows:
		(Amounts in thousands)
		31-Mar-14
		Carrying				Level 1				Level 2				Level 3				Estimated
		Amount																Fair Value
	ASSETS:
	Cash and cash equivalents	$	16,386			$	16,386			$	—			$	—			$	16,386
	Investment securities available-for-sale		162,525				—				161,782				743				162,525
	Trading securities		7,450				—				7,450				—				7,450
	Loans held for sale		570				570				—				—				570
	Loans, net of allowance for loan losses		308,172				—				—				313,433				313,433
	Bank-owned life insurance		15,122				15,122				—				—				15,122
	Accrued interest receivable		2,075				2,075				—				—				2,075
	LIABILITIES:
	Demand, savings and money market deposits	$	286,282			$	286,282			$	—			$	—			$	286,282
	Time deposits		131,087				—				—				134,633				134,633
	FHLB advances		34,500				—				—				36,413				36,413
	Short-term borrowings		3,927				3,927				—				—				3,927
	Subordinated debt		5,155				—				—				5,059				5,059
	Accrued interest payable		276				276				—				—				276
		31-Dec-13
		Carrying				Level 1				Level 2				Level 3				Estimated
		Amount																Fair Value
	ASSETS:
	Cash and cash equivalents	$	12,396			$	12,396			$	—			$	—			$	12,396
	Investment securities available-for-sale		160,886				—				150,750				10,136				160,886
	Trading securities		7,247				—				7,247				—				7,247
	Loans held for sale		656				656				—				—				656
	Loans, net of allowance for loan losses		343,069				—				—				349,190				349,190
	Bank-owned life insurance		15,049				15,049				—				—				15,049
	Accrued interest receivable		1,675				1,675				—				—				1,675
	LIABILITIES:
	Demand, savings and money market deposits	$	316,708			$	316,708			$	—			$	—			$	316,708
	Time deposits		131,961				—				—				135,712				135,712
	FHLB advances		42,600				—				—				44,746				44,746
	Short-term borrowings		3,804				3,804				—				—				3,804
	Subordinated debt		5,155				—				—				4,694				4,694
	Accrued interest payable		290				290				—				—				290
Significant Unobservable Inputs for Assets and Liabilities Measured at Fair Value on a Recurring and Nonrecurring Basis	'
	The following table presents quantitative information about the Level 3 significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis at March 31, 2014:
		(Amounts in thousands)
		Fair value at				Valuation		Significant		Description of Inputs
		March 31,				Technique		Unobservable Input
		2014
	Trust preferred securities	$	743			Discounted Cash Flow		Projected		1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital.  All fixed rate within one year; variable rate at increasing intervals depending on spread.
								Prepayments		2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.
										3) 1% annually for all other fixed rate issues and all variable rate issues.
										4) Zero for collateral issued by REITs and 2% for insurance companies.
								Projected		1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately.
								Defaults		2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately.  Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.
										3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.
								Projected Cures		1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.
								Projected		1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.
								Recoveries
								Discount Rates		1) Ranging from ~11.38% to ~16.42%, depending on each bond's seniority and remaining subordination after projected losses.
	Impaired loans	$	5,314			Appraisal of		Appraisal		Range (7)% to (30)%
						Collateral (1)		Adjustments (2)
										Weighted average (12)%
								Liquidation		Range (2)% to (26)%
								Expenses (2)
										Weighted average (6)%
	-1	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.
	-2	Appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses. The range and weighted average of liquidation expenses are presented as a percent of the appraisal. The adjustment of appraised value is measured as the effect on fair value as a percentage of unpaid principal.
	-3	Includes qualitative adjustments by management and estimated liquidation expenses.
	The following table presents quantitative information about the Level 3 significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis at December 31, 2013:
		(Amounts in thousands)
		Fair value at				Valuation Technique		Significant		Description of Inputs
		December 31,						Unobservable Input
		2013
	Trust preferred securities	$	10,136			Discounted Cash Flow		Projected		1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital.  All fixed rate within one year; variable rate at increasing intervals depending on spread.
								Prepayments		2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.
										3) 1% annually for all other fixed rate issues and all variable rate issues.
										4) Zero for collateral issued by REITs and 2% for insurance companies.
								Projected		1) All deferring issuers that do not meet the criteria for curing, as described below, are  projected to default immediately.
								Defaults		2) Banks with high, near team  default risk are identified using a CAMELS model, and projected to default immediately.  Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.
										3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.
								Projected Cures		1) Deferring issuers that have definitive agreements to either be acquired or  recapitalized.
								Projected		1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.
								Recoveries
								Discount Rates		1) Ranging from ~5.65% to ~17.85%, depending on each bond's seniority and remaining subordination after projected losses.
	Impaired loans		5,251			Appraisal of		Appraisal		Weighted average (21)%
						Collateral (1)		Adjustments  (2)
								Liquidation		Weighted average (6)%
								Expenses (2)
	Other real estate owned		33			Appraisal of		Appraisal			0%
						Collateral (1), (3)		Adjustments  (2)
	-1	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.
	-2	Appraisals may be adjusted by management for qualitative factors such as economic conditions and estimated liquidation expenses. The range and weighted average of liquidation expenses are presented as a percent of the appraisal. The adjustment of appraised value is measured as the effect on fair value as a percentage of unpaid principal.
	-3	Includes qualitative adjustments by management and estimated liquidation expenses.

Accumulated_Other_Comprehensiv1

Accumulated Other Comprehensive Income (Tables)	3 Months Ended
	Mar. 31, 2014
Schedule of Changes in Accumulated Other Comprehensive Loss	'
	The following table presents the changes in accumulated other comprehensive loss by component net of tax for the three months ended March 31, 2014:
		(Amounts in thousands)
		Unrealized gains on available-for-sale securities (a)			Change in pension and postretirement obligations
	Balance as of December 31, 2013	$	(2,860	)	$	(28	)
	Other comprehensive income before reclassification		1,692			13
	Amount reclassified from accumulated other comprehensive loss		(127	)		—
	Total other comprehensive income		1,565			13
	Balance as of March 31, 2014	$	(1,295	)	$	(15	)
	Balance as of December 31, 2012	$	(1,707	)	$	—
	Other comprehensive loss before reclassification		400			—
	Amount reclassified from accumulated other comprehensive income		—			—
	Total other comprehensive income		400			—
	Balance as of March 31, 2013	$	(1,307	)	$	—
	(a) All amounts are net of tax. Amounts in parentheses indicate debits.
Schedule of Reclassifications out of Each Component of Accumulated Other Comprehensive Income	'
	The following table presents significant amounts reclassified out of each component of accumulated other comprehensive income for the three months ended March 31, 2014 and 2013:
		(Amounts in thousands)
		THREE MONTHS ENDED
		31-Mar-14
		Amount reclassified from accumulated			Affected line item in the statement
		other comprehensive income			where net income is presented
	Details about other comprehensive income:
	Unrealized gains on available-for-sale securities	$	(193	)	Investment securities gains, net
			66		Federal income tax expense
		$	(127	)	Net of tax

Investment_Securities_Details

Investment Securities (Details) (USD $)	Mar. 31, 2014	Feb. 28, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	$164,487	$10,000	$165,219
Available-for-sale Securities ,Gross Unrealized Gains	1,546	'	1,221
Available-for-sale Securities, Gross Unrealized Losses	3,508	'	5,554
Available-for-sale securities, Fair value Disclosure	162,525	'	160,886
U.S.Treasury securities	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	105	'	107
Available-for-sale Securities ,Gross Unrealized Gains	4	'	5
Available-for-sale Securities, Gross Unrealized Losses	'	'	'
Available-for-sale securities, Fair value Disclosure	109	'	112
U.S. Government agencies and corporations	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	8,599	'	9,259
Available-for-sale Securities ,Gross Unrealized Gains	5	'	'
Available-for-sale Securities, Gross Unrealized Losses	159	'	312
Available-for-sale securities, Fair value Disclosure	8,445	'	8,947
Obligations of states and political subdivisions	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	48,041	'	44,575
Available-for-sale Securities ,Gross Unrealized Gains	861	'	467
Available-for-sale Securities, Gross Unrealized Losses	717	'	1,507
Available-for-sale securities, Fair value Disclosure	48,185	'	43,535
U.S. Government-sponsored mortgage-backed securities	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	86,800	'	79,255
Available-for-sale Securities ,Gross Unrealized Gains	611	'	644
Available-for-sale Securities, Gross Unrealized Losses	1,545	'	1,877
Available-for-sale securities, Fair value Disclosure	85,866	'	78,022
U.S. Government-sponsored collateralized mortgage obligations	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	16,168	'	17,120
Available-for-sale Securities ,Gross Unrealized Gains	65	'	105
Available-for-sale Securities, Gross Unrealized Losses	105	'	140
Available-for-sale securities, Fair value Disclosure	16,128	'	17,085
Trust preferred securities	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	1,725	'	11,854
Available-for-sale Securities ,Gross Unrealized Gains	'	'	'
Available-for-sale Securities, Gross Unrealized Losses	982	'	1,718
Available-for-sale securities, Fair value Disclosure	743	'	10,136
Total debt securities	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	161,438	'	162,170
Available-for-sale Securities ,Gross Unrealized Gains	1,546	'	1,221
Available-for-sale Securities, Gross Unrealized Losses	3,508	'	5,554
Available-for-sale securities, Fair value Disclosure	159,476	'	157,837
Federal Home Loan Bank (FHLB) stock	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	2,823	'	2,823
Available-for-sale Securities ,Gross Unrealized Gains	'	'	'
Available-for-sale Securities, Gross Unrealized Losses	'	'	'
Available-for-sale securities, Fair value Disclosure	2,823	'	2,823
Federal Reserve Bank (FRB) stock	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	226	'	226
Available-for-sale Securities ,Gross Unrealized Gains	'	'	'
Available-for-sale Securities, Gross Unrealized Losses	'	'	'
Available-for-sale securities, Fair value Disclosure	226	'	226
Total regulatory stock	'	'	'
Summary of investment securities	'	'	'
Available-for-sale Securities, Amortized Cost	3,049	'	3,049
Available-for-sale Securities ,Gross Unrealized Gains	'	'	'
Available-for-sale Securities, Gross Unrealized Losses	'	'	'
Available-for-sale securities, Fair value Disclosure	$3,049	'	$3,049

Investment_Securities_Details_

Investment Securities (Details Textual) (USD $)	1 Months Ended	3 Months Ended		12 Months Ended
	Feb. 28, 2014	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
		Security		Security
Investment Securities (Additional Textual) [Abstract]	'	'	'	'
Trading securities	'	$7,450,000	'	$7,247,000
Unrealized gains on trading securities	'	19,500	'	0
Unrealized losses on trading securities	'	28,300	'	0
Net unrealized gains (losses) on trading securities	'	-8,800	'	'
Carrying value of investment securities for pledge	'	113,300,000	'	108,500,000
Investment securities with fair value less than amortized cost	'	63	'	83
Minimum assets of trust preferred securities issued by institution	'	15,000,000,000	'	'
Amortized cost	10,000,000	164,487,000	'	165,219,000
Fair value	'	162,525,000	'	160,886,000
Proceeds from sale of securities	10,200,000	10,237,000	'	'
Gain on available-for-sale securities	193,000	637,000	'	'
Non-accrual investment securities	'	303,000	'	1,200,000
Estimated length of interest payment delays	'	'10 years	'	'
Minimum	'	'	'	'
Investment Securities (Additional Textual) [Abstract]	'	'	'	'
Trust preferred securities in nonaccrual status	'	1	'	'
Maximum	'	'	'	'
Investment Securities (Additional Textual) [Abstract]	'	'	'	'
Trust preferred securities in nonaccrual status	'	2	'	'
iTruPS securities	'	'	'	'
Investment Securities (Additional Textual) [Abstract]	'	'	'	'
Number of securities owned by company	'	'	'	9
Amortized cost	'	'	'	10,500,000
Fair value	'	'	'	8,500,000
Other than temporary impairment losses	'	'	'	$2,000,000

Investment_Securities_Details_1

Investment Securities (Details 1) (USD $)	Mar. 31, 2014	Feb. 28, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Amortized cost and fair value of debt securities by contractual maturity	'	'	'
Available-for-sale Securities, Amortized Cost	$164,487	$10,000	$165,219
Total debt securities, Fair value	162,525	'	160,886
Available-for-sale Securities	'	'	'
Amortized cost and fair value of debt securities by contractual maturity	'	'	'
Amortized Cost, Due in one year or less	236	'	'
Amortized Cost, Due after one year through five years	2,404	'	'
Amortized Cost, Due after five years through ten years	15,778	'	'
Amortized Cost, Due after ten years	40,052	'	'
Amortized Cost, Total	58,470	'	'
Fair Value, Due in one year or less	242	'	'
Fair Value, Due after one year through five years	2,439	'	'
Fair Value, Due after five years through ten years	15,760	'	'
Fair Value, Due after ten years	39,041	'	'
Fair Value, Total	57,482	'	'
U.S. Government-sponsored mortgage-backed and related securities	'	'	'
Amortized cost and fair value of debt securities by contractual maturity	'	'	'
Available-for-sale Securities, Amortized Cost	102,968	'	'
Total debt securities, Fair value	101,994	'	'
Total debt securities	'	'	'
Amortized cost and fair value of debt securities by contractual maturity	'	'	'
Available-for-sale Securities, Amortized Cost	161,438	'	162,170
Total debt securities, Fair value	$159,476	'	$157,837

Investment_Securities_Details_2

Investment Securities (Details 2) (USD $)	1 Months Ended	3 Months Ended
	Feb. 28, 2014	Mar. 31, 2014	Mar. 31, 2013
Proceeds, gains and losses realized on securities sold or called	'	'	'
Proceeds on securities sold	'	$10,237,000	'
Gross realized gains	193,000	637,000	'
Gross realized losses	'	$444,000	'

Investment_Securities_Details_3

Investment Securities (Details 3) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Fair Value	'	'
Fair Value, Less than 12 Months	$56,808	$67,928
Fair Value, 12 Months or More	35,843	37,336
Fair Value, Total	92,651	105,264
Unrealized Losses	'	'
Unrealized Losses, Less than 12 Months	1,413	2,441
Unrealized Losses, 12 Months or More	2,095	3,113
Unrealized Losses, Total	3,508	5,554
U.S. Government agencies and corporations	'	'
Fair Value	'	'
Fair Value, Less than 12 Months	4,026	7,144
Fair Value, 12 Months or More	1,844	1,803
Fair Value, Total	5,870	8,947
Unrealized Losses	'	'
Unrealized Losses, Less than 12 Months	17	129
Unrealized Losses, 12 Months or More	142	183
Unrealized Losses, Total	159	312
Obligations of states and political subdivisions	'	'
Fair Value	'	'
Fair Value, Less than 12 Months	10,986	19,785
Fair Value, 12 Months or More	2,035	1,883
Fair Value, Total	13,021	21,668
Unrealized Losses	'	'
Unrealized Losses, Less than 12 Months	508	1,142
Unrealized Losses, 12 Months or More	209	365
Unrealized Losses, Total	717	1,507
U.S. Government-sponsored mortgage-backed and related securities	'	'
Fair Value	'	'
Fair Value, Less than 12 Months	34,682	34,424
Fair Value, 12 Months or More	30,911	29,922
Fair Value, Total	65,593	64,346
Unrealized Losses	'	'
Unrealized Losses, Less than 12 Months	785	1,044
Unrealized Losses, 12 Months or More	760	833
Unrealized Losses, Total	1,545	1,877
U.S. Government-sponsored collateralized mortgage obligations	'	'
Fair Value	'	'
Fair Value, Less than 12 Months	7,114	6,575
Fair Value, 12 Months or More	310	2,095
Fair Value, Total	7,424	8,670
Unrealized Losses	'	'
Unrealized Losses, Less than 12 Months	103	126
Unrealized Losses, 12 Months or More	2	14
Unrealized Losses, Total	105	140
Trust preferred securities	'	'
Fair Value	'	'
Fair Value, Less than 12 Months	'	'
Fair Value, 12 Months or More	743	1,633
Fair Value, Total	743	1,633
Unrealized Losses	'	'
Unrealized Losses, Less than 12 Months	'	'
Unrealized Losses, 12 Months or More	982	1,718
Unrealized Losses, Total	$982	$1,718

Investment_Securities_Details_4

Investment Securities (Details 4) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Losses recognized in earnings for trust preferred securities held	'	'
Beginning balance	$140	$351
Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized	'	'
Ending balance	140	351
Trust preferred securities	'	'
Losses recognized in earnings for trust preferred securities held	'	'
Beginning balance	2,305	351
Reduction for debt securities for which other-than-temporary impairment has been previously recognized and there is no related other comprehensive income	'	'
Credit losses on debt securities for which other-than-temporary impairment has not been previously recognized	'	'
Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized	'	'
Sale of debt securities	-2,165	'
Credit losses on debt securities for which other-than-temporary	'	'
Ending balance	$140	$351

Loans_and_Allowance_for_Loan_L2

Loans and Allowance for Loan Losses (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Composition of the loan portfolio	'	'
Total loans	$312,223	$346,833
Commercial	'	'
Composition of the loan portfolio	'	'
Total loans	45,150	73,643
Percentage of loans	14.50%	21.20%
Commercial real estate	'	'
Composition of the loan portfolio	'	'
Total loans	201,010	206,744
Percentage of loans	64.40%	59.60%
Residential real estate	'	'
Composition of the loan portfolio	'	'
Total loans	42,147	42,288
Percentage of loans	13.50%	12.20%
Consumer - home equity	'	'
Composition of the loan portfolio	'	'
Total loans	19,515	19,510
Percentage of loans	6.20%	5.60%
Consumer - other	'	'
Composition of the loan portfolio	'	'
Total loans	$4,401	$4,648
Percentage of loans	1.40%	1.40%

Loans_and_Allowance_for_Loan_L3

Loans and Allowance for Loan Losses (Details 1)	3 Months Ended
	Mar. 31, 2014
Factor Considered:	'
Levels of and trends in charge-offs, classifications and non-accruals	'Stable
Trends in volume and terms	'Increasing
Changes in lending policies and procedures	'Stable
Experience, depth and ability of management	'Stable
Economic trends	'Decreasing
Concentrations of credit	'Increasing

Loans_and_Allowance_for_Loan_L4

Loans and Allowance for Loan Losses (Details 2)	3 Months Ended
	Mar. 31, 2014
Factor Considered:	'
Levels and trends in classification	'Stable
Declining trends in financial performance – Commercial real estate and Commercial	'Stable
Structure and lack of performance measures – Commercial real estate and Commercial	'Stable
Migration between risk categories	'Increasing

Loans_and_Allowance_for_Loan_L5

Loans and Allowance for Loan Losses (Details 3) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Analysis of changes in the allowance for loan losses	'	'
Balance at beginning of period	$3,764	$3,825
Loan charge-offs	-147	-176
Recoveries	284	42
Net loan recoveries (charge-offs)	137	-134
Provision charged to operations	150	200
Balance at end of period	4,051	3,891
Commercial	'	'
Analysis of changes in the allowance for loan losses	'	'
Balance at beginning of period	593	639
Loan charge-offs	-112	-1
Recoveries	262	4
Net loan recoveries (charge-offs)	150	3
Provision charged to operations	-59	-23
Balance at end of period	684	619
Commercial real estate	'	'
Analysis of changes in the allowance for loan losses	'	'
Balance at beginning of period	2,638	2,616
Loan charge-offs	'	-72
Recoveries	'	'
Net loan recoveries (charge-offs)	'	-72
Provision charged to operations	259	194
Balance at end of period	2,897	2,738
Residential real estate	'	'
Analysis of changes in the allowance for loan losses	'	'
Balance at beginning of period	356	343
Loan charge-offs	'	-74
Recoveries	1	1
Net loan recoveries (charge-offs)	1	-73
Provision charged to operations	-64	64
Balance at end of period	293	334
Consumer - home equity	'	'
Analysis of changes in the allowance for loan losses	'	'
Balance at beginning of period	88	123
Loan charge-offs	'	'
Recoveries	5	5
Net loan recoveries (charge-offs)	5	5
Provision charged to operations	-3	-21
Balance at end of period	90	107
Consumer - other	'	'
Analysis of changes in the allowance for loan losses	'	'
Balance at beginning of period	89	104
Loan charge-offs	-35	-29
Recoveries	16	32
Net loan recoveries (charge-offs)	-19	3
Provision charged to operations	17	-14
Balance at end of period	$87	$93

Loans_and_Allowance_for_Loan_L6

Loans and Allowance for Loan Losses (Details 4) (USD $)	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2013	Dec. 31, 2012
In Thousands, unless otherwise specified
Ending allowance balance attributable to loans:	'	'	'	'
Individually evaluated for impairment	$298	$301	'	'
Collectively evaluated for impairment	3,753	3,463	'	'
Total ending allowance balance	4,051	3,764	3,891	3,825
Loan Portfolio:	'	'	'	'
Individually evaluated for impairment	5,612	5,552	'	'
Collectively evaluated for impairment	306,611	341,281	'	'
Total ending loans balance	312,223	346,833	'	'
Commercial	'	'	'	'
Ending allowance balance attributable to loans:	'	'	'	'
Individually evaluated for impairment	47	50	'	'
Collectively evaluated for impairment	637	543	'	'
Total ending allowance balance	684	593	619	639
Loan Portfolio:	'	'	'	'
Individually evaluated for impairment	313	418	'	'
Collectively evaluated for impairment	44,837	73,225	'	'
Total ending loans balance	45,150	73,643	'	'
Commercial real estate	'	'	'	'
Ending allowance balance attributable to loans:	'	'	'	'
Individually evaluated for impairment	251	251	'	'
Collectively evaluated for impairment	2,646	2,387	'	'
Total ending allowance balance	2,897	2,638	2,738	2,616
Loan Portfolio:	'	'	'	'
Individually evaluated for impairment	5,299	5,134	'	'
Collectively evaluated for impairment	195,711	201,610	'	'
Total ending loans balance	201,010	206,744	'	'
Residential real estate	'	'	'	'
Ending allowance balance attributable to loans:	'	'	'	'
Individually evaluated for impairment	'	'	'	'
Collectively evaluated for impairment	293	356	'	'
Total ending allowance balance	293	356	334	343
Loan Portfolio:	'	'	'	'
Individually evaluated for impairment	'	'	'	'
Collectively evaluated for impairment	42,147	42,288	'	'
Total ending loans balance	42,147	42,288	'	'
Consumer - home equity	'	'	'	'
Ending allowance balance attributable to loans:	'	'	'	'
Individually evaluated for impairment	'	'	'	'
Collectively evaluated for impairment	90	88	'	'
Total ending allowance balance	90	88	107	123
Loan Portfolio:	'	'	'	'
Individually evaluated for impairment	'	'	'	'
Collectively evaluated for impairment	19,515	19,510	'	'
Total ending loans balance	19,515	19,510	'	'
Consumer - other	'	'	'	'
Ending allowance balance attributable to loans:	'	'	'	'
Individually evaluated for impairment	'	'	'	'
Collectively evaluated for impairment	87	89	'	'
Total ending allowance balance	87	89	93	104
Loan Portfolio:	'	'	'	'
Individually evaluated for impairment	'	'	'	'
Collectively evaluated for impairment	4,401	4,648	'	'
Total ending loans balance	$4,401	$4,648	'	'

Loans_and_Allowance_for_Loan_L7

Loans and Allowance for Loan Losses (Details Textual) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
Loans and Allowance for Loan Losses (Textual) [Abstract]	'	'
Financing receivable, balance at year end	$3,303	$1,864
Period after which loans considered nonperforming	'90 days	'
60-day term commercial loans	'	'
Loans and Allowance for Loan Losses (Textual) [Abstract]	'	'
Financing receivable, balance at year end	'	$27,600
Financing receivables, maturity	'First quarter of 2014	'

Loans_and_Allowance_for_Loan_L8

Loans and Allowance for Loan Losses (Details 5) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	$312,223	$346,833
Commercial	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	45,150	73,643
Commercial real estate	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	201,010	206,744
Pass | Commercial	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	44,248	72,562
Pass | Commercial real estate	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	186,661	192,604
Special Mention | Commercial	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	556	626
Special Mention | Commercial real estate	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	7,971	9,158
Substandard | Commercial	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	346	455
Substandard | Commercial real estate	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	6,378	4,982
Doubtful | Commercial	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	'	'
Doubtful | Commercial real estate	'	'
Summary of credit quality indicators by internally assigned grade	'	'
Total loans	'	'

Loans_and_Allowance_for_Loan_L9

Loans and Allowance for Loan Losses (Details 6) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of consumer credit exposure	'	'
Total loans	$312,223	$346,833
Residential real estate	'	'
Summary of consumer credit exposure	'	'
Total loans	42,147	42,288
Consumer - home equity	'	'
Summary of consumer credit exposure	'	'
Total loans	19,515	19,510
Consumer - other	'	'
Summary of consumer credit exposure	'	'
Total loans	4,401	4,648
Performing | Residential real estate	'	'
Summary of consumer credit exposure	'	'
Total loans	41,794	41,807
Performing | Consumer - home equity	'	'
Summary of consumer credit exposure	'	'
Total loans	19,397	19,438
Performing | Consumer - other	'	'
Summary of consumer credit exposure	'	'
Total loans	4,387	4,632
Nonperforming | Residential real estate	'	'
Summary of consumer credit exposure	'	'
Total loans	353	481
Nonperforming | Consumer - home equity	'	'
Summary of consumer credit exposure	'	'
Total loans	118	72
Nonperforming | Consumer - other	'	'
Summary of consumer credit exposure	'	'
Total loans	$14	$16

Recovered_Sheet1

Loans and Allowance for Loan Losses (Details 7) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Aging analysis of the recorded investment of past due loans	'	'
30-59 Days Past Due	$1,740	$29
60-89 Days Past Due	15	208
90 Days Or Greater	1,548	1,627
Total Past Due	3,303	1,864
Current	308,920	344,969
Total ending loans balance	312,223	346,833
Recorded Investment >90 Days and Accruing	'	'
Consumer - home equity	'	'
Aging analysis of the recorded investment of past due loans	'	'
Total ending loans balance	19,515	19,510
Consumer - other	'	'
Aging analysis of the recorded investment of past due loans	'	'
Total ending loans balance	4,401	4,648
Commercial	'	'
Aging analysis of the recorded investment of past due loans	'	'
30-59 Days Past Due	'	'
60-89 Days Past Due	15	'
90 Days Or Greater	28	30
Total Past Due	43	30
Current	45,107	73,613
Total ending loans balance	45,150	73,643
Recorded Investment >90 Days and Accruing	'	'
Commercial real estate	'	'
Aging analysis of the recorded investment of past due loans	'	'
30-59 Days Past Due	1,274	'
60-89 Days Past Due	'	'
90 Days Or Greater	1,136	1,136
Total Past Due	2,410	1,136
Current	198,600	205,608
Total ending loans balance	201,010	206,744
Recorded Investment >90 Days and Accruing	'	'
Residential real estate	'	'
Aging analysis of the recorded investment of past due loans	'	'
30-59 Days Past Due	376	'
60-89 Days Past Due	'	201
90 Days Or Greater	253	380
Total Past Due	629	581
Current	41,518	41,707
Total ending loans balance	42,147	42,288
Recorded Investment >90 Days and Accruing	'	'
Consumer - other	'	'
Aging analysis of the recorded investment of past due loans	'	'
Total ending loans balance	4,401	4,648
Consumer - other | Consumer - home equity	'	'
Aging analysis of the recorded investment of past due loans	'	'
30-59 Days Past Due	89	'
60-89 Days Past Due	'	7
90 Days Or Greater	118	65
Total Past Due	207	72
Current	19,308	19,438
Total ending loans balance	19,515	19,510
Recorded Investment >90 Days and Accruing	'	'
Consumer - other | Consumer - other	'	'
Aging analysis of the recorded investment of past due loans	'	'
30-59 Days Past Due	1	29
60-89 Days Past Due	'	'
90 Days Or Greater	13	16
Total Past Due	14	45
Current	4,387	4,603
Total ending loans balance	4,401	4,648
Recorded Investment >90 Days and Accruing	'	'

Recovered_Sheet2

Loans and Allowance for Loan Losses (Details 8) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Commercial	'	'	'
Loans evaluated for impairment by loan segment	'	'	'
Recorded Investment, With no related allowance recorded	$219	'	$320
Recorded Investment, With related allowance recorded	94	'	98
Recorded Investment, Total	313	'	418
Unpaid Principal Balance, with no related allowance	219	'	320
Unpaid Principal Balance, with related allowance	94	'	98
Unpaid Principal Balance, Total	313	'	418
Related Allowance, with no related allowance	'	'	'
Related Allowance, with related allowance	47	'	50
Related Allowance, Total	47	'	50
Average Recorded Investment, with no related allowance recorded	222	4	'
Average Recorded Investment, with related allowance recorded	95	46	'
Average Recorded Investment, Total	317	50	'
Interest Income Recognized, with no related allowance	6	'	'
Interest Income Recognized, with related allowance	'	'	'
Interest Income Recognized, Total	6	'	'
Commercial real estate	'	'	'
Loans evaluated for impairment by loan segment	'	'	'
Recorded Investment, With no related allowance recorded	3,723	'	3,554
Recorded Investment, With related allowance recorded	1,576	'	1,580
Recorded Investment, Total	5,299	'	5,134
Unpaid Principal Balance, with no related allowance	4,433	'	3,554
Unpaid Principal Balance, with related allowance	1,576	'	1,580
Unpaid Principal Balance, Total	6,009	'	5,134
Related Allowance, with no related allowance	'	'	'
Related Allowance, with related allowance	251	'	251
Related Allowance, Total	251	'	251
Average Recorded Investment, with no related allowance recorded	3,668	855	'
Average Recorded Investment, with related allowance recorded	1,577	3,980	'
Average Recorded Investment, Total	5,245	4,835	'
Interest Income Recognized, with no related allowance	45	4	'
Interest Income Recognized, with related allowance	8	27	'
Interest Income Recognized, Total	$53	$31	'

Recovered_Sheet3

Loans and Allowance for Loan Losses (Details 9) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of classes of loans on non-accrual status	'	'
Total	$1,856	$1,946
Commercial	'	'
Summary of classes of loans on non-accrual status	'	'
Total	94	98
Commercial real estate	'	'
Summary of classes of loans on non-accrual status	'	'
Total	1,277	1,279
Residential real estate	'	'
Summary of classes of loans on non-accrual status	'	'
Total	353	481
Consumer - other | Consumer - home equity	'	'
Summary of classes of loans on non-accrual status	'	'
Total	118	72
Consumer - other | Consumer - other	'	'
Summary of classes of loans on non-accrual status	'	'
Total	$14	$16

Earnings_Per_Share_and_Capital2

Earnings Per Share and Capital Transactions (Details) (USD $)	3 Months Ended
In Thousands, except Share data, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Computation of basic earnings per common share	'	'
Net income	$1,332	$830
Weighted average common shares outstanding	4,527,182	4,525,830
Earnings per share	$0.29	$0.18

Subordinated_Debt_Details

Subordinated Debt (Details) (USD $)	1 Months Ended
	Jul. 31, 2007	Mar. 31, 2014	Dec. 31, 2013
Subordinated Debt (Textual) [Abstract]	'	'	'
Floating rate trust preferred securities issued	$5,000,000	'	'
Maturity date of floating rate trust preferred securities	'2037-12	'	'
Investment in common securities issued by trust	$155,000	'	'
Interest rate description	'3-month LIBOR rate plus 1.45%	'	'
LIBOR Rate Points	1.45%	'	'
Interest rate	'	1.68%	1.69%

Commitments_Details_1

Commitments (Details 1) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Commitments to extend credit:	'	'
Fixed rate	$31,217	$14,439
Variable rate	49,052	53,275
Standby letters of credit	$550	$670

Commitments_Details_2

Commitments (Details 2) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Summary of overdraft protection	'	'
Overdraft protection available on depositors' accounts	$9,694	$9,678
Balance of overdrafts included in loans	80	190
Average daily balance of overdrafts	$107	$115
Average daily balance of overdrafts as a percentage of available	1.10%	1.19%

Fair_Value_of_Assets_and_Liabi2

Fair Value of Assets and Liabilities (Details) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
ASSETS	'	'
Total debt securities, Fair value	$162,525	$160,886
Trading securities	7,450	7,247
Loans held for sale	570	656
Trust preferred securities	'	'
ASSETS	'	'
Total debt securities, Fair value	743	10,136
Level 1	'	'
ASSETS	'	'
Loans held for sale	570	656
Level 2	'	'
ASSETS	'	'
Total debt securities, Fair value	161,782	150,750
Trading securities	7,450	7,247
Level 3	'	'
ASSETS	'	'
Total debt securities, Fair value	743	10,136
Level 3 | Trust preferred securities	'	'
ASSETS	'	'
Total debt securities, Fair value	743	10,136
U.S.Treasury securities	'	'
ASSETS	'	'
Total debt securities, Fair value	109	112
U.S.Treasury securities | Level 2	'	'
ASSETS	'	'
Total debt securities, Fair value	109	112
U.S. Government agencies and corporations	'	'
ASSETS	'	'
Total debt securities, Fair value	8,445	8,947
U.S. Government agencies and corporations | Level 2	'	'
ASSETS	'	'
Total debt securities, Fair value	8,445	8,947
Obligations of states and political subdivisions	'	'
ASSETS	'	'
Total debt securities, Fair value	48,185	43,535
Obligations of states and political subdivisions | Level 2	'	'
ASSETS	'	'
Total debt securities, Fair value	48,185	43,535
U.S. Government-sponsored mortgage-backed securities	'	'
ASSETS	'	'
Total debt securities, Fair value	85,866	78,022
U.S. Government-sponsored mortgage-backed securities | Level 2	'	'
ASSETS	'	'
Total debt securities, Fair value	85,866	78,022
U.S. Government-sponsored collateralized mortgage obligations	'	'
ASSETS	'	'
Total debt securities, Fair value	16,128	17,085
U.S. Government-sponsored collateralized mortgage obligations | Level 2	'	'
ASSETS	'	'
Total debt securities, Fair value	$16,128	$17,085

Fair_Value_of_Assets_and_Liabi3

Fair Value of Assets and Liabilities (Details 1) (Trust preferred securities, USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Trust preferred securities	'	'
Changes in the Level 3 fair value category	'	'
Beginning balance	$10,136	$7,612
Net realized/unrealized gains/(losses) included in:	'	'
Noninterest income	'	'
Other comprehensive income	736	1,074
Discount accretion (premium amortization)	7	'
Sales	-10,044	'
Purchases, issuance, and settlements	-92	'
Ending balance	743	8,686
Losses included in net income for the period relating to assets held at period end	'	'

Fair_Value_of_Assets_and_Liabi4

Fair Value of Assets and Liabilities (Details Textual) (USD $)	3 Months Ended			3 Months Ended	12 Months Ended	3 Months Ended	12 Months Ended	3 Months Ended	12 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013	Mar. 31, 2014	Dec. 31, 2013
	Security	Security		Trust preferred securities	Trust preferred securities	Trust preferred securities	Trust preferred securities	Trust preferred securities	Trust preferred securities
						Minimum	Minimum	Maximum	Maximum
Fair Value (Additional Textual) [Abstract]	'	'	'	'	'	'	'	'	'
Number of debt securities with other-than-temporary impairment	1	2	'	'	'	'	'	'	'
Minimum effective discount rate on overall basis	11.38%	'	'	'	'	'	'	'	'
Maximum effective discount rate on overall basis	16.42%	'	'	'	'	'	'	'	'
Minimum assets of trust preferred securities issued by institution	$15,000,000,000	'	'	'	'	'	'	'	'
Maturity period of short-term borrowings	'one year or less	'	'	'	'	'	'	'	'
Period of swap rate	'25 years	'	'	'	'	'	'	'	'
OTTI recognized value reflecting the estimated fair value of the securities	'	'	$2,000,000	'	'	'	'	'	'
Fair Value (Textual) [Abstract]	'	'	'	'	'	'	'	'	'
Period frequency of projected prepayment rate	'	'	'	'1 year	'1 year	'	'	'	'
Projected Prepayments, minimum fixed rate coupons	'	'	'	8.00%	8.00%	'	'	'	'
Projected Prepayments, percentage of fair value input for banks	'	'	'	1.00%	1.00%	'	'	'	'
Projected prepayment, percentage of fair value for collateral by REITs	'	'	'	0.00%	0.00%	'	'	'	'
Projected prepayment, percentage of fair value for collateral for insurance companies	'	'	'	2.00%	2.00%	'	'	'	'
Annually projected defaults percentage for healthy banks	'	'	'	2.00%	2.00%	'	'	'	'
Period frequency of projected default rate	'	'	'	'2 years	'2 years	'	'	'	'
Projected defaults rate for healthy banks	'	'	'	0.36%	0.36%	'	'	'	'
Projected Recoveries, percentage for insurance companies, REITs and insolvent banks	'	'	'	0.00%	0.00%	'	'	'	'
Projected recovery, percentage for projected bank deferrals	'	'	'	10.00%	10.00%	'	'	'	'
Projected Bank Deferrals lagged	'	'	'	'2 years	'2 years	'	'	'	'
Fair value input discount rate	'	'	'	'	'	11.38%	5.65%	16.42%	17.85%

Fair_Value_of_Assets_and_Liabi5

Fair Value of Assets and Liabilities (Details 2) (Trust preferred securities, USD $)	3 Months Ended	12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Dec. 31, 2013
	Security	Security
Trust preferred securities	'	'
Breakdown of trust preferred securities	'	'
Total number of trust preferred securities	2	12
Par value	$1,865	$14,366
Number not considered OTTI	1	1
Par value	865	956
Number considered OTTI	1	11
Par value	1,000	13,410
Life-to-date impairment recognized in earnings	140	2,305
Life-to-date impairment recognized in other comprehensive income	982	1,718
Total life-to-date impairment	$1,122	$4,023

Fair_Value_of_Assets_and_Liabi6

Fair Value of Assets and Liabilities (Details 3) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Losses recognized in earnings for trust preferred securities held	'	'
Beginning balance	$140	$351
Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized	'	'
Ending balance	140	351
Trapeza IX B-1	'	'
Losses recognized in earnings for trust preferred securities held	'	'
Moody’s/Fitch Rating	'Ca/CC	'Ca/CC
Beginning balance	140	140
Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized	'	'
Ending balance	140	140
PreTSL XXIII Class C-FP	'	'
Losses recognized in earnings for trust preferred securities held	'	'
Moody’s/Fitch Rating	'	'Ca/C
Beginning balance	'	211
Additional credit losses on debt securities for which other-than-temporary impairment was previously recognized	'	'
Ending balance	'	$211

Fair_Value_of_Assets_and_Liabi7

Fair Value of Assets and Liabilities (Details 4) (USD $)	Mar. 31, 2014	Feb. 28, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Additional information related to the Company's trust preferred securities	'	'	'
Available-for-sale Securities, Amortized Cost	$164,487	$10,000	$165,219
Total debt securities, Fair value	162,525	'	160,886
PreTSL XXIII	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'C-2	'	'C-2
Available-for-sale Securities, Amortized Cost	865	'	956
Total debt securities, Fair value	303	'	392
Unrealized Gain/(Loss)	-562	'	-564
Moody’s/Fitch Rating	'Ca/C	'	'Ca/C
Number of Issuers Currently Performing	94	'	93
Deferrals and Defaults as a % of Current Collateral	23.50%	'	24.20%
Excess Subordination as a % of Current Performing Collateral	'	'	'
Trapeza IX	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'B-1	'	'B-1
Available-for-sale Securities, Amortized Cost	860	'	860
Total debt securities, Fair value	440	'	430
Unrealized Gain/(Loss)	-420	'	-430
Moody’s/Fitch Rating	'Ca/CC	'	'Ca/CC
Number of Issuers Currently Performing	32	'	32
Deferrals and Defaults as a % of Current Collateral	20.00%	'	20.90%
Excess Subordination as a % of Current Performing Collateral	'	'	'
Trust preferred securities	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Available-for-sale Securities, Amortized Cost	1,725	'	11,854
Total debt securities, Fair value	743	'	10,136
Unrealized Gain/(Loss)	-982	'	-1,718
Excess Subordination as a % of Current Performing Collateral	'	'	'
PreTSL XXIII	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'C-FP
Available-for-sale Securities, Amortized Cost	'	'	1,535
Total debt securities, Fair value	'	'	811
Unrealized Gain/(Loss)	'	'	-724
Moody’s/Fitch Rating	'	'	'Ca/C
Number of Issuers Currently Performing	'	'	93
Deferrals and Defaults as a % of Current Collateral	'	'	24.20%
I-PreTSL I	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-1
Available-for-sale Securities, Amortized Cost	'	'	770
Total debt securities, Fair value	'	'	770
Moody’s/Fitch Rating	'	'	'NR/CCC
Number of Issuers Currently Performing	'	'	14
Deferrals and Defaults as a % of Current Collateral	'	'	17.30%
Excess Subordination as a % of Current Performing Collateral	'	'	7.78%
I-PreTSL I	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-2
Available-for-sale Securities, Amortized Cost	'	'	770
Total debt securities, Fair value	'	'	770
Moody’s/Fitch Rating	'	'	'NR/CCC
Number of Issuers Currently Performing	'	'	14
Deferrals and Defaults as a % of Current Collateral	'	'	17.30%
Excess Subordination as a % of Current Performing Collateral	'	'	7.78%
I-PreTSL I	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-3
Available-for-sale Securities, Amortized Cost	'	'	770
Total debt securities, Fair value	'	'	770
Moody’s/Fitch Rating	'	'	'NR/CCC
Number of Issuers Currently Performing	'	'	14
Deferrals and Defaults as a % of Current Collateral	'	'	17.30%
Excess Subordination as a % of Current Performing Collateral	'	'	7.78%
I-PreTSL II	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-3
Available-for-sale Securities, Amortized Cost	'	'	2,700
Total debt securities, Fair value	'	'	2,700
Moody’s/Fitch Rating	'	'	'NR/B
Number of Issuers Currently Performing	'	'	21
Deferrals and Defaults as a % of Current Collateral	'	'	8.00%
Excess Subordination as a % of Current Performing Collateral	'	'	18.03%
I-PreTSL III	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-2
Available-for-sale Securities, Amortized Cost	'	'	870
Total debt securities, Fair value	'	'	870
Moody’s/Fitch Rating	'	'	'Ba3/CCC
Number of Issuers Currently Performing	'	'	20
Deferrals and Defaults as a % of Current Collateral	'	'	14.10%
Excess Subordination as a % of Current Performing Collateral	'	'	14.74%
I-PreTSL III	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'C
Available-for-sale Securities, Amortized Cost	'	'	620
Total debt securities, Fair value	'	'	620
Moody’s/Fitch Rating	'	'	'NR/CCC
Number of Issuers Currently Performing	'	'	20
Deferrals and Defaults as a % of Current Collateral	'	'	14.10%
Excess Subordination as a % of Current Performing Collateral	'	'	4.70%
I-PreTSL IV	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-1
Available-for-sale Securities, Amortized Cost	'	'	860
Total debt securities, Fair value	'	'	860
Moody’s/Fitch Rating	'	'	'Ba2/B
Number of Issuers Currently Performing	'	'	30
Excess Subordination as a % of Current Performing Collateral	'	'	17.67%
I-PreTSL IV	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'B-2
Available-for-sale Securities, Amortized Cost	'	'	860
Total debt securities, Fair value	'	'	860
Moody’s/Fitch Rating	'	'	'Ba2/B
Number of Issuers Currently Performing	'	'	30
Excess Subordination as a % of Current Performing Collateral	'	'	17.67%
I-PreTSL IV	'	'	'
Additional information related to the Company's trust preferred securities	'	'	'
Class	'	'	'C
Available-for-sale Securities, Amortized Cost	'	'	283
Total debt securities, Fair value	'	'	$283
Moody’s/Fitch Rating	'	'	'Caa1/CCC
Number of Issuers Currently Performing	'	'	30
Excess Subordination as a % of Current Performing Collateral	'	'	11.16%

Fair_Value_of_Assets_and_Liabi8

Fair Value of Assets and Liabilities (Details 5) (Fair Value, Measurements, Nonrecurring, USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
Assets measured on a nonrecurring basis:	'	'
Impaired loans	$5,314	$5,251
Other real estate owned	'	33
Level 3	'	'
Assets measured on a nonrecurring basis:	'	'
Impaired loans	5,314	5,251
Other real estate owned	'	$33

Fair_Value_of_Assets_and_Liabi9

Fair Value of Assets and Liabilities (Details 6) (USD $)	Mar. 31, 2014	Dec. 31, 2013
In Thousands, unless otherwise specified
ASSETS:	'	'
Total debt securities, Fair value	$162,525	$160,886
Trading securities	7,450	7,247
Loans held for sale	570	656
Bank-owned life insurance	15,122	15,049
LIABILITIES:	'	'
Short-term borrowings	3,927	3,804
Subordinated debt	5,155	5,155
Level 1	'	'
ASSETS:	'	'
Cash and cash equivalents	16,386	12,396
Loans held for sale	570	656
Bank-owned life insurance	15,122	15,049
Accrued interest receivable	2,075	1,675
LIABILITIES:	'	'
Demand, savings and money market deposits	286,282	316,708
Short-term borrowings	3,927	3,804
Accrued interest payable	276	290
Level 2	'	'
ASSETS:	'	'
Total debt securities, Fair value	161,782	150,750
Trading securities	7,450	7,247
Level 3	'	'
ASSETS:	'	'
Total debt securities, Fair value	743	10,136
Loans, net of allowance for loan losses	313,433	349,190
LIABILITIES:	'	'
Time deposits	134,633	135,712
FHLB advances	36,413	44,746
Subordinated debt	5,059	4,694
Carrying Amount	'	'
ASSETS:	'	'
Cash and cash equivalents	16,386	12,396
Total debt securities, Fair value	162,525	160,886
Trading securities	7,450	7,247
Loans held for sale	570	656
Loans, net of allowance for loan losses	308,172	343,069
Bank-owned life insurance	15,122	15,049
Accrued interest receivable	2,075	1,675
LIABILITIES:	'	'
Demand, savings and money market deposits	286,282	316,708
Time deposits	131,087	131,961
FHLB advances	34,500	42,600
Short-term borrowings	3,927	3,804
Subordinated debt	5,155	5,155
Accrued interest payable	276	290
Estimated Fair Value	'	'
ASSETS:	'	'
Cash and cash equivalents	16,386	12,396
Total debt securities, Fair value	162,525	160,886
Trading securities	7,450	7,247
Loans held for sale	570	656
Loans, net of allowance for loan losses	313,433	349,190
Bank-owned life insurance	15,122	15,049
Accrued interest receivable	2,075	1,675
LIABILITIES:	'	'
Demand, savings and money market deposits	286,282	316,708
Time deposits	134,633	135,712
FHLB advances	36,413	44,746
Short-term borrowings	3,927	3,804
Subordinated debt	5,059	4,694
Accrued interest payable	$276	$290

Recovered_Sheet4

Fair Value of Assets and Liabilities (Details 7) (USD $)	3 Months Ended		12 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Dec. 31, 2013
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Total debt securities, Fair value	162,525		160,886
Impaired Loans	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Appraisal Adjustments	12.00%		21.00%
Liquidation Expenses	6.00%		6.00%
Impaired Loans | Minimum	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Appraisal Adjustments	7.00%		'
Liquidation Expenses	2.00%		'
Impaired Loans | Maximum	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Appraisal Adjustments	30.00%		'
Liquidation Expenses	26.00%		'
Appraisal Of Collateral | Impaired Loans	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Total debt securities, Fair value	5,314		5,251
Valuation Technique	'Appraisal of Collateral	[1]	'Appraisal of Collateral	[1]
Projected Prepayments	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Description of Inputs	'1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital. All fixed rate within one year; variable rate at increasing intervals depending on spread.2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.3) 1% annually for all other fixed rate issues and all variable rate issues.4) Zero for collateral issued by REITs and 2% for insurance companies.		'1) Trust preferred securities issued by banks subject to Dodd-Frank's phase-out of trust preferred securities from Tier 1 Capital. All fixed rate within one year; variable rate at increasing intervals depending on spread.2) Trust preferred securities issued by healthy, well capitalized banks that have fixed rate coupons greater than 8%.3) 1% annually for all other fixed rate issues and all variable rate issues.4) Zero for collateral issued by REITs and 2% for insurance companies.
Projected Defaults	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Description of Inputs	'1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately.2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately. Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.		'1) All deferring issuers that do not meet the criteria for curing, as described below, are projected to default immediately.2) Banks with high, near team default risk are identified using a CAMELS model, and projected to default immediately. Healthy banks are projected to default at a rate of 2% annually for 2 years, and 0.36% annually thereafter.3) Insurance and REIT defaults are projected according to the historical default rates exhibited by companies with the same credit ratings. Historical default rates are doubled in each of the first two years of the projection to account for current economic conditions. Unrated issuers are assumed to have CCC- ratings.
Projected Cures	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Description of Inputs	'1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.		'1) Deferring issuers that have definitive agreements to either be acquired or recapitalized.
Projected Recoveries	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Description of Inputs	'1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.		'1) Zero for insurance companies, REITs and insolvent banks, and 10% for projected bank deferrals lagged 2 years.
Discount Rates	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Description of Inputs	'1) Ranging from ~5.65% to ~17.85%, depending on each bond's seniority and remaining subordination after projected losses.		'1) Ranging from ~5.65% to ~17.85%, depending on each bond's seniority and remaining subordination after projected losses.
Trust preferred securities	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Total debt securities, Fair value	743		10,136
Trust preferred securities | Minimum	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Fair value input discount rate	11.38%		5.65%
Trust preferred securities | Maximum	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Fair value input discount rate	16.42%		17.85%
Trust preferred securities | Discounted Cash Flow	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Total debt securities, Fair value	743		10,136
Valuation Technique	'Discounted Cash Flow		'Discounted Cash Flow
Other Real Estate Owned	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Appraisal Adjustments	'		0.00%
Other Real Estate Owned | Appraisal Of Collateral	'		'
Significant unobservable inputs for assets and liabilities measured at fair value on a recurring and nonrecurring basis	'		'
Total debt securities, Fair value	'		33
Valuation Technique	'		'Appraisal of Collateral	[1],[2]
[1]	Fair value is generally determined through independent appraisals of the underlying collateral, which generally include various Level 3 inputs which are not identifiable.
[2]	Includes qualitative adjustments by management and estimated liquidation expenses.

Accumulated_Other_Comprehensiv2

Accumulated Other Comprehensive Income (Details) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014		Mar. 31, 2013
Accumulated Other Comprehensive Income Loss Net Of Tax [Abstract]	'		'
Beginning Balance	($2,888)		'
Total other comprehensive income	1,578		400
Ending Balance	-1,310		'
Accumulated Net Unrealized Investment Gain (Loss)	'		'
Accumulated Other Comprehensive Income Loss Net Of Tax [Abstract]	'		'
Beginning Balance	-2,860	[1]	-1,707	[1]
Other comprehensive income (loss) before reclassification	1,692	[1]	400	[1]
Amount reclassified from accumulated other comprehensive income (loss)	-127	[1]	'	[1]
Total other comprehensive income	1,565	[1]	400	[1]
Ending Balance	-1,295	[1]	-1,307	[1]
Accumulated Defined Benefit Plans Adjustment	'		'
Accumulated Other Comprehensive Income Loss Net Of Tax [Abstract]	'		'
Beginning Balance	-28		'
Other comprehensive income (loss) before reclassification	13		'
Amount reclassified from accumulated other comprehensive income (loss)	'		'
Total other comprehensive income	13		'
Ending Balance	($15)		'
[1]	All amounts are net of tax. Amounts in parentheses indicate debits.

Accumulated_Other_Comprehensiv3

Accumulated Other Comprehensive Income (Details 1) (USD $)	3 Months Ended
In Thousands, unless otherwise specified	Mar. 31, 2014	Mar. 31, 2013
Unrealized gains on available-for-sale securities	'	'
Reclassification adjustment for net gains realized in net income	($193)	'
Tax effect	66	'
Net of tax	($127)	'

PostRetirement_Obligations_Det

Post-Retirement Obligations (Details Textual) (USD $)	3 Months Ended
	Mar. 31, 2014	Mar. 31, 2013	Dec. 31, 2013
Benefit Plans (Textual) [Abstract]	'	'	'
Change in post-retirement obligations	$13,000	'	'
Other Postretirement Benefit Plans, Defined Benefit	'	'	'
Benefit Plans (Textual) [Abstract]	'	'	'
Change in post-retirement obligations	13,000	'	'
Benefit expense of postretirement cost of insurance	'	6,000	'
Accumulated liability for retirement benefits plan	$601,000	'	$614,000